Search results for "Finite difference"
showing 10 items of 122 documents
Multipactor radiation analysis within a waveguide region based on a frequency-domain representation of the dynamics of charged particles
2009
[EN] A technique for the accurate computation of the electromagnetic fields radiated by a charged particle moving within a parallel-plate waveguide is presented. Based on a transformation of the time-varying current density of the particle into a time-harmonic current density, this technique allows the evaluation of the radiated electromagnetic fields both in the frequency and time domains, as well as in the near- and far-field regions. For this purpose, several accelerated versions of the parallel-plate Green's function in the frequency domain have been considered. The theory has been successfully applied to the multipactor discharge occurring within a two metal-plates region. The proposed…
Mathematical Models and their Solutions for Domains of Compex Form
2014
Promocijas darbā tiek apskatīti dažādi oriģināli modeļi un to risinājumi sarežģītas formas apgabaliem. Intensīvās tērauda rūdīšanas procesi sistēmām ar ribām tiek aprakstīti ar 3D hiperbolisko, kā arī ar klasisko siltuma vadīšanas vienādojumu. Precīzā atrisinājuma iegūšanai izmantota Grīna funkciju metode un tās vispārinājums. Modernajos datoros sastopamajām sistēmām ar dubulsieniņu un dubultribu dota stacionārā un nestacionārā siltumvadīšanas problēma 2D gadījumā. Tās risinājums tiek iegūts ar konservatīvās viduvēšanas metodi, galīgo diferenču metodi un tās modifikāciju robežnosacījumiem. Piedāvāts jauns matemātiskais modelis vītola flautai, problēmas formulējumā izmantojot 1D lineāru viļņ…
Estimation of the mechanical properties of the eye through the study of its vibrational modes.
2017
Measuring the eye's mechanical properties in vivo and with minimally invasive techniques can be the key for individualized solutions to a number of eye pathologies. The development of such techniques largely relies on a computational modelling of the eyeball and, it optimally requires the synergic interplay between experimentation and numerical simulation. In Astrophysics and Geophysics the remote measurement of structural properties of the systems of their realm is performed on the basis of (helio-)seismic techniques. As a biomechanical system, the eyeball possesses normal vibrational modes encompassing rich information about its structure and mechanical properties. However, the integral a…
Effects of the foot evolution on the behaviour of slow-moving landslides
2011
The paper presents a time-dependent 2D numerical model which has been developed with the purpose of highlighting the effects of the slope foot evolution on the behaviour of slow-moving landslides. The model allows to quantitatively analyse how foot mass variations can influence the stability and the movement rates of the landslide. The landslide body is modelled as composed of two rigid blocks sliding on two different planes and interacting through a common boundary, which position is assumed fixed during the analysis. A finite difference approach is used to discretize the time. For each time increment, changes in model parameters are allowed, including variations in shearing resistances, g…
Mathematical modelling of problems of mathematical physics with periodic boundary conditions
2014
Darbā izstrādāti jauni speciāli algoritmi parasto un parciālo diferenciālvienādojumu problēmu ar periodiskajiem nosacījumiem skaitliskai modelēšanai, kuri balstās uz precīzā spektra izmantošanu telpisko parciālo atvasinājuma aproksimēšanai ar galīgajām diferencēm. Algoritmi tiek veidoti dažādām divdimensiju matemātiskās fizikas problēmām (lineārām un nelineārām), balstoties uz taišņu metodes algoritmiem un precīzā spektra diferenču shēmām. Izveidotie algoritmi tiek realizēti un salīdzināti ar datorprogrammas MATLAB palīdzību. Ar iegūtajiem algoritmiem tiek risinātas vairākas lietišķas problēmas, t.sk 2D magneto-hidrodinamiska plūsma ap periodiski novietotiem cilindriem, 2D plūsma cilindrā ā…
Generalized wave propagation problems and discrete exterior calculus
2018
We introduce a general class of second-order boundary value problems unifying application areas such as acoustics, electromagnetism, elastodynamics, quantum mechanics, and so on, into a single framework. This also enables us to solve wave propagation problems very efficiently with a single software system. The solution method precisely follows the conservation laws in finite-dimensional systems, whereas the constitutive relations are imposed approximately. We employ discrete exterior calculus for the spatial discretization, use natural crystal structures for three-dimensional meshing, and derive a “discrete Hodge” adapted to harmonic wave. The numerical experiments indicate that the cumulat…
Kāda biomasas gazifikācijas modeļa skaitliskā analīze
2017
Šajā darbā tiek pētīts gazifikācijas procesa matemātiskais modelis. Tiek analizēta siltumapmaiņas reakcijas vienādojumu sistēma, konstruēts tās matemātiskais modelis un izpētīti raksti par gazifikācijas norises procesiem.
On shape differentiation of discretized electric field integral equation
2013
Abstract This work presents shape derivatives of the system matrix representing electric field integral equation discretized with Raviart–Thomas basis functions. The arising integrals are easy to compute with similar methods as the entries of the original system matrix. The results are compared to derivatives computed with automatic differentiation technique and finite differences, and are found to be in an excellent agreement. Furthermore, the derived formulas are employed to analyze shape sensitivity of the input impedance of a planar inverted F-antenna, and the results are compared to those obtained using a finite difference approximation.
Reduced Order Models for Pricing European and American Options under Stochastic Volatility and Jump-Diffusion Models
2017
Abstract European options can be priced by solving parabolic partial(-integro) differential equations under stochastic volatility and jump-diffusion models like the Heston, Merton, and Bates models. American option prices can be obtained by solving linear complementary problems (LCPs) with the same operators. A finite difference discretization leads to a so-called full order model (FOM). Reduced order models (ROMs) are derived employing proper orthogonal decomposition (POD). The early exercise constraint of American options is enforced by a penalty on subset of grid points. The presented numerical experiments demonstrate that pricing with ROMs can be orders of magnitude faster within a give…
Reduced Order Models for Pricing American Options under Stochastic Volatility and Jump-diffusion Models
2016
American options can be priced by solving linear complementary problems (LCPs) with parabolic partial(-integro) differential operators under stochastic volatility and jump-diffusion models like Heston, Merton, and Bates models. These operators are discretized using finite difference methods leading to a so-called full order model (FOM). Here reduced order models (ROMs) are derived employing proper orthogonal decomposition (POD) and non negative matrix factorization (NNMF) in order to make pricing much faster within a given model parameter variation range. The numerical experiments demonstrate orders of magnitude faster pricing with ROMs. peerReviewed