Search results for "Modeling and simulation"
showing 10 items of 1561 documents
Convergence of a high-order compact finite difference scheme for a nonlinear Black–Scholes equation
2004
A high-order compact finite difference scheme for a fully nonlinear parabolic differential equation is analyzed. The equation arises in the modeling of option prices in financial markets with transaction costs. It is shown that the finite difference solution converges locally uniformly to the unique viscosity solution of the continuous equation. The proof is based on a careful study of the discretization matrices and on an abstract convergence result due to Barles and Souganides.
Computing continuous numerical solutions of matrix differential equations
1995
Abstract In this paper, we construct analytical approximate solutions of initial value problems for the matrix differential equation X ′( t ) = A ( t ) X ( t ) + X ( t ) B ( t ) + L ( t ), with twice continuously differentiable functions A ( t ), B ( t ), and L ( t ), continuous. We determine, in terms of the data, the existence interval of the problem. Given an admissible error e, we construct an approximate solution whose error is smaller than e uniformly, in all the domain.
Experimental study on triangular central baffle flume
2019
Abstract In this paper the results of the experiments performed to study the flow through a Triangular Central Baffle Flume (TCBF) are reported. The investigated flume consists of a triangular baffle of the apex angle of 75° with a given base width. The theoretical stage-discharge formula was deduced by applying the Buckingham's Theorem and incomplete self-similarity hypothesis and was calibrated using the laboratory measurements carried out in this investigation. The proposed stage-discharge formula is characterized by a mean absolute relative error of 7.4% and 72% of the data points are in an error range of ±5%. The results indicate that TCBF flume is characterized by a flow capacity high…
Classifying efficient alternatives in SMAA using cross confidence factors
2006
Abstract Stochastic multicriteria acceptability analysis (SMAA) is a family of methods for aiding multicriteria group decision making. These methods are based on exploring the weight space in order to describe the preferences that make each alternative the most preferred one. The main results of the analysis are rank acceptability indices, central weight vectors and confidence factors for different alternatives. The rank acceptability indices describe the variety of different preferences resulting in a certain rank for an alternative; the central weight vectors represent the typical preferences favouring each alternative; and the confidence factors measure whether the criteria data are suff…
A methodology for the reduction of imprecision in the engineering process
1997
Abstract Engineering design is characterized by a high level of imprecision, vague parameters, and ill-defined relationships. In design, imprecision reduction must occur to arrive at a final product specification. Few design systems exist for adequately representing design imprecision, and formally reducing it to precise values. Fuzzy set theory has considerable potential for addressing the imprecision in design. However, it lacks a formal methodology for system development and operation. One repercussion of this is that imprecision reduction is, at present, implemented in a relatively ad-hoc manner. The main contribution of this paper is to introduce a methodology called precision converge…
Evaluating a Technology-Based Assessment (TBA) to Measure Teachers’ Action-Related and Reflective Skills
2019
Teaching performance can be assessed validly only if the assessment involves an appropriate, authentic representation of real-life teaching practices. Different skills interact in coordinating teac...
Lagrangian finite element modelling of dam–fluid interaction: Accurate absorbing boundary conditions
2007
The dynamic dam-fluid interaction is considered via a Lagrangian approach, based on a fluid finite element (FE) model under the assumption of small displacement and inviscid fluid. The fluid domain is discretized by enhanced displacement-based finite elements, which can be considered an evolution of those derived from the pioneering works of Bathe and Hahn [Bathe KJ, Hahn WF. On transient analysis of fluid-structure system. Comp Struct 1979;10:383-93] and of Wilson and Khalvati [Wilson EL, Khalvati M. Finite element for the dynamic analysis of fluid-solid system. Int J Numer Methods Eng 1983;19:1657-68]. The irrotational condition for inviscid fluids is imposed by the penalty method and con…
Bending stress fields in composite laminate beams by a boundary integral formulation
1999
Abstract The elasticity of a composite laminate under bending loads is approached through a boundary integral formulation and solved by the boundary element method. The integral equations governing the behaviour of each layer within the laminate, are deduced using the reciprocity theorem. Exact analytical singular solutions of the generalized orthotropic elasticity, i.e. the fundamental solutions of the problem, are employed as the kernels of the integral equation. The formulation does not make any assumption as to the nature of the elastic response and it allows consideration of general section geometries and stacking sequences. The solution is obtained through the enforcement of the inter…
Dynamic response of beams excited by moving oscillators: Approximate analytical solutions for general boundary conditions
2023
In this paper, the dynamic response of an Euler-Bernoulli beam with general boundary conditions (BCs) and subject to a moving oscillator is examined. Notably, novel approximate closed-form expressions are determined for the vertical responses of both the beam and the moving oscillator, specifically considering the effect of damping in these systems, commonly omitted in standard approaches in the literature. In this regard, a modal superposition procedure is adopted and combined with an appropriate expansion-based approach of the dynamic response of the system, which naturally arises considering the oscillator-beam mass ratio to be reasonably small. Further, general boundary conditions are t…
A four-node MITC finite element for magneto-electro-elastic multilayered plates
2013
An isoparametric four-node finite element for multilayered magneto-electro-elastic plates analysis is presented. It is based on an equivalent single-layer model, which assumes the first order shear deformation theory and quasi-static behavior for the electric and magnetic fields. First, the electro-magnetic state of the plate is determined in terms of the mechanical primary variables, namely the generalized displacements, by solving the strong form of the magneto-electric governing equations coupled with the electro-magnetic interface continuity conditions and the external boundary conditions. In turn, this result is used into the layers constitutive law to infer the equivalent single-layer…