Search results for "Numerical Analysis"
showing 10 items of 883 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.
Non-linear systems under delta correlated processes handled by perturbation theory
1998
Statistical responses in terms of moment and correlation functions of non-linear systems driven by non-normal delta correlated external pulses are derived. The procedure takes full advantage of the perturbation theory approach. Then, by means of a proper coordinate transformation, the system is replaced by a quasi-linear system for which the statistical quantities can be exactly found.
CVBEM solution for De Saint-Venant orthotropic beams under coupled bending and torsion
2014
The aim of this paper is to provide a solution for the coupled flexure–torsion De Saint Venant problem for orthotropic beams taking full advantage of the complex variable boundary element method (CVBEM) properly extended using a complex potential function whose real and imaginary parts are related to the shear stress components, the orthotropic ratio and the Poisson coefficients. The proposed method returns the complete stress field and the unitary twist rotation of the cross section at once by performing only line integrals. Numerical applications have been reported to show the validity and the efficiency of the proposed modified CVBEM to handle shear stress problems in the presence of ort…
Direct stiffness matrices of BEs in the Galerkin BEM formulation
2001
Abstract In the analysis of an elastic two-dimensional solid body by means of the Symmetric Galerkin Boundary Element Method (SGBEM), difficulties arise in the computation of some terms of the solving system coefficients. In fact these coefficients are expressed as double integrals with singularities of order 1/ r 2 , r being the distance between the field and source points. In order to compute these coefficients a strategy based on Schwartz's distribution theory is employed. In this paper the direct stiffness matrix related to the generic node of the free boundary are computed in closed form.
Interaction Diagram of a Circular Bar in Torsion and Extension
1995
For a circular bar of perfectly plastic material and subjected to a cyclically variable torque and a constant axial force, the interaction (or generalized Bree) diagram is derived by a direct method in which Melan’s theorem is used to locate the nonratchetting load boundary.
Improved Global-Local Method for Ultrasonic Guided Wave Scattering Predictions in Composite Waveguides and Defects
2023
Abstract As structures increase in complexity, in the use of high-performing materials and designs, their health assessment becomes increasingly challenging. Ultrasonic guided waves (UGWs) have shown to be very promising in the inspection of large (i.e. aerospace components) attenuating (i.e. composite materials) structures and have been successfully employed for damage detection in a variety of fields. The intrinsic complex nature of UGWs, due to their dispersive behavior, combined with the structural complexity of the applications, though, makes the interpretation of UGW inspections very challenging. Numerical simulations of UGW propagation become crucial to this end and have been address…
Nonlinear Analysis of Beams Reinforced in Shear with Stirrups and Steel Fibers
2012
The modified compression field theory (MCFT) and the disturbed stress field model (DSFM) are often used to predict the nonlinear behavior of reinforced concrete structures. This study presents several extensions of the MCFT and DSFM to the case of high-strength steel fiber-reinforced concrete beams subjected to transverse loads. Experimental four-point bending tests were conducted on 12 concrete beams with a different percentage of fibers and/or stirrups. To validate the updates introduced in the analytical models, numerical analysis was performed using nonlinear finite element software. Modeling of the post-peak softening branch of the tensile and compressive constitutive curves of fibrous…
Multivariate nonparametric tests in a randomized complete block design
2003
AbstractIn this paper multivariate extensions of the Friedman and Page tests for the comparison of several treatments are introduced. Related unadjusted and adjusted treatment effect estimates for the multivariate response variable are also found and their properties discussed. The test statistics and estimates are analogous to the traditional univariate methods. In test constructions, the univariate ranks are replaced by multivariate spatial ranks (J. Nonparam. Statist. 5 (1995) 201). Asymptotic theory is developed to provide approximations for the limiting distributions of the test statistics and estimates. Limiting efficiencies of the tests and treatment effect estimates are found in the…
Measuring frequency domain granger causality for multiple blocks of interacting time series
2011
In the past years, several frequency-domain causality measures based on vector autoregressive time series modeling have been suggested to assess directional connectivity in neural systems. The most followed approaches are based on representing the considered set of multiple time series as a realization of two or three vector-valued processes, yielding the so-called Geweke linear feedback measures, or as a realization of multiple scalar-valued processes, yielding popular measures like the directed coherence (DC) and the partial DC (PDC). In the present study, these two approaches are unified and generalized by proposing novel frequency-domain causality measures which extend the existing meas…
A Smoothed Particle Image Reconstruction method
2010
Many image processing techniques work with scattered data distribution usually employing grid based methods leading to numerical problems. To address this issue, a numerical method avoiding mesh generation can be used. Such a method performs an integral representation by means of a smoothing kernel function and, in the discrete formulation, involves domain particles. In this paper the meshless Smoothed Particle Hydrodynamics method is proposed in the Image Reconstruction context and a new computational strategy called Smoothed Particle Image Reconstruction is presented; the new method is based on a scatter approach and several innovative ideas are introduced in order to improve the computat…