Search results for "finite difference method"
showing 10 items of 63 documents
Nonlinear Functional Difference Equations with Applications
2013
Numerical approximation of the viscous quantum hydrodynamic model for semiconductors
2006
The viscous quantum hydrodynamic equations for semiconductors with constant temperature are numerically studied. The model consists of the one-dimensional Euler equations for the electron density and current density, including a quantum correction and viscous terms, coupled to the Poisson equation for the electrostatic potential. The equations can be derived formally from a Wigner-Fokker-Planck model by a moment method. Two different numerical techniques are used: a hyperbolic relaxation scheme and a central finite-difference method. By simulating a ballistic diode and a resonant tunneling diode, it is shown that numerical or physical viscosity changes significantly the behavior of the solu…
Efficient numerical methods for pricing American options under stochastic volatility
2007
Five numerical methods for pricing American put options under Heston's stochastic volatility model are described and compared. The option prices are obtained as the solution of a two-dimensional parabolic partial differential inequality. A finite difference discretization on nonuniform grids leading to linear complementarity problems with M-matrices is proposed. The projected SOR, a projected multigrid method, an operator splitting method, a penalty method, and a componentwise splitting method are considered. The last one is a direct method while all other methods are iterative. The resulting systems of linear equations in the operator splitting method and in the penalty method are solved u…
Smoothed Particle ElectroMagnetics: A mesh-free solver for transients
2006
AbstractIn this paper an advanced mesh-free particle method for electromagnetic transient analysis, is presented. The aim is to obtain efficient simulations by avoiding the use of a mesh such as in the most popular grid-based numerical methods. The basic idea is to obtain numerical solutions for partial differential equations describing the electromagnetic problem by using a set of particles arbitrarily placed in the problem domain. The mesh-free smoothed particle hydrodynamics method has been adopted to obtain numerical solution of time domain Maxwell's curl equations. An explicit finite difference scheme has been employed for time integration. Details about the numerical treatment of elec…
EFFECTIVE FINITE-DIFFERENCE METHODS FOR THE SOLUTIONS OF FILTRATION PROBLEMS IN MULTILAYER DOMAINS
1997
In papers [1,2] there were consider different assumptions for averaging methods along the vertical coordinate.These methods were applied for the mathematical simulation of the mass transfer process in multilayered underground systems. A specific feature of these problems is that it is necessity to solve the 3‐D initial‐boundary‐value problems for parabolic type partial differential equations of second order with piece‐wise parameters in multilayer domain.Therefore here an effective finite‐difference method for solving a problem of the above type is developed.This method may be considered as a generalization of the method of finite volumes [3] for the layered systems. In the case of constant…
Analysis of the finite difference time domain technique to solve the Schrödinger equation for quantum devices
2004
An extension of the finite difference time domain is applied to solve the Schrödinger equation. A systematic analysis of stability and convergence of this technique is carried out in this article. The numerical scheme used to solve the Schrödinger equation differs from the scheme found in electromagnetics. Also, the unit cell employed to model quantum devices is different from the Yee cell used by the electrical engineering community. A bound for the time step is derived to ensure stability. Several numerical experiments in quantum structures demonstrate the accuracy of a second order, comparable to the analysis of electromagnetic devices with the Yee cell. a!Electronic mail: Antonio.Sorian…
Combining spectral and shock-capturing methods: A new numerical approach for 3D relativistic core collapse simulations
2005
We present a new three-dimensional general relativistic hydrodynamics code which is intended for simulations of stellar core collapse to a neutron star, as well as pulsations and instabilities of rotating relativistic stars. Contrary to the common approach followed in most existing three-dimensional numerical relativity codes which are based in Cartesian coordinates, in this code both the metric and the hydrodynamics equations are formulated and solved numerically using spherical polar coordinates. A distinctive feature of this new code is the combination of two types of accurate numerical schemes specifically designed to solve each system of equations. More precisely, the code uses spectra…
Coupled fluid-flow and magnetic-field simulation of the Riga dynamo experiment
2006
Magnetic fields of planets, stars, and galaxies result from self-excitation in moving electroconducting fluids, also known as the dynamo effect. This phenomenon was recently experimentally confirmed in the Riga dynamo experiment [ A. Gailitis et al., Phys. Rev. Lett. 84, 4365 (2000) ; A. Gailitis et al., Physics of Plasmas 11, 2838 (2004) ], consisting of a helical motion of sodium in a long pipe followed by a straight backflow in a surrounding annular passage, which provided adequate conditions for magnetic-field self-excitation. In this paper, a first attempt to simulate computationally the Riga experiment is reported. The velocity and turbulence fields are modeled by a finite-volume Navi…
Adjoint-based inversion for porosity in shallow reservoirs using pseudo-transient solvers for non-linear hydro-mechanical processes
2020
Abstract Porous flow is of major importance in the shallow subsurface, since it directly impacts on reservoir-scale processes such as waste fluid sequestration or oil and gas exploration. Coupled and non-linear hydro-mechanical processes describe the motion of a low-viscous fluid interacting with a higher viscous porous rock matrix. This two-phase flow may trigger the initiation of solitary waves of porosity, further developing into vertical high-porosity pipes or chimneys. These preferred fluid escape features may lead to localised and fast vertical flow pathways potentially problematic in the case of for instance CO2 sequestration. Constraining the porosity and the non-linearly related pe…
An Efficient Numerical Method for Time Domain Computational Electromagnetic Simulation
2018
In this paper an efficient numerical method in approximating the electric and magnetic fields is provided. The method is based on an implicit leapfrog arrangement in time and without mesh in space. Moreover, a projection scheme is introduced in order to improve the accuracy of the proposed approach and applied into the computational electromagnetic (CEM) framework. The PDEs governing the process are solved and some numerical results are reported to validate the numerical process.