Search results for "finite difference method"
showing 10 items of 63 documents
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…
High-quality discretizations for microwave simulations
2016
We apply high-quality discretizations to simulate electromagnetic microwaves. Instead of the vector field presentations, we focus on differential forms and discretize the model in the spatial domain using the discrete exterior calculus. At the discrete level, both the Hodge operators and the time discretization are optimized for time-harmonic simulations. Non-uniform spatial and temporal discretization are applied in problems in which the wavelength is highly-variable and geometry contains sub-wavelength structures. peerReviewed
Swing options in commodity markets: a multidimensional Lévy diffusion model
2013
Author's version of an article in the journal: Mathematical Methods of Operations Research. Also available from the publisher at: http://dx.doi.org/10.1007/s00186-013-0452-7 We study valuation of swing options on commodity markets when the commodity prices are driven by multiple factors. The factors are modeled as diffusion processes driven by a multidimensional Lévy process. We set up a valuation model in terms of a dynamic programming problem where the option can be exercised continuously in time. Here, the number of swing rights is given by a total volume constraint. We analyze some general properties of the model and study the solution by analyzing the associated HJB-equation. Furthermo…
Further experiences on unsteady seepage flow
1973
The present paper describes the results of a study on the unsteady flow in a horizontal homogeneous filter, which is accomplished when the level of the reservoir that recharges the filter is instantly drawn up. This study was carried out at the University of Palermo Institute of Hydraulics as a part of a research program concerning artificial recharge of ground water and the geotechnical problems involving the stability of porous media subject to the variations of surrounding pressures. A numerical procedure, aiming at solving the equation of Boussinesq by a finite difference method, was adopted and an electronic computer was used. A Hele-Shaw filter model was used to carry out several expe…
A numerical approach to the voltammograms of the reduction of Prussian Blue films on ITO electrodes
1997
The uncompensated resistance, mainly due to the ITO electrode, modifies the shape of voltammetric curves of the system Prussian Blue ⇄ Everitt's Salt films deposited on this transparent electrode. A numerical finite difference model which is able to explain the shape of these voltammetric curves is studied in this paper. This model explains the dependence of voltammetric curves on the film thickness and uncompensated resistance.
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…
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…
On Mathematical Modelling of Metals Distribution in Peat Layers
2014
In this paper we consider averaging and finite difference methods for solving the 3-D boundary-value problem in multilayered domain. We consider the metals Fe and Ca concentration in the layered peat blocks. Using experimental data the mathematical model for calculation of concentration of metals in different points in peat layers is developed. A specific feature of these problems is that it is necessary to solve the 3-D boundary-value problems for elliptic type partial differential equations (PDEs) of second order with piece-wise diffusion coefficients in the layered domain. We develop here a finite-difference method for solving of a problem of one, two and three peat blocks with periodica…
A finite-difference method for numerical solution of the steady-state nernst—planck equations with non-zero convection and electric current density
1986
Abstract A computer algorithm has been developed for digital simulation of ionic transport through membranes obeying the Nernst—Planck and Poisson equations. The method of computation is quite general and allows the treatment of steady-state electrodiffusion equations for multiionic environments, the ionic species having arbitrary valences and mobilities, when convection and electric current are involved. The procedure provides a great flexibility in the choice of suitable boundary conditions and avoids numerical instabilities which are so frequent in numerical methods. Numerical results for concentration and electric potential gradient profiles are presented in the particular case of the t…
Drying of shrinking cylinder-shaped bodies
1998
Abstract A mathematical model has been developed for the prediction of sample temperature, average moisture and moisture distribution in a cylinder-shaped solid during the drying process. The effect of shrinkage was taken into account. The macroscopic heat balance and the microscopic mass balance combined with Fick's law were simultaneously solved using the Runge-Kutta-Merson method and a numerical finite difference method. The effective diffusion coefficient was expressed as a function of sample temperature and local moisture content. Using an experimental drying curve determined at 90 °C, the diffusional equation was identified for broccoli stems, and was used to predict the average and l…