Search results for "finite difference"

Numerical modeling of eastern Tibetan-type margin: Influences of surface processes, lithospheric structure and crustal rheology

2013

The eastern Tibetan margin is characterized by a steep topographic gradient and remarkably lateral variations in crustal/lithospheric structure and thermal state. GPS measurements show that the surface convergence rate in this area is strikingly low. How can such a mountain range grow without significant upper crustal shortening? In order to investigate the formation mechanism of the eastern Tibetan-type margins, we conducted 2D numerical simulations based on finite difference and marker-in-cell techniques. The numerical models were constrained with geological and geophysical observations in the eastern Tibetan margin. Several major parameters responsible for topography building, such as th…

NUMERICAL SIMULATION OF MAGNETIC DROPLET DYNAMICS IN A ROTATING FIELD

2013

Dynamics and hysteresis of an elongated droplet under the action of a rotating magnetic field is considered for mathematical modelling. The shape of droplet is found by regularization of the ill-posed initial–boundary value problem for nonlinear partial differential equation (PDE). It is shown that two methods of the regularization – introduction of small viscous bending torques and construction of monotonous continuous functions are equivalent. Their connection with the regularization of the ill-posed reverse problems for the parabolic equation of heat conduction is remarked. Spatial discretization is carried out by the finite difference scheme (FDS). Time evolution of numerical solutions …

Mathematical modelling of an elongated magnetic droplet in a rotating magnetic field

2012

Dynamics of an elongated droplet under the action of a rotating magnetic field is considered by mathematical modelling. The actual shape of a droplet is obtained by solving the initial-boundary value problem of a nonlinear singularly perturbed partial differential equation (PDE). For the discretization in space the finite difference scheme (FDS) is applied. Time evolution of numerical solutions is obtained with MATLAB by solving a large system of ordinary differential equations (ODE).

Highly Accurate Conservative Finite Difference Schemes and Adaptive Mesh Refinement Techniques for Hyperbolic Systems of Conservation Laws

2007

We review a conservative finite difference shock capturing scheme that has been used by our research team over the last years for the numerical simulations of complex flows [3, 6]. This scheme is based on Shu and Osher’s technique [9] for the design of highly accurate finite difference schemes obtained by flux reconstruction procedures (ENO, WENO) on Cartesian meshes and Donat-Marquina’s flux splitting [4]. We then motivate the need for mesh adaptivity to tackle realistic hydrodynamic simulations on two and three dimensions and describe some details of our Adaptive Mesh Refinement (AMR) ([2, 7]) implementation of the former finite difference scheme [1]. We finish the work with some numerica…

An order-adaptive compact approximation Taylor method for systems of conservation laws

2021

Abstract We present a new family of high-order shock-capturing finite difference numerical methods for systems of conservation laws. These methods, called Adaptive Compact Approximation Taylor (ACAT) schemes, use centered ( 2 p + 1 ) -point stencils, where p may take values in { 1 , 2 , … , P } according to a new family of smoothness indicators in the stencils. The methods are based on a combination of a robust first order scheme and the Compact Approximate Taylor (CAT) methods of order 2p-order, p = 1 , 2 , … , P so that they are first order accurate near discontinuities and have order 2p in smooth regions, where ( 2 p + 1 ) is the size of the biggest stencil in which large gradients are n…

Simplified thermal analysis of naturally ventilated dwellings

1991

Abstract A simplified comprehensive methodology for thermal comfort prediction in a naturally crossventilated room is described. The methodology mainly consists of the following three steps: • - analysis of the dynamic thermal behaviour of the given room, by means of the admittance procedure; • - evaluation of the air flows rates and their velocities in the room, by means of a new simplified method; • - thermal comfort prediction by means of the Fanger's theory. The results obtained appear satisfactory and the simplified methodology makes itself a useful tool for the identification of appropriate choices at the early stages of the design process, regarding naturally ventilated buildings. Th…

TORSIONAL STRESS CONCENTRATIONS IN SHAFTS: FROM ELECTRICAL ANALOGIES TO NUMERICAL METHODS

2013

This paper presents the historical development of methods used for the study of torsional stresses in shafts. In particular the paper covers both analog methods, in particular those based on electrical analogies proposed since about 1925, and numerical methods, in particular finite difference methods (FDM), finite element methods (FEM) and boundary elements (BEM).

CARATTERIZZAZIONE ELETTROMAGNETICA DEL COMPORTAMENTO DINAMICO DI ELETTRODI INTERRATI IN PRESENZA DI IONIZZAZIONE DEL TERRENO

2009

Time-dependent weak rate of convergence for functions of generalized bounded variation

2016

Let $W$ denote the Brownian motion. For any exponentially bounded Borel function $g$ the function $u$ defined by $u(t,x)= \mathbb{E}[g(x{+}\sigma W_{T-t})]$ is the stochastic solution of the backward heat equation with terminal condition $g$. Let $u^n(t,x)$ denote the corresponding approximation generated by a simple symmetric random walk with time steps $2T/n$ and space steps $\pm \sigma \sqrt{T/n}$ where $\sigma > 0$. For quite irregular terminal conditions $g$ (bounded variation on compact intervals, locally H\"older continuous) the rate of convergence of $u^n(t,x)$ to $u(t,x)$ is considered, and also the behavior of the error $u^n(t,x)-u(t,x)$ as $t$ tends to $T$

Mean square rate of convergence for random walk approximation of forward-backward SDEs

2020

AbstractLet (Y,Z) denote the solution to a forward-backward stochastic differential equation (FBSDE). If one constructs a random walk$B^n$from the underlying Brownian motionBby Skorokhod embedding, one can show$L_2$-convergence of the corresponding solutions$(Y^n,Z^n)$to$(Y, Z).$We estimate the rate of convergence based on smoothness properties, especially for a terminal condition function in$C^{2,\alpha}$. The proof relies on an approximative representation of$Z^n$and uses the concept of discretized Malliavin calculus. Moreover, we use growth and smoothness properties of the partial differential equation associated to the FBSDE, as well as of the finite difference equations associated to t…