Search results for "finite difference"
showing 10 items of 122 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.
A Non-Local Two Dimensional Foundation Model
2012
Classical foundation models such as the Pasternak and the Reissner models have been recently reformulated within the framework of non-local mechanics, by using the gradient theory of elasticity. To contribute to the research effort in this field, this paper presents a two-dimensional foundation model built by using a mechanically based non-local elasticity theory, recently proposed by the authors. The foundation is thought of as an ensemble of soil column elements resting on an elastic base. It is assumed that each column element is acted upon by a local Winkler-like reaction force exerted by the elastic base, by contact shear forces and volume forces due, respectively, to adjacent and non-…
Solution strategies for 1D elastic continuum with long-range interactions: Smooth and fractional decay
2010
Abstract An elastic continuum model with long-range forces is addressed in this study within the context of approximate analytical methods. Such a model stems from a mechanically-based approach to non-local theory where long-range central forces are introduced between non-adjacent volume elements. Specifically, long-range forces depend on the relative displacement, on the volume product between interacting elements and they are proportional to a proper, material-dependent, distance-decaying function. Smooth-decay functions lead to integro-differential governing equations whereas hypersingular, fractional-decay functions lead to a fractional differential governing equation of Marchaud type. …
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…
Physical modeling of heat and moisture transfer in wet bio-sourced insulating materials.
2018
Simultaneous heat and moisture transfers in bio-sourced insulating materials are significant phenomena in thermal metrology. The present study focuses on these phenomena by experimental and numerical approaches based on the asymmetric hot-plate method. In this paper, a bio-sourced insulating material based on flax fibers is developed. The thermal and hygric properties of the sample are then investigated in the humid atmosphere. The temperature is maintained at 30 °C, and the relative humidity varies between 30% and 90% RH. A physics-based model of simultaneous heat and moisture transfer is developed for thermal conductivity estimation. This model is discretized with finite difference method…
Energy-Stable Numerical Schemes for Multiscale Simulations of Polymer–Solvent Mixtures
2017
We present a new second-order energy dissipative numerical scheme to treat macroscopic equations aiming at the modeling of the dynamics of complex polymer–solvent mixtures. These partial differential equations are the Cahn-Hilliard equation for diffuse interface phase fields and the Oldroyd-B equations for the hydrodynamics of the polymeric mixture. A second-order combined finite volume/finite difference method is applied for the spatial discretization. A complementary approach to study the same physical system is realized by simulations of a microscopic model based on a hybrid Lattice Boltzmann/Molecular Dynamics scheme. These latter simulations provide initial conditions for the numerical…
Efficient High-Order Iterative Methods for Solving Nonlinear Systems and Their Application on Heat Conduction Problems
2017
[EN] For solving nonlinear systems of big size, such as those obtained by applying finite differences for approximating the solution of diffusion problem and heat conduction equations, three-step iterative methods with eighth-order local convergence are presented. The computational efficiency of the new methods is compared with those of some known ones, obtaining good conclusions, due to the particular structure of the iterative expression of the proposed methods. Numerical comparisons are made with the same existing methods, on standard nonlinear systems and a nonlinear one-dimensional heat conduction equation by transforming it in a nonlinear system by using finite differences. From these…
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
Fractional differential calculus for 3D mechanically based non-local elasticity
2011
This paper aims to formulate the three-dimensional (3D) problem of non-local elasticity in terms of fractional differential operators. The non-local continuum is framed in the context of the mechanically based non-local elasticity established by the authors in a previous study; Non-local interactions are expressed in terms of central body forces depending on the relative displacement between non-adjacent volume elements as well as on the product of interacting volumes. The non-local, long-range interactions are assumed to be proportional to a power-law decaying function of the interaction distance. It is shown that, as far as an unbounded domain is considered, the elastic equilibrium proble…