• Title, Summary, Keyword: numerical methods

Search Result 4,671, Processing Time 0.058 seconds

A Comparison of Numerical Methods for the Advection Equation for Air Pollution Models (대기오염모델에서의 이류방정식에 대한 수치적 방법의 비교)

  • 심상규;박영산
    • Journal of Korean Society for Atmospheric Environment
    • /
    • v.8 no.3
    • /
    • pp.162-168
    • /
    • 1992
  • Numerical solutions to the advection equations used for long-range transport air pollution models are calculated using three numerical methods; Antidiffusion correction method(Smolarkiewicz, 1983), Positive definite advecton scheme obtained by nonlinear renormalization of the advective fluxes(Bott, 1989), and Positive definite pseudospectral method(Bartnicki, 1989). Accuracy, numerical diffusion and computational time requirement are compared for two-dimensional transport calculations in a uniform rotational flow field. The solutions from three methods are positive definite. Bartnicki(1989)'s method is most conservative but requires approximately 10 times as much computational time as Smolarkiewicz(1983)'s method of which numerical diffusion is the largest. All three methods are more conservative for a cone shape initial condition than for a rectangular block initial condition with a steep gradient.

  • PDF

COMPARISON OF NUMERICAL METHODS FOR OPTION PRICING UNDER THE CGMY MODEL

  • Lee, Ahram;Lee, Younhee
    • Journal of the Chungcheong Mathematical Society
    • /
    • v.29 no.3
    • /
    • pp.503-508
    • /
    • 2016
  • We propose a number of finite difference methods for the prices of a European option under the CGMY model. These numerical methods to solve a partial integro-differential equation (PIDE) are based on three time levels in order to avoid fixed point iterations arising from an integral operator. Numerical simulations are carried out to compare these methods with each other for pricing the European option under the CGMY model.

Numerical Iteration for Stationary Probabilities of Markov Chains

  • Na, Seongryong
    • Communications for Statistical Applications and Methods
    • /
    • v.21 no.6
    • /
    • pp.513-520
    • /
    • 2014
  • We study numerical methods to obtain the stationary probabilities of continuous-time Markov chains whose embedded chains are periodic. The power method is applied to the balance equations of the periodic embedded Markov chains. The power method can have the convergence speed of exponential rate that is ambiguous in its application to original continuous-time Markov chains since the embedded chains are discrete-time processes. An illustrative example is presented to investigate the numerical iteration of this paper. A numerical study shows that a rapid and stable solution for stationary probabilities can be achieved regardless of periodicity and initial conditions.

A Review of Numerical Simulation Methods for Molding Processes of Plastic Microstructures (플라스틱 미세구조 성형 해석기술 리뷰)

  • Park, Jang Min;Cha, Kyoung Je
    • Journal of the Korean Society of Manufacturing Process Engineers
    • /
    • v.14 no.4
    • /
    • pp.14-20
    • /
    • 2015
  • Molding technologies for plastic microstructures have been extensively investigated during the last two decades, and theoretical and numerical studies on the micro molding process have provided efficient tools for the development of such molding technologies. In this paper, we present a review of numerical simulation methods for the micro molding process. Basic models for a description of the material property, governing equations of the flow and heat transfer during the molding process, and numerical methods will be described. Particularly, numerical simulations for micro injection molding and hot embossing processes will be presented, and their main features noted and compared to those for conventional molding processes.

Numerical Analyses of Critical Buckling Loads and Modes of Anisotropic Laminated Composite Plates (비등방성 복합 적층판의 임계좌굴하중 및 모드의 수치 해석)

  • Lee, Sang Youl;Yhim, Sung Soon;Chang, Suk Yoon
    • Journal of Korean Society of Steel Construction
    • /
    • v.10 no.3
    • /
    • pp.451-461
    • /
    • 1998
  • The solution of anisotropic plate via the classical methods is limited to relatively load and boundary conditions. If these conditions are more complex, the analysis becomes increasingly tedious and even impossible. For many plate problems of considerable practical interest, analytic solutions to the governing differential equations cannot be found. Among the numerical techniques presently available, the finite difference method and the finite element method are powerful numerical methods. The objective of this paper is to compare with each numerical methods for the buckling load and modes of anisotropic composite laminated plates considering shear deformation. In applying numerical methods to solve differential equations of anisotropic plates, this study uses the finite difference method and the finite element method. In determining the eigenvalue by Finite Difference Method, this paper represent good convergence compared with Finite Element Method. Several numerical examples and buckling modes show the effectiveness of various numerical methods and they will give a guides in deciding minimum buckling load and various mode shapes.

  • PDF

Numerical analysis of heat transfer for architectural structure composed of multiple materials in ISO10211 (복합재질로 구성된 건축 구조체의 열전달 수치해석을 위한 ISI10211모델계산)

  • Lee, Juhee;Park, JiHo;Lee, YongJun
    • KIEAE Journal
    • /
    • v.16 no.6
    • /
    • pp.159-166
    • /
    • 2016
  • Purpose: The architectural structures in the engineering field include more than one material, and the heat transfer through these multiple materials becomes complicated. More or less, the analytic solutions obtained by the hand calculation can provide the limited information of heat transfer phenomena. However, the engineers have generally been forced to obtain reliable results than those of the hand calculation. The numerical calculation such as a finite volume methods with the unstructured grid system is only the suitable means of the analysis for the complex and arbitrary domains that consists of multiple materials. In this study, a new numerical code is developed to provide temperature distributions in the multiple material domains, and the results of this code are compared with the validation cases in ISO10211. Method: Finite volume methods with an unstructured grid is employed. In terms of numerical methods, the heat transfer conduction coefficient is not defined on the surface of the cell between different material cells. The heat transfer coefficient is properly defined to accurately mimic the heat transfer through the surface. The boundary conditions of heat flux considering radiation or heat convection are also developed. Result: The comparison between numerical results and ISO 10211 cases. We are confirmed that the numerical method provides the proper temperature distributions, and the heat transfer equation and its boundary conditions are developed properly.

A Benchmark study on ultimate strength formulations of the aluminium stiffened panels under axial compression (알루미늄합금 보강판의 압축 최종강도 설계식의 비교연구)

  • ;;;O.F., Hughes;P.E., Hess
    • Proceedings of the Computational Structural Engineering Institute Conference
    • /
    • /
    • pp.110-117
    • /
    • 2004
  • The aim of a benchmark study is carried out nine methods are employed for ULS analysis which implicitly predict the ultimate strength of aluminium stiffened panels under axial compression. For this purpose, DNV PULS, experimental and numerical data on the ultimate strength of panels were collected. Comparison of these experimental / numerical, DNV PULS / numerical, results with theoretical solutions by the candidate methods is performed. Also it's compared that ALPS/ULSAP program is based on closed-form formula for the ULS of plates and grillages under axial compression. It is considered that ALPS/ULSAP methodology provides quite accurate and reasonable ULS calculations by a comparison with more refined FEA. Comparison of these experimental data, numerical, computational software results with the simplified solutions obtained by the candidate methods is then performed. The model uncertainties associated with the candidate methods are studied in terms of mean bias and COV (i.e., coefficient of variation) against experiments and numerical solutions, and the relative performance of the various methods is discussed.

  • PDF

NUMERICAL METHODS FOR FUZZY SYSTEM OF LINEAR EQUATIONS WITH CRISP COEFFICIENTS

  • Jun, Younbae
    • The Pure and Applied Mathematics
    • /
    • v.27 no.1
    • /
    • pp.35-42
    • /
    • 2020
  • In this paper, numerical algorithms for solving a fuzzy system of linear equations with crisp coefficients are presented. We illustrate the efficiency and accuracy of the proposed methods by solving some numerical examples. We also provide a graphical representation of the fuzzy solutions in three-dimension as a visual reference of the solution of the fuzzy system.

ON THE NUMERICAL METHODS FOR DISCONTINUITIES AND INTERFACES

  • Hwang, Hyun-Cheol
    • Communications of the Korean Mathematical Society
    • /
    • v.13 no.3
    • /
    • pp.655-681
    • /
    • 1998
  • Discontinuous solutions or interfaces are common in nature, for examples, shock waves or material interfaces. However, their numerical computation is difficult by the feature of discontinuities. In this paper, we summarize the numerical approaches for discontinuities and interfaces appearing mostly in the system of hyperbolic conservation laws, and explain various numerical methods for them. We explain two numerical approaches to handle discontinuities in the solution: shock capturing and shock tracking, and illustrate their underlying algorithms and mathematical problems. The front tracking method is explained in details and the level set method is outlined briefly. The several applications of front tracking are illustrated, and the research issues in this field are discussed.

  • PDF

Numerical Analysis on the Behavior of a Colluvium Slope Reinforced with Soil Nails and Anchors (소일네일과 앵커로 보강된 붕적층 비탈면의 거동에 관한 수치해석)

  • Jang, Myoung-Hwan;Kim, Hoon-Tae;Yoo, Nam-Jae
    • Journal of Industrial Technology
    • /
    • v.33 no.A
    • /
    • pp.73-80
    • /
    • 2013
  • This paper is results of numerical analysis on the behavior of colluvium slope with combinations of soil nails and earth anchors during excavation. In order to maintain the stability of the colluvium cut, being composed of gravel and boulder and thus local in stability being expected during slope cut, temporary reinforcing method of soil nailing with shotcrete might be used. Subsequent method of cast-in-place facing with earth anchors can be used to maintain cut slope stable permanently. For the cut slope where these methods had been applied, the numerical techniques were applied to their behaviors and investigate the stability of the slope. Limit equilibrium methods were used to confirm to maintain the slope stability during and after excavation and application of those reinforcing methods. Another numerical technique of FEM was also used to find the stress and strain as well as deformation distribution in reinforcing materials and slope ground during excavation.

  • PDF