Search results for: finite difference methods

Authors: F. Rezaie Moghaddam, J. Amani, T. Rezaie Moghaddam

Abstract:

Many computational techniques were applied to solution of heat conduction problem. Those techniques were the finite difference (FD), finite element (FE) and recently meshless methods. FE is commonly used in solution of equation of heat conduction problem based on the summation of stiffness matrix of elements and the solution of the final system of equations. Because of summation process of finite element, convergence rate was decreased. Hence in the present paper Cellular Automata (CA) approach is presented for the solution of heat conduction problem. Each cell considered as a fixed point in a regular grid lead to the solution of a system of equations is substituted by discrete systems of equations with small dimensions. Results show that CA can be used for solution of heat conduction problem.

Keywords: Heat conduction, Cellular automata, convergencerate, discrete system.

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Authors: M. S. Baazzim, M. S. Al-Saud, M. A. El-Kady

Abstract:

In this paper, steady-state ampacity (current carrying capacity) evaluation of underground power cable system by using analytical and numerical methods for different conditions (depth of cable, spacing between phases, soil thermal resistivity, ambient temperature, wind speed), for two system voltage level were used 132 and 380 kV. The analytical method or traditional method that was used is based on the thermal analysis method developed by Neher-McGrath and further enhanced by International Electrotechnical Commission (IEC) and published in standard IEC 60287. The numerical method that was used is finite element method and it was recourse commercial software based on finite element method. 

Keywords: Cable ampacity, Finite element method, underground cable, thermal rating.

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Authors: Vijay Kumar Kukreja, Ravneet Kaur

Abstract:

In this paper, one dimensional advection diffusion model is analyzed using finite difference method based on Crank-Nicolson scheme. A practical problem of filter cake washing of chemical engineering is analyzed. The model is converted into dimensionless form. For the grid Ω × ω = [0, 1] × [0, T], the Crank-Nicolson spatial derivative scheme is used in space domain and forward difference scheme is used in time domain. The scheme is found to be unconditionally convergent, stable, first order accurate in time and second order accurate in space domain. For a test problem, numerical results are compared with the analytical ones for different values of parameter.

Keywords: Consistency, Crank-Nicolson scheme, Gerschgorin circle, Lax-Richtmyer theorem, Peclet number, stability.

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Authors: Marasovic Branka, Aljinovic Zdravka, Poklepovic Tea

Abstract:

Numerical methods like binomial and trinomial trees and finite difference methods can be used to price a wide range of options contracts for which there are no known analytical solutions. American options are the most famous of that kind of options. Besides numerical methods, American options can be valued with the approximation formulas, like Bjerksund-Stensland formulas from 1993 and 2002. When the value of American option is approximated by Bjerksund-Stensland formulas, the computer time spent to carry out that calculation is very short. The computer time spent using numerical methods can vary from less than one second to several minutes or even hours. However to be able to conduct a comparative analysis of numerical methods and Bjerksund-Stensland formulas, we will limit computer calculation time of numerical method to less than one second. Therefore, we ask the question: Which method will be most accurate at nearly the same computer calculation time?

Keywords: Bjerksund and Stensland approximations, Computational analysis, Finance, Options pricing, Numerical methods.

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Authors: Ahmed M. Farag, Wael F. Mohamed, Atef A. Ata, Burhamy M. Burhamy

Abstract:

The main objective of the present paper is to derive an easy numerical technique for the analysis of the free vibration through the stepped regions of plates. Based on the utilities of the step by step integration initial values IV and Finite differences FD methods, the present improved Initial Value Finite Differences (IVFD) technique is achieved. The first initial conditions are formulated in convenient forms for the step by step integrations while the upper and lower edge conditions are expressed in finite difference modes. Also compatibility conditions are created due to the sudden variation of plate thickness. The present method (IVFD) is applied to solve the fourth order partial differential equation of motion for stepped plate across two different panels under the sudden step compatibility in addition to different types of end conditions. The obtained results are examined and the validity of the present method is proved showing excellent efficiency and rapid convergence.

Keywords: Vibrations, Step by Step Integration, Stepped plate, Boundary.

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Authors: D. Zabala, Y. Cárdenas, G. Núñez

Abstract:

In this work the numerical simulation of transient heat transfer in a cylindrical probe is done. An experiment was conducted introducing a steel cylinder in a heating chamber and registering its surface temperature along the time during one hour. In parallel, a mathematical model was solved for one dimension transient heat transfer in cylindrical coordinates, considering the boundary conditions of the test. The model was solved using finite difference method, because the thermal conductivity in the cylindrical steel bar and the convection heat transfer coefficient used in the model are considered temperature dependant functions, and both conditions prevent the use of the analytical solution. The comparison between theoretical and experimental results showed the average deviation is below 2%. It was concluded that numerical methods are useful in order to solve engineering complex problems. For constant k and h, the experimental methodology used here can be used as a tool for teaching heat transfer in mechanical engineering, using mathematical simplified models with analytical solutions.

Keywords: Heat transfer experiment, thermal conductivity, finite difference, engineering education.

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Authors: Serifenur Cebesoy, Yelda Aygar, Elgiz Bairamov

Abstract:

In this study, we examine some spectral properties of non-selfadjoint matrix-valued difference equations consisting of a polynomial-type Jost solution. The aim of this study is to investigate the eigenvalues and spectral singularities of the difference operator L which is expressed by the above-mentioned difference equation. Firstly, thanks to the representation of polynomial type Jost solution of this equation, we obtain asymptotics and some analytical properties. Then, using the uniqueness theorems of analytic functions, we guarantee that the operator L has a finite number of eigenvalues and spectral singularities.

Keywords: Difference Equations, Jost Functions, Asymptotics, Eigenvalues, Continuous Spectrum, Spectral Singularities.

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Authors: Atilla Akpinar

Abstract:

In this paper, we study on finite projective Hjelmslev planes M(Zq) coordinatized by Hjelmslev ring Zq (where prime power q = pk). We obtain finite hyperbolic Klingenberg planes from these planes under certain conditions. Also, we give a combinatorical result on M(Zq), related by deleting a line from lines in same neighbour.

Keywords: Finite Klingenberg plane, finite hyperbolic Klingenberg plane.

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Authors: Zone-Ching Lin, Meng-Hua Lin, Ying-Chih Hsu

Abstract:

This paper uses quasi-steady molecular statics model and diamond tool to carry out simulation temperature rise of nanoscale orthogonal cutting single-crystal silicon. It further qualitatively analyzes temperature field of silicon workpiece without considering heat transfer and considering heat transfer. This paper supposes that the temperature rise of workpiece is mainly caused by two heat sources: plastic deformation heat and friction heat. Then, this paper develops a theoretical model about production of the plastic deformation heat and friction heat during nanoscale orthogonal cutting. After the increased temperature produced by these two heat sources are added up, the acquired total temperature rise at each atom of the workpiece is substituted in heat transfer finite difference equation to carry out heat transfer and calculates the temperature field in each step and makes related analysis.

Keywords: Quasi-steady molecular statics, Nanoscale orthogonal cutting, Finite difference, Temperature.

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Authors: Liqiong Liu, Shouming Zhong

Abstract:

In this paper, the finite-time stabilization of a class of multi-state time delay of fractional-order system is proposed. First, we define finite-time stability with the fractional-order system. Second, by using Generalized Gronwall's approach and the methods of the inequality, we get some conditions of finite-time stability for the fractional system with multi-state delay. Finally, a numerical example is given to illustrate the result.

Keywords: Finite-time stabilization, fractional-order system, Gronwall inequality.

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Authors: S. M. Abdur Razzak, M. A. Rashid, Y. Namihira, A. Sayeem

Abstract:

A simple microstructure optical fiber design based on an octagonal cladding structure is presented for simultaneously controlling dispersion and leakage properties. The finite difference method with anisotropic perfectly matched boundary layer is used to investigate the guiding properties. It is demonstrated that octagonal photonic crystal fibers with four rings can assume negative ultra-flattened dispersion of -19 + 0.23 ps/nm/km in the wavelength range of 1.275 μm to 1.68 μm, nearly zero ultra-flattened dispersion of 0 ± 0.40 ps/nm/km in a 1.38 to 1.64 μm, and low confinement losses less than 10-3 dB/km in the entire band of interest.

Keywords: Finite difference modeling, group velocity dispersion, optical fiber design, photonic crystal fiber.

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Authors: Sourabh Agrawal, Ashok K. Jain

Abstract:

Stick models are widely used in studying the behaviour of straight as well as skew bridges and viaducts subjected to earthquakes while carrying out preliminary studies. The application of such models to highly curved bridges continues to pose challenging problems. A viaduct proposed in the foothills of the Himalayas in Northern India is chosen for the study. It is having 8 simply supported spans @ 30 m c/c. It is doubly curved in horizontal plane with 20 m radius. It is inclined in vertical plane as well. The superstructure consists of a box section. Three models have been used: a conventional stick model, an improved stick model and a 3D finite element model. The improved stick model is employed by making use of body constraints in order to study its capabilities. The first 8 frequencies are about 9.71% away in the latter two models. Later the difference increases to 80% in 50th mode. The viaduct was subjected to all three components of the El Centro earthquake of May 1940. The numerical integration was carried out using the Hilber- Hughes-Taylor method as implemented in SAP2000. Axial forces and moments in the bridge piers as well as lateral displacements at the bearing levels are compared for the three models. The maximum difference in the axial forces and bending moments and displacements vary by 25% between the improved and finite element model. Whereas, the maximum difference in the axial forces, moments, and displacements in various sections vary by 35% between the improved stick model and equivalent straight stick model. The difference for torsional moment was as high as 75%. It is concluded that the stick model with body constraints to model the bearings and expansion joints is not desirable in very sharp S curved viaducts even for preliminary analysis. This model can be used only to determine first 10 frequency and mode shapes but not for member forces. A 3D finite element analysis must be carried out for meaningful results.

Keywords: Bearing, body constraint, box girder, curved viaduct, expansion joint, finite element, link element, seismic, stick model, time history analysis.

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Authors: Pattamad Panedpojaman

Abstract:

For fire safety purposes, the fire resistance and the structural behavior of reinforced concrete members are assessed to satisfy specific fire performance criteria. The available prescribed provisions are based on standard fire load. Under various fire scenarios, engineers are in need of both heat transfer analysis and structural analysis. For heat transfer analysis, the study proposed a modified finite difference method to evaluate the temperature profile within a cross section. The research conducted is limited to concrete sections exposed to a fire on their one side. The method is based on the energy conservation principle and a pre-determined power function of the temperature profile. The power value of 2.7 is found to be a suitable value for concrete sections. The temperature profiles of the proposed method are only slightly deviate from those of the experiment, the FEM and the FDM for various fire loads such as ASTM E 119, ASTM 1529, BS EN 1991-1-2 and 550 oC. The proposed method is useful to avoid incontinence of the large matrix system of the typical finite difference method to solve the temperature profile. Furthermore, design engineers can simply apply the proposed method in regular spreadsheet software.

Keywords: temperature profile, finite difference method, concrete section, one-side fire exposed, energy conservation

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Authors: Alaoua Bouaicha, Fahim Kahlouche, Abdelhamid Benouali

Abstract:

Many embankment dams have suffered failures during earthquakes due to the increase of pore water pressure under seismic loading. After analyzing of the behavior of embankment dams under severe earthquakes, major advances have been attained in the understanding of the seismic action on dams. The present study concerns numerical analysis of the seismic response of earth dams. The procedure uses a nonlinear stress-strain relation incorporated into the code FLAC2D based on the finite difference method. This analysis provides the variation of the pore water pressure and horizontal displacement.

Keywords: Earthquake, numerical analysis, FLAC2D, displacement, Embankment Dam, pore water pressure.

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Authors: M. G. Murtaza, E. E. Tzirtzilakis, M. Ferdows

Abstract:

The mixed convective flow of MHD incompressible, steady boundary layer in heat transfer over a curved stretching sheet due to temperature dependent thermal conductivity is studied. We use curvilinear coordinate system in order to describe the governing flow equations. Finite difference solutions with central differencing have been used to solve the transform governing equations. Numerical results for the flow velocity and temperature profiles are presented as a function of the non-dimensional curvature radius. Skin friction coefficient and local Nusselt number at the surface of the curved sheet are discussed as well.

Keywords: Curved stretching sheet, finite difference method, MHD, variable thermal conductivity.

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Authors: Norhashidah Hj. Mohd Ali, Teng Wai Ping

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In this paper, the formulation of a new group explicit method with a fourth order accuracy is described in solving the two dimensional Helmholtz equation. The formulation is based on the nine-point fourth order compact finite difference approximation formula. The complexity analysis of the developed scheme is also presented. Several numerical experiments were conducted to test the feasibility of the developed scheme. Comparisons with other existing schemes will be reported and discussed. Preliminary results indicate that this method is a viable alternative high accuracy solver to the Helmholtz equation.

Keywords: Explicit group method, finite difference, Helmholtz equation, five-point formula, nine-point formula.

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Authors: M. Bayareh, S. Mortazavi

Abstract:

The migration of a deformable drop in simple shear flow at finite Reynolds numbers is investigated numerically by solving the full Navier-Stokes equations using a finite difference/front tracking method. The objectives of this study are to examine the effectiveness of the present approach to predict the migration of a drop in a shear flow and to investigate the behavior of the drop migration with different drop sizes and non-unity viscosity ratios. It is shown that the drop deformation depends strongly on the capillary number, so that; the proper non-dimensional number for the interfacial tension is the capillary number. The rate of migration increased with increasing the drop radius. In other words, the required time for drop migration to the centreline decreases. As the viscosity ratio increases, the drop rotates more slowly and the lubrication force becomes stronger. The increased lubrication force makes it easier for the drop to migrate to the centre of the channel. The migration velocity of the drop vanishes as the drop reaches the centreline under viscosity ratio of one and non-unity viscosity ratios. To validate the present calculations, some typical results are compared with available experimental and theoretical data.

Keywords: drop migration, shear flow, front-tracking method, finite difference method.

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Authors: M.Imanova, G.Mehdiyeva, V.Ibrahimov

Abstract:

Solution of some practical problems is reduced to the solution of the integro-differential equations. But for the numerical solution of such equations basically quadrature methods or its combination with multistep or one-step methods are used. The quadrature methods basically is applied to calculation of the integral participating in right hand side of integro-differential equations. As this integral is of Volterra type, it is obvious that at replacement with its integrated sum the upper limit of the sum depends on a current point in which values of the integral are defined. Thus we receive the integrated sum with variable boundary, to work with is hardly. Therefore multistep method with the constant coefficients, which is free from noted lack and gives the way for finding it-s coefficients is present.

Keywords: Volterra integro-differential equations, multistepmethods, finite-difference methods, initial value problem

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Authors: Carla E. O. de Moraes, Gladson O. Antunes, Mauro A. Rincon

Abstract:

The aim of this paper is to study the internal stabilization of the Bernoulli-Euler equation numerically. For this, we consider a square plate subjected to a feedback/damping force distributed only in a subdomain. An algorithm for obtaining an approximate solution to this problem was proposed and implemented. The numerical method used was the Finite Difference Method. Numerical simulations were performed and showed the behavior of the solution, confirming the theoretical results that have already been proved in the literature. In addition, we studied the validation of the numerical scheme proposed, followed by an analysis of the numerical error; and we conducted a study on the decay of the energy associated.

Keywords: Bernoulli-Euler Plate Equation, Numerical Simulations, Stability, Energy Decay, Finite Difference Method.

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Authors: H. Rong, X. C. Yin, J. Yang, Y. N. Shen

Abstract:

Based on Rayleigh beam theory, the sub-impacts of a free-free beam struck horizontally by a round-nosed rigid mass is simulated by the finite difference method and the impact-separation conditions. In order to obtain the sub-impact force, a uniaxial compression elastic-plastic contact model is employed to analyze the local deformation field on contact zone. It is found that the horizontal impact is a complicated process including the elastic plastic sub-impacts in sequence. There are two sub-zones of sub-impact. In addition, it found that the elastic energy of the free-free beam is more suitable for the Poisson collision hypothesis to explain compression and recovery processes.

Keywords: beam, sub-impact, elastic-plastic deformation, finite difference method.

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Authors: D. B. Gohil

Abstract:

Closed die forging is a very complex process, and measurement of actual forces for real material is difficult and time consuming. Hence, the modelling technique has taken the advantage of carrying out the experimentation with the proper model material which needs lesser forces and relatively low temperature. The results of experiments on the model material then may be correlated with the actual material by using the theory of similarity. There are several methods available to resolve the complexity involved in the closed die forging process. Finite Element Method (FEM) and Finite Difference Method (FDM) are relatively difficult as compared to the slab method. The slab method is very popular and very widely used by the people working on shop floor because it is relatively easy to apply and reasonably accurate for most of the common forging load requirement computations.

Keywords: Experimentation, forging, process modeling, strain distribution.

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Authors: Safwan Kanan, Jonathan Dewsbury, Gregory Lane-Serff

Abstract:

A salinity gradient solar pond is a free energy source system for collecting, convertingand storing solar energy as heat. In thispaper, the principles of solar pond are explained. A mathematical model is developed to describe and simulate heat and mass transferbehaviour of salinity gradient solar pond. MATLAB codes are programmed to solve the one dimensional finite difference method for heat and mass transfer equations. Temperature profiles and concentration distributions are calculated. The numerical results are validated with experimental data and the results arefound to be in good agreement.

Keywords: Finite Difference method, Salt-gradient solar-pond, Solar energy, Transient heat and mass transfer.

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Authors: Jevgenijs Carkovs

Abstract:

The paper is devoted to stochastic analysis of finite dimensional difference equation with dependent on ergodic Markov chain increments, which are proportional to small parameter ". A point-form solution of this difference equation may be represented as vertexes of a time-dependent continuous broken line given on the segment [0,1] with "-dependent scaling of intervals between vertexes. Tending " to zero one may apply stochastic averaging and diffusion approximation procedures and construct continuous approximation of the initial stochastic iterations as an ordinary or stochastic Ito differential equation. The paper proves that for sufficiently small " these equations may be successfully applied not only to approximate finite number of iterations but also for asymptotic analysis of iterations, when number of iterations tends to infinity.

Keywords: Markov dynamical system, diffusion approximation, equilibrium stochastic stability.

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Authors: Joan Goh, Ahmad Abd. Majid, Ahmad Izani Md. Ismail

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In this paper, collocation based cubic B-spline and extended cubic uniform B-spline method are considered for solving one-dimensional heat equation with a nonlocal initial condition. Finite difference and θ-weighted scheme is used for time and space discretization respectively. The stability of the method is analyzed by the Von Neumann method. Accuracy of the methods is illustrated with an example. The numerical results are obtained and compared with the analytical solutions.

Keywords: Heat equation, Collocation based, Cubic Bspline, Extended cubic uniform B-spline.

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Authors: Shitian Liu, Deqin Chen

Abstract:

Let G be a finite group, and let F be a formation of finite group. We say that a subgroup H of G is p F -normal in G if there exists a normal subgroup T of G such that HT is a permutable Hall subgroup of G and G G (H

Keywords: Finite group, Fp -normal subgroup, Sylowsubgroup, Maximal subgroup

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Authors: Kelong Zheng, Shouming Zhong

Abstract:

A new nonlinear sum-difference inequality in two variables which generalize some existing results and can be used as handy tools in the analysis of certain partial difference equation is discussed. An example to show boundedness of solutions of a difference value problem is also given.

Keywords: Sum-Difference inequality, Nonlinear, Boundedness.

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Authors: Marzieh Dosti, Alireza Nazemi

Abstract:

Recently, it is found that telegraph equation is more suitable than ordinary diffusion equation in modelling reaction diffusion for such branches of sciences. In this paper, a numerical solution for the one-dimensional hyperbolic telegraph equation by using the collocation method using the septic splines is proposed. The scheme works in a similar fashion as finite difference methods. Test problems are used to validate our scheme by calculate L2-norm and L∞-norm. The accuracy of the presented method is demonstrated by two test problems. The numerical results are found to be in good agreement with the exact solutions.

Keywords: B-spline, collocation method, second-order hyperbolic telegraph equation, difference schemes.

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Authors: Shazalina Mat Zin, Ahmad Abd. Majid, Ahmad Izani Md. Ismail, Muhammad Abbas

Abstract:

The generalized wave equation models various problems in sciences and engineering. In this paper, a new three-time level implicit approach based on cubic trigonometric B-spline for the approximate solution of wave equation is developed. The usual finite difference approach is used to discretize the time derivative while cubic trigonometric B-spline is applied as an interpolating function in the space dimension. Von Neumann stability analysis is used to analyze the proposed method. Two problems are discussed to exhibit the feasibility and capability of the method. The absolute errors and maximum error are computed to assess the performance of the proposed method. The results were found to be in good agreement with known solutions and with existing schemes in literature.

Keywords: Collocation method, Cubic trigonometric B-spline, Finite difference, Wave equation.

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Authors: Appanah Rao Appadu, Muhammad Zaid Dauhoo

Abstract:

In this paper, we have combined some spatial derivatives with the optimised time derivative proposed by Tam and Webb in order to approximate the linear advection equation which is given by = 0. Ôêé Ôêé + Ôêé Ôêé x f t u These spatial derivatives are as follows: a standard 7-point 6 th -order central difference scheme (ST7), a standard 9-point 8 th -order central difference scheme (ST9) and optimised schemes designed by Tam and Webb, Lockard et al., Zingg et al., Zhuang and Chen, Bogey and Bailly. Thus, these seven different spatial derivatives have been coupled with the optimised time derivative to obtain seven different finite-difference schemes to approximate the linear advection equation. We have analysed the variation of the modified wavenumber and group velocity, both with respect to the exact wavenumber for each spatial derivative. The problems considered are the 1-D propagation of a Boxcar function, propagation of an initial disturbance consisting of a sine and Gaussian function and the propagation of a Gaussian profile. It is known that the choice of the cfl number affects the quality of results in terms of dissipation and dispersion characteristics. Based on the numerical experiments solved and numerical methods used to approximate the linear advection equation, it is observed in this work, that the quality of results is dependent on the choice of the cfl number, even for optimised numerical methods. The errors from the numerical results have been quantified into dispersion and dissipation using a technique devised by Takacs. Also, the quantity, Exponential Error for Low Dispersion and Low Dissipation, eeldld has been computed from the numerical results. Moreover, based on this work, it has been found that when the quantity, eeldld can be used as a measure of the total error. In particular, the total error is a minimum when the eeldld is a minimum.

Keywords: Optimised time derivative, dissipation, dispersion, cfl number, Nomenclature: k : time step, h : spatial step, β :advection velocity, r: cfl/Courant number, hkrβ= , w =θ, h : exact wave number, n :time level, RPE : Relative phase error per unit time step, AFM :modulus of amplification factor

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Authors: Meysam Lak, Mohammad Fatehi Marji, Alireza Yarahamdi Bafghi, Abolfazl Abdollahipour

Abstract:

A wellbore is a hole that is drilled to aid in the exploration and recovery of natural resources including oil and gas. Occasionally, in order to increase productivity index and porosity of the wellbore and reservoir, the well stimulation methods have been used. Hydraulic fracturing is one of these methods. Moreover, several explosions at the end of the well can stimulate the reservoir and create fractures around it. In this study, crack initiation in rock around the wellbore has been numerically modeled due to explosion. One, two, three, and four pairs of explosion have been set at the end of the wellbore on its wall. After each stage of the explosion, results have been presented and discussed. Results show that this method can initiate and probably propagate several fractures around the wellbore.

Keywords: Crack initiation, explosion, finite difference modelling, well productivity.

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