Search results for: Numerical Methods

Authors: Mohsen Zahraei

Abstract:

In this paper, the notion of rank−k numerical range of rectangular complex matrix polynomials are introduced. Some algebraic and geometrical properties are investigated. Moreover, for Є > 0, the notion of Birkhoff-James approximate orthogonality sets for Є−higher rank numerical ranges of rectangular matrix polynomials is also introduced and studied. The proposed definitions yield a natural generalization of the standard higher rank numerical ranges.

Keywords: Rank−k numerical range, isometry, numerical range, rectangular matrix polynomials.

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Authors: M. Zarebnia, S. Khani

Abstract:

In this paper first, a numerical method based on quasiinterpolation for solving nonlinear Fredholm integral equations of the Hammerstein-type is presented. Then, we approximate the solution of Hammerstein integral equations by Nystrom’s method. Also, we compare the methods with some numerical examples.

Keywords: Hammerstein integral equations, quasi-interpolation, Nystrom’s method.

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Authors: Jyh-Yang Wu, Sheng-Gwo Chen

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In this paper, we present a simple effective numerical geometric method to estimate the divergence of a vector field over a curved surface. The conservation law is an important principle in physics and mathematics. However, many well-known numerical methods for solving diffusion equations do not obey conservation laws. Our presented method in this paper combines the divergence theorem with a generalized finite difference method and obeys the conservation law on discrete closed surfaces. We use the similar method to solve the Cahn-Hilliard equations on evolving spherical surfaces and observe stability results in our numerical simulations.

Keywords: Conservation laws, diffusion equations, Cahn-Hilliard Equations, evolving surfaces.

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

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Taking into account that many problems of natural sciences and engineering are reduced to solving initial-value problem for ordinary differential equations, beginning from Newton, the scientists investigate approximate solution of ordinary differential equations. There are papers of different authors devoted to the solution of initial value problem for ODE. The Euler-s known method that was developed under the guidance of the famous scientists Adams, Runge and Kutta is the most popular one among these methods. Recently the scientists began to construct the methods preserving some properties of Adams and Runge-Kutta methods and called them hybrid methods. The constructions of such methods are investigated from the middle of the XX century. Here we investigate one generalization of multistep and hybrid methods and on their base we construct specific methods of accuracy order p = 5 and p = 6 for k = 1 ( k is the order of the difference method).

Keywords: Multistep and hybrid methods, initial value problem, degree and stability of hybrid methods

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Authors: S. A. Ahmadi, S. Sharif, R. Jamshidi

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In this article, the flow behavior around a NACA 0012 airfoil which is oscillating with different Reynolds numbers and in various amplitudes has been investigated numerically. Numerical simulations have been performed with ANSYS software. First, the 2- D geometry has been studied in different Reynolds numbers and angles of attack with various numerical methods in its static condition. This analysis was to choose the best turbulent model and comparing the grids to have the optimum one for dynamic simulations. Because the analysis was to study the blades of wind turbines, the Reynolds numbers were not arbitrary. They were in the range of 9.71e5 to 22.65e5. The angle of attack was in the range of -41.81° to 41.81°. By choosing the forward wind speed as the independent parameter, the others like Reynolds and the amplitude of the oscillation would be known automatically. The results show that the SST turbulent model is the best choice that leads the least numerical error with respect the experimental ones. Also, a dynamic stall phenomenon is more probable at lower wind speeds in which the lift force is less.

Keywords: Dynamic stall, Numerical simulation, Wind turbine, Turbulent Model

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Authors: Raphael de Oliveira Garcia, Samuel Rocha de Oliveira

Abstract:

We have developed a new computer program in Fortran 90, in order to obtain numerical solutions of a system of Relativistic Magnetohydrodynamics partial differential equations with predetermined gravitation (GRMHD), capable of simulating the formation of relativistic jets from the accretion disk of matter up to his ejection. Initially we carried out a study on numerical methods of unidimensional Finite Volume, namely Lax-Friedrichs, Lax-Wendroff, Nessyahu-Tadmor method and Godunov methods dependent on Riemann problems, applied to equations Euler in order to verify their main features and make comparisons among those methods. It was then implemented the method of Finite Volume Centered of Nessyahu-Tadmor, a numerical schemes that has a formulation free and without dimensional separation of Riemann problem solvers, even in two or more spatial dimensions, at this point, already applied in equations GRMHD. Finally, the Nessyahu-Tadmor method was possible to obtain stable numerical solutions - without spurious oscillations or excessive dissipation - from the magnetized accretion disk process in rotation with respect to a central black hole (BH) Schwarzschild and immersed in a magnetosphere, for the ejection of matter in the form of jet over a distance of fourteen times the radius of the BH, a record in terms of astrophysical simulation of this kind. Also in our simulations, we managed to get substructures jets. A great advantage obtained was that, with the our code, we got simulate GRMHD equations in a simple personal computer.

Keywords: Finite Volume Methods, Central Schemes, Fortran 90, Relativistic Astrophysics, Jet.

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Authors: Salah Alrabeei, Mohammad Yousuf

Abstract:

The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. However, most of the option pricing models have no analytical solution. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, we solve the American option under jump diffusion models by using efficient time-dependent numerical methods. several techniques are integrated to reduced the overcome the computational complexity. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). Partial fraction decomposition technique is applied to rational approximation schemes to overcome the complexity of inverting polynomial of matrices. The proposed method is easy to implement on serial or parallel versions. Numerical results are presented to prove the accuracy and efficiency of the proposed method.

Keywords: Integral differential equations, American options, jump–diffusion model, rational approximation.

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Authors: Minghui Wang, Shanrui Hu

Abstract:

An inverse problem of doubly center matrices is discussed. By translating the constrained problem into unconstrained problem, two iterative methods are proposed. A numerical example illustrate our algorithms.

Keywords: doubly center matrix, electric network theory, iterative methods, least-square problem.

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Authors: A. Pashayev, D. Askerov, C. Ardil, R. Sadiqov

Abstract:

In contrast to existing methods which do not take into account multiconnectivity in a broad sense of this term, we develop mathematical models and highly effective combination (BIEM and FDM) numerical methods of calculation of stationary and quasi-stationary temperature field of a profile part of a blade with convective cooling (from the point of view of realization on PC). The theoretical substantiation of these methods is proved by appropriate theorems. For it, converging quadrature processes have been developed and the estimations of errors in the terms of A.Ziqmound continuity modules have been received. For visualization of profiles are used: the method of the least squares with automatic conjecture, device spline, smooth replenishment and neural nets. Boundary conditions of heat exchange are determined from the solution of the corresponding integral equations and empirical relationships. The reliability of designed methods is proved by calculation and experimental investigations heat and hydraulic characteristics of the gas turbine first stage nozzle blade.

Keywords: Multiconnected systems, method of the boundary integrated equations, splines, neural networks.

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Authors: Shuenn-Yih Chang, Chiu-Li Huang

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Three structure-dependent integration methods have been developed for solving equations of motion, which are second-order ordinary differential equations, for structural dynamics and earthquake engineering applications. Although they generally have the same numerical properties, such as explicit formulation, unconditional stability and second-order accuracy, a different performance is found in solving the free vibration response to either linear elastic or nonlinear systems with high frequency modes. The root cause of this different performance in the free vibration responses is analytically explored herein. As a result, it is verified that a weak instability is responsible for the different performance of the integration methods. In general, a weak instability will result in an inaccurate solution or even numerical instability in the free vibration responses of high frequency modes. As a result, a weak instability must be prohibited for time integration methods.

Keywords: Dynamic analysis, high frequency, integration method, overshoot, weak instability.

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Authors: A. Junaid, M. A. Z. Raja, I. M. Qureshi

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An evolutionary computing technique for solving initial value problems in Ordinary Differential Equations is proposed in this paper. Neural network is used as a universal approximator while the adaptive parameters of neural networks are optimized by genetic algorithm. The solution is achieved on the continuous grid of time instead of discrete as in other numerical techniques. The comparison is carried out with classical numerical techniques and the solution is found with a uniform accuracy of MSE ≈ 10-9 .

Keywords: Neural networks, Unsupervised learning, Evolutionary computing, Numerical methods, Fitness evaluation function.

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Authors: Shishen Xie

Abstract:

In this article two algorithms, one based on variation iteration method and the other on Adomian's decomposition method, are developed to find the numerical solution of an initial value problem involving the non linear integro differantial equation where R is a nonlinear operator that contains partial derivatives with respect to x. Special cases of the integro-differential equation are solved using the algorithms. The numerical solutions are compared with analytical solutions. The results show that these two methods are efficient and accurate with only two or three iterations

Keywords: variation iteration method, decomposition method, nonlinear integro-differential equations

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Authors: Shengfeng Li, Rujing Wang

Abstract:

In this paper, we present two new one-step iterative methods based on Thiele-s continued fraction for solving nonlinear equations. By applying the truncated Thiele-s continued fraction twice, the iterative methods are obtained respectively. Analysis of convergence shows that the new methods are fourth-order convergent. Numerical tests verifying the theory are given and based on the methods, two new one-step iterations are developed.

Keywords: Iterative method, Fixed-point iteration, Thiele's continued fraction, Order of convergence.

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Authors: A. M. Pashaev, R. A. Sadihov, A. S. Samedov, C. Ardil

Abstract:

A mathematical model and a numerical method for computing the temperature field of the profile part of convectionally cooled blades are developed. The theoretical substantiation of the method is proved by corresponding theorems. To this end, convergent quadrature processes were developed and error estimates were obtained in terms of the Zygmund continuity moduli. The boundary conditions for heat exchange are determined from the solution of the corresponding integral equations and empirical relations. The reliability of the developed methods is confirmed by calculation and experimental studies of the thermohydraulic characteristics of the nozzle apparatus of the first stage of the gas turbine.

Keywords: Aviation gas turbine, temperature field, cooled blades, numerical modeling.

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Authors: Omid Adibi, Nategheh Najafpour, Bijan Farhanieh, Hossein Afshin

Abstract:

Energy transmission pipelines are one of the most vital parts of each country which several strict laws have been conducted to enhance the safety of these lines and their vicinity. One of these laws is the safety distance around high pressure gas pipelines. Safety distance refers to the minimum distance from the pipeline where people and equipment do not confront with serious damages. In the present study, safety distance around high pressure gas transmission pipelines were determined by using numerical methods. For this purpose, gas leakages from cracked pipeline and created jet fires were simulated as continuous ignition, three dimensional, unsteady and turbulent cases. Numerical simulations were based on finite volume method and turbulence of flow was considered using k-ω SST model. Also, the combustion of natural gas and air mixture was applied using the eddy dissipation method. The results show that, due to the high pressure difference between pipeline and environment, flow chocks in the cracked area and velocity of the exhausted gas reaches to sound speed. Also, analysis of the incident radiation results shows that safety distances around 42 inches high pressure natural gas pipeline based on 5 and 15 kW/m² criteria are 205 and 272 meters, respectively.

Keywords: Gas pipelines, incident radiation, numerical simulation, safety distance.

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Authors: Mahmoud Zarrini, R.N. Pralhad

Abstract:

In this chapter, we have studied Variation of velocity in incompressible fluid over a moving surface. The boundary layer equations are on a fixed or continuously moving flat plate in the same or opposite direction to the free stream with suction and injection. The boundary layer equations are transferred from partial differential equations to ordinary differential equations. Numerical solutions are obtained by using Runge-Kutta and Shooting methods. We have found numerical solution to velocity and skin friction coefficient.

Keywords: Boundary layer, continuously moving surface, shooting method, skin friction coefficient.

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Authors: Guangbin Wang, Fuping Tan

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In this paper, we discuss convergence of the extrapolated iterative methods for linear systems with the coefficient matrices are singular H-matrices. And we present the sufficient and necessary conditions for convergence of the extrapolated iterative methods. Moreover, we apply the results to the GMAOR methods. Finally, we give one numerical example.

Keywords: Singular H-matrix, linear systems, extrapolated iterative method, GMAOR method, convergence.

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Authors: Tanawat Limwathanagura, Chartree Sithananun, Teekayu Limchamroon, Thanyarat Singhanart

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The objective of this paper is to study the analysis and testing for determining the torsional stiffness of the student formula-s space frame. From past study, the space frame for Chulalongkorn University Student Formula team used in 2011 TSAE Auto Challenge Student Formula in Thailand was designed by considering required mass and torsional stiffness based on the numerical method and experimental method. The numerical result was compared with the experimental results to verify the torsional stiffness of the space frame. It can be seen from the large error of torsional stiffness of 2011 frame that the experimental result can not verify by the numerical analysis due to the different between the numerical model and experimental setting. In this paper, the numerical analysis and experiment of the same 2011 frame model is performed by improving the model setting. The improvement of both numerical analysis and experiment are discussed to confirm that the models from both methods are same. After the frame was analyzed and tested, the results are compared to verify the torsional stiffness of the frame. It can be concluded that the improved analysis and experiments can used to verify the torsional stiffness of the space frame.

Keywords: Space Frame, Student Formula, Torsional Stiffness, TSAE Auto Challenge

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Authors: J. Geiser, R. Röhle

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In this paper we present discretization and decomposition methods for a multi-component transport model of a chemical vapor deposition (CVD) process. CVD processes are used to manufacture deposition layers or bulk materials. In our transport model we simulate the deposition of thin layers. The microscopic model is based on the heavy particles, which are derived by approximately solving a linearized multicomponent Boltzmann equation. For the drift-process of the particles we propose diffusionreaction equations as well as for the effects of heat conduction. We concentrate on solving the diffusion-reaction equation with analytical and numerical methods. For the chemical processes, modelled with reaction equations, we propose decomposition methods and decouple the multi-component models to simpler systems of differential equations. In the numerical experiments we present the computational results of our proposed models.

Keywords: Chemical reactions, chemical vapor deposition, convection-diffusion-reaction equations, decomposition methods, multi-component transport.

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Authors: Maryam Khazaei Pool, Lori Lewis

Abstract:

This is a summary of articles based on higher order B-splines methods and the variation of B-spline methods such as Quadratic B-spline Finite Elements Method, Exponential Cubic B-Spline Method Septic B-spline Technique, Quintic B-spline Galerkin Method, and B-spline Galerkin Method based on the Quadratic B-spline Galerkin method (QBGM) and Cubic B-spline Galerkin method (CBGM). In this paper we study the B-spline methods and variations of B-spline techniques to find a numerical solution to the Burgers’ equation. A set of fundamental definitions including Burgers equation, spline functions, and B-spline functions are provided. For each method, the main technique is discussed as well as the discretization and stability analysis. A summary of the numerical results is provided and the efficiency of each method presented is discussed. A general conclusion is provided where we look at a comparison between the computational results of all the presented schemes. We describe the effectiveness and advantages of these methods.

Keywords: Burgers’ Equation, Septic B-spline, Modified Cubic B-Spline Differential Quadrature Method, Exponential Cubic B-Spline Technique, B-Spline Galerkin Method, and Quintic B-Spline Galerkin Method.

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Authors: V. Geza, J. Vencels, G. Zageris, S. Pavlovs

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One of the most perspective methods to produce SoG-Si is refinement via metallurgical route. The most critical part of this route is refinement from boron and phosphorus. Therefore, a new approach could address this problem. We propose an approach of creating surface waves on silicon melt’s surface in order to enlarge its area and accelerate removal of boron via chemical reactions and evaporation of phosphorus. A two dimensional numerical model is created which includes coupling of electromagnetic and fluid dynamic simulations with free surface dynamics. First results show behaviour similar to experimental results from literature.

Keywords: Numerical modelling, silicon refinement, surface waves, VOF method.

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Authors: Tadashi Watanabe

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The flow field and the motion of the free surface in an oscillating container are simulated numerically to assess the numerical approach for studying two-phase flows under oscillating conditions. Two numerical methods are compared: one is to model the oscillating container directly using the moving grid of the ALE method, and the other is to simulate the effect of container motion using the oscillating body force acting on the fluid in the stationary container. The two-phase flow field in the container is simulated using the level set method in both cases. It is found that the calculated results by the body force method coinsides with those by the moving grid method and the sloshing behavior is predicted well by both the methods. Theoretical back ground and limitation of the body force method are discussed, and the effects of oscillation amplitude and frequency are shown.

Keywords: Two-phase flow, simulation, oscillation, moving grid, body force

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Authors: Xin Luo, Jin Huang, Chuan-Long Wang

Abstract:

The mechanical quadrature methods for solving the boundary integral equations of the anisotropic Darcy-s equations with Dirichlet conditions in smooth domains are presented. By applying the collectively compact theory, we prove the convergence and stability of approximate solutions. The asymptotic expansions for the error show that the methods converge with the order O (h3), where h is the mesh size. Based on these analysis, extrapolation methods can be introduced to achieve a higher convergence rate O (h5). An a posterior asymptotic error representation is derived in order to construct self-adaptive algorithms. Finally, the numerical experiments show the efficiency of our methods.

Keywords: Darcy's equation, anisotropic, mechanical quadrature methods, extrapolation methods, a posteriori error estimate.

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Authors: Wang Wen-long, Li Hua, Pan Sha

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Eight difference schemes and five limiters are applied to numerical computation of Riemann problem. The resolution of discontinuities of each scheme produced is compared. Numerical dissipation and its estimation are discussed. The result shows that the numerical dissipation of each scheme is vital to improve scheme-s accuracy and stability. MUSCL methodology is an effective approach to increase computational efficiency and resolution. Limiter should be selected appropriately by balancing compressive and diffusive performance.

Keywords: Scheme; Limiter, Numerical simulation, Riemannproblem.

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

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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: Bilal Barakeh

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In this paper we discuss the effect of unbounded particle interaction operator on particle growth and we study how this can address the choice of appropriate time steps of the numerical simulation. We provide also rigorous mathematical proofs showing that large particles become dominating with increasing time while small particles contribute negligibly. Second, we discuss the efficiency of the algorithm by performing numerical simulations tests and by comparing the simulated solutions with some known analytic solutions to the Smoluchowski equation.

Keywords: Stochastic processes, coagulation of particles, numerical scheme.

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

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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: Pilar Rey-del-Castillo, Jesús Cardeñosa

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There are many situations where input feature vectors are incomplete and methods to tackle the problem have been studied for a long time. A commonly used procedure is to replace each missing value with an imputation. This paper presents a method to perform categorical missing data imputation from numerical and categorical variables. The imputations are based on Simpson-s fuzzy min-max neural networks where the input variables for learning and classification are just numerical. The proposed method extends the input to categorical variables by introducing new fuzzy sets, a new operation and a new architecture. The procedure is tested and compared with others using opinion poll data.

Keywords: Classifier, imputation techniques, fuzzy systems, fuzzy min-max neural networks.

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Authors: Guangbin Wang, Fuping Tan, Deyu Sun

Abstract:

In this paper, we present new preconditioned generalized mixed-type splitting (GMTS) methods for solving weighted linear least square problems. We compare the spectral radii of the iteration matrices of the preconditioned and the original methods. The comparison results show that the preconditioned GMTS methods converge faster than the GMTS method whenever the GMTS method is convergent. Finally, we give a numerical example to confirm our theoretical results.

Keywords: Preconditioned, GMTS method, linear system, convergence, comparison.

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Authors: A. R. Salimi, M. Esmaeili, B. Salehi

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The development and extension of large cities induced a need for shallow tunnel in soft ground of building areas. Estimation of ground settlement caused by the tunnel excavation is important engineering point. In this paper, prediction of surface subsidence caused by tunneling in one section of seventh line of Tehran subway is considered. On the basis of studied geotechnical conditions of the region, tunnel with the length of 26.9km has been excavated applying a mechanized method using an EPB-TBM with a diameter of 9.14m. In this regard, settlement is estimated utilizing both analytical and numerical finite element method. The numerical method shows that the value of settlement in this section is 5cm. Besides, the analytical consequences (Bobet and Loganathan-Polous) are 5.29 and 12.36cm, respectively. According to results of this study, due tosaturation of this section, there are good agreement between Bobet and numerical methods. Therefore, tunneling processes in this section needs a special consolidation measurement and support system before the passage of tunnel boring machine.

Keywords: TBM, Subsidence, Numerical Method, Analytical Method.

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