Search results for: numerical scheme.

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

Abstract:

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: A. Abdalla, A. Kaltayev

Abstract:

The ultimate goal of this article is to develop a robust and accurate numerical method for solving hyperbolic conservation laws in one and two dimensions. A hybrid numerical method, coupling a cheap fourth order total variation diminishing (TVD) scheme [1] for smooth region and a Robust seventh-order weighted non-oscillatory (WENO) scheme [2] near discontinuities, is considered. High order multi-resolution analysis is used to detect the high gradients regions of the numerical solution in order to capture the shocks with the WENO scheme, while the smooth regions are computed with fourth order total variation diminishing (TVD). For time integration, we use the third order TVD Runge-Kutta scheme. The accuracy of the resulting hybrid high order scheme is comparable with these of WENO, but with significant decrease of the CPU cost. Numerical demonstrates that the proposed scheme is comparable to the high order WENO scheme and superior to the fourth order TVD scheme. Our scheme has the added advantage of simplicity and computational efficiency. Numerical tests are presented which show the robustness and effectiveness of the proposed scheme.

Keywords: WENO scheme, TVD schemes, smoothness indicators, multi-resolution.

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Authors: Kelong Zheng, Jinsong Hu,

Abstract:

In this paper, numerical solution for the generalized Rosenau-Burgers equation is considered and Crank-Nicolson finite difference scheme is proposed. Existence of the solutions for the difference scheme has been shown. Stability, convergence and priori error estimate of the scheme are proved. Numerical results demonstrate that the scheme is efficient and reliable.

Keywords: Generalized Rosenau-Burgers equation, difference scheme, stability, convergence.

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Authors: R. B. Ogunrinde

Abstract:

This paper presents the development, analysis and implementation of an inverse polynomial numerical method which is well suitable for solving initial value problems in first order ordinary differential equations with applications to sample problems. We also present some basic concepts and fundamental theories which are vital to the analysis of the scheme. We analyzed the consistency, convergence, and stability properties of the scheme. Numerical experiments were carried out and the results compared with the theoretical or exact solution and the algorithm was later coded using MATLAB programming language.

Keywords: Differential equations, Numerical, Initial value problem, Polynomials.

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Authors: Khaled Moaddy

Abstract:

In this paper, we present a fast and accurate numerical scheme for the solution of a Laplace equation with Dirichlet boundary conditions. The non-standard finite difference scheme (NSFD) is applied to construct the numerical solutions of a Laplace equation with two different Dirichlet boundary conditions. The solutions obtained using NSFD are compared with the solutions obtained using the standard finite difference scheme (SFD). The NSFD scheme is demonstrated to be reliable and efficient.

Keywords: Standard finite difference schemes, non–standard schemes, Laplace equation, Dirichlet boundary conditions.

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Authors: Youngpo Lee, Seokho Yoon

Abstract:

In this paper, we propose a novel frequency offset estimation scheme for orthogonal frequency division multiplexing (OFDM) systems. By correlating the OFDM signals within the coherence phase bandwidth and employing a threshold in the frequency offset estimation process, the proposed scheme is not only robust to the timing offset but also has a reduced complexity compared with that of the conventional scheme. Moreover, a timing offset estimation scheme is also proposed as the next stage of the proposed frequency offset estimation. Numerical results show that the proposed scheme can estimate frequency offset with lower computational complexity and does not require additional memory while maintaining the same level of estimation performance.

Keywords: OFDM, frequency offset estimation, threshold.

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Authors: Ahmad Izani M. Ismail, Md. Fazlul Karim, Mai Duc Thanh

Abstract:

A well balanced numerical scheme based on stationary waves for shallow water flows with arbitrary topography has been introduced by Thanh et al. [18]. The scheme was constructed so that it maintains equilibrium states and tests indicate that it is stable and fast. Applying the well-balanced scheme for the one-dimensional shallow water equations, we study the early shock waves propagation towards the Phuket coast in Southern Thailand during a hypothetical tsunami. The initial tsunami wave is generated in the deep ocean with the strength that of Indonesian tsunami of 2004.

Keywords: Tsunami study, shallow water, conservation law, well-balanced scheme, topography. Subject classification: 86 A 05, 86 A 17.

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Authors: Mohd Agos Salim Nasir, Ros Fadilah Deraman, Siti Salmah Yasiran

Abstract:

The Goursat partial differential equation arises in linear and non linear partial differential equations with mixed derivatives. This equation is a second order hyperbolic partial differential equation which occurs in various fields of study such as in engineering, physics, and applied mathematics. There are many approaches that have been suggested to approximate the solution of the Goursat partial differential equation. However, all of the suggested methods traditionally focused on numerical differentiation approaches including forward and central differences in deriving the scheme. An innovation has been done in deriving the Goursat partial differential equation scheme which involves numerical integration techniques. In this paper we have developed a new scheme to solve the Goursat partial differential equation based on the Adomian decomposition (ADM) and associated with Boole-s integration rule to approximate the integration terms. The new scheme can easily be applied to many linear and non linear Goursat partial differential equations and is capable to reduce the size of computational work. The accuracy of the results reveals the advantage of this new scheme over existing numerical method.

Keywords: Goursat problem, partial differential equation, Adomian decomposition method, Boole's integration rule.

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Authors: Zhenying Hong, Guangwei Yuan, Xuedong Fu, Shulin Yang

Abstract:

In this paper, the typical exponential method, diamond difference and modified time discrete scheme is researched for self adaptive time step. The second-order time evolution scheme is applied to time-dependent spherical neutron transport equation by discrete ordinates method. The numerical results show that second-order time evolution scheme associated exponential method has some good properties. The time differential curve about neutron current is more smooth than that of exponential method and diamond difference and modified time discrete scheme.

Keywords: Exponential method, diamond difference, modified time discrete scheme, second-order time evolution scheme.

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Authors: Kholod M. Abu-Alnaja

Abstract:

In this work, we derive two numerical schemes for solving a class of nonlinear partial differential equations. The first method is of second order accuracy in space and time directions, the scheme is unconditionally stable using Von Neumann stability analysis, the scheme produced a nonlinear block system where Newton-s method is used to solve it. The second method is of fourth order accuracy in space and second order in time. The method is unconditionally stable and Newton's method is used to solve the nonlinear block system obtained. The exact single soliton solution and the conserved quantities are used to assess the accuracy and to show the robustness of the schemes. The interaction of two solitary waves for different parameters are also discussed.

Keywords: Crank-Nicolson Scheme, Douglas Scheme, Partial Differential Equations

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Authors: Soyoon Bak, Sunyoung Bu, Philsu Kim

Abstract:

In this paper, a backward semi-Lagrangian scheme combined with the second-order backward difference formula is designed to calculate the numerical solutions of nonlinear advection-diffusion equations. The primary aims of this paper are to remove any iteration process and to get an efficient algorithm with the convergence order of accuracy 2 in time. In order to achieve these objects, we use the second-order central finite difference and the B-spline approximations of degree 2 and 3 in order to approximate the diffusion term and the spatial discretization, respectively. For the temporal discretization, the second order backward difference formula is applied. To calculate the numerical solution of the starting point of the characteristic curves, we use the error correction methodology developed by the authors recently. The proposed algorithm turns out to be completely iteration free, which resolves the main weakness of the conventional backward semi-Lagrangian method. Also, the adaptability of the proposed method is indicated by numerical simulations for Burgers’ equations. Throughout these numerical simulations, it is shown that the numerical results is in good agreement with the analytic solution and the present scheme offer better accuracy in comparison with other existing numerical schemes.

Keywords: Semi-Lagrangian method, Iteration free method, Nonlinear advection-diffusion equation.

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Authors: Marzieh Dosti, Alireza Nazemi

Abstract:

In this paper, the telegraph equation is solved numerically by cubic B-spline quasi-interpolation .We obtain the numerical scheme, by using the derivative of the quasi-interpolation to approximate the spatial derivative of the dependent variable and a low order forward difference to approximate the temporal derivative of the dependent variable. The advantage of the resulting scheme is that the algorithm is very simple so it is very easy to implement. The results of numerical experiments are presented, and are compared with analytical solutions by calculating errors L2 and L∞ norms to confirm the good accuracy of the presented scheme.

Keywords: Cubic B-spline, quasi-interpolation, collocation method, second-order hyperbolic telegraph equation.

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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. Modeling option pricing by Black-School models with jumps guarantees to consider the market movement. However, only numerical methods can solve this model. 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, the exponential time differencing (ETD) method is applied for solving partial integrodifferential equations arising in pricing European options under Merton’s and Kou’s jump-diffusion models. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). A partial fraction form of Pad`e schemes is used to overcome the complexity of inverting polynomial of matrices. These two tools guarantee to get efficient and accurate numerical solutions. We construct a parallel and easy to implement a version of the numerical scheme. Numerical experiments are given to show how fast and accurate is our scheme.

Keywords: Integral differential equations, L-stable methods, pricing European options, Jump–diffusion model.

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Authors: Bilal Barakeh

Abstract:

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: Fouad Ayoub, Mohammed Lahmer, Mostafa Belkasmi, El Houssine Bouyakhf

Abstract:

In this paper we present a study of the impact of connection schemes on the performance of iterative decoding of Generalized Parallel Concatenated block (GPCB) constructed from one step majority logic decodable (OSMLD) codes and we propose a new connection scheme for decoding them. All iterative decoding connection schemes use a soft-input soft-output threshold decoding algorithm as a component decoder. Numerical result for GPCB codes transmitted over Additive White Gaussian Noise (AWGN) channel are provided. It will show that the proposed scheme is better than Hagenauer-s scheme and Lucas-s scheme [1] and slightly better than the Pyndiah-s scheme.

Keywords: Generalized parallel concatenated block codes, OSMLD codes, threshold decoding, iterative decoding scheme, and performance.

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Authors: Youngpo Lee, Seokho Yoon

Abstract:

In this paper, we propose a side-peak cancellation scheme for code acquisition of composite binary offset carrier (CBOC) signals. We first model the family of CBOC signals in a generic form, and then, propose a side-peak cancellation scheme by combining correlation functions between the divided sub-carrier and received signals. From numerical results, it is shown that the proposed scheme removes the side-peak completely, and moreover, the resulting correlation function demonstrates the better power ratio performance than the CBOC autocorrelation.

Keywords: CBOC, side-peak, ambiguity problem, synchronization

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Authors: Yaoxin Zhang, Yafei Jia, Sam S.Y. Wang

Abstract:

A multi-block algorithm and its implementation in two-dimensional finite element numerical model CCHE2D are presented. In addition to a conventional Lagrangian Interpolation Method (LIM), a novel interpolation method, called Consistent Interpolation Method (CIM), is proposed for more accurate information transfer across the interfaces. The consistent interpolation solves the governing equations over the auxiliary elements constructed around the interpolation nodes using the same numerical scheme used for the internal computational nodes. With the CIM, the momentum conservation can be maintained as well as the mass conservation. An imbalance correction scheme is used to enforce the conservation laws (mass and momentum) across the interfaces. Comparisons of the LIM and the CIM are made using several flow simulation examples. It is shown that the proposed CIM is physically more accurate and produces satisfactory results efficiently.

Keywords: Multi-block algorithm, conservation, interpolation, numerical model, flow simulation.

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Authors: Mohd Agos Salim Nasir, Ahmad Izani Md. Ismail

Abstract:

Several numerical schemes utilizing central difference approximations have been developed to solve the Goursat problem. However, in a recent years compact discretization methods which leads to high-order finite difference schemes have been used since it is capable of achieving better accuracy as well as preserving certain features of the equation e.g. linearity. The basic idea of the new scheme is to find the compact approximations to the derivative terms by differentiating centrally the governing equations. Our primary interest is to study the performance of the new scheme when applied to two Goursat partial differential equations against the traditional finite difference scheme.

Keywords: Goursat problem, partial differential equation, finite difference scheme, compact finite difference

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Authors: Hyung-Weon Cho, Youngyoon Lee, Seung Goo Kang, Dahae Chong, Myungsoo Lee, Chonghan Song, Seokho Yoon

Abstract:

This paper proposes a novel spectrum sensing technique for the digital video broadcasting-terrestrial (DVB-T) systems, which utilizes the periodicity of pilot signals in the orthogonal frequency division multiplexing (OFDM) symbols. The proposed scheme can overcome the effect of the timing synchronization error by recorrelating the correlation values in the same sample distances. The numerical results demonstrate that the detection probability performance of the proposed scheme outperforms that of the conventional scheme when there exists a timing synchronization error.

Keywords: DVB-T, spectrum sensing, OFDM, timing synchronizationerror.

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Authors: Jaipong Kasemsuwan

Abstract:

This paper presents the finite difference scheme and the numerical simulation of suspended string. The vibration solutions when the various external forces are taken into account are obtained and compared with the solutions without external force. In addition, we also investigate how the external forces and their powers and coefficients affect the amplitude of vibration.

Keywords: Nonlinear external forces, Numerical simulation, Suspended string equation.

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Authors: Aichun Feng, Zhi-Min Chen, Jing Tang Xing

Abstract:

A two-dimensional linear wave-body interaction problem can be solved using a desingularized integral method by placing free surface Rankine sources over calm water surface and satisfying boundary conditions at prescribed collocation points on the calm water surface. A new free-surface Rankine source distribution scheme, determined by the intersection points of free surface and body surface, is developed to reduce numerical computation cost. Associated with this, a new treatment is given to the intersection point. The present scheme results are in good agreement with traditional numerical results and measurements.

Keywords: Source point distribution, panel method, Rankine source, desingularized algorithm.

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Authors: Balaji Sankar, Sadanand Kulkarni

Abstract:

Compliant foil gas lubricated bearings are used for the support of light loads in the order of few kilograms at high speeds, in the order of 50,000 RPM. The stiffness of the foil bearings depends both on the stiffness of the compliant foil and on the lubricating gas film. The stiffness of the bearings plays a crucial role in the stable operation of the supported rotor over a range of speeds. This paper describes a numerical approach to estimate the stiffness of the bearings using pseudo spectral scheme. Methodology to obtain the stiffness of the foil bearing as a function of weight of the shaft is given and the results are presented.

Keywords: Foil bearing, simulation, numerical, stiffness estimation.

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Authors: M. K. Hasan, Y. H. Ng, J. Sulaiman

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This paper present the implementation of a new ordering strategy on Successive Overrelaxation scheme on two dimensional boundary value problems. The strategy involve two directions alternatingly; from top and bottom of the solution domain. The method shows to significantly reduce the iteration number to converge. Four numerical experiments were carried out to examine the performance of the new strategy.

Keywords: Two dimensional boundary value problems, Successive Overrelaxation scheme, Alternating Top-Bottom strategy, fast convergence

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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: 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: Tudor Barbu

Abstract:

We present a robust nonlinear parabolic partial differential equation (PDE)-based denoising scheme in this article. Our approach is based on a second-order anisotropic diffusion model that is described first. Then, a consistent and explicit numerical approximation algorithm is constructed for this continuous model by using the finite-difference method. Finally, our restoration experiments and method comparison, which prove the effectiveness of this proposed technique, are discussed in this paper.

Keywords: Image denoising and restoration, nonlinear PDE model, anisotropic diffusion, numerical approximation scheme, finite differences.

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Authors: Youngpo Lee, Seokho Yoon

Abstract:

In this paper, we propose a distance estimation scheme for radar systems using direct sequence ultra wideband (DS-UWB) signals. The proposed distance estimation scheme averages out the noise by accumulating the correlator outputs of the radar, and thus, helps the radar to employ a short-length DS-UWB signal reducing the correlation processing time. Numerical results confirm that the proposed distance estimation scheme provides a better estimation performance and a reduced correlation processing time compared with those of the conventional DS-UWB radars.

Keywords: Radar, DS-UWB, distance estimation, correlation accumulation.

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Authors: Yongsun Kim, Hoyong Kang

Abstract:

This paper proposes a power-controlled scheduling scheme for devices using a directional antenna in smart home. In the case of the home network using directional antenna, devices can concurrently transmit data in the same frequency band. Accordingly, the throughput increases compared to that of devices using omni-directional antenna in proportional to the number of concurrent transmissions. Also, the number of concurrent transmissions depends on the beamwidth of antenna, the number of devices operating in the network , transmission power, interference and so on. In particular, the less transmission power is used, the more concurrent transmissions occur due to small transmission range. In this paper, we considered sub-optimal scheduling scheme for throughput maximization and power consumption minimization. In the scheme, each device is equipped with a directional antenna. Various beamwidths, path loss components, and antenna radiation efficiencies are considered. Numerical results show that the proposed schemes outperform the scheduling scheme using directional antennas without power control.

Keywords: Mmwave WPANs, directional scheduling, power-controlled scheduling scheme, smart home.

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Authors: K. Petcharat, Y. Areepong, S. Sukparungsri, G. Mititelu

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These paper, we approximate the average run length (ARL) for CUSUM chart when observation are an exponential first order moving average sequence (EMA1). We used Gauss-Legendre numerical scheme for integral equations (IE) method for approximate ARL0 and ARL1, where ARL in control and out of control, respectively. We compared the results from IE method and exact solution such that the two methods perform good agreement.

Keywords: Cumulative Sum Chart, Moving Average Observation, Average Run Length, Numerical Approximations.

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Authors: Young Hee Geum

Abstract:

We propose the numerical method defined by

xn+1 = xn − λ[f(xn − μh(xn))/]f'(xn) , n ∈ N,

and determine the control parameter λ and μ to converge cubically. In addition, we derive the asymptotic error constant. Applying this proposed scheme to various test functions, numerical results show a good agreement with the theory analyzed in this paper and are proven using Mathematica with its high-precision computability.

Keywords: Asymptotic error constant, iterative method , multiple root, root-finding.

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