ADI Finite Difference Discretization of the Heston-Hull-White PDE
NASA Astrophysics Data System (ADS)
Haentjens, Tinne; Hout, Karel in't.
2010-09-01
This paper concerns the efficient numerical solution of the time-dependent, three-dimensional Heston-Hull-White PDE for the fair prices of European call options. The numerical solution method described in this paper consists of a finite difference discretization on non-uniform spatial grids followed by an Alternating Direction Implicit scheme for the time discretization and extends the method recently proved effective by In't Hout & Foulon (2010) for the simpler, two-dimensional Heston PDE.
Accurate Finite Difference Algorithms
NASA Technical Reports Server (NTRS)
Goodrich, John W.
1996-01-01
Two families of finite difference algorithms for computational aeroacoustics are presented and compared. All of the algorithms are single step explicit methods, they have the same order of accuracy in both space and time, with examples up to eleventh order, and they have multidimensional extensions. One of the algorithm families has spectral like high resolution. Propagation with high order and high resolution algorithms can produce accurate results after O(10(exp 6)) periods of propagation with eight grid points per wavelength.
Nonstandard finite difference schemes
NASA Technical Reports Server (NTRS)
Mickens, Ronald E.
1995-01-01
The major research activities of this proposal center on the construction and analysis of nonstandard finite-difference schemes for ordinary and partial differential equations. In particular, we investigate schemes that either have zero truncation errors (exact schemes) or possess other significant features of importance for numerical integration. Our eventual goal is to bring these methods to bear on problems that arise in the modeling of various physical, engineering, and technological systems. At present, these efforts are extended in the direction of understanding the exact nature of these nonstandard procedures and extending their use to more complicated model equations. Our presentation will give a listing (obtained to date) of the nonstandard rules, their application to a number of linear and nonlinear, ordinary and partial differential equations. In certain cases, numerical results will be presented.
Mimetic finite difference method
NASA Astrophysics Data System (ADS)
Lipnikov, Konstantin; Manzini, Gianmarco; Shashkov, Mikhail
2014-01-01
The mimetic finite difference (MFD) method mimics fundamental properties of mathematical and physical systems including conservation laws, symmetry and positivity of solutions, duality and self-adjointness of differential operators, and exact mathematical identities of the vector and tensor calculus. This article is the first comprehensive review of the 50-year long history of the mimetic methodology and describes in a systematic way the major mimetic ideas and their relevance to academic and real-life problems. The supporting applications include diffusion, electromagnetics, fluid flow, and Lagrangian hydrodynamics problems. The article provides enough details to build various discrete operators on unstructured polygonal and polyhedral meshes and summarizes the major convergence results for the mimetic approximations. Most of these theoretical results, which are presented here as lemmas, propositions and theorems, are either original or an extension of existing results to a more general formulation using polyhedral meshes. Finally, flexibility and extensibility of the mimetic methodology are shown by deriving higher-order approximations, enforcing discrete maximum principles for diffusion problems, and ensuring the numerical stability for saddle-point systems.
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Exponential Finite-Difference Technique
NASA Technical Reports Server (NTRS)
Handschuh, Robert F.
1989-01-01
Report discusses use of explicit exponential finite-difference technique to solve various diffusion-type partial differential equations. Study extends technique to transient-heat-transfer problems in one dimensional cylindrical coordinates and two and three dimensional Cartesian coordinates and to some nonlinear problems in one or two Cartesian coordinates.
Finite element and finite difference methods in electromagnetic scattering
NASA Astrophysics Data System (ADS)
Morgan, Michael A.
Finite-difference and finite-element methods for the computational analysis of EM scattering phenomena are examined in chapters contributed by leading experts. Topics addressed include an FEM for composite scatterers, coupled finite- and boundary-element methods for EM scattering, absorbing boundary conditions for the direct solution PDEs arising in EM scattering problems, application of the control-region approximation to two-dimensional EM scattering, coupled potentials for EM fields in inhomogeneous media, the method of conforming boundary elements for transient electromagnetics, and the finite-difference time-domain method for numerical modeling of EM wave interactions with arbitrary structures. Extensive diagrams and graphs of typical results are provided.
NASA Astrophysics Data System (ADS)
Reitman, L.; Wolfshtein, M.; Adler, D.
1982-11-01
A finite difference method is developed for solving the non-viscous formulation of a three-dimensional compressible flow problem for turbomachinery impellers. The numerical results and the time efficiency of this method are compared to that provided by a finite element method for this problem. The finite difference method utilizes a numerical, curvilinear, and non-orthogonal coordinate transformation and the ADI scheme. The finite difference method is utilized to solve a test problem of a centrifugal compressor impeller. It is shown that the finite difference method produces results in good agreement with the experimentally determined flow fields and is as accurate as the finite element technique. However, the finite difference method only requires about half the time in order to obtain the solution for this problem as that required by the finite element method.
NASA Technical Reports Server (NTRS)
Bridgeman, J. O.; Steger, J. L.; Caradonna, F. X.
1982-01-01
An implicit, approximate-factorization, finite-difference algorithm has been developed for the computation of unsteady, inviscid transonic flows in two and three dimensions. The computer program solves the full-potential equation in generalized coordinates in conservation-law form in order to properly capture shock-wave position and speed. A body-fitted coordinate system is employed for the simple and accurate treatment of boundary conditions on the body surface. The time-accurate algorithm is modified to a conventional ADI relaxation scheme for steady-state computations. Results from two- and three-dimensional steady and two-dimensional unsteady calculations are compared with existing methods.
NASA Astrophysics Data System (ADS)
Ramadan, Omar
2014-12-01
Systematic split-step finite difference time domain (SS-FDTD) formulations, based on the general Lie-Trotter-Suzuki product formula, are presented for solving the time-dependent Maxwell equations in double-dispersive electromagnetic materials. The proposed formulations provide a unified tool for constructing a family of unconditionally stable algorithms such as the first order split-step FDTD (SS1-FDTD), the second order split-step FDTD (SS2-FDTD), and the second order alternating direction implicit FDTD (ADI-FDTD) schemes. The theoretical stability of the formulations is included and it has been demonstrated that the formulations are unconditionally stable by construction. Furthermore, the dispersion relation of the formulations is derived and it has been found that the proposed formulations are best suited for those applications where a high space resolution is needed. Two-dimensional (2-D) and 3-D numerical examples are included and it has been observed that the SS1-FDTD scheme is computationally more efficient than the ADI-FDTD counterpart, while maintaining approximately the same numerical accuracy. Moreover, the SS2-FDTD scheme allows using larger time step than the SS1-FDTD or ADI-FDTD and therefore necessitates less CPU time, while giving approximately the same numerical accuracy.
Finite-difference computations of rotor loads
NASA Technical Reports Server (NTRS)
Caradonna, F. X.; Tung, C.
1985-01-01
This paper demonstrates the current and future potential of finite-difference methods for solving real rotor problems which now rely largely on empiricism. The demonstration consists of a simple means of combining existing finite-difference, integral, and comprehensive loads codes to predict real transonic rotor flows. These computations are performed for hover and high-advance-ratio flight. Comparisons are made with experimental pressure data.
Finite-difference computations of rotor loads
NASA Technical Reports Server (NTRS)
Caradonna, F. X.; Tung, C.
1985-01-01
The current and future potential of finite difference methods for solving real rotor problems which now rely largely on empiricism are demonstrated. The demonstration consists of a simple means of combining existing finite-difference, integral, and comprehensive loads codes to predict real transonic rotor flows. These computations are performed for hover and high-advanced-ratio flight. Comparisons are made with experimental pressure data.
Numerical computation of transonic flows by finite-element and finite-difference methods
NASA Technical Reports Server (NTRS)
Hafez, M. M.; Wellford, L. C.; Merkle, C. L.; Murman, E. M.
1978-01-01
Studies on applications of the finite element approach to transonic flow calculations are reported. Different discretization techniques of the differential equations and boundary conditions are compared. Finite element analogs of Murman's mixed type finite difference operators for small disturbance formulations were constructed and the time dependent approach (using finite differences in time and finite elements in space) was examined.
Finite-difference modelling of wavefield constituents
NASA Astrophysics Data System (ADS)
Robertsson, Johan O. A.; van Manen, Dirk-Jan; Schmelzbach, Cedric; Van Renterghem, Cederic; Amundsen, Lasse
2015-11-01
The finite-difference method is among the most popular methods for modelling seismic wave propagation. Although the method has enjoyed huge success for its ability to produce full wavefield seismograms in complex models, it has one major limitation which is of critical importance for many modelling applications; to naturally output up- and downgoing and P- and S-wave constituents of synthesized seismograms. In this paper, we show how such wavefield constituents can be isolated in finite-difference-computed synthetics in complex models with high numerical precision by means of a simple algorithm. The description focuses on up- and downgoing and P- and S-wave separation of data generated using an isotropic elastic finite-difference modelling method. However, the same principles can also be applied to acoustic, electromagnetic and other wave equations.
Applications of an exponential finite difference technique
NASA Technical Reports Server (NTRS)
Handschuh, Robert F.; Keith, Theo G., Jr.
1988-01-01
An exponential finite difference scheme first presented by Bhattacharya for one dimensional unsteady heat conduction problems in Cartesian coordinates was extended. The finite difference algorithm developed was used to solve the unsteady diffusion equation in one dimensional cylindrical coordinates and was applied to two and three dimensional conduction problems in Cartesian coordinates. Heat conduction involving variable thermal conductivity was also investigated. The method was used to solve nonlinear partial differential equations in one and two dimensional Cartesian coordinates. Predicted results are compared to exact solutions where available or to results obtained by other numerical methods.
On the wavelet optimized finite difference method
NASA Technical Reports Server (NTRS)
Jameson, Leland
1994-01-01
When one considers the effect in the physical space, Daubechies-based wavelet methods are equivalent to finite difference methods with grid refinement in regions of the domain where small scale structure exists. Adding a wavelet basis function at a given scale and location where one has a correspondingly large wavelet coefficient is, essentially, equivalent to adding a grid point, or two, at the same location and at a grid density which corresponds to the wavelet scale. This paper introduces a wavelet optimized finite difference method which is equivalent to a wavelet method in its multiresolution approach but which does not suffer from difficulties with nonlinear terms and boundary conditions, since all calculations are done in the physical space. With this method one can obtain an arbitrarily good approximation to a conservative difference method for solving nonlinear conservation laws.
Finite-difference migration to zero offset
Li, Jianchao
1992-07-01
Migration to zero offset (MZO), also called dip moveout (DMO) or prestack partial migration, transforms prestack offset seismic data into approximate zero-offset data so as to remove reflection point smear and obtain quality stacked results over a range of reflector dips. MZO has become an important step in standard seismic data processing, and a variety of frequency-wavenumber (f-k) and integral MZO algorithms have been used in practice to date. Here, I present a finite-difference MZO algorithm applied to normal-moveout (NMO)-corrected, common-offset sections. This algorithm employs a traditional poststack 15-degree finite-difference migration algorithm and a special velocity function rather than the true migration velocity. This paper shows results of implementation of this MZO algorithm when velocity varies with depth, and discusses the possibility of applying this algorithm to cases where velocity varies with both depth and horizontal distance.
Finite-difference migration to zero offset
Li, Jianchao.
1992-01-01
Migration to zero offset (MZO), also called dip moveout (DMO) or prestack partial migration, transforms prestack offset seismic data into approximate zero-offset data so as to remove reflection point smear and obtain quality stacked results over a range of reflector dips. MZO has become an important step in standard seismic data processing, and a variety of frequency-wavenumber (f-k) and integral MZO algorithms have been used in practice to date. Here, I present a finite-difference MZO algorithm applied to normal-moveout (NMO)-corrected, common-offset sections. This algorithm employs a traditional poststack 15-degree finite-difference migration algorithm and a special velocity function rather than the true migration velocity. This paper shows results of implementation of this MZO algorithm when velocity varies with depth, and discusses the possibility of applying this algorithm to cases where velocity varies with both depth and horizontal distance.
Samak, M. Mosleh E. Abu; Bakar, A. Ashrif A.; Kashif, Muhammad; Zan, Mohd Saiful Dzulkifly
2016-01-01
This paper discusses numerical analysis methods for different geometrical features that have limited interval values for typically used sensor wavelengths. Compared with existing Finite Difference Time Domain (FDTD) methods, the alternating direction implicit (ADI)-FDTD method reduces the number of sub-steps by a factor of two to three, which represents a 33% time savings in each single run. The local one-dimensional (LOD)-FDTD method has similar numerical equation properties, which should be calculated as in the previous method. Generally, a small number of arithmetic processes, which result in a shorter simulation time, are desired. The alternating direction implicit technique can be considered a significant step forward for improving the efficiency of unconditionally stable FDTD schemes. This comparative study shows that the local one-dimensional method had minimum relative error ranges of less than 40% for analytical frequencies above 42.85 GHz, and the same accuracy was generated by both methods.
Software suite for finite difference method models.
Arola, T; Hannula, M; Narra, N; Malmivuo, J; Hyttinen, J
2006-01-01
We have developed a software suite for finite difference method (FDM) model construction, visualization and quasi-static simulation to be used in bioelectric field modeling. The aim of the software is to provide a full path from medical image data to simulation of bioelectric phenomena and results visualization. It is written in Java and can be run on various platforms while still supporting all features included. The software can be distributed across a network utilizing dedicated servers for calculation intensive tasks. Supported visualization modes are both two- and three-dimensional modes. PMID:17946057
The Complex-Step-Finite-Difference method
NASA Astrophysics Data System (ADS)
Abreu, Rafael; Stich, Daniel; Morales, Jose
2015-07-01
We introduce the Complex-Step-Finite-Difference method (CSFDM) as a generalization of the well-known Finite-Difference method (FDM) for solving the acoustic and elastic wave equations. We have found a direct relationship between modelling the second-order wave equation by the FDM and the first-order wave equation by the CSFDM in 1-D, 2-D and 3-D acoustic media. We present the numerical methodology in order to apply the introduced CSFDM and show an example for wave propagation in simple homogeneous and heterogeneous models. The CSFDM may be implemented as an extension into pre-existing numerical techniques in order to obtain fourth- or sixth-order accurate results with compact three time-level stencils. We compare advantages of imposing various types of initial motion conditions of the CSFDM and demonstrate its higher-order accuracy under the same computational cost and dispersion-dissipation properties. The introduced method can be naturally extended to solve different partial differential equations arising in other fields of science and engineering.
NASA Astrophysics Data System (ADS)
Beilina, Larisa
2016-08-01
We present domain decomposition finite element/finite difference method for the solution of hyperbolic equation. The domain decomposition is performed such that finite elements and finite differences are used in different subdomains of the computational domain: finite difference method is used on the structured part of the computational domain and finite elements on the unstructured part of the domain. Explicit discretizations for both methods are constructed such that the finite element and the finite difference schemes coincide on the common structured overlapping layer between computational subdomains. Then the resulting approach can be considered as a pure finite element scheme which avoids instabilities at the interfaces. We derive an energy estimate for the underlying hyperbolic equation with absorbing boundary conditions and illustrate efficiency of the domain decomposition method on the reconstruction of the conductivity function in three dimensions.
Efficient discretization in finite difference method
NASA Astrophysics Data System (ADS)
Rozos, Evangelos; Koussis, Antonis; Koutsoyiannis, Demetris
2015-04-01
Finite difference method (FDM) is a plausible and simple method for solving partial differential equations. The standard practice is to use an orthogonal discretization to form algebraic approximate formulations of the derivatives of the unknown function and a grid, much like raster maps, to represent the properties of the function domain. For example, for the solution of the groundwater flow equation, a raster map is required for the characterization of the discretization cells (flow cell, no-flow cell, boundary cell, etc.), and two raster maps are required for the hydraulic conductivity and the storage coefficient. Unfortunately, this simple approach to describe the topology comes along with the known disadvantages of the FDM (rough representation of the geometry of the boundaries, wasted computational resources in the unavoidable expansion of the grid refinement in all cells of the same column and row, etc.). To overcome these disadvantages, Hunt has suggested an alternative approach to describe the topology, the use of an array of neighbours. This limits the need for discretization nodes only for the representation of the boundary conditions and the flow domain. Furthermore, the geometry of the boundaries is described more accurately using a vector representation. Most importantly, graded meshes can be employed, which are capable of restricting grid refinement only in the areas of interest (e.g. regions where hydraulic head varies rapidly, locations of pumping wells, etc.). In this study, we test the Hunt approach against MODFLOW, a well established finite difference model, and the Finite Volume Method with Simplified Integration (FVMSI). The results of this comparison are examined and critically discussed.
TUNED FINITE-DIFFERENCE DIFFUSION OPERATORS
Maron, Jason; Low, Mordecai-Mark Mac E-mail: mordecai@amnh.org
2009-05-15
Finite-difference simulations of fluid dynamics and magnetohydrodynamics generally require an explicit diffusion operator, either to maintain stability by attenuating grid-scale structure, or to implement physical diffusivities such as viscosity or resistivity. If the goal is stability only, the diffusion must act at the grid scale, but should affect structure at larger scales as little as possible. For physical diffusivities the diffusion scale depends on the problem, and diffusion may act at larger scales as well. Diffusivity can undesirably limit the computational time step in both cases. We construct tuned finite-difference diffusion operators that minimally limit the time step while acting as desired near the diffusion scale. Such operators reach peak values at the diffusion scale rather than at the grid scale, but behave as standard operators at larger scales. These operators will be useful for simulations with high magnetic diffusivity or kinematic viscosity such as in the simulation of astrophysical dynamos with magnetic Prandtl number far from unity, or for numerical stabilization using hyperdiffusivity.
NASA Technical Reports Server (NTRS)
Fix, G. J.; Rose, M. E.
1983-01-01
A least squares formulation of the system divu = rho, curlu = zeta is surveyed from the viewpoint of both finite element and finite difference methods. Closely related arguments are shown to establish convergence estimates.
Kim, S.
1994-12-31
Parallel iterative procedures based on domain decomposition techniques are defined and analyzed for the numerical solution of wave propagation by finite element and finite difference methods. For finite element methods, in a Lagrangian framework, an efficient way for choosing the algorithm parameter as well as the algorithm convergence are indicated. Some heuristic arguments for finding the algorithm parameter for finite difference schemes are addressed. Numerical results are presented to indicate the effectiveness of the methods.
Adaptive finite difference for seismic wavefield modelling in acoustic media.
Yao, Gang; Wu, Di; Debens, Henry Alexander
2016-01-01
Efficient numerical seismic wavefield modelling is a key component of modern seismic imaging techniques, such as reverse-time migration and full-waveform inversion. Finite difference methods are perhaps the most widely used numerical approach for forward modelling, and here we introduce a novel scheme for implementing finite difference by introducing a time-to-space wavelet mapping. Finite difference coefficients are then computed by minimising the difference between the spatial derivatives of the mapped wavelet and the finite difference operator over all propagation angles. Since the coefficients vary adaptively with different velocities and source wavelet bandwidths, the method is capable to maximise the accuracy of the finite difference operator. Numerical examples demonstrate that this method is superior to standard finite difference methods, while comparable to Zhang's optimised finite difference scheme. PMID:27491333
Adaptive finite difference for seismic wavefield modelling in acoustic media
NASA Astrophysics Data System (ADS)
Yao, Gang; Wu, Di; Debens, Henry Alexander
2016-08-01
Efficient numerical seismic wavefield modelling is a key component of modern seismic imaging techniques, such as reverse-time migration and full-waveform inversion. Finite difference methods are perhaps the most widely used numerical approach for forward modelling, and here we introduce a novel scheme for implementing finite difference by introducing a time-to-space wavelet mapping. Finite difference coefficients are then computed by minimising the difference between the spatial derivatives of the mapped wavelet and the finite difference operator over all propagation angles. Since the coefficients vary adaptively with different velocities and source wavelet bandwidths, the method is capable to maximise the accuracy of the finite difference operator. Numerical examples demonstrate that this method is superior to standard finite difference methods, while comparable to Zhang’s optimised finite difference scheme.
Adaptive finite difference for seismic wavefield modelling in acoustic media
Yao, Gang; Wu, Di; Debens, Henry Alexander
2016-01-01
Efficient numerical seismic wavefield modelling is a key component of modern seismic imaging techniques, such as reverse-time migration and full-waveform inversion. Finite difference methods are perhaps the most widely used numerical approach for forward modelling, and here we introduce a novel scheme for implementing finite difference by introducing a time-to-space wavelet mapping. Finite difference coefficients are then computed by minimising the difference between the spatial derivatives of the mapped wavelet and the finite difference operator over all propagation angles. Since the coefficients vary adaptively with different velocities and source wavelet bandwidths, the method is capable to maximise the accuracy of the finite difference operator. Numerical examples demonstrate that this method is superior to standard finite difference methods, while comparable to Zhang’s optimised finite difference scheme. PMID:27491333
Stochastic finite-difference time-domain
NASA Astrophysics Data System (ADS)
Smith, Steven Michael
2011-12-01
This dissertation presents the derivation of an approximate method to determine the mean and the variance of electro-magnetic fields in the body using the Finite-Difference Time-Domain (FDTD) method. Unlike Monte Carlo analysis, which requires repeated FDTD simulations, this method directly computes the variance of the fields at every point in space at every sample of time in the simulation. This Stochastic FDTD simulation (S-FDTD) has at its root a new wave called the Variance wave, which is computed in the time domain along with the mean properties of the model space in the FDTD simulation. The Variance wave depends on the electro-magnetic fields, the reflections and transmission though the different dielectrics, and the variances of the electrical properties of the surrounding materials. Like the electro-magnetic fields, the Variance wave begins at zero (there is no variance before the source is turned on) and is computed in the time domain until all fields reach steady state. This process is performed in a fraction of the time of a Monte Carlo simulation and yields the first two statistical parameters (mean and variance). The mean of the field is computed using the traditional FDTD equations. Variance is computed by approximating the correlation coefficients between the constituitive properties and the use of the S-FDTD equations. The impetus for this work was the simulation time it takes to perform 3D Specific Absorption Rate (SAR) FDTD analysis of the human head model for cell phone power absorption in the human head due to the proximity of a cell phone being used. In many instances, Monte Carlo analysis is not performed due to the lengthy simulation times required. With the development of S-FDTD, these statistical analyses could be performed providing valuable statistical information with this information being provided in a small fraction of the time it would take to perform a Monte Carlo analysis.
Finite Mathematics and Discrete Mathematics: Is There a Difference?
ERIC Educational Resources Information Center
Johnson, Marvin L.
Discrete mathematics and finite mathematics differ in a number of ways. First, finite mathematics has a longer history and is therefore more stable in terms of course content. Finite mathematics courses emphasize certain particular mathematical tools which are useful in solving the problems of business and the social sciences. Discrete mathematics…
High-order entropy stable finite difference schemes for nonlinear conservation laws: Finite domains
NASA Astrophysics Data System (ADS)
Fisher, Travis C.; Carpenter, Mark H.
2013-11-01
Nonlinear entropy stability is used to derive provably stable high-order finite difference operators including boundary closure stencils, for the compressible Navier-Stokes equations. A comparison technique is used to derive a new Entropy Stable Weighted Essentially Non-Oscillatory (SSWENO) finite difference method, appropriate for simulations of problems with shocks. Viscous terms are approximated using conservative, entropy stable, narrow-stencil finite difference operators. The efficacy of the new discrete operators is demonstrated using both smooth and discontinuous test cases.
High-Order Entropy Stable Finite Difference Schemes for Nonlinear Conservation Laws: Finite Domains
NASA Technical Reports Server (NTRS)
Fisher, Travis C.; Carpenter, Mark H.
2013-01-01
Developing stable and robust high-order finite difference schemes requires mathematical formalism and appropriate methods of analysis. In this work, nonlinear entropy stability is used to derive provably stable high-order finite difference methods with formal boundary closures for conservation laws. Particular emphasis is placed on the entropy stability of the compressible Navier-Stokes equations. A newly derived entropy stable weighted essentially non-oscillatory finite difference method is used to simulate problems with shocks and a conservative, entropy stable, narrow-stencil finite difference approach is used to approximate viscous terms.
Comparison of finite-difference and analytic microwave calculation methods
Friedlander, F.I.; Jackson, H.W.; Barmatz, M.; Wagner, P.
1996-12-31
Normal modes and power absorption distributions in microwave cavities containing lossy dielectric samples were calculated for problems of interest in materials processing. The calculations were performed both using a commercially available finite-difference electromagnetic solver and by numerical evaluation of exact analytic expressions. Results obtained by the two methods applied to identical physical situations were compared. The studies validate the accuracy of the finite-difference electromagnetic solver. Relative advantages of the analytic and finite-difference methods are discussed.
One-node coarse-mesh finite difference algorithm for fine-mesh finite difference operator
Shin, H.C.; Kim, Y.H.; Kim, Y.B.
1999-07-01
This paper is concerned with speeding up the convergence of the fine-mesh finite difference (FMFD) method for the neutron diffusion problem. The basic idea of the new algorithm originates from the two-node coarse-mesh finite difference (CMFD) schemes for nodal methods, where the low-order CMFD operator is iteratively corrected through a global-local iteration so that the final solution of the CMFD problem is equivalent to the high-order nodal solution. Unlike conventional CMFD methods, the new CMFD algorithm is based on one-node local problems, and the high-order solution over the local problem is determined by using the FMFD operator. Nonlinear coupling of CMFD and FMFD operators was previously studied by Aragones and Ahnert. But, in their work, the coarse-mesh operator is corrected by the so-called flux discontinuity factors, and the local problem is defined differently in the sense of boundary conditions and the core dissection scheme.
NASA Technical Reports Server (NTRS)
Leonard, B. P.
1992-01-01
Judging by errors in the computational-fluid-dynamics literature in recent years, it is not generally well understood that (above first-order) there are significant differences in spatial truncation error between formulations of convection involving a finite-difference approximation of the first derivative, on the one hand, and a finite-volume model of flux differences across a control-volume cell, on the other. The difference between the two formulations involves a second-order truncation-error term (proportional to the third-derivative of the convected variable). Hence, for example, a third (or higher) order finite-difference approximation for the first-derivative convection term is only second-order accurate when written in conservative control-volume form as a finite-volume formulation, and vice versa.
Computer-Oriented Calculus Courses Using Finite Differences.
ERIC Educational Resources Information Center
Gordon, Sheldon P.
The so-called discrete approach in calculus instruction involves introducing topics from the calculus of finite differences and finite sums, both for motivation and as useful tools for applications of the calculus. In particular, it provides an ideal setting in which to incorporate computers into calculus courses. This approach has been…
Hybrid finite element-finite difference method for thermal analysis of blood vessels.
Blanchard, C H; Gutierrez, G; White, J A; Roemer, R B
2000-01-01
A hybrid finite-difference/finite-element technique for the thermal analysis of blood vessels embedded in perfused tissue has been developed and evaluated. This method provides efficient and accurate solutions to the conjugated heat transfer problem of convection by blood coupled to conduction in the tissue. The technique uses a previously developed 3D automatic meshing method for creating a finite element mesh in the tissue surrounding the vessels, coupled iteratively with a 1-D marching finite difference method for the interior of the vessels. This hybrid technique retains the flexibility and ease of automated finite-element meshing techniques for modelling the complex geometry of blood vessels and irregularly shaped tissues, and speeds the solution time by using a simple finite-difference method to calculate the bulk mean temperatures within all blood vessels. The use of the 1D finite-difference technique in the blood vessels also eliminates the large computer memory requirements needed to accurately solve large vessel network problems when fine FE meshes are used in the interior of vessels. The accuracy of the hybrid technique has been verified against previously verified numerical solutions. In summary, the hybrid technique combines the accuracy and flexibility found in automated finite-element techniques, with the speed and reduction of computational memory requirements associated with the 1D finite-difference technique, something which has not been done before. This method, thus, has the potential to provide accurate, flexible and relatively fast solutions for the thermal analysis of coupled perfusion/blood vessel problems, and large vessel network problems. PMID:10949130
Coupled finite-difference/finite-element approach for wing-body aeroelasticity
NASA Technical Reports Server (NTRS)
Guruswamy, Guru P.
1992-01-01
Computational methods using finite-difference approaches for fluids and finite-element approaches for structures have individually advanced to solve almost full-aircraft configurations. However, coupled approaches to solve fluid/structural interaction problems are still in their early stages of development, particularly for complex geometries using complete equations such as the Euler/Navier-Stokes equations. Earlier work demonstrated the success of coupling finite-difference and finite-element methods for simple wing configurations using the Euler/Navier-Stokes equations. In this paper, the same approach is extended for general wing-body configurations. The structural properties are represented by beam-type finite elements. The flow is modeled using the Euler/Navier-Stokes equations. A general procedure to fully couple structural finite-element boundary conditions with fluid finite-difference boundary conditions is developed for wing-body configurations. Computations are made using moving grids that adapt to wing-body structural deformations. Results are illustrated for a typical wing-body configuration.
NASA Technical Reports Server (NTRS)
Kurtz, L. A.; Smith, R. E.; Parks, C. L.; Boney, L. R.
1978-01-01
Steady state solutions to two time dependent partial differential systems have been obtained by the Method of Lines (MOL) and compared to those obtained by efficient standard finite difference methods: (1) Burger's equation over a finite space domain by a forward time central space explicit method, and (2) the stream function - vorticity form of viscous incompressible fluid flow in a square cavity by an alternating direction implicit (ADI) method. The standard techniques were far more computationally efficient when applicable. In the second example, converged solutions at very high Reynolds numbers were obtained by MOL, whereas solution by ADI was either unattainable or impractical. With regard to 'set up' time, solution by MOL is an attractive alternative to techniques with complicated algorithms, as much of the programming difficulty is eliminated.
Conservative properties of finite difference schemes for incompressible flow
NASA Technical Reports Server (NTRS)
Morinishi, Youhei
1995-01-01
The purpose of this research is to construct accurate finite difference schemes for incompressible unsteady flow simulations such as LES (large-eddy simulation) or DNS (direct numerical simulation). In this report, conservation properties of the continuity, momentum, and kinetic energy equations for incompressible flow are specified as analytical requirements for a proper set of discretized equations. Existing finite difference schemes in staggered grid systems are checked for satisfaction of the requirements. Proper higher order accurate finite difference schemes in a staggered grid system are then proposed. Plane channel flow is simulated using the proposed fourth order accurate finite difference scheme and the results compared with those of the second order accurate Harlow and Welch algorithm.
Techniques for correcting approximate finite difference solutions. [considering transonic flow
NASA Technical Reports Server (NTRS)
Nixon, D.
1978-01-01
A method of correcting finite-difference solutions for the effect of truncation error or the use of an approximate basic equation is presented. Applications to transonic flow problems are described and examples are given.
Comparison of different precondtioners for nonsymmtric finite volume element methods
Mishev, I.D.
1996-12-31
We consider a few different preconditioners for the linear systems arising from the discretization of 3-D convection-diffusion problems with the finite volume element method. Their theoretical and computational convergence rates are compared and discussed.
Finite-difference solutions of the 3-D eikonal equation
Fei, Tong; Fehler, M.C.; Hildebrand, S.T.
1995-12-31
Prestack Kirchhoff depth migration requires the computation of traveltimes from surface source and receiver locations to subsurface image locations. In 3-D problems, computational efficiency becomes important. Finite-difference solutions of the eikonal equation provide computationally efficient methods for generating the traveltime information. Here, a novel finite-difference solutions of the eikonal equation provide computationally efficient methods for generating the traveltime information. Here, a novel finite-difference method for computing the first arrival traveltime by solving the eikonal equation has been developed in Cartesian coordinates. The method, which is unconditionally stable and computationally efficient, can handle instabilities due to caustics and provide information about head waves. The comparison of finite-difference solutions of the acoustic wave equation with the traveltime solutions from the eikonal equation in various structure models demonstrate that the method developed here can provide correct first arrival traveltime information even in areas of complex velocity structure.
Numerical techniques in linear duct acoustics. [finite difference and finite element analyses
NASA Technical Reports Server (NTRS)
Baumeister, K. J.
1980-01-01
Both finite difference and finite element analyses of small amplitude (linear) sound propagation in straight and variable area ducts with flow, as might be found in a typical turboject engine duct, muffler, or industrial ventilation system, are reviewed. Both steady state and transient theories are discussed. Emphasis is placed on the advantages and limitations associated with the various numerical techniques. Examples of practical problems are given for which the numerical techniques have been applied.
On a finite-difference method for solving transient viscous flow problems
NASA Technical Reports Server (NTRS)
Li, C. P.
1983-01-01
A method has been developed to solve the unsteady, compressible Navier-Stokes equation with the property of consistency and the ability of minimizing the equation stiffness. It relies on innovative extensions of the state-of-the-art finite-difference techniques and is composed of: (1) the upwind scheme for split-flux and the central scheme for conventional flux terms in the inviscid and viscous regions, respectively; (2) the characteristic treatment of both inviscid and viscous boundaries; (3) an ADI procedure compatible with interior and boundary points; and (4) a scalar matrix coefficient including viscous terms. The performance of this method is assessed with four sample problems; namely, a standing shock in the Laval duct, a shock reflected from the wall, the shock-induced boundary-layer separation, and a transient internal nozzle flow. The results from the present method, an existing hybrid block method, and a well-known two-step explicit method are compared and discussed. It is concluded that this method has an optimal trade-off between the solution accuracy and computational economy, and other desirable properties for analyzing transient viscous flow problems.
Practical aspects of prestack depth migration with finite differences
Ober, C.C.; Oldfield, R.A.; Womble, D.E.; Romero, L.A.; Burch, C.C.
1997-07-01
Finite-difference, prestack, depth migrations offers significant improvements over Kirchhoff methods in imaging near or under salt structures. The authors have implemented a finite-difference prestack depth migration algorithm for use on massively parallel computers which is discussed. The image quality of the finite-difference scheme has been investigated and suggested improvements are discussed. In this presentation, the authors discuss an implicit finite difference migration code, called Salvo, that has been developed through an ACTI (Advanced Computational Technology Initiative) joint project. This code is designed to be efficient on a variety of massively parallel computers. It takes advantage of both frequency and spatial parallelism as well as the use of nodes dedicated to data input/output (I/O). Besides giving an overview of the finite-difference algorithm and some of the parallelism techniques used, migration results using both Kirchhoff and finite-difference migration will be presented and compared. The authors start out with a very simple Cartoon model where one can intuitively see the multiple travel paths and some of the potential problems that will be encountered with Kirchhoff migration. More complex synthetic models as well as results from actual seismic data from the Gulf of Mexico will be shown.
Improved finite-difference vibration analysis of pretwisted, tapered beams
NASA Technical Reports Server (NTRS)
Subrahmanyam, K. B.; Kaza, K. R. V.
1984-01-01
An improved finite difference procedure based upon second order central differences is developed. Several difficulties encountered in earlier works with fictitious stations that arise in using second order central differences, are eliminated by developing certain recursive relations. The need for forward or backward differences at the beam boundaries or other similar procedures is eliminated in the present theory. By using this improved theory, the vibration characteristics of pretwisted and tapered blades are calculated. Results of the second order theory are compared with published theoretical and experimental results and are found to be in good agreement. The present method generally produces close lower bound solutions and shows fast convergence. Thus, extrapolation procedures that are customary with first order finite-difference methods are unnecessary. Furthermore, the computational time and effort needed for this improved method are almost the same as required for the conventional first order finite-difference approach.
Finite-difference schemes for anisotropic diffusion
Es, Bram van; Koren, Barry; Blank, Hugo J. de
2014-09-01
In fusion plasmas diffusion tensors are extremely anisotropic due to the high temperature and large magnetic field strength. This causes diffusion, heat conduction, and viscous momentum loss, to effectively be aligned with the magnetic field lines. This alignment leads to different values for the respective diffusive coefficients in the magnetic field direction and in the perpendicular direction, to the extent that heat diffusion coefficients can be up to 10{sup 12} times larger in the parallel direction than in the perpendicular direction. This anisotropy puts stringent requirements on the numerical methods used to approximate the MHD-equations since any misalignment of the grid may cause the perpendicular diffusion to be polluted by the numerical error in approximating the parallel diffusion. Currently the common approach is to apply magnetic field-aligned coordinates, an approach that automatically takes care of the directionality of the diffusive coefficients. This approach runs into problems at x-points and at points where there is magnetic re-connection, since this causes local non-alignment. It is therefore useful to consider numerical schemes that are tolerant to the misalignment of the grid with the magnetic field lines, both to improve existing methods and to help open the possibility of applying regular non-aligned grids. To investigate this, in this paper several discretization schemes are developed and applied to the anisotropic heat diffusion equation on a non-aligned grid.
Compact finite difference method for American option pricing
NASA Astrophysics Data System (ADS)
Zhao, Jichao; Davison, Matt; Corless, Robert M.
2007-09-01
A compact finite difference method is designed to obtain quick and accurate solutions to partial differential equation problems. The problem of pricing an American option can be cast as a partial differential equation. Using the compact finite difference method this problem can be recast as an ordinary differential equation initial value problem. The complicating factor for American options is the existence of an optimal exercise boundary which is jointly determined with the value of the option. In this article we develop three ways of combining compact finite difference methods for American option price on a single asset with methods for dealing with this optimal exercise boundary. Compact finite difference method one uses the implicit condition that solutions of the transformed partial differential equation be nonnegative to detect the optimal exercise value. This method is very fast and accurate even when the spatial step size h is large (h[greater-or-equal, slanted]0.1). Compact difference method two must solve an algebraic nonlinear equation obtained by Pantazopoulos (1998) at every time step. This method can obtain second order accuracy for space x and requires a moderate amount of time comparable with that required by the Crank Nicolson projected successive over relaxation method. Compact finite difference method three refines the free boundary value by a method developed by Barone-Adesi and Lugano [The saga of the American put, 2003], and this method can obtain high accuracy for space x. The last two of these three methods are convergent, moreover all the three methods work for both short term and long term options. Through comparison with existing popular methods by numerical experiments, our work shows that compact finite difference methods provide an exciting new tool for American option pricing.
Numerical simulation of nanopulse penetration of biological matter using the ADI-FDTD method
NASA Astrophysics Data System (ADS)
Zhu, Fei
Nanopulses are ultra-wide-band (UWB) electromagnetic pulses with pulse duration of only a few nanoseconds and electric field amplitudes greater than 105 V/m. They have been widely used in the development of new technologies in the field of medicine. Therefore, the study of the nanopulse bioeffects is important to ensure the appropriate application with nanopulses in biomedical and biotechnological settings. The conventional finite-difference time-domain (FDTD) method for solving Maxwell's equations has been proven to be an effective method to solve the problems related to electromagnetism. However, its application is restricted by the Courant, Friedrichs, and Lewy (CFL) stability condition that confines the time increment and mesh size in the computation in order to prevent the solution from being divergent. This dissertation develops a new finite difference scheme coupled with the Cole-Cole expression for dielectric coefficients of biological tissues to simulate the electromagnetic fields inside biological tissues when exposed to nanopulses. The scheme is formulated based on the Yee's cell and alternating direction implicit (ADI) technique. The basic idea behind the ADI technique is to break up every time step into two half-time steps. At the first half-step, the finite difference operator on the right-hand side of the Maxwell's equation is implicit only along one coordinate axis direction. At the second half-step, the finite difference operator on the right-hand side of the Maxwell's equation is implicit only along the other coordinate axis direction. As such, only tridiagonal linear systems are solved. In this numerical method, the Cole-Cole expression is approximated by a second-order Taylor series based on the z-transform method. In addition, the perfectly matched layer is employed for the boundary condition, and the total/scattered field technique is employed to generate the plane wave in order to prevent the wave reflection. The scheme is tested by numerical
A comparison of the finite difference and finite element methods for heat transfer calculations
NASA Technical Reports Server (NTRS)
Emery, A. F.; Mortazavi, H. R.
1982-01-01
The finite difference method and finite element method for heat transfer calculations are compared by describing their bases and their application to some common heat transfer problems. In general it is noted that neither method is clearly superior, and in many instances, the choice is quite arbitrary and depends more upon the codes available and upon the personal preference of the analyst than upon any well defined advantages of one method. Classes of problems for which one method or the other is better suited are defined.
Finite-Difference Algorithms For Computing Sound Waves
NASA Technical Reports Server (NTRS)
Davis, Sanford
1993-01-01
Governing equations considered as matrix system. Method variant of method described in "Scheme for Finite-Difference Computations of Waves" (ARC-12970). Present method begins with matrix-vector formulation of fundamental equations, involving first-order partial derivatives of primitive variables with respect to space and time. Particular matrix formulation places time and spatial coordinates on equal footing, so governing equations considered as matrix system and treated as unit. Spatial and temporal discretizations not treated separately as in other finite-difference methods, instead treated together by linking spatial-grid interval and time step via common scale factor related to speed of sound.
Finite difference modeling of rotor flows including wake effects
NASA Technical Reports Server (NTRS)
Caradonna, F. X.; Desopper, A.; Tung, C.
1982-01-01
Rotary wing finite difference methods are investigated. The main concern is the specification of boundary conditions to properly account for the effect of the wake on the blade. Examples are given of an approach where wake effects are introduced by specifying an equivalent angle of attack. An alternate approach is also given where discrete vortices are introduced into the finite difference grid. The resulting computations of hovering and high advance ratio cases compare well with experiment. Some consideration is also given to the modeling of low to moderate advance ratio flows.
NASA Technical Reports Server (NTRS)
Strong, Stuart L.; Meade, Andrew J., Jr.
1992-01-01
Preliminary results are presented of a finite element/finite difference method (semidiscrete Galerkin method) used to calculate compressible boundary layer flow about airfoils, in which the group finite element scheme is applied to the Dorodnitsyn formulation of the boundary layer equations. The semidiscrete Galerkin (SDG) method promises to be fast, accurate and computationally efficient. The SDG method can also be applied to any smoothly connected airfoil shape without modification and possesses the potential capability of calculating boundary layer solutions beyond flow separation. Results are presented for low speed laminar flow past a circular cylinder and past a NACA 0012 airfoil at zero angle of attack at a Mach number of 0.5. Also shown are results for compressible flow past a flat plate for a Mach number range of 0 to 10 and results for incompressible turbulent flow past a flat plate. All numerical solutions assume an attached boundary layer.
Selecting step sizes in sensitivity analysis by finite differences
NASA Technical Reports Server (NTRS)
Iott, J.; Haftka, R. T.; Adelman, H. M.
1985-01-01
This paper deals with methods for obtaining near-optimum step sizes for finite difference approximations to first derivatives with particular application to sensitivity analysis. A technique denoted the finite difference (FD) algorithm, previously described in the literature and applicable to one derivative at a time, is extended to the calculation of several simultaneously. Both the original and extended FD algorithms are applied to sensitivity analysis for a data-fitting problem in which derivatives of the coefficients of an interpolation polynomial are calculated with respect to uncertainties in the data. The methods are also applied to sensitivity analysis of the structural response of a finite-element-modeled swept wing. In a previous study, this sensitivity analysis of the swept wing required a time-consuming trial-and-error effort to obtain a suitable step size, but it proved to be a routine application for the extended FD algorithm herein.
NASA Astrophysics Data System (ADS)
Ying, Jinyong; Xie, Dexuan
2015-10-01
The Poisson-Boltzmann equation (PBE) is one widely-used implicit solvent continuum model for calculating electrostatics of ionic solvated biomolecule. In this paper, a new finite element and finite difference hybrid method is presented to solve PBE efficiently based on a special seven-overlapped box partition with one central box containing the solute region and surrounded by six neighboring boxes. In particular, an efficient finite element solver is applied to the central box while a fast preconditioned conjugate gradient method using a multigrid V-cycle preconditioning is constructed for solving a system of finite difference equations defined on a uniform mesh of each neighboring box. Moreover, the PBE domain, the box partition, and an interface fitted tetrahedral mesh of the central box can be generated adaptively for a given PQR file of a biomolecule. This new hybrid PBE solver is programmed in C, Fortran, and Python as a software tool for predicting electrostatics of a biomolecule in a symmetric 1:1 ionic solvent. Numerical results on two test models with analytical solutions and 12 proteins validate this new software tool, and demonstrate its high performance in terms of CPU time and memory usage.
Modelling the core convection using finite element and finite difference methods
NASA Astrophysics Data System (ADS)
Chan, K. H.; Li, Ligang; Liao, Xinhao
2006-08-01
Applications of both parallel finite element and finite difference methods to thermal convection in a rotating spherical shell modelling the fluid dynamics of the Earth's outer core are presented. The numerical schemes are verified by reproducing the convection benchmark test by Christensen et al. [Christensen, U.R., Aubert, J., Cardin, P., Dormy, E., Gibbons, S., Glatzmaier, G.A., Grote, E., Honkura, Y., Jones, C., Kono, M., Matsushima, M., Sakuraba, A., Takahashi, F., Tilgner, A., Wilcht, J., Zhang, K., 2001. A numerical dynamo benchmark. Phys. Earth Planet. Interiors 128, 25-34.]. Both global average and local characteristics agree satisfactorily with the benchmark solution. With the element-by-element (EBE) parallelization technique, the finite element code demonstrates nearly optimal linear scalability in computational speed. The finite difference code is also efficient and scalable by utilizing a parallel library Aztec [Tuminaro, R.S., Heroux, M., Hutchinson, S.A., Shadid, J.N., 1999. Official AZTEC User's Guide: Version 2.1.].
Comparison of finite difference and finite element solutions to the variably saturated flow equation
NASA Astrophysics Data System (ADS)
Simpson, M. J.; Clement, T. P.
2003-01-01
Numerical solutions to the equation governing variably saturated flow are usually obtained using either the finite difference (FD) method or the finite element (FE) method. A detailed comparison of these methods shows that the main difference between them is in how the numerical schemes spatially average the variation of material properties. Further differences are also observed in the way that flux boundaries are represented in FE and FD methods. A modified finite element (MFE) algorithm is used to explore the significance of these differences. The MFE algorithm enables a direct comparison with a typical FD solution scheme, and explicitly demonstrates the differences between FE and FD methods. The MFE algorithm provides an improved approximation to the partial differential equation over the usual FD approach while being computationally simpler to implement than the standard FE solution. One of the main limitations of the MFE algorithm is that the algorithm was developed by imposing several restrictions upon the more general FE solution; however, the MFE is shown to be preferable over the usual FE and FD solutions for some of the test problems considered in this study. The comparison results show that the FE (or MFE) solution can avoid the erroneous results encountered in the FD solution for coarsely discretized problems. The improvement in the FE solution is attributed to the broader hydraulic conductivity averaging and differences in the representation of flux type boundaries.
Using the Finite Difference Calculus to Sum Powers of Integers.
ERIC Educational Resources Information Center
Zia, Lee
1991-01-01
Summing powers of integers is presented as an example of finite differences and antidifferences in discrete mathematics. The interrelation between these concepts and their analogues in differential calculus, the derivative and integral, is illustrated and can form the groundwork for students' understanding of differential and integral calculus.…
Scheme For Finite-Difference Computations Of Waves
NASA Technical Reports Server (NTRS)
Davis, Sanford
1992-01-01
Compact algorithms generating and solving finite-difference approximations of partial differential equations for propagation of waves obtained by new method. Based on concept of discrete dispersion relation. Used in wave propagation to relate frequency to wavelength and is key measure of wave fidelity.
Direct Finite-Difference Simulations Of Turbulent Flow
NASA Technical Reports Server (NTRS)
Rai, Man Mohan; Moin, Parviz
1991-01-01
Report discusses use of upwind-biased finite-difference numerical-integration scheme to simulate evolution of small disturbances and fully developed turbulence in three-dimensional flow of viscous, incompressible fluid in channel. Involves use of computational grid sufficiently fine to resolve motion of fluid at all relevant length scales.
Finite difference methods for the solution of unsteady potential flows
NASA Technical Reports Server (NTRS)
Caradonna, F. X.
1982-01-01
Various problems which are confronted in the development of an unsteady finite difference potential code are reviewed mainly in the context of what is done for a typical small disturbance and full potential method. The issues discussed include choice of equations, linearization and conservation, differencing schemes, and algorithm development. A number of applications, including unsteady three dimensional rotor calculations, are demonstrated.
Clinical Validity of the ADI-R in a US-Based Latino Population
ERIC Educational Resources Information Center
Vanegas, Sandra B.; Magaña, Sandra; Morales, Miguel; McNamara, Ellyn
2016-01-01
The Autism Diagnostic Interview-Revised (ADI-R) has been validated as a tool to aid in the diagnosis of Autism; however, given the growing diversity in the United States, the ADI-R must be validated for different languages and cultures. This study evaluates the validity of the ADI-R in a US-based Latino, Spanish-speaking population of 50 children…
Finite-difference lattice-Boltzmann methods for binary fluids.
Xu, Aiguo
2005-06-01
We investigate two-fluid Bhatnagar-Gross-Krook (BGK) kinetic methods for binary fluids. The developed theory works for asymmetric as well as symmetric systems. For symmetric systems it recovers Sirovich's theory and is summarized in models A and B. For asymmetric systems it contributes models C, D, and E which are especially useful when the total masses and/or local temperatures of the two components are greatly different. The kinetic models are discretized based on an octagonal discrete velocity model. The discrete-velocity kinetic models and the continuous ones are required to describe the same hydrodynamic equations. The combination of a discrete-velocity kinetic model and an appropriate finite-difference scheme composes a finite-difference lattice Boltzmann method. The validity of the formulated methods is verified by investigating (i) uniform relaxation processes, (ii) isothermal Couette flow, and (iii) diffusion behavior. PMID:16089910
Time dependent wave envelope finite difference analysis of sound propagation
NASA Technical Reports Server (NTRS)
Baumeister, K. J.
1984-01-01
A transient finite difference wave envelope formulation is presented for sound propagation, without steady flow. Before the finite difference equations are formulated, the governing wave equation is first transformed to a form whose solution tends not to oscillate along the propagation direction. This transformation reduces the required number of grid points by an order of magnitude. Physically, the transformed pressure represents the amplitude of the conventional sound wave. The derivation for the wave envelope transient wave equation and appropriate boundary conditions are presented as well as the difference equations and stability requirements. To illustrate the method, example solutions are presented for sound propagation in a straight hard wall duct and in a two dimensional straight soft wall duct. The numerical results are in good agreement with exact analytical results.
Experimentally constructing finite difference algorithms in numerical relativity
NASA Astrophysics Data System (ADS)
Anderson, Matthew; Neilsen, David; Matzner, Richard
2002-04-01
Computational studies of gravitational waves require numerical algorithms with long-term stability (necessary for convergence). However, constructing stable finite difference algorithms (FDA) for the ADM formulation of the Einstein equations, especially in multiple dimensions, has proven difficult. Most FDA's are constructed using rules of thumb gained from experience with simple model equations. To search for FDA's with improved stability, we adopt a brute-force approach, where we systematically test thousands of numerical schemes. We sort the spatial derivatives of the Einstein equations into groups, and parameterize each group by finite difference type (centered or upwind) and order. Furthermore, terms proportional to the constraints are added to the evolution equations with additional parameters. A spherically symmetric, excised Schwarzschild black hole (one dimension) and linearized waves in multiple dimensions are used as model systems to evaluate the different numerical schemes.
Study on overlay AEI-ADI shift on contact layer of advanced technology node
NASA Astrophysics Data System (ADS)
Deng, Guogui; Hao, Jingan; Xiao, Lihong; Xing, Bin; Jiang, Yuntao; He, Kaiting; Zhang, Qiang; He, Weiming; Liu, Chang; Lin, Yi-Shih; Wu, Qiang; Shi, Xuelong
2016-03-01
In this paper, we present a study on the overlay (OVL) shift issue in contact (CT) layer aligned to poly-silicon (short as poly) layer (prior layer) in an advanced technology node [1, 2]. We have showed the wafer level OVL AEI-ADI shift (AEI: After Etch Inspection; ADI: After Developing Inspection; AEI-ADI: AEI minus ADI). Within the shot level map, there exists a center-edge difference. The OVL focus subtraction map can well match the OVL AEI-ADI shift map. Investigation into this interesting correlation finally leads to the conclusion of PR tilt. The film stress of the thick hard mask is responsible for the PR tilt. The method of OVL focus subtraction can therefore be a powerful and convenient tool to represent the OVL mark profile. It is also important to take into account the film deposition when investigating OVL AEI-ADI shift.
NASA Astrophysics Data System (ADS)
Shokri, Ali; Afshari, Fatemeh
2015-12-01
In this article, a high-order compact alternating direction implicit (HOC-ADI) finite difference scheme is applied to numerical solution of the complex Ginzburg-Landau (GL) equation in two spatial dimensions with periodical boundary conditions. The GL equation has been used as a mathematical model for various pattern formation systems in mechanics, physics, and chemistry. The proposed HOC-ADI method has fourth-order accuracy in space and second-order accuracy in time. To avoid solving the nonlinear system and to increase the accuracy and efficiency of the method, we proposed the predictor-corrector scheme. Validation of the present numerical solutions has been conducted by comparing with the exact and other methods results and evidenced a good agreement.
Finite element-finite difference thermal/structural analysis of large space truss structures
NASA Technical Reports Server (NTRS)
Warren, Andrew H.; Arelt, Joseph E.; Eskew, William F.; Rogers, Karen M.
1992-01-01
A technique of automated and efficient thermal-structural processing of truss structures that interfaces the finite element and finite difference method was developed. The thermal-structural analysis tasks include development of the thermal and structural math models, thermal analysis, development of an interface and data transfer between the models, and finally an evaluation of the thermal stresses and displacements in the structure. Consequently, the objective of the developed technique was to minimize the model development time, in order to assure an automatic transfer of data between the thermal and structural models as well as to minimize the computer resources needed for the analysis itself. The method and techniques described are illustrated on the thermal/structural analysis of the Space Station Freedom main truss.
Algorithmic vs. finite difference Jacobians for infrared atmospheric radiative transfer
NASA Astrophysics Data System (ADS)
Schreier, Franz; Gimeno García, Sebastián; Vasquez, Mayte; Xu, Jian
2015-10-01
Jacobians, i.e. partial derivatives of the radiance and transmission spectrum with respect to the atmospheric state parameters to be retrieved from remote sensing observations, are important for the iterative solution of the nonlinear inverse problem. Finite difference Jacobians are easy to implement, but computationally expensive and possibly of dubious quality; on the other hand, analytical Jacobians are accurate and efficient, but the implementation can be quite demanding. GARLIC, our "Generic Atmospheric Radiation Line-by-line Infrared Code", utilizes algorithmic differentiation (AD) techniques to implement derivatives w.r.t. atmospheric temperature and molecular concentrations. In this paper, we describe our approach for differentiation of the high resolution infrared and microwave spectra and provide an in-depth assessment of finite difference approximations using "exact" AD Jacobians as a reference. The results indicate that the "standard" two-point finite differences with 1 K and 1% perturbation for temperature and volume mixing ratio, respectively, can exhibit substantial errors, and central differences are significantly better. However, these deviations do not transfer into the truncated singular value decomposition solution of a least squares problem. Nevertheless, AD Jacobians are clearly recommended because of the superior speed and accuracy.
Finite difference seismic modeling of axial magma chambers
Swift, S.A.; Dougherty, M.E.; Stephen, R.A. )
1990-11-01
The authors tested the feasibility of using finite difference methods to model seismic propagation at {approximately}10 Hx through a two-dimensional representation of an axial magma chamber with a thin, liquid lid. This technique produces time series of displacement or pressure at seafloor receivers to mimic a seismic refraction experiment and snapshots of P and S energy propagation. The results indicate that the implementation is stable for models with sharp velocity contrasts and complex geometries. The authors observe a high-energy, downward-traveling shear phase, observable only with borehole receivers, that would be useful in studying the nature and shape of magma chambers. The ability of finite difference methods to model high-order wave phenomena makes this method ideal for testing velocity models of spreading axes and for planning near-axis drilling of the East Pacific Rise in order to optimize the benefits from shear wave imaging of sub-axis structure.
Calculation of sensitivity derivatives in thermal problems by finite differences
NASA Technical Reports Server (NTRS)
Haftka, R. T.; Malkus, D. S.
1981-01-01
The optimum design of a structure subject to temperature constraints is considered. When mathematical optimization techniques are used, derivatives of the temperature constraints with respect to the design variables are usually required. In the case of large aerospace structures, such as the Space Shuttle, the computation of these derivatives can become prohibitively expensive. Analytical methods and a finite difference approach have been considered in studies conducted to improve the efficiency of the calculation of the derivatives. The present investigation explores two possibilities for enhancing the effectiveness of the finite difference approach. One procedure involves the simultaneous solution of temperatures and derivatives. The second procedure makes use of the optimum selection of the magnitude of the perturbations of the design variables to achieve maximum accuracy.
Semianalytical computation of path lines for finite-difference models
Pollock, D.W.
1988-01-01
A semianalytical particle tracking method was developed for use with velocities generated from block-centered finite-difference ground-water flow models. Based on the assumption that each directional velocity component varies linearly within a grid cell in its own coordinate directions, the method allows an analytical expression to be obtained describing the flow path within an individual grid cell. Given the intitial position of a particle anywhere in a cell, the coordinates of any other point along its path line within the cell, and the time of travel between them, can be computed directly. For steady-state systems, the exit point for a particle entering a cell at any arbitrary location can be computed in a single step. By following the particle as it moves from cell to cell, this method can be used to trace the path of a particle through any multidimensional flow field generated from a block-centered finite-difference flow model. -Author
Finite difference discretisation of a model for biological nerve conduction
NASA Astrophysics Data System (ADS)
Aderogba, A. A.; Chapwanya, M.; Jejeniwa, O. A.
2016-06-01
A nonstandard finite difference method is proposed for the discretisation of the semilinear FitzHugh-Nagumo reaction diffusion equation. The equation has been useful in describing, for example, population models, biological models, heat and mass transfer models, and many other applications. The proposed approach involves splitting the equation into the space independent and the time independent sub equation. Numerical simulations for the full equation are presented.
Optimized Finite-Difference Coefficients for Hydroacoustic Modeling
NASA Astrophysics Data System (ADS)
Preston, L. A.
2014-12-01
Responsible utilization of marine renewable energy sources through the use of current energy converter (CEC) and wave energy converter (WEC) devices requires an understanding of the noise generation and propagation from these systems in the marine environment. Acoustic noise produced by rotating turbines, for example, could adversely affect marine animals and human-related marine activities if not properly understood and mitigated. We are utilizing a 3-D finite-difference acoustic simulation code developed at Sandia that can accurately propagate noise in the complex bathymetry in the near-shore to open ocean environment. As part of our efforts to improve computation efficiency in the large, high-resolution domains required in this project, we investigate the effects of using optimized finite-difference coefficients on the accuracy of the simulations. We compare accuracy and runtime of various finite-difference coefficients optimized via criteria such as maximum numerical phase speed error, maximum numerical group speed error, and L-1 and L-2 norms of weighted numerical group and phase speed errors over a given spectral bandwidth. We find that those coefficients optimized for L-1 and L-2 norms are superior in accuracy to those based on maximal error and can produce runtimes of 10% of the baseline case, which uses Taylor Series finite-difference coefficients at the Courant time step limit. We will present comparisons of the results for the various cases evaluated as well as recommendations for utilization of the cases studied. Sandia National Laboratories is a multi-program laboratory managed and operated by Sandia Corporation, a wholly owned subsidiary of Lockheed Martin Corporation, for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-AC04-94AL85000.
Calculating rotordynamic coefficients of seals by finite-difference techniques
NASA Technical Reports Server (NTRS)
Dietzen, F. J.; Nordmann, R.
1987-01-01
For modelling the turbulent flow in a seal the Navier-Stokes equations in connection with a turbulence (kappa-epsilon) model are solved by a finite-difference method. A motion of the shaft round the centered position is assumed. After calculating the corresponding flow field and the pressure distribution, the rotor-dynamic coefficients of the seal can be determined. These coefficients are compared with results obtained by using the bulk flow theory of Childs and with experimental results.
Finite difference time domain grid generation from AMC helicopter models
NASA Technical Reports Server (NTRS)
Cravey, Robin L.
1992-01-01
A simple technique is presented which forms a cubic grid model of a helicopter from an Aircraft Modeling Code (AMC) input file. The AMC input file defines the helicopter fuselage as a series of polygonal cross sections. The cubic grid model is used as an input to a Finite Difference Time Domain (FDTD) code to obtain predictions of antenna performance on a generic helicopter model. The predictions compare reasonably well with measured data.
Finite difference time domain calculations of antenna mutual coupling
NASA Technical Reports Server (NTRS)
Luebbers, Raymond J.; Kunz, Karl S.
1991-01-01
The Finite Difference Time Domain (FDTD) technique was applied to a wide variety of electromagnetic analysis problems, including shielding and scattering. However, the method has not been exclusively applied to antennas. Here, calculations of self and mutual admittances between wire antennas are made using FDTD and compared with results obtained during the method of moments. The agreement is quite good, indicating the possibilities for FDTD application to antenna impedance and coupling.
Finite difference time domain calculations of antenna mutual coupling
NASA Technical Reports Server (NTRS)
Luebbers, Raymond J.; Kunz, Karl S.
1991-01-01
The Finite Difference Time Domain (FDTD) technique has been applied to a wide variety of electromagnetic analysis problems, including shielding and scattering. However, the method has not been extensively applied to antennas. In this short paper calculations of self and mutual admittances between wire antennas are made using FDTD and compared with results obtained using the Method of Moments. The agreement is quite good, indicating the possibilities for FDTD application to antenna impedance and coupling.
Finite difference methods for the solution of unsteady potential flows
NASA Technical Reports Server (NTRS)
Caradonna, F. X.
1985-01-01
A brief review is presented of various problems which are confronted in the development of an unsteady finite difference potential code. This review is conducted mainly in the context of what is done for a typical small disturbance and full potential methods. The issues discussed include choice of equation, linearization and conservation, differencing schemes, and algorithm development. A number of applications including unsteady three-dimensional rotor calculation, are demonstrated.
Finite difference schemes for long-time integration
NASA Technical Reports Server (NTRS)
Haras, Zigo; Taasan, Shlomo
1993-01-01
Finite difference schemes for the evaluation of first and second derivatives are presented. These second order compact schemes were designed for long-time integration of evolution equations by solving a quadratic constrained minimization problem. The quadratic cost function measures the global truncation error while taking into account the initial data. The resulting schemes are applicable for integration times fourfold, or more, longer than similar previously studied schemes. A similar approach was used to obtain improved integration schemes.
Dispersion-relation-preserving finite difference schemes for computational acoustics
NASA Technical Reports Server (NTRS)
Tam, Christopher K. W.; Webb, Jay C.
1993-01-01
Time-marching dispersion-relation-preserving (DRP) schemes can be constructed by optimizing the finite difference approximations of the space and time derivatives in wave number and frequency space. A set of radiation and outflow boundary conditions compatible with the DRP schemes is constructed, and a sequence of numerical simulations is conducted to test the effectiveness of the DRP schemes and the radiation and outflow boundary conditions. Close agreement with the exact solutions is obtained.
High Order Finite Difference Methods for Multiscale Complex Compressible Flows
NASA Technical Reports Server (NTRS)
Sjoegreen, Bjoern; Yee, H. C.
2002-01-01
The classical way of analyzing finite difference schemes for hyperbolic problems is to investigate as many as possible of the following points: (1) Linear stability for constant coefficients; (2) Linear stability for variable coefficients; (3) Non-linear stability; and (4) Stability at discontinuities. We will build a new numerical method, which satisfies all types of stability, by dealing with each of the points above step by step.
Introduction to finite-difference methods for numerical fluid dynamics
Scannapieco, E.; Harlow, F.H.
1995-09-01
This work is intended to be a beginner`s exercise book for the study of basic finite-difference techniques in computational fluid dynamics. It is written for a student level ranging from high-school senior to university senior. Equations are derived from basic principles using algebra. Some discussion of partial-differential equations is included, but knowledge of calculus is not essential. The student is expected, however, to have some familiarity with the FORTRAN computer language, as the syntax of the computer codes themselves is not discussed. Topics examined in this work include: one-dimensional heat flow, one-dimensional compressible fluid flow, two-dimensional compressible fluid flow, and two-dimensional incompressible fluid flow with additions of the equations of heat flow and the {Kappa}-{epsilon} model for turbulence transport. Emphasis is placed on numerical instabilities and methods by which they can be avoided, techniques that can be used to evaluate the accuracy of finite-difference approximations, and the writing of the finite-difference codes themselves. Concepts introduced in this work include: flux and conservation, implicit and explicit methods, Lagrangian and Eulerian methods, shocks and rarefactions, donor-cell and cell-centered advective fluxes, compressible and incompressible fluids, the Boussinesq approximation for heat flow, Cartesian tensor notation, the Boussinesq approximation for the Reynolds stress tensor, and the modeling of transport equations. A glossary is provided which defines these and other terms.
Finite difference program for calculating hydride bed wall temperature profiles
Klein, J.E.
1992-10-29
A QuickBASIC finite difference program was written for calculating one dimensional temperature profiles in up to two media with flat, cylindrical, or spherical geometries. The development of the program was motivated by the need to calculate maximum temperature differences across the walls of the Tritium metal hydrides beds for thermal fatigue analysis. The purpose of this report is to document the equations and the computer program used to calculate transient wall temperatures in stainless steel hydride vessels. The development of the computer code was motivated by the need to calculate maximum temperature differences across the walls of the hydrides beds in the Tritium Facility for thermal fatigue analysis.
Fuzzy logic to improve efficiency of finite element and finite difference schemes
Garcia, M.D.; Heger, A.S.
1994-05-01
This paper explores possible applications of logic in the areas of finite element and finite difference methods applied to engineering design problems. The application of fuzzy logic to both front-end selection of computational options and within the numerical computation itself are proposed. Further, possible methods of overcoming these limitations through the application of methods are explored. Decision strategy is a fundamental limitation in performing finite element calculations, such as selecting the optimum coarseness of the grid, numerical integration algorithm, element type, implicit versus explicit schemes, and the like. This is particularly true of novice analysts who are confronted with a myriad of choices in performing a calculation. The advantage of having the myriad of options available to the analyst is, however, that it improves and optimizes the design process if the appropriate ones are selected. Unfortunately, the optimum choices are not always apparent and only through the process of elimination or prior extensive experience can the optimum choices or combination of choices be selected. The knowledge of expert analysts could be integrated into a fuzzy ``front-end`` rule-based package to optimize the design process. The use of logic to capture the heuristic and human knowledge for selecting optimum solution strategies sets the framework for these proposed strategies.
An Analysis of Finite-Difference and Finite-Volume Formulations of Convervation Laws
NASA Astrophysics Data System (ADS)
Vinokur, Marcel
1989-03-01
Finite-difference and finite-volume formulations are analyzed in order to clear up the confusion concerning their application to the numerical solution of conservation laws. A new coordinate-free formulation of systems of conservation laws is developed, which clearly distinguishes the role of physical vectors from that of algebraic vectors which characterize the system. The analysis considers general types of equations-potential, Euler, and Navier-Stokes. Three-dimensional unsteady flows with time-varying grids are described using a single, consistent nomenclature for both formulations. Grid motion due to a non-inertial reference frame as well as flow adaptation is covered. In comparing the two formulations, it is found useful to distinguish between differences in numerical methods and differences in grid definition. The former plays a role for non-Cartesian grids and results in only cosmetic differences in the manner in which geometric terms are handled. The differences in grid definition for the two formulations is found to be more important, since it affects the manner in which boundary conditions, zonal procedures, and grid singularities are handled at computational boundaries. The proper interpretation of strong and weak conservation-law forms for quasi-one-dimensional and axisymmetric flows is brought out.
An analysis of finite-difference and finite-volume formulations of conservation laws
NASA Astrophysics Data System (ADS)
Vinokur, Marcel
1986-06-01
Finite-difference and finite-volume formulations are analyzed in order to clear up the confusion concerning their application to the numerical solution of conservation laws. A new coordinate-free formulation of systems of conservation laws is developed, which clearly distinguishes the role of physical vectors from that of algebraic vectors which characterize the system. The analysis considers general types of equations--potential, Euler, and Navier-Stokes. Three-dimensional unsteady flows with time-varying grids are described using a single, consistent nomeclature for both formulations. Grid motion due to a non-inertial reference frame as well as flow adaptation is covered. In comparing the two formulations, it is found useful to distinguish between differences in numerical methods and differences in grid definition. The former plays a role for non-Cartesian grids, and results in only cosmetic differences in the manner in which geometric terms are handled. The differences in grid definition for the two formulations is found to be more important, since it affects the manner in which boundary conditions, zonal procedures, and grid singularities are handled at computational boundaries. The proper interpretation of strong and weak conservation-law forms for quasi-one-dimensional and axisymmetric flows is brought out.
An analysis of finite-difference and finite-volume formulations of conservation laws
NASA Technical Reports Server (NTRS)
Vinokur, Marcel
1986-01-01
Finite-difference and finite-volume formulations are analyzed in order to clear up the confusion concerning their application to the numerical solution of conservation laws. A new coordinate-free formulation of systems of conservation laws is developed, which clearly distinguishes the role of physical vectors from that of algebraic vectors which characterize the system. The analysis considers general types of equations--potential, Euler, and Navier-Stokes. Three-dimensional unsteady flows with time-varying grids are described using a single, consistent nomeclature for both formulations. Grid motion due to a non-inertial reference frame as well as flow adaptation is covered. In comparing the two formulations, it is found useful to distinguish between differences in numerical methods and differences in grid definition. The former plays a role for non-Cartesian grids, and results in only cosmetic differences in the manner in which geometric terms are handled. The differences in grid definition for the two formulations is found to be more important, since it affects the manner in which boundary conditions, zonal procedures, and grid singularities are handled at computational boundaries. The proper interpretation of strong and weak conservation-law forms for quasi-one-dimensional and axisymmetric flows is brought out.
An analysis of finite-difference and finite-volume formulations of conservation laws
NASA Technical Reports Server (NTRS)
Vinokur, Marcel
1989-01-01
Finite-difference and finite-volume formulations are analyzed in order to clear up the confusion concerning their application to the numerical solution of conservation laws. A new coordinate-free formulation of systems of conservation laws is developed, which clearly distinguishes the role of physical vectors from that of algebraic vectors which characterize the system. The analysis considers general types of equations: potential, Euler, and Navier-Stokes. Three-dimensional unsteady flows with time-varying grids are described using a single, consistent nomenclature for both formulations. Grid motion due to a non-inertial reference frame as well as flow adaptation is covered. In comparing the two formulations, it is found useful to distinguish between differences in numerical methods and differences in grid definition. The former plays a role for non-Cartesian grids, and results in only cosmetic differences in the manner in which geometric terms are handled. The differences in grid definition for the two formulations is found to be more important, since it affects the manner in which boundary conditions, zonal procedures, and grid singularities are handled at computational boundaries. The proper interpretation of strong and weak conservation-law forms for quasi-one-dimensional and axisymmetric flows is brought out.
Explicit Finite Difference Methods for the Delay Pseudoparabolic Equations
Amirali, I.; Amiraliyev, G. M.; Cakir, M.; Cimen, E.
2014-01-01
Finite difference technique is applied to numerical solution of the initial-boundary value problem for the semilinear delay Sobolev or pseudoparabolic equation. By the method of integral identities two-level difference scheme is constructed. For the time integration the implicit rule is being used. Based on the method of energy estimates the fully discrete scheme is shown to be absolutely stable and convergent of order two in space and of order one in time. The error estimates are obtained in the discrete norm. Some numerical results confirming the expected behavior of the method are shown. PMID:24688392
Explicit finite difference methods for the delay pseudoparabolic equations.
Amirali, I; Amiraliyev, G M; Cakir, M; Cimen, E
2014-01-01
Finite difference technique is applied to numerical solution of the initial-boundary value problem for the semilinear delay Sobolev or pseudoparabolic equation. By the method of integral identities two-level difference scheme is constructed. For the time integration the implicit rule is being used. Based on the method of energy estimates the fully discrete scheme is shown to be absolutely stable and convergent of order two in space and of order one in time. The error estimates are obtained in the discrete norm. Some numerical results confirming the expected behavior of the method are shown. PMID:24688392
Macroscopic traffic modeling with the finite difference method
Mughabghab, S.; Azarm, A.; Stock, D.
1996-03-15
A traffic congestion forecasting model (ATOP), developed in the present investigation, is described briefly. Several macroscopic models, based on the solution of the partial differential equation of conservation of vehicles by the finite difference method, were tested using actual traffic data. The functional form, as well as the parameters, of the equation of state which describes the relation between traffic speed and traffic density, were determined for a section of the Long Island Expressway. The Lax method and the forward difference technique were applied. The results of extensive tests showed that the Lax method, in addition to giving very good agreement with the traffic data, produces stable solutions.
Seismic imaging using finite-differences and parallel computers
Ober, C.C.
1997-12-31
A key to reducing the risks and costs of associated with oil and gas exploration is the fast, accurate imaging of complex geologies, such as salt domes in the Gulf of Mexico and overthrust regions in US onshore regions. Prestack depth migration generally yields the most accurate images, and one approach to this is to solve the scalar wave equation using finite differences. As part of an ongoing ACTI project funded by the US Department of Energy, a finite difference, 3-D prestack, depth migration code has been developed. The goal of this work is to demonstrate that massively parallel computers can be used efficiently for seismic imaging, and that sufficient computing power exists (or soon will exist) to make finite difference, prestack, depth migration practical for oil and gas exploration. Several problems had to be addressed to get an efficient code for the Intel Paragon. These include efficient I/O, efficient parallel tridiagonal solves, and high single-node performance. Furthermore, to provide portable code the author has been restricted to the use of high-level programming languages (C and Fortran) and interprocessor communications using MPI. He has been using the SUNMOS operating system, which has affected many of his programming decisions. He will present images created from two verification datasets (the Marmousi Model and the SEG/EAEG 3D Salt Model). Also, he will show recent images from real datasets, and point out locations of improved imaging. Finally, he will discuss areas of current research which will hopefully improve the image quality and reduce computational costs.
Application of a finite difference technique to thermal wave propagation
NASA Technical Reports Server (NTRS)
Baumeister, K. J.
1975-01-01
A finite difference formulation is presented for thermal wave propagation resulting from periodic heat sources. The numerical technique can handle complex problems that might result from variable thermal diffusivity, such as heat flow in the earth with ice and snow layers. In the numerical analysis, the continuous temperature field is represented by a series of grid points at which the temperature is separated into real and imaginary terms. Next, computer routines previously developed for acoustic wave propagation are utilized in the solution for the temperatures. The calculation procedure is illustrated for the case of thermal wave propagation in a uniform property semi-infinite medium.
Application of a finite difference technique to thermal wave propagation
NASA Technical Reports Server (NTRS)
Baumeister, K. J.
1975-01-01
A finite difference formulation is presented for thermal wave propagation resulting from periodic heat sources. The numerical technique can handle complex problems that might result from variable thermal diffusivity, such as heat flow in the earth with ice and snow layers. In the numerical analysis, the continuous temperature field is represented by a series of grid points at which the temperature is separated into real and imaginary terms. Computer routines previously developed for acoustic wave propagation are utilized in the solution for the temperatures. The calculation procedure is illustrated for the case of thermal wave propagation in a uniform property semi-infinite medium.
FDIPS: Finite Difference Iterative Potential-field Solver
NASA Astrophysics Data System (ADS)
Toth, Gabor; van der Holst, Bartholomeus; Huang, Zhenguang
2016-06-01
FDIPS is a finite difference iterative potential-field solver that can generate the 3D potential magnetic field solution based on a magnetogram. It is offered as an alternative to the spherical harmonics approach, as when the number of spherical harmonics is increased, using the raw magnetogram data given on a grid that is uniform in the sine of the latitude coordinate can result in inaccurate and unreliable results, especially in the polar regions close to the Sun. FDIPS is written in Fortran 90 and uses the MPI library for parallel execution.
Compact finite difference schemes with spectral-like resolution
NASA Technical Reports Server (NTRS)
Lele, Sanjiva K.
1992-01-01
The present finite-difference schemes for the evaluation of first-order, second-order, and higher-order derivatives yield improved representation of a range of scales and may be used on nonuniform meshes. Various boundary conditions may be invoked, and both accurate interpolation and spectral-like filtering can be accomplished by means of schemes for derivatives at mid-cell locations. This family of schemes reduces to the Pade schemes when the maximal formal accuracy constraint is imposed with a specific computational stencil. Attention is given to illustrative applications of these schemes in fluid dynamics.
A finite difference approach to microstrip antenna design
Barth, M.J.; Bevensee, R.M.; Pennock, S.T.
1986-12-01
Microstrip antennas have received increased attention in recent years, due to their size and cost advantages. Analysis of the microstrip structure has proved difficult due to the presence of the dielectric substrate, particularly for complex geometries. One possible approach to a solution is the use of a finite difference computer code to model a proposed microstrip antenna design. The models are easily constructed and altered, and code versions are available which allow input impedance or far-field patterns to be calculated. Results for some simple antenna geometries will be presented.
Finite difference time domain modeling of spiral antennas
NASA Technical Reports Server (NTRS)
Penney, Christopher W.; Beggs, John H.; Luebbers, Raymond J.
1992-01-01
The objectives outlined in the original proposal for this project were to create a well-documented computer analysis model based on the finite-difference, time-domain (FDTD) method that would be capable of computing antenna impedance, far-zone radiation patterns, and radar cross-section (RCS). The ability to model a variety of penetrable materials in addition to conductors is also desired. The spiral antennas under study by this project meet these requirements since they are constructed of slots cut into conducting surfaces which are backed by dielectric materials.
Pencil: Finite-difference Code for Compressible Hydrodynamic Flows
NASA Astrophysics Data System (ADS)
Brandenburg, Axel; Dobler, Wolfgang
2010-10-01
The Pencil code is a high-order finite-difference code for compressible hydrodynamic flows with magnetic fields. It is highly modular and can easily be adapted to different types of problems. The code runs efficiently under MPI on massively parallel shared- or distributed-memory computers, like e.g. large Beowulf clusters. The Pencil code is primarily designed to deal with weakly compressible turbulent flows. To achieve good parallelization, explicit (as opposed to compact) finite differences are used. Typical scientific targets include driven MHD turbulence in a periodic box, convection in a slab with non-periodic upper and lower boundaries, a convective star embedded in a fully nonperiodic box, accretion disc turbulence in the shearing sheet approximation, self-gravity, non-local radiation transfer, dust particle evolution with feedback on the gas, etc. A range of artificial viscosity and diffusion schemes can be invoked to deal with supersonic flows. For direct simulations regular viscosity and diffusion is being used. The code is written in well-commented Fortran90.
Finite Difference Elastic Wave Field Simulation On GPU
NASA Astrophysics Data System (ADS)
Hu, Y.; Zhang, W.
2011-12-01
Numerical modeling of seismic wave propagation is considered as a basic and important aspect in investigation of the Earth's structure, and earthquake phenomenon. Among various numerical methods, the finite-difference method is considered one of the most efficient tools for the wave field simulation. However, with the increment of computing scale, the power of computing has becoming a bottleneck. With the development of hardware, in recent years, GPU shows powerful computational ability and bright application prospects in scientific computing. Many works using GPU demonstrate that GPU is powerful . Recently, GPU has not be used widely in the simulation of wave field. In this work, we present forward finite difference simulation of acoustic and elastic seismic wave propagation in heterogeneous media on NVIDIA graphics cards with the CUDA programming language. We also implement perfectly matched layers on the graphics cards to efficiently absorb outgoing waves on the fictitious edges of the grid Simulations compared with the results on CPU platform shows reliable accuracy and remarkable efficiency. This work proves that GPU can be an effective platform for wave field simulation, and it can also be used as a practical tool for real-time strong ground motion simulation.
Arrayed waveguide grating using the finite difference beam propagation method
NASA Astrophysics Data System (ADS)
Toledo, M. C. F.; Alayo, M. I.
2013-03-01
The purpose of this work is to analyze by simulation the coupling effects occurring in Arrayed Waveguide Grating (AWG) using the finite difference beam propagation method (FD-BPM). Conventional FD-BPM techniques do not immediately lend themselves to the analysis of large structures such as AWG. Cooper et al.1 introduced a description of the coupling between the interface of arrayed waveguides and star couplers using the numerically-assisted coupled-mode theory. However, when the arrayed waveguides are spatially close, such that, there is strong coupling between them, and coupled-mode theory is not adequate. On the other hand, Payne2 developed an exact eigenvalue equation for the super modes of a straight arrayed waveguide which involve a computational overhead. In this work, an integration of both methods is accomplished in order to describe the behavior of the propagation of light in guided curves. This new method is expected to reduce the necessary effort for simulation while also enabling the simulation of large and curved arrayed waveguides using a fully vectorial finite difference technique.
Viscoelastic Finite Difference Modeling Using Graphics Processing Units
NASA Astrophysics Data System (ADS)
Fabien-Ouellet, G.; Gloaguen, E.; Giroux, B.
2014-12-01
Full waveform seismic modeling requires a huge amount of computing power that still challenges today's technology. This limits the applicability of powerful processing approaches in seismic exploration like full-waveform inversion. This paper explores the use of Graphics Processing Units (GPU) to compute a time based finite-difference solution to the viscoelastic wave equation. The aim is to investigate whether the adoption of the GPU technology is susceptible to reduce significantly the computing time of simulations. The code presented herein is based on the freely accessible software of Bohlen (2002) in 2D provided under a General Public License (GNU) licence. This implementation is based on a second order centred differences scheme to approximate time differences and staggered grid schemes with centred difference of order 2, 4, 6, 8, and 12 for spatial derivatives. The code is fully parallel and is written using the Message Passing Interface (MPI), and it thus supports simulations of vast seismic models on a cluster of CPUs. To port the code from Bohlen (2002) on GPUs, the OpenCl framework was chosen for its ability to work on both CPUs and GPUs and its adoption by most of GPU manufacturers. In our implementation, OpenCL works in conjunction with MPI, which allows computations on a cluster of GPU for large-scale model simulations. We tested our code for model sizes between 1002 and 60002 elements. Comparison shows a decrease in computation time of more than two orders of magnitude between the GPU implementation run on a AMD Radeon HD 7950 and the CPU implementation run on a 2.26 GHz Intel Xeon Quad-Core. The speed-up varies depending on the order of the finite difference approximation and generally increases for higher orders. Increasing speed-ups are also obtained for increasing model size, which can be explained by kernel overheads and delays introduced by memory transfers to and from the GPU through the PCI-E bus. Those tests indicate that the GPU memory size
NASA Astrophysics Data System (ADS)
Wei, Xiao-Kun; Shao, Wei; Shi, Sheng-Bing; Zhang, Yong; Wang, Bing-Zhong
2015-07-01
An efficient conformal locally one-dimensional finite-difference time-domain (LOD-CFDTD) method is presented for solving two-dimensional (2D) electromagnetic (EM) scattering problems. The formulation for the 2D transverse-electric (TE) case is presented and its stability property and numerical dispersion relationship are theoretically investigated. It is shown that the introduction of irregular grids will not damage the numerical stability. Instead of the staircasing approximation, the conformal scheme is only employed to model the curve boundaries, whereas the standard Yee grids are used for the remaining regions. As the irregular grids account for a very small percentage of the total space grids, the conformal scheme has little effect on the numerical dispersion. Moreover, the proposed method, which requires fewer arithmetic operations than the alternating-direction-implicit (ADI) CFDTD method, leads to a further reduction of the CPU time. With the total-field/scattered-field (TF/SF) boundary and the perfectly matched layer (PML), the radar cross section (RCS) of two 2D structures is calculated. The numerical examples verify the accuracy and efficiency of the proposed method. Project supported by the National Natural Science Foundation of China (Grant Nos. 61331007 and 61471105).
Elastic finite-difference method for irregular grids
Oprsal, I.; Zahradnik, J.
1999-01-01
Finite-difference (FD) modeling of complicated structures requires simple algorithms. This paper presents a new elastic FD method for spatially irregular grids that is simple and, at the same time, saves considerable memory and computing time. Features like faults, low-velocity layers, cavities, and/or nonplanar surfaces are treated on a fine grid, while the remaining parts of the model are, with equal accuracy, represented on a coarse grid. No interpolation is needed between the fine and coarse parts due to the rectangular grid cells. Relatively abrupt transitions between the small and large grid steps produce no numerical artifacts in the present method. Planar or nonplanar free surfaces, including underground cavities, are treated in a way similar to internal grid points but with consideration of the zero-valued elastic parameters and density outside the free surface (vacuum formalism). A theoretical proof that vacuum formalism fulfills the free-surface conditions is given. Numerical validation is performed through comparison with independent methods, comparing FD with explicitly prescribed boundary conditions and finite elements. Memory and computing time needed in the studied models was only about 10 to 40% of that employing regular square grids of equal accuracy. A practical example of a synthetic seismic section, showing clear signatures of a coal seam and cavity, is presented. The method can be extended to three dimensions.
NASA Astrophysics Data System (ADS)
Sassen, D. S.; Everett, M. E.
2007-12-01
Artificial neural networks can provide approximate solutions to ground-penetrating radar (GPR) problems in cases where real time performance is needed. Examples include discrimination of landmines or UXO's, and in circumstances that require a high number of successive forward problems, for example inversion or imaging. The training of neural networks to work within even a limited range of targets and electromagnetic properties requires a large set of successive examples generated from numerical methods such as finite difference time domain (FDTD). The traditional FDTD technique suffers from numerical dispersion unless time steps are kept below the Courant stability limit. The accurate modeling of electromagnetic scattering by complex targets require a refined grid, subgrids, or conformal grids that can significantly increase computation time, making neural network training inefficient. A relatively recent FDTD technique, ADI-FDTD, uses implicit equations that help to cancel numerical dispersion and allow for unconditionally stable modeling of EM propagation and therefore is not bound by the Courant stability limit. The technique is especially efficient for the accurate modeling of complex targets. Our ADI-FDTD code includes the ability to refine the model grid and to implement a conformal gridding to improve model accuracy without effecting the overall computation time. We will explore the tradeoff in computation time and accuracy in modeling the GPR backscatter of various targets using both the ADI-FDTD technique and the traditional FDTD technique for the purpose of neural network training.
Wang, Xiang-Hua; Yin, Wen-Yan; Chen, Zhi Zhang David
2013-09-01
The one-step leapfrog alternating-direction-implicit finite-difference time-domain (ADI-FDTD) method is reformulated for simulating general electrically dispersive media. It models material dispersive properties with equivalent polarization currents. These currents are then solved with the auxiliary differential equation (ADE) and then incorporated into the one-step leapfrog ADI-FDTD method. The final equations are presented in the form similar to that of the conventional FDTD method but with second-order perturbation. The adapted method is then applied to characterize (a) electromagnetic wave propagation in a rectangular waveguide loaded with a magnetized plasma slab, (b) transmission coefficient of a plane wave normally incident on a monolayer graphene sheet biased by a magnetostatic field, and (c) surface plasmon polaritons (SPPs) propagation along a monolayer graphene sheet biased by an electrostatic field. The numerical results verify the stability, accuracy and computational efficiency of the proposed one-step leapfrog ADI-FDTD algorithm in comparison with analytical results and the results obtained with the other methods. PMID:24103929
3D finite-difference seismic migration with parallel computers
Ober, C.C.; Gjertsen, R.; Minkoff, S.; Womble, D.E.
1998-11-01
The ability to image complex geologies such as salt domes in the Gulf of Mexico and thrusts in mountainous regions is essential for reducing the risk associated with oil exploration. Imaging these structures, however, is computationally expensive as datasets can be terabytes in size. Traditional ray-tracing migration methods cannot handle complex velocity variations commonly found near such salt structures. Instead the authors use the full 3D acoustic wave equation, discretized via a finite difference algorithm. They reduce the cost of solving the apraxial wave equation by a number of numerical techniques including the method of fractional steps and pipelining the tridiagonal solves. The imaging code, Salvo, uses both frequency parallelism (generally 90% efficient) and spatial parallelism (65% efficient). Salvo has been tested on synthetic and real data and produces clear images of the subsurface even beneath complicated salt structures.
Finite difference modeling of Biot's poroelastic equations atseismic frequencies
Masson, Y.J.; Pride, S.R.; Nihei, K.T.
2006-02-24
Across the seismic band of frequencies (loosely defined as<10 kHz), a seismic wave propagating through a porous material willcreate flow in the pore space that is laminar; that is, in thislow-frequency "seismic limit," the development of viscous boundary layersin the pores need not be modeled. An explicit time steppingstaggered-grid finite difference scheme is presented for solving Biot'sequations of poroelasticity in this low-frequency limit. A key part ofthis work is the establishment of rigorous stability conditions. It isdemonstrated that over a wide range of porous material properties typicalof sedimentary rock and despite the presenceof fluid pressure diffusion(Biot slow waves), the usual Courant condition governs the stability asif the problem involved purely elastic waves. The accuracy of the methodis demonstrated by comparing to exact analytical solutions for both fastcompressional waves and slow waves. Additional numerical modelingexamples are also presented.
A finite-difference method for transonic airfoil design.
NASA Technical Reports Server (NTRS)
Steger, J. L.; Klineberg, J. M.
1972-01-01
This paper describes an inverse method for designing transonic airfoil sections or for modifying existing profiles. Mixed finite-difference procedures are applied to the equations of transonic small disturbance theory to determine the airfoil shape corresponding to a given surface pressure distribution. The equations are solved for the velocity components in the physical domain and flows with embedded shock waves can be calculated. To facilitate airfoil design, the method allows alternating between inverse and direct calculations to obtain a profile shape that satisfies given geometric constraints. Examples are shown of the application of the technique to improve the performance of several lifting airfoil sections. The extension of the method to three dimensions for designing supercritical wings is also indicated.
Accurate finite difference methods for time-harmonic wave propagation
NASA Technical Reports Server (NTRS)
Harari, Isaac; Turkel, Eli
1994-01-01
Finite difference methods for solving problems of time-harmonic acoustics are developed and analyzed. Multidimensional inhomogeneous problems with variable, possibly discontinuous, coefficients are considered, accounting for the effects of employing nonuniform grids. A weighted-average representation is less sensitive to transition in wave resolution (due to variable wave numbers or nonuniform grids) than the standard pointwise representation. Further enhancement in method performance is obtained by basing the stencils on generalizations of Pade approximation, or generalized definitions of the derivative, reducing spurious dispersion, anisotropy and reflection, and by improving the representation of source terms. The resulting schemes have fourth-order accurate local truncation error on uniform grids and third order in the nonuniform case. Guidelines for discretization pertaining to grid orientation and resolution are presented.
Effects of sources on time-domain finite difference models.
Botts, Jonathan; Savioja, Lauri
2014-07-01
Recent work on excitation mechanisms in acoustic finite difference models focuses primarily on physical interpretations of observed phenomena. This paper offers an alternative view by examining the properties of models from the perspectives of linear algebra and signal processing. Interpretation of a simulation as matrix exponentiation clarifies the separate roles of sources as boundaries and signals. Boundary conditions modify the matrix and thus its modal structure, and initial conditions or source signals shape the solution, but not the modal structure. Low-frequency artifacts are shown to follow from eigenvalues and eigenvectors of the matrix, and previously reported artifacts are predicted from eigenvalue estimates. The role of source signals is also briefly discussed. PMID:24993210
Finite-difference modeling of commercial aircraft using TSAR
Pennock, S.T.; Poggio, A.J.
1994-11-15
Future aircraft may have systems controlled by fiber optic cables, to reduce susceptibility to electromagnetic interference. However, the digital systems associated with the fiber optic network could still experience upset due to powerful radio stations, radars, and other electromagnetic sources, with potentially serious consequences. We are modeling the electromagnetic behavior of commercial transport aircraft in support of the NASA Fly-by-Light/Power-by-Wire program, using the TSAR finite-difference time-domain code initially developed for the military. By comparing results obtained from TSAR with data taken on a Boeing 757 at the Air Force Phillips Lab., we hope to show that FDTD codes can serve as an important tool in the design and certification of U.S. commercial aircraft, helping American companies to produce safe, reliable air transportation.
Visualization of elastic wavefields computed with a finite difference code
Larsen, S.; Harris, D.
1994-11-15
The authors have developed a finite difference elastic propagation model to simulate seismic wave propagation through geophysically complex regions. To facilitate debugging and to assist seismologists in interpreting the seismograms generated by the code, they have developed an X Windows interface that permits viewing of successive temporal snapshots of the (2D) wavefield as they are calculated. The authors present a brief video displaying the generation of seismic waves by an explosive source on a continent, which propagate to the edge of the continent then convert to two types of acoustic waves. This sample calculation was part of an effort to study the potential of offshore hydroacoustic systems to monitor seismic events occurring onshore.
Parallelization of implicit finite difference schemes in computational fluid dynamics
NASA Technical Reports Server (NTRS)
Decker, Naomi H.; Naik, Vijay K.; Nicoules, Michel
1990-01-01
Implicit finite difference schemes are often the preferred numerical schemes in computational fluid dynamics, requiring less stringent stability bounds than the explicit schemes. Each iteration in an implicit scheme involves global data dependencies in the form of second and higher order recurrences. Efficient parallel implementations of such iterative methods are considerably more difficult and non-intuitive. The parallelization of the implicit schemes that are used for solving the Euler and the thin layer Navier-Stokes equations and that require inversions of large linear systems in the form of block tri-diagonal and/or block penta-diagonal matrices is discussed. Three-dimensional cases are emphasized and schemes that minimize the total execution time are presented. Partitioning and scheduling schemes for alleviating the effects of the global data dependencies are described. An analysis of the communication and the computation aspects of these methods is presented. The effect of the boundary conditions on the parallel schemes is also discussed.
Finite difference time domain implementation of surface impedance boundary conditions
NASA Technical Reports Server (NTRS)
Beggs, John H.; Luebbers, Raymond J.; Yee, Kane S.; Kunz, Karl S.
1991-01-01
Surface impedance boundary conditions are employed to reduce the solution volume during the analysis of scattering from lossy dielectric objects. In the finite difference solution, they also can be utilized to avoid using small cells, made necessary by shorter wavelengths in conducting media throughout the solution volume. The standard approach is to approximate the surface impedance over a very small bandwidth by its value at the center frequency, and then use that result in the boundary condition. Here, two implementations of the surface impedance boundary condition are presented. One implementation is a constant surface impedance boundary condition and the other is a dispersive surface impedance boundary condition that is applicable over a very large frequency bandwidth and over a large range of conductivities. Frequency domain results are presented in one dimension for two conductivity values and are compared with exact results. Scattering width results from an infinite square cylinder are presented as a two dimensional demonstration. Extensions to three dimensions should be straightforward.
An optimized finite-difference scheme for wave propagation problems
NASA Technical Reports Server (NTRS)
Zingg, D. W.; Lomax, H.; Jurgens, H.
1993-01-01
Two fully-discrete finite-difference schemes for wave propagation problems are presented, a maximum-order scheme and an optimized (or spectral-like) scheme. Both combine a seven-point spatial operator and an explicit six-stage time-march method. The maximum-order operator is fifth-order in space and is sixth-order in time for a linear problem with periodic boundary conditions. The phase and amplitude errors of the schemes obtained using Fourier analysis are given and compared with a second-order and a fourth-order method. Numerical experiments are presented which demonstrate the usefulness of the schemes for a range of problems. For some problems, the optimized scheme leads to a reduction in global error compared to the maximum-order scheme with no additional computational expense.
Application of a new finite difference algorithm for computational aeroacoustics
NASA Technical Reports Server (NTRS)
Goodrich, John W.
1995-01-01
Acoustic problems have become extremely important in recent years because of research efforts such as the High Speed Civil Transport program. Computational aeroacoustics (CAA) requires a faithful representation of wave propagation over long distances, and needs algorithms that are accurate and boundary conditions that are unobtrusive. This paper applies a new finite difference method and boundary algorithm to the Linearized Euler Equations (LEE). The results demonstrate the ability of a new fourth order propagation algorithm to accurately simulate the genuinely multidimensional wave dynamics of acoustic propagation in two space dimensions with the LEE. The results also show the ability of a new outflow boundary condition and fourth order algorithm to pass the evolving solution from the computational domain with no perceptible degradation of the solution remaining within the domain.
Improved finite difference schemes for transonic potential calculations
NASA Technical Reports Server (NTRS)
Hafez, M.; Osher, S.; Whitlow, W., Jr.
1984-01-01
Engquist and Osher (1980) have introduced a finite difference scheme for solving the transonic small disturbance equation, taking into account cases in which only compression shocks are admitted. Osher et al. (1983) studied a class of schemes for the full potential equation. It is proved that these schemes satisfy a new discrete 'entropy inequality' which rules out expansion shocks. However, the conducted analysis is restricted to steady two-dimensional flows. The present investigation is concerned with the adoption of a heuristic approach. The full potential equation in conservation form is solved with the aid of a modified artificial density method, based on flux biasing. It is shown that, with the current scheme, expansion shocks are not possible.
ADI-FDTD modeling of microwave plasma discharges in air towards fully three-dimensional simulations
NASA Astrophysics Data System (ADS)
Kourtzanidis, Konstantinos; Rogier, François; Boeuf, Jean-Pierre
2015-10-01
Plasma formation and propagation during microwave breakdown has been extensively studied during the last decades. Numerical modeling of the strong coupling between the high frequency electromagnetic waves and the plasma is still a challenging topic due to the different time and space scales involved. In this article, an Alternative Direction Implicit (ADI) formulation of the Finite Difference Time Domain method for solving Maxwell's equations coupled with a simplified plasma model via the electric current is being proposed, leading to a significant reduction of the computational cost as the CFL criterion for stability of the FDTD method is being removed. An energy estimate has been used to prove the unconditional stability of the ADI-FDTD leapfrog scheme as well as its coupled formulation. The computational efficiency and accuracy of this approach has been studied in a simplified case. The proposed method is applied and validated in two dimensional microwave breakdown in air while its computational efficiency allows for fully three dimensional simulations, an important step for understanding the complex nature and evolution of a microwave plasma discharge and its possible applicability as an aerodynamic flow control method.
Optimizations on Designing High-Resolution Finite-Difference Schemes
NASA Technical Reports Server (NTRS)
Liu, Yen; Koomullil, George; Kwak, Dochan (Technical Monitor)
1994-01-01
We describe a general optimization procedure for both maximizing the resolution characteristics of existing finite differencing schemes as well as designing finite difference schemes that will meet the error tolerance requirements of numerical solutions. The procedure is based on an optimization process. This is a generalization of the compact scheme introduced by Lele in which the resolution is improved for single, one-dimensional spatial derivative, whereas in the present approach the complete scheme, after spatial and temporal discretizations, is optimized on a range of parameters of the scheme and the governing equations. The approach is to linearize and Fourier analyze the discretized equations to check the resolving power of the scheme for various wave number ranges in the solution and optimize the resolution to satisfy the requirements of the problem. This represents a constrained nonlinear optimization problem which can be solved to obtain the nodal weights of discretization. An objective function is defined in the parametric space of wave numbers, Courant number, Mach number and other quantities of interest. Typical criterion for defining the objective function include the maximization of the resolution of high wave numbers for acoustic and electromagnetic wave propagations and turbulence calculations. The procedure is being tested on off-design conditions of non-uniform mesh, non-periodic boundary conditions, and non-constant wave speeds for scalar and system of equations. This includes the solution of wave equations and Euler equations using a conventional scheme with and without optimization and the design of an optimum scheme for the specified error tolerance.
NASA Technical Reports Server (NTRS)
Bauld, N. R., Jr.; Goree, J. G.; Tzeng, L.-S.
1985-01-01
It is pointed out that edge delamination is a serious failure mechanism for laminated composite materials. Various numerical methods have been utilized in attempts to calculate the interlaminar stress components which precede delamination in a laminate. There are, however, discrepancies regarding the results provided by different methods, taking into account a finite-difference procedure, a perturbation procedure, and finite element approaches. The present investigation has the objective to assess the capacity of a finite difference method to predict the character and magnitude of the interlaminar stress distributions near an interface corner. A second purpose of the investigation is to determine if predictions by finite element method in-plane, interlaminar stress components near an interface corner represent actual laminate behavior.
Nonlinear wave propagation using three different finite difference schemes (category 2 application)
NASA Technical Reports Server (NTRS)
Pope, D. Stuart; Hardin, J. C.
1995-01-01
Three common finite difference schemes are used to examine the computation of one-dimensional nonlinear wave propagation. The schemes are studied for their responses to numerical parameters such as time step selection, boundary condition implementation, and discretization of governing equations. The performance of the schemes is compared and various numerical phenomena peculiar to each is discussed.
Tensile properties of ADI material in water and gaseous environments
Rajnovic, Dragan; Balos, Sebastian; Sidjanin, Leposava; Eric Cekic, Olivera; Grbovic Novakovic, Jasmina
2015-03-15
Austempered ductile iron (ADI) is an advanced type of heat treated ductile iron, having comparable mechanical properties as forged steels. However, it was found that in contact with water the mechanical properties of austempered ductile irons decrease, especially their ductility. Despite considerable scientific attention, the cause of this phenomenon remains unclear. Some authors suggested that hydrogen or small atom chemisorption causes the weakening of the surface atomic bonds. To get additional reliable data of that phenomenon, in this paper, two different types of austempered ductile irons were tensile tested in various environments, such as: argon, helium, hydrogen gas and water. It was found that only the hydrogen gas and water gave a statistically significant decrease in mechanical properties, i.e. cause embrittlement. Furthermore, the fracture surface analysis revealed that the morphology of the embrittled zone near the specimen surface shares similarities to the fatigue micro-containing striation-like lines, which indicates that the morphology of the brittle zone may be caused by cyclic local-chemisorption, micro-embrittlement and local-fracture. - Highlights: • In contact with water and other liquids the ADI suddenly exhibits embrittlement. • The embrittlement is more pronounced in water than in the gaseous hydrogen. • The hydrogen chemisorption into ADI surface causes the formation of a brittle zone. • The ADI austempered at lower temperatures (300 °C) is more resistant to embrittlement.
A finite difference model for free surface gravity drainage
Couri, F.R.; Ramey, H.J. Jr.
1993-09-01
The unconfined gravity flow of liquid with a free surface into a well is a classical well test problem which has not been well understood by either hydrologists or petroleum engineers. Paradigms have led many authors to treat an incompressible flow as compressible flow to justify the delayed yield behavior of a time-drawdown test. A finite-difference model has been developed to simulate the free surface gravity flow of an unconfined single phase, infinitely large reservoir into a well. The model was verified with experimental results in sandbox models in the literature and with classical methods applied to observation wells in the Groundwater literature. The simulator response was also compared with analytical Theis (1935) and Ramey et al. (1989) approaches for wellbore pressure at late producing times. The seepage face in the sandface and the delayed yield behavior were reproduced by the model considering a small liquid compressibility and incompressible porous medium. The potential buildup (recovery) simulated by the model evidenced a different- phenomenon from the drawdown, contrary to statements found in the Groundwater literature. Graphs of buildup potential vs time, buildup seepage face length vs time, and free surface head and sand bottom head radial profiles evidenced that the liquid refills the desaturating cone as a flat moving surface. The late time pseudo radial behavior was only approached after exaggerated long times.
Finite difference time domain analysis of chirped dielectric gratings
NASA Technical Reports Server (NTRS)
Hochmuth, Diane H.; Johnson, Eric G.
1993-01-01
The finite difference time domain (FDTD) method for solving Maxwell's time-dependent curl equations is accurate, computationally efficient, and straight-forward to implement. Since both time and space derivatives are employed, the propagation of an electromagnetic wave can be treated as an initial-value problem. Second-order central-difference approximations are applied to the space and time derivatives of the electric and magnetic fields providing a discretization of the fields in a volume of space, for a period of time. The solution to this system of equations is stepped through time, thus, simulating the propagation of the incident wave. If the simulation is continued until a steady-state is reached, an appropriate far-field transformation can be applied to the time-domain scattered fields to obtain reflected and transmitted powers. From this information diffraction efficiencies can also be determined. In analyzing the chirped structure, a mesh is applied only to the area immediately around the grating. The size of the mesh is then proportional to the electric size of the grating. Doing this, however, imposes an artificial boundary around the area of interest. An absorbing boundary condition must be applied along the artificial boundary so that the outgoing waves are absorbed as if the boundary were absent. Many such boundary conditions have been developed that give near-perfect absorption. In this analysis, the Mur absorbing boundary conditions are employed. Several grating structures were analyzed using the FDTD method.
Nonlinear triggered lightning models for use in finite difference calculations
NASA Technical Reports Server (NTRS)
Rudolph, Terence; Perala, Rodney A.; Ng, Poh H.
1989-01-01
Two nonlinear triggered lightning models have been developed for use in finite difference calculations. Both are based on three species of air chemistry physics and couple nonlinearly calculated air conductivity to Maxwell's equations. The first model is suitable for use in three-dimensional modeling and has been applied to the analysis of triggered lightning on the NASA F106B Thunderstorm Research Aircraft. The model calculates number densities of positive ions, negative ions, and electrons as a function of time and space through continuity equations, including convective derivative terms. The set of equations is closed by using experimentally determined mobilities, and the mobilities are also used to determine the air conductivity. Results from the model's application to the F106B are shown. The second model is two-dimensional and incorporates an enhanced air chemistry formulation. Momentum conservation equations replace the mobility assumption of the first model. Energy conservation equations for neutrals, heavy ions, and electrons are also used. Energy transfer into molecular vibrational modes is accounted for. The purpose for the enhanced model is to include the effects of temperature into the air breakdown, a necessary step if the model is to simulate more than the very earliest stages of breakdown. Therefore, the model also incorporates a temperature-dependent electron avalanche rate. Results from the model's application to breakdown around a conducting ellipsoid placed in an electric field are shown.
Contraction pre-conditioner in finite-difference electromagnetic modelling
NASA Astrophysics Data System (ADS)
Yavich, Nikolay; Zhdanov, Michael S.
2016-09-01
This paper introduces a novel approach to constructing an effective pre-conditioner for finite-difference (FD) electromagnetic modelling in geophysical applications. This approach is based on introducing an FD contraction operator, similar to one developed for integral equation formulation of Maxwell's equation. The properties of the FD contraction operator were established using an FD analogue of the energy equality for the anomalous electromagnetic field. A new pre-conditioner uses a discrete Green's function of a 1-D layered background conductivity. We also developed the formulae for an estimation of the condition number of the system of FD equations pre-conditioned with the introduced FD contraction operator. Based on this estimation, we have established that the condition number is bounded by the maximum conductivity contrast between the background conductivity and actual conductivity. When there are both resistive and conductive anomalies relative to the background, the new pre-conditioner is advantageous over using the 1-D discrete Green's function directly. In our numerical experiments with both resistive and conductive anomalies, for a land geoelectrical model with 1:10 contrast, the method accelerates convergence of an iterative method (BiCGStab) by factors of 2-2.5, and in a marine example with 1:50 contrast, by a factor of 4.6, compared to direct use of the discrete 1-D Green's function as a pre-conditioner.
Assessment of Linear Finite-Difference Poisson-Boltzmann Solvers
Wang, Jun; Luo, Ray
2009-01-01
CPU time and memory usage are two vital issues that any numerical solvers for the Poisson-Boltzmann equation have to face in biomolecular applications. In this study we systematically analyzed the CPU time and memory usage of five commonly used finite-difference solvers with a large and diversified set of biomolecular structures. Our comparative analysis shows that modified incomplete Cholesky conjugate gradient and geometric multigrid are the most efficient in the diversified test set. For the two efficient solvers, our test shows that their CPU times increase approximately linearly with the numbers of grids. Their CPU times also increase almost linearly with the negative logarithm of the convergence criterion at very similar rate. Our comparison further shows that geometric multigrid performs better in the large set of tested biomolecules. However, modified incomplete Cholesky conjugate gradient is superior to geometric multigrid in molecular dynamics simulations of tested molecules. We also investigated other significant components in numerical solutions of the Poisson-Boltzmann equation. It turns out that the time-limiting step is the free boundary condition setup for the linear systems for the selected proteins if the electrostatic focusing is not used. Thus, development of future numerical solvers for the Poisson-Boltzmann equation should balance all aspects of the numerical procedures in realistic biomolecular applications. PMID:20063271
A hybrid finite-difference and analytic element groundwater model.
Haitjema, H M; Feinstein, D T; Hunt, R J; Gusyev, M A
2010-01-01
Regional finite-difference models tend to have large cell sizes, often on the order of 1-2 km on a side. Although the regional flow patterns in deeper formations may be adequately represented by such a model, the intricate surface water and groundwater interactions in the shallower layers are not. Several stream reaches and nearby wells may occur in a single cell, precluding any meaningful modeling of the surface water and groundwater interactions between the individual features. We propose to replace the upper MODFLOW layer or layers, in which the surface water and groundwater interactions occur, by an analytic element model (GFLOW) that does not employ a model grid; instead, it represents wells and surface waters directly by the use of point-sinks and line-sinks. For many practical cases it suffices to provide GFLOW with the vertical leakage rates calculated in the original coarse MODFLOW model in order to obtain a good representation of surface water and groundwater interactions. However, when the combined transmissivities in the deeper (MODFLOW) layers dominate, the accuracy of the GFLOW solution diminishes. For those cases, an iterative coupling procedure, whereby the leakages between the GFLOW and MODFLOW model are updated, appreciably improves the overall solution, albeit at considerable computational cost. The coupled GFLOW-MODFLOW model is applicable to relatively large areas, in many cases to the entire model domain, thus forming an attractive alternative to local grid refinement or inset models. PMID:20132324
Assessment of linear finite-difference Poisson-Boltzmann solvers.
Wang, Jun; Luo, Ray
2010-06-01
CPU time and memory usage are two vital issues that any numerical solvers for the Poisson-Boltzmann equation have to face in biomolecular applications. In this study, we systematically analyzed the CPU time and memory usage of five commonly used finite-difference solvers with a large and diversified set of biomolecular structures. Our comparative analysis shows that modified incomplete Cholesky conjugate gradient and geometric multigrid are the most efficient in the diversified test set. For the two efficient solvers, our test shows that their CPU times increase approximately linearly with the numbers of grids. Their CPU times also increase almost linearly with the negative logarithm of the convergence criterion at very similar rate. Our comparison further shows that geometric multigrid performs better in the large set of tested biomolecules. However, modified incomplete Cholesky conjugate gradient is superior to geometric multigrid in molecular dynamics simulations of tested molecules. We also investigated other significant components in numerical solutions of the Poisson-Boltzmann equation. It turns out that the time-limiting step is the free boundary condition setup for the linear systems for the selected proteins if the electrostatic focusing is not used. Thus, development of future numerical solvers for the Poisson-Boltzmann equation should balance all aspects of the numerical procedures in realistic biomolecular applications. PMID:20063271
Performance of Nonlinear Finite-Difference Poisson-Boltzmann Solvers.
Cai, Qin; Hsieh, Meng-Juei; Wang, Jun; Luo, Ray
2010-01-12
We implemented and optimized seven finite-difference solvers for the full nonlinear Poisson-Boltzmann equation in biomolecular applications, including four relaxation methods, one conjugate gradient method, and two inexact Newton methods. The performance of the seven solvers was extensively evaluated with a large number of nucleic acids and proteins. Worth noting is the inexact Newton method in our analysis. We investigated the role of linear solvers in its performance by incorporating the incomplete Cholesky conjugate gradient and the geometric multigrid into its inner linear loop. We tailored and optimized both linear solvers for faster convergence rate. In addition, we explored strategies to optimize the successive over-relaxation method to reduce its convergence failures without too much sacrifice in its convergence rate. Specifically we attempted to adaptively change the relaxation parameter and to utilize the damping strategy from the inexact Newton method to improve the successive over-relaxation method. Our analysis shows that the nonlinear methods accompanied with a functional-assisted strategy, such as the conjugate gradient method and the inexact Newton method, can guarantee convergence in the tested molecules. Especially the inexact Newton method exhibits impressive performance when it is combined with highly efficient linear solvers that are tailored for its special requirement. PMID:24723843
Asymptotically Correct Finite Difference Schemes for Highly Oscillatory ODEs
Arnold, Anton; Geier, Jens
2010-09-30
We are concerned with the numerical integration of ODE-initial value problems of the form {epsilon}{sup 2{phi}}{sub xx}+a(x){phi} = 0 with given a(x){>=}a{sub 0}>0 in the highly oscillatory regime 0<{epsilon}(appearing as a stationary Schroedinger equation, e.g.). In two steps we derive an accurate finite difference scheme that does not need to resolve each oscillation: With a WKB-ansatz the dominant oscillations are ''transformed out'', yielding a much smoother ODE. For the resulting oscillatory integrals we devise an asymptotic expansion both in {epsilon} and h. The resulting scheme typically has a step size restriction of h = o({radical}({epsilon})). If the phase of the WKB-transformation can be computed explicitly, then the scheme is asymptotically correct with an error bound of the order o({epsilon}{sup 3}h{sup 2}). As an application we present simulations of a 1D-model for ballistic quantum transport in a MOSFET (metal oxide semiconductor field-effect transistor).
Recent ADI iteration analysis and results
Wachspress, E.L.
1994-12-31
Some recent ADI iteration analysis and results are discussed. Discovery that the Lyapunov and Sylvester matrix equations are model ADI problems stimulated much research on ADI iteration with complex spectra. The ADI rational Chebyshev analysis parallels the classical linear Chebyshev theory. Two distinct approaches have been applied to these problems. First, parameters which were optimal for real spectra were shown to be nearly optimal for certain families of complex spectra. In the linear case these were spectra bounded by ellipses in the complex plane. In the ADI rational case these were spectra bounded by {open_quotes}elliptic-function regions{close_quotes}. The logarithms of the latter appear like ellipses, and the logarithms of the optimal ADI parameters for these regions are similar to the optimal parameters for linear Chebyshev approximation over superimposed ellipses. W.B. Jordan`s bilinear transformation of real variables to reduce the two-variable problem to one variable was generalized into the complex plane. This was needed for ADI iterative solution of the Sylvester equation.
POD/DEIM nonlinear model order reduction of an ADI implicit shallow water equations model
NASA Astrophysics Data System (ADS)
Ştefănescu, R.; Navon, I. M.
2013-03-01
In the present paper we consider a 2-D shallow-water equations (SWE) model on a β-plane solved using an alternating direction fully implicit (ADI) finite-difference scheme on a rectangular domain. The scheme was shown to be unconditionally stable for the linearized equations. The discretization yields a number of nonlinear systems of algebraic equations. We then use a proper orthogonal decomposition (POD) to reduce the dimension of the SWE model. Due to the model nonlinearities, the computational complexity of the reduced model still depends on the number of variables of the full shallow - water equations model. By employing the discrete empirical interpolation method (DEIM) we reduce the computational complexity of the reduced order model due to its depending on the nonlinear full dimension model and regain the full model reduction expected from the POD model. To emphasize the CPU gain in performance due to use of POD/DEIM, we also propose testing an explicit Euler finite difference scheme (EE) as an alternative to the ADI implicit scheme for solving the swallow water equations model. We then proceed to assess the efficiency of POD/DEIM as a function of number of spatial discretization points, time steps, and POD basis functions. As was expected, our numerical experiments showed that the CPU time performances of POD/DEIM schemes are proportional to the number of mesh points. Once the number of spatial discretization points exceeded 10000 and for 90 DEIM interpolation points, the CPU time decreased by a factor of 10 in case of POD/DEIM implicit SWE scheme and by a factor of 15 for the POD/DEIM explicit SWE scheme in comparison with the corresponding POD SWE schemes. Moreover, our numerical tests revealed that if the number of points selected by DEIM algorithm reached 50, the approximation errors due to POD/DEIM and POD reduced systems have the same orders of magnitude, thus supporting the theoretical results existing in the literature.
Finite-difference-based dynamic modeling of MEMS bridge
NASA Astrophysics Data System (ADS)
Michael, Aron; Yu, Kevin; Kwok, Chee Yee
2005-02-01
In this paper, we present a finite difference based one-dimensional dynamic modeling, which includes electro-thermal coupled with thermo-mechanical behavior of a multi-layered micro-bridge. The electro-thermal model includes the heat transfer from the joule-heated layer to the other layers, and establishes the transient temperature gradient through the thickness of the bridge. The thermal moment and axial load resulting from the transient temperature gradient are used to couple electro-thermal with thermo-mechanical behavior. The dynamic modeling takes into account buckling, and damping effects, asymmetry residual stresses in the layers, and lateral movement at the support ends. The proposed model is applied to a tri-layer micro-bridge of 1000μm length, made of 2μm silicon dioxide sandwiched in between 2μm thick epi-silicon, and 2μm thick poly silicon, with four 400μm long legs, and springs at the four corners the bridge. The beam, and legs are 40μm, and 10μm wide respectively. Results demonstrate the bi-stability of the structure, and a large movement of 40μm between the up and down stable states can easily be obtained. Application of only 21mA electrical current for 15μs to the legs is required to switch buckled-up position to buckled-down position. An additional trapezoidal waveform electrical current of 100mA amplitude for 4μs, and 100μs falling time needs to be applied for the reverse actuation. The switching speed in both cases is less than 500μs.
3D Finite Difference Modelling of Basaltic Region
NASA Astrophysics Data System (ADS)
Engell-Sørensen, L.
2003-04-01
The main purpose of the work was to generate realistic data to be applied for testing of processing and migration tools for basaltic regions. The project is based on the three - dimensional finite difference code (FD), TIGER, made by Sintef. The FD code was optimized (parallelized) by the author, to run on parallel computers. The parallel code enables us to model large-scale realistic geological models and to apply traditional seismic and micro seismic sources. The parallel code uses multiple processors in order to manipulate subsets of large amounts of data simultaneously. The general anisotropic code uses 21 elastic coefficients. Eight independent coefficients are needed as input parameters for the general TI medium. In the FD code, the elastic wave field computation is implemented by a higher order FD solution to the elastic wave equation and the wave fields are computed on a staggered grid, shifted half a node in one or two directions. The geological model is a gridded basalt model, which covers from 24 km to 37 km of a real shot line in horizontal direction and from the water surface to the depth of 3.5 km. The 2frac {1}{2}D model has been constructed using the compound modeling software from Norsk Hydro. The vertical parameter distribution is obtained from observations in two wells. At The depth of between 1100 m to 1500 m, a basalt horizon covers the whole sub surface layers. We have shown that it is possible to simulate a line survey in realistic (3D) geological models in reasonable time by using high performance computers. The author would like to thank Norsk Hydro, Statoil, GEUS, and SINTEF for very helpful discussions and Parallab for being helpful with the new IBM, p690 Regatta system.
A finite-difference contrast source inversion method
NASA Astrophysics Data System (ADS)
Abubakar, A.; Hu, W.; van den Berg, P. M.; Habashy, T. M.
2008-12-01
We present a contrast source inversion (CSI) algorithm using a finite-difference (FD) approach as its backbone for reconstructing the unknown material properties of inhomogeneous objects embedded in a known inhomogeneous background medium. Unlike the CSI method using the integral equation (IE) approach, the FD-CSI method can readily employ an arbitrary inhomogeneous medium as its background. The ability to use an inhomogeneous background medium has made this algorithm very suitable to be used in through-wall imaging and time-lapse inversion applications. Similar to the IE-CSI algorithm the unknown contrast sources and contrast function are updated alternately to reconstruct the unknown objects without requiring the solution of the full forward problem at each iteration step in the optimization process. The FD solver is formulated in the frequency domain and it is equipped with a perfectly matched layer (PML) absorbing boundary condition. The FD operator used in the FD-CSI method is only dependent on the background medium and the frequency of operation, thus it does not change throughout the inversion process. Therefore, at least for the two-dimensional (2D) configurations, where the size of the stiffness matrix is manageable, the FD stiffness matrix can be inverted using a non-iterative inversion matrix approach such as a Gauss elimination method for the sparse matrix. In this case, an LU decomposition needs to be done only once and can then be reused for multiple source positions and in successive iterations of the inversion. Numerical experiments show that this FD-CSI algorithm has an excellent performance for inverting inhomogeneous objects embedded in an inhomogeneous background medium.
A total variation diminishing finite difference algorithm for sonic boom propagation models
NASA Technical Reports Server (NTRS)
Sparrow, Victor W.
1993-01-01
It is difficult to accurately model the rise phases of sonic boom waveforms with traditional finite difference algorithms because of finite difference phase dispersion. This paper introduces the concept of a total variation diminishing (TVD) finite difference method as a tool for accurately modeling the rise phases of sonic booms. A standard second order finite difference algorithm and its TVD modified counterpart are both applied to the one-way propagation of a square pulse. The TVD method clearly outperforms the non-TVD method, showing great potential as a new computational tool in the analysis of sonic boom propagation.
NASA Technical Reports Server (NTRS)
Ransom, Jonathan B.
2002-01-01
A multifunctional interface method with capabilities for variable-fidelity modeling and multiple method analysis is presented. The methodology provides an effective capability by which domains with diverse idealizations can be modeled independently to exploit the advantages of one approach over another. The multifunctional method is used to couple independently discretized subdomains, and it is used to couple the finite element and the finite difference methods. The method is based on a weighted residual variational method and is presented for two-dimensional scalar-field problems. A verification test problem and a benchmark application are presented, and the computational implications are discussed.
NASA Astrophysics Data System (ADS)
MacKinnon, Robert J.; Carey, Graham F.
2003-01-01
A new class of positivity-preserving, flux-limited finite-difference and Petrov-Galerkin (PG) finite-element methods are devised for reactive transport problems.The methods are similar to classical TVD flux-limited schemes with the main difference being that the flux-limiter constraint is designed to preserve positivity for problems involving diffusion and reaction. In the finite-element formulation, we also consider the effect of numerical quadrature in the lumped and consistent mass matrix forms on the positivity-preserving property. Analysis of the latter scheme shows that positivity-preserving solutions of the resulting difference equations can only be guaranteed if the flux-limited scheme is both implicit and satisfies an additional lower-bound condition on time-step size. We show that this condition also applies to standard Galerkin linear finite-element approximations to the linear diffusion equation. Numerical experiments are provided to demonstrate the behavior of the methods and confirm the theoretical conditions on time-step size, mesh spacing, and flux limiting for transport problems with and without nonlinear reaction.
Finite difference identification of noisy distributed systems using scanning measurements
NASA Technical Reports Server (NTRS)
Hughes, R. O.
1975-01-01
Most of the present-day literature concerned with identification theory and techniques is directed toward lumped parameter systems, and many comprehensive surveys of the field are available. Relatively little has appeared in the literature concerning distributed identification, and even more noticeable is the scarcity of papers dealing with systems described by the one-dimensional wave equation. Perdeauville and Goodson were perhaps the first researchers with a workable but time consuming method for the identification of coefficients of the wave equation. Fairman and Shen, also considering the wave equation, used the technique of finite differencing to approximate spatial derivatives, and Poisson filter chains to approximate temporal derivatives.
The Benard problem: A comparison of finite difference and spectral collocation eigen value solutions
NASA Technical Reports Server (NTRS)
Skarda, J. Raymond Lee; Mccaughan, Frances E.; Fitzmaurice, Nessan
1995-01-01
The application of spectral methods, using a Chebyshev collocation scheme, to solve hydrodynamic stability problems is demonstrated on the Benard problem. Implementation of the Chebyshev collocation formulation is described. The performance of the spectral scheme is compared with that of a 2nd order finite difference scheme. An exact solution to the Marangoni-Benard problem is used to evaluate the performance of both schemes. The error of the spectral scheme is at least seven orders of magnitude smaller than finite difference error for a grid resolution of N = 15 (number of points used). The performance of the spectral formulation far exceeded the performance of the finite difference formulation for this problem. The spectral scheme required only slightly more effort to set up than the 2nd order finite difference scheme. This suggests that the spectral scheme may actually be faster to implement than higher order finite difference schemes.
NASA Technical Reports Server (NTRS)
Panczak, Tim; Ring, Steve; Welch, Mark
1999-01-01
Thermal engineering has long been left out of the concurrent engineering environment dominated by CAD (computer aided design) and FEM (finite element method) software. Current tools attempt to force the thermal design process into an environment primarily created to support structural analysis, which results in inappropriate thermal models. As a result, many thermal engineers either build models "by hand" or use geometric user interfaces that are separate from and have little useful connection, if any, to CAD and FEM systems. This paper describes the development of a new thermal design environment called the Thermal Desktop. This system, while fully integrated into a neutral, low cost CAD system, and which utilizes both FEM and FD methods, does not compromise the needs of the thermal engineer. Rather, the features needed for concurrent thermal analysis are specifically addressed by combining traditional parametric surface based radiation and FD based conduction modeling with CAD and FEM methods. The use of flexible and familiar temperature solvers such as SINDA/FLUINT (Systems Improved Numerical Differencing Analyzer/Fluid Integrator) is retained.
High-order cyclo-difference techniques: An alternative to finite differences
NASA Technical Reports Server (NTRS)
Carpenter, Mark H.; Otto, John C.
1993-01-01
The summation-by-parts energy norm is used to establish a new class of high-order finite-difference techniques referred to here as 'cyclo-difference' techniques. These techniques are constructed cyclically from stable subelements, and require no numerical boundary conditions; when coupled with the simultaneous approximation term (SAT) boundary treatment, they are time asymptotically stable for an arbitrary hyperbolic system. These techniques are similar to spectral element techniques and are ideally suited for parallel implementation, but do not require special collocation points or orthogonal basis functions. The principal focus is on methods of sixth-order formal accuracy or less; however, these methods could be extended in principle to any arbitrary order of accuracy.
Fei, T.; Larner, K.
1995-11-01
Finite-difference acoustic-wave modeling and reverse-time depth migration based on the full wave equation are general approaches that can take into account arbitrary variations in velocity and density and can handle turning waves as well. However, conventional finite-difference methods for solving the acoustic- or elastic-wave equation suffer from numerical dispersion when too few samples per wavelength are used. The flux-corrected transport (FCT) algorithm, adapted from hydrodynamics, reduces the numerical dispersion in finite-difference wavefield continuation. The flux-correction procedure endeavors to incorporate diffusion into the wavefield continuation process only where needed to suppress the numerical dispersion. Incorporating the flux-correction procedure in conventional finite-difference modeling or reverse-time migration can provide finite-difference solutions with no numerical dispersion even for impulsive sources. The FCT correction, which can be applied to finite-difference approximations of any order in space and time, is an efficient alternative to use for finite-difference approximations of increasing order. Through demonstrations of modeling and migration on both synthetic and field data, the authors show the benefits of the FCT algorithm, as well as its inability to fully recover resolution lost when the spatial sampling becomes too coarse.
NASA Technical Reports Server (NTRS)
Byun, Chansup; Guruswamy, Guru P.
1993-01-01
This paper presents a procedure for computing the aeroelasticity of wing-body configurations on multiple-instruction, multiple-data (MIMD) parallel computers. In this procedure, fluids are modeled using Euler equations discretized by a finite difference method, and structures are modeled using finite element equations. The procedure is designed in such a way that each discipline can be developed and maintained independently by using a domain decomposition approach. A parallel integration scheme is used to compute aeroelastic responses by solving the coupled fluid and structural equations concurrently while keeping modularity of each discipline. The present procedure is validated by computing the aeroelastic response of a wing and comparing with experiment. Aeroelastic computations are illustrated for a High Speed Civil Transport type wing-body configuration.
Measuring space radiation with ADIS instruments
NASA Astrophysics Data System (ADS)
Connell, J. J.; Lopate, C.; McKibben, R. B.; Merk, J.
2010-09-01
Measurements of radiation in space, cosmic rays and Solar energetic particles, date back to the dawn of space flight. Solid state detectors, the basis of most modern high energy charged particle instruments, first flew in space in the 1960's. Modern particle spectrometers, such as ACE/CRIS, ACE/SIS and Ulysses/HET, can measure the elemental and isotopic composition of ions through the iron peak. This is achieved by using position sensing detectors (PSD's) arranged into hodoscopes to measure particle trajectories through the instrument, allowing for pathlength corrections to energy loss measurements. The Angle Detecting Inclined Sensor (ADIS) technique measures particle angle of incidence using a simple system of detectors inclined to the instrument axis. It achieves elemental resolution well beyond iron, and isotopic resolution for moderate mass elements without the complexity of position sensing detectors. An ADIS instrument was selected to fly as the High Energy Particle Sensor (HEPS) on NPOESS, but was de-scoped with the rest of the space weather suite. Another ADIS instrument, the Energetic Heavy Ion Sensor (EHIS), is being developed for GOES-R. UNH has built and tested a engineering unit of the EHIS. Applications for manned dosimetery on the Crew Exploration Vehicle (CEV) are also being explored. The basic ADIS technique is explained and accelerator data for heavy ions shown.
Optimization of a finite difference method for nonlinear wave equations
NASA Astrophysics Data System (ADS)
Chen, Miaochao
2013-07-01
Wave equations have important fluid dynamics background, which are extensively used in many fields, such as aviation, meteorology, maritime, water conservancy, etc. This paper is devoted to the explicit difference method for nonlinear wave equations. Firstly, a three-level and explicit difference scheme is derived. It is shown that the explicit difference scheme is uniquely solvable and convergent. Moreover, a numerical experiment is conducted to illustrate the theoretical results of the presented method.
Finite-difference evolution of a scattered laser pulse in ocean water
NASA Astrophysics Data System (ADS)
Tessendorf, J.; Piotrowski, C.; Kelly, R. L.
1988-01-01
The effects of absorption and scattering on the propagation of a finite-size laser pulse through ocean water are investigated theoretically, applying a finite-difference model based on the time-dependent radiative-transfer equation. The derivation of the finite-difference evolution algorithm is outlined; its FORTRAN numerical implementation is explained; and simulation results for simple test problems are presented in graphs. The method is shown to provide unconditional stability and physically correct propagation velocities in all directions. The need to eliminate or compensate for ray effects is indicated.
A non-linear constrained optimization technique for the mimetic finite difference method
Manzini, Gianmarco; Svyatskiy, Daniil; Bertolazzi, Enrico; Frego, Marco
2014-09-30
This is a strategy for the construction of monotone schemes in the framework of the mimetic finite difference method for the approximation of diffusion problems on unstructured polygonal and polyhedral meshes.
APPLICATION OF A FINITE-DIFFERENCE TECHNIQUE TO THE HUMAN RADIOFREQUENCY DOSIMETRY PROBLEM
A powerful finite difference numerical technique has been applied to the human radiofrequency dosimetry problem. The method possesses inherent advantages over the method of moments approach in that its implementation requires much less computer memory. Consequently, it has the ca...
Techniques for correcting approximate finite difference solutions. [applied to transonic flow
NASA Technical Reports Server (NTRS)
Nixon, D.
1979-01-01
A method of correcting finite-difference solutions for the effect of truncation error or the use of an approximate basic equation is presented. Applications to transonic flow problems are described and examples given.
Finite-key security analyses on passive decoy-state QKD protocols with different unstable sources.
Song, Ting-Ting; Qin, Su-Juan; Wen, Qiao-Yan; Wang, Yu-Kun; Jia, Heng-Yue
2015-01-01
In quantum communication, passive decoy-state QKD protocols can eliminate many side channels, but the protocols without any finite-key analyses are not suitable for in practice. The finite-key securities of passive decoy-state (PDS) QKD protocols with two different unstable sources, type-II parametric down-convention (PDC) and phase randomized weak coherent pulses (WCPs), are analyzed in our paper. According to the PDS QKD protocols, we establish an optimizing programming respectively and obtain the lower bounds of finite-key rates. Under some reasonable values of quantum setup parameters, the lower bounds of finite-key rates are simulated. The simulation results show that at different transmission distances, the affections of different fluctuations on key rates are different. Moreover, the PDS QKD protocol with an unstable PDC source can resist more intensity fluctuations and more statistical fluctuation. PMID:26471947
Finite-difference scheme for the numerical solution of the Schroedinger equation
NASA Technical Reports Server (NTRS)
Mickens, Ronald E.; Ramadhani, Issa
1992-01-01
A finite-difference scheme for numerical integration of the Schroedinger equation is constructed. Asymptotically (r goes to infinity), the method gives the exact solution correct to terms of order r exp -2.
NASA Astrophysics Data System (ADS)
Lisitsa, Vadim; Tcheverda, Vladimir; Botter, Charlotte
2016-04-01
We present an algorithm for the numerical simulation of seismic wave propagation in models with a complex near surface part and free surface topography. The approach is based on the combination of finite differences with the discontinuous Galerkin method. The discontinuous Galerkin method can be used on polyhedral meshes; thus, it is easy to handle the complex surfaces in the models. However, this approach is computationally intense in comparison with finite differences. Finite differences are computationally efficient, but in general, they require rectangular grids, leading to the stair-step approximation of the interfaces, which causes strong diffraction of the wavefield. In this research we present a hybrid algorithm where the discontinuous Galerkin method is used in a relatively small upper part of the model and finite differences are applied to the main part of the model.
Finite-key security analyses on passive decoy-state QKD protocols with different unstable sources
Song, Ting-Ting; Qin, Su-Juan; Wen, Qiao-Yan; Wang, Yu-Kun; Jia, Heng-Yue
2015-01-01
In quantum communication, passive decoy-state QKD protocols can eliminate many side channels, but the protocols without any finite-key analyses are not suitable for in practice. The finite-key securities of passive decoy-state (PDS) QKD protocols with two different unstable sources, type-II parametric down-convention (PDC) and phase randomized weak coherent pulses (WCPs), are analyzed in our paper. According to the PDS QKD protocols, we establish an optimizing programming respectively and obtain the lower bounds of finite-key rates. Under some reasonable values of quantum setup parameters, the lower bounds of finite-key rates are simulated. The simulation results show that at different transmission distances, the affections of different fluctuations on key rates are different. Moreover, the PDS QKD protocol with an unstable PDC source can resist more intensity fluctuations and more statistical fluctuation. PMID:26471947
NASA Technical Reports Server (NTRS)
Mickens, Ronald E.
1989-01-01
A family of conditionally stable, forward Euler finite difference equations can be constructed for the simplest equation of Schroedinger type, namely u sub t - iu sub xx. Generalization of this result to physically realistic Schroedinger type equations is presented.
Gradient-Based Aerodynamic Shape Optimization Using ADI Method for Large-Scale Problems
NASA Technical Reports Server (NTRS)
Pandya, Mohagna J.; Baysal, Oktay
1997-01-01
A gradient-based shape optimization methodology, that is intended for practical three-dimensional aerodynamic applications, has been developed. It is based on the quasi-analytical sensitivities. The flow analysis is rendered by a fully implicit, finite volume formulation of the Euler equations.The aerodynamic sensitivity equation is solved using the alternating-direction-implicit (ADI) algorithm for memory efficiency. A flexible wing geometry model, that is based on surface parameterization and platform schedules, is utilized. The present methodology and its components have been tested via several comparisons. Initially, the flow analysis for for a wing is compared with those obtained using an unfactored, preconditioned conjugate gradient approach (PCG), and an extensively validated CFD code. Then, the sensitivities computed with the present method have been compared with those obtained using the finite-difference and the PCG approaches. Effects of grid refinement and convergence tolerance on the analysis and shape optimization have been explored. Finally the new procedure has been demonstrated in the design of a cranked arrow wing at Mach 2.4. Despite the expected increase in the computational time, the results indicate that shape optimization, which require large numbers of grid points can be resolved with a gradient-based approach.
NASA Technical Reports Server (NTRS)
Beggs, John H.; Luebbers, Raymond J.; Kunz, Karl S.; Yee, Kane S.
1991-01-01
Surface impedance boundary conditions are employed to reduce the solution volume during the analysis of scattering from lossy dielectric objects. In a finite difference solution, they also can be utilized to avoid using small cells, made necessary by shorter wavelengths in conducting media, throughout the solution volume. A 1-D implementation for a surface impedance boundary condition for good conductors in the Finite Difference Time Domain (FDTD) technique.
Exact finite difference schemes for the non-linear unidirectional wave equation
NASA Technical Reports Server (NTRS)
Mickens, R. E.
1985-01-01
Attention is given to the construction of exact finite difference schemes for the nonlinear unidirectional wave equation that describes the nonlinear propagation of a wave motion in the positive x-direction. The schemes constructed for these equations are compared with those obtained by using the usual procedures of numerical analysis. It is noted that the order of the exact finite difference models is equal to the order of the differential equation.
Choas and instabilities in finite difference approximations to nonlinear differential equations
Cloutman, L. D., LLNL
1998-07-01
The numerical solution of time-dependent ordinary and partial differential equations by finite difference techniques is a common task in computational physics and engineering The rate equations for chemical kinetics in combustion modeling are an important example. They not only are nonlinear, but they tend to be stiff, which makes their solution a challenge for transient problems. We show that one must be very careful how such equations are solved In addition to the danger of large time-marching errors, there can be unphysical chaotic solutions that remain numerically stable for a range of time steps that depends on the particular finite difference method used We point out that the solutions of the finite difference equations converge to those of the differential equations only in the limit as the time step approaches zero for stable and consistent finite difference approximations The chaotic behavior observed for finite time steps in some nonlinear difference equations is unrelated to solutions of the differential equations, but is connected with the onset of numerical instabilities of the finite difference equations This behavior suggests that the use of the theory of chaos in nonlinear iterated maps may be useful in stability anlaysis of finite difference approximations to nonlinear differential equations, providing more stringent time step limits than the formal linear stability analysis that tests only for unbounded solutions This observation implies that apparently stable numerical solutions of nonlinear differential equations by finite difference techniques may in fact be contaminated (if not dominated) by nonphysical chaotic parasitic solutions that degrade the accuracy of the numerical solution We demonstrate this phenomenon with some solutions of the logistic equation and a simple two-dimensional computational fluid dynamics example
Finite-difference methods for solving loaded parabolic equations
NASA Astrophysics Data System (ADS)
Abdullayev, V. M.; Aida-zade, K. R.
2016-01-01
Loaded partial differential equations are solved numerically. For illustrative purposes, a boundary value problem for a parabolic equation with various point loads is considered. By applying difference approximations, the problems are reduced to systems of algebraic equations of special structure, which are solved using a parametric representation involving solutions of auxiliary linear systems with tridiagonal matrices. Numerical results are presented and analyzed.
Exploring the Effectiveness of Different Approaches to Teaching Finite Mathematics
ERIC Educational Resources Information Center
Smeal, Mary; Walker, Sandra; Carter, Jamye; Simmons-Johnson, Carolyn; Balam, Esenc
2013-01-01
Traditionally, mathematics has been taught using a very direct approach which the teacher explains the procedure to solve a problem and the students use pencil and paper to solve the problem. However, a variety of alternative approaches to mathematics have surfaced from a number of different directions. The purpose of this study was to examine the…
Viscous flow simulations in VTOL aerodynamics. [finite difference technique
NASA Technical Reports Server (NTRS)
Bower, W. W.
1978-01-01
The critical issues in viscous flow simulations, such as boundary-layer separation, entrainment, turbulence modeling, and compressibility, are discussed with regard to the ground effects problem for vertical-takeoff-and-landing (VTOL) aircraft. A simulation of the two-dimensional incompressible lift jet in ground proximity is based on solution of the Reynolds-averaged Navier-Stokes equations and a turbulence-model equation which are written in stream function-vorticity form and are solved using Hoffman's augmented-central-difference algorithm. The resulting equations and their shortcomings are discussed when the technique is extended to two-dimensional compressible and three-dimensional incompressible flows.
NASA Technical Reports Server (NTRS)
Baumeister, K. J.; Eversman, W.; Astley, R. J.; White, J. W.
1981-01-01
Sound propagation without flow in a rectangular duct with a converging-diverging area variation was studied experimentally and theoretically. The area variation was of sufficient magnitude to produce large reflections and induce modal scattering. The rms (root-mean-squared) pressure and phase angle on both the flat and curved surface were measured and tabulated. The steady state finite element theory and the transient finite difference theory are in good agreement with the data. It is concluded that numerical finite difference and finite element theories appear ideally suited for handling duct propagation problems which encounter large area variations.
Mixed finite-difference scheme for free vibration analysis of noncircular cylinders
NASA Technical Reports Server (NTRS)
Noor, A. K.; Stephens, W. B.
1973-01-01
A mixed finite-difference scheme is presented for the free-vibration analysis of simply supported closed noncircular cylindrical shells. The problem is formulated in terms of eight first-order differential equations in the circumferential coordinate which possess a symmetric coefficient matrix and are free of the derivatives of the elastic and geometric characteristics of the shell. In the finite-difference discretization, two interlacing grids are used for the different fundamental unknowns in such a way as to avoid averaging in the difference-quotient expressions used for the first derivative. The resulting finite-difference equations are symmetric. The inverse-power method is used for obtaining the eigenvalues and eigenvectors.
NASA Technical Reports Server (NTRS)
Byun, Chansup; Guruswamy, Guru P.; Kutler, Paul (Technical Monitor)
1994-01-01
In recent years significant advances have been made for parallel computers in both hardware and software. Now parallel computers have become viable tools in computational mechanics. Many application codes developed on conventional computers have been modified to benefit from parallel computers. Significant speedups in some areas have been achieved by parallel computations. For single-discipline use of both fluid dynamics and structural dynamics, computations have been made on wing-body configurations using parallel computers. However, only a limited amount of work has been completed in combining these two disciplines for multidisciplinary applications. The prime reason is the increased level of complication associated with a multidisciplinary approach. In this work, procedures to compute aeroelasticity on parallel computers using direct coupling of fluid and structural equations will be investigated for wing-body configurations. The parallel computer selected for computations is an Intel iPSC/860 computer which is a distributed-memory, multiple-instruction, multiple data (MIMD) computer with 128 processors. In this study, the computational efficiency issues of parallel integration of both fluid and structural equations will be investigated in detail. The fluid and structural domains will be modeled using finite-difference and finite-element approaches, respectively. Results from the parallel computer will be compared with those from the conventional computers using a single processor. This study will provide an efficient computational tool for the aeroelastic analysis of wing-body structures on MIMD type parallel computers.
SOME NEW FINITE DIFFERENCE METHODS FOR HELMHOLTZ EQUATIONS ON IRREGULAR DOMAINS OR WITH INTERFACES.
Wan, Xiaohai; Li, Zhilin
2012-06-01
Solving a Helmholtz equation Δu + λu = f efficiently is a challenge for many applications. For example, the core part of many efficient solvers for the incompressible Navier-Stokes equations is to solve one or several Helmholtz equations. In this paper, two new finite difference methods are proposed for solving Helmholtz equations on irregular domains, or with interfaces. For Helmholtz equations on irregular domains, the accuracy of the numerical solution obtained using the existing augmented immersed interface method (AIIM) may deteriorate when the magnitude of λ is large. In our new method, we use a level set function to extend the source term and the PDE to a larger domain before we apply the AIIM. For Helmholtz equations with interfaces, a new maximum principle preserving finite difference method is developed. The new method still uses the standard five-point stencil with modifications of the finite difference scheme at irregular grid points. The resulting coefficient matrix of the linear system of finite difference equations satisfies the sign property of the discrete maximum principle and can be solved efficiently using a multigrid solver. The finite difference method is also extended to handle temporal discretized equations where the solution coefficient λ is inversely proportional to the mesh size. PMID:22701346
Fei, Tong; Larner, K.
1993-11-01
Finite-difference acoustic-wave modeling and reverse-time depth migration based on the full wave equation are general approaches that can take into account arbitary variations in velocity and density, and can handle turning waves well. However, conventional finite-difference methods for solving the acousticwave equation suffer from numerical dispersion when too few samples per wavelength are used. Here, we present two flux-corrected transport (FCT) algorithms, one based the second-order equation and the other based on first-order wave equations derived from the second-order one. Combining the FCT technique with conventional finite-difference modeling or reverse-time wave extrapolation can ensure finite-difference solutions without numerical dispersion even for shock waves and impulsive sources. Computed two-dimensional migration images show accurate positioning of reflectors with greater than 90-degree dip. Moreover, application to real data shows no indication of numerical dispersion. The FCT correction, which can be applied to finite-difference approximations of any order in space and time, is an efficient alternative to use of approximations of increasing order.
Improving sub-grid scale accuracy of boundary features in regional finite-difference models
Panday, Sorab; Langevin, Christian D.
2012-01-01
As an alternative to grid refinement, the concept of a ghost node, which was developed for nested grid applications, has been extended towards improving sub-grid scale accuracy of flow to conduits, wells, rivers or other boundary features that interact with a finite-difference groundwater flow model. The formulation is presented for correcting the regular finite-difference groundwater flow equations for confined and unconfined cases, with or without Newton Raphson linearization of the nonlinearities, to include the Ghost Node Correction (GNC) for location displacement. The correction may be applied on the right-hand side vector for a symmetric finite-difference Picard implementation, or on the left-hand side matrix for an implicit but asymmetric implementation. The finite-difference matrix connectivity structure may be maintained for an implicit implementation by only selecting contributing nodes that are a part of the finite-difference connectivity. Proof of concept example problems are provided to demonstrate the improved accuracy that may be achieved through sub-grid scale corrections using the GNC schemes.
NASA Technical Reports Server (NTRS)
Lee, L. C.
1976-01-01
The cross correlation of the intensity fluctuations between different frequencies and finite bandwidth effects on the intensity correlations based on the Markov approximation were calculated. Results may be applied to quite general turbulence spectra for an extended turbulent medium. Calculations of the cross-correlation function and of finite bandwidth effects are explicitly carried out for both Gaussian and Kolmogorov turbulence spectra. The increases of the correlation scale of intensity fluctuations are different for these two spectra and the difference can be used to determine whether the interstellar turbulent medium has a Gaussian or a Kolmogorov spectrum.
NASA Technical Reports Server (NTRS)
Tam, Christopher K. W.; Webb, Jay C.
1994-01-01
In this paper finite-difference solutions of the Helmholtz equation in an open domain are considered. By using a second-order central difference scheme and the Bayliss-Turkel radiation boundary condition, reasonably accurate solutions can be obtained when the number of grid points per acoustic wavelength used is large. However, when a smaller number of grid points per wavelength is used excessive reflections occur which tend to overwhelm the computed solutions. Excessive reflections are due to the incompability between the governing finite difference equation and the Bayliss-Turkel radiation boundary condition. The Bayliss-Turkel radiation boundary condition was developed from the asymptotic solution of the partial differential equation. To obtain compatibility, the radiation boundary condition should be constructed from the asymptotic solution of the finite difference equation instead. Examples are provided using the improved radiation boundary condition based on the asymptotic solution of the governing finite difference equation. The computed results are free of reflections even when only five grid points per wavelength are used. The improved radiation boundary condition has also been tested for problems with complex acoustic sources and sources embedded in a uniform mean flow. The present method of developing a radiation boundary condition is also applicable to higher order finite difference schemes. In all these cases no reflected waves could be detected. The use of finite difference approximation inevita bly introduces anisotropy into the governing field equation. The effect of anisotropy is to distort the directional distribution of the amplitude and phase of the computed solution. It can be quite large when the number of grid points per wavelength used in the computation is small. A way to correct this effect is proposed. The correction factor developed from the asymptotic solutions is source independent and, hence, can be determined once and for all. The
Relative and Absolute Error Control in a Finite-Difference Method Solution of Poisson's Equation
ERIC Educational Resources Information Center
Prentice, J. S. C.
2012-01-01
An algorithm for error control (absolute and relative) in the five-point finite-difference method applied to Poisson's equation is described. The algorithm is based on discretization of the domain of the problem by means of three rectilinear grids, each of different resolution. We discuss some hardware limitations associated with the algorithm,…
Effects of finite volume on the KL – KS mass difference
Christ, N. H.; Feng, X.; Martinelli, G.; Sachrajda, C. T.
2015-06-24
Phenomena that involve two or more on-shell particles are particularly sensitive to the effects of finite volume and require special treatment when computed using lattice QCD. In this paper we generalize the results of Lüscher and Lellouch and Lüscher, which determine the leading-order effects of finite volume on the two-particle spectrum and two-particle decay amplitudes to determine the finite-volume effects in the second-order mixing of the K⁰ and K⁰⁻ states. We extend the methods of Kim, Sachrajda, and Sharpe to provide a direct, uniform treatment of these three, related, finite-volume corrections. In particular, the leading, finite-volume corrections to the KLmore » – KS mass difference ΔMK and the CP-violating parameter εK are determined, including the potentially large effects which can arise from the near degeneracy of the kaon mass and the energy of a finite-volume, two-pion state.« less
Fast solvers for finite difference approximations for the Stokes and Navier-Stokes equations
Shin, D.
1992-01-01
The authors consider several methods for solving the linear equations arising from finite difference discretizations of the Stokes equations. The pressure equation method presented here for the first time, apparently, and the method, presented by Bramble and Pasciak, are shown to have computational effort that grows slowly with the number of grid points. The methods work with second-order accurate discretizations. Computational results are shown for both the Stokes and incompressible Navier-Stokes at low Reynolds number. The inf-sup conditions resulting from three finite difference approximations of the Stokes equations are proven. These conditions are used to prove that the Schur complement Q[sub h] of the linear system generated by each of these approximations is bounded uniformly away from zero. For the pressure equation method, this guarantees that the conjugate gradient method applied to Q[sub h] converges in a finite number of iterations which is independent of mesh size. The fact that Q[sub h] is bounded below is used to prove convergence estimates for the solutions generated by these finite difference approximations. One of the estimates is for a staggered grid and the estimate of the scheme shows that both the pressure and the velocity parts of the solution are second-order accurate. Iterative methods are compared by the use of the regularized central differencing introduced by Strikwerda. Several finite difference approximations of the Stokes equations by the SOR method are compared and the excellence of the approximations by the regularized central differencing over the other finite difference approximation is mentioned. This difference gives rise to a linear equation with a matrix which is slightly non-symmetric. The convergence of the typical steepest descent method and conjugate gradient method, which is almost as same as the typical conjugate gradient method, applied to slightly non-symmetric positive definite matrices are proven.
Numerical solution of a diffusion problem by exponentially fitted finite difference methods.
D'Ambrosio, Raffaele; Paternoster, Beatrice
2014-01-01
This paper is focused on the accurate and efficient solution of partial differential differential equations modelling a diffusion problem by means of exponentially fitted finite difference numerical methods. After constructing and analysing special purpose finite differences for the approximation of second order partial derivatives, we employed them in the numerical solution of a diffusion equation with mixed boundary conditions. Numerical experiments reveal that a special purpose integration, both in space and in time, is more accurate and efficient than that gained by employing a general purpose solver. PMID:26034665
NASA Technical Reports Server (NTRS)
Beggs, John H.; Luebbers, Raymond J.; Kunz, Karl S.; Yee, Kane S.
1991-01-01
Surface impedance boundary conditions are used to reduce the solution volume during the analysis of scattering from lossy dielectric objects. In a finite difference solution, they also can be used to avoid using small cells, made necessary by shorter wavelengths in conducting media, throughout the solution volume. A one dimensional implementation is presented for a surface impedance boundary condition for good conductors in the Finite Difference Time Domain (FDTD) technique. In order to illustrate the FDTD surface impedance boundary condition, a planar air-lossy dielectric interface is considered.
Srivastava, Vineet K.; Awasthi, Mukesh K.; Singh, Sarita
2013-12-15
This article describes a new implicit finite-difference method: an implicit logarithmic finite-difference method (I-LFDM), for the numerical solution of two dimensional time-dependent coupled viscous Burgers’ equation on the uniform grid points. As the Burgers’ equation is nonlinear, the proposed technique leads to a system of nonlinear systems, which is solved by Newton's iterative method at each time step. Computed solutions are compared with the analytical solutions and those already available in the literature and it is clearly shown that the results obtained using the method is precise and reliable for solving Burgers’ equation.
NASA Astrophysics Data System (ADS)
Srivastava, Vineet K.; Awasthi, Mukesh K.; Singh, Sarita
2013-12-01
This article describes a new implicit finite-difference method: an implicit logarithmic finite-difference method (I-LFDM), for the numerical solution of two dimensional time-dependent coupled viscous Burgers' equation on the uniform grid points. As the Burgers' equation is nonlinear, the proposed technique leads to a system of nonlinear systems, which is solved by Newton's iterative method at each time step. Computed solutions are compared with the analytical solutions and those already available in the literature and it is clearly shown that the results obtained using the method is precise and reliable for solving Burgers' equation.
Test of two methods for faulting on finite-difference calculations
Andrews, D.J.
1999-01-01
Tests of two fault boundary conditions show that each converges with second order accuracy as the finite-difference grid is refined. The first method uses split nodes so that there are disjoint grids that interact via surface traction. The 3D version described here is a generalization of a method I have used extensively in 2D; it is as accurate as the 2D version. The second method represents fault slip as inelastic strain in a fault zone. Offset of stress from its elastic value is seismic moment density. Implementation of this method is quite simple in a finite-difference scheme using velocity and stress as dependent variables.
Demonstration and partial characterization of 22-nm HBsAg and Dane particles of subtype HBsAg/ady.
Hess, G; Shih, J W; Arnold, W; Gerin, J L; zum Büschenfelde, K H
1979-09-01
The present paper describes the demonstration of d, y, w, and r HBsAg determinants in one serum. It was shown that there are two populations of HBsAg particles: HBsAg/ad and HBsAg/ady. All complete Dane particles were of subtype HBsAg/ady. Further characterization of HBsAg/ady particles did not reveal morphologic differences when they were compared with HBsAg/ad and HBsAg/ay particles. An HBsAg/ady phenotype may be the result of a double infection with hepatitis B viruses or exchanges of DNA sequences that determine HBsAg/ay and HBsAg/ad to form a new genotype. PMID:89163
Finite difference methods for transient signal propagation in stratified dispersive media
NASA Technical Reports Server (NTRS)
Lam, D. H.
1975-01-01
Explicit difference equations are presented for the solution of a signal of arbitrary waveform propagating in an ohmic dielectric, a cold plasma, a Debye model dielectric, and a Lorentz model dielectric. These difference equations are derived from the governing time-dependent integro-differential equations for the electric fields by a finite difference method. A special difference equation is derived for the grid point at the boundary of two different media. Employing this difference equation, transient signal propagation in an inhomogeneous media can be solved provided that the medium is approximated in a step-wise fashion. The solutions are generated simply by marching on in time. It is concluded that while the classical transform methods will remain useful in certain cases, with the development of the finite difference methods described, an extensive class of problems of transient signal propagating in stratified dispersive media can be effectively solved by numerical methods.
A guide to differences between stochastic point-source and stochastic finite-fault simulations
Atkinson, G.M.; Assatourians, K.; Boore, D.M.; Campbell, K.; Motazedian, D.
2009-01-01
Why do stochastic point-source and finite-fault simulation models not agree on the predicted ground motions for moderate earthquakes at large distances? This question was posed by Ken Campbell, who attempted to reproduce the Atkinson and Boore (2006) ground-motion prediction equations for eastern North America using the stochastic point-source program SMSIM (Boore, 2005) in place of the finite-source stochastic program EXSIM (Motazedian and Atkinson, 2005) that was used by Atkinson and Boore (2006) in their model. His comparisons suggested that a higher stress drop is needed in the context of SMSIM to produce an average match, at larger distances, with the model predictions of Atkinson and Boore (2006) based on EXSIM; this is so even for moderate magnitudes, which should be well-represented by a point-source model. Why? The answer to this question is rooted in significant differences between point-source and finite-source stochastic simulation methodologies, specifically as implemented in SMSIM (Boore, 2005) and EXSIM (Motazedian and Atkinson, 2005) to date. Point-source and finite-fault methodologies differ in general in several important ways: (1) the geometry of the source; (2) the definition and application of duration; and (3) the normalization of finite-source subsource summations. Furthermore, the specific implementation of the methods may differ in their details. The purpose of this article is to provide a brief overview of these differences, their origins, and implications. This sets the stage for a more detailed companion article, "Comparing Stochastic Point-Source and Finite-Source Ground-Motion Simulations: SMSIM and EXSIM," in which Boore (2009) provides modifications and improvements in the implementations of both programs that narrow the gap and result in closer agreement. These issues are important because both SMSIM and EXSIM have been widely used in the development of ground-motion prediction equations and in modeling the parameters that control
A FINITE-DIFFERENCE, DISCRETE-WAVENUMBER METHOD FOR CALCULATING RADAR TRACES
A hybrid of the finite-difference method and the discrete-wavenumber method is developed to calculate radar traces. The method is based on a three-dimensional model defined in the Cartesian coordinate system; the electromagnetic properties of the model are symmetric with respect ...
Finite-difference, spectral and Galerkin methods for time-dependent problems
NASA Technical Reports Server (NTRS)
Tadmor, E.
1983-01-01
Finite difference, spectral and Galerkin methods for the approximate solution of time dependent problems are surveyed. A unified discussion on their accuracy, stability and convergence is given. In particular, the dilemma of high accuracy versus stability is studied in some detail.
High Order Finite Difference Methods, Multidimensional Linear Problems and Curvilinear Coordinates
NASA Technical Reports Server (NTRS)
Nordstrom, Jan; Carpenter, Mark H.
1999-01-01
Boundary and interface conditions are derived for high order finite difference methods applied to multidimensional linear problems in curvilinear coordinates. The boundary and interface conditions lead to conservative schemes and strict and strong stability provided that certain metric conditions are met.
Finite difference micromagnetic simulation with self-consistent currents and smooth surfaces
Cerjan, C; Gibbons, M R; Hewett, D W; Parker, G
1999-05-27
A micromagnetic algorithm has been developed using the finite difference method (FDM). Elliptic field equations are solved on the mesh using the efficient Dynamic Alternating Direction Implicit method. Smooth surfaces have been included in the FDM formulation so structures of irregular shape can be modeled. The current distribution and temperature of devices are also calculated. Keywords: Micromagnetic simulation, Magnetic dots, Read heads, Thermal Effects
FWAVE V1.0 a framework for finite difference wave equation modeling
Energy Science and Technology Software Center (ESTSC)
2002-07-01
FWAVE provides a computation framework for the rapid prototyping and efficient use of finite difference wave equation solutions. The user provides single grid Fortran solver components that are integrated using opaque handles to C++ distributed data structures. Permits the scientific researcher to make of clusters and parallel computers by concentrating only on the numerical schemes.
The rate of the electromagnetic energy deposition and the resultant thermoregulatory response of a block model of a squirrel monkey exposed to plane-wave fields at 350 MHz were calculated using a finite-difference procedure. Noninvasive temperature measurements in live squirrel m...
NASA Technical Reports Server (NTRS)
Mickens, R. E.
1984-01-01
Work on the construction of finite difference models of differential equations having zero truncation errors is summarized. Both linear and nonlinear unidirectional wave equations are discussed. Results regarding the construction of zero truncation error schemes for the full wave equation and Burger's equation are also briefly reported.
A FINITE-DIFFERENCE, DISCRETE-WAVENUMBER METHOD FOR CALCULATING RADAR TRACES
A hybrid of the finite-difference method and the discrete-wavenumber method is developed to calculate radar traces. The method is based on a three-dimensional model defined in the Cartesian coordinate system; the electromag-netic properties of the model are symmetric with respect...
NASA Astrophysics Data System (ADS)
Lin, M. C.; Nieter, C.; Stoltz, P. H.; Smithe, D. N.
2009-05-01
This work introduces a conformal finite difference time domain (CFDTD) method to accurately determine the dispersion relation of an A6 relativistic magnetron. The accuracy is measured by comparing with accurate SUPERFISH calculations based on finite element method. The results show that an accuracy of 99.4% can be achieved by using only 10,000 mesh points with Dey-Mittra algorithm. By comparison, a mesh number of 360,000 is needed to preserve 99% accuracy using conventional FDTD method. This suggests one can efficiently and accurately study the hot tests of microwave tubes using CFDTD particle-in-cell method instead of conventional FDTD one.
NASA Technical Reports Server (NTRS)
Baumeister, K. J.
1981-01-01
The cutoff mode instability problem associated with a transient finite difference solution to the wave equation is explained. The steady-state impedance boundary condition is found to produce acoustic reflections during the initial transient, which cause finite instabilities in the cutoff modes. The stability problem is resolved by extending the duct length to prevent transient reflections. Numerical calculations are presented at forcing frequencies above, below, and nearly at the cutoff frequency, and exit impedance models are presented for use in the practical design of turbofan inlets.
Spatial parallelism of a 3D finite difference, velocity-stress elastic wave propagation code
Minkoff, S.E.
1999-12-01
Finite difference methods for solving the wave equation more accurately capture the physics of waves propagating through the earth than asymptotic solution methods. Unfortunately, finite difference simulations for 3D elastic wave propagation are expensive. The authors model waves in a 3D isotropic elastic earth. The wave equation solution consists of three velocity components and six stresses. The partial derivatives are discretized using 2nd-order in time and 4th-order in space staggered finite difference operators. Staggered schemes allow one to obtain additional accuracy (via centered finite differences) without requiring additional storage. The serial code is most unique in its ability to model a number of different types of seismic sources. The parallel implementation uses the MPI library, thus allowing for portability between platforms. Spatial parallelism provides a highly efficient strategy for parallelizing finite difference simulations. In this implementation, one can decompose the global problem domain into one-, two-, and three-dimensional processor decompositions with 3D decompositions generally producing the best parallel speedup. Because I/O is handled largely outside of the time-step loop (the most expensive part of the simulation) the authors have opted for straight-forward broadcast and reduce operations to handle I/O. The majority of the communication in the code consists of passing subdomain face information to neighboring processors for use as ghost cells. When this communication is balanced against computation by allocating subdomains of reasonable size, they observe excellent scaled speedup. Allocating subdomains of size 25 x 25 x 25 on each node, they achieve efficiencies of 94% on 128 processors. Numerical examples for both a layered earth model and a homogeneous medium with a high-velocity blocky inclusion illustrate the accuracy of the parallel code.
Spatial Parallelism of a 3D Finite Difference, Velocity-Stress Elastic Wave Propagation Code
MINKOFF,SUSAN E.
1999-12-09
Finite difference methods for solving the wave equation more accurately capture the physics of waves propagating through the earth than asymptotic solution methods. Unfortunately. finite difference simulations for 3D elastic wave propagation are expensive. We model waves in a 3D isotropic elastic earth. The wave equation solution consists of three velocity components and six stresses. The partial derivatives are discretized using 2nd-order in time and 4th-order in space staggered finite difference operators. Staggered schemes allow one to obtain additional accuracy (via centered finite differences) without requiring additional storage. The serial code is most unique in its ability to model a number of different types of seismic sources. The parallel implementation uses the MP1 library, thus allowing for portability between platforms. Spatial parallelism provides a highly efficient strategy for parallelizing finite difference simulations. In this implementation, one can decompose the global problem domain into one-, two-, and three-dimensional processor decompositions with 3D decompositions generally producing the best parallel speed up. Because i/o is handled largely outside of the time-step loop (the most expensive part of the simulation) we have opted for straight-forward broadcast and reduce operations to handle i/o. The majority of the communication in the code consists of passing subdomain face information to neighboring processors for use as ''ghost cells''. When this communication is balanced against computation by allocating subdomains of reasonable size, we observe excellent scaled speed up. Allocating subdomains of size 25 x 25 x 25 on each node, we achieve efficiencies of 94% on 128 processors. Numerical examples for both a layered earth model and a homogeneous medium with a high-velocity blocky inclusion illustrate the accuracy of the parallel code.
An Eigenvalue Analysis of finite-difference approximations for hyperbolic IBVPs
NASA Technical Reports Server (NTRS)
Warming, Robert F.; Beam, Richard M.
1989-01-01
The eigenvalue spectrum associated with a linear finite-difference approximation plays a crucial role in the stability analysis and in the actual computational performance of the discrete approximation. The eigenvalue spectrum associated with the Lax-Wendroff scheme applied to a model hyperbolic equation was investigated. For an initial-boundary-value problem (IBVP) on a finite domain, the eigenvalue or normal mode analysis is analytically intractable. A study of auxiliary problems (Dirichlet and quarter-plane) leads to asymptotic estimates of the eigenvalue spectrum and to an identification of individual modes as either benign or unstable. The asymptotic analysis establishes an intuitive as well as quantitative connection between the algebraic tests in the theory of Gustafsson, Kreiss, and Sundstrom and Lax-Richtmyer L(sub 2) stability on a finite domain.
An eigenvalue analysis of finite-difference approximations for hyperbolic IBVPs
NASA Technical Reports Server (NTRS)
Warming, Robert F.; Beam, Richard M.
1990-01-01
The eigenvalue spectrum associated with a linear finite-difference approximation plays a crucial role in the stability analysis and in the actual computational performance of the discrete approximation. The eigenvalue spectrum associated with the Lax-Wendroff scheme applied to a model hyperbolic equation was investigated. For an initial-boundary-value problem (IBVP) on a finite domain, the eigenvalue or normal mode analysis is analytically intractable. A study of auxiliary problems (Dirichlet and quarter-plane) leads to asymptotic estimates of the eigenvalue spectrum and to an identification of individual modes as either benign or unstable. The asymptotic analysis establishes an intuitive as well as quantitative connection between the algebraic tests in the theory of Gustafsson, Kreiss, and Sundstrom and Lax-Richtmyer L (sub 2) stability on a finite domain.
An improved finite-difference analysis of uncoupled vibrations of tapered cantilever beams
NASA Technical Reports Server (NTRS)
Subrahmanyam, K. B.; Kaza, K. R. V.
1983-01-01
An improved finite difference procedure for determining the natural frequencies and mode shapes of tapered cantilever beams undergoing uncoupled vibrations is presented. Boundary conditions are derived in the form of simple recursive relations involving the second order central differences. Results obtained by using the conventional first order central differences and the present second order central differences are compared, and it is observed that the present second order scheme is more efficient than the conventional approach. An important advantage offered by the present approach is that the results converge to exact values rapidly, and thus the extrapolation of the results is not necessary. Consequently, the basic handicap with the classical finite difference method of solution that requires the Richardson's extrapolation procedure is eliminated. Furthermore, for the cases considered herein, the present approach produces consistent lower bound solutions.
Modeling anisotropic flow and heat transport by using mimetic finite differences
NASA Astrophysics Data System (ADS)
Chen, Tao; Clauser, Christoph; Marquart, Gabriele; Willbrand, Karen; Büsing, Henrik
2016-08-01
Modeling anisotropic flow in porous or fractured rock often assumes that the permeability tensor is diagonal, which means that its principle directions are always aligned with the coordinate axes. However, the permeability of a heterogeneous anisotropic medium usually is a full tensor. For overcoming this shortcoming, we use the mimetic finite difference method (mFD) for discretizing the flow equation in a hydrothermal reservoir simulation code, SHEMAT-Suite, which couples this equation with the heat transport equation. We verify SHEMAT-Suite-mFD against analytical solutions of pumping tests, using both diagonal and full permeability tensors. We compare results from three benchmarks for testing the capability of SHEMAT-Suite-mFD to handle anisotropic flow in porous and fractured media. The benchmarks include coupled flow and heat transport problems, three-dimensional problems and flow through a fractured porous medium with full equivalent permeability tensor. It shows firstly that the mimetic finite difference method can model anisotropic flow both in porous and in fractured media accurately and its results are better than those obtained by the multi-point flux approximation method in highly anisotropic models, secondly that the asymmetric permeability tensor can be included and leads to improved results compared the symmetric permeability tensor in the equivalent fracture models, and thirdly that the method can be easily implemented in existing finite volume or finite difference codes, which has been demonstrated successfully for SHEMAT-Suite.
NASA Astrophysics Data System (ADS)
Ha, Sanghyun; You, Donghyun
2015-11-01
Utility of the computational power of Graphics Processing Units (GPUs) is elaborated for solutions of both incompressible and compressible Navier-Stokes equations. A semi-implicit ADI finite-volume method for integration of the incompressible and compressible Navier-Stokes equations, which are discretized on a structured arbitrary grid, is parallelized for GPU computations using CUDA (Compute Unified Device Architecture). In the semi-implicit ADI finite-volume method, the nonlinear convection terms and the linear diffusion terms are integrated in time using a combination of an explicit scheme and an ADI scheme. Inversion of multiple tri-diagonal matrices is found to be the major challenge in GPU computations of the present method. Some of the algorithms for solving tri-diagonal matrices on GPUs are evaluated and optimized for GPU-acceleration of the present semi-implicit ADI computations of incompressible and compressible Navier-Stokes equations. Supported by the Basic Science Research Program through the National Research Foundation of Korea (NRF) funded by the Ministry of Science, ICT and Future Planning Grant NRF-2014R1A2A1A11049599.
NASA Astrophysics Data System (ADS)
MacKinnon, R. J.; Carey, G. F.
1988-03-01
An analysis of material interface discontinuities is developed and applied in finite difference theory to determine mathematically rigorous averaging techniques for material properties. This result is compared with other averaging techniques, particularly harmonic averaging, which is often applied in practice. We also develop a class of formulas of high accuracy for post-processing the difference formula to compute derivatives (fluxes, stresses), and conduct supporting numerical studies.
NASA Technical Reports Server (NTRS)
Chen, G.; Zheng, Q.; Coleman, M.; Weerakoon, S.
1983-01-01
This paper briefly reviews convergent finite difference schemes for hyperbolic initial boundary value problems and their applications to boundary control systems of hyperbolic type which arise in the modelling of vibrations. These difference schemes are combined with the primal and the dual approaches to compute the optimal control in the unconstrained case, as well as the case when the control is subject to inequality constraints. Some of the preliminary numerical results are also presented.
NASA Technical Reports Server (NTRS)
Steger, J. L.; Caradonna, F. X.
1980-01-01
An implicit finite difference procedure is developed to solve the unsteady full potential equation in conservation law form. Computational efficiency is maintained by use of approximate factorization techniques. The numerical algorithm is first order in time and second order in space. A circulation model and difference equations are developed for lifting airfoils in unsteady flow; however, thin airfoil body boundary conditions have been used with stretching functions to simplify the development of the numerical algorithm.
NASA Technical Reports Server (NTRS)
Baumeister, K. J.; Eversman, W.; Astley, R. J.; White, J. W.
1981-01-01
Experimental data are presented for sound propagation in a simulated infinite hard wall duct with a large change in duct cross sectional area. The data are conveniently tabulated for further use. The 'steady' state finite element theory of Astley and Eversman (1981) and the transient finite difference theory of White (1981) are in good agreement with the data for both the axial and transverse pressure profiles and the axial phase angle. Therefore, numerical finite difference and finite element theories appear to be ideally suited for handling duct propagation problems which encounter large axial gradients in acoustic parameters. The measured energy reflection coefficient agrees with the values from the Astley-Eversman modal coupling model.
NASA Astrophysics Data System (ADS)
Ren, B. Y.; Wang, L.; Tzou, H. S.; Yue, H. H.
2010-08-01
Electrical modeling of piezoelectric structronic systems by analog circuits has the disadvantages of huge circuit structure and low precision. However, studies of electrical simulation of segmented distributed piezoelectric structronic plate systems (PSPSs) by using output voltage signals of high-speed digital circuits to evaluate the real-time dynamic displacements are scarce in the literature. Therefore, an equivalent dynamic model based on the finite difference method (FDM) is presented to simulate the actual physical model of the segmented distributed PSPS with simply supported boundary conditions. By means of the FDM, the four-ordered dynamic partial differential equations (PDEs) of the main structure/segmented distributed sensor signals/control moments of the segmented distributed actuator of the PSPS are transformed to finite difference equations. A dynamics matrix model based on the Newmark-β integration method is established. The output voltage signal characteristics of the lower modes (m <= 3, n <= 3) with different finite difference mesh dimensions and different integration time steps are analyzed by digital signal processing (DSP) circuit simulation software. The control effects of segmented distributed actuators with different effective areas are consistent with the results of the analytical model in relevant references. Therefore, the method of digital simulation for vibration analysis of segmented distributed PSPSs presented in this paper can provide a reference for further research into the electrical simulation of PSPSs.
NASA Technical Reports Server (NTRS)
Jameson, A.
1976-01-01
A review is presented of some recently developed numerical methods for the solution of nonlinear equations of mixed type. The methods considered use finite difference approximations to the differential equation. Central difference formulas are employed in the subsonic zone and upwind difference formulas are used in the supersonic zone. The relaxation method for the small disturbance equation is discussed and a description is given of difference schemes for the potential flow equation in quasi-linear form. Attention is also given to difference schemes for the potential flow equation in conservation form, the analysis of relaxation schemes by the time dependent analogy, the accelerated iterative method, and three-dimensional calculations.
Hunt, R.J.; Anderson, M.P.; Kelson, V.A.
1998-01-01
This paper demonstrates that analytic element models have potential as powerful screening tools that can facilitate or improve calibration of more complicated finite-difference and finite-element models. We demonstrate how a two-dimensional analytic element model was used to identify errors in a complex three-dimensional finite-difference model caused by incorrect specification of boundary conditions. An improved finite-difference model was developed using boundary conditions developed from a far-field analytic element model. Calibration of a revised finite-difference model was achieved using fewer zones of hydraulic conductivity and lake bed conductance than the original finite-difference model. Calibration statistics were also improved in that simulated base-flows were much closer to measured values. The improved calibration is due mainly to improved specification of the boundary conditions made possible by first solving the far-field problem with an analytic element model.This paper demonstrates that analytic element models have potential as powerful screening tools that can facilitate or improve calibration of more complicated finite-difference and finite-element models. We demonstrate how a two-dimensional analytic element model was used to identify errors in a complex three-dimensional finite-difference model caused by incorrect specification of boundary conditions. An improved finite-difference model was developed using boundary conditions developed from a far-field analytic element model. Calibration of a revised finite-difference model was achieved using fewer zones of hydraulic conductivity and lake bed conductance than the original finite-difference model. Calibration statistics were also improved in that simulated base-flows were much closer to measured values. The improved calibration is due mainly to improved specification of the boundary conditions made possible by first solving the far-field problem with an analytic element model.
Projection methods for incompressible flow problems with WENO finite difference schemes
NASA Astrophysics Data System (ADS)
de Frutos, Javier; John, Volker; Novo, Julia
2016-03-01
Weighted essentially non-oscillatory (WENO) finite difference schemes have been recommended in a competitive study of discretizations for scalar evolutionary convection-diffusion equations [20]. This paper explores the applicability of these schemes for the simulation of incompressible flows. To this end, WENO schemes are used in several non-incremental and incremental projection methods for the incompressible Navier-Stokes equations. Velocity and pressure are discretized on the same grid. A pressure stabilization Petrov-Galerkin (PSPG) type of stabilization is introduced in the incremental schemes to account for the violation of the discrete inf-sup condition. Algorithmic aspects of the proposed schemes are discussed. The schemes are studied on several examples with different features. It is shown that the WENO finite difference idea can be transferred to the simulation of incompressible flows. Some shortcomings of the methods, which are due to the splitting in projection schemes, become also obvious.
Finite difference discretization of semiconductor drift-diffusion equations for nanowire solar cells
NASA Astrophysics Data System (ADS)
Deinega, Alexei; John, Sajeev
2012-10-01
We introduce a finite difference discretization of semiconductor drift-diffusion equations using cylindrical partial waves. It can be applied to describe the photo-generated current in radial pn-junction nanowire solar cells. We demonstrate that the cylindrically symmetric (l=0) partial wave accurately describes the electronic response of a square lattice of silicon nanowires at normal incidence. We investigate the accuracy of our discretization scheme by using different mesh resolution along the radial direction r and compare with 3D (x, y, z) discretization. We consider both straight nanowires and nanowires with radius modulation along the vertical axis. The charge carrier generation profile inside each nanowire is calculated using an independent finite-difference time-domain simulation.
NASA Technical Reports Server (NTRS)
Subrahmanyam, K. B.; Kaza, K. R. V.
1985-01-01
Theoretical natural frequencies of the first three modes of torsional vibration of pretwisted, rotating cantilever beams are determined for various thickness and aspect ratios. Conclusions concerning individual and collective effects of warping, pretwist, tension-torsion coupling and tennis racket effect (twist-rotational coupling) terms on the natural frequencies are drawn from numerical results obtained by using a finite difference procedure with first order central differences. The relative importance of structural warping, inertial warping, pretwist, tension-torsion and twist-rotational coupling terms is discussed for various rotational speeds. The accuracy of results obtained by using the finite difference approach is verified by a comparison with the exact solution for specialized simple cases of the equation of motion used in this paper.
A finite difference solution for the propagation of sound in near sonic flows
NASA Technical Reports Server (NTRS)
Hariharan, S. I.; Lester, H. C.
1983-01-01
An explicit time/space finite difference procedure is used to model the propagation of sound in a quasi one-dimensional duct containing high Mach number subsonic flow. Nonlinear acoustic equations are derived by perturbing the time-dependent Euler equations about a steady, compressible mean flow. The governing difference relations are based on a fourth-order, two-step (predictor-corrector) MacCormack scheme. The solution algorithm functions by switching on a time harmonic source and allowing the difference equations to iterate to a steady state. The principal effect of the non-linearities was to shift acoustical energy to higher harmonics. With increased source strengths, wave steepening was observed. This phenomenon suggests that the acoustical response may approach a shock behavior at at higher sound pressure level as the throat Mach number aproaches unity. On a peak level basis, good agreement between the nonlinear finite difference and linear finite element solutions was observed, even through a peak sound pressure level of about 150 dB occurred in the throat region. Nonlinear steady state waveform solutions are shown to be in excellent agreement with a nonlinear asymptotic theory.
Higher-order finite-difference formulation of periodic Orbital-free Density Functional Theory
NASA Astrophysics Data System (ADS)
Ghosh, Swarnava; Suryanarayana, Phanish
2016-02-01
We present a real-space formulation and higher-order finite-difference implementation of periodic Orbital-free Density Functional Theory (OF-DFT). Specifically, utilizing a local reformulation of the electrostatic and kernel terms, we develop a generalized framework for performing OF-DFT simulations with different variants of the electronic kinetic energy. In particular, we propose a self-consistent field (SCF) type fixed-point method for calculations involving linear-response kinetic energy functionals. In this framework, evaluation of both the electronic ground-state and forces on the nuclei are amenable to computations that scale linearly with the number of atoms. We develop a parallel implementation of this formulation using the finite-difference discretization. We demonstrate that higher-order finite-differences can achieve relatively large convergence rates with respect to mesh-size in both the energies and forces. Additionally, we establish that the fixed-point iteration converges rapidly, and that it can be further accelerated using extrapolation techniques like Anderson's mixing. We validate the accuracy of the results by comparing the energies and forces with plane-wave methods for selected examples, including the vacancy formation energy in Aluminum. Overall, the suitability of the proposed formulation for scalable high performance computing makes it an attractive choice for large-scale OF-DFT calculations consisting of thousands of atoms.
NASA Astrophysics Data System (ADS)
Cunha, G.; Redonnet, S.
2014-04-01
The present article aims at highlighting the strengths and weaknesses of the so-called spectral-like optimized (explicit central) finite-difference schemes, when the latter are used for numerically approximating spatial derivatives in aeroacoustics evolution problems. With that view, we first remind how differential operators can be approximated using explicit central finite-difference schemes. The possible spectral-like optimization of the latter is then discussed, the advantages and drawbacks of such an optimization being theoretically studied, before they are numerically quantified. For doing so, two popular spectral-like optimized schemes are assessed via a direct comparison against their standard counterparts, such a comparative exercise being conducted for several academic test cases. At the end, general conclusions are drawn, which allows us discussing the way spectral-like optimized schemes shall be preferred (or not) to standard ones, when it comes to simulate real-life aeroacoustics problems.
A mapped finite difference study of noise propagation in nonuniform ducts with mean flow
NASA Technical Reports Server (NTRS)
Raad, Peter E.; White, James W.
1987-01-01
The primary objective of this work is to study noise propagation in acoustically lined variable area ducts with mean fluid flow. The method of study is numerical in nature and involves a body-fitted grid mapping procedure in conjunction with a factored-implicit finite difference technique. The mean fluid flow model used is two-dimensional, inviscid, irrotational, incompressible, and nonheat conducting. Fully-coupled solutions of the linearized gasdynamic equations are obtained for both positive and negative Mach numbers as well as for hard and soft wall conditions. The factored-implicit finite difference technique used did give rise to short wavelength perturbations, but these were dampened by the introduction of higher order artificial dissipation terms into the scheme. Results compared favorably with available numerical and experimental data.
A semi-implicit finite difference model for three-dimensional tidal circulation,
Casulli, V.; Cheng, R.T.
1992-01-01
A semi-implicit finite difference formulation for the numerical solution of three-dimensional tidal circulation is presented. The governing equations are the three-dimensional Reynolds equations in which the pressure is assumed to be hydrostatic. A minimal degree of implicitness has been introduced in the finite difference formula so that in the absence of horizontal viscosity the resulting algorithm is unconditionally stable at a minimal computational cost. When only one vertical layer is specified this method reduces, as a particular case, to a semi-implicit scheme for the solutions of the corresponding two-dimensional shallow water equations. The resulting two- and three-dimensional algorithm is fast, accurate and mass conservative. This formulation includes the simulation of flooding and drying of tidal flats, and is fully vectorizable for an efficient implementation on modern vector computers.
On One-Dimensional Stretching Functions for Finite-Difference Calculations
NASA Technical Reports Server (NTRS)
Vinokur, M.
1980-01-01
The class of one dimensional stretching function used in finite difference calculations is studied. For solutions containing a highly localized region of rapid variation, simple criteria for a stretching function are derived using a truncation error analysis. These criteria are used to investigate two types of stretching functions. One is an interior stretching function, for which the location and slope of an interior clustering region are specified. The simplest such function satisfying the criteria is found to be one based on the inverse hyperbolic sine. The other type of function is a two sided stretching function, for which the arbitrary slopes at the two ends of the one dimensional interval are specified. The simplest such general function is found to be one based on the inverse tangent. The general two sided function has many applications in the construction of finite difference grids.
NASA Technical Reports Server (NTRS)
Hannah, S. R.; Palazotto, A. N.
1978-01-01
A new trigonometric approach to the finite difference calculus was applied to the problem of beam buckling as represented by virtual work and equilibrium equations. The trigonometric functions were varied by adjusting a wavelength parameter in the approximating Fourier series. Values of the critical force obtained from the modified approach for beams with a variety of boundary conditions were compared to results using the conventional finite difference method. The trigonometric approach produced significantly more accurate approximations for the critical force than the conventional approach for a relatively wide range in values of the wavelength parameter; and the optimizing value of the wavelength parameter corresponded to the half-wavelength of the buckled mode shape. It was found from a modal analysis that the most accurate solutions are obtained when the approximating function closely represents the actual displacement function and matches the actual boundary conditions.
Three-dimensional finite difference time domain modeling of the Earth-ionosphere cavity resonances
NASA Astrophysics Data System (ADS)
Yang, Heng; Pasko, Victor P.
2005-02-01
Comparison of results from a three-dimensional (3-D) finite difference time domain (FDTD) model of Schumann resonances (SR) with a set of classical eigenfrequency and quality factor solutions for laterally uniform spherically symmetric Earth-ionosphere cavity and recent SR observations during solar proton events (SPEs) and X-ray bursts demonstrate the potential and applicability of the FDTD technique for studies of realistic SR problems.
Simulation of realistic rotor blade-vortex interactions using a finite-difference technique
NASA Technical Reports Server (NTRS)
Hassan, Ahmed A.; Charles, Bruce D.
1989-01-01
A numerical finite-difference code has been used to predict helicopter blade loads during realistic self-generated three-dimensional blade-vortex interactions. The velocity field is determined via a nonlinear superposition of the rotor flowfield. Data obtained from a lifting-line helicopter/rotor trim code are used to determine the instantaneous position of the interaction vortex elements with respect to the blade. Data obtained for three rotor advance ratios show a reasonable correlation with wind tunnel data.
Transport and dispersion of pollutants in surface impoundments: a finite difference model
Yeh, G.T.
1980-07-01
A surface impoundment model by finite-difference (SIMFD) has been developed. SIMFD computes the flow rate, velocity field, and the concentration distribution of pollutants in surface impoundments with any number of islands located within the region of interest. Theoretical derivations and numerical algorithm are described in detail. Instructions for the application of SIMFD and listings of the FORTRAN IV source program are provided. Two sample problems are given to illustrate the application and validity of the model.
Finite-difference, time-domain analysis of a folded acoustic transmission line.
Jackson, Charles M
2005-03-01
Recently designed, modern versions of renais sance woodwind instruments such as the recorder and serpent use square cross sections and a folded acoustic transmission line. Conventional microwave techniques would expect that this bend would cause unwanted reflections and impedance discontinuities. This paper analyses the folded acoustic transmission line using finite-difference, time-domain techniques and shows that the discontinuity can be compensated with by the use of a manufacturable method. PMID:15857045
A staggered mesh finite difference scheme for the computation of compressible flows
NASA Technical Reports Server (NTRS)
Sanders, Richard
1992-01-01
A simple high resolution finite difference technique is presented to approximate weak solutions to hyperbolic systems of conservation laws. The method does not rely on Riemann problem solvers and is therefore easy to extend to a wide variety of problems. The overall performance (resolution and CPU requirements) is competitive, with other state-of-the-art techniques offering sharp nonoscillatory shocks and contacts. Theoretical results confirm the reliability of the approach for linear systems and nonlinear scalar equations.
NASA Astrophysics Data System (ADS)
von Sydow, Lina
2013-10-01
The discontinuous Galerkin method for time integration of the Black-Scholes partial differential equation for option pricing problems is studied and compared with more standard time-integrators. In space an adaptive finite difference discretization is employed. The results show that the dG method are in most cases at least comparable to standard time-integrators and in some cases superior to them. Together with adaptive spatial grids the suggested pricing method shows great qualities.
NASA Technical Reports Server (NTRS)
Abramopoulos, Frank
1988-01-01
The conditions under which finite difference schemes for the shallow water equations can conserve both total energy and potential enstrophy are considered. A method of deriving such schemes using operator formalism is developed. Several such schemes are derived for the A-, B- and C-grids. The derived schemes include second-order schemes and pseudo-fourth-order schemes. The simplest B-grid pseudo-fourth-order schemes are presented.
Finite-difference model for 3-D flow in bays and estuaries
Smith, Peter E.; Larock, Bruce E.
1993-01-01
This paper describes a semi-implicit finite-difference model for the numerical solution of three-dimensional flow in bays and estuaries. The model treats the gravity wave and vertical diffusion terms in the governing equations implicitly, and other terms explicitly. The model achieves essentially second-order accurate and stable solutions in strongly nonlinear problems by using a three-time-level leapfrog-trapezoidal scheme for the time integration.
Finite-difference models of ordinary differential equations - Influence of denominator functions
NASA Technical Reports Server (NTRS)
Mickens, Ronald E.; Smith, Arthur
1990-01-01
This paper discusses the influence on the solutions of finite-difference schemes of using a variety of denominator functions in the discrete modeling of the derivative for any ordinary differential equation. The results obtained are a consequence of using a generalized definition of the first derivative. A particular example of the linear decay equation is used to illustrate in detail the various solution possibilities that can occur.
Direct Simulations of Transition and Turbulence Using High-Order Accurate Finite-Difference Schemes
NASA Technical Reports Server (NTRS)
Rai, Man Mohan
1997-01-01
In recent years the techniques of computational fluid dynamics (CFD) have been used to compute flows associated with geometrically complex configurations. However, success in terms of accuracy and reliability has been limited to cases where the effects of turbulence and transition could be modeled in a straightforward manner. Even in simple flows, the accurate computation of skin friction and heat transfer using existing turbulence models has proved to be a difficult task, one that has required extensive fine-tuning of the turbulence models used. In more complex flows (for example, in turbomachinery flows in which vortices and wakes impinge on airfoil surfaces causing periodic transitions from laminar to turbulent flow) the development of a model that accounts for all scales of turbulence and predicts the onset of transition may prove to be impractical. Fortunately, current trends in computing suggest that it may be possible to perform direct simulations of turbulence and transition at moderate Reynolds numbers in some complex cases in the near future. This seminar will focus on direct simulations of transition and turbulence using high-order accurate finite-difference methods. The advantage of the finite-difference approach over spectral methods is that complex geometries can be treated in a straightforward manner. Additionally, finite-difference techniques are the prevailing methods in existing application codes. In this seminar high-order-accurate finite-difference methods for the compressible and incompressible formulations of the unsteady Navier-Stokes equations and their applications to direct simulations of turbulence and transition will be presented.
Properties of finite difference models of non-linear conservative oscillators
NASA Technical Reports Server (NTRS)
Mickens, R. E.
1988-01-01
Finite-difference (FD) approaches to the numerical solution of the differential equations describing the motion of a nonlinear conservative oscillator are investigated analytically. A generalized formulation of the Duffing and modified Duffing equations is derived and analyzed using several FD techniques, and it is concluded that, although it is always possible to contstruct FD models of conservative oscillators which are themselves conservative, caution is required to avoid numerical solutions which do not accurately reflect the properties of the original equation.
NASA Technical Reports Server (NTRS)
Lansing, Faiza S.; Rascoe, Daniel L.
1993-01-01
This paper presents a modified Finite-Difference Time-Domain (FDTD) technique using a generalized conformed orthogonal grid. The use of the Conformed Orthogonal Grid, Finite Difference Time Domain (GFDTD) enables the designer to match all the circuit dimensions, hence eliminating a major source o error in the analysis.
Finite difference time domain analysis of microwave ferrite devices and mobile antenna systems
NASA Astrophysics Data System (ADS)
Yildirim, Bahadir Suleyman
This dissertation presents analysis and design of shielded mobile antenna systems and microwave ferrite devices using a finite-difference time-domain method. Novel shielded antenna structures suitable for cellular communications have been analyzed and designed with emphasize on reducing excessive radiated energy absorbed in user's head and hand, while keeping the antenna performance at its peak in the presence of user. These novel antennas include a magnetically shielded antenna, a dual-resonance shielded antenna and, a shorted and truncated microstrip antenna. The effect of magnetic coating on the performance of a shielded monopole antenna is studied extensively. A parametric study is performed to analyze the dual-resonance phenomenon observed in the dual-resonance shielded antenna, optimize the antenna design within the cellular communications band, and improve the antenna performance. Input impedance, near and far fields of the dual-resonance shielded antenna are calculated using the finite-difference time-domain method. Experimental validation is also presented. In addition, performance of a shorted and truncated microstrip antenna has been investigated over a wide range of substrate parameters and dimensions. Objectives of the research work also include development of a finite-difference time-domain technique to accurately model magnetically anisotropic media, including the effect of non-uniform magnetization within the finite-size ferrite material due to demagnetizing fields. A slow wave thin film isolator and a stripline disc junction circulator are analyzed. An extensive parametric study calculates wide-band frequency-dependent parameters of these devices for various device dimensions and material parameters. Finally, a ferrite-filled stripline configuration is analyzed to study the non- linear behaviour of ferrite by introducing a modified damping factor.
Generating meshes for finite-difference analysis using a solid modeler
NASA Astrophysics Data System (ADS)
Laguna, G. W.; White, W. T.; Cabral, B. K.
1987-09-01
One tool used by the Engineering Research Division of LLNL to help analyze the behavior of electronic systems in hostile environments is 3D finite-difference time-domain (FDTD) computation. FDTD codes solve Maxwell's equations,the differential equations of electromagnetism, on a uniform lattice of points. It is this uniform lattice, or mesh, that distinguishes finite-difference codes from other codes. The simple mesh makes FDTD codes computationally more efficient than other codes, which enables them to run larger problems and to run faster (up to thirty times faster than finite-element codes, for example). Therefore, within the Engineering Department at LLNL, Electronics Engineering (EE) has initiated a project to develop a mesh generator that will provide meshes suitable for FDTD analysis. This report describes the results of the first year of EE's FDTD Mesh Generation Project. During this year a preliminary version of an automated mesh generator was built and used to create a mesh of an object of interest to the High-Power Microwave Program, namely an electrically detonatable land mine. The code was verified by meshing basic solids such as spheres and cylinders. Because of the design of the code, there is no software limitation to the size of meshes that can be accommodated. The algorithm with a mesh space of approximately 500,000 cells has been demonstrated. The mesh generator can detect certain objects with walls that are thinner than the width of a cell. The code has internal graphics for viewing objects as they appear prior to being converted to a finite-difference representation. Additionally, via data files, the code is coupled to two external graphics packages for visually checking the meshes, namely TAURUS on the Cray and a new code, IMAGE, on the Silicon Graphics IRIS workstation.
Generating meshes for finite-difference analysis using a solid modeler
Laguna, G.W.; White, W.T.; Cabral, B.K.
1987-09-01
One tool used by the Engineering Research Division of LLNL to help analyze the behavior of electronic systems in hostile environments is 3D finite-difference time-domain (FDTD) computation. FDTD codes solve Maxwell's equations,the differential equations of electromagnetism, on a uniform lattice of points. It is this uniform lattice, or ''mesh,'' that distinguishes finite-difference codes from other codes. The simple mesh makes FDTD codes computationally more efficient than other codes, which enables them to run larger problems and to run faster (up to thirty times faster than finite-element codes, for example). Therefore, within the Engineering Department at LLNL, Electronics Engineering (EE) has initiated a project to develop a mesh generator that will provide meshes suitable for FDTD analysis. This report describes the results of the first year of EE's FDTD Mesh Generation Project. During this year a preliminary version of an automated mesh generator was built and used to create a mesh of an object of interest to the High-Power Microwave Program, namely an electrically detonatable land mine. The code was verified by meshing basic solids such as spheres and cylinders. Because of the design of the code, there is no software limitation to the size of meshes that can be accommodated. The algorithm with a mesh space of approximately 500,000 cells has been demonstrated. The mesh generator can detect certain objects with walls that are thinner than the width of a cell. The code has internal graphics for viewing objects as they appear prior to being converted to a finite-difference representation. Additionally, via data files, the code is coupled to two external graphics packages for visually checking the meshes, namely TAURUS on the Cray and a new code, IMAGE, on the Silicon Graphics IRIS workstation.
Experiments with explicit filtering for LES using a finite-difference method
NASA Technical Reports Server (NTRS)
Lund, T. S.; Kaltenbach, H. J.
1995-01-01
The equations for large-eddy simulation (LES) are derived formally by applying a spatial filter to the Navier-Stokes equations. The filter width as well as the details of the filter shape are free parameters in LES, and these can be used both to control the effective resolution of the simulation and to establish the relative importance of different portions of the resolved spectrum. An analogous, but less well justified, approach to filtering is more or less universally used in conjunction with LES using finite-difference methods. In this approach, the finite support provided by the computational mesh as well as the wavenumber-dependent truncation errors associated with the finite-difference operators are assumed to define the filter operation. This approach has the advantage that it is also 'automatic' in the sense that no explicit filtering: operations need to be performed. While it is certainly convenient to avoid the explicit filtering operation, there are some practical considerations associated with finite-difference methods that favor the use of an explicit filter. Foremost among these considerations is the issue of truncation error. All finite-difference approximations have an associated truncation error that increases with increasing wavenumber. These errors can be quite severe for the smallest resolved scales, and these errors will interfere with the dynamics of the small eddies if no corrective action is taken. Years of experience at CTR with a second-order finite-difference scheme for high Reynolds number LES has repeatedly indicated that truncation errors must be minimized in order to obtain acceptable simulation results. While the potential advantages of explicit filtering are rather clear, there is a significant cost associated with its implementation. In particular, explicit filtering reduces the effective resolution of the simulation compared with that afforded by the mesh. The resolution requirements for LES are usually set by the need to capture
A mimetic finite difference method for the Stokes problem with elected edge bubbles
Lipnikov, K; Berirao, L
2009-01-01
A new mimetic finite difference method for the Stokes problem is proposed and analyzed. The unstable P{sub 1}-P{sub 0} discretization is stabilized by adding a small number of bubble functions to selected mesh edges. A simple strategy for selecting such edges is proposed and verified with numerical experiments. The discretizations schemes for Stokes and Navier-Stokes equations must satisfy the celebrated inf-sup (or the LBB) stability condition. The stability condition implies a balance between discrete spaces for velocity and pressure. In finite elements, this balance is frequently achieved by adding bubble functions to the velocity space. The goal of this article is to show that the stabilizing edge bubble functions can be added only to a small set of mesh edges. This results in a smaller algebraic system and potentially in a faster calculations. We employ the mimetic finite difference (MFD) discretization technique that works for general polyhedral meshes and can accomodate non-uniform distribution of stabilizing bubbles.
Mimetic finite difference method for the stokes problem on polygonal meshes
Lipnikov, K; Beirao Da Veiga, L; Gyrya, V; Manzini, G
2009-01-01
Various approaches to extend the finite element methods to non-traditional elements (pyramids, polyhedra, etc.) have been developed over the last decade. Building of basis functions for such elements is a challenging task and may require extensive geometry analysis. The mimetic finite difference (MFD) method has many similarities with low-order finite element methods. Both methods try to preserve fundamental properties of physical and mathematical models. The essential difference is that the MFD method uses only the surface representation of discrete unknowns to build stiffness and mass matrices. Since no extension inside the mesh element is required, practical implementation of the MFD method is simple for polygonal meshes that may include degenerate and non-convex elements. In this article, we develop a MFD method for the Stokes problem on arbitrary polygonal meshes. The method is constructed for tensor coefficients, which will allow to apply it to the linear elasticity problem. The numerical experiments show the second-order convergence for the velocity variable and the first-order for the pressure.
Numerical analysis of polarization gratings using the finite-difference time-domain method
Oh, Chulwoo; Escuti, Michael J.
2007-10-15
We report the first full numerical analysis of polarization gratings (PGs), and study their most general properties and limits by using the finite-difference time-domain (FDTD) method. In this way, we avoid limiting assumptions on material properties or grating dimensions (e.g., no paraxial approximations) and provide a more complete understanding of PG diffraction behavior. We identify the fundamental delineation between diffraction regimes (thin versus thick) for anisotropic gratings and determine the conditions for {approx_equal}100% diffraction efficiency in the framework of the coupled-wave {rho} and Q parameters. Diffraction characteristics including the efficiency, spectral response, and polarization sensitivity are investigated for the two primary types of PGs with linear and circular birefringence. The angular response and finite-grating behavior (i.e., pixelation) are also examined. Comparisons with previous analytic approximations, where applicable, show good agreement.
NASA Technical Reports Server (NTRS)
Kishoni, Doron; Taasan, Shlomo
1994-01-01
Solution of the wave equation using techniques such as finite difference or finite element methods can model elastic wave propagation in solids. This requires mapping the physical geometry into a computational domain whose size is governed by the size of the physical domain of interest and by the required resolution. This computational domain, in turn, dictates the computer memory requirements as well as the calculation time. Quite often, the physical region of interest is only a part of the whole physical body, and does not necessarily include all the physical boundaries. Reduction of the calculation domain requires positioning an artificial boundary or region where a physical boundary does not exist. It is important however that such a boundary, or region, will not affect the internal domain, i.e., it should not cause reflections that propagate back into the material. This paper concentrates on the issue of constructing such a boundary region.
NASA Astrophysics Data System (ADS)
Ranjbar-Far, M.; Absi, J.; Mariaux, G.
2012-12-01
A new finite element model is used to investigate catastrophic failures of a thermal barrier coatings system due to crack propagation along the interfaces between the ceramic top-coat, thermally grown oxide, and bond-coat layers, as well as between the lamellas structure of the ceramic layer. The thermo-mechanical model is designed to take into account a non-homogenous temperature distribution and the effects of the residual stresses generated during the coating process. Crack propagation is simulated using the contact tool "Debond" present in the ABAQUS finite element code. Simulations are performed with a geometry corresponding to similar or dissimilar amplitudes of asperity, and for different thicknesses of the oxide layer. The numerical results have shown that crack evolution depends crucially on the ratio of the loading rate caused by growth and swelling of the oxide layer and also on the interface roughness obtained during the spraying of coatings.
NASA Astrophysics Data System (ADS)
Kumar, Vivek; Raghurama Rao, S. V.
2008-04-01
Non-standard finite difference methods (NSFDM) introduced by Mickens [ Non-standard Finite Difference Models of Differential Equations, World Scientific, Singapore, 1994] are interesting alternatives to the traditional finite difference and finite volume methods. When applied to linear hyperbolic conservation laws, these methods reproduce exact solutions. In this paper, the NSFDM is first extended to hyperbolic systems of conservation laws, by a novel utilization of the decoupled equations using characteristic variables. In the second part of this paper, the NSFDM is studied for its efficacy in application to nonlinear scalar hyperbolic conservation laws. The original NSFDMs introduced by Mickens (1994) were not in conservation form, which is an important feature in capturing discontinuities at the right locations. Mickens [Construction and analysis of a non-standard finite difference scheme for the Burgers-Fisher equations, Journal of Sound and Vibration 257 (4) (2002) 791-797] recently introduced a NSFDM in conservative form. This method captures the shock waves exactly, without any numerical dissipation. In this paper, this algorithm is tested for the case of expansion waves with sonic points and is found to generate unphysical expansion shocks. As a remedy to this defect, we use the strategy of composite schemes [R. Liska, B. Wendroff, Composite schemes for conservation laws, SIAM Journal of Numerical Analysis 35 (6) (1998) 2250-2271] in which the accurate NSFDM is used as the basic scheme and localized relaxation NSFDM is used as the supporting scheme which acts like a filter. Relaxation schemes introduced by Jin and Xin [The relaxation schemes for systems of conservation laws in arbitrary space dimensions, Communications in Pure and Applied Mathematics 48 (1995) 235-276] are based on relaxation systems which replace the nonlinear hyperbolic conservation laws by a semi-linear system with a stiff relaxation term. The relaxation parameter ( λ) is chosen locally
Application of finite difference techniques to noise propagation in jet engine ducts
NASA Technical Reports Server (NTRS)
Baumeister, K. J.
1973-01-01
A finite difference formulation is presented for wave propagation in a rectangular two-dimensional duct without steady flow. The difference technique, which should be useful in the study of acoustically treated inlet and exhausts ducts used in turbofan engines, can readily handle acoustical flow field complications such as axial variations in wall impedance and cross section area. In the numerical analysis, the continuous acoustic field is lumped into a series of grid points in which the pressure and velocity at each grid point are separated into real and imaginary terms. An example calculation is also presented for the sound attenuation in a two-dimensional straight soft-walled suppressor.
Application of finite difference techniques to noise propagation in jet engine ducts
NASA Technical Reports Server (NTRS)
Baumeister, K. J.
1973-01-01
A finite difference formulation is presented for wave propagation in a rectangular two-dimensional duct without steady flow. The difference technique, which should be used in the study of acoustically treated inlet and exhausts ducts used in turbofan engines, can readily handle acoustical flow field complications such as axial variations in wall impedance and cross-section area. In the numerical analysis, the continuous acoustic field is lumped into a series of grid points in which the pressure and velocity at each grid point are separated into real and imaginary terms. An example calculation is also presented for the sound attenuation in a two-dimensional straight soft-walled suppressor.
Flux vector splitting of the inviscid equations with application to finite difference methods
NASA Technical Reports Server (NTRS)
Steger, J. L.; Warming, R. F.
1979-01-01
The conservation-law form of the inviscid gasdynamic equations has the remarkable property that the nonlinear flux vectors are homogeneous functions of degree one. This property readily permits the splitting of flux vectors into subvectors by similarity transformations so that each subvector has associated with it a specified eigenvalue spectrum. As a consequence of flux vector splitting, new explicit and implicit dissipative finite-difference schemes are developed for first-order hyperbolic systems of equations. Appropriate one-sided spatial differences for each split flux vector are used throughout the computational field even if the flow is locally subsonic. The results of some preliminary numerical computations are included.
Harbaugh, Arlen W.
1992-01-01
The U.S. Geological Survey's Modular Ground-Water Flow Model assumes that model nodes are in the center of cells and that transmissivity is constant within a cell. Based on these assumptions, the model calculates coefficients, called conductance, that are multiplied by head difference to determine flow between cells. Although these are common assumptions in finite-difference models, other assumptions are possible. A new option to the model program reads conductance as input data rather than calculating it. This optional lows the user to calculate conductance outside of the model. The user thus has the flexibility to define conductance using any desired assumptions. For a water-table condition, horizontal conductance must change as water level varies. To handle this situation, the new option reads conductance divided by thickness (CDT) as input data. The model calculates saturated thickness and multiplies it by CDT to obtain conductance. Thus, the user is still free from the assumptions of centered nodes and constant transmissivity in cells. The model option is written in FORTRAN77 and is fully compatible with the existing model. This report documents the new model option; it includes a description of the concepts, detailed input instructions, and a listing of the code.
Burrows, Natalie; Cane, Gaelle; Robson, Mathew; Gaude, Edoardo; J. Howat, William; Szlosarek, Peter W.; Pedley, R. Barbara; Frezza, Christian; Ashcroft, Margaret; Maxwell, Patrick H.
2016-01-01
The hypoxic tumour microenvironment represents an aggressive, therapy-resistant compartment. As arginine is required for specific hypoxia-induced processes, we hypothesised that arginine-deprivation therapy may be useful in targeting hypoxic cancer cells. We explored the effects of the arginine-degrading agent ADI-PEG20 on hypoxia-inducible factor (HIF) activation, the hypoxia-induced nitric oxide (NO) pathway and proliferation using HCT116 and UMUC3 cells and xenografts. The latter lack argininosuccinate synthetase (ASS1) making them auxotrophic for arginine. In HCT116 cells, ADI-PEG20 inhibited hypoxic-activation of HIF-1α and HIF-2α, leading to decreased inducible-nitric oxide synthase (iNOS), NO-production, and VEGF. Interestingly, combining hypoxia and ADI-PEG20 synergistically inhibited ASS1. ADI-PEG20 inhibited mTORC1 and activated the unfolded protein response providing a mechanism for inhibition of HIF and ASS1. ADI-PEG20 inhibited tumour growth, impaired hypoxia-associated NO-production, and decreased vascular perfusion. Expression of HIF-1α/HIF-2α/iNOS and VEGF were reduced, despite an increased hypoxic tumour fraction. Similar effects were observed in UMUC3 xenografts. In summary, ADI-PEG20 inhibits HIF-activated processes in two tumour models with widely different arginine biology. Thus, ADI-PEG20 may be useful in the clinic to target therapy-resistant hypoxic cells in ASS1-proficient tumours and ASS1-deficient tumours. PMID:26972697
NASA Technical Reports Server (NTRS)
Noor, A. K.; Stephens, W. B.
1973-01-01
Several finite difference schemes are applied to the stress and free vibration analysis of homogeneous isotropic and layered orthotropic shells of revolution. The study is based on a form of the Sanders-Budiansky first-approximation linear shell theory modified such that the effects of shear deformation and rotary inertia are included. A Fourier approach is used in which all the shell stress resultants and displacements are expanded in a Fourier series in the circumferential direction, and the governing equations reduce to ordinary differential equations in the meridional direction. While primary attention is given to finite difference schemes used in conjunction with first order differential equation formulation, comparison is made with finite difference schemes used with other formulations. These finite difference discretization models are compared with respect to simplicity of application, convergence characteristics, and computational efficiency. Numerical studies are presented for the effects of variations in shell geometry and lamination parameters on the accuracy and convergence of the solutions obtained by the different finite difference schemes. On the basis of the present study it is shown that the mixed finite difference scheme based on the first order differential equation formulation and two interlacing grids for the different fundamental unknowns combines a number of advantages over other finite difference schemes previously reported in the literature.
An overlapped grid method for multigrid, finite volume/difference flow solvers: MaGGiE
NASA Technical Reports Server (NTRS)
Baysal, Oktay; Lessard, Victor R.
1990-01-01
The objective is to develop a domain decomposition method via overlapping/embedding the component grids, which is to be used by upwind, multi-grid, finite volume solution algorithms. A computer code, given the name MaGGiE (Multi-Geometry Grid Embedder) is developed to meet this objective. MaGGiE takes independently generated component grids as input, and automatically constructs the composite mesh and interpolation data, which can be used by the finite volume solution methods with or without multigrid convergence acceleration. Six demonstrative examples showing various aspects of the overlap technique are presented and discussed. These cases are used for developing the procedure for overlapping grids of different topologies, and to evaluate the grid connection and interpolation data for finite volume calculations on a composite mesh. Time fluxes are transferred between mesh interfaces using a trilinear interpolation procedure. Conservation losses are minimal at the interfaces using this method. The multi-grid solution algorithm, using the coaser grid connections, improves the convergence time history as compared to the solution on composite mesh without multi-gridding.
Evaluation of a thin-slot formalism for finite-difference time-domain electromagnetics codes
Turner, C.D.; Bacon, L.D.
1987-03-01
A thin-slot formalism for use with finite-difference time-domain (FDTD) electromagnetics codes has been evaluated in both two and three dimensions. This formalism allows narrow slots to be modeled in the wall of a scatterer without reducing the space grid size to the gap width. In two dimensions, the evaluation involves the calculation of the total fields near two infinitesimally thin coplanar strips separated by a gap. A method-of-moments (MoM) solution of the same problem is used as a benchmark for comparison. Results in two dimensions show that up to 10% error can be expected in total electric and magnetic fields both near (lambda/40) and far (1 lambda) from the slot. In three dimensions, the evaluation is similar. The finite-length slot is placed in a finite plate and an MoM surface patch solution is used for the benchmark. These results, although less extensive than those in two dimensions, show that slightly larger errors can be expected. Considering the approximations made near the slot in incorporating the formalism, the results are very promising. Possibilities also exist for applying this formalism to walls of arbitrary thickness and to other types of slots, such as overlapping joints. 11 refs., 25 figs., 6 tabs.