A fourth order accurate finite difference scheme for the computation of elastic waves
NASA Technical Reports Server (NTRS)
Bayliss, A.; Jordan, K. E.; Lemesurier, B. J.; Turkel, E.
1986-01-01
A finite difference for elastic waves is introduced. The model is based on the first order system of equations for the velocities and stresses. The differencing is fourth order accurate on the spatial derivatives and second order accurate in time. The model is tested on a series of examples including the Lamb problem, scattering from plane interf aces and scattering from a fluid-elastic interface. The scheme is shown to be effective for these problems. The accuracy and stability is insensitive to the Poisson ratio. For the class of problems considered here it is found that the fourth order scheme requires for two-thirds to one-half the resolution of a typical second order scheme to give comparable accuracy.
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.
NASA Astrophysics Data System (ADS)
Wu, Kailiang; Tang, Huazhong
2015-10-01
The paper develops high-order accurate physical-constraints-preserving finite difference WENO schemes for special relativistic hydrodynamical (RHD) equations, built on the local Lax-Friedrichs splitting, the WENO reconstruction, the physical-constraints-preserving flux limiter, and the high-order strong stability preserving time discretization. They are extensions of the positivity-preserving finite difference WENO schemes for the non-relativistic Euler equations [20]. However, developing physical-constraints-preserving methods for the RHD system becomes much more difficult than the non-relativistic case because of the strongly coupling between the RHD equations, no explicit formulas of the primitive variables and the flux vectors with respect to the conservative vector, and one more physical constraint for the fluid velocity in addition to the positivity of the rest-mass density and the pressure. The key is to prove the convexity and other properties of the admissible state set and discover a concave function with respect to the conservative vector instead of the pressure which is an important ingredient to enforce the positivity-preserving property for the non-relativistic case. Several one- and two-dimensional numerical examples are used to demonstrate accuracy, robustness, and effectiveness of the proposed physical-constraints-preserving schemes in solving RHD problems with large Lorentz factor, or strong discontinuities, or low rest-mass density or pressure etc.
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.
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.
NASA Technical Reports Server (NTRS)
Yefet, Amir; Petropoulos, Peter G.
1999-01-01
We consider a divergence-free non-dissipative fourth-order explicit staggered finite difference scheme for the hyperbolic Maxwell's equations. Special one-sided difference operators are derived in order to implement the scheme near metal boundaries and dielectric interfaces. Numerical results show the scheme is long-time stable, and is fourth-order convergent over complex domains that include dielectric interfaces and perfectly conducting surfaces. We also examine the scheme's behavior near metal surfaces that are not aligned with the grid axes, and compare its accuracy to that obtained by the Yee scheme.
NASA Technical Reports Server (NTRS)
Harten, A.; Tal-Ezer, H.
1981-01-01
This paper presents a family of two-level five-point implicit schemes for the solution of one-dimensional systems of hyperbolic conservation laws, which generalized the Crank-Nicholson scheme to fourth order accuracy (4-4) in both time and space. These 4-4 schemes are nondissipative and unconditionally stable. Special attention is given to the system of linear equations associated with these 4-4 implicit schemes. The regularity of this system is analyzed and efficiency of solution-algorithms is examined. A two-datum representation of these 4-4 implicit schemes brings about a compactification of the stencil to three mesh points at each time-level. This compact two-datum representation is particularly useful in deriving boundary treatments. Numerical results are presented to illustrate some properties of the proposed scheme.
NASA Technical Reports Server (NTRS)
Harten, A.; Tal-Ezer, H.
1981-01-01
An implicit finite difference method of fourth order accuracy in space and time is introduced for the numerical solution of one-dimensional systems of hyperbolic conservation laws. The basic form of the method is a two-level scheme which is unconditionally stable and nondissipative. The scheme uses only three mesh points at level t and three mesh points at level t + delta t. The dissipative version of the basic method given is conditionally stable under the CFL (Courant-Friedrichs-Lewy) condition. This version is particularly useful for the numerical solution of problems with strong but nonstiff dynamic features, where the CFL restriction is reasonable on accuracy grounds. Numerical results are provided to illustrate properties of the proposed method.
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.
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 New Class of Finite Difference Schemes
NASA Technical Reports Server (NTRS)
Mahesh, K.
1996-01-01
Fluid flows in the transitional and turbulent regimes possess a wide range of length and time scales. The numerical computation of these flows therefore requires numerical methods that can accurately represent the entire, or at least a significant portion, of this range of scales. The inaccurate representation of small scales is inherent to non-spectral schemes. This can be detrimental to computations where the energy in the small scales is comparable to that in the larger scales, e.g. large-eddy simulations of high Reynolds number turbulence. The inaccurate numerical representation of the small scales in these large-eddy simulations can result in the numerical error overwhelming the contribution of the subgrid-scale model.
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.
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.
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.
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).
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.
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.
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.
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.
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.
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.
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
NASA Astrophysics Data System (ADS)
Deng, Xiaogang; Mao, Meiliang; Tu, Guohua; Liu, Huayong; Zhang, Hanxin
2011-02-01
The geometric conservation law (GCL) includes the volume conservation law (VCL) and the surface conservation law (SCL). Though the VCL is widely discussed for time-depending grids, in the cases of stationary grids the SCL also works as a very important role for high-order accurate numerical simulations. The SCL is usually not satisfied on discretized grid meshes because of discretization errors, and the violation of the SCL can lead to numerical instabilities especially when high-order schemes are applied. In order to fulfill the SCL in high-order finite difference schemes, a conservative metric method (CMM) is presented. This method is achieved by computing grid metric derivatives through a conservative form with the same scheme applied for fluxes. The CMM is proven to be a sufficient condition for the SCL, and can ensure the SCL for interior schemes as well as boundary and near boundary schemes. Though the first-level difference operators δ3 have no effects on the SCL, no extra errors can be introduced as δ3 = δ2. The generally used high-order finite difference schemes are categorized as central schemes (CS) and upwind schemes (UPW) based on the difference operator δ1 which are used to solve the governing equations. The CMM can be applied to CS and is difficult to be satisfied by UPW. Thus, it is critical to select the difference operator δ1 to reduce the SCL-related errors. Numerical tests based on WCNS-E-5 show that the SCL plays a very important role in ensuring free-stream conservation, suppressing numerical oscillations, and enhancing the robustness of the high-order scheme in complex grids.
Conservative high-order-accurate finite-difference methods for curvilinear grids
NASA Technical Reports Server (NTRS)
Rai, Man M.; Chakrvarthy, Sukumar
1993-01-01
Two fourth-order-accurate finite-difference methods for numerically solving hyperbolic systems of conservation equations on smooth curvilinear grids are presented. The first method uses the differential form of the conservation equations; the second method uses the integral form of the conservation equations. Modifications to these schemes, which are required near boundaries to maintain overall high-order accuracy, are discussed. An analysis that demonstrates the stability of the modified schemes is also provided. Modifications to one of the schemes to make it total variation diminishing (TVD) are also discussed. Results that demonstrate the high-order accuracy of both schemes are included in the paper. In particular, a Ringleb-flow computation demonstrates the high-order accuracy and the stability of the boundary and near-boundary procedures. A second computation of supersonic flow over a cylinder demonstrates the shock-capturing capability of the TVD methodology. An important contribution of this paper is the dear demonstration that higher order accuracy leads to increased computational efficiency.
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.
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.
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.
Converged accelerated finite difference scheme for the multigroup neutron diffusion equation
Terranova, N.; Mostacci, D.; Ganapol, B. D.
2013-07-01
Computer codes involving neutron transport theory for nuclear engineering applications always require verification to assess improvement. Generally, analytical and semi-analytical benchmarks are desirable, since they are capable of high precision solutions to provide accurate standards of comparison. However, these benchmarks often involve relatively simple problems, usually assuming a certain degree of abstract modeling. In the present work, we show how semi-analytical equivalent benchmarks can be numerically generated using convergence acceleration. Specifically, we investigate the error behavior of a 1D spatial finite difference scheme for the multigroup (MG) steady-state neutron diffusion equation in plane geometry. Since solutions depending on subsequent discretization can be envisioned as terms of an infinite sequence converging to the true solution, extrapolation methods can accelerate an iterative process to obtain the limit before numerical instability sets in. The obtained results have been compared to the analytical solution to the 1D multigroup diffusion equation when available, using FORTRAN as the computational language. Finally, a slowing down problem has been solved using a cascading source update, showing how a finite difference scheme performs for ultra-fine groups (104 groups) in a reasonable computational time using convergence acceleration. (authors)
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.
High-order conservative finite difference GLM-MHD schemes for cell-centered MHD
NASA Astrophysics Data System (ADS)
Mignone, Andrea; Tzeferacos, Petros; Bodo, Gianluigi
2010-08-01
We present and compare third- as well as fifth-order accurate finite difference schemes for the numerical solution of the compressible ideal MHD equations in multiple spatial dimensions. The selected methods lean on four different reconstruction techniques based on recently improved versions of the weighted essentially non-oscillatory (WENO) schemes, monotonicity preserving (MP) schemes as well as slope-limited polynomial reconstruction. The proposed numerical methods are highly accurate in smooth regions of the flow, avoid loss of accuracy in proximity of smooth extrema and provide sharp non-oscillatory transitions at discontinuities. We suggest a numerical formulation based on a cell-centered approach where all of the primary flow variables are discretized at the zone center. The divergence-free condition is enforced by augmenting the MHD equations with a generalized Lagrange multiplier yielding a mixed hyperbolic/parabolic correction, as in Dedner et al. [J. Comput. Phys. 175 (2002) 645-673]. The resulting family of schemes is robust, cost-effective and straightforward to implement. Compared to previous existing approaches, it completely avoids the CPU intensive workload associated with an elliptic divergence cleaning step and the additional complexities required by staggered mesh algorithms. Extensive numerical testing demonstrate the robustness and reliability of the proposed framework for computations involving both smooth and discontinuous features.
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.
NASA Astrophysics Data System (ADS)
Gao, Junhui
2013-05-01
Overlap grid is usually used in numerical simulation of flow with complex geometry by high order finite difference scheme. It is difficult to generate overlap grid and the connectivity information between adjacent blocks, especially when interpolation is required for non-coincident overlap grids. In this study, an interface flux reconstruction (IFR) method is proposed for numerical simulation using high order finite difference scheme with multi-block structured grids. In this method the neighboring blocks share a common face, and the fluxes on each block are matched to set the boundary conditions for each interior block. Therefore this method has the promise of allowing discontinuous grids on either side of an interior block interface. The proposed method is proven to be stable for 7-point central DRP scheme coupled with 4-point and 5-point boundary closure schemes, as well as the 4th order compact scheme coupled with 3rd order boundary closure scheme. Four problems are numerically solved with the developed code to validate the interface flux reconstruction method in this study. The IFR method coupled with the 4th order DRP scheme or compact scheme is validated to be 4th order accuracy with one and two dimensional waves propagation problems. Two dimensional pulse propagation in mean flow is computed with wavy mesh to demonstrate the ability of the proposed method for non-uniform grid. To demonstrate the ability of the proposed method for complex geometry, sound scattering by two cylinders is simulated and the numerical results are compared with the analytical data. It is shown that the numerical results agree well with the analytical data. Finally the IFR method is applied to simulate viscous flow pass a cylinder at Reynolds number 150 to show its capability for viscous problem. The computed pressure coefficient on the cylinder surface, the frequency of vortex shedding, the lift and drag coefficients are presented. The numerical results are compared with the data
A free surface capturing discretization for the staggered grid finite difference scheme
NASA Astrophysics Data System (ADS)
Duretz, T.; May, D. A.; Yamato, P.
2016-03-01
The coupling that exists between surface processes and deformation within both the shallow crust and the deeper mantle-lithosphere has stimulated the development of computational geodynamic models that incorporate a free surface boundary condition. We introduce a treatment of this boundary condition that is suitable for staggered grid, finite difference schemes employing a structured Eulerian mesh. Our interface capturing treatment discretizes the free surface boundary condition via an interface that conforms with the edges of control volumes (e.g. a `staircase' representation) and requires only local stencil modifications to be performed. Comparisons with analytic solutions verify that the method is first-order accurate. Additional intermodel comparisons are performed between known reference models to further validate our free surface approximation. Lastly, we demonstrate the applicability of a multigrid solver to our free surface methodology and demonstrate that the local stencil modifications do not strongly influence the convergence of the iterative solver.
NASA Astrophysics Data System (ADS)
Bhattacharya, Amitabh
2013-11-01
An efficient algorithm for simulating Stokes flow around particles is presented here, in which a second order Finite Difference method (FDM) is coupled to a Boundary Integral method (BIM). This method utilizes the strong points of FDM (i.e. localized stencil) and BIM (i.e. accurate representation of particle surface). Specifically, in each iteration, the flow field away from the particles is solved on a Cartesian FDM grid, while the traction on the particle surface (given the the velocity of the particle) is solved using BIM. The two schemes are coupled by matching the solution in an intermediate region between the particle and surrounding fluid. We validate this method by solving for flow around an array of cylinders, and find good agreement with Hasimoto's (J. Fluid Mech. 1959) analytical results.
Accurate 3-D finite difference computation of traveltimes in strongly heterogeneous media
NASA Astrophysics Data System (ADS)
Noble, M.; Gesret, A.; Belayouni, N.
2014-12-01
Seismic traveltimes and their spatial derivatives are the basis of many imaging methods such as pre-stack depth migration and tomography. A common approach to compute these quantities is to solve the eikonal equation with a finite-difference scheme. If many recently published algorithms for resolving the eikonal equation do now yield fairly accurate traveltimes for most applications, the spatial derivatives of traveltimes remain very approximate. To address this accuracy issue, we develop a new hybrid eikonal solver that combines a spherical approximation when close to the source and a plane wave approximation when far away. This algorithm reproduces properly the spherical behaviour of wave fronts in the vicinity of the source. We implement a combination of 16 local operators that enables us to handle velocity models with sharp vertical and horizontal velocity contrasts. We associate to these local operators a global fast sweeping method to take into account all possible directions of wave propagation. Our formulation allows us to introduce a variable grid spacing in all three directions of space. We demonstrate the efficiency of this algorithm in terms of computational time and the gain in accuracy of the computed traveltimes and their derivatives on several numerical examples.
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 elastic wave modeling with an irregular free surface using ADER scheme
NASA Astrophysics Data System (ADS)
Almuhaidib, Abdulaziz M.; Nafi Toksöz, M.
2015-06-01
In numerical modeling of seismic wave propagation in the earth, we encounter two important issues: the free surface and the topography of the surface (i.e. irregularities). In this study, we develop a 2D finite difference solver for the elastic wave equation that combines a 4th- order ADER scheme (Arbitrary high-order accuracy using DERivatives), which is widely used in aeroacoustics, with the characteristic variable method at the free surface boundary. The idea is to treat the free surface boundary explicitly by using ghost values of the solution for points beyond the free surface to impose the physical boundary condition. The method is based on the velocity-stress formulation. The ultimate goal is to develop a numerical solver for the elastic wave equation that is stable, accurate and computationally efficient. The solver treats smooth arbitrary-shaped boundaries as simple plane boundaries. The computational cost added by treating the topography is negligible compared to flat free surface because only a small number of grid points near the boundary need to be computed. In the presence of topography, using 10 grid points per shortest shear-wavelength, the solver yields accurate results. Benchmark numerical tests using several complex models that are solved by our method and other independent accurate methods show an excellent agreement, confirming the validity of the method for modeling elastic waves with an irregular free surface.
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.
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.
Nonlinear Comparison of High-Order and Optimized Finite-Difference Schemes
NASA Technical Reports Server (NTRS)
Hixon, R.
1998-01-01
The effect of reducing the formal order of accuracy of a finite-difference scheme in order to optimize its high-frequency performance is investigated using the I-D nonlinear unsteady inviscid Burgers'equation. It is found that the benefits of optimization do carry over into nonlinear applications. Both explicit and compact schemes are compared to Tam and Webb's explicit 7-point Dispersion Relation Preserving scheme as well as a Spectral-like compact scheme derived following Lele's work. Results are given for the absolute and L2 errors as a function of time.
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.
A multigrid algorithm for the cell-centered finite difference scheme
NASA Technical Reports Server (NTRS)
Ewing, Richard E.; Shen, Jian
1993-01-01
In this article, we discuss a non-variational V-cycle multigrid algorithm based on the cell-centered finite difference scheme for solving a second-order elliptic problem with discontinuous coefficients. Due to the poor approximation property of piecewise constant spaces and the non-variational nature of our scheme, one step of symmetric linear smoothing in our V-cycle multigrid scheme may fail to be a contraction. Again, because of the simple structure of the piecewise constant spaces, prolongation and restriction are trivial; we save significant computation time with very promising computational results.
Application of the symplectic finite-difference time-domain scheme to electromagnetic simulation
Sha, Wei . E-mail: ws108@ahu.edu.cn; Huang, Zhixiang; Wu, Xianliang; Chen, Mingsheng
2007-07-01
An explicit fourth-order finite-difference time-domain (FDTD) scheme using the symplectic integrator is applied to electromagnetic simulation. A feasible numerical implementation of the symplectic FDTD (SFDTD) scheme is specified. In particular, new strategies for the air-dielectric interface treatment and the near-to-far-field (NFF) transformation are presented. By using the SFDTD scheme, both the radiation and the scattering of three-dimensional objects are computed. Furthermore, the energy-conserving characteristic hold for the SFDTD scheme is verified under long-term simulation. Numerical results suggest that the SFDTD scheme is more efficient than the traditional FDTD method and other high-order methods, and can save computational resources.
Ceotto, Michele; Zhuang, Yu; Hase, William L
2013-02-01
This paper shows how a compact finite difference Hessian approximation scheme can be proficiently implemented into semiclassical initial value representation molecular dynamics. Effects of the approximation on the monodromy matrix calculation are tested by propagating initial sampling distributions to determine power spectra for analytic potential energy surfaces and for "on the fly" carbon dioxide direct dynamics. With the approximation scheme the computational cost is significantly reduced, making ab initio direct semiclassical dynamics computationally more feasible and, at the same time, properly reproducing important quantum effects inherent in the monodromy matrix and the pre-exponential factor of the semiclassical propagator. PMID:23406107
Real-space finite difference scheme for the von Neumann equation with the Dirac Hamiltonian
NASA Astrophysics Data System (ADS)
Schreilechner, Magdalena; Pötz, Walter
2016-07-01
A finite difference scheme for the numerical treatment of the von Neumann equation for the (2+1)D Dirac Hamiltonian is presented. It is based on a sequential left-right (ket-bra) application of a staggered space-time scheme for the pure-state Dirac equation and offers a numerical treatment of the general mixed-state dynamics of an isolated quantum system within the von Neumann equation. Thereby this direct scheme inherits all the favorable features of the finite-difference scheme for the pure-state Dirac equation, such as the single-cone energy-momentum dispersion, convergence conditions, and scaling behavior. A conserved functional is identified. Moreover this scheme is shown to conserve both Hermiticity and positivity. Numerical tests comprise a numerical analysis of stability, as well as the simulation of a mixed-state time-evolution of Gaussian wave functions, illustrating Zitterbewegung and transverse current oscillations. Imaginary-potential absorbing boundary conditions and parameters which pertain to topological insulator surface states were used in the numerical simulations.
Optimal rotated staggered-grid finite-difference schemes for elastic wave modeling in TTI media
NASA Astrophysics Data System (ADS)
Yang, Lei; Yan, Hongyong; Liu, Hong
2015-11-01
The rotated staggered-grid finite-difference (RSFD) is an effective approach for numerical modeling to study the wavefield characteristics in tilted transversely isotropic (TTI) media. But it surfaces from serious numerical dispersion, which directly affects the modeling accuracy. In this paper, we propose two different optimal RSFD schemes based on the sampling approximation (SA) method and the least-squares (LS) method respectively to overcome this problem. We first briefly introduce the RSFD theory, based on which we respectively derive the SA-based RSFD scheme and the LS-based RSFD scheme. Then different forms of analysis are used to compare the SA-based RSFD scheme and the LS-based RSFD scheme with the conventional RSFD scheme, which is based on the Taylor-series expansion (TE) method. The contrast in numerical accuracy analysis verifies the greater accuracy of the two proposed optimal schemes, and indicates that these schemes can effectively widen the wavenumber range with great accuracy compared with the TE-based RSFD scheme. Further comparisons between these two optimal schemes show that at small wavenumbers, the SA-based RSFD scheme performs better, while at large wavenumbers, the LS-based RSFD scheme leads to a smaller error. Finally, the modeling results demonstrate that for the same operator length, the SA-based RSFD scheme and the LS-based RSFD scheme can achieve greater accuracy than the TE-based RSFD scheme, while for the same accuracy, the optimal schemes can adopt shorter difference operators to save computing time.
Single-cone real-space finite difference scheme for the time-dependent Dirac equation
NASA Astrophysics Data System (ADS)
Hammer, René; Pötz, Walter; Arnold, Anton
2014-05-01
A finite difference scheme for the numerical treatment of the (3+1)D Dirac equation is presented. Its staggered-grid intertwined discretization treats space and time coordinates on equal footing, thereby avoiding the notorious fermion doubling problem. This explicit scheme operates entirely in real space and leads to optimal linear scaling behavior for the computational effort per space-time grid-point. It allows for an easy and efficient parallelization. A functional for a norm on the grid is identified. It can be interpreted as probability density and is proved to be conserved by the scheme. The single-cone dispersion relation is shown and exact stability conditions are derived. Finally, a single-cone scheme for the two-component (2+1)D Dirac equation, its properties, and a simulation of scattering at a Klein step are presented.
Convergence properties of finite-difference hydrodynamics schemes in the presence of shocks
NASA Technical Reports Server (NTRS)
Kimoto, Paul A.; Chernoff, David F.
1995-01-01
We investigate the asymptotic convergence of finite-difference schemes for the Euler equations when the limiting solution contains shocks. The Lax-Wendroff theorem guarantees that certain conservative schemes converge to correct, physically valid solutions. We focus on two one-dimensional operator-split schemes with explicit artificial-viscosity terms. One, an internal-energy scheme, does not satisfy the assumptions of Lax-Wendroff; the other, a conservative total-energy scheme, does. With viscous lengths chosen proportional to the grid size, we find that both schemes converge to their zero-grid-size limits at the theoretically expected rate, but only the conversative scheme converges toward correct solutions of the inviscid fluid equations. We show that the difference in their behaviors results directly from the presence of shocks in the limiting solution. Empirically, we find that when the viscous lenghts tend toward zero more slowly than the grid size, however the nonconservative scheme also converges toward correct solutions. We characterize the asymptotic behavior of the total-energy scheme in a particular problem in which a shock forms. As the grid is refined, a Cauchy error approaches the expected rate of change slowly. We show that the changes in the artificial viscosity alter the diffusion of small-amplitude waves. The differences associated with such waves make the dominant contribution to the Cauchy error. We formulate an analytic model to relate the rate of approach to the effect of varying diffusion in waves and find quantitative agreement with our numerical results.
NASA Technical Reports Server (NTRS)
Fisher, Travis C.; Carpenter, Mark H.; Yamaleev, Nail K.; Frankel, Steven H.
2009-01-01
A general strategy exists for constructing Energy Stable Weighted Essentially Non Oscillatory (ESWENO) finite difference schemes up to eighth-order on periodic domains. These ESWENO schemes satisfy an energy norm stability proof for both continuous and discontinuous solutions of systems of linear hyperbolic equations. Herein, boundary closures are developed for the fourth-order ESWENO scheme that maintain wherever possible the WENO stencil biasing properties, while satisfying the summation-by-parts (SBP) operator convention, thereby ensuring stability in an L2 norm. Second-order, and third-order boundary closures are developed that achieve stability in diagonal and block norms, respectively. The global accuracy for the second-order closures is three, and for the third-order closures is four. A novel set of non-uniform flux interpolation points is necessary near the boundaries to simultaneously achieve 1) accuracy, 2) the SBP convention, and 3) WENO stencil biasing mechanics.
An unconditionally energy stable finite difference scheme for a stochastic Cahn-Hilliard equation
NASA Astrophysics Data System (ADS)
Li, Xiao; Qiao, ZhongHua; Zhang, Hui
2016-09-01
In this work, the MMC-TDGL equation, a stochastic Cahn-Hilliard equation is solved numerically by using the finite difference method in combination with a convex splitting technique of the energy functional. For the non-stochastic case, we develop an unconditionally energy stable difference scheme which is proved to be uniquely solvable. For the stochastic case, by adopting the same splitting of the energy functional, we construct a similar and uniquely solvable difference scheme with the discretized stochastic term. The resulted schemes are nonlinear and solved by Newton iteration. For the long time simulation, an adaptive time stepping strategy is developed based on both first- and second-order derivatives of the energy. Numerical experiments are carried out to verify the energy stability, the efficiency of the adaptive time stepping and the effect of the stochastic term.
NASA Astrophysics Data System (ADS)
Guan, Zhen; Heinonen, Vili; Lowengrub, John; Wang, Cheng; Wise, Steven M.
2016-09-01
In this paper we construct an energy stable finite difference scheme for the amplitude expansion equations for the two-dimensional phase field crystal (PFC) model. The equations are formulated in a periodic hexagonal domain with respect to the reciprocal lattice vectors to achieve a provably unconditionally energy stable and solvable scheme. To our knowledge, this is the first such energy stable scheme for the PFC amplitude equations. The convexity of each part in the amplitude equations is analyzed, in both the semi-discrete and fully-discrete cases. Energy stability is based on a careful convexity analysis for the energy (in both the spatially continuous and discrete cases). As a result, unique solvability and unconditional energy stability are available for the resulting scheme. Moreover, we show that the scheme is point-wise stable for any time and space step sizes. An efficient multigrid solver is devised to solve the scheme, and a few numerical experiments are presented, including grain rotation and shrinkage and grain growth studies, as examples of the strength and robustness of the proposed scheme and solver.
A new fifth order finite difference WENO scheme for solving hyperbolic conservation laws
NASA Astrophysics Data System (ADS)
Zhu, Jun; Qiu, Jianxian
2016-08-01
In this paper a new simple fifth order weighted essentially non-oscillatory (WENO) scheme is presented in the finite difference framework for solving the hyperbolic conservation laws. The new WENO scheme is a convex combination of a fourth degree polynomial with two linear polynomials in a traditional WENO fashion. This new fifth order WENO scheme uses the same five-point information as the classical fifth order WENO scheme [14,20], could get less absolute truncation errors in L1 and L∞ norms, and obtain the same accuracy order in smooth region containing complicated numerical solution structures simultaneously escaping nonphysical oscillations adjacent strong shocks or contact discontinuities. The associated linear weights are artificially set to be any random positive numbers with the only requirement that their sum equals one. New nonlinear weights are proposed for the purpose of sustaining the optimal fifth order accuracy. The new WENO scheme has advantages over the classical WENO scheme [14,20] in its simplicity and easy extension to higher dimensions. Some benchmark numerical tests are performed to illustrate the capability of this new fifth order WENO scheme.
On a family of monotone finite-difference schemes of the second order of approximation
NASA Astrophysics Data System (ADS)
Gushchin, Valentin A.
2015-11-01
Using a simple model of a linear transport equation a family of hybrid monotone finite difference schemes has been constructed. By the analysis of the differential approximation it was shown that the resulting family has a secondorder approximation in the spatial variable, has minimal scheme viscosity and dispersion and monotonous. It is shown that the region of operability of the base schemes (Modified Central Difference Schemes (MCDS) and Modified Upwind Difference Schemes (MUDS)) is a non-empty set. The local criterion for switching between the base schemes is based on the sign of the product of the velocity, the first and second differences of the transferred functions at the considered point. On the solution of the Cauchy problem provides a graphical comparison of the calculation results obtained using the known schemes of the first, second and third order approximation. This work has been partly supported by Russian Foundation for Basic Research (grants No. 14-01-00428, 15-51-50023), by the program of the Presidium of RAS No. 8 and by the program No. 3 of the Department of Mathematical Sciences of RAS.
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.
NASA Astrophysics Data System (ADS)
Tsai, T. C.; Yu, H.-S.; Hsieh, M.-S.; Lai, S. H.; Yang, Y.-H.
2015-11-01
Nowadays most of supercomputers are based on the frame of PC cluster; therefore, the efficiency of parallel computing is of importance especially with the increasing computing scale. This paper proposes a high-order implicit predictor-corrector central finite difference (iPCCFD) scheme and demonstrates its high efficiency in parallel computing. Of special interests are the large scale numerical studies such as the magnetohydrodynamic (MHD) simulations in the planetary magnetosphere. An iPCCFD scheme is developed based on fifth-order central finite difference method and fourth-order implicit predictor-corrector method in combination with elimination-of-the-round-off-errors (ERE) technique. We examine several numerical studies such as one-dimensional Brio-Wu shock tube problem, two-dimensional Orszag-Tang vortex system, vortex type K-H instability, kink type K-H instability, field loop advection, and blast wave. All the simulation results are consistent with many literatures. iPCCFD can minimize the numerical instabilities and noises along with the additional diffusion terms. All of our studies present relatively small numerical errors without employing any divergence-free reconstruction. In particular, we obtain fairly stable results in the two-dimensional Brio-Wu shock tube problem which well conserves ∇ ṡ B = 0 throughout the simulation. The ERE technique removes the accumulation of roundoff errors in the uniform or non-disturbed system. We have also shown that iPCCFD is characterized by the high order of accuracy and the low numerical dissipation in the circularly polarized Alfvén wave tests. The proposed iPCCFD scheme is a parallel-efficient and high precision numerical scheme for solving the MHD equations in hyperbolic conservation systems.
NASA Astrophysics Data System (ADS)
Abedian, Rooholah; Adibi, Hojatollah; Dehghan, Mehdi
2013-08-01
In this paper, we propose a new WENO finite difference procedure for nonlinear degenerate parabolic equations which may contain discontinuous solutions. Our scheme is based on the method of lines, with a high-order accurate conservative approximation to each of the diffusion terms based on an idea that has been recently presented by Liu et al. [Y. Liu, C.-W. Shu, M. Zhang, High order finite difference WENO schemes for non-linear degenerate parabolic equations, SIAM J. Sci. Comput. 33 (2011) 939-965]. Our scheme tries to circumvent the negative ideal weights that appear when applying the standard WENO idea, as is done in Liu et al. (2011) [13]. In one-dimensional case, first we obtain an optimum polynomial on a six-points stencil. This optimum polynomial is sixth-order accurate in regions of smoothness. Then, we consider this optimum polynomial as a symmetric and convex combination of four polynomials with ideal weights. Following the methodology of the classic WENO procedure, then we calculate the non-oscillatory weights with the ideal weights. Numerical examples are provided to demonstrate the resolution power and accuracy of the scheme. Finally, the new method is extended to multi-dimensional problems by dimension-by-dimension approach. More examples of multi-dimension problems are presented to show that our method remains non-oscillatory while giving good resolution of discontinuities. Finally, we would like to mention that this paper combines and extends the techniques proposed in [13] and Levy et al. (2000) [24].
Second-order accurate nonoscillatory schemes for scalar conservation laws
NASA Technical Reports Server (NTRS)
Huynh, Hung T.
1989-01-01
Explicit finite difference schemes for the computation of weak solutions of nonlinear scalar conservation laws is presented and analyzed. These schemes are uniformly second-order accurate and nonoscillatory in the sense that the number of extrema of the discrete solution is not increasing in time.
Implicit Predictor-Corrector finite difference scheme for the ideal MHD simulations
NASA Astrophysics Data System (ADS)
Tsai, T.; Yu, H.; Lai, S.
2012-12-01
A innovative simulation code for ideal magnetohydrodynamics (MHD) is developed. We present a multiple-dimensional MHD code based on high-order implicit predictor-corrector finite difference scheme (high-order IPCFD scheme). High-order IPCFD scheme adopts high-order predictor-corrector scheme for the time integration and high-order central difference method as the spatial derivative solver. We use Elimination-of-the-Runoff-Errors (ERE) technology to avoid the numerical oscillations and numerical instability in the simulation results. In one-dimensional MHD problem, our simulation results show good agreement with the Brio & Wu MHD shock tube problem. The divergent B constraint remains fully satisfied, that is the divergent B equals to zero throughout the simulation. When solving the two-dimensional (2D) linear wave in MHD plasma, we clearly obtain the group-velocity Friedrichs diagrams of the MHD waves. Here we demonstrate 2D simulation results of rotor problem, Orszag-Tang vortex system, vortex type K-H instability, and kink type K-H instability by using our IPCFD MHD code and discuss the advantage of our simulation code.
Bensa, Julien; Bilbao, Stefan; Kronland-Martinet, Richard; Smith, Julius O
2003-08-01
A model of transverse piano string vibration, second order in time, which models frequency-dependent loss and dispersion effects is presented here. This model has many desirable properties, in particular that it can be written as a well-posed initial-boundary value problem (permitting stable finite difference schemes) and that it may be directly related to a digital waveguide model, a digital filter-based algorithm which can be used for musical sound synthesis. Techniques for the extraction of model parameters from experimental data over the full range of the grand piano are discussed, as is the link between the model parameters and the filter responses in a digital waveguide. Simulations are performed. Finally, the waveguide model is extended to the case of several coupled strings. PMID:12942987
Nonstandard finite difference scheme for SIRS epidemic model with disease-related death
NASA Astrophysics Data System (ADS)
Fitriah, Z.; Suryanto, A.
2016-04-01
It is well known that SIRS epidemic with disease-related death can be described by a system of nonlinear ordinary differential equations (NL ODEs). This model has two equilibrium points where their existence and stability properties are determined by the basic reproduction number [1]. Besides the qualitative properties, it is also often needed to solve the system of NL ODEs. Euler method and 4th order Runge-Kutta (RK4) method are often used to solve the system of NL ODEs. However, both methods may produce inconsistent qualitative properties of the NL ODEs such as converging to wrong equilibrium point, etc. In this paper we apply non-standard finite difference (NSFD) scheme (see [2,3]) to approximate the solution of SIRS epidemic model with disease-related death. It is shown that the discrete system obtained by NSFD scheme is dynamically consistent with the continuous model. By our numerical simulations, we find that the solutions of NSFD scheme are always positive, bounded and convergent to the correct equilibrium point for any step size of integration (h), while those of Euler or RK4 method have the same properties only for relatively small h.
NASA Astrophysics Data System (ADS)
Christlieb, Andrew J.; Rossmanith, James A.; Tang, Qi
2014-07-01
In this work we develop a class of high-order finite difference weighted essentially non-oscillatory (FD-WENO) schemes for solving the ideal magnetohydrodynamic (MHD) equations in 2D and 3D. The philosophy of this work is to use efficient high-order WENO spatial discretizations with high-order strong stability-preserving Runge-Kutta (SSP-RK) time-stepping schemes. Numerical results have shown that with such methods we are able to resolve solution structures that are only visible at much higher grid resolutions with lower-order schemes. The key challenge in applying such methods to ideal MHD is to control divergence errors in the magnetic field. We achieve this by augmenting the base scheme with a novel high-order constrained transport approach that updates the magnetic vector potential. The predicted magnetic field from the base scheme is replaced by a divergence-free magnetic field that is obtained from the curl of this magnetic potential. The non-conservative weakly hyperbolic system that the magnetic vector potential satisfies is solved using a version of FD-WENO developed for Hamilton-Jacobi equations. The resulting numerical method is endowed with several important properties: (1) all quantities, including all components of the magnetic field and magnetic potential, are treated as point values on the same mesh (i.e., there is no mesh staggering); (2) both the spatial and temporal orders of accuracy are fourth-order; (3) no spatial integration or multidimensional reconstructions are needed in any step; and (4) special limiters in the magnetic vector potential update are used to control unphysical oscillations in the magnetic field. Several 2D and 3D numerical examples are presented to verify the order of accuracy on smooth test problems and to show high-resolution on test problems that involve shocks.
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.
A simple parallel prefix algorithm for compact finite-difference schemes
NASA Technical Reports Server (NTRS)
Sun, Xian-He; Joslin, Ronald D.
1993-01-01
A compact scheme is a discretization scheme that is advantageous in obtaining highly accurate solutions. However, the resulting systems from compact schemes are tridiagonal systems that are difficult to solve efficiently on parallel computers. Considering the almost symmetric Toeplitz structure, a parallel algorithm, simple parallel prefix (SPP), is proposed. The SPP algorithm requires less memory than the conventional LU decomposition and is highly efficient on parallel machines. It consists of a prefix communication pattern and AXPY operations. Both the computation and the communication can be truncated without degrading the accuracy when the system is diagonally dominant. A formal accuracy study was conducted to provide a simple truncation formula. Experimental results were measured on a MasPar MP-1 SIMD machine and on a Cray 2 vector machine. Experimental results show that the simple parallel prefix algorithm is a good algorithm for the compact scheme on high-performance computers.
Landing-gear noise prediction using high-order finite difference schemes
NASA Astrophysics Data System (ADS)
Liu, Wen; Wook Kim, Jae; Zhang, Xin; Angland, David; Caruelle, Bastien
2013-07-01
Aerodynamic noise from a generic two-wheel landing-gear model is predicted by a CFD/FW-H hybrid approach. The unsteady flow-field is computed using a compressible Navier-Stokes solver based on high-order finite difference schemes and a fully structured grid. The calculated time history of the surface pressure data is used in an FW-H solver to predict the far-field noise levels. Both aerodynamic and aeroacoustic results are compared to wind tunnel measurements and are found to be in good agreement. The far-field noise was found to vary with the 6th power of the free-stream velocity. Individual contributions from three components, i.e. wheels, axle and strut of the landing-gear model are also investigated to identify the relative contribution to the total noise by each component. It is found that the wheels are the dominant noise source in general. Strong vortex shedding from the axle is the second major contributor to landing-gear noise. This work is part of Airbus LAnding Gear nOise database for CAA validatiON (LAGOON) program with the general purpose of evaluating current CFD/CAA and experimental techniques for airframe noise prediction.
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.
A High Order Finite Difference Scheme with Sharp Shock Resolution for the Euler Equations
NASA Technical Reports Server (NTRS)
Gerritsen, Margot; Olsson, Pelle
1996-01-01
We derive a high-order finite difference scheme for the Euler equations that satisfies a semi-discrete energy estimate, and present an efficient strategy for the treatment of discontinuities that leads to sharp shock resolution. The formulation of the semi-discrete energy estimate is based on a symmetrization of the Euler equations that preserves the homogeneity of the flux vector, a canonical splitting of the flux derivative vector, and the use of difference operators that satisfy a discrete analogue to the integration by parts procedure used in the continuous energy estimate. Around discontinuities or sharp gradients, refined grids are created on which the discrete equations are solved after adding a newly constructed artificial viscosity. The positioning of the sub-grids and computation of the viscosity are aided by a detection algorithm which is based on a multi-scale wavelet analysis of the pressure grid function. The wavelet theory provides easy to implement mathematical criteria to detect discontinuities, sharp gradients and spurious oscillations quickly and efficiently.
NASA Astrophysics Data System (ADS)
Shishkin, G. I.
2013-04-01
For a singularly perturbed parabolic convection-diffusion equation, the conditioning and stability of finite difference schemes on uniform meshes are analyzed. It is shown that a convergent standard monotone finite difference scheme on a uniform mesh is not ɛ-uniformly well conditioned or ɛ-uniformly stable to perturbations of the data of the grid problem (here, ɛ is a perturbation parameter, ɛ ∈ (0, 1]). An alternative finite difference scheme is proposed, namely, a scheme in which the discrete solution is decomposed into regular and singular components that solve grid subproblems considered on uniform meshes. It is shown that this solution decomposition scheme converges ɛ-uniformly in the maximum norm at an O( N -1ln N + N {0/-1}) rate, where N + 1 and N 0 + 1 are the numbers of grid nodes in x and t, respectively. This scheme is ɛ-uniformly well conditioned and ɛ-uniformly stable to perturbations of the data of the grid problem. The condition number of the solution decomposition scheme is of order O(δ-2lnδ-1 + δ{0/-1}); i.e., up to a logarithmic factor, it is the same as that of a classical scheme on uniform meshes in the case of a regular problem. Here, δ = N -1ln N and δ0 = N {0/-1} are the accuracies of the discrete solution in x and t, respectively.
Numerical pricing of options using high-order compact finite difference schemes
NASA Astrophysics Data System (ADS)
Tangman, D. Y.; Gopaul, A.; Bhuruth, M.
2008-09-01
We consider high-order compact (HOC) schemes for quasilinear parabolic partial differential equations to discretise the Black-Scholes PDE for the numerical pricing of European and American options. We show that for the heat equation with smooth initial conditions, the HOC schemes attain clear fourth-order convergence but fail if non-smooth payoff conditions are used. To restore the fourth-order convergence, we use a grid stretching that concentrates grid nodes at the strike price for European options. For an American option, an efficient procedure is also described to compute the option price, Greeks and the optimal exercise curve. Comparisons with a fourth-order non-compact scheme are also done. However, fourth-order convergence is not experienced with this strategy. To improve the convergence rate for American options, we discuss the use of a front-fixing transformation with the HOC scheme. We also show that the HOC scheme with grid stretching along the asset price dimension gives accurate numerical solutions for European options under stochastic volatility.
NASA Astrophysics Data System (ADS)
Wang, Cheng; Dong, XinZhuang; Shu, Chi-Wang
2015-10-01
For numerical simulation of detonation, computational cost using uniform meshes is large due to the vast separation in both time and space scales. Adaptive mesh refinement (AMR) is advantageous for problems with vastly different scales. This paper aims to propose an AMR method with high order accuracy for numerical investigation of multi-dimensional detonation. A well-designed AMR method based on finite difference weighted essentially non-oscillatory (WENO) scheme, named as AMR&WENO is proposed. A new cell-based data structure is used to organize the adaptive meshes. The new data structure makes it possible for cells to communicate with each other quickly and easily. In order to develop an AMR method with high order accuracy, high order prolongations in both space and time are utilized in the data prolongation procedure. Based on the message passing interface (MPI) platform, we have developed a workload balancing parallel AMR&WENO code using the Hilbert space-filling curve algorithm. Our numerical experiments with detonation simulations indicate that the AMR&WENO is accurate and has a high resolution. Moreover, we evaluate and compare the performance of the uniform mesh WENO scheme and the parallel AMR&WENO method. The comparison results provide us further insight into the high performance of the parallel AMR&WENO method.
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.
NASA Astrophysics Data System (ADS)
Volders, Kim
2010-09-01
This paper deals with stability in the numerical solution of general one-dimensional partial differential equations with variable coefficients. We will generalize stability results for central finite difference schemes on non-uniform grids that were obtained by In't Hout & Volders (2009) for the Black-Scholes equation. Subsequently we will apply our stability results to the CEV model.
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.
Ackleh, Azmy S; Ma, Baoling; Thibodeaux, Jeremy J
2013-09-01
We develop a second-order high-resolution finite difference scheme to approximate the solution of a mathematical model describing the within-host dynamics of malaria infection. The model consists of two nonlinear partial differential equations coupled with three nonlinear ordinary differential equations. Convergence of the numerical method to the unique weak solution with bounded total variation is proved. Numerical simulations demonstrating the achievement of the designed accuracy are presented. PMID:23541675
NASA Astrophysics Data System (ADS)
Maloney, James G.; Smith, Glenn S.; Scott, Waymond R., Jr.
1990-07-01
Two antennas are considered, a cylindrical monopole and a conical monopole. Both are driven through an image plane from a coaxial transmission line. Each of these antennas corresponds to a well-posed theoretical electromagnetic boundary value problem and a realizable experimental model. These antennas are analyzed by a straightforward application of the time-domain finite-difference method. The computed results for these antennas are shown to be in excellent agreement with accurate experimental measurements for both the time domain and the frequency domain. The graphical displays presented for the transient near-zone and far-zone radiation from these antennas provide physical insight into the radiation process.
A staggered mesh finite difference scheme for the computation of hypersonic Euler flows
NASA Technical Reports Server (NTRS)
Sanders, Richard
1991-01-01
A shock capturing finite difference method for systems of hyperbolic conservation laws is presented which avoids the need to solve Riemann problems while being competitive in performance with other current methods. A staggered spatial mesh is employed, so that complicated nonlinear waves generated at cell interfaces are averaged over cell interiors at the next time level. The full method combines to form a conservative version of the modified method of characteristics. The advantages of the method are discussed, and numerical results are presented for the two-dimensional double ellipse problem.
NASA Astrophysics Data System (ADS)
Li, Y.; Han, B.; Métivier, L.; Brossier, R.
2016-09-01
We investigate an optimal fourth-order staggered-grid finite-difference scheme for 3D frequency-domain viscoelastic wave modeling. An anti-lumped mass strategy is incorporated to minimize the numerical dispersion. The optimal finite-difference coefficients and the mass weighting coefficients are obtained by minimizing the misfit between the normalized phase velocities and the unity. An iterative damped least-squares method, the Levenberg-Marquardt algorithm, is utilized for the optimization. Dispersion analysis shows that the optimal fourth-order scheme presents less grid dispersion and anisotropy than the conventional fourth-order scheme with respect to different Poisson's ratios. Moreover, only 3.7 grid-points per minimum shear wavelength are required to keep the error of the group velocities below 1%. The memory cost is then greatly reduced due to a coarser sampling. A parallel iterative method named CARP-CG is used to solve the large ill-conditioned linear system for the frequency-domain modeling. Validations are conducted with respect to both the analytic viscoacoustic and viscoelastic solutions. Compared with the conventional fourth-order scheme, the optimal scheme generates wavefields having smaller error under the same discretization setups. Profiles of the wavefields are presented to confirm better agreement between the optimal results and the analytic solutions.
NASA Astrophysics Data System (ADS)
Appadu, A. R.
2016-06-01
An unconditionally positive definite scheme has been derived in [1] to approximate a linear advection-diffusion-reaction equation which models exponential travelling waves and the coefficients of advective, diffusive and reactive terms have been chosen as one. The scheme has been baptised as Unconditionally Positive Finite Difference (UPFD). In this work, we use the UPFD scheme to solve the advection-diffusion-reaction problem in [1] and we also extend our study to three other important regimes involved in this model. The temporal step size is varied while fixing the spatial step size. We compute some errors namely; L1 error, dispersion, dissipation errors. We also study the variation of the modulus of the exact amplification factor, modulus of amplification factor of the scheme and relative phase error, all vs the phase angle for the four different regimes.
NASA Astrophysics Data System (ADS)
Tan, Sirui; Huang, Lianjie
2014-11-01
For modeling scalar-wave propagation in geophysical problems using finite-difference schemes, optimizing the coefficients of the finite-difference operators can reduce numerical dispersion. Most optimized finite-difference schemes for modeling seismic-wave propagation suppress only spatial but not temporal dispersion errors. We develop a novel optimized finite-difference scheme for numerical scalar-wave modeling to control dispersion errors not only in space but also in time. Our optimized scheme is based on a new stencil that contains a few more grid points than the standard stencil. We design an objective function for minimizing relative errors of phase velocities of waves propagating in all directions within a given range of wavenumbers. Dispersion analysis and numerical examples demonstrate that our optimized finite-difference scheme is computationally up to 2.5 times faster than the optimized schemes using the standard stencil to achieve the similar modeling accuracy for a given 2D or 3D problem. Compared with the high-order finite-difference scheme using the same new stencil, our optimized scheme reduces 50 percent of the computational cost to achieve the similar modeling accuracy. This new optimized finite-difference scheme is particularly useful for large-scale 3D scalar-wave modeling and inversion.
Tan, Sirui; Huang, Lianjie
2014-11-01
For modeling scalar-wave propagation in geophysical problems using finite-difference schemes, optimizing the coefficients of the finite-difference operators can reduce numerical dispersion. Most optimized finite-difference schemes for modeling seismic-wave propagation suppress only spatial but not temporal dispersion errors. We develop a novel optimized finite-difference scheme for numerical scalar-wave modeling to control dispersion errors not only in space but also in time. Our optimized scheme is based on a new stencil that contains a few more grid points than the standard stencil. We design an objective function for minimizing relative errors of phase velocities of waves propagating in all directions within a given range of wavenumbers. Dispersion analysis and numerical examples demonstrate that our optimized finite-difference scheme is computationally up to 2.5 times faster than the optimized schemes using the standard stencil to achieve the similar modeling accuracy for a given 2D or 3D problem. Compared with the high-order finite-difference scheme using the same new stencil, our optimized scheme reduces 50 percent of the computational cost to achieve the similar modeling accuracy. This new optimized finite-difference scheme is particularly useful for large-scale 3D scalar-wave modeling and inversion.
NASA Technical Reports Server (NTRS)
Mostrel, M. M.
1988-01-01
New shock-capturing finite difference approximations for solving two scalar conservation law nonlinear partial differential equations describing inviscid, isentropic, compressible flows of aerodynamics at transonic speeds are presented. A global linear stability theorem is applied to these schemes in order to derive a necessary and sufficient condition for the finite element method. A technique is proposed to render the described approximations total variation-stable by applying the flux limiters to the nonlinear terms of the difference equation dimension by dimension. An entropy theorem applying to the approximations is proved, and an implicit, forward Euler-type time discretization of the approximation is presented. Results of some numerical experiments using the approximations are reported.
Temporal and spatial inconsistencies of time-split finite-difference schemes
NASA Technical Reports Server (NTRS)
Dwoyer, D. L.; Thames, F. C.
1981-01-01
The properties of an implicit time-split algorithm, which utilizes locally one dimensional spatial steps, are examined using the two-dimensional heat conduction equation as the test problem. Both temporal and spatial inconsistencies inherent in the scheme are identified. A consistent, implicit splitting approach is developed. The relationship between this method and other time-split implicit schemes is explained, and stability problems encountered with the method in three dimensions are discussed.
Son, Sang-Kil
2011-03-01
We introduce a new numerical grid-based method on unstructured grids in the three-dimensional real-space to investigate the electronic structure of polyatomic molecules. The Voronoi-cell finite difference (VFD) method realizes a discrete Laplacian operator based on Voronoi cells and their natural neighbors, featuring high adaptivity and simplicity. To resolve multicenter Coulomb singularity in all-electron calculations of polyatomic molecules, this method utilizes highly adaptive molecular grids which consist of spherical atomic grids. It provides accurate and efficient solutions for the Schroedinger equation and the Poisson equation with the all-electron Coulomb potentials regardless of the coordinate system and the molecular symmetry. For numerical examples, we assess accuracy of the VFD method for electronic structures of one-electron polyatomic systems, and apply the method to the density-functional theory for many-electron polyatomic molecules.
A convergent 2D finite-difference scheme for the Dirac–Poisson system and the simulation of graphene
Brinkman, D.; Heitzinger, C.; Markowich, P.A.
2014-01-15
We present a convergent finite-difference scheme of second order in both space and time for the 2D electromagnetic Dirac equation. We apply this method in the self-consistent Dirac–Poisson system to the simulation of graphene. The model is justified for low energies, where the particles have wave vectors sufficiently close to the Dirac points. In particular, we demonstrate that our method can be used to calculate solutions of the Dirac–Poisson system where potentials act as beam splitters or Veselago lenses.
Accuracy and stability of time-split finite-difference schemes
NASA Technical Reports Server (NTRS)
Dwoyer, D. L.; Thames, F. C.
1981-01-01
In a recently published work by Abarbanel and Gottlieb (1980), a new class of explicit time-split algorithms designed for application to the compressible Navier-Stokes equations was developed. These algorithms, which utilize locally-one-dimensional (LOD) spatial steps, were shown to possess stability characteristics superior to those of other time-split schemes. In the present work, the properties of an implicit LOD method, analogous to the Abarbanel-Gottlieb algorithm, are examined using the two-dimensional heat conduction equation as the test problem. Both temporal and spatial inconsistencies inherent in the scheme are identified, and a new consistent, implicit splitting approach is developed and applied to the linear Burgers' equation. The relationship between this new method and other time-split implicit schemes is explained and stability problems encountered with the method in three dimensions are discussed.
A finite difference scheme for the equilibrium equations of elastic bodies
NASA Technical Reports Server (NTRS)
Phillips, T. N.; Rose, M. E.
1984-01-01
A compact difference scheme is described for treating the first-order system of partial differential equations which describe the equilibrium equations of an elastic body. An algebraic simplification enables the solution to be obtained by standard direct or iterative techniques.
NASA Astrophysics Data System (ADS)
Liu, Yang; Sen, Mrinal K.
2011-09-01
Most conventional finite-difference methods adopt second-order temporal and (2M)th-order spatial finite-difference stencils to solve the 3D acoustic wave equation. When spatial finite-difference stencils devised from the time-space domain dispersion relation are used to replace these conventional spatial finite-difference stencils devised from the space domain dispersion relation, the accuracy of modelling can be increased from second-order along any directions to (2M)th-order along 48 directions. In addition, the conventional high-order spatial finite-difference modelling accuracy can be improved by using a truncated finite-difference scheme. In this paper, we combine the time-space domain dispersion-relation-based finite difference scheme and the truncated finite-difference scheme to obtain optimised spatial finite-difference coefficients and thus to significantly improve the modelling accuracy without increasing computational cost, compared with the conventional space domain dispersion-relation-based finite difference scheme. We developed absorbing boundary conditions for the 3D acoustic wave equation, based on predicting wavefield values in a transition area by weighing wavefield values from wave equations and one-way wave equations. Dispersion analyses demonstrate that high-order spatial finite-difference stencils have greater accuracy than low-order spatial finite-difference stencils for high frequency components of wavefields, and spatial finite-difference stencils devised in the time-space domain have greater precision than those devised in the space domain under the same discretisation. The modelling accuracy can be improved further by using the truncated spatial finite-difference stencils. Stability analyses show that spatial finite-difference stencils devised in the time-space domain have better stability condition. Numerical modelling experiments for homogeneous, horizontally layered and Society of Exploration Geophysicists/European Association of
NASA Technical Reports Server (NTRS)
Carpenter, Mark H.; Gottlieb, David; Abarbanel, Saul
1993-01-01
We present a systematic method for constructing boundary conditions (numerical and physical) of the required accuracy, for compact (Pade-like) high-order finite-difference schemes for hyperbolic systems. First, a roper summation-by-parts formula is found for the approximate derivative. A 'simultaneous approximation term' (SAT) is then introduced to treat the boundary conditions. This procedure leads to time-stable schemes even in the system case. An explicit construction of the fourth-order compact case is given. Numerical studies are presented to verify the efficacy of the approach.
NASA Technical Reports Server (NTRS)
Carpenter, Mark H.; Gottlieb, David; Abarbanel, Saul
1994-01-01
We present a systematic method for constructing boundary conditions (numerical and physical) of the required accuracy, for compact (Pade-like) high-order finite-difference schemes for hyperbolic systems. First a proper summation-by-parts formula is found for the approximate derivative. A 'simultaneous approximation term' is then introduced to treat the boundary conditions. This procedure leads to time-stable schemes even in the system case. An explicit construction of the fourth-order compact case is given. Numerical studies are presented to verify the efficacy of the approach.
NASA Technical Reports Server (NTRS)
Abarbanel, S.; Gottlieb, D.
1976-01-01
The paper considers the leap-frog finite-difference method (Kreiss and Oliger, 1973) for systems of partial differential equations of the form du/dt = dF/dx + dG/dy + dH/dz, where d denotes partial derivative, u is a q-component vector and a function of x, y, z, and t, and the vectors F, G, and H are functions of u only. The original leap-frog algorithm is shown to admit a modification that improves on the stability conditions for two and three dimensions by factors of 2 and 2.8, respectively, thereby permitting larger time steps. The scheme for three dimensions is considered optimal in the sense that it combines simple averaging and large time steps.
NASA Technical Reports Server (NTRS)
Bates, J. R.; Moorthi, S.; Higgins, R. W.
1993-01-01
An adiabatic global multilevel primitive equation model using a two time-level, semi-Lagrangian semi-implicit finite-difference integration scheme is presented. A Lorenz grid is used for vertical discretization and a C grid for the horizontal discretization. The momentum equation is discretized in vector form, thus avoiding problems near the poles. The 3D model equations are reduced by a linear transformation to a set of 2D elliptic equations, whose solution is found by means of an efficient direct solver. The model (with minimal physics) is integrated for 10 days starting from an initialized state derived from real data. A resolution of 16 levels in the vertical is used, with various horizontal resolutions. The model is found to be stable and efficient, and to give realistic output fields. Integrations with time steps of 10 min, 30 min, and 1 h are compared, and the differences are found to be acceptable.
NASA Astrophysics Data System (ADS)
Byun, Jaeseung; Bodony, Daniel; Pantano, Carlos
2014-11-01
Improved order-of-accuracy discretizations often require careful consideration of their numerical stability. We report on new high-order finite difference schemes using Summation-By-Parts (SBP) operators along with the Simultaneous-Approximation-Terms (SAT) boundary condition treatment for first and second-order spatial derivatives with variable coefficients. In particular, we present a highly accurate operator for SBP-SAT-based approximations of second-order derivatives with variable coefficients for Dirichlet and Neumann boundary conditions. These terms are responsible for approximating the physical dissipation of kinetic and thermal energy in a simulation, and contain grid metrics when the grid is curvilinear. Analysis using the Laplace transform method shows that strong stability is ensured with Dirichlet boundary conditions while weaker stability is obtained for Neumann boundary conditions. Furthermore, the benefits of the scheme is shown in the direct numerical simulation (DNS) of a Mach 1.5 compressible turbulent supersonic jet using curvilinear grids and skew-symmetric discretization. Particularly, we show that the improved methods allow minimization of the numerical filter often employed in these simulations and we discuss the qualities of the simulation.
NASA Technical Reports Server (NTRS)
Madavan, Nateri K.
1995-01-01
This report deals with the direct numerical simulation of transitional and turbulent flow at low Mach numbers using high-order-accurate finite-difference techniques. A computation of transition to turbulence of the spatially-evolving boundary layer on a heated flat plate in the presence of relatively high freestream turbulence was performed. The geometry and flow conditions were chosen to match earlier experiments. The development of the momentum and thermal boundary layers was documented. Velocity and temperature profiles, as well as distributions of skin friction, surface heat transfer rate, Reynolds shear stress, and turbulent heat flux, were shown to compare well with experiment. The results indicate that the essential features of the transition process have been captured. The numerical method used here can be applied to complex geometries in a straightforward manner.
NASA Technical Reports Server (NTRS)
Madavan, Nateri K.
1995-01-01
The work in this report was conducted at NASA Ames Research Center during the period from August 1993 to January 1995 deals with the direct numerical simulation of transitional and turbulent flow at low Mach numbers using high-order-accurate finite-difference techniques. A computation of transition to turbulence of the spatially-evolving boundary layer on a heated flat plate in the presence of relatively high freestream turbulence was performed. The geometry and flow conditions were chosen to match earlier experiments. The development of the momentum and thermal boundary layers was documented. Velocity and temperature profiles, as well as distributions of skin friction, surface heat transfer rate, Reynolds shear stress, and turbulent heat flux were shown to compare well with experiment. The numerical method used here can be applied to complex geometries in a straightforward manner.
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).
NASA Astrophysics Data System (ADS)
Martowicz, A.; Ruzzene, M.; Staszewski, W. J.; Rimoli, J. J.; Uhl, T.
2014-03-01
The work deals with the reduction of numerical dispersion in simulations of wave propagation in solids. The phenomenon of numerical dispersion naturally results from time and spatial discretization present in a numerical model of mechanical continuum. Although discretization itself makes possible to model wave propagation in structures with complicated geometries and made of different materials, it inevitably causes simulation errors when improper time and length scales are chosen for the simulations domains. Therefore, by definition, any characteristic parameter for spatial and time resolution must create limitations on maximal wavenumber and frequency for a numerical model. It should be however noted that expected increase of the model quality and its functionality in terms of affordable wavenumbers, frequencies and speeds should not be achieved merely by denser mesh and reduced time integration step. The computational cost would be simply unacceptable. The authors present a nonlocal finite difference scheme with the coefficients calculated applying a Fourier series, which allows for considerable reduction of numerical dispersion. There are presented the results of analyses for 2D models, with isotropic and anisotropic materials, fulfilling the planar stress state. Reduced numerical dispersion is shown in the dispersion surfaces for longitudinal and shear waves propagating for different directions with respect to the mesh orientation and without dramatic increase of required number of nonlocal interactions. A case with the propagation of longitudinal wave in composite material is studied with given referential solution of the initial value problem for verification of the time-domain outcomes. The work gives a perspective of modeling of any type of real material dispersion according to measurements and with assumed accuracy.
NASA Astrophysics Data System (ADS)
Dimitrov, Yuri M.; Vulkov, Lubin G.
2015-11-01
We construct a three-point compact finite difference scheme on a non-uniform mesh for the time-fractional Black-Scholes equation. We show that for special graded meshes used in finance, the Tavella-Randall and the quadratic meshes the numerical solution has a fourth-order accuracy in space. Numerical experiments are discussed.
NASA Technical Reports Server (NTRS)
Mickens, Ronald E.
1996-01-01
A large class of physical phenomena can be modeled by evolution and wave type Partial Differential Equations (PDE). Few of these equations have known explicit exact solutions. Finite-difference techniques are a popular method for constructing discrete representations of these equations for the purpose of numerical integration. However, the solutions to the difference equations often contain so called numerical instabilities; these are solutions to the difference equations that do not correspond to any solution of the PDE's. For explicit schemes, the elimination of this behavior requires functional relations to exist between the time and space steps-sizes. We show that such functional relations can be obtained for certain PDE's by use of a positivity condition. The PDE's studied are the Burgers, Fisher, and linearized Euler equations.
NASA Technical Reports Server (NTRS)
Campbell, W.
1981-01-01
A theoretical evaluation of the stability of an explicit finite difference solution of the transient temperature field in a composite medium is presented. The grid points of the field are assumed uniformly spaced, and media interfaces are either vertical or horizontal and pass through grid points. In addition, perfect contact between different media (infinite interfacial conductance) is assumed. A finite difference form of the conduction equation is not valid at media interfaces; therefore, heat balance forms are derived. These equations were subjected to stability analysis, and a computer graphics code was developed that permitted determination of a maximum time step for a given grid spacing.
NASA Technical Reports Server (NTRS)
Steger, J. L.; Dougherty, F. C.; Benek, J. A.
1983-01-01
A mesh system composed of multiple overset body-conforming grids is described for adapting finite-difference procedures to complex aircraft configurations. In this so-called 'chimera mesh,' a major grid is generated about a main component of the configuration and overset minor grids are used to resolve all other features. Methods for connecting overset multiple grids and modifications of flow-simulation algorithms are discussed. Computational tests in two dimensions indicate that the use of multiple overset grids can simplify the task of grid generation without an adverse effect on flow-field algorithms and computer code complexity.
NASA Astrophysics Data System (ADS)
Hammer, René; Pötz, Walter; Arnold, Anton
2014-01-01
A finite difference scheme is presented for the Dirac equation in (1+1)D. It can handle space- and time-dependent mass and potential terms and utilizes exact discrete transparent boundary conditions (DTBCs). Based on a space- and time-staggered leap-frog scheme it avoids fermion doubling and preserves the dispersion relation of the continuum problem for mass zero (Weyl equation) exactly. Considering boundary regions, each with a constant mass and potential term, the associated DTBCs are derived by first applying this finite difference scheme and then using the Z-transform in the discrete time variable. The resulting constant coefficient difference equation in space can be solved exactly on each of the two semi-infinite exterior domains. Admitting only solutions in l2 which vanish at infinity is equivalent to imposing outgoing boundary conditions. An inverse Z-transformation leads to exact DTBCs in form of a convolution in discrete time which suppress spurious reflections at the boundaries and enforce stability of the whole space-time scheme. An exactly preserved functional for the norm of the Dirac spinor on the staggered grid is presented. Simulations of Gaussian wave packets, leaving the computational domain without reflection, demonstrate the quality of the DTBCs numerically, as well as the importance of a faithful representation of the energy-momentum dispersion relation on a grid.
NASA Astrophysics Data System (ADS)
Im, Kichang; Mochimaru, Yoshihiro
A steady-state axisymmetric flow field of a liquid metal in a coreless induction furnace under an axisymmetric magnetic field is analyzed numerically, using a spectral finite difference method. Vorticity-stream function formulation is used in conjunction with Maxwell's equations, in a boundary-fitted coordinate system. For boundary conditions, both no-slip on the wall and no shear stress tensor on the free surface are used as dynamic conditions, and a field equivalent to the magnetic field induced by external coils is adopted as an electromagnetic field condition. Presented are streamlines, magnetic streamlines, and radial profiles of the axial velocity component at two Reynolds numbers for various parameters. It is found that the flow field varies remarkably according to the Reynolds number, the dimensionless height of the liquid metal, and the dimensionless height of external coils.
NASA Astrophysics Data System (ADS)
Son, Sang-Kil; Chu, Shih-I.
2008-05-01
We introduce a new computational method on unstructured grids in the three-dimensional (3D) spaces to investigate the electronic structure of polyatomic molecules. The Voronoi-cell finite difference (VFD) method realizes a simple discrete Laplacian operator on unstructured grids based on Voronoi cells and their natural neighbors. The feature of unstructured grids enables us to choose intuitive pictures for an optimal molecular grid system. The new VFD method achieves highly adaptability by the Voronoi-cell diagram and yet simplicity by the finite difference scheme. It has no limitation in local refinement of grids in the vicinity of nuclear positions and provides an explicit expression at each grid without any integration. This method augmented by unstructured molecular grids is suitable for solving the Schr"odinger equation with the realistic 3D Coulomb potentials regardless of symmetry of molecules. For numerical examples, we test accuracies for electronic structures of one-electron polyatomic systems: linear H2^+ and triangular H3^++. We also extend VFD to the density functional theory (DFT) for many-electron polyatomic molecules.
NASA Technical Reports Server (NTRS)
Kumar, A.; Rudy, D. H.; Drummond, J. P.; Harris, J. E.
1982-01-01
Several two- and three-dimensional external and internal flow problems solved on the STAR-100 and CYBER-203 vector processing computers are described. The flow field was described by the full Navier-Stokes equations which were then solved by explicit finite-difference algorithms. Problem results and computer system requirements are presented. Program organization and data base structure for three-dimensional computer codes which will eliminate or improve on page faulting, are discussed. Storage requirements for three-dimensional codes are reduced by calculating transformation metric data in each step. As a result, in-core grid points were increased in number by 50% to 150,000, with a 10% execution time increase. An assessment of current and future machine requirements shows that even on the CYBER-205 computer only a few problems can be solved realistically. Estimates reveal that the present situation is more storage limited than compute rate limited, but advancements in both storage and speed are essential to realistically calculate three-dimensional flow.
NASA Astrophysics Data System (ADS)
Kumar, A.; Rudy, D. H.; Drummond, J. P.; Harris, J. E.
1982-08-01
Several two- and three-dimensional external and internal flow problems solved on the STAR-100 and CYBER-203 vector processing computers are described. The flow field was described by the full Navier-Stokes equations which were then solved by explicit finite-difference algorithms. Problem results and computer system requirements are presented. Program organization and data base structure for three-dimensional computer codes which will eliminate or improve on page faulting, are discussed. Storage requirements for three-dimensional codes are reduced by calculating transformation metric data in each step. As a result, in-core grid points were increased in number by 50% to 150,000, with a 10% execution time increase. An assessment of current and future machine requirements shows that even on the CYBER-205 computer only a few problems can be solved realistically. Estimates reveal that the present situation is more storage limited than compute rate limited, but advancements in both storage and speed are essential to realistically calculate three-dimensional flow.
Higher-order accurate Osher schemes with application to compressible boundary layer stability
NASA Technical Reports Server (NTRS)
Vandervegt, J. J. W.
1993-01-01
Two fourth order accurate Osher schemes are presented which maintain higher order accuracy on nonuniform grids. They use either a conservative finite difference or finite volume discretization. Both methods are successfully used for direct numerical simulations of flat plate boundary layer instability at different Mach numbers. Results of growth rates of Tollmien-Schlichting waves compare well with direct simulations of incompressible flow and for compressible flow with results obtained by solving the parabolic stability equations.
Ackleh, Azmy S; Delcambre, Mark L; Sutton, Karyn L
2015-01-01
We present a second-order high-resolution finite difference scheme to approximate the solution of a mathematical model of the transmission dynamics of Mycobacterium marinum (Mm) in an aquatic environment. This work extends the numerical theory and continues the preliminary studies on the model first developed in Ackleh et al. [Structured models for the spread of Mycobacterium marinum: foundations for a numerical approximation scheme, Math. Biosci. Eng. 11 (2014), pp. 679-721]. Numerical simulations demonstrating the accuracy of the method are presented, and we compare this scheme to the first-order scheme developed in Ackleh et al. [Structured models for the spread of Mycobacterium marinum: foundations for a numerical approximation scheme, Math. Biosci. Eng. 11 (2014), pp. 679-721] to show that the first-order method requires significantly more computational time to provide solutions with a similar accuracy. We also demonstrated that the model can be a tool to understand surprising or nonintuitive phenomena regarding competitive advantage in the context of biologically realistic growth, birth and death rates. PMID:25271885
NASA Astrophysics Data System (ADS)
Volders, K.
2012-09-01
This paper concerns the numerical solution of the Black-Scholes PDE with a Neumann boundary condition on the right boundary. We consider finite difference schemes for the semi-discretization, which leads to a system of ODEs with corresponding matrix M. In this paper stability bounds for exp(tM) (t ≥ 0) are proved. A scaled version of the Euclidean norm, denoted by ‖ ṡ ‖H is considered. The advection and diffusion term of the PDE are analyzed separately. It turns out that the Neumann boundary condition leads to a growth of ‖exp(tM)‖H with the number of grid points m for the pure advection problem.
High Order Schemes in Bats-R-US for Faster and More Accurate Predictions
NASA Astrophysics Data System (ADS)
Chen, Y.; Toth, G.; Gombosi, T. I.
2014-12-01
BATS-R-US is a widely used global magnetohydrodynamics model that originally employed second order accurate TVD schemes combined with block based Adaptive Mesh Refinement (AMR) to achieve high resolution in the regions of interest. In the last years we have implemented fifth order accurate finite difference schemes CWENO5 and MP5 for uniform Cartesian grids. Now the high order schemes have been extended to generalized coordinates, including spherical grids and also to the non-uniform AMR grids including dynamic regridding. We present numerical tests that verify the preservation of free-stream solution and high-order accuracy as well as robust oscillation-free behavior near discontinuities. We apply the new high order accurate schemes to both heliospheric and magnetospheric simulations and show that it is robust and can achieve the same accuracy as the second order scheme with much less computational resources. This is especially important for space weather prediction that requires faster than real time code execution.
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.
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
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.
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.
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.
NASA Technical Reports Server (NTRS)
Venkatachari, Balaji Shankar; Streett, Craig L.; Chang, Chau-Lyan; Friedlander, David J.; Wang, Xiao-Yen; Chang, Sin-Chung
2016-01-01
Despite decades of development of unstructured mesh methods, high-fidelity time-accurate simulations are still predominantly carried out on structured, or unstructured hexahedral meshes by using high-order finite-difference, weighted essentially non-oscillatory (WENO), or hybrid schemes formed by their combinations. In this work, the space-time conservation element solution element (CESE) method is used to simulate several flow problems including supersonic jet/shock interaction and its impact on launch vehicle acoustics, and direct numerical simulations of turbulent flows using tetrahedral meshes. This paper provides a status report for the continuing development of the space-time conservation element solution element (CESE) numerical and software framework under the Revolutionary Computational Aerosciences (RCA) project. Solution accuracy and large-scale parallel performance of the numerical framework is assessed with the goal of providing a viable paradigm for future high-fidelity flow physics simulations.
Accurate Monotonicity - Preserving Schemes With Runge-Kutta Time Stepping
NASA Technical Reports Server (NTRS)
Suresh, A.; Huynh, H. T.
1997-01-01
A new class of high-order monotonicity-preserving schemes for the numerical solution of conservation laws is presented. The interface value in these schemes is obtained by limiting a higher-order polynominal reconstruction. The limiting is designed to preserve accuracy near extrema and to work well with Runge-Kutta time stepping. Computational efficiency is enhanced by a simple test that determines whether the limiting procedure is needed. For linear advection in one dimension, these schemes are shown as well as the Euler equations also confirm their high accuracy, good shock resolution, and computational efficiency.
High resolution schemes for hyperbolic conservation laws
NASA Technical Reports Server (NTRS)
Harten, A.
1983-01-01
A class of new explicit second order accurate finite difference schemes for the computation of weak solutions of hyperbolic conservation laws is presented. These highly nonlinear schemes are obtained by applying a nonoscillatory first order accurate scheme to an appropriately modified flux function. The so-derived second order accurate schemes achieve high resolution while preserving the robustness of the original nonoscillatory first order accurate scheme. Numerical experiments are presented to demonstrate the performance of these new schemes.
Uniqueness of a high-order accurate bicompact scheme for quasilinear hyperbolic equations
NASA Astrophysics Data System (ADS)
Bragin, M. D.; Rogov, B. V.
2014-05-01
The possibility of constructing new third- and fourth-order accurate differential-difference bicompact schemes is explored. The schemes are constructed for the one-dimensional quasilinear advection equation on a symmetric three-point spatial stencil. It is proved that this family of schemes consists of a single fourth-order accurate bicompact scheme. The result is extended to the case of an asymmetric three-point stencil.
Uniformly high-order accurate non-oscillatory schemes, 1
NASA Technical Reports Server (NTRS)
Harten, A.; Osher, S.
1985-01-01
The construction and the analysis of nonoscillatory shock capturing methods for the approximation of hyperbolic conservation laws was begun. These schemes share many desirable properties with total variation diminishing schemes (TVD), but TVD schemes have at most first order accuracy, in the sense of truncation error, at extreme of the solution. A uniformly second order approximation was constucted, which is nonoscillatory in the sense that the number of extrema of the discrete solution is not increasing in time. This is achieved via a nonoscillatory piecewise linear reconstruction of the solution from its cell averages, time evolution through an approximate solution of the resulting initial value problem, and averaging of this approximate solution over each cell.
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-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.
Highly accurate adaptive finite element schemes for nonlinear hyperbolic problems
NASA Astrophysics Data System (ADS)
Oden, J. T.
1992-08-01
This document is a final report of research activities supported under General Contract DAAL03-89-K-0120 between the Army Research Office and the University of Texas at Austin from July 1, 1989 through June 30, 1992. The project supported several Ph.D. students over the contract period, two of which are scheduled to complete dissertations during the 1992-93 academic year. Research results produced during the course of this effort led to 6 journal articles, 5 research reports, 4 conference papers and presentations, 1 book chapter, and two dissertations (nearing completion). It is felt that several significant advances were made during the course of this project that should have an impact on the field of numerical analysis of wave phenomena. These include the development of high-order, adaptive, hp-finite element methods for elastodynamic calculations and high-order schemes for linear and nonlinear hyperbolic systems. Also, a theory of multi-stage Taylor-Galerkin schemes was developed and implemented in the analysis of several wave propagation problems, and was configured within a general hp-adaptive strategy for these types of problems. Further details on research results and on areas requiring additional study are given in the Appendix.
NASA Astrophysics Data System (ADS)
Moiseev, N. Ya.
2011-04-01
An approach to the construction of high-order accurate monotone difference schemes for solving gasdynamic problems by Godunov's method with antidiffusion is proposed. Godunov's theorem on monotone schemes is used to construct a new antidiffusion flux limiter in high-order accurate difference schemes as applied to linear advection equations with constant coefficients. The efficiency of the approach is demonstrated by solving linear advection equations with constant coefficients and one-dimensional gasdynamic equations.
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
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)
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)
Rawlinson, N.; Sambridge, M.
2003-12-01
The accurate prediction of seismic traveltimes in layered media is required in many areas of seismology. In addition to simple refractions and reflections, complex phases comprising numerous transmission and reflection branches may exist; for instance, the so-called ``multiples" frequently identified in marine reflection seismology. We present a grid-based method for the accurate determination of multi-phase traveltimes in layered media of significant complexity. A finite difference eikonal solver known as the Fast Marching Method (FMM) is used to track wavefronts within a layer. FMM is a fast and unconditionally stable upwind scheme that is well suited to complex models, and can be used sequentially to track the multiple refraction and/or reflection branches of virtually any required phase. Although FMM was initially introduced as a first-order scheme, higher order operators can be used. A mixed-order scheme that preferentially uses second-order operators, but reverts to first-order operators when the required upwind traveltimes are unavailable, is one possibility. Despite improved accuracy, this scheme still suffers from first-order convergence due to high wavefront curvature and first-order accuracy in the vicinity of the source. To overcome this problem, we implement local grid refinement about the source. In order to retain stability, the edge of the refined grid conforms to the shape of the wavefront, so that information only flows out of the refined grid, and never back into it. Application of our new scheme to complex velocity media shows that grid refinement typically improves accuracy by an order of magnitude, with only a small increase in computation time ( ˜5%). Significantly, first-order convergence is replaced by near second-order convergence, even in media with velocity contrasts as large as 8:1. In one example, with a velocity grid defined by 257,121 nodes, reflection traveltimes from a strongly undulating interface were calculated with an error of
A third-order-accurate upwind scheme for Navier-Stokes solutions at high Reynolds numbers
NASA Astrophysics Data System (ADS)
Agarwal, R. K.
1981-01-01
A third-order-accurate upwind scheme is presented for solution of the steady two-dimensional Navier-Stokes equations in stream-function/vorticity form. The scheme is found to be accurate and stable at high Reynolds numbers. A series of test computations is performed on flows with large recirculating regions. In particular, highly accurate solutions are obtained for flow in a driven square cavity up to Reynolds numbers of 10,000. These computations are used to critically evaluate the accuracy of other existing first- and second-order-accurate upwind schemes. In addition, computations are carried out for flow in a channel with symmetric sudden expansion, flow in a channel with a symmetrically placed blunt base, and the flowfield of an impinging jet. Good agreement is obtained with the computations of other investigators as well as with the available experimental data.
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.
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.
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.
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.
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.
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.
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.
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.
NASA Technical Reports Server (NTRS)
Tadghighi, Hormoz; Hassan, Ahmed A.; Charles, Bruce
1990-01-01
The present numerical finite-difference scheme for helicopter blade-load prediction during realistic, self-generated three-dimensional blade-vortex interactions (BVI) derives the velocity field through a nonlinear superposition of the rotor flow-field yielded by the full potential rotor flow solver RFS2 for BVI, on the one hand, over the rotational vortex flow field computed with the Biot-Savart law. Despite the accurate prediction of the acoustic waveforms, peak amplitudes are found to have been persistently underpredicted. The inclusion of BVI noise source in the acoustic analysis significantly improved the perceived noise level-corrected tone prediction.
NASA Technical Reports Server (NTRS)
Steger, J. L.
1978-01-01
Although the Navier-Stokes equations describe most flows of interest in aerodynamics, the inviscid conservation law equations may be used for small regions with viscous forces. Thus, Euler equations and several time-accurate finite difference procedures, explicit and implicit, are discussed. Although implicit techniques require more computational work, they permit larger time steps to be taken without instability. It is noted that the Jacobian matrices for Euler equations in conservation-law form have certain eigenvalue-eigenvector properties which may be used to construct conservative-form coefficient matrices. This reduces the computation time of several implicit and semiimplicit schemes. Extensions of the basic approach to other areas are suggested.
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.
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.
Second-order accurate kinetic schemes for the ultra-relativistic Euler equations
NASA Astrophysics Data System (ADS)
Kunik, Matthias; Qamar, Shamsul; Warnecke, Gerald
2003-12-01
A second-order accurate kinetic scheme for the numerical solution of the relativistic Euler equations is presented. These equations describe the flow of a perfect fluid in terms of the particle density n, the spatial part of the four-velocity u and the pressure p. The kinetic scheme, is based on the well-known fact that the relativistic Euler equations are the moments of the relativistic Boltzmann equation of the kinetic theory of gases when the distribution function is a relativistic Maxwellian. The kinetic scheme consists of two phases, the convection phase (free-flight) and collision phase. The velocity distribution function at the end of the free-flight is the solution of the collisionless transport equation. The collision phase instantaneously relaxes the distribution to the local Maxwellian distribution. The fluid dynamic variables of density, velocity, and internal energy are obtained as moments of the velocity distribution function at the end of the free-flight phase. The scheme presented here is an explicit method and unconditionally stable. The conservation laws of mass, momentum and energy as well as the entropy inequality are everywhere exactly satisfied by the solution of the kinetic scheme. The scheme also satisfies positivity and L1-stability. The scheme can be easily made into a total variation diminishing method for the distribution function through a suitable choice of the interpolation strategy. In the numerical case studies the results obtained from the first- and second-order kinetic schemes are compared with the first- and second-order upwind and central schemes. We also calculate the experimental order of convergence and numerical L1-stability of the scheme for smooth initial data.
High-resolution schemes for hyperbolic conservation laws
NASA Technical Reports Server (NTRS)
Harten, A.
1982-01-01
A class of new explicit second order accurate finite difference schemes for the computation of weak solutions of hyperbolic conservation laws is presented. These highly nonlinear schemes are obtained by applying a nonoscillatory first order accurae scheme to an appropriately modified flux function. The so derived second order accurate schemes achieve high resolution while preserving the robustness of the original nonoscillatory first order accurate scheme.
NASA Astrophysics Data System (ADS)
Lee, Dongwook
2013-06-01
In this paper, we extend the unsplit staggered mesh scheme (USM) for 2D magnetohydrodynamics (MHD) [D. Lee, A.E. Deane, An unsplit staggered mesh scheme for multidimensional magnetohydrodynamics, J. Comput. Phys. 228 (2009) 952-975] to a full 3D MHD scheme. The scheme is a finite-volume Godunov method consisting of a constrained transport (CT) method and an efficient and accurate single-step, directionally unsplit multidimensional data reconstruction-evolution algorithm, which extends Colella's original 2D corner transport upwind (CTU) method [P. Colella, Multidimensional upwind methods for hyperbolic conservation laws, J. Comput. Phys. 87 (1990) 446-466]. We present two types of data reconstruction-evolution algorithms for 3D: (1) a reduced CTU scheme and (2) a full CTU scheme. The reduced 3D CTU scheme is a variant of a simple 3D extension of Collela's 2D CTU method and is considered as a direct extension from the 2D USM scheme. The full 3D CTU scheme is our primary 3D solver which includes all multidimensional cross-derivative terms for stability. The latter method is logically analogous to the 3D unsplit CTU method by Saltzman [J. Saltzman, An unsplit 3D upwind method for hyperbolic conservation laws, J. Comput. Phys. 115 (1994) 153-168]. The major novelties in our algorithms are twofold. First, we extend the reduced CTU scheme to the full CTU scheme which is able to run with CFL numbers close to unity. Both methods utilize the transverse update technique developed in the 2D USM algorithm to account for transverse fluxes without solving intermediate Riemann problems, which in turn gives cost-effective 3D methods by reducing the total number of Riemann solves. The proposed algorithms are simple and efficient especially when including multidimensional MHD terms that maintain in-plane magnetic field dynamics. Second, we introduce a new CT scheme that makes use of proper upwind information in taking averages of electric fields. Our 3D USM schemes can be easily
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.
A time accurate finite volume high resolution scheme for three dimensional Navier-Stokes equations
NASA Technical Reports Server (NTRS)
Liou, Meng-Sing; Hsu, Andrew T.
1989-01-01
A time accurate, three-dimensional, finite volume, high resolution scheme for solving the compressible full Navier-Stokes equations is presented. The present derivation is based on the upwind split formulas, specifically with the application of Roe's (1981) flux difference splitting. A high-order accurate (up to the third order) upwind interpolation formula for the inviscid terms is derived to account for nonuniform meshes. For the viscous terms, discretizations consistent with the finite volume concept are described. A variant of second-order time accurate method is proposed that utilizes identical procedures in both the predictor and corrector steps. Avoiding the definition of midpoint gives a consistent and easy procedure, in the framework of finite volume discretization, for treating viscous transport terms in the curvilinear coordinates. For the boundary cells, a new treatment is introduced that not only avoids the use of 'ghost cells' and the associated problems, but also satisfies the tangency conditions exactly and allows easy definition of viscous transport terms at the first interface next to the boundary cells. Numerical tests of steady and unsteady high speed flows show that the present scheme gives accurate solutions.
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.
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.
A Review of High-Order and Optimized Finite-Difference Methods for Simulating Linear Wave Phenomena
NASA Technical Reports Server (NTRS)
Zingg, David W.
1996-01-01
This paper presents a review of high-order and optimized finite-difference methods for numerically simulating the propagation and scattering of linear waves, such as electromagnetic, acoustic, or elastic waves. The spatial operators reviewed include compact schemes, non-compact schemes, schemes on staggered grids, and schemes which are optimized to produce specific characteristics. The time-marching methods discussed include Runge-Kutta methods, Adams-Bashforth methods, and the leapfrog method. In addition, the following fourth-order fully-discrete finite-difference methods are considered: a one-step implicit scheme with a three-point spatial stencil, a one-step explicit scheme with a five-point spatial stencil, and a two-step explicit scheme with a five-point spatial stencil. For each method studied, the number of grid points per wavelength required for accurate simulation of wave propagation over large distances is presented. Recommendations are made with respect to the suitability of the methods for specific problems and practical aspects of their use, such as appropriate Courant numbers and grid densities. Avenues for future research are suggested.
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.
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.
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.
Time accurate application of the MacCormack 2-4 scheme on massively parallel computers
NASA Technical Reports Server (NTRS)
Hudson, Dale A.; Long, Lyle N.
1995-01-01
Many recent computational efforts in turbulence and acoustics research have used higher order numerical algorithms. One popular method has been the explicit MacCormack 2-4 scheme. The MacCormack 2-4 scheme is second order accurate in time and fourth order accurate in space, and is stable for CFL's below 2/3. Current research has shown that the method can give accurate results but does exhibit significant Gibbs phenomena at sharp discontinuities. The impact of adding Jameson type second, third, and fourth order artificial viscosity was examined here. Category 2 problems, the nonlinear traveling wave and the Riemann problem, were computed using a CFL number of 0.25. This research has found that dispersion errors can be significantly reduced or nearly eliminated by using a combination of second and third order terms in the damping. Use of second and fourth order terms reduced the magnitude of dispersion errors but not as effectively as the second and third order combination. The program was coded using Thinking Machine's CM Fortran, a variant of Fortran 90/High Performance Fortran, and was executed on a 2K CM-200. Simple extrapolation boundary conditions were used for both problems.
Geometrically invariant and high capacity image watermarking scheme using accurate radial transform
NASA Astrophysics Data System (ADS)
Singh, Chandan; Ranade, Sukhjeet K.
2013-12-01
Angular radial transform (ART) is a region based descriptor and possesses many attractive features such as rotation invariance, low computational complexity and resilience to noise which make them more suitable for invariant image watermarking than that of many transform domain based image watermarking techniques. In this paper, we introduce ART for fast and geometrically invariant image watermarking scheme with high embedding capacity. We also develop an accurate and fast framework for the computation of ART coefficients based on Gaussian quadrature numerical integration, 8-way symmetry/anti-symmetry properties and recursive relations for the calculation of sinusoidal kernel functions. ART coefficients so computed are then used for embedding the binary watermark using dither modulation. Experimental studies reveal that the proposed watermarking scheme not only provides better robustness against geometric transformations and other signal processing distortions, but also has superior advantages over the existing ones in terms of embedding capacity, speed and visual imperceptibility.
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
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.
Orbital Advection by Interpolation: A Fast and Accurate Numerical Scheme for Super-Fast MHD Flows
Johnson, B M; Guan, X; Gammie, F
2008-04-11
In numerical models of thin astrophysical disks that use an Eulerian scheme, gas orbits supersonically through a fixed grid. As a result the timestep is sharply limited by the Courant condition. Also, because the mean flow speed with respect to the grid varies with position, the truncation error varies systematically with position. For hydrodynamic (unmagnetized) disks an algorithm called FARGO has been developed that advects the gas along its mean orbit using a separate interpolation substep. This relaxes the constraint imposed by the Courant condition, which now depends only on the peculiar velocity of the gas, and results in a truncation error that is more nearly independent of position. This paper describes a FARGO-like algorithm suitable for evolving magnetized disks. Our method is second order accurate on a smooth flow and preserves {del} {center_dot} B = 0 to machine precision. The main restriction is that B must be discretized on a staggered mesh. We give a detailed description of an implementation of the code and demonstrate that it produces the expected results on linear and nonlinear problems. We also point out how the scheme might be generalized to make the integration of other supersonic/super-fast flows more efficient. Although our scheme reduces the variation of truncation error with position, it does not eliminate it. We show that the residual position dependence leads to characteristic radial variations in the density over long integrations.
Development of highly accurate approximate scheme for computing the charge transfer integral.
Pershin, Anton; Szalay, Péter G
2015-08-21
The charge transfer integral is a key parameter required by various theoretical models to describe charge transport properties, e.g., in organic semiconductors. The accuracy of this important property depends on several factors, which include the level of electronic structure theory and internal simplifications of the applied formalism. The goal of this paper is to identify the performance of various approximate approaches of the latter category, while using the high level equation-of-motion coupled cluster theory for the electronic structure. The calculations have been performed on the ethylene dimer as one of the simplest model systems. By studying different spatial perturbations, it was shown that while both energy split in dimer and fragment charge difference methods are equivalent with the exact formulation for symmetrical displacements, they are less efficient when describing transfer integral along the asymmetric alteration coordinate. Since the "exact" scheme was found computationally expensive, we examine the possibility to obtain the asymmetric fluctuation of the transfer integral by a Taylor expansion along the coordinate space. By exploring the efficiency of this novel approach, we show that the Taylor expansion scheme represents an attractive alternative to the "exact" calculations due to a substantial reduction of computational costs, when a considerably large region of the potential energy surface is of interest. Moreover, we show that the Taylor expansion scheme, irrespective of the dimer symmetry, is very accurate for the entire range of geometry fluctuations that cover the space the molecule accesses at room temperature. PMID:26298117
Development of highly accurate approximate scheme for computing the charge transfer integral
Pershin, Anton; Szalay, Péter G.
2015-08-21
The charge transfer integral is a key parameter required by various theoretical models to describe charge transport properties, e.g., in organic semiconductors. The accuracy of this important property depends on several factors, which include the level of electronic structure theory and internal simplifications of the applied formalism. The goal of this paper is to identify the performance of various approximate approaches of the latter category, while using the high level equation-of-motion coupled cluster theory for the electronic structure. The calculations have been performed on the ethylene dimer as one of the simplest model systems. By studying different spatial perturbations, it was shown that while both energy split in dimer and fragment charge difference methods are equivalent with the exact formulation for symmetrical displacements, they are less efficient when describing transfer integral along the asymmetric alteration coordinate. Since the “exact” scheme was found computationally expensive, we examine the possibility to obtain the asymmetric fluctuation of the transfer integral by a Taylor expansion along the coordinate space. By exploring the efficiency of this novel approach, we show that the Taylor expansion scheme represents an attractive alternative to the “exact” calculations due to a substantial reduction of computational costs, when a considerably large region of the potential energy surface is of interest. Moreover, we show that the Taylor expansion scheme, irrespective of the dimer symmetry, is very accurate for the entire range of geometry fluctuations that cover the space the molecule accesses at room temperature.
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
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.
Ewing, R.E.; Saevareid, O.; Shen, J.
1994-12-31
A multigrid algorithm for the cell-centered finite difference on equilateral triangular grids for solving second-order elliptic problems is proposed. This finite difference is a four-point star stencil in a two-dimensional domain and a five-point star stencil in a three dimensional domain. According to the authors analysis, the advantages of this finite difference are that it is an O(h{sup 2})-order accurate numerical scheme for both the solution and derivatives on equilateral triangular grids, the structure of the scheme is perhaps the simplest, and its corresponding multigrid algorithm is easily constructed with an optimal convergence rate. They are interested in relaxation of the equilateral triangular grid condition to certain general triangular grids and the application of this multigrid algorithm as a numerically reasonable preconditioner for the lowest-order Raviart-Thomas mixed triangular finite element method. Numerical test results are presented to demonstrate their analytical results and to investigate the applications of this multigrid algorithm on general triangular grids.
Physically Accurate Soil Freeze-Thaw Processes in a Global Land Surface Scheme
NASA Astrophysics Data System (ADS)
Cuntz, Matthias; Haverd, Vanessa
2014-05-01
Transfer of energy and moisture in frozen soil, and hence the active layer depth, are strongly influenced by the soil freezing curve which specifies liquid moisture content as a function of temperature. However, the curve is typically not represented in global land surface models, with less physically-based approximations being used instead. In this work, we develop a physically accurate model of soil freeze-thaw processes, suitable for use in a global land surface scheme. We incorporated soil freeze-thaw processes into an existing detailed model for the transfer of heat, liquid water and water vapor in soils, including isotope diagnostics - Soil-Litter-Iso (SLI, Haverd & Cuntz 2010), which has been used successfully for water and carbon balances of the Australian continent (Haverd et al. 2013). A unique feature of SLI is that fluxes of energy and moisture are coupled using a single system of linear equations. The extension to include freeze-thaw processes and snow maintains this elegant coupling, requiring only coefficients in the linear equations to be modified. No impedance factor for hydraulic conductivity is needed because of the formulation by matric flux potential rather than pressure head. Iterations are avoided which results in the same computational speed as without freezing. The extended model is evaluated extensively in stand-alone mode (against theoretical predictions, lab experiments and field data) and as part of the CABLE global land surface scheme. SLI accurately solves the classical Stefan problem of a homogeneous medium undergoing a phase change. The model also accurately reproduces the freezing front, which is observed in laboratory experiments (Hansson et al. 2004). SLI was further tested against observations at a permafrost site in Tibet (Weismüller et al. 2011). It reproduces seasonal thawing and freezing of the active layer to within 3 K of the observed soil temperature and to within 10% of the observed volumetric liquid soil moisture
Physically Accurate Soil Freeze-Thaw Processes in a Global Land Surface Scheme
NASA Astrophysics Data System (ADS)
Cuntz, M.; Haverd, V.
2013-12-01
Transfer of energy and moisture in frozen soil, and hence the active layer depth, are strongly influenced by the soil freezing curve which specifies liquid moisture content as a function of temperature. However, the curve is typically not represented in global land surface models, with less physically-based approximations being used instead. In this work, we develop a physically accurate model of soil freeze-thaw processes, suitable for use in a global land surface scheme. We incorporated soil freeze-thaw processes into an existing detailed model for the transfer of heat, liquid water and water vapor in soils, including isotope diagnostics - Soil-Litter-Iso (SLI, Haverd & Cuntz 2010), which has been used successfully for water and carbon balances of the Australian continent (Haverd et al. 2013). A unique feature of SLI is that fluxes of energy and moisture are coupled using a single system of linear equations. The extension to include freeze-thaw processes and snow maintains this elegant coupling, requiring only coefficients in the linear equations to be modified. No impedance factor for hydraulic conductivity is needed because of the formulation by matric flux potential rather than pressure head. Iterations are avoided which results in the same computational speed as without freezing. The extended model is evaluated extensively in stand-alone mode (against theoretical predictions, lab experiments and field data) and as part of the CABLE global land surface scheme. SLI accurately solves the classical Stefan problem of a homogeneous medium undergoing a phase change. The model also accurately reproduces the freezing front, which is observed in laboratory experiments (Hansson et al. 2004). SLI was further tested against observations at a permafrost site in Tibet (Weismüller et al. 2011). It reproduces seasonal thawing and freezing of the active layer to within 3 K of the observed soil temperature and to within 10% of the observed volumetric liquid soil moisture
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.
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.
A fast high-order finite difference algorithm for pricing American options
NASA Astrophysics Data System (ADS)
Tangman, D. Y.; Gopaul, A.; Bhuruth, M.
2008-12-01
We describe an improvement of Han and Wu's algorithm [H. Han, X.Wu, A fast numerical method for the Black-Scholes equation of American options, SIAM J. Numer. Anal. 41 (6) (2003) 2081-2095] for American options. A high-order optimal compact scheme is used to discretise the transformed Black-Scholes PDE under a singularity separating framework. A more accurate free boundary location based on the smooth pasting condition and the use of a non-uniform grid with a modified tridiagonal solver lead to an efficient implementation of the free boundary value problem. Extensive numerical experiments show that the new finite difference algorithm converges rapidly and numerical solutions with good accuracy are obtained. Comparisons with some recently proposed methods for the American options problem are carried out to show the advantage of our numerical method.
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.
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.
A coarse-mesh nodal method-diffusive-mesh finite difference method
Joo, H.; Nichols, W.R.
1994-05-01
Modern nodal methods have been successfully used for conventional light water reactor core analyses where the homogenized, node average cross sections (XSs) and the flux discontinuity factors (DFs) based on equivalence theory can reliably predict core behavior. For other types of cores and other geometries characterized by tightly-coupled, heterogeneous core configurations, the intranodal flux shapes obtained from a homogenized nodal problem may not accurately portray steep flux gradients near fuel assembly interfaces or various reactivity control elements. This may require extreme values of DFs (either very large, very small, or even negative) to achieve a desired solution accuracy. Extreme values of DFs, however, can disrupt the convergence of the iterative methods used to solve for the node average fluxes, and can lead to a difficulty in interpolating adjacent DF values. Several attempts to remedy the problem have been made, but nothing has been satisfactory. A new coarse-mesh nodal scheme called the Diffusive-Mesh Finite Difference (DMFD) technique, as contrasted with the coarse-mesh finite difference (CMFD) technique, has been developed to resolve this problem. This new technique and the development of a few-group, multidimensional kinetics computer program are described in this paper.
Kudryavtsev, Oleg
2013-01-01
In the paper, we consider the problem of pricing options in wide classes of Lévy processes. We propose a general approach to the numerical methods based on a finite difference approximation for the generalized Black-Scholes equation. The goal of the paper is to incorporate the Wiener-Hopf factorization into finite difference methods for pricing options in Lévy models with jumps. The method is applicable for pricing barrier and American options. The pricing problem is reduced to the sequence of linear algebraic systems with a dense Toeplitz matrix; then the Wiener-Hopf factorization method is applied. We give an important probabilistic interpretation based on the infinitely divisible distributions theory to the Laurent operators in the correspondent factorization identity. Notice that our algorithm has the same complexity as the ones which use the explicit-implicit scheme, with a tridiagonal matrix. However, our method is more accurate. We support the advantage of the new method in terms of accuracy and convergence by using numerical experiments. PMID:24489518
2013-01-01
In the paper, we consider the problem of pricing options in wide classes of Lévy processes. We propose a general approach to the numerical methods based on a finite difference approximation for the generalized Black-Scholes equation. The goal of the paper is to incorporate the Wiener-Hopf factorization into finite difference methods for pricing options in Lévy models with jumps. The method is applicable for pricing barrier and American options. The pricing problem is reduced to the sequence of linear algebraic systems with a dense Toeplitz matrix; then the Wiener-Hopf factorization method is applied. We give an important probabilistic interpretation based on the infinitely divisible distributions theory to the Laurent operators in the correspondent factorization identity. Notice that our algorithm has the same complexity as the ones which use the explicit-implicit scheme, with a tridiagonal matrix. However, our method is more accurate. We support the advantage of the new method in terms of accuracy and convergence by using numerical experiments. PMID:24489518
Accuracy issues in the finite difference time domain simulation of photomask scattering
NASA Astrophysics Data System (ADS)
Pistor, Thomas V.
2001-09-01
As the use of electromagnetic simulation in lithography increases, accuracy issues are uncovered and must be addressed. A proper understanding of these issues can allow the lithographer to avoid pitfalls in electromagnetic simulation and to know what can and can not be accurately simulated. This paper addresses the important accuracy issues related to the simulation of photomask scattering using the Finite Difference Time Domain (FDTD) method. Errors related to discretization and periodic boundary conditions are discussed. Discretization-related issues arise when derivatives are replaced by finite differences and when integrals are replaced by summations. These approximations can lead to mask features that do not have exact dimensions. The effects of discretization error on phase wells and thin films are shown. The reflectivity of certain thin film layers is seen to be very sensitive to the layer thickness. Simulation experiments and theory are used to determine how fine a discretization is necessary and various discretization schemes that help minimize error are presented. Boundary-condition-related errors arise from the use of periodic boundary conditions when simulating isolated mask features. The effects of periodic boundary conditions are assessed through the use of simulation experiments. All errors are associated with an ever-present trade-off between accuracy and computational resources. However, choosing the cell size wisely can, in many cases, minimize error without significantly increasing computation resource requirements.
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.
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.
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.
Calculations of steady and transient channel flows with a time-accurate L-U factorization scheme
NASA Technical Reports Server (NTRS)
Kim, S.-W.
1991-01-01
Calculations of steady and unsteady, transonic, turbulent channel flows with a time accurate, lower-upper (L-U) factorization scheme are presented. The L-U factorization scheme is formally second-order accurate in time and space, and it is an extension of the steady state flow solver (RPLUS) used extensively to solve compressible flows. A time discretization method and the implementation of a consistent boundary condition specific to the L-U factorization scheme are also presented. The turbulence is described by the Baldwin-Lomax algebraic turbulence model. The present L-U scheme yields stable numerical results with the use of much smaller artificial dissipations than those used in the previous steady flow solver for steady and unsteady channel flows. The capability to solve time dependent flows is shown by solving very weakly excited and strongly excited, forced oscillatory, channel flows.
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
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.
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.
Zhao, Shan; Wei, G. W.
2010-01-01
SUMMARY High-order central finite difference schemes encounter great difficulties in implementing complex boundary conditions. This paper introduces the matched interface and boundary (MIB) method as a novel boundary scheme to treat various general boundary conditions in arbitrarily high-order central finite difference schemes. To attain arbitrarily high order, the MIB method accurately extends the solution beyond the boundary by repeatedly enforcing only the original set of boundary conditions. The proposed approach is extensively validated via boundary value problems, initial-boundary value problems, eigenvalue problems, and high-order differential equations. Successful implementations are given to not only Dirichlet, Neumann, and Robin boundary conditions, but also more general ones, such as multiple boundary conditions in high-order differential equations and time-dependent boundary conditions in evolution equations. Detailed stability analysis of the MIB method is carried out. The MIB method is shown to be able to deliver high-order accuracy, while maintaining the same or similar stability conditions of the standard high-order central difference approximations. The application of the proposed MIB method to the boundary treatment of other non-standard high-order methods is also considered. PMID:20485574
Finite-difference modeling of Biot's poroelastic equations across all frequencies
Masson, Y.J.; Pride, S.R.
2009-10-22
An explicit time-stepping finite-difference scheme is presented for solving Biot's equations of poroelasticity across the entire band of frequencies. In the general case for which viscous boundary layers in the pores must be accounted for, the time-domain version of Darcy's law contains a convolution integral. It is shown how to efficiently and directly perform the convolution so that the Darcy velocity can be properly updated at each time step. At frequencies that are low enough compared to the onset of viscous boundary layers, no memory terms are required. At higher frequencies, the number of memory terms required is the same as the number of time points it takes to sample accurately the wavelet being used. In practice, we never use more than 20 memory terms and often considerably fewer. Allowing for the convolution makes the scheme even more stable (even larger time steps might be used) than it is when the convolution is entirely neglected. The accuracy of the scheme is confirmed by comparing numerical examples to exact analytic results.
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.
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.
NASA Technical Reports Server (NTRS)
Beam, R. M.; Warming, R. F.
1976-01-01
An implicit finite-difference scheme is developed for the efficient numerical solution of nonlinear hyperbolic systems in conservation-law form. The algorithm is second-order time-accurate, noniterative, and in a spatially factored form. Second- or fourth-order central and second-order one-sided spatial differencing are accommodated within the solution of a block tridiagonal system of equations. Significant conceptual and computational simplifications are made for systems whose flux vectors are homogeneous functions (of degree one), e.g., the Eulerian gasdynamic equations. Conservative hybrid schemes, which switch from central to one-sided spatial differencing whenever the local characteristic speeds are of the same sign, are constructed to improve the resolution of weak solutions. Numerical solutions are presented for a nonlinear scalar model equation and the two-dimensional Eulerian gasdynamic equations.
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 New Time-Space Accurate Scheme for Hyperbolic Problems. 1; Quasi-Explicit Case
NASA Technical Reports Server (NTRS)
Sidilkover, David
1998-01-01
This paper presents a new discretization scheme for hyperbolic systems of conservations laws. It satisfies the TVD property and relies on the new high-resolution mechanism which is compatible with the genuinely multidimensional approach proposed recently. This work can be regarded as a first step towards extending the genuinely multidimensional approach to unsteady problems. Discontinuity capturing capabilities and accuracy of the scheme are verified by a set of numerical tests.
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 Technical Reports Server (NTRS)
Liu, C.; Liu, Z.
1993-01-01
The high order finite difference and multigrid methods have been successfully applied to direct numerical simulation (DNS) for flow transition in 3D channels and 3D boundary layers with 2D and 3D isolated and distributed roughness in a curvilinear coordinate system. A fourth-order finite difference technique on stretched and staggered grids, a fully-implicit time marching scheme, a semicoarsening multigrid method associated with line distributive relaxation scheme, and a new treatment of the outflow boundary condition, which needs only a very short buffer domain to damp all wave reflection, are developed. These approaches make the multigrid DNS code very accurate and efficient. This makes us not only able to do spatial DNS for the 3D channel and flat plate at low computational costs, but also able to do spatial DNS for transition in the 3D boundary layer with 3D single and multiple roughness elements. Numerical results show good agreement with the linear stability theory, the secondary instability theory, and a number of laboratory experiments.
NASA Astrophysics Data System (ADS)
Moiseev, N. Ya.; Silant'eva, I. Yu.
2009-05-01
A technique is proposed for improving the accuracy of the Godunov method as applied to gasdynamic simulations in one dimension. The underlying idea is the reconstruction of fluxes arsoss cell boundaries (“large” values) by using antidiffusion corrections, which are obtained by analyzing the differential approximation of the schemes. In contrast to other approaches, the reconstructed values are not the initial data but rather large values calculated by solving the Riemann problem. The approach is efficient and yields higher accuracy difference schemes with a high resolution.
Erwin, Andrew; Sup, Frank C
2015-01-01
In this paper, a novel haptic feedback scheme, used for accurately positioning a 1DOF virtual wrist prosthesis through sensory substitution, is presented. The scheme employs a three-node tactor array and discretely and selectively modulates the stimulation frequency of each tactor to relay 11 discrete haptic stimuli to the user. Able-bodied participants were able to move the virtual wrist prosthesis via a surface electromyography based controller. The participants evaluated the feedback scheme without visual or audio feedback and relied solely on the haptic feedback alone to correctly position the hand. The scheme was evaluated through both normal (perpendicular) and shear (lateral) stimulations applied on the forearm. Normal stimulations were applied through a prototype device previously developed by the authors while shear stimulations were generated using an ubiquitous coin motor vibrotactor. Trials with no feedback served as a baseline to compare results within the study and to the literature. The results indicated that using normal and shear stimulations resulted in accurately positioning the virtual wrist, but were not significantly different. Using haptic feedback was substantially better than no feedback. The results found in this study are significant since the feedback scheme allows for using relatively few tactors to relay rich haptic information to the user and can be learned easily despite a relatively short amount of training. Additionally, the results are important for the haptic community since they contradict the common conception in the literature that normal stimulation is inferior to shear. From an ergonomic perspective normal stimulation has the potential to benefit upper limb amputees since it can operate at lower frequencies than shear-based vibrotactors while also generating less noise. Through further tuning of the novel haptic feedback scheme and normal stimulation device, a compact and comfortable sensory substitution device for upper
Erwin, Andrew; Sup, Frank C.
2015-01-01
In this paper, a novel haptic feedback scheme, used for accurately positioning a 1DOF virtual wrist prosthesis through sensory substitution, is presented. The scheme employs a three-node tactor array and discretely and selectively modulates the stimulation frequency of each tactor to relay 11 discrete haptic stimuli to the user. Able-bodied participants were able to move the virtual wrist prosthesis via a surface electromyography based controller. The participants evaluated the feedback scheme without visual or audio feedback and relied solely on the haptic feedback alone to correctly position the hand. The scheme was evaluated through both normal (perpendicular) and shear (lateral) stimulations applied on the forearm. Normal stimulations were applied through a prototype device previously developed by the authors while shear stimulations were generated using an ubiquitous coin motor vibrotactor. Trials with no feedback served as a baseline to compare results within the study and to the literature. The results indicated that using normal and shear stimulations resulted in accurately positioning the virtual wrist, but were not significantly different. Using haptic feedback was substantially better than no feedback. The results found in this study are significant since the feedback scheme allows for using relatively few tactors to relay rich haptic information to the user and can be learned easily despite a relatively short amount of training. Additionally, the results are important for the haptic community since they contradict the common conception in the literature that normal stimulation is inferior to shear. From an ergonomic perspective normal stimulation has the potential to benefit upper limb amputees since it can operate at lower frequencies than shear-based vibrotactors while also generating less noise. Through further tuning of the novel haptic feedback scheme and normal stimulation device, a compact and comfortable sensory substitution device for upper
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.
High-Accuracy Finite Difference Equations for Simulation of Photonic Structures
Hadley, G.R.
1999-04-23
Progress towards the development of such algorithms as been reported for waveguide analysis'-3and vertical-cavity laser simulation. In all these cases, the higher accuracy order was obtained for a single spatial dimension. More recently, this concept was extended to differencing of the Helmholtz Equation on a 2-D grid, with uniform regions treated to 4th order and dielectric interfaces to 3'd order5. No attempt was made to treat corners properly. In this talk I will describe the extension of this concept to allow differencing of the Helmholtz Equation on a 2-D grid to 6* order in uniform regions and 5* order at dielectric interfaces. In addition, the first known derivation of a finite difference equation for a dielectric comer that allows correct satisfaction of all boundary conditions will be presented. This equation is only accurate to first order, but as will be shown, results in simulations that are third-order-accurate. In contrast to a previous approach3 that utilized a generalized Douglas scheme to increase the accuracy order of the difference second derivative, the present method invokes the Helmholtz Equation itself to convert derivatives of high order in a single direction into mixed
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.
FWAVE V1.0 a framework for finite difference wave equation modeling
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.
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
Third-order accurate entropy-stable schemes for initial-boundary-value conservation laws
NASA Astrophysics Data System (ADS)
Svärd, Magnus
2012-08-01
We consider initial-boundary-value conservation laws with the objective to obtain high-order approximations. We study two different approaches to obtain third-order accuracy, local entropy stability and a global bound on the entropy. The results are applicable to, for example the Euler equations of gas dynamics, for which we present numerical results demonstrating the robustness and accuracy of the scheme.
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.
Multi-Dimensional Asymptotically Stable 4th Order Accurate Schemes for the Diffusion Equation
NASA Technical Reports Server (NTRS)
Abarbanel, Saul; Ditkowski, Adi
1996-01-01
An algorithm is presented which solves the multi-dimensional diffusion equation on co mplex shapes to 4th-order accuracy and is asymptotically stable in time. This bounded-error result is achieved by constructing, on a rectangular grid, a differentiation matrix whose symmetric part is negative definite. The differentiation matrix accounts for the Dirichlet boundary condition by imposing penalty like terms. Numerical examples in 2-D show that the method is effective even where standard schemes, stable by traditional definitions fail.
Oyeyemi, Victor B.; Krisiloff, David B.; Keith, John A.; Libisch, Florian; Pavone, Michele; Carter, Emily A.
2014-01-28
Oxygenated hydrocarbons play important roles in combustion science as renewable fuels and additives, but many details about their combustion chemistry remain poorly understood. Although many methods exist for computing accurate electronic energies of molecules at equilibrium geometries, a consistent description of entire combustion reaction potential energy surfaces (PESs) requires multireference correlated wavefunction theories. Here we use bond dissociation energies (BDEs) as a foundational metric to benchmark methods based on multireference configuration interaction (MRCI) for several classes of oxygenated compounds (alcohols, aldehydes, carboxylic acids, and methyl esters). We compare results from multireference singles and doubles configuration interaction to those utilizing a posteriori and a priori size-extensivity corrections, benchmarked against experiment and coupled cluster theory. We demonstrate that size-extensivity corrections are necessary for chemically accurate BDE predictions even in relatively small molecules and furnish examples of unphysical BDE predictions resulting from using too-small orbital active spaces. We also outline the specific challenges in using MRCI methods for carbonyl-containing compounds. The resulting complete basis set extrapolated, size-extensivity-corrected MRCI scheme produces BDEs generally accurate to within 1 kcal/mol, laying the foundation for this scheme's use on larger molecules and for more complex regions of combustion PESs.
Oyeyemi, Victor B; Krisiloff, David B; Keith, John A; Libisch, Florian; Pavone, Michele; Carter, Emily A
2014-01-28
Oxygenated hydrocarbons play important roles in combustion science as renewable fuels and additives, but many details about their combustion chemistry remain poorly understood. Although many methods exist for computing accurate electronic energies of molecules at equilibrium geometries, a consistent description of entire combustion reaction potential energy surfaces (PESs) requires multireference correlated wavefunction theories. Here we use bond dissociation energies (BDEs) as a foundational metric to benchmark methods based on multireference configuration interaction (MRCI) for several classes of oxygenated compounds (alcohols, aldehydes, carboxylic acids, and methyl esters). We compare results from multireference singles and doubles configuration interaction to those utilizing a posteriori and a priori size-extensivity corrections, benchmarked against experiment and coupled cluster theory. We demonstrate that size-extensivity corrections are necessary for chemically accurate BDE predictions even in relatively small molecules and furnish examples of unphysical BDE predictions resulting from using too-small orbital active spaces. We also outline the specific challenges in using MRCI methods for carbonyl-containing compounds. The resulting complete basis set extrapolated, size-extensivity-corrected MRCI scheme produces BDEs generally accurate to within 1 kcal/mol, laying the foundation for this scheme's use on larger molecules and for more complex regions of combustion PESs. PMID:25669533
NASA Astrophysics Data System (ADS)
Oyeyemi, Victor B.; Krisiloff, David B.; Keith, John A.; Libisch, Florian; Pavone, Michele; Carter, Emily A.
2014-01-01
Oxygenated hydrocarbons play important roles in combustion science as renewable fuels and additives, but many details about their combustion chemistry remain poorly understood. Although many methods exist for computing accurate electronic energies of molecules at equilibrium geometries, a consistent description of entire combustion reaction potential energy surfaces (PESs) requires multireference correlated wavefunction theories. Here we use bond dissociation energies (BDEs) as a foundational metric to benchmark methods based on multireference configuration interaction (MRCI) for several classes of oxygenated compounds (alcohols, aldehydes, carboxylic acids, and methyl esters). We compare results from multireference singles and doubles configuration interaction to those utilizing a posteriori and a priori size-extensivity corrections, benchmarked against experiment and coupled cluster theory. We demonstrate that size-extensivity corrections are necessary for chemically accurate BDE predictions even in relatively small molecules and furnish examples of unphysical BDE predictions resulting from using too-small orbital active spaces. We also outline the specific challenges in using MRCI methods for carbonyl-containing compounds. The resulting complete basis set extrapolated, size-extensivity-corrected MRCI scheme produces BDEs generally accurate to within 1 kcal/mol, laying the foundation for this scheme's use on larger molecules and for more complex regions of combustion PESs.
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.
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
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.
Rigorous interpolation near tilted interfaces in 3-D finite-difference EM modelling
NASA Astrophysics Data System (ADS)
Shantsev, Daniil V.; Maaø, Frank A.
2015-02-01
We present a rigorous method for interpolation of electric and magnetic fields close to an interface with a conductivity contrast. The method takes into account not only a well-known discontinuity in the normal electric field, but also discontinuity in all the normal derivatives of electric and magnetic tangential fields. The proposed method is applied to marine 3-D controlled-source electromagnetic modelling (CSEM) where sources and receivers are located close to the seafloor separating conductive seawater and resistive formation. For the finite-difference scheme based on the Yee grid, the new interpolation is demonstrated to be much more accurate than alternative methods (interpolation using nodes on one side of the interface or interpolation using nodes on both sides, but ignoring the derivative jumps). The rigorous interpolation can handle arbitrary orientation of interface with respect to the grid, which is demonstrated on a marine CSEM example with a dipping seafloor. The interpolation coefficients are computed by minimizing a misfit between values at the nearest nodes and linear expansions of the continuous field components in the coordinate system aligned with the interface. The proposed interpolation operators can handle either uniform or non-uniform grids and can be applied to interpolation for both sources and receivers.
Semi-implicit finite difference methods for three-dimensional shallow water flow
Casulli, Vincenzo; Cheng, Ralph T.
1992-01-01
A semi-implicit finite difference method for the numerical solution of three-dimensional shallow water flows is presented and discussed. The governing equations are the primitive three-dimensional turbulent mean flow equations where the pressure distribution in the vertical has been assumed to be hydrostatic. In the method of solution a minimal degree of implicitness has been adopted in such a fashion that the resulting algorithm is stable and gives a maximal computational efficiency at a minimal computational cost. At each time step the numerical method requires the solution of one large linear system which can be formally decomposed into a set of small three-diagonal systems coupled with one five-diagonal system. All these linear systems are symmetric and positive definite. Thus the existence and uniquencess of the numerical solution are assured. When only one vertical layer is specified, this method reduces as a special case to a semi-implicit scheme for solving the corresponding two-dimensional shallow water equations. The resulting two- and three-dimensional algorithm has been shown to be fast, accurate and mass-conservative and can also be applied to simulate flooding and drying of tidal mud-flats in conjunction with three-dimensional flows. Furthermore, the resulting algorithm is fully vectorizable for an efficient implementation on modern vector computers.
NASA Astrophysics Data System (ADS)
Cavalcanti, José Rafael; Dumbser, Michael; Motta-Marques, David da; Fragoso Junior, Carlos Ruberto
2015-12-01
In this article we propose a new conservative high resolution TVD (total variation diminishing) finite volume scheme with time-accurate local time stepping (LTS) on unstructured grids for the solution of scalar transport problems, which are typical in the context of water quality simulations. To keep the presentation of the new method as simple as possible, the algorithm is only derived in two space dimensions and for purely convective transport problems, hence neglecting diffusion and reaction terms. The new numerical method for the solution of the scalar transport is directly coupled to the hydrodynamic model of Casulli and Walters (2000) that provides the dynamics of the free surface and the velocity vector field based on a semi-implicit discretization of the shallow water equations. Wetting and drying is handled rigorously by the nonlinear algorithm proposed by Casulli (2009). The new time-accurate LTS algorithm allows a different time step size for each element of the unstructured grid, based on an element-local Courant-Friedrichs-Lewy (CFL) stability condition. The proposed method does not need any synchronization between different time steps of different elements and is by construction locally and globally conservative. The LTS scheme is based on a piecewise linear polynomial reconstruction in space-time using the MUSCL-Hancock method, to obtain second order of accuracy in both space and time. The new algorithm is first validated on some classical test cases for pure advection problems, for which exact solutions are known. In all cases we obtain a very good level of accuracy, showing also numerical convergence results; we furthermore confirm mass conservation up to machine precision and observe an improved computational efficiency compared to a standard second order TVD scheme for scalar transport with global time stepping (GTS). Then, the new LTS method is applied to some more complex problems, where the new scalar transport scheme has also been coupled to
NASA Technical Reports Server (NTRS)
Mccoy, M. J.
1980-01-01
Various finite difference techniques used to solve Laplace's equation are compared. Curvilinear coordinate systems are used on two dimensional regions with irregular boundaries, specifically, regions around circles and airfoils. Truncation errors are analyzed for three different finite difference methods. The false boundary method and two point and three point extrapolation schemes, used when having the Neumann boundary condition are considered and the effects of spacing and nonorthogonality in the coordinate systems are studied.
NASA Astrophysics Data System (ADS)
Liao, Fei; Ye, Zhengyin
2015-12-01
Despite significant progress in recent computational techniques, the accurate numerical simulations, such as direct-numerical simulation and large-eddy simulation, are still challenging. For accurate calculations, the high-order finite difference method (FDM) is usually adopted with coordinate transformation from body-fitted grid to Cartesian grid. But this transformation might lead to failure in freestream preservation with the geometric conservation law (GCL) violated, particularly in high-order computations. GCL identities, including surface conservation law (SCL) and volume conservation law (VCL), are very important in discretization of high-order FDM. To satisfy GCL, various efforts have been made. An early and successful approach was developed by Thomas and Lombard [6] who used the conservative form of metrics to cancel out metric terms to further satisfy SCL. Visbal and Gaitonde [7] adopted this conservative form of metrics for SCL identities and satisfied VCL identity through invoking VCL equation to acquire the derivative of Jacobian in computation on moving and deforming grids with central compact schemes derived by Lele [5]. Later, using the metric technique from Visbal and Gaitonde [7], Nonomura et al. [8] investigated the freestream and vortex preservation properties of high-order WENO and WCNS on stationary curvilinear grids. A conservative metric method (CMM) was further developed by Deng et al. [9] with stationary grids, and detailed discussion about the innermost difference operator of CMM was shown with proof and corresponding numerical test cases. Noticing that metrics of CMM is asymmetrical without coordinate-invariant property, Deng et al. proposed a symmetrical CMM (SCMM) [12] by using the symmetric forms of metrics derived by Vinokur and Yee [10] to further eliminate asymmetric metric errors with stationary grids considered only. The research from Abe et al. [11] presented new asymmetric and symmetric conservative forms of time metrics and
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.
Memory cost of absorbing conditions for the finite-difference time-domain method.
Chobeau, Pierre; Savioja, Lauri
2016-07-01
Three absorbing layers are investigated using standard rectilinear finite-difference schemes. The perfectly matched layer (PML) is compared with basic lossy layers terminated by two types of absorbing boundary conditions, all simulated using equivalent memory consumption. Lossy layers present the advantage of being scalar schemes, whereas the PML relies on a staggered scheme where both velocity and pressure are split. Although the PML gives the lowest reflection magnitudes over all frequencies and incidence angles, the most efficient lossy layer gives reflection magnitudes of the same order as the PML from mid- to high-frequency and for restricted incidence angles. PMID:27475200
NASA Technical Reports Server (NTRS)
Liu, C.; Liu, Z.
1993-01-01
The fourth-order finite-difference scheme with fully implicit time-marching presently used to computationally study the spatial instability of planar Poiseuille flow incorporates a novel treatment for outflow boundary conditions that renders the buffer area as short as one wavelength. A semicoarsening multigrid method accelerates convergence for the implicit scheme at each time step; a line-distributive relaxation is developed as a robust fast solver that is efficient for anisotropic grids. Computational cost is no greater than that of explicit schemes, and excellent agreement with linear theory is obtained.
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.
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.
Differential-equation-based representation of truncation errors for accurate numerical simulation
NASA Astrophysics Data System (ADS)
MacKinnon, Robert J.; Johnson, Richard W.
1991-09-01
High-order compact finite difference schemes for 2D convection-diffusion-type differential equations with constant and variable convection coefficients are derived. The governing equations are employed to represent leading truncation terms, including cross-derivatives, making the overall O(h super 4) schemes conform to a 3 x 3 stencil. It is shown that the two-dimensional constant coefficient scheme collapses to the optimal scheme for the one-dimensional case wherein the finite difference equation yields nodally exact results. The two-dimensional schemes are tested against standard model problems, including a Navier-Stokes application. Results show that the two schemes are generally more accurate, on comparable grids, than O(h super 2) centered differencing and commonly used O(h) and O(h super 3) upwinding schemes.
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.
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.
Ren, Yinghui; Bian, Wensheng
2015-05-21
We present the first accurate quantum dynamics calculations of mode-specific tunneling splittings in a sequential double-hydrogen transfer process. This is achieved in the vinylidene-acetylene system, the simplest molecular system of this kind, and by large-scale parallel computations with an efficient theoretical scheme developed by us. In our scheme, basis functions are customized for the hydrogen transfer process; a 4-dimensional basis contraction strategy is combined with the preconditioned inexact spectral transform method; efficient parallel implementation is achieved. Mode-specific permutation tunneling splittings of vinylidene states are reported and tremendous mode-specific promotion effects are revealed; in particular, the CH2 rock mode enhances the ground-state splitting by a factor of 10(3). We find that the ground-state vinylidene has a reversible-isomerization time of 622 ps, much longer than all previous estimates. Our calculations also shed light on the importance of the deep intermediate well and vibrational excitation in the double-hydrogen transfer processes. PMID:26263255
Chang, Chih-Hao . E-mail: chchang@engineering.ucsb.edu; Liou, Meng-Sing . E-mail: meng-sing.liou@grc.nasa.gov
2007-07-01
In this paper, we propose a new approach to compute compressible multifluid equations. Firstly, a single-pressure compressible multifluid model based on the stratified flow model is proposed. The stratified flow model, which defines different fluids in separated regions, is shown to be amenable to the finite volume method. We can apply the conservation law to each subregion and obtain a set of balance equations. Secondly, the AUSM{sup +} scheme, which is originally designed for the compressible gas flow, is extended to solve compressible liquid flows. By introducing additional dissipation terms into the numerical flux, the new scheme, called AUSM{sup +}-up, can be applied to both liquid and gas flows. Thirdly, the contribution to the numerical flux due to interactions between different phases is taken into account and solved by the exact Riemann solver. We will show that the proposed approach yields an accurate and robust method for computing compressible multiphase flows involving discontinuities, such as shock waves and fluid interfaces. Several one-dimensional test problems are used to demonstrate the capability of our method, including the Ransom's water faucet problem and the air-water shock tube problem. Finally, several two dimensional problems will show the capability to capture enormous details and complicated wave patterns in flows having large disparities in the fluid density and velocities, such as interactions between water shock wave and air bubble, between air shock wave and water column(s), and underwater explosion.
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
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.
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.
Finite Differences and Collocation Methods for the Solution of the Two Dimensional Heat Equation
NASA Technical Reports Server (NTRS)
Kouatchou, Jules
1999-01-01
In this paper we combine finite difference approximations (for spatial derivatives) and collocation techniques (for the time component) to numerically solve the two dimensional heat equation. We employ respectively a second-order and a fourth-order schemes for the spatial derivatives and the discretization method gives rise to a linear system of equations. We show that the matrix of the system is non-singular. Numerical experiments carried out on serial computers, show the unconditional stability of the proposed method and the high accuracy achieved by the fourth-order scheme.
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)
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.
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)
Handschuh, Robert F.
1987-01-01
An exponential finite difference algorithm, as first presented by Bhattacharya for one-dimensianal steady-state, heat conduction in Cartesian coordinates, has been extended. The finite difference algorithm developed was used to solve the diffusion equation in one-dimensional cylindrical coordinates and applied to two- and three-dimensional problems in Cartesian coordinates. The method was also used to solve nonlinear partial differential equations in one (Burger's equation) and two (Boundary Layer equations) dimensional Cartesian coordinates. Predicted results were compared to exact solutions where available, or to results obtained by other numerical methods. It was found that the exponential finite difference method produced results that were more accurate than those obtained by other numerical methods, especially during the initial transient portion of the solution. Other applications made using the exponential finite difference technique included unsteady one-dimensional heat transfer with temperature varying thermal conductivity and the development of the temperature field in a laminar Couette flow.
Stochastic finite difference lattice Boltzmann method for steady incompressible viscous flows
Fu, S.C.; So, R.M.C.; Leung, W.W.F.
2010-08-20
With the advent of state-of-the-art computers and their rapid availability, the time is ripe for the development of efficient uncertainty quantification (UQ) methods to reduce the complexity of numerical models used to simulate complicated systems with incomplete knowledge and data. The spectral stochastic finite element method (SSFEM) which is one of the widely used UQ methods, regards uncertainty as generating a new dimension and the solution as dependent on this dimension. A convergent expansion along the new dimension is then sought in terms of the polynomial chaos system, and the coefficients in this representation are determined through a Galerkin approach. This approach provides an accurate representation even when only a small number of terms are used in the spectral expansion; consequently, saving in computational resource can be realized compared to the Monte Carlo (MC) scheme. Recent development of a finite difference lattice Boltzmann method (FDLBM) that provides a convenient algorithm for setting the boundary condition allows the flow of Newtonian and non-Newtonian fluids, with and without external body forces to be simulated with ease. Also, the inherent compressibility effect in the conventional lattice Boltzmann method, which might produce significant errors in some incompressible flow simulations, is eliminated. As such, the FDLBM together with an efficient UQ method can be used to treat incompressible flows with built in uncertainty, such as blood flow in stenosed arteries. The objective of this paper is to develop a stochastic numerical solver for steady incompressible viscous flows by combining the FDLBM with a SSFEM. Validation against MC solutions of channel/Couette, driven cavity, and sudden expansion flows are carried out.
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.
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.
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 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.
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.
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…
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.…
Serpentine: Finite Difference Methods for Wave Propagation in Second Order Formulation
Petersson, N A; Sjogreen, B
2012-03-26
second order system is significantly smaller. Another issue with re-writing a second order system into first order form is that compatibility conditions often must be imposed on the first order form. These (Saint-Venant) conditions ensure that the solution of the first order system also satisfies the original second order system. However, such conditions can be difficult to enforce on the discretized equations, without introducing additional modeling errors. This project has previously developed robust and memory efficient algorithms for wave propagation including effects of curved boundaries, heterogeneous isotropic, and viscoelastic materials. Partially supported by internal funding from Lawrence Livermore National Laboratory, many of these methods have been implemented in the open source software WPP, which is geared towards 3-D seismic wave propagation applications. This code has shown excellent scaling on up to 32,768 processors and has enabled seismic wave calculations with up to 26 Billion grid points. TheWPP calculations have resulted in several publications in the field of computational seismology, e.g.. All of our current methods are second order accurate in both space and time. The benefits of higher order accurate schemes for wave propagation have been known for a long time, but have mostly been developed for first order hyperbolic systems. For second order hyperbolic systems, it has not been known how to make finite difference schemes stable with free surface boundary conditions, heterogeneous material properties, and curvilinear coordinates. The importance of higher order accurate methods is not necessarily to make the numerical solution more accurate, but to reduce the computational cost for obtaining a solution within an acceptable error tolerance. This is because the accuracy in the solution can always be improved by reducing the grid size h. However, in practice, the available computational resources might not be large enough to solve the problem with a
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.
Optimal implicit 2-D finite differences to model wave propagation in poroelastic media
NASA Astrophysics Data System (ADS)
Itzá, Reymundo; Iturrarán-Viveros, Ursula; Parra, Jorge O.
2016-05-01
Numerical modeling of seismic waves in heterogeneous porous reservoir rocks is an important tool for the interpretation of seismic surveys in reservoir engineering. We apply globally optimal implicit staggered-grid finite-differences to model 2-D wave propagation in heterogeneous poroelastic media at a low-frequency range (<10kHz). We validate the numerical solution by comparing it to an analytical-transient solution obtaining clear seismic wavefields including fast P, slow P and S waves (for a porous media saturated with fluid). The numerical dispersion and stability conditions are derived using von Neumann analysis, showing that over a wide range of porous materials the Courant condition governs the stability and this optimal implicit scheme improves the stability of explicit schemes. High order explicit finite-differences (FD) can be replaced by some lower order optimal implicit FD so computational cost will not be as expensive while maintaining the accuracy. Here we compute weights for the optimal implicit FD scheme to attain an accuracy of γ = 10-8. The implicit spatial differentiation involves solving tridiagonal linear systems of equations through Thomas' algorithm.
Finite difference methods with non-uniform meshes for nonlinear fractional differential equations
NASA Astrophysics Data System (ADS)
Li, Changpin; Yi, Qian; Chen, An
2016-07-01
In this article, finite difference methods with non-uniform meshes for solving nonlinear fractional differential equations are presented, where the non-equidistant stepsize is non-decreasing. The rectangle formula and trapezoid formula are proposed based on the non-uniform meshes. Combining the above two methods, we then establish the predictor-corrector scheme. The error and stability analysis are carefully investigated. At last, numerical examples are carried out to verify the theoretical analysis. Besides, the comparisons between non-uniform and uniform meshes are given, where the non-uniform meshes show the better performance when dealing with the less smooth problems.
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.
NASA Technical Reports Server (NTRS)
Osher, S.
1984-01-01
The construction of a reliable, shock capturing finite difference method to solve the Euler equations for inviscid, supersonic flow past fighter and missile type configurations is highly desirable. The numerical method must have a firm theoretical foundation and must be robust and efficient. It should be able to treat subsonic pockets in a predominantly supersonic flow. The method must also be easily applicable to the complex topologies of the aerodynamic configuration under consideration. The ongoing approach to this task is described and for steady supersonic flows is presented. This scheme is the basic numerical method. Results of work obtained during previous years are presented.
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.
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.
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.
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
NASA Astrophysics Data System (ADS)
Tan, Sirui; Huang, Lianjie
2014-05-01
For modelling large-scale 3-D scalar-wave propagation, the finite-difference (FD) method with high-order accuracy in space but second-order accuracy in time is widely used because of its relatively low requirements of computer memory. We develop a novel staggered-grid (SG) FD method with high-order accuracy not only in space, but also in time, for solving 2- and 3-D scalar-wave equations. We determine the coefficients of the FD operator in the joint time-space domain to achieve high-order accuracy in time while preserving high-order accuracy in space. Our new FD scheme is based on a stencil that contains a few more grid points than the standard stencil. It is 2M-th-order accurate in space and fourth-order accurate in time when using 2M grid points along each axis and wavefields at one time step as the standard SGFD method. We validate the accuracy and efficiency of our new FD scheme using dispersion analysis and numerical modelling of scalar-wave propagation in 2- and 3-D complex models with a wide range of velocity contrasts. For media with a velocity contrast up to five, our new FD scheme is approximately two times more computationally efficient than the standard SGFD scheme with almost the same computer-memory requirement as the latter. Further numerical experiments demonstrate that our new FD scheme loses its advantages over the standard SGFD scheme if the velocity contrast is 10. However, for most large-scale geophysical applications, the velocity contrasts often range approximately from 1 to 3. Our new method is thus particularly useful for large-scale 3-D scalar-wave modelling and full-waveform inversion.
Finite-difference modeling with variable grid-size and adaptive time-step in porous media
NASA Astrophysics Data System (ADS)
Liu, Xinxin; Yin, Xingyao; Wu, Guochen
2014-04-01
Forward modeling of elastic wave propagation in porous media has great importance for understanding and interpreting the influences of rock properties on characteristics of seismic wavefield. However, the finite-difference forward-modeling method is usually implemented with global spatial grid-size and time-step; it consumes large amounts of computational cost when small-scaled oil/gas-bearing structures or large velocity-contrast exist underground. To overcome this handicap, combined with variable grid-size and time-step, this paper developed a staggered-grid finite-difference scheme for elastic wave modeling in porous media. Variable finite-difference coefficients and wavefield interpolation were used to realize the transition of wave propagation between regions of different grid-size. The accuracy and efficiency of the algorithm were shown by numerical examples. The proposed method is advanced with low computational cost in elastic wave simulation for heterogeneous oil/gas reservoirs.
NASA Technical Reports Server (NTRS)
Gladden, Herbert J.; Ko, Ching L.; Boddy, Douglas E.
1995-01-01
A higher-order finite-difference technique is developed to calculate the developing-flow field of steady incompressible laminar flows in the entrance regions of circular pipes. Navier-Stokes equations governing the motion of such a flow field are solved by using this new finite-difference scheme. This new technique can increase the accuracy of the finite-difference approximation, while also providing the option of using unevenly spaced clustered nodes for computation such that relatively fine grids can be adopted for regions with large velocity gradients. The velocity profile at the entrance of the pipe is assumed to be uniform for the computation. The velocity distribution and the surface pressure drop of the developing flow then are calculated and compared to existing experimental measurements reported in the literature. Computational results obtained are found to be in good agreement with existing experimental correlations and therefore, the reliability of the new technique has been successfully tested.
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.
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.
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.
Hejranfar, Kazem; Ezzatneshan, Eslam
2015-11-01
A high-order compact finite-difference lattice Boltzmann method (CFDLBM) is extended and applied to accurately simulate two-phase liquid-vapor flows with high density ratios. Herein, the He-Shan-Doolen-type lattice Boltzmann multiphase model is used and the spatial derivatives in the resulting equations are discretized by using the fourth-order compact finite-difference scheme and the temporal term is discretized with the fourth-order Runge-Kutta scheme to provide an accurate and efficient two-phase flow solver. A high-order spectral-type low-pass compact nonlinear filter is used to regularize the numerical solution and remove spurious waves generated by flow nonlinearities in smooth regions and at the same time to remove the numerical oscillations in the interfacial region between the two phases. Three discontinuity-detecting sensors for properly switching between a second-order and a higher-order filter are applied and assessed. It is shown that the filtering technique used can be conveniently adopted to reduce the spurious numerical effects and improve the numerical stability of the CFDLBM implemented. A sensitivity study is also conducted to evaluate the effects of grid size and the filtering procedure implemented on the accuracy and performance of the solution. The accuracy and efficiency of the proposed solution procedure based on the compact finite-difference LBM are examined by solving different two-phase systems. Five test cases considered herein for validating the results of the two-phase flows are an equilibrium state of a planar interface in a liquid-vapor system, a droplet suspended in the gaseous phase, a liquid droplet located between two parallel wettable surfaces, the coalescence of two droplets, and a phase separation in a liquid-vapor system at different conditions. Numerical results are also presented for the coexistence curve and the verification of the Laplace law. Results obtained are in good agreement with the analytical solutions and also
NASA Astrophysics Data System (ADS)
Hejranfar, Kazem; Ezzatneshan, Eslam
2015-11-01
A high-order compact finite-difference lattice Boltzmann method (CFDLBM) is extended and applied to accurately simulate two-phase liquid-vapor flows with high density ratios. Herein, the He-Shan-Doolen-type lattice Boltzmann multiphase model is used and the spatial derivatives in the resulting equations are discretized by using the fourth-order compact finite-difference scheme and the temporal term is discretized with the fourth-order Runge-Kutta scheme to provide an accurate and efficient two-phase flow solver. A high-order spectral-type low-pass compact nonlinear filter is used to regularize the numerical solution and remove spurious waves generated by flow nonlinearities in smooth regions and at the same time to remove the numerical oscillations in the interfacial region between the two phases. Three discontinuity-detecting sensors for properly switching between a second-order and a higher-order filter are applied and assessed. It is shown that the filtering technique used can be conveniently adopted to reduce the spurious numerical effects and improve the numerical stability of the CFDLBM implemented. A sensitivity study is also conducted to evaluate the effects of grid size and the filtering procedure implemented on the accuracy and performance of the solution. The accuracy and efficiency of the proposed solution procedure based on the compact finite-difference LBM are examined by solving different two-phase systems. Five test cases considered herein for validating the results of the two-phase flows are an equilibrium state of a planar interface in a liquid-vapor system, a droplet suspended in the gaseous phase, a liquid droplet located between two parallel wettable surfaces, the coalescence of two droplets, and a phase separation in a liquid-vapor system at different conditions. Numerical results are also presented for the coexistence curve and the verification of the Laplace law. Results obtained are in good agreement with the analytical solutions and also
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 Technical Reports Server (NTRS)
Yee, H. C.; Warming, R. F.; Harten, A.
1985-01-01
Highly accurate and yet stable shock-capturing finite difference schemes have been designed for the computation of the Euler equations of gas dynamics. Four different principles for the construction of high resolution total variation diminishing (TVD) schemes are available, including hybrid schemes, a second-order extension of Godunov's scheme by van Leer (1979), the modified flux approach of Harten (1983, 1984), and the numerical fluctuation approach of Roe (1985). The present paper has the objective to review the class of second-order TVD schemes via the modified flux approach. Attention is given to first-order TVD schemes, a second-order accurate explicit TVD scheme, the global order of accuracy of the second-order TVD scheme, extensions to systems and two-dimensional conservation laws, numerical experiments with a second-order explicit TVD scheme, implicit TVD schemes, and second-order implicit TVD schemes.
NASA Technical Reports Server (NTRS)
Baumeister, Kenneth J.; Kreider, Kevin L.
1996-01-01
An explicit finite difference iteration scheme is developed to study harmonic sound propagation in aircraft engine nacelles. To reduce storage requirements for large 3D problems, the time dependent potential form of the acoustic wave equation is used. To insure that the finite difference scheme is both explicit and stable, time is introduced into the Fourier transformed (steady-state) acoustic potential field as a parameter. Under a suitable transformation, the time dependent governing equation in frequency space is simplified to yield a parabolic partial differential equation, which is then marched through time to attain the steady-state solution. The input to the system is the amplitude of an incident harmonic sound source entering a quiescent duct at the input boundary, with standard impedance boundary conditions on the duct walls and duct exit. The introduction of the time parameter eliminates the large matrix storage requirements normally associated with frequency domain solutions, and time marching attains the steady-state quickly enough to make the method favorable when compared to frequency domain methods. For validation, this transient-frequency domain method is applied to sound propagation in a 2D hard wall duct with plug flow.
NASA Technical Reports Server (NTRS)
Baumeister, K. J.; Kreider, K. L.
1996-01-01
An explicit finite difference iteration scheme is developed to study harmonic sound propagation in ducts. To reduce storage requirements for large 3D problems, the time dependent potential form of the acoustic wave equation is used. To insure that the finite difference scheme is both explicit and stable, time is introduced into the Fourier transformed (steady-state) acoustic potential field as a parameter. Under a suitable transformation, the time dependent governing equation in frequency space is simplified to yield a parabolic partial differential equation, which is then marched through time to attain the steady-state solution. The input to the system is the amplitude of an incident harmonic sound source entering a quiescent duct at the input boundary, with standard impedance boundary conditions on the duct walls and duct exit. The introduction of the time parameter eliminates the large matrix storage requirements normally associated with frequency domain solutions, and time marching attains the steady-state quickly enough to make the method favorable when compared to frequency domain methods. For validation, this transient-frequency domain method is applied to sound propagation in a 2D hard wall duct with plug flow.
ATLAS: A real-space finite-difference implementation of orbital-free density functional theory
NASA Astrophysics Data System (ADS)
Mi, Wenhui; Shao, Xuecheng; Su, Chuanxun; Zhou, Yuanyuan; Zhang, Shoutao; Li, Quan; Wang, Hui; Zhang, Lijun; Miao, Maosheng; Wang, Yanchao; Ma, Yanming
2016-03-01
Orbital-free density functional theory (OF-DFT) is a promising method for large-scale quantum mechanics simulation as it provides a good balance of accuracy and computational cost. Its applicability to large-scale simulations has been aided by progress in constructing kinetic energy functionals and local pseudopotentials. However, the widespread adoption of OF-DFT requires further improvement in its efficiency and robustly implemented software. Here we develop a real-space finite-difference (FD) method for the numerical solution of OF-DFT in periodic systems. Instead of the traditional self-consistent method, a powerful scheme for energy minimization is introduced to solve the Euler-Lagrange equation. Our approach engages both the real-space finite-difference method and a direct energy-minimization scheme for the OF-DFT calculations. The method is coded into the ATLAS software package and benchmarked using periodic systems of solid Mg, Al, and Al3Mg. The test results show that our implementation can achieve high accuracy, efficiency, and numerical stability for large-scale simulations.
NASA Astrophysics Data System (ADS)
Yamamoto, Kaho; Iwai, Yosuke; Uchida, Yoshiaki; Nishiyama, Norikazu
2016-08-01
We numerically analyzed the light propagation in cholesteric liquid crystalline (CLC) droplet array by the finite-difference time-domain (FDTD) method. The FDTD method successfully reproduced the experimental light path observed in the complicated photonic structure of the CLC droplet array more accurately than the analysis of CLC droplets by geometric optics with Bragg condition, and this method help us understand the polarization of the propagating light waves. The FDTD method holds great promise for the design of various photonic devices composed of curved photonic materials like CLC droplets and microcapsules.
NASA Technical Reports Server (NTRS)
Shu, Chi-Wang
1998-01-01
This project is about the development of high order, non-oscillatory type schemes for computational fluid dynamics. Algorithm analysis, implementation, and applications are performed. Collaborations with NASA scientists have been carried out to ensure that the research is relevant to NASA objectives. The combination of ENO finite difference method with spectral method in two space dimension is considered, jointly with Cai [3]. The resulting scheme behaves nicely for the two dimensional test problems with or without shocks. Jointly with Cai and Gottlieb, we have also considered one-sided filters for spectral approximations to discontinuous functions [2]. We proved theoretically the existence of filters to recover spectral accuracy up to the discontinuity. We also constructed such filters for practical calculations.
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.
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.
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.
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.
NASA Astrophysics Data System (ADS)
Choi, S.-J.; Giraldo, F. X.; Kim, J.; Shin, S.
2014-11-01
The non-hydrostatic (NH) compressible Euler equations for dry atmosphere were solved in a simplified two-dimensional (2-D) slice framework employing a spectral element method (SEM) for the horizontal discretization and a finite difference method (FDM) for the vertical discretization. By using horizontal SEM, which decomposes the physical domain into smaller pieces with a small communication stencil, a high level of scalability can be achieved. By using vertical FDM, an easy method for coupling the dynamics and existing physics packages can be provided. The SEM uses high-order nodal basis functions associated with Lagrange polynomials based on Gauss-Lobatto-Legendre (GLL) quadrature points. The FDM employs a third-order upwind-biased scheme for the vertical flux terms and a centered finite difference scheme for the vertical derivative and integral terms. For temporal integration, a time-split, third-order Runge-Kutta (RK3) integration technique was applied. The Euler equations that were used here are in flux form based on the hydrostatic pressure vertical coordinate. The equations are the same as those used in the Weather Research and Forecasting (WRF) model, but a hybrid sigma-pressure vertical coordinate was implemented in this model. We validated the model by conducting the widely used standard tests: linear hydrostatic mountain wave, tracer advection, and gravity wave over the Schär-type mountain, as well as density current, inertia-gravity wave, and rising thermal bubble. The results from these tests demonstrated that the model using the horizontal SEM and the vertical FDM is accurate and robust provided sufficient diffusion is applied. The results with various horizontal resolutions also showed convergence of second-order accuracy due to the accuracy of the time integration scheme and that of the vertical direction, although high-order basis functions were used in the horizontal. By using the 2-D slice model, we effectively showed that the combined spatial
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.
NASA Astrophysics Data System (ADS)
Trujillo Bueno, J.; Fabiani Bendicho, P.
1995-12-01
Iterative schemes based on Gauss-Seidel (G-S) and optimal successive over-relaxation (SOR) iteration are shown to provide a dramatic increase in the speed with which non-LTE radiation transfer (RT) problems can be solved. The convergence rates of these new RT methods are identical to those of upper triangular nonlocal approximate operator splitting techniques, but the computing time per iteration and the memory requirements are similar to those of a local operator splitting method. In addition to these properties, both methods are particularly suitable for multidimensional geometry, since they neither require the actual construction of nonlocal approximate operators nor the application of any matrix inversion procedure. Compared with the currently used Jacobi technique, which is based on the optimal local approximate operator (see Olson, Auer, & Buchler 1986), the G-S method presented here is faster by a factor 2. It gives excellent smoothing of the high-frequency error components, which makes it the iterative scheme of choice for multigrid radiative transfer. This G-S method can also be suitably combined with standard acceleration techniques to achieve even higher performance. Although the convergence rate of the optimal SOR scheme developed here for solving non-LTE RT problems is much higher than G-S, the computing time per iteration is also minimal, i.e., virtually identical to that of a local operator splitting method. While the conventional optimal local operator scheme provides the converged solution after a total CPU time (measured in arbitrary units) approximately equal to the number n of points per decade of optical depth, the time needed by this new method based on the optimal SOR iterations is only √n/2√2. This method is competitive with those that result from combining the above-mentioned Jacobi and G-S schemes with the best acceleration techniques. Contrary to what happens with the local operator splitting strategy currently in use, these novel
NASA Technical Reports Server (NTRS)
Garrett, L. B.
1971-01-01
An implicit finite difference scheme is developed for the fully coupled solution of the viscous radiating stagnation line equations, including strong blowing. Solutions are presented for both air injection and carbon phenolic ablation products injection into air at conditions near the peak radiative heating point in an earth entry trajectory from interplanetary return missions. A detailed radiative transport code that accounts for the important radiative exchange processes for gaseous mixtures in local thermodynamic and chemical equilibrium is utilized.
Total Variation Diminishing (TVD) schemes of uniform accuracy
NASA Technical Reports Server (NTRS)
Hartwich, PETER-M.; Hsu, Chung-Hao; Liu, C. H.
1988-01-01
Explicit second-order accurate finite-difference schemes for the approximation of hyperbolic conservation laws are presented. These schemes are nonlinear even for the constant coefficient case. They are based on first-order upwind schemes. Their accuracy is enhanced by locally replacing the first-order one-sided differences with either second-order one-sided differences or central differences or a blend thereof. The appropriate local difference stencils are selected such that they give TVD schemes of uniform second-order accuracy in the scalar, or linear systems, case. Like conventional TVD schemes, the new schemes avoid a Gibbs phenomenon at discontinuities of the solution, but they do not switch back to first-order accuracy, in the sense of truncation error, at extrema of the solution. The performance of the new schemes is demonstrated in several numerical tests.
NASA Astrophysics Data System (ADS)
Tam, Christopher K. W.; Ju, Hongbin
2009-09-01
The use of finite difference schemes to compute the scattering of acoustic waves by surfaces made up of different materials with sharp surface discontinuities at the joints would, invariably, result in the generations of spurious reflected waves of numerical origin. Spurious scattered waves are produced even if a high-order scheme capable of resolving and supporting the propagation of the incident wave is used. This problem is of practical importance in jet engine duct acoustic computation. In this work, the basic reason for the generation of spurious numerical waves is first examined. It is known that when the governing partial differential equations of acoustics are discretized, one should only use the long waves of the computational scheme to represent or simulate the physical waves. The short waves of the computational scheme have entirely different propagation characteristics. They are the spurious numerical waves. A method by which high wave number components (short waves) in the wave scattering process is intentionally removed so as to minimize the scattering of spurious numerical waves is proposed. This method is implemented in several examples from computational aeroacoustics to illustrate its effectiveness, accuracy and efficiency. This method is also employed to compute the scattering of acoustic waves by scatterers, such as rigid wall acoustic liner splices, with width smaller than the computational mesh size. Good results are obtained when comparing with computed results using much smaller mesh size. The method is further extended for applications to computations of acoustic wave reflection and scattering by very small surface inhomogeneities with simple geometries.
NASA Astrophysics Data System (ADS)
Rybynok, V. O.; Kyriacou, P. A.
2007-10-01
Diabetes is one of the biggest health challenges of the 21st century. The obesity epidemic, sedentary lifestyles and an ageing population mean prevalence of the condition is currently doubling every generation. Diabetes is associated with serious chronic ill health, disability and premature mortality. Long-term complications including heart disease, stroke, blindness, kidney disease and amputations, make the greatest contribution to the costs of diabetes care. Many of these long-term effects could be avoided with earlier, more effective monitoring and treatment. Currently, blood glucose can only be monitored through the use of invasive techniques. To date there is no widely accepted and readily available non-invasive monitoring technique to measure blood glucose despite the many attempts. This paper challenges one of the most difficult non-invasive monitoring techniques, that of blood glucose, and proposes a new novel approach that will enable the accurate, and calibration free estimation of glucose concentration in blood. This approach is based on spectroscopic techniques and a new adaptive modelling scheme. The theoretical implementation and the effectiveness of the adaptive modelling scheme for this application has been described and a detailed mathematical evaluation has been employed to prove that such a scheme has the capability of extracting accurately the concentration of glucose from a complex biological media.
NASA Astrophysics Data System (ADS)
Toyokuni, G.; Takenaka, H.
2007-12-01
We propose a method to obtain effective grid parameters for the finite-difference (FD) method with standard Earth models using analytical ways. In spite of the broad use of the heterogeneous FD formulation for seismic waveform modeling, accurate treatment of material discontinuities inside the grid cells has been a serious problem for many years. One possible way to solve this problem is to introduce effective grid elastic moduli and densities (effective parameters) calculated by the volume harmonic averaging of elastic moduli and volume arithmetic averaging of density in grid cells. This scheme enables us to put a material discontinuity into an arbitrary position in the spatial grids. Most of the methods used for synthetic seismogram calculation today receives the blessing of the standard Earth models, such as the PREM, IASP91, SP6, and AK135, represented as functions of normalized radius. For the FD computation of seismic waveform with such models, we first need accurate treatment of material discontinuities in radius. This study provides a numerical scheme for analytical calculations of the effective parameters for an arbitrary spatial grids in radial direction as to these major four standard Earth models making the best use of their functional features. This scheme can analytically obtain the integral volume averages through partial fraction decompositions (PFDs) and integral formulae. We have developed a FORTRAN subroutine to perform the computations, which is opened to utilization in a large variety of FD schemes ranging from 1-D to 3-D, with conventional- and staggered-grids. In the presentation, we show some numerical examples displaying the accuracy of the FD synthetics simulated with the analytical effective parameters.
2D time-domain finite-difference modeling for viscoelastic seismic wave propagation
NASA Astrophysics Data System (ADS)
Fan, Na; Zhao, Lian-Feng; Xie, Xiao-Bi; Ge, Zengxi; Yao, Zhen-Xing
2016-07-01
Real Earth media are not perfectly elastic. Instead, they attenuate propagating mechanical waves. This anelastic phenomenon in wave propagation can be modeled by a viscoelastic mechanical model consisting of several standard linear solids. Using this viscoelastic model, we approximate a constant Q over a frequency band of interest. We use a four-element viscoelastic model with a tradeoff between accuracy and computational costs to incorporate Q into 2D time-domain first-order velocity-stress wave equations. To improve the computational efficiency, we limit the Q in the model to a list of discrete values between 2 and 1000. The related stress and strain relaxation times that characterize the viscoelastic model are pre-calculated and stored in a database for use by the finite-difference calculation. A viscoelastic finite-difference scheme that is second-order in time and fourth-order in space is developed based on the MacCormack algorithm. The new method is validated by comparing the numerical result with analytical solutions that are calculated using the generalized reflection/transmission coefficient method. The synthetic seismograms exhibit greater than 95 per cent consistency in a two-layer viscoelastic model. The dispersion generated from the simulation is consistent with the Kolsky-Futterman dispersion relationship.
Phase-field-based lattice Boltzmann finite-difference model for simulating thermocapillary flows.
Liu, Haihu; Valocchi, Albert J; Zhang, Yonghao; Kang, Qinjun
2013-01-01
A phase-field-based hybrid model that combines the lattice Boltzmann method with the finite difference method is proposed for simulating immiscible thermocapillary flows with variable fluid-property ratios. Using a phase field methodology, an interfacial force formula is analytically derived to model the interfacial tension force and the Marangoni stress. We present an improved lattice Boltzmann equation (LBE) method to capture the interface between different phases and solve the pressure and velocity fields, which can recover the correct Cahn-Hilliard equation (CHE) and Navier-Stokes equations. The LBE method allows not only use of variable mobility in the CHE, but also simulation of multiphase flows with high density ratio because a stable discretization scheme is used for calculating the derivative terms in forcing terms. An additional convection-diffusion equation is solved by the finite difference method for spatial discretization and the Runge-Kutta method for time marching to obtain the temperature field, which is coupled to the interfacial tension through an equation of state. The model is first validated against analytical solutions for the thermocapillary driven convection in two superimposed fluids at negligibly small Reynolds and Marangoni numbers. It is then used to simulate thermocapillary migration of a three-dimensional deformable droplet and bubble at various Marangoni numbers and density ratios, and satisfactory agreement is obtained between numerical results and theoretical predictions. PMID:23410429
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.
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.
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.].
Wang, Wei; Shu, Chi-Wang; Yee, H.C.; Sjögreen, Björn
2012-01-01
A new high order finite-difference method utilizing the idea of Harten ENO subcell resolution method is proposed for chemical reactive flows and combustion. In reaction problems, when the reaction time scale is very small, e.g., orders of magnitude smaller than the fluid dynamics time scales, the governing equations will become very stiff. Wrong propagation speed of discontinuity may occur due to the underresolved numerical solution in both space and time. The present proposed method is a modified fractional step method which solves the convection step and reaction step separately. In the convection step, any high order shock-capturing method can be used. In the reaction step, an ODE solver is applied but with the computed flow variables in the shock region modified by the Harten subcell resolution idea. For numerical experiments, a fifth-order finite-difference WENO scheme and its anti-diffusion WENO variant are considered. A wide range of 1D and 2D scalar and Euler system test cases are investigated. Studies indicate that for the considered test cases, the new method maintains high order accuracy in space for smooth flows, and for stiff source terms with discontinuities, it can capture the correct propagation speed of discontinuities in very coarse meshes with reasonable CFL numbers.
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.
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.
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.
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.
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.
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
AnisWave2D: User's Guide to the 2d Anisotropic Finite-DifferenceCode
Toomey, Aoife
2005-01-06
This document describes a parallel finite-difference code for modeling wave propagation in 2D, fully anisotropic materials. The code utilizes a mesh refinement scheme to improve computational efficiency. Mesh refinement allows the grid spacing to be tailored to the velocity model, so that fine grid spacing can be used in low velocity zones where the seismic wavelength is short, and coarse grid spacing can be used in zones with higher material velocities. Over-sampling of the seismic wavefield in high velocity zones is therefore avoided. The code has been implemented to run in parallel over multiple processors and allows large-scale models and models with large velocity contrasts to be simulated with ease.
Black-Scholes finite difference modeling in forecasting of call warrant prices in Bursa Malaysia
NASA Astrophysics Data System (ADS)
Mansor, Nur Jariah; Jaffar, Maheran Mohd
2014-07-01
Call warrant is a type of structured warrant in Bursa Malaysia. It gives the holder the right to buy the underlying share at a specified price within a limited period of time. The issuer of the structured warrants usually uses European style to exercise the call warrant on the maturity date. Warrant is very similar to an option. Usually, practitioners of the financial field use Black-Scholes model to value the option. The Black-Scholes equation is hard to solve analytically. Therefore the finite difference approach is applied to approximate the value of the call warrant prices. The central in time and central in space scheme is produced to approximate the value of the call warrant prices. It allows the warrant holder to forecast the value of the call warrant prices before the expiry date.
Computationally efficient finite-difference modal method for the solution of Maxwell's equations.
Semenikhin, Igor; Zanuccoli, Mauro
2013-12-01
In this work, a new implementation of the finite-difference (FD) modal method (FDMM) based on an iterative approach to calculate the eigenvalues and corresponding eigenfunctions of the Helmholtz equation is presented. Two relevant enhancements that significantly increase the speed and accuracy of the method are introduced. First of all, the solution of the complete eigenvalue problem is avoided in favor of finding only the meaningful part of eigenmodes by using iterative methods. Second, a multigrid algorithm and Richardson extrapolation are implemented. Simultaneous use of these techniques leads to an enhancement in terms of accuracy, which allows a simple method such as the FDMM with a typical three-point difference scheme to be significantly competitive with an analytical modal method. PMID:24323014
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.
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.
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.
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 time-domain analysis for the dynamics and diffraction of exciton-polaritons.
Chen, Minfeng; Chang, Yia-Chung; Hsieh, Wen-Feng
2015-10-01
We adopted a finite-difference time-domain (FDTD) scheme to simulate the dynamics and diffraction of exciton-polaritons, governed by the coupling of polarization waves with electromagnetic waves. The polarization wave, an approximate solution to the Schrödinger's equation at low frequencies, essentially captures the exciton behavior. Numerical stability of the scheme is analyzed and simple examples are provided to prove its validity. The system considered is both temporally and spatially dispersive, for which the FDTD analysis has attracted less attention in the literature. Here, we demonstrate that the FDTD scheme could be useful for studying the optical response of the exciton-polariton and its dynamics. The diffraction of a polariton wave from a polaritonic grating is also considered, and many sharp resonances are found, which manifest the interference effect of polariton waves. This illustrates that the measurement of transmittance or reflectance near polariton resonance can reveal subwavelength features in semiconductors, which are sensitive to polariton scattering. PMID:26479940
Optimal implicit 2-D finite differences to model wave propagation in poroelastic media
NASA Astrophysics Data System (ADS)
Itzá, Reymundo; Iturrarán-Viveros, Ursula; Parra, Jorge O.
2016-08-01
Numerical modeling of seismic waves in heterogeneous porous reservoir rocks is an important tool for the interpretation of seismic surveys in reservoir engineering. We apply globally optimal implicit staggered-grid finite differences (FD) to model 2-D wave propagation in heterogeneous poroelastic media at a low-frequency range (<10 kHz). We validate the numerical solution by comparing it to an analytical-transient solution obtaining clear seismic wavefields including fast P and slow P and S waves (for a porous media saturated with fluid). The numerical dispersion and stability conditions are derived using von Neumann analysis, showing that over a wide range of porous materials the Courant condition governs the stability and this optimal implicit scheme improves the stability of explicit schemes. High-order explicit FD can be replaced by some lower order optimal implicit FD so computational cost will not be as expensive while maintaining the accuracy. Here, we compute weights for the optimal implicit FD scheme to attain an accuracy of γ = 10-8. The implicit spatial differentiation involves solving tridiagonal linear systems of equations through Thomas' algorithm.
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
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.
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.
Luo, Y.; Xia, J.; Xu, Y.; Zeng, C.; Liu, J.
2010-01-01
Love-wave propagation has been a topic of interest to crustal, earthquake, and engineering seismologists for many years because it is independent of Poisson's ratio and more sensitive to shear (S)-wave velocity changes and layer thickness changes than are Rayleigh waves. It is well known that Love-wave generation requires the existence of a low S-wave velocity layer in a multilayered earth model. In order to study numerically the propagation of Love waves in a layered earth model and dispersion characteristics for near-surface applications, we simulate high-frequency (>5 Hz) Love waves by the staggered-grid finite-difference (FD) method. The air-earth boundary (the shear stress above the free surface) is treated using the stress-imaging technique. We use a two-layer model to demonstrate the accuracy of the staggered-grid modeling scheme. We also simulate four-layer models including a low-velocity layer (LVL) or a high-velocity layer (HVL) to analyze dispersive energy characteristics for near-surface applications. Results demonstrate that: (1) the staggered-grid FD code and stress-imaging technique are suitable for treating the free-surface boundary conditions for Love-wave modeling, (2) Love-wave inversion should be treated with extra care when a LVL exists because of a lack of LVL information in dispersions aggravating uncertainties in the inversion procedure, and (3) energy of high modes in a low-frequency range is very weak, so that it is difficult to estimate the cutoff frequency accurately, and "mode-crossing" occurs between the second higher and third higher modes when a HVL exists. ?? 2010 Birkh??user / Springer Basel AG.
NASA Astrophysics Data System (ADS)
Chen, Hu; Lü, Shujuan; Chen, Wenping
2016-06-01
The numerical approximation of the distributed order time fractional reaction-diffusion equation on a semi-infinite spatial domain is discussed in this paper. A fully discrete scheme based on finite difference method in time and spectral approximation using Laguerre functions in space is proposed. The scheme is unconditionally stable and convergent with order O (τ2 + Δα2 +N (1 - m) / 2), where τ, Δα, N, and m are the time-step size, step size in distributed-order variable, polynomial degree, and regularity in the space variable of the exact solution, respectively. A pseudospectral scheme is also proposed and analyzed. Some numerical examples are presented to demonstrate the efficiency of the proposed scheme.
NASA Astrophysics Data System (ADS)
Sun, Y.; Zhang, W.; Chen, X.
2014-12-01
This paper presents a curvilinear grid finite difference method for modeling seismic wave propagation with topographic fluid (acoustic) and solid (elastic) interface. The curvilinear grid finite difference method has been successfully used for seismic wave simulation with free surface topography and earthquake dynamics with complex falut geometry. For seismic wave simulation with topographic sea bottom, we use the curvilinear grid to conform the grid to the sea bottom to avoid artifical scatterings due to stair-case approximation. We solve the acoustic wave equation in the water layer and the elastic wave equation in the solid below the sea bottom. The fluid-solid interface condition is implemented by decomposing velocity and stress components to normal and parallel directions of the sea bottom. The results exhibit high accuracy by comparsion with analytical solutions for flat interfaces and also work very well when the fluid-solid interface is topographic. The scheme can be easily extended to 3-D situation.
NASA Astrophysics Data System (ADS)
Raynaud, M.; Bransier, J.
A space-marching finite difference algorithm is developed for solving the one-dimensional inverse heat conduction problem. The method is easy to apply, stable, and as accurate as the most efficient existing methods. An experimental set-up made of a rectangular parallelepiped polymerized around a woof of thermocouples has been designed especially to validate the method. The thermal conductivity of the test specimen was previously determined with the same set-up, and the specific heat is estimated during the experiments. The estimated surface heat flux is in very good agreement with the heat flux measured by a foil heat flux gage, regardless of the sensor locations. These results show that the method remains effective in spite of the cumulated effects of the errors due to the data acquisition system, to the location and calibration of the sensors, and to the simultaneous estimation of the specific heat.
The arbitrary order mixed mimetic finite difference method for the diffusion equation
Gyrya, Vitaliy; Lipnikov, Konstantin; Manzini, Gianmarco
2016-05-01
Here, we propose an arbitrary-order accurate mimetic finite difference (MFD) method for the approximation of diffusion problems in mixed form on unstructured polygonal and polyhedral meshes. As usual in the mimetic numerical technology, the method satisfies local consistency and stability conditions, which determines the accuracy and the well-posedness of the resulting approximation. The method also requires the definition of a high-order discrete divergence operator that is the discrete analog of the divergence operator and is acting on the degrees of freedom. The new family of mimetic methods is proved theoretically to be convergent and optimal error estimates for flux andmore » scalar variable are derived from the convergence analysis. A numerical experiment confirms the high-order accuracy of the method in solving diffusion problems with variable diffusion tensor. It is worth mentioning that the approximation of the scalar variable presents a superconvergence effect.« less
NASA Technical Reports Server (NTRS)
Siegel, R.; Molls, F. B.
1992-01-01
Transient solutions were obtained for a square region of heat conducting semitransparent material cooling by thermal radiation. The region is in a vacuum environment, so energy is dissipated only by radiation from within the medium leaving through its boundaries. The effect of heat conduction during the transient is to partially equalize the internal temperature distribution. As the optical thickness of the region is increased, the temperature gradients increase near the boundaries and corners, unless heat conduction is large. The solution procedure must provide accurate temperature distributions in these regions to prevent error in the calculated radiation losses. Two-dimensional numerical Gaussian integration is used to obtain the local radiative source term. A finite difference procedure with variable space and time increments is used to solve the transient energy equation. Variable spacing was used to concentrate grid points in regions with large temperature gradients.
Finite difference solution for transient cooling of a radiating-conducting semitransparent layer
NASA Technical Reports Server (NTRS)
Siegel, Robert
1992-01-01
Transient solutions were obtained for cooling a semitransparent material by radiation and conduction. The layer is in a vacuum environment so the only means for heat dissipation is by radiation from within the medium leaving through the boundaries. Heat conduction serves only to partially equalize temperatures across the layer. As the optical thickness is increased, steep temperature gradients exist near the boundaries when conduction is relatively small. A solution procedure is required that will provide accurate temperature distributions adjacent to the boundaries, or radiative heat losses will be in error. The approach utilized numerical Gaussian integration to obtain the local radiative source term, and a finite difference procedure with variable space and time increments to solve the transient energy equation.
Seismic effects of viscous Biot-coupling: Finite difference simulations on micro-scale
NASA Astrophysics Data System (ADS)
Saenger, E. H.; Shapiro, S. A.; Keehm, Y.
2005-07-01
This paper is concerned with numerical considerations of viscous fluid effects on wave propagation in porous media. We apply a displacement-stress rotated staggered finite-difference (FD) grid technique to solve the elastodynamic wave equation. An accurate approximation of a Newtonian fluid is implemented in this technique by using a generalized Maxwell body. With this approach we consider the velocity predictions of the Biot theory for elastic waves in different digital rock samples. To distinguish between the low and the high frequency range we estimate the effective permeabilities by a flow simulation. Our numerical results indicate that the viscous Biot-coupling is visible in the numerical experiments. Moreover, the influences of other solid-fluid interactions (e.g., Squirt flow) are also discussed.
Hierarchical Parallelism in Finite Difference Analysis of Heat Conduction
NASA Technical Reports Server (NTRS)
Padovan, Joseph; Krishna, Lala; Gute, Douglas
1997-01-01
Based on the concept of hierarchical parallelism, this research effort resulted in highly efficient parallel solution strategies for very large scale heat conduction problems. Overall, the method of hierarchical parallelism involves the partitioning of thermal models into several substructured levels wherein an optimal balance into various associated bandwidths is achieved. The details are described in this report. Overall, the report is organized into two parts. Part 1 describes the parallel modelling methodology and associated multilevel direct, iterative and mixed solution schemes. Part 2 establishes both the formal and computational properties of the scheme.
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.
NASA Astrophysics Data System (ADS)
De Basabe, Jonás D.; Sen, Mrinal K.
2015-01-01
The numerical simulation of wave propagation in media with solid and fluid layers is essential for marine seismic exploration data analysis. The numerical methods for wave propagation that are applicable to this physical settings can be broadly classified as partitioned or monolithic: The partitioned methods use separate simulations in the fluid and solid regions and explicitly satisfy the interface conditions, whereas the monolithic methods use the same method in all the domain without any special treatment of the fluid-solid interface. Despite the accuracy of the partitioned methods, the monolithic methods are more common in practice because of their convenience. In this paper, we analyse the accuracy of several monolithic methods for wave propagation in the presence of a fluid-solid interface. The analysis is based on grid-dispersion criteria and numerical examples. The methods studied here include: the classical finite-difference method (FDM) based on the second-order displacement formulation of the elastic wave equation (DFDM), the staggered-grid finite difference method (SGFDM), the velocity-stress FDM with a standard grid (VSFDM) and the spectral-element method (SEM). We observe that among these, DFDM and the first-order SEM have a large amount of grid dispersion in the fluid region which renders them impractical for this application. On the other hand, SGFDM, VSFDM and SEM of order greater or equal to 2 yield accurate results for the body waves in the fluid and solid regions if a sufficient number of nodes per wavelength is used. All of the considered methods yield limited accuracy for the surface waves because the proper boundary conditions are not incorporated into the numerical scheme. Overall, we demonstrate both by analytic treatment and numerical experiments, that a first-order velocity-stress formulation can, in general, be used in dealing with fluid-solid interfaces without using staggered grids necessarily.
NASA Astrophysics Data System (ADS)
Wright, G.; Flyer, N.; Yuen, D. A.; Monnereau, M.; Zhang, S.; Wang, S. M.
2009-05-01
Many numerical methods, such as finite-differences, finite-volume, their yin-yang variants, finite-elements and spectral methods have been employed to study 3-D mantle convection. All have their own strengths, but also serious weaknesses. Spectrally accurate methods do not practically allow for node refinement and often involve cumbersome algebra while finite difference, volume, or element methods are generally low-order, adding excessive numerical diffusion to the model. For the 3-D mantle convection problem, we have introduced a new mesh-free approach, using radial basis functions (RBF). This method has the advantage of being algorithmic simple, spectrally accurate for arbitrary node layouts in multi-dimensions and naturally allows for node-refinement. One virtue of the RBF scheme allows the user to use a simple Cartesian geometry, while implementing the required boundary conditions for the temperature, velocities and stress components on a spherical surface at both the planetary surface and the core-mantle boundary. We have studied time- dependent mantle convection, using both a RBF-pseudospectral code and a code which uses spherical- harmonics in the angular direction and second-order finite volume in the radial direction. We have employed a third code , which uses spherical harmonics and higher-order finite-difference method a la Fornberg in the radial coordinate.We first focus on the onset of time-dependence at Rayleigh number Ra of 70,000. We follow the development of stronger time-dependence to a Ra of one million, using high enough resolution with 120 to 200 points in the radial direction and 128 to 256 spherical harmonics.
NASA Astrophysics Data System (ADS)
Garg, Rajat P.; Ferziger, Joel H.; Monismith, Stephen G.
1997-06-01
A method for efficient implementation of a combined spectral finite difference algorithm for computation of incompressible stratified turbulent flows on distributed memory computers is presented. The solution technique is the fractional step method with a semi-implicit time advancement scheme. A single-programme multiple-data abstraction is used in conjunction with a static data-partitioning scheme. The distributed FFTs required in the explicit step are based on the transpose method and the large sets of independent tridiagonal systems of equations arising in the implicit steps are solved using the pipelined Thomas algorithm. A speed-up analysis of a model problem is presented for three partitioning schemes, namely unipartition, multipartition and transpose partition. It is shown that the unipartitioning scheme is best suited for this algorithm. Performance measurements of the overall as well as individual stages of the algorithm are presented for several different grids and are discussed in the context of associated dependency and communication overheads. An unscaled speed-up efficiency of up to 91% on doubling the number of processors and up to 60% on an eightfold increase in the number of processors was obtained on the Intel Paragon and iPSC/860 Hypercube. Absolute performance of the code was evaluated by comparisons with performance on the Cray-YMP. On 128 Paragon processors, performance up to five times that of a single-processor Cray-YMP was obtained. The validation of the method and results of grid refinement studies in stably stratified turbulent channel flows are presented.
Ackleh, Azmy S; Farkas, József Z; Li, Xinyu; Ma, Baoling
2015-01-01
We consider a size-structured population model where individuals may be recruited into the population at different sizes. First- and second-order finite difference schemes are developed to approximate the solution of the model. The convergence of the approximations to a unique weak solution is proved. We then show that as the distribution of the new recruits become concentrated at the smallest size, the weak solution of the distributed states-at-birth model converges to the weak solution of the classical Gurtin-McCamy-type size-structured model in the weak* topology. Numerical simulations are provided to demonstrate the achievement of the desired accuracy of the two methods for smooth solutions as well as the superior performance of the second-order method in resolving solution-discontinuities. Finally, we provide an example where supercritical Hopf-bifurcation occurs in the limiting single state-at-birth model and we apply the second-order numerical scheme to show that such bifurcation also occurs in the distributed model. PMID:24890735
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.
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.
NASA Astrophysics Data System (ADS)
Lee, H.; Min, D.; Lim, S.; Yang, J.; Kwon, B.; Yoo, H.
2009-12-01
In a conventional marine seismic data analysis, pressure data have been usually interpreted on the basis of acoustic wave equation. The acoustic wave equation, however, only deals with P-wave propagation, and it cannot correctly describe the wave propagation in acoustic-elastic (fluid-solid) coupled media. Recently, in 4C OBC survey (4-component ocean bottom cable), it is possible to acquire both pressure and 3-component displacements (measured at the sea-bottom). Combining pressure and displacement data allows us to interpret subsurface structures more accurately. In order to accurately simulate wave propagation in fluid-solid coupled media, we need an acoustic-elastic coupled modeling algorithm, which deals with displacements in elastic region and pressure in acoustic region. For waveform inversion and reverse-time migration that require a great number of forward modeling, it is essential to develop an efficient scheme that reduces computing time and computer core memory. In this study, we present a 3D time-domain acoustic-elastic coupled modeling algorithm on the basis of the cell-based finite difference method. The cell-based method has proven to properly describe the free-surface boundary, which indicates that it will also properly describe the fluid-solid interface boundaries. In the acoustic-elastic coupled modeling, we first compose cell-based finite differences individually for the 3D acoustic and elastic media, and then combine the differences using the fluid-solid interface boundary conditions. Considering that the 2D acoustic-elastic coupled modeling algorithm gives numerical solutions comparable to analytic solutions, we expect that the 3D acoustic-elastic coupled modeling will correctly describe wave propagation in the fluid-solid coupled media. We apply our algorithm to 3D horizontal two- and three-layer models. Numerical experiments show that the cell-based coupled modeling algorithm properly describes S- and converted waves as well as P-waves. The
Kauppinen, P; Hyttinen, J; Laarne, P; Malmivuo, J
1999-02-01
There is an evolving need for new information available by employing patient tailored anatomically accurate computer models of the electrical properties of the human body. Because construction of a computer model can be difficult and laborious to perform sufficiently well, devised models have varied greatly in the level of anatomical accuracy incorporated in them. This has restricted the validity of conducted simulations. In the present study, a versatile software package was developed to transform anatomic voxel data into accurate finite difference method volume conductor models conveniently and in a short time. The package includes components for model construction, simulation, visualisation and detailed analysis of simulation output based on volume conductor theory. Due to the methods developed, models can comprise more anatomical details than the prior computer models. Several models have been constructed, for example, a highly detailed 3-D anatomically accurate computer model of the human thorax as a volume conductor utilising the US National Library of Medicine's (NLM) Visible Human Man (VHM) digital anatomy data. Based on the validation runs the developed software package is readily applicable in analysis of a wide range of bioelectric field problems. PMID:10092033
Lefrancois, Daniel; Rehn, Dirk R; Dreuw, Andreas
2016-08-28
For the calculation of adiabatic singlet-triplet gaps (STG) in diradicaloid systems the spin-flip (SF) variant of the algebraic diagrammatic construction (ADC) scheme for the polarization propagator in third order perturbation theory (SF-ADC(3)) has been applied. Due to the methodology of the SF approach the singlet and triplet states are treated on an equal footing since they are part of the same determinant subspace. This leads to a systematically more accurate description of, e.g., diradicaloid systems than with the corresponding non-SF single-reference methods. Furthermore, using analytical excited state gradients at ADC(3) level, geometry optimizations of the singlet and triplet states were performed leading to a fully consistent description of the systems, leading to only small errors in the calculated STGs ranging between 0.6 and 2.4 kcal/mol with respect to experimental references. PMID:27586899
NASA Astrophysics Data System (ADS)
Abgrall, R.; De Santis, D.
2015-02-01
A robust and high order accurate Residual Distribution (RD) scheme for the discretization of the steady Navier-Stokes equations is presented. The proposed method is very flexible: it is formulated for unstructured grids, regardless the shape of the elements and the number of spatial dimensions. A continuous approximation of the solution is adopted and standard Lagrangian shape functions are used to construct the discrete space, as in Finite Element methods. The traditional technique for designing RD schemes is adopted: evaluate, for any element, a total residual, split it into nodal residuals sent to the degrees of freedom of the element, solve the non-linear system that has been assembled and then iterate up to convergence. The main issue addressed by the paper is that the technique relies in depth on the continuity of the normal flux across the element boundaries: this is no longer true since the gradient of the state solution appears in the flux, hence continuity is lost when using standard finite element approximations. Naive solution methods lead to very poor accuracy. To cope with the fact that the normal component of the gradient of the numerical solution is discontinuous across the faces of the elements, a continuous approximation of the gradient of the numerical solution is recovered at each degree of freedom of the grid and then interpolated with the same shape functions used for the solution, preserving the optimal accuracy of the method. Linear and non-linear schemes are constructed, and their accuracy is tested with the method of the manufactured solutions. The numerical method is also used for the discretization of smooth and shocked laminar flows in two and three spatial dimensions.
The construction of high-accuracy schemes for acoustic equations
NASA Technical Reports Server (NTRS)
Tang, Lei; Baeder, James D.
1995-01-01
An accuracy analysis of various high order schemes is performed from an interpolation point of view. The analysis indicates that classical high order finite difference schemes, which use polynomial interpolation, hold high accuracy only at nodes and are therefore not suitable for time-dependent problems. Thus, some schemes improve their numerical accuracy within grid cells by the near-minimax approximation method, but their practical significance is degraded by maintaining the same stencil as classical schemes. One-step methods in space discretization, which use piecewise polynomial interpolation and involve data at only two points, can generate a uniform accuracy over the whole grid cell and avoid spurious roots. As a result, they are more accurate and efficient than multistep methods. In particular, the Cubic-Interpolated Psuedoparticle (CIP) scheme is recommended for computational acoustics.
Finite difference approximation of hedging quantities in the Heston model
NASA Astrophysics Data System (ADS)
in't Hout, Karel
2012-09-01
This note concerns the hedging quantities Delta and Gamma in the Heston model for European-style financial options. A modification of the discretization technique from In 't Hout & Foulon (2010) is proposed, which enables a fast and accurate approximation of these important quantities. Numerical experiments are given that illustrate the performance.
NASA Astrophysics Data System (ADS)
Aochi, Hideo; Ulrich, Thomas; Ducellier, Ariane; Dupros, Fabrice; Michea, David
2013-08-01
Seismic waves radiated from an earthquake propagate in the Earth and the ground shaking is felt and recorded at (or near) the ground surface. Understanding the wave propagation with respect to the Earth's structure and the earthquake mechanisms is one of the main objectives of seismology, and predicting the strong ground shaking for moderate and large earthquakes is essential for quantitative seismic hazard assessment. The finite difference scheme for solving the wave propagation problem in elastic (sometimes anelastic) media has been more widely used since the 1970s than any other numerical methods, because of its simple formulation and implementation, and its easy scalability to large computations. This paper briefly overviews the advances in finite difference simulations, focusing particularly on earthquake mechanics and the resultant wave radiation in the near field. As the finite difference formulation is simple (interpolation is smooth), an easy coupling with other approaches is one of its advantages. A coupling with a boundary integral equation method (BIEM) allows us to simulate complex earthquake source processes.
Efficient implementation of weighted ENO schemes
NASA Technical Reports Server (NTRS)
Jiang, Guang-Shan; Shu, Chi-Wang
1995-01-01
In this paper, we further analyze, test, modify and improve the high order WENO (weighted essentially non-oscillatory) finite difference schemes of Liu, Osher and Chan. It was shown by Liu et al. that WENO schemes constructed from the r-th order (in L1 norm) ENO schemes are (r+1)-th order accurate. We propose a new way of measuring the smoothness of a numerical solution, emulating the idea of minimizing the total variation of the approximation, which results in a 5-th order WENO scheme for the case r = 3, instead of the 4-th order with the original smoothness measurement by Liu et al. This 5-th order WENO scheme is as fast as the 4-th order WENO scheme of Liu et al., and both schemes are about twice as fast as the 4-th order ENO schemes on vector supercomputers and as fast on serial and parallel computers. For Euler systems of gas dynamics, we suggest computing the weights from pressure and entropy instead of the characteristic values to simplify the costly characteristic procedure. The resulting WENO schemes are about twice as fast as the WENO schemes using the characteristic decompositions to compute weights, and work well for problems which do not contain strong shocks or strong reflected waves. We also prove that, for conservation laws with smooth solutions, all WENO schemes are convergent. Many numerical tests, including the 1D steady state nozzle flow problem and 2D shock entropy wave interaction problem, are presented to demonstrate the remarkable capability of the WENO schemes, especially the WENO scheme using the new smoothness measurement, in resolving complicated shock and flow structures. We have also applied Yang's artificial compression method to the WENO schemes to sharpen contact discontinuities.
NASA Technical Reports Server (NTRS)
Weatherill, W. H.; Ehlers, F. E.; Yip, E.; Sebastian, J. D.
1980-01-01
Analytical and empirical studies of a finite difference method for the solution of the transonic flow about harmonically oscillating wings and airfoils are presented. The procedure is based on separating the velocity potential into steady and unsteady parts and linearizing the resulting unsteady equations for small disturbances. The steady velocity potential is obtained first from the well-known nonlinear equation for steady transonic flow. The unsteady velocity potential is then obtained from a linear differential equation in complex form with spatially varying coefficients. Since sinusoidal motion is assumed, the unsteady equation is independent of time. An out-of-core direct solution procedure was developed and applied to two-dimensional sections. Results are presented for a section of vanishing thickness in subsonic flow and an NACA 64A006 airfoil in supersonic flow. Good correlation is obtained in the first case at values of Mach number and reduced frequency of direct interest in flutter analyses. Reasonable results are obtained in the second case. Comparisons of two-dimensional finite difference solutions with exact analytic solutions indicate that the accuracy of the difference solution is dependent on the boundary conditions used on the outer boundaries. Homogeneous boundary conditions on the mesh edges that yield complex eigenvalues give the most accurate finite difference solutions. The plane outgoing wave boundary conditions meet these requirements.
Harte, Philip T.
1994-01-01
Proper discretization of a ground-water-flow field is necessary for the accurate simulation of ground-water flow by models. Although discretiza- tion guidelines are available to ensure numerical stability, current guidelines arc flexible enough (particularly in vertical discretization) to allow for some ambiguity of model results. Testing of two common types of vertical-discretization schemes (horizontal and nonhorizontal-model-layer approach) were done to simulate sloping hydrogeologic units characteristic of New England. Differences of results of model simulations using these two approaches are small. Numerical errors associated with use of nonhorizontal model layers are small (4 percent). even though this discretization technique does not adhere to the strict formulation of the finite-difference method. It was concluded that vertical discretization by means of the nonhorizontal layer approach has advantages in representing the hydrogeologic units tested and in simplicity of model-data input. In addition, vertical distortion of model cells by this approach may improve the representation of shallow flow processes.
Simulations of SH wave scattering due to cracks by the 2-D finite difference method
NASA Astrophysics Data System (ADS)
Suzuki, Y.; Kawahara, J.; Okamoto, T.; Miyashita, K.
2006-05-01
We simulate SH wave scattering by 2-D parallel cracks using the finite difference method (FDM), instead of the popularly used boundary integral equation method (BIEM). Here special emphasis is put on simplicity; we apply a standard FDM (fourth-order velocity-stress scheme with a staggered grid) to media in cluding traction-freecracks, which are expressed by arrays of grid points with zero traction. Two types of accuracy tests based oncomparison with a reliable BIEM, suggest that the present method gives practically sufficient accuracy, except for the wavefields in the vicinity of cracks, which can be well handled if the second-order FDM is used instead. As an application of this method, we also simulate wave propagation in media with randomly distributed cracks of the same length. We experimentally determine the attenuation and velocity dispersion induced by scattering from the synthetic seismograms, using a waveform averaging technique. It is shown that the results are well explained by a theory based on the Foldy approximation for crack densities of up to about 01. The presence of a free surface does not affect the validity of the theory. A preliminary experiment also suggests that the validity will not change even for multi-scale cracks.
NASA Astrophysics Data System (ADS)
Nikkar, Samira; Nordström, Jan
2015-06-01
A time-dependent coordinate transformation of a constant coefficient hyperbolic system of equations which results in a variable coefficient system of equations is considered. By applying the energy method, well-posed boundary conditions for the continuous problem are derived. Summation-by-Parts (SBP) operators for the space and time discretization, together with a weak imposition of boundary and initial conditions using Simultaneously Approximation Terms (SATs) lead to a provable fully-discrete energy-stable conservative finite difference scheme. We show how to construct a time-dependent SAT formulation that automatically imposes boundary conditions, when and where they are required. We also prove that a uniform flow field is preserved, i.e. the Numerical Geometric Conservation Law (NGCL) holds automatically by using SBP-SAT in time and space. The developed technique is illustrated by considering an application using the linearized Euler equations: the sound generated by moving boundaries. Numerical calculations corroborate the stability and accuracy of the new fully discrete approximations.
NASA Astrophysics Data System (ADS)
Gupta, A.; Sbragaglia, M.; Scagliarini, A.
2015-06-01
We propose numerical simulations of viscoelastic fluids based on a hybrid algorithm combining Lattice-Boltzmann models (LBM) and Finite Differences (FD) schemes, the former used to model the macroscopic hydrodynamic equations, and the latter used to model the polymer dynamics. The kinetics of the polymers is introduced using constitutive equations for viscoelastic fluids with finitely extensible non-linear elastic dumbbells with Peterlin's closure (FENE-P). The numerical model is first benchmarked by characterizing the rheological behavior of dilute homogeneous solutions in various configurations, including steady shear, elongational flows, transient shear and oscillatory flows. As an upgrade of complexity, we study the model in presence of non-ideal multicomponent interfaces, where immiscibility is introduced in the LBM description using the "Shan-Chen" interaction model. The problem of a confined viscoelastic (Newtonian) droplet in a Newtonian (viscoelastic) matrix under simple shear is investigated and numerical results are compared with the predictions of various theoretical models. The proposed numerical simulations explore problems where the capabilities of LBM were never quantified before.
Development of an advanced finite difference atmospheric general circulation model
NASA Astrophysics Data System (ADS)
Randall, D. A.
1994-11-01
The essence of this research is further development of the Colorado State University (CSU) atmospheric general circulation model (AGCM). Although the CSU AGCM is currently evolving rapidly, is also being used in a variety of 'applications' in which the results of simulation performed with the model are analyzed to gain better understanding of the climate system. In parallel, a GCM development effort is also under way at UCLA. The CSU GCM was derived from the UCLA GCM of 1982, but has evolved to the point that the two models are now really quite distinct. The key distinguishing elements of the CSU model are briefly summarized. The goal of CHAMMP is 'to accelerate the development of more accurate and useful climate prediction capabilities to forecast climate change on sub-continental and smaller scales over time periods ranging from a decade to several centuries'.
Goode, D.J.; Appel, C.A.
1992-01-01
More accurate alternatives to the widely used harmonic mean interblock transmissivity are proposed for block-centered finite-difference models of ground-water flow in unconfined aquifers and in aquifers having smoothly varying transmissivity. The harmonic mean is the exact interblock transmissivity for steady-state one-dimensional flow with no recharge if the transmissivity is assumed to be spatially uniform over each finite-difference block, changing abruptly at the block interface. However, the harmonic mean may be inferior to other means if transmissivity varies in a continuous or smooth manner between nodes. Alternative interblock transmissivity functions are analytically derived for the case of steady-state one-dimensional flow with no recharge. The second author has previously derived the exact interblock transmissivity, the logarithmic mean, for one-dimensional flow when transmissivity is a linear function of distance in the direction of flow. We show that the logarithmic mean transmissivity is also exact for uniform flow parallel to the direction of changing transmissivity in a two- or three-dimensional model, regardless of grid orientation relative to the flow vector. For the case of horizontal flow in a homogeneous unconfined or water-table aquifer with a horizontal bottom and with areally distributed recharge, the exact interblock transmissivity is the unweighted arithmetic mean of transmissivity at the nodes. This mean also exhibits no grid-orientation effect for unidirectional flow in a two-dimensional model. For horizontal flow in an unconfined aquifer with no recharge where hydraulic conductivity is a linear function of distance in the direction of flow the exact interblock transmissivity is the product of the arithmetic mean saturated thickness and the logarithmic mean hydraulic conductivity. For several hypothetical two- and three-dimensional cases with smoothly varying transmissivity or hydraulic conductivity, the harmonic mean is shown to yield
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.
Second-order explicit finite-difference methods for transient-flow analysis
NASA Technical Reports Server (NTRS)
Chaudhry, M. H.; Hussaini, M. Y.
1983-01-01
Three second-order accurate numerical methods - MacCormack's method, Lambda scheme and Gabutti scheme - are introduced to solve the quasi-linear, hyperbolic partial differential equations describing transient flows in closed conduits. The details of these methods and the treatment of boundary conditions are presented and the results computed by using these methods for a typical piping system are compared. It is shown that for the same accuracy, second-order methods require considerably lesser number of computational nodes and computer time as compared to those required by the first-order methods.
Validation of NSWING, a multi-core finite difference code for tsunami propagation and run-up
NASA Astrophysics Data System (ADS)
Miranda, J. M. A.; Luis, J. M. F.; Reis, C.; Omira, R.; Baptista, M. A.
2014-12-01
We present the finite difference tsunami code NSWING (Non-linear Shallow Water model With Nested Grids), that solves the non-linear shallow water equations using the discretization and explicit leap-frog finite difference scheme, in a Cartesian or Spherical frame, as developed by Liu et al. (1998). An open boundary condition is used on the outward limit of the grid, whenever it does not correspond to land. The model also incorporates Coriolis acceleration, bottom friction and a moving boundary scheme to model run-up. Multiple levels of nesting are possible. NSWING runs on MS windows operating system using more than one core. The code is applied to classical benchmark tests (Synolakis et al., 2007) and to a test case in SW Portugal. It is shown that the code reproduces well the numerical benchmarks, improves its accuracy with increasing resolution and ensures mass conservation. It is also shown that NSWING can efficiently provide inundation modelling for high resolution studies. This work is a contribution to GEONUM project FCT-ANR/MAT-NAN/0122/2012
NASA Technical Reports Server (NTRS)
Kreider, Kevin L.; Baumeister, Kenneth J.
1996-01-01
An explicit finite difference real time iteration scheme is developed to study harmonic sound propagation in aircraft engine nacelles. To reduce storage requirements for future large 3D problems, the time dependent potential form of the acoustic wave equation is used. To insure that the finite difference scheme is both explicit and stable for a harmonic monochromatic sound field, a parabolic (in time) approximation is introduced to reduce the order of the governing equation. The analysis begins with a harmonic sound source radiating into a quiescent duct. This fully explicit iteration method then calculates stepwise in time to obtain the 'steady state' harmonic solutions of the acoustic field. For stability, applications of conventional impedance boundary conditions requires coupling to explicit hyperbolic difference equations at the boundary. The introduction of the time parameter eliminates the large matrix storage requirements normally associated with frequency domain solutions, and time marching attains the steady-state quickly enough to make the method favorable when compared to frequency domain methods. For validation, this transient-frequency domain method is applied to sound propagation in a 2D hard wall duct with plug flow.
NASA Technical Reports Server (NTRS)
Batina, John T.
1992-01-01
A time-accurate approximate-factorization (AF) algorithm is described for solution of the three-dimensional unsteady transonic small-disturbance equation. The AF algorithm consists of a time-linearization procedure coupled with a subiteration technique. The algorithm is the basis for the Computational Aeroelasticity Program-Transonic Small Disturbance (CAP-TSD) computer code, which was developed for the analysis of unsteady aerodynamics and aeroelasticity of realistic aircraft configurations. The paper describes details on the governing flow equations and boundary conditions, with an emphasis on documenting the finite-difference formulas of the AF algorithm.
NASA Technical Reports Server (NTRS)
Vinh, Hoang; Dwyer, Harry A.; Van Dam, C. P.
1992-01-01
The applications of two CFD-based finite-difference methods to computational electromagnetics are investigated. In the first method, the time-domain Maxwell's equations are solved using the explicit Lax-Wendroff scheme and in the second method, the second-order wave equations satisfying the Maxwell's equations are solved using the implicit Crank-Nicolson scheme. The governing equations are transformed to a generalized curvilinear coordinate system and solved on a body-conforming mesh using the scattered-field formulation. The induced surface current and the bistatic radar cross section are computed and the results are validated for several two-dimensional test cases involving perfectly-conducting scatterers submerged in transverse-magnetic plane waves.
NASA Astrophysics Data System (ADS)
Li, H.; Zhang, Z.; Chen, X.
2012-12-01
It is widely accepted that they are oversampled in spatial grid spacing and temporal time step in the high speed medium if uniform grids are used for the numerical simulation. This oversampled grid spacing and time step will lower the efficiency of the calculation, especially high velocity contrast exists. Based on the collocated-grid finite-difference method (FDM), we present an algorithm of spatial discontinuous grid, with localized grid blocks and locally varying time steps, which will increase the efficiency of simulation of seismic wave propagation and earthquake strong ground motion. According to the velocity structure, we discretize the model into discontinuous grid blocks, and the time step of each block is determined according to the local stability. The key problem of the discontinuous grid method is the connection between grid blocks with different grid spacing. We use a transitional area overlapped by both of the finer and the coarser grids to deal with the problem. In the transitional area, the values of finer ghost points are obtained by interpolation from the coarser grid in space and time domain, while the values of coarser ghost points are obtained by downsampling from the finer grid. How to deal with coarser ghost points can influent the stability of long time simulation. After testing different downsampling methods and finally we choose the Gaussian filtering. Basically, 4th order Rung-Kutta scheme will be used for the time integral for our numerical method. For our discontinuous grid FDM, discontinuous time steps for the coarser and the finer grids will be used to increase the simulation efficiency. Numerical tests indicate that our method can provide a stable solution even for the long time simulation without any additional filtration for grid spacing ratio n=2. And for larger grid spacing ratio, Gaussian filtration could be used to preserve the stability. With the collocated-grid FDM, which is flexible and accurate in implementation of free
Finite-difference time-domain studies of the optical properties of nanoshell dimers.
Oubre, C; Nordlander, P
2005-05-26
The optical properties of metallic nanoshell dimers are investigated using the finite difference time domain (FDTD) method. We discuss issues of numerical convergence specific for the dimer system. We present results for both homodimers and heterodimers. The results show that retardation effects must be taken into account for an accurate description of realistic size nanoparticle dimers. The optical properties of the nanoshell dimer are found to be strongly polarization dependent. Maximal coupling between the nanoshells in a dimer occurs when the electric field of the incident pulse is aligned parallel to the dimer axis. The wavelengths of the peaks in the extinction cross section of the dimer are shown to vary by more than 100 nm, depending on the incident electric field polarization. The calculations show that electric field enhancements in the dimer junctions depend strongly on dimer separation. The maximum field enhancements occur in the dimer junction and at the expense of a reduced electric field enhancement in other regions of space. We investigate the usefulness of nanoshell dimers substrates for SERS by integrating the fourth power of the electric field enhancements around the surfaces of the nanoparticles as a function of dimer separation and wavelength. The SERS efficiency is shown to depend strongly on dimer separation but much weaker than the fourth power of the maximum electric field enhancement at a particular point. The SERS efficiency is also found to depend strongly on the wavelength of the incident light. Maximum SERS efficiency occurs for resonant excitation of the dimer plasmons. PMID:16852215
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.
Macías-Díaz, J E; Macías, Siegfried; Medina-Ramírez, I E
2013-12-01
In this manuscript, we present a computational model to approximate the solutions of a partial differential equation which describes the growth dynamics of microbial films. The numerical technique reported in this work is an explicit, nonlinear finite-difference methodology which is computationally implemented using Newton's method. Our scheme is compared numerically against an implicit, linear finite-difference discretization of the same partial differential equation, whose computer coding requires an implementation of the stabilized bi-conjugate gradient method. Our numerical results evince that the nonlinear approach results in a more efficient approximation to the solutions of the biofilm model considered, and demands less computer memory. Moreover, the positivity of initial profiles is preserved in the practice by the nonlinear scheme proposed. PMID:23850847
Zou, Han; Jiang, Hao; Luo, Yiwen; Zhu, Jianjie; Lu, Xiaoxuan; Xie, Lihua
2016-01-01
The location and contextual status (indoor or outdoor) is fundamental and critical information for upper-layer applications, such as activity recognition and location-based services (LBS) for individuals. In addition, optimizations of building management systems (BMS), such as the pre-cooling or heating process of the air-conditioning system according to the human traffic entering or exiting a building, can utilize the information, as well. The emerging mobile devices, which are equipped with various sensors, become a feasible and flexible platform to perform indoor-outdoor (IO) detection. However, power-hungry sensors, such as GPS and WiFi, should be used with caution due to the constrained battery storage on mobile device. We propose BlueDetect: an accurate, fast response and energy-efficient scheme for IO detection and seamless LBS running on the mobile device based on the emerging low-power iBeacon technology. By leveraging the on-broad Bluetooth module and our proposed algorithms, BlueDetect provides a precise IO detection service that can turn on/off on-board power-hungry sensors smartly and automatically, optimize their performances and reduce the power consumption of mobile devices simultaneously. Moreover, seamless positioning and navigation services can be realized by it, especially in a semi-outdoor environment, which cannot be achieved by GPS or an indoor positioning system (IPS) easily. We prototype BlueDetect on Android mobile devices and evaluate its performance comprehensively. The experimental results have validated the superiority of BlueDetect in terms of IO detection accuracy, localization accuracy and energy consumption. PMID:26907295
NASA Astrophysics Data System (ADS)
Cohen, F.; Kasahara, K.
As described in an accompanying paper (kasahara), full M.C simulation of air showers in the GZK region is possible by a distributed-parallel processing method. However, this still needs a long computation time even with ~50 to ~100 cpu's which may be available in many pc cluster environments. Air showers always fluctuate event to event largely, and only 1 or few events are not appropriate for practical application. However, we may note that the fluctuations appear only in the longitudinal development; if we look into the ingredients (energy spectrum, angular distribution, arrival time distribution etc and their correlations) at the same "age" of the shower, they are almost the same (or at least can be scaled; e.g, for the lateral distribution, we may use appropriate Moliere length ). In some cases (for muons and hadrons), we may use another parameter instead of the "age". Based on this fact, we developed a new fast and accurate M.C simulation scheme which utilizes a database in which full M.C results are stored (FDD). We generate a number of air showers by using the usual thin sampling method. The thin sampling is sometimes very dangerous when we discuss detailed ingredient (say,lateral distribution, energy spectrum, their correlations etc) but is safely employed to see the total number of particles in the longitudinal development (LDD; we can generate ~1000 LDD showers by 50 cpu's in a day). Then, for a given 1 particular such an event at a certain depth, we can extract every details from FDD by a correspondence rule such as the one using "age" etc. We describe the method, its current status and show some results for the TA experiment.
Zou, Han; Jiang, Hao; Luo, Yiwen; Zhu, Jianjie; Lu, Xiaoxuan; Xie, Lihua
2016-01-01
The location and contextual status (indoor or outdoor) is fundamental and critical information for upper-layer applications, such as activity recognition and location-based services (LBS) for individuals. In addition, optimizations of building management systems (BMS), such as the pre-cooling or heating process of the air-conditioning system according to the human traffic entering or exiting a building, can utilize the information, as well. The emerging mobile devices, which are equipped with various sensors, become a feasible and flexible platform to perform indoor-outdoor (IO) detection. However, power-hungry sensors, such as GPS and WiFi, should be used with caution due to the constrained battery storage on mobile device. We propose BlueDetect: an accurate, fast response and energy-efficient scheme for IO detection and seamless LBS running on the mobile device based on the emerging low-power iBeacon technology. By leveraging the on-broad Bluetooth module and our proposed algorithms, BlueDetect provides a precise IO detection service that can turn on/off on-board power-hungry sensors smartly and automatically, optimize their performances and reduce the power consumption of mobile devices simultaneously. Moreover, seamless positioning and navigation services can be realized by it, especially in a semi-outdoor environment, which cannot be achieved by GPS or an indoor positioning system (IPS) easily. We prototype BlueDetect on Android mobile devices and evaluate its performance comprehensively. The experimental results have validated the superiority of BlueDetect in terms of IO detection accuracy, localization accuracy and energy consumption. PMID:26907295
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.
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.
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.
Hybrid lattice-Boltzmann and finite-difference simulation of electroosmotic flow in a microchannel
NASA Astrophysics Data System (ADS)
Masilamani, Kannan; Ganguly, Suvankar; Feichtinger, Christian; Rüde, Ulrich
2011-04-01
A three-dimensional (3D) transient mathematical model is developed to simulate electroosmotic flows (EOFs) in a homogeneous, square cross-section microchannel, with and without considering the effects of axial pressure gradients. The general governing equations for electroosmotic transport are incompressible Navier-Stokes equations for fluid flow and the nonlinear Poisson-Boltzmann (PB) equation for electric potential distribution within the channel. In the present numerical approach, the hydrodynamic equations are solved using a lattice-Boltzmann (LB) algorithm and the PB equation is solved using a finite-difference (FD) method. The hybrid LB-FD numerical scheme is implemented on an iterative framework solving the system of coupled time-dependent partial differential equations subjected to the pertinent boundary conditions. Transient behavior of the EOF and effects due to the variations of different physicochemical parameters on the electroosmotic velocity profile are investigated. Transport characteristics for the case of combined electroosmotic- and pressure-driven microflows are also examined with the present model. For the sake of comparison, the cases of both favorable and adverse pressure gradients are considered. EOF behaviors of the non-Newtonian fluid are studied through implementation of the power-law model in the 3D LB algorithm devised for the fluid flow analysis. Numerical simulations reveal that the rheological characteristic of the fluid changes the EOF pattern to a considerable extent and can have significant consequences in the design of electroosmotically actuated bio-microfluidic systems. To improve the performance of the numerical solver, the proposed algorithm is implemented for parallel computing architectures and the overall parallel performance is found to improve with the number of processors.
Saarelma, Jukka; Botts, Jonathan; Hamilton, Brian; Savioja, Lauri
2016-04-01
Finite-difference time-domain (FDTD) simulation has been a popular area of research in room acoustics due to its capability to simulate wave phenomena in a wide bandwidth directly in the time-domain. A downside of the method is that it introduces a direction and frequency dependent error to the simulated sound field due to the non-linear dispersion relation of the discrete system. In this study, the perceptual threshold of the dispersion error is measured in three-dimensional FDTD schemes as a function of simulation distance. Dispersion error is evaluated for three different explicit, non-staggered FDTD schemes using the numerical wavenumber in the direction of the worst-case error of each scheme. It is found that the thresholds for the different schemes do not vary significantly when the phase velocity error level is fixed. The thresholds are found to vary significantly between the different sound samples. The measured threshold for the audibility of dispersion error at the probability level of 82% correct discrimination for three-alternative forced choice is found to be 9.1 m of propagation in a free field, that leads to a maximum group delay error of 1.8 ms at 20 kHz with the chosen phase velocity error level of 2%. PMID:27106330
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.
NASA Technical Reports Server (NTRS)
Garrett, L. B.; Smith, G. L.; Perkins, J. N.
1972-01-01
An implicit finite-difference scheme is developed for the fully coupled solution of the viscous, radiating stagnation-streamline equations, including strong blowing. Solutions are presented for both air injection and injection of carbon-phenolic ablation products into air at conditions near the peak radiative heating point in an earth entry trajectory from interplanetary return missions. A detailed radiative-transport code that accounts for the important radiative exchange processes for gaseous mixtures in local thermodynamic and chemical equilibrium is utilized in the study. With minimum number of assumptions for the initially unknown parameters and profile distributions, convergent solutions to the full stagnation-line equations are rapidly obtained by a method of successive approximations. Damping of selected profiles is required to aid convergence of the solutions for massive blowing. It is shown that certain finite-difference approximations to the governing differential equations stabilize and improve the solutions. Detailed comparisons are made with the numerical results of previous investigations. Results of the present study indicate lower radiative heat fluxes at the wall for carbonphenolic ablation than previously predicted.
A Split-Step Scheme for the Incompressible Navier-Stokes
Henshaw, W; Petersson, N A
2001-06-12
We describe a split-step finite-difference scheme for solving the incompressible Navier-Stokes equations on composite overlapping grids. The split-step approach decouples the solution of the velocity variables from the solution of the pressure. The scheme is based on the velocity-pressure formulation and uses a method of lines approach so that a variety of implicit or explicit time stepping schemes can be used once the equations have been discretized in space. We have implemented both second-order and fourth-order accurate spatial approximations that can be used with implicit or explicit time stepping methods. We describe how to choose appropriate boundary conditions to make the scheme accurate and stable. A divergence damping term is added to the pressure equation to keep the numerical dilatation small. Several numerical examples are presented.
NASA Astrophysics Data System (ADS)
Shoaib, Mahbubul Alam; Cho, Soo Gyeong; Choi, Cheol Ho
2014-04-01
We proposed a new parameterization scheme, G4MP2-SFM, for the prediction of heat of formation by combining SFM (Systematic Fragmentation Method) and high accuracy G4MP2 theories. In an application to imidazole derivatives, we found that the overall MAD and RMSD of the particular G4MP2-SFM(opt) are 1.9 and 2.2 kcal/mol, respectively, demonstrating its high prediction accuracy. In addition, our parameterization scheme replaces the ab initio computations with a set of simple arithmetic, allowing fast predictions. Our new computational scheme can be of practical use in high throughput search for new high energy materials.
3D frequency-domain finite-difference modeling of acoustic wave propagation
NASA Astrophysics Data System (ADS)
Operto, S.; Virieux, J.
2006-12-01
We present a 3D frequency-domain finite-difference method for acoustic wave propagation modeling. This method is developed as a tool to perform 3D frequency-domain full-waveform inversion of wide-angle seismic data. For wide-angle data, frequency-domain full-waveform inversion can be applied only to few discrete frequencies to develop reliable velocity model. Frequency-domain finite-difference (FD) modeling of wave propagation requires resolution of a huge sparse system of linear equations. If this system can be solved with a direct method, solutions for multiple sources can be computed efficiently once the underlying matrix has been factorized. The drawback of the direct method is the memory requirement resulting from the fill-in of the matrix during factorization. We assess in this study whether representative problems can be addressed in 3D geometry with such approach. We start from the velocity-stress formulation of the 3D acoustic wave equation. The spatial derivatives are discretized with second-order accurate staggered-grid stencil on different coordinate systems such that the axis span over as many directions as possible. Once the discrete equations were developed on each coordinate system, the particle velocity fields are eliminated from the first-order hyperbolic system (following the so-called parsimonious staggered-grid method) leading to second-order elliptic wave equations in pressure. The second-order wave equations discretized on each coordinate system are combined linearly to mitigate the numerical anisotropy. Secondly, grid dispersion is minimized by replacing the mass term at the collocation point by its weighted averaging over all the grid points of the stencil. Use of second-order accurate staggered- grid stencil allows to reduce the bandwidth of the matrix to be factorized. The final stencil incorporates 27 points. Absorbing conditions are PML. The system is solved using the parallel direct solver MUMPS developed for distributed
Accurate Evaluation of Quantum Integrals
NASA Technical Reports Server (NTRS)
Galant, David C.; Goorvitch, D.
1994-01-01
Combining an appropriate finite difference method with Richardson's extrapolation results in a simple, highly accurate numerical method for solving a Schr\\"{o}dinger's equation. Important results are that error estimates are provided, and that one can extrapolate expectation values rather than the wavefunctions to obtain highly accurate expectation values. We discuss the eigenvalues, the error growth in repeated Richardson's extrapolation, and show that the expectation values calculated on a crude mesh can be extrapolated to obtain expectation values of high accuracy.
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.
NASA Technical Reports Server (NTRS)
Desideri, J. A.; Steger, J. L.; Tannehill, J. C.
1978-01-01
The iterative convergence properties of an approximate-factorization implicit finite-difference algorithm are analyzed both theoretically and numerically. Modifications to the base algorithm were made to remove the inconsistency in the original implementation of artificial dissipation. In this way, the steady-state solution became independent of the time-step, and much larger time-steps can be used stably. To accelerate the iterative convergence, large time-steps and a cyclic sequence of time-steps were used. For a model transonic flow problem governed by the Euler equations, convergence was achieved with 10 times fewer time-steps using the modified differencing scheme. A particular form of instability due to variable coefficients is also analyzed.
NASA Astrophysics Data System (ADS)
Hochgraf, Kelsey
Auralization methods have been used for a long time to simulate the acoustics of a concert hall for different seat positions. The goal of this thesis was to apply the concept of auralization to a larger audience area that the listener could walk through to compare differences in acoustics for a wide range of seat positions. For this purpose, the acoustics of Rensselaer's Experimental Media and Performing Arts Center (EMPAC) Concert Hall were simulated to create signals for a 136 channel wave field synthesis (WFS) system located at Rensselaer's Collaborative Research Augmented Immersive Virtual Environment (CRAIVE) Laboratory. By allowing multiple people to dynamically experience the concert hall's acoustics at the same time, this research gained perspective on what is important for achieving objective accuracy and subjective plausibility in an auralization. A finite difference time domain (FDTD) simulation on a three-dimensional face-centered cubic grid, combined at a crossover frequency of 800 Hz with a CATT-Acoustic(TM) simulation, was found to have a reverberation time, direct to reverberant sound energy ratio, and early reflection pattern that more closely matched measured data from the hall compared to a CATT-Acoustic(TM) simulation and other hybrid simulations. In the CRAIVE lab, nine experienced listeners found all hybrid auralizations (with varying source location, grid resolution, crossover frequency, and number of loudspeakers) to be more perceptually plausible than the CATT-Acoustic(TM) auralization. The FDTD simulation required two days to compute, while the CATT-Acoustic(TM) simulation required three separate TUCT(TM) computations, each taking four hours, to accommodate the large number of receivers. Given the perceptual advantages realized with WFS for auralization of a large, inhomogeneous sound field, it is recommended that hybrid simulations be used in the future to achieve more accurate and plausible auralizations. Predictions are made for a
An Adaptive Finite Difference Method for Hyperbolic Systems in OneSpace Dimension
Bolstad, John H.
1982-06-01
Many problems of physical interest have solutions which are generally quite smooth in a large portion of the region of interest, but have local phenomena such as shocks, discontinuities or large gradients which require much more accurate approximations or finer grids for reasonable accuracy. Examples are atmospheric fronts, ocean currents, and geological discontinuities. In this thesis we develop and partially analyze an adaptive finite difference mesh refinement algorithm for the initial boundary value problem for hyperbolic systems in one space dimension. The method uses clusters of uniform grids which can ''move'' along with pulses or steep gradients appearing in the calculation, and which are superimposed over a uniform coarse grid. Such refinements are created, destroyed, merged, separated, recursively nested or moved based on estimates of the local truncation error. We use a four-way linked tree and sequentially allocated deques (double-ended queues) to perform these operations efficiently. The local truncation error in the interior of the region is estimated using a three-step Richardson extrapolation procedure, which can also be considered a deferred correction method. At the boundaries we employ differences to estimate the error. Our algorithm was implemented using a portable, extensible Fortran preprocessor, to which we added records and pointers. The method is applied to three model problems: the first order wave equation, the second order wave equation, and the inviscid Burgers equation. For the first two model problems our algorithm is shown to be three to five times more efficient (in computing time) than the use of a uniform coarse mesh, for the same accuracy. Furthermore, to our knowledge, our algorithm is the only one which adaptively treats time-dependent boundary conditions for hyperbolic systems.
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
A Technique of Treating Negative Weights in WENO Schemes
NASA Technical Reports Server (NTRS)
Shi, Jing; Hu, Changqing; Shu, Chi-Wang
2000-01-01
High order accurate weighted essentially non-oscillatory (WENO) schemes have recently been developed for finite difference and finite volume methods both in structural and in unstructured meshes. A key idea in WENO scheme is a linear combination of lower order fluxes or reconstructions to obtain a high order approximation. The combination coefficients, also called linear weights, are determined by local geometry of the mesh and order of accuracy and may become negative. WENO procedures cannot be applied directly to obtain a stable scheme if negative linear weights are present. Previous strategy for handling this difficulty is by either regrouping of stencils or reducing the order of accuracy to get rid of the negative linear weights. In this paper we present a simple and effective technique for handling negative linear weights without a need to get rid of them.
Dynamic Rupture Simulation of Bending Faults With a Finite Difference Approach
NASA Astrophysics Data System (ADS)
Cruz-Atienza, V. M.; Virieux, J.; Operto, S.
2002-12-01
Many questions about physical parameters governing the rupture propagation of earthquakes seem to find their answers within realistic dynamic considerations. Sophisticated constitutive relations based in laboratory experiments have lead to a better understanding of rupture evolution from its very beginning to its arrest. On the other hand, large amount of field observations as well as recent numerical simulations have also demonstrated the importance, in rupture growing, of considering more reasonable geological settings (e.g., bending and step-over fault geometries; heterogeneous surrounding media). So far, despite the development of powerful numerical tools, there still exist some numerical considerations that overstep their possibilities. Authors have solved the dynamic problem by applying the boundary integral equations method (BIEM) in order to explore the influence of fault geometry. This can be possible because of the fact that only the rupture path must be discretized, reducing the impact of numerical discretization. However, the BIEM needs the analytical solution of Green functions that can only be computed for a homogeneous space. Up to date, no interaction with heterogeneous structures can be taken in to account. In contrast, finite difference (FD) approaches have been widely used. In this case, due to the specific discretization of the elastodynamic equations through the entire domain, and the azimuthal anisotropy intrinsic to differential operators, only planar faults have been considered and numerical artefacts have to be carefully checked. In this work, we have used a recently proposed four-order staggered grid finite difference scheme to model in-plane (mode II) dynamic shear fracturing propagation with any pre-established geometry. In contrast with the classical 2-D staggered grid elementary cell in which all the elastic fields are defined in different positions (except the normal stresses), the stencil used here consider the velocity and stress
Petersson, N. Anders; Sjogreen, Bjorn
2015-07-20
We develop a fourth order accurate finite difference method for solving the three-dimensional elastic wave equation in general heterogeneous anisotropic materials on curvilinear grids. The proposed method is an extension of the method for isotropic materials, previously described in the paper by Sjögreen and Petersson (2012) [11]. The method we proposed discretizes the anisotropic elastic wave equation in second order formulation, using a node centered finite difference method that satisfies the principle of summation by parts. The summation by parts technique results in a provably stable numerical method that is energy conserving. Also, we generalize and evaluate the super-grid far-field technique for truncating unbounded domains. Unlike the commonly used perfectly matched layers (PML), the super-grid technique is stable for general anisotropic material, because it is based on a coordinate stretching combined with an artificial dissipation. Moreover, the discretization satisfies an energy estimate, proving that the numerical approximation is stable. We demonstrate by numerical experiments that sufficiently wide super-grid layers result in very small artificial reflections. Applications of the proposed method are demonstrated by three-dimensional simulations of anisotropic wave propagation in crystals.
NASA Technical Reports Server (NTRS)
LeCroy, Stuart R.; Whitlock, Charles H.; Suttles, John T.
1997-01-01
A finite difference radiative transfer program was developed to handle most anisotropic scattering and reflectance problems encountered in the Earth's atmospheric system. The model has been used to reproduce the radiance received by both satellite and ground based radiation measuring instruments. It accurately replicates the radiance measured by both narrow and wide field-of-view instruments with either narrow or broadband wavelength ranges located on the surface and at satellite altitudes. The output of the finite difference code is compared to the measurements by surface pyranometers and a spectroradiometer aboard a high flying aircraft. The program output is also compared to ERBE measurements aboard the ERBS and NOAA-9 satellites as well as the visible bands aboard the GOES-6 and GOES-7 satellites and AVHRR bands 1 and 2 of the NOAA-9 and NOAA-1 1 satellites. The model is within 0.2 % of the radiance received by pyranometers, within 0.6 % of the ERBE radiances, and within 3 % of the radiances measured by the visible bands of the GOES and NOAA AVHRR radiometers.
Petersson, N. Anders; Sjogreen, Bjorn
2015-07-20
We develop a fourth order accurate finite difference method for solving the three-dimensional elastic wave equation in general heterogeneous anisotropic materials on curvilinear grids. The proposed method is an extension of the method for isotropic materials, previously described in the paper by Sjögreen and Petersson (2012) [11]. The method we proposed discretizes the anisotropic elastic wave equation in second order formulation, using a node centered finite difference method that satisfies the principle of summation by parts. The summation by parts technique results in a provably stable numerical method that is energy conserving. Also, we generalize and evaluate the super-grid far-fieldmore » technique for truncating unbounded domains. Unlike the commonly used perfectly matched layers (PML), the super-grid technique is stable for general anisotropic material, because it is based on a coordinate stretching combined with an artificial dissipation. Moreover, the discretization satisfies an energy estimate, proving that the numerical approximation is stable. We demonstrate by numerical experiments that sufficiently wide super-grid layers result in very small artificial reflections. Applications of the proposed method are demonstrated by three-dimensional simulations of anisotropic wave propagation in crystals.« less
NASA Astrophysics Data System (ADS)
Takenaka, H.; Komatsu, M.; Toyokuni, G.; Nakamura, T.; Okamoto, T.
2015-12-01
A simple and efficient finite-difference scheme is developed to compute seismic wave propagation for a partial spherical shell model of a three-dimensionally (3-D) heterogeneous global earth structure. This new scheme solves the elastodynamic equations in the "quasi-Cartesian" coordinate system similar to a local Cartesian one, instead of the spherical coordinate system, with a staggered-grid finite-difference method in time domain (FDTD) which is one of the most popular numerical methods in seismic motion simulations for local to regional scale models. The proposed scheme may be useful for modeling seismic wave propagation in a very large region of sub-global scale beyond regional and less than global ones, where the effects of roundness of earth cannot be ignored. In "quasi-Cartesian" coordinates, x, y, and z are set to be locally in directions of latitude, longitude and depth, respectively. The stencil for each of the x-derivatives then depends on the depth coordinate at the evaluation point, while the stencil for each of the y-derivatives varies with both coordinates of the depth and latitude. In order to reduce lateral variations of the horizontal finite-difference stencils over the computational domain, we move the target area to a location around the equator of the computational spherical coordinate system using a way similar to the conversion from equatorial coordinates to ecliptic coordinates. The developed scheme can be easily implemented in 3-D Cartesian FDTD codes for local to regional scale modeling by changing a very small part of the codes. Our scheme may be able to open a window for multi-scale modeling of seismic wave propagation in scales from sub-global to local one.
TE/TM scheme for computation of electromagnetic fields in accelerators
Zagorodnov, Igor . E-mail: zagor@temf.de; Weiland, Thomas . E-mail: thomas.weiland@temf.de
2005-07-20
We propose a new two-level economical conservative scheme for short-range wake field calculation in three dimensions. The scheme does not have dispersion in the longitudinal direction and is staircase free (second order convergent). Unlike the finite-difference time domain method (FDTD), it is based on a TE/TM like splitting of the field components in time. Additionally, it uses an enhanced alternating direction splitting of the transverse space operator that makes the scheme computationally as effective as the conventional FDTD method. Unlike the FDTD ADI and low-order Strang methods, the splitting error in our scheme is only of fourth order. As numerical examples show, the new scheme is much more accurate on the long-time scale than the conventional FDTD approach.
NASA Technical Reports Server (NTRS)
Chang, Sin-Chung
1987-01-01
The validity of the modified equation stability analysis introduced by Warming and Hyett was investigated. It is shown that the procedure used in the derivation of the modified equation is flawed and generally leads to invalid results. Moreover, the interpretation of the modified equation as the exact partial differential equation solved by a finite-difference method generally cannot be justified even if spatial periodicity is assumed. For a two-level scheme, due to a series of mathematical quirks, the connection between the modified equation approach and the von Neuman method established by Warming and Hyett turns out to be correct despite its questionable original derivation. However, this connection is only partially valid for a scheme involving more than two time levels. In the von Neumann analysis, the complex error multiplication factor associated with a wave number generally has (L-1) roots for an L-level scheme. It is shown that the modified equation provides information about only one of these roots.
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.
Jacobs, Gustaaf B. Don, W.-S.
2009-03-20
A high-order particle-source-in-cell (PSIC) algorithm is presented for the computation of the interaction between shocks, small scale structures, and liquid and/or solid particles in high-speed engineering applications. The improved high-order finite difference weighted essentially non-oscillatory (WENO-Z) method for solution of the hyperbolic conservation laws that govern the shocked carrier gas flow, lies at the heart of the algorithm. Finite sized particles are modeled as points and are traced in the Lagrangian frame. The physical coupling of particles in the Lagrangian frame and the gas in the Eulerian frame through momentum and energy exchange, is numerically treated through high-order interpolation and weighing. The centered high-order interpolation of the fluid properties to the particle location is shown to lead to numerical instability in shocked flow. An essentially non-oscillatory interpolation (ENO) scheme is devised for the coupling that improves stability. The ENO based algorithm is shown to be numerically stable and to accurately capture shocks, small flow features and particle dispersion. Both the carrier gas and the particles are updated in time without splitting with a third-order Runge-Kutta TVD method. One and two-dimensional computations of a shock moving into a particle cloud demonstrates the characteristics of the WENO-Z based PSIC method (PSIC/WENO-Z). The PSIC/WENO-Z computations are not only in excellent agreement with the numerical simulations with a third-order Rusanov based PSIC and physical experiments in [V. Boiko, V.P. Kiselev, S.P. Kiselev, A. Papyrin, S. Poplavsky, V. Fomin, Shock wave interaction with a cloud of particles, Shock Waves, 7 (1997) 275-285], but also show a significant improvement in the resolution of small scale structures. In two-dimensional simulations of the Mach 3 shock moving into forty thousand bronze particles arranged in the shape of a rectangle, the long time accuracy of the high-order method is demonstrated
NASA Astrophysics Data System (ADS)
Zhang, Xi; Liu, Yang; Cai, Xiaohui; Ren, Zhiming
2015-12-01
The reverse-time migration (RTM) crosscorrelation imaging condition requires that the forward-propagated source wavefield and the backward-propagated receiver wavefield must be obtained at the same time. The easiest way to get the source wavefield is to save the entire time history of the full wavefield into computer memory. However, this strategy requires huge amount of data storage. It is impossible for large-scale 3D RTM. To reduce the computer memory cost, the back-propagated source wavefield is reconstructed by using the stored boundary wavefield. Its computer memory is proportional to the saved boundary grid points. For high order of spatial finite-difference (FD) schemes, more boundary grid points are needed to be stored, which consumes a large amount of the computer memory required for RTM. To further reduce the computer memory cost, we adopt the hybrid absorbing boundary condition (ABC) combined with the arbitrarily wide-angle wave equations (AWWEs). In our method, three boundary grid points can obtain good absorption. The source wavefield can be accurately reconstructed by using these points and the mirror-image symmetry method. Numerical experiments demonstrate the correctness and effectiveness of the proposed method. We compared our method with the conventional hybrid ABC method based on the 15°one way wave equations (OWWEs). Comparisons show that our method with three boundary grid points can achieve the same absorption as the conventional method with ten boundary grid points. For twentieth order of accuracy in space, our method uses only about 30% of memory requirement and about 59% of computation time required by the conventional method.
NASA Astrophysics Data System (ADS)
Fisher, Travis C.; Carpenter, Mark H.; Nordström, Jan; Yamaleev, Nail K.; Swanson, Charles
2013-02-01
The Lax-Wendroff theorem stipulates that a discretely conservative operator is necessary to accurately capture discontinuities. The discrete operator, however, need not be derived from the divergence form of the continuous equations. Indeed, conservation law equations that are split into linear combinations of the divergence and product rule form and then discretized using any diagonal-norm skew-symmetric summation-by-parts (SBP) spatial operator, yield discrete operators that are conservative. Furthermore, split-form, discretely conservation operators can be derived for periodic or finite-domain SBP spatial operators of any order. Examples are presented of a fourth-order, SBP finite-difference operator with second-order boundary closures. Sixth- and eighth-order constructions are derived, and are supplied in an accompanying text file.
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.
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.
NASA Astrophysics Data System (ADS)
Xie, Shengbai; Ghaisas, Niranjan; Archer, Cristina L.
2015-12-01
The neutral atmospheric boundary layer (ABL) is simulated by finite-difference large-eddy simulations (LES) with various dynamic subgrid-scale (SGS) models. The goal is to understand the sensitivity of the results to several aspects of the simulation set-up: SGS model, numerical scheme for the convective term, resolution, and filter type. Three dynamic SGS models are tested: two scale-invariant models and the Lagrangian-averaged scale-dependent (LASD) model. The results show that the LASD model has the best performance in capturing the law-of-the-wall, because the scale invariance hypothesis is violated in finite-difference LES. Two forms of the convective term are tested, the skew-symmetric and the divergence forms. The choice of the convective term is more important when the LASD model is used and the skew-symmetric scheme leads to better simulations in general. However, at fine resolutions both in space and time, the sensitivity to the convective scheme is reduced. Increasing the resolution improves the performance in general, but does not better capture the law of the wall. The box and Gaussian filters are tested and it is found that, combined with the LASD model, the Gaussian filter is not sufficient to dissipate the small numerical noises, which in turn affects the large-scale motions. In conclusion, to get the most benefits of the LASD model within the finite-difference framework, the simulations need to be set up properly by choosing the right combination of numerical scheme, resolution, and filter type.
Fukuda, Ikuo; Kamiya, Narutoshi; Yonezawa, Yasushige; Nakamura, Haruki
2012-08-01
The zero-dipole summation method was extended to general molecular systems, and then applied to molecular dynamics simulations of an isotropic water system. In our previous paper [I. Fukuda, Y. Yonezawa, and H. Nakamura, J. Chem. Phys. 134, 164107 (2011)], for evaluating the electrostatic energy of a classical particle system, we proposed the zero-dipole summation method, which conceptually prevents the nonzero-charge and nonzero-dipole states artificially generated by a simple cutoff truncation. Here, we consider the application of this scheme to molecular systems, as well as some fundamental aspects of general cutoff truncation protocols. Introducing an idea to harmonize the bonding interactions and the electrostatic interactions in the scheme, we develop a specific algorithm. As in the previous study, the resulting energy formula is represented by a simple pairwise function sum, enabling facile applications to high-performance computation. The accuracy of the electrostatic energies calculated by the zero-dipole summation method with the atom-based cutoff was numerically investigated, by comparison with those generated by the Ewald method. We obtained an electrostatic energy error of less than 0.01% at a cutoff length longer than 13 Å for a TIP3P isotropic water system, and the errors were quite small, as compared to those obtained by conventional truncation methods. The static property and the stability in an MD simulation were also satisfactory. In addition, the dielectric constants and the distance-dependent Kirkwood factors were measured, and their coincidences with those calculated by the particle mesh Ewald method were confirmed, although such coincidences are not easily attained by truncation methods. We found that the zero damping-factor gave the best results in a practical cutoff distance region. In fact, in contrast to the zero-charge scheme, the damping effect was insensitive in the zero-charge and zero-dipole scheme, in the molecular system we
NASA Astrophysics Data System (ADS)
Takenaka, H.; Fujioka, A.; Nakamura, T.; Okamoto, T.
2013-12-01
Sakurajima volcano is one of the most active volcanoes in Japan, which is located in a part of Kagoshima bay, i.e. Aira caldera, in the south of Kyushu island, Japan. It has elevation of 1117 m and three main peaks; Kita-dake (1117 m), Naka-dake (1060 meters) and Minami-dake (1040 m). Sakurajima is connected to the Osumi peninsula in the east. We construct a fully three-dimensional model of Sakurajima volcano and conduct numerical simulations of seismic wave propagation for eruption earthquakes at Sakurajima volcano with the finite-difference method (FDM, Nakamura et al., 2012, BSSA). Our FDM model area is 12 km x 15 km wide, which includes Sakurajima volcano around the center. Mesh size (size of each cubic cell) of the FDM model is 20 m. Seismic wave propagation is strongly affected not only by subsurface structure but also by topography of land and seafloor. For the surface model construction we employ the 50m-mesh DEM provided by the Geographical Survey Institute of Japan for land surface, and nearly-250m-mesh topographic data of Kishimoto (1999) for seafloor, while for the subsurface structure model construction we exploit the Japan Integrated Velocity Structure Model provided by the Headquarters for Earthquake Research Promotion. To incorporate the topography of land and seafloor into the FDM, a simple and accurate fluid-solid boundary condition is implemented, where the seawater is included in the sea area of the FDM model. We employ a simple pulse point source of a vertical single force or explosive (isotropic) type around the sea level depth in the volcano to excite seismic waves. The modeled frequency range of the simulation is lower than about 5 Hz. Our simulation results show rather complicated waveform and long duration, of which may come from a scattering effect due to the topography and a site effect due to the shallow surface layers on the seismic wave propagation. It suggests that appropriate modeling of effects of the topography on seismic wave
3D Finite-Difference Modeling of Acoustic Radiation from Seismic Sources
NASA Astrophysics Data System (ADS)
Chael, E. P.; Aldridge, D. F.; Jensen, R. P.
2013-12-01
Shallow seismic events, earthquakes as well as explosions, often generate acoustic waves in the atmosphere observable at local or even regional distances. Recording both the seismic and acoustic signals can provide additional constraints on source parameters such as epicenter coordinates, depth, origin time, moment, and mechanism. Recent advances in finite-difference (FD) modeling methods enable accurate numerical treatment of wave propagation across the ground surface between the (solid) elastic and (fluid) acoustic domains. Using a fourth-order, staggered-grid, velocity-stress FD algorithm, we are investigating the effects of various source parameters on the acoustic (or infrasound) signals transmitted from the solid earth into the atmosphere. Compressional (P), shear (S), and Rayleigh waves all radiate some acoustic energy into the air at the ground surface. These acoustic wavefronts are typically conical in shape, since their phase velocities along the surface exceed the sound speed in air. Another acoustic arrival with a spherical wavefront can be generated from the vicinity of the epicenter of a shallow event, due to the strong vertical ground motions directly above the buried source. Images of acoustic wavefields just above the surface reveal the radiation patterns and relative amplitudes of the various arrivals. In addition, we compare the relative effectiveness of different seismic source mechanisms for generating acoustic energy. For point sources at a fixed depth, double-couples with almost any orientation produce stronger acoustic signals than isotropic explosions, due to higher-amplitude S and Rayleigh waves. Of course, explosions tend to be shallower than most earthquakes, which can offset the differences due to mechanism. Low-velocity material in the shallow subsurface acts to increase vertical seismic motions there, enhancing the coupling to acoustic waves in air. If either type of source breaks the surface (e.g., an earthquake with surface rupture
NASA Astrophysics Data System (ADS)
Vincenti, H.; Vay, J.-L.
2016-03-01
Very high order or pseudo-spectral Maxwell solvers are the method of choice to reduce discretization effects (e.g. numerical dispersion) that are inherent to low order Finite-Difference Time-Domain (FDTD) schemes. However, due to their large stencils, these solvers are often subject to truncation errors in many electromagnetic simulations. These truncation errors come from non-physical modifications of Maxwell's equations in space that may generate spurious signals affecting the overall accuracy of the simulation results. Such modifications for instance occur when Perfectly Matched Layers (PMLs) are used at simulation domain boundaries to simulate open media. Another example is the use of arbitrary order Maxwell solver with domain decomposition technique that may under some condition involve stencil truncations at subdomain boundaries, resulting in small spurious errors that do eventually build up. In each case, a careful evaluation of the characteristics and magnitude of the errors resulting from these approximations, and their impact at any frequency and angle, requires detailed analytical and numerical studies. To this end, we present a general analytical approach that enables the evaluation of numerical errors of fully three-dimensional arbitrary order finite-difference Maxwell solver, with arbitrary modification of the local stencil in the simulation domain. The analytical model is validated against simulations of domain decomposition technique and PMLs, when these are used with very high-order Maxwell solver, as well as in the infinite order limit of pseudo-spectral solvers. Results confirm that the new analytical approach enables exact predictions in each case. It also confirms that the domain decomposition technique can be used with very high-order Maxwell solvers and a reasonably low number of guard cells with negligible effects on the whole accuracy of the simulation.
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.
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
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...
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...
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,…
Appelo, D; Petersson, N A
2007-12-17
The isotropic elastic wave equation governs the propagation of seismic waves caused by earthquakes and other seismic events. It also governs the propagation of waves in solid material structures and devices, such as gas pipes, wave guides, railroad rails and disc brakes. In the vast majority of wave propagation problems arising in seismology and solid mechanics there are free surfaces. These free surfaces have, in general, complicated shapes and are rarely flat. Another feature, characterizing problems arising in these areas, is the strong heterogeneity of the media, in which the problems are posed. For example, on the characteristic length scales of seismological problems, the geological structures of the earth can be considered piecewise constant, leading to models where the values of the elastic properties are also piecewise constant. Large spatial contrasts are also found in solid mechanics devices composed of different materials welded together. The presence of curved free surfaces, together with the typical strong material heterogeneity, makes the design of stable, efficient and accurate numerical methods for the elastic wave equation challenging. Today, many different classes of numerical methods are used for the simulation of elastic waves. Early on, most of the methods were based on finite difference approximations of space and time derivatives of the equations in second order differential form (displacement formulation), see for example [1, 2]. The main problem with these early discretizations were their inability to approximate free surface boundary conditions in a stable and fully explicit manner, see e.g. [10, 11, 18, 20]. The instabilities of these early methods were especially bad for problems with materials with high ratios between the P-wave (C{sub p}) and S-wave (C{sub s}) velocities. For rectangular domains, a stable and explicit discretization of the free surface boundary conditions is presented in the paper [17] by Nilsson et al. In summary
NASA Astrophysics Data System (ADS)
Wang, Enjiang; Liu, Yang; Sen, Mrinal K.
2016-07-01
The 2D acoustic wave equation is commonly solved numerically by finite-difference (FD) methods in which the accuracy of solution is significantly affected by the FD stencils. The commonly used cross stencil can reach either only second-order accuracy for space domain dispersion-relation-based FD method or (2 M)th-order accuracy along eight specific propagation directions for time-space domain dispersion-relation-based FD method, if the conventional (2 M)th-order spatial FD and second-order temporal FD are used to discretize the equation. One other newly developed rhombus stencil can reach arbitrary even-order accuracy. However, this stencil adds significantly computational cost when the operator length is large. To achieve a balance between the solution accuracy and efficiency, we develop a new FD stencil to solve the 2D acoustic wave equation. This stencil is a combination of the cross stencil and rhombus stencil. A cross stencil with an operator length parameter M is used to approximate the spatial partial derivatives while a rhombus stencil with an operator length parameter N together with the conventional 2nd-order temporal FD is employed in approximating the temporal partial derivatives. Using this stencil, a new FD scheme is developed; we demonstrate that this scheme can reach (2 M)th-order accuracy in space and (2 N)th-order accuracy in time when spatial FD coefficients and temporal FD coefficients are derived from respective dispersion relation using Taylor-series expansion (TE) method. To further increase the accuracy, we derive the FD coefficients by employing the time-space domain dispersion relation of this FD scheme using TE. We also use least-squares (LS) optimization method to reduce dispersion at high wavenumbers. Dispersion analysis, stability analysis and modelling examples demonstrate that our new scheme has greater accuracy and better stability than conventional FD schemes, and thus can adopt large time steps. To reduce the extra computational
Fourth-order compact schemes for the numerical simulation of coupled Burgers' equation
NASA Astrophysics Data System (ADS)
Bhatt, H. P.; Khaliq, A. Q. M.
2016-03-01
This paper introduces two new modified fourth-order exponential time differencing Runge-Kutta (ETDRK) schemes in combination with a global fourth-order compact finite difference scheme (in space) for direct integration of nonlinear coupled viscous Burgers' equations in their original form without using any transformations or linearization techniques. One scheme is a modification of the Cox and Matthews ETDRK4 scheme based on (1 , 3) -Padé approximation and other is a modification of Krogstad's ETDRK4-B scheme based on (2 , 2) -Padé approximation. Efficient versions of the proposed schemes are obtained by using a partial fraction splitting technique of rational functions. The stability properties of the proposed schemes are studied by plotting the stability regions, which provide an explanation of their behavior for dispersive and dissipative problems. The order of convergence of the schemes is examined empirically and found that the modification of ETDRK4 converges with the expected rate even if the initial data are nonsmooth. On the other hand, modification of ETDRK4-B suffers with order reduction if the initial data are nonsmooth. Several numerical experiments are carried out in order to demonstrate the performance and adaptability of the proposed schemes. The numerical results indicate that the proposed schemes provide better accuracy than other schemes available in the literature. Moreover, the results show that the modification of ETDRK4 is reliable and yields more accurate results than modification of ETDRK4-B, while solving problems with nonsmooth data or with high Reynolds number.
NASA Technical Reports Server (NTRS)
Shu, Chi-Wang
1997-01-01
In these lecture notes we describe the construction, analysis, and application of ENO (Essentially Non-Oscillatory) and WENO (Weighted Essentially Non-Oscillatory) schemes for hyperbolic conservation laws and related Hamilton- Jacobi equations. ENO and WENO schemes are high order accurate finite difference schemes designed for problems with piecewise smooth solutions containing discontinuities. The key idea lies at the approximation level, where a nonlinear adaptive procedure is used to automatically choose the locally smoothest stencil, hence avoiding crossing discontinuities in the interpolation procedure as much as possible. ENO and WENO schemes have been quite successful in applications, especially for problems containing both shocks and complicated smooth solution structures, such as compressible turbulence simulations and aeroacoustics. These lecture notes are basically self-contained. It is our hope that with these notes and with the help of the quoted references, the reader can understand the algorithms and code them up for applications.
NASA Technical Reports Server (NTRS)
DeBonis, James R.
2013-01-01
A computational fluid dynamics code that solves the compressible Navier-Stokes equations was applied to the Taylor-Green vortex problem to examine the code s ability to accurately simulate the vortex decay and subsequent turbulence. The code, WRLES (Wave Resolving Large-Eddy Simulation), uses explicit central-differencing to compute the spatial derivatives and explicit Low Dispersion Runge-Kutta methods for the temporal discretization. The flow was first studied and characterized using Bogey & Bailley s 13-point dispersion relation preserving (DRP) scheme. The kinetic energy dissipation rate, computed both directly and from the enstrophy field, vorticity contours, and the energy spectra are examined. Results are in excellent agreement with a reference solution obtained using a spectral method and provide insight into computations of turbulent flows. In addition the following studies were performed: a comparison of 4th-, 8th-, 12th- and DRP spatial differencing schemes, the effect of the solution filtering on the results, the effect of large-eddy simulation sub-grid scale models, and the effect of high-order discretization of the viscous terms.
Accurate numerical solution of compressible, linear stability equations
NASA Technical Reports Server (NTRS)
Malik, M. R.; Chuang, S.; Hussaini, M. Y.
1982-01-01
The present investigation is concerned with a fourth order accurate finite difference method and its application to the study of the temporal and spatial stability of the three-dimensional compressible boundary layer flow on a swept wing. This method belongs to the class of compact two-point difference schemes discussed by White (1974) and Keller (1974). The method was apparently first used for solving the two-dimensional boundary layer equations. Attention is given to the governing equations, the solution technique, and the search for eigenvalues. A general purpose subroutine is employed for solving a block tridiagonal system of equations. The computer time can be reduced significantly by exploiting the special structure of two matrices.
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.
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.
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.
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
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.
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 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)
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 Astrophysics Data System (ADS)
Bohlen, Thomas; Wittkamp, Florian
2016-03-01
We analyse the performance of a higher order accurate staggered viscoelastic time-domain finite-difference method, in which the staggered Adams-Bashforth (ABS) third-order and fourth-order accurate time integrators are used for temporal discretization. ABS is a multistep method that uses previously calculated wavefields to increase the order of accuracy in time. The analysis shows that the numerical dispersion is much lower than that of the widely used second-order leapfrog method. Numerical dissipation is introduced by the ABS method which is significantly smaller for fourth-order than third-order accuracy. In 1-D and 3-D simulation experiments, we verify the convincing improvements of simulation accuracy of the fourth-order ABS method. In a realistic elastic 3-D scenario, the computing time reduces by a factor of approximately 2.4, whereas the memory requirements increase by approximately a factor of 2.2. The ABS method thus provides an alternative strategy to increase the simulation accuracy in time by investing computer memory instead of computing time.
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.
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.
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.
High-Order Energy Stable WENO Schemes
NASA Technical Reports Server (NTRS)
Yamaleev, Nail K.; Carpenter, Mark H.
2008-01-01
A new third-order Energy Stable Weighted Essentially NonOscillatory (ESWENO) finite difference scheme for scalar and vector linear hyperbolic equations with piecewise continuous initial conditions is developed. The new scheme is proven to be stable in the energy norm for both continuous and discontinuous solutions. In contrast to the existing high-resolution shock-capturing schemes, no assumption that the reconstruction should be total variation bounded (TVB) is explicitly required to prove stability of the new scheme. A rigorous truncation error analysis is presented showing that the accuracy of the 3rd-order ESWENO scheme is drastically improved if the tuning parameters of the weight functions satisfy certain criteria. Numerical results show that the new ESWENO scheme is stable and significantly outperforms the conventional third-order WENO finite difference scheme of Jiang and Shu in terms of accuracy, while providing essentially nonoscillatory solutions near strong discontinuities.
COMPARISON OF NUMERICAL SCHEMES FOR SOLVING A SPHERICAL PARTICLE DIFFUSION EQUATION
A new robust iterative numerical scheme was developed for a nonlinear diffusive model that described sorption dynamics in spherical particle suspensions. he numerical scheme had been applied to finite difference and finite element models that showed rapid convergence and stabilit...
NASA Astrophysics Data System (ADS)
Moriyama, Eduardo H.; Zangaro, Renato A.; Lobo, Paulo D. d. C.; Villaverde, Antonio G. J. B.; Watanabe-Sei, Ii; Pacheco, Marcos T. T.; Otsuka, Daniel K.
2002-06-01
Thermal damage in dental pulp during Nd:YAG laser irradiation have been studied by several researchers; but due to dentin inhomogeneous structure, laser interaction with dentin in the hypersensitivity treatment are not fully understood. In this work, heat distribution profile on human dentine samples irradiated with Nd:YAG laser was simulated at surface and subjacent layers. Calculations were carried out using the Crank-Nicolson's finite difference method. Sixteen dentin samples with 1,5 mm of thickness were evenly distributed into four groups and irradiated with Nd:YAG laser pulses, according to the following scheme: (I) 1 pulse of 900 mJ, (II) 2 pulses of 450 mJ, (III) 3 pulses of 300 mJ, (IV) 6 pulses of 150 mJ; corresponding to a total laser energy of 900 mJ. The pulse interval was 300ms, the pulse duration of 900 ms and irradiated surface area of 0,005 mm2. Laser induced morphological changes in dentin were observed for all the irradiated samples. The heat distribution throughout the dentin layer, from the external dentin surface to the pulpal chamber wall, was calculated for each case, in order to obtain further information about the pulsed Nd:YAG laser-oral hard tissue interaction. The simulation showed significant differences in the final temperature at the pulpal chamber, depending on the exposition time and the energy contained in the laser pulse.
Silva, F. da; Hacquin, S.
2005-03-01
We present a novel numerical signal injection technique allowing unidirectional injection of a wave in a wave-guiding structure, applicable to 2D finite-difference time-domain electromagnetic codes, both Maxwell and wave-equation. It is particularly suited to continuous wave radar-like simulations. The scheme gives an unidirectional injection of a signal while being transparent to waves propagating in the opposite direction (directional coupling). The reflected or backscattered waves (returned) are separated from the probing waves allowing direct access to the information on amplitude and phase of the returned wave. It also facilitates the signal processing used to extract the phase derivative (or group delay) when simulating radar systems. Although general, the technique is particularly suited to swept frequency sources (frequency modulated) in the context of reflectometry, a fusion plasma diagnostic. The UTS applications presented here are restricted to fusion plasma reflectometry simulations for different physical situations. This method can, nevertheless, also be used in other dispersive media such as dielectrics, being useful, for example, in the simulation of plasma filled waveguides or directional couplers.
NASA Astrophysics Data System (ADS)
Riley, D. J.
1993-04-01
A technique to integrate a dense, locally non-uniform mesh into finite-difference time-domain (FDTD) codes is presented. The method is designed for the full-wave analysis of multi-material layers that are physically thin, but perhaps electrically thick. Such layers are often used for the purpose of suppressing electromagnetic reflections from conducting surfaces. Throughout the non-uniform local mesh, average values for the conductivity and permittivity are used, where as variations in permeability are accommodated by splitting H-field line integrals and enforcing continuity of the normal B field. A unique interpolation scheme provides accuracy and late-time stability for mesh discontinuities as large as 1000 to 1. Application is made to resistive sheets, the absorbing Salisbury screen, crosstalk on printed circuit boards, and apertures that are narrow both in width and depth with regard to a uniform cell. Where appropriate, comparisons are made with the MoM code CARLOS and transmission-line theory. The hybrid mesh formulation has been highly optimized for both vector and parallel-processing on Cray Y-MP architectures.
NASA Technical Reports Server (NTRS)
Sun, W.; Loeb, N. G.; Fu, Q.
2002-01-01
The three-dimensional (3-D) finite-difference time-domain (FDTD) technique has been extended to simulate light scattering and absorption by nonspherical particles embedded in an absorbing dielectric medium. A uniaxial perfectly matched layer (UPML) absorbing boundary condition is used to truncate the computational domain. When computing the single-scattering properties of a particle in an absorbing dielectric medium, we derive the single-scattering properties including scattering phase functions, extinction, and absorption efficiencies using a volume integration of the internal field. A Mie solution for light scattering and absorption by spherical particles in an absorbing medium is used to examine the accuracy of the 3-D UPML FDTD code. It is found that the errors in the extinction and absorption efficiencies from the 3-D UPML FDTD are less than similar to 2%. The errors in the scattering phase functions are typically less than similar to 5%. The errors in the asymmetry factors are less than similar to 0.l%. For light scattering by particles in free space, the accuracy of the 3-D UPML FDTD scheme is similar to a previous model.
Riley, D.J.
1993-04-01
A technique to integrate a dense, locally non-uniform mesh into finite-difference time-domain (FDTD) codes is presented. The method is designed for the full-wave analysis of multi-material layers that are physically thin, but perhaps electrically thick. Such layers are often used for the purpose of suppressing electromagnetic reflections from conducting surfaces. Throughout the non-uniform local mesh, average values for the conductivity and permittivity are used, where as variations in permeability are accommodated by splitting H-field line integrals and enforcing continuity of the normal B field. A unique interpolation scheme provides accuracy and late-time stability for mesh discontinuities as large as 1000 to 1. Application is made to resistive sheets, the absorbing Salisbury screen, crosstalk on printed circuit boards, and apertures that are narrow both in width and depth with regard to a uniform cell. Where appropriate, comparisons are made with the MoM code CARLOS and transmission-line theory. The hybrid mesh formulation has been highly optimized for both vector and parallel-processing on Cray YMP architectures.
Simulations of P-SV wave scattering due to cracks by the 2-D finite difference method
NASA Astrophysics Data System (ADS)
Suzuki, Yuji; Shiina, Takahiro; Kawahara, Jun; Okamoto, Taro; Miyashita, Kaoru
2013-12-01
We simulate P-SV wave scattering by 2-D parallel cracks using the finite difference method (FDM). Here, special emphasis is put on simplicity; we apply a standard FDM (second-order velocity-stress scheme with a staggered grid) to media including traction-free, infinitesimally thin cracks, which are expressed in a simple manner. As an accuracy test of the present method, we calculate the displacement discontinuity along an isolated crack caused by harmonic waves using the method, which is compared with the corresponding results based on a reliable boundary integral equation method. The test resultantly indicates that the present method yields sufficient accuracy. As an application of this method, we also simulate wave propagation in media with randomly distributed cracks. We experimentally determine the attenuation and velocity dispersion induced by scattering from the synthetic seismograms, using a waveform averaging technique. It is shown that the results are well explained by a theory based on the Foldy approximation, if the crack density is sufficiently low. The theory appears valid with a crack density up to at least 0.1 for SV wave incidence, whereas the validity limit appears lower for P wave incidence.
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.
NASA Technical Reports Server (NTRS)
Hamilton, H. Harris, II; Millman, Daniel R.; Greendyke, Robert B.
1992-01-01
A computer code was developed that uses an implicit finite-difference technique to solve nonsimilar, axisymmetric boundary layer equations for both laminar and turbulent flow. The code can treat ideal gases, air in chemical equilibrium, and carbon tetrafluoride (CF4), which is a useful gas for hypersonic blunt-body simulations. This is the only known boundary layer code that can treat CF4. Comparisons with experimental data have demonstrated that accurate solutions are obtained. The method should prove useful as an analysis tool for comparing calculations with wind tunnel experiments and for making calculations about flight vehicles where equilibrium air chemistry assumptions are valid.
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.
Zherdetsky, Aleksej; Prakonina, Alena; Malony, Allen D.
2014-01-01
The Electrical Impedance Tomography (EIT) and electroencephalography (EEG) forward problems in anisotropic inhomogeneous media like the human head belongs to the class of the three-dimensional boundary value problems for elliptic equations with mixed derivatives. We introduce and explore the performance of several new promising numerical techniques, which seem to be more suitable for solving these problems. The proposed numerical schemes combine the fictitious domain approach together with the finite-difference method and the optimally preconditioned Conjugate Gradient- (CG-) type iterative method for treatment of the discrete model. The numerical scheme includes the standard operations of summation and multiplication of sparse matrices and vector, as well as FFT, making it easy to implement and eligible for the effective parallel implementation. Some typical use cases for the EIT/EEG problems are considered demonstrating high efficiency of the proposed numerical technique. PMID:24527060
Turovets, Sergei; Volkov, Vasily; Zherdetsky, Aleksej; Prakonina, Alena; Malony, Allen D
2014-01-01
The Electrical Impedance Tomography (EIT) and electroencephalography (EEG) forward problems in anisotropic inhomogeneous media like the human head belongs to the class of the three-dimensional boundary value problems for elliptic equations with mixed derivatives. We introduce and explore the performance of several new promising numerical techniques, which seem to be more suitable for solving these problems. The proposed numerical schemes combine the fictitious domain approach together with the finite-difference method and the optimally preconditioned Conjugate Gradient- (CG-) type iterative method for treatment of the discrete model. The numerical scheme includes the standard operations of summation and multiplication of sparse matrices and vector, as well as FFT, making it easy to implement and eligible for the effective parallel implementation. Some typical use cases for the EIT/EEG problems are considered demonstrating high efficiency of the proposed numerical technique. PMID:24527060
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.
Low-dissipation and -dispersion Runge-Kutta schemes for computational acoustics
NASA Technical Reports Server (NTRS)
Hu, F. Q.; Hussaini, M. Y.; Manthey, J.
1994-01-01
In this paper, we investigate accurate and efficient time advancing methods for computational acoustics, where non-dissipative and non-dispersive properties are of critical importance. Our analysis pertains to the application of Runge-Kutta methods to high-order finite difference discretization. In many CFD applications multi-stage Runge-Kutta schemes have often been favored for their low storage requirements and relatively large stability limits. For computing acoustic waves, however, the stability consideration alone is not sufficient, since the Runge-Kutta schemes entail both dissipation and dispersion errors. The time step is now limited by the tolerable dissipation and dispersion errors in the computation. In the present paper, it is shown that if the traditional Runge-Kutta schemes are used for time advancing in acoustic problems, time steps greatly smaller than that allowed by the stability limit are necessary. Low-Dissipation and -Dispersion Runge-Kutta (LDDRE) schemes are proposed, based on an optimization that minimizes the dissipation and dispersion errors for wave propagation. Order optimizations of both single-step and two-step alternating schemes are considered. The proposed LDDRK schemes are remarkably more efficient than the classical Runge-Kutta schemes for acoustic computations. Moreover, low storage implementations of the optimized schemes are discussed. Special issues of implementing numerical boundary conditions in the LDDRK schemes are also addressed.
NASA Technical Reports Server (NTRS)
Hu, F. Q.; Hussaini, M. Y.; Manthey, J.
1995-01-01
We investigate accurate and efficient time advancing methods for computational aeroacoustics, where non-dissipative and non-dispersive properties are of critical importance. Our analysis pertains to the application of Runge-Kutta methods to high-order finite difference discretization. In many CFD applications, multi-stage Runge-Kutta schemes have often been favored for their low storage requirements and relatively large stability limits. For computing acoustic waves, however, the stability consideration alone is not sufficient, since the Runge-Kutta schemes entail both dissipation and dispersion errors. The time step is now limited by the tolerable dissipation and dispersion errors in the computation. In the present paper, it is shown that if the traditional Runge-Kutta schemes are used for time advancing in acoustic problems, time steps greatly smaller than that allowed by the stability limit are necessary. Low Dissipation and Dispersion Runge-Kutta (LDDRK) schemes are proposed, based on an optimization that minimizes the dissipation and dispersion errors for wave propagation. Optimizations of both single-step and two-step alternating schemes are considered. The proposed LDDRK schemes are remarkably more efficient than the classical Runge-Kutta schemes for acoustic computations. Numerical results of each Category of the Benchmark Problems are presented. Moreover, low storage implementations of the optimized schemes are discussed. Special issues of implementing numerical boundary conditions in the LDDRK schemes are also addressed.
A modular three-dimensional finite-difference ground-water flow model
McDonald, M.G.; Harbaugh, A.W.
1984-01-01
This report presents a finite-difference model and its associated modular computer program. The model simulates flow in three dimensions. The report includes detailed explanations of physical and mathematical concepts on which the model is based and an explanation of how those concepts were incorporated in the modular structure of the computer program. The modular structure consists of a Main Program and a series of highly independent subroutines called 'modules.' The modules are grouped into 'packages.' Each package deals with a specific feature of the hydrologic system which is to be simulated, such as flow from rivers or flow into drains, or with a specific method of solving linear equations which describe the flow system, such as the Strongly Implicit Procedure or Slice-Successive Overrelaxation. The division of the program into modules permits the user to examine specific hydrologic features of the model independently. This also facilitates development of additional capabilities because new modules or packages can be added to the program without modifying the existing modules or packages. The input and output systems of the computer program are also designed to permit maximum flexibility. Ground-water flow within the aquifer is simulated using a block-centered finite-difference approach. Layers can be simulated as confined, unconfined, or a combination of confined and unconfined. Flow from external stresses, such as flow to wells, areal recharge, evapotranspiration, flow to drains, and flow through riverbeds, can also be simulated. The finite-difference equations can be solved using either the Strongly Implicit Procedure or Slice-Successive Overrelaxation. The program is written in FORTRAN '66 and will run without modification on most computers which have a FORTRAN '66 compiler. It will also run, without modification, with most extended FORTRAN '77 compilers and with minor modifications on standard FORTRAN '77 compilers. Documentation presented in this report
A modular three-dimensional finite-difference ground-water flow model
McDonald, Michael G.; Harbaugh, Arlen W.
1988-01-01
This report presents a finite-difference model and its associated modular computer program. The model simulates flow in three dimensions. The report includes detailed explanations of physical and mathematical concepts on which the model is based and an explanation of how those concepts are incorporated in the modular structure of the computer program. The modular structure consists of a Main Program and a series of highly independent subroutines called 'modules.' The modules are grouped into 'packages.' Each package deals with a specific feature of the hydrologic system which is to be simulated, such as flow from rivers or flow into drains, or with a specific method of solving linear equations which describe the flow system, such as the Strongly Implicit Procedure or Slice-Successive Overrelaxation. The division of the program into modules permits the user to examine specific hydrologic features of the model independently. This also facilita development of additional capabilities because new packages can be added to the program without modifying the existing packages. The input and output systems of the computer program are also designed to permit maximum flexibility. Ground-water flow within the aquifer is simulated using a block-centered finite-difference approach. Layers can be simulated as confined, unconfined, or a combination of confined and unconfined. Flow associated with external stresses, such as wells, areal recharge, evapotranspiration, drains, and streams, can also be simulated. The finite-difference equations can be solved using either the Strongly Implicit Procedure or Slice-Successive Overrelaxation. The program is written in FORTRAN 77 and will run without modification on most computers that have a FORTRAN 77 compiler. For each program ,module, this report includes a narrative description, a flow chart, a list of variables, and a module listing.
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.
A Modular Three-Dimensional Finite-Difference Ground-Water Flow Model
McDonald, Michael G.; Harbaugh, Arlen W.; Guo, Weixing, (translator); Lu, Guoping
1988-01-01
This report presents a finite-difference model and its associated modular computer program. The model simulates flow in three dimensions. The report includes detailed explanations of physical and mathematical concepts on which the model is based and an explanation of how those concepts are incorporated in the modular structure of the computer program. The modular structure consists of a Main Program and a series of highly independent subroutines called 'modules.' The modules are grouped into 'packages.' Each package deals with a specific feature of the hydrologic system which is to be simulated, such as flow from rivers or flow into drains, or with a specific method of solving linear equations which describe the flow system, such as the Strongly Implicit Procedure or Slice-Successive Overrelaxation. The division of the program into modules permits the user to examine specific hydrologic features of the model independently. This also facilita development of additional capabilities because new packages can be added to the program without modifying the existing packages. The input and output systems of the computer program are also designed to permit maximum flexibility. Ground-water flow within the aquifer is simulated using a block-centered finite-difference approach. Layers can be simulated as confined, unconfined, or a combination of confined and unconfined. Flow associated with external stresses, such as wells, areal recharge, evapotranspiration, drains, and streams, can also be simulated. The finite-difference equations can be solved using either the Strongly Implicit Procedure or Slice-Successive Overrelaxation. The program is written in FORTRAN 77 and will run without modification on most computers that have a FORTRAN 77 compiler. For each program ,module, this report includes a narrative description, a flow chart, a list of variables, and a module listing.
One-dimensional transient finite difference model of an operational salinity gradient solar pond
NASA Technical Reports Server (NTRS)
Hicks, Michael C.; Golding, Peter
1992-01-01
This paper describes the modeling approach used to simulate the transient behavior of a salinity gradient solar pond. A system of finite difference equations are used to generate the time dependent temperature and salinity profiles within the pond. The stability of the pond, as determined by the capacity of the resulting salinity profile to suppress thermal convection within the primary gradient region of the pond, is continually monitored and when necessary adjustments are made to the thickness of the gradient zone. Results of the model are then compared to measurements taken during two representative seasonal periods at the University of Texas at El Paso's (UTEP's) research solar pond.
Finite-Difference Time-Domain solution of Maxwell's equations for the dispersive ionosphere
NASA Astrophysics Data System (ADS)
Nickisch, L. J.; Franke, P. M.
1992-10-01
The Finite-Difference Time-Domain (FDTD) technique is a conceptually simple, yet powerful, method for obtaining numerical solutions to electromagnetic propagation problems. However, the application of FDTD methods to problems in ionospheric radiowave propagation is complicated by the dispersive nature of the ionospheric plasma. In the time domain, the electric displacement is the convolution of the dielectric tensor with the electric field, and thus requires information from the entire signal history. This difficulty can be avoided by returning to the dynamical equations from which the dielectric tensor is derived. By integrating these differential equations simultaneously with the Maxwell equations, temporal dispersion is fully incorporated.
Rotordynamic coefficients for labyrinth seals calculated by means of a finite difference technique
NASA Technical Reports Server (NTRS)
Nordmann, R.; Weiser, P.
1989-01-01
The compressible, turbulent, time dependent and three dimensional flow in a labyrinth seal can be described by the Navier-Stokes equations in conjunction with a turbulence model. Additionally, equations for mass and energy conservation and an equation of state are required. To solve these equations, a perturbation analysis is performed yielding zeroth order equations for centric shaft position and first order equations describing the flow field for small motions around the seal center. For numerical solution a finite difference method is applied to the zeroth and first order equations resulting in leakage and dynamic seal coefficients respectively.
The electromagnetic modeling of thin apertures using the finite-difference time-domain technique
NASA Technical Reports Server (NTRS)
Demarest, Kenneth R.
1987-01-01
A technique which computes transient electromagnetic responses of narrow apertures in complex conducting scatterers was implemented as an extension of previously developed Finite-Difference Time-Domain (FDTD) computer codes. Although these apertures are narrow with respect to the wavelengths contained within the power spectrum of excitation, this technique does not require significantly more computer resources to attain the increased resolution at the apertures. In the report, an analytical technique which utilizes Babinet's principle to model the apertures is developed, and an FDTD computer code which utilizes this technique is described.
A fully nonlinear, mixed spectral and finite difference model for thermally driven, rotating flows
NASA Technical Reports Server (NTRS)
Miller, Timothy L.; Lu, Huei-Iin; Butler, Karen A.
1992-01-01
Finite difference in time and the meridional plane, in conjunction with a spectral technique in the azimuthal direction, are used to approximate the Navier-Stokes equations in a model that can simulate a variety of thermally driven rotating flows in cylindrical and spherical geometries. Axisymmetric flow, linearized waves relative to a fixed or changing axisymmetric flow, nonlinear waves without wave-wave interaction, and fully nonlinear 3D flow, can in this way be calculated. A reexamination is conducted of the steady baroclinic wave case previously treated by Williams (1971) and Quon (1976).
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.
WONDY V: a one-dimensional finite-difference wave-propagation code
Kipp, M.E.; Lawrence, R.J.
1982-06-01
WONDY V solves the finite difference analogs to the Lagrangian equations of motion in one spatial dimension (planar, cylindrical, or spherical). Simulations of explosive detonation, energy deposition, plate impact, and dynamic fracture are possible, using a variety of existing material models. In addition, WONDY has proven to be a powerful tool in the evaluation of new constitutive models. A preprocessor is available to allocate storage arrays commensurate with problem size, and automatic rezoning may be employed to improve resolution. This document provides a description of the equations solved, available material models, operating instructions, and sample problems.
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.
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.
An adaptive-mesh finite-difference solution method for the Navier-Stokes equations
NASA Astrophysics Data System (ADS)
Luchini, Paolo
1987-02-01
An adjustable variable-spacing grid is presented which permits the addition or deletion of single points during iterative solutions of the Navier-Stokes equations by finite difference methods. The grid is designed for application to two-dimensional steady-flow problems which can be described by partial differential equations whose second derivatives are constrained to the Laplacian operator. An explicit Navier-Stokes equations solution technique defined for use with the grid incorporates a hybrid form of the convective terms. Three methods are developed for automatic modifications of the mesh during calculations.
Ramirez-Granados, J C; Paez, G; Strojnik, M
2012-06-01
We develop a technique to analyze pulsed thermography videos in order to detect and reconstruct subsurface defects in homogeneous and layered objects. The technique is based on the analysis of the thermal response of an object to a heat pulse. This thermal response is compared to the predictions of a finite-difference model that is systematically and progressively adjusted to minimize a cost function. With this minimization process, we obtain a depth and a thickness function that allow us to determine the three-dimensional shape, size, depth, thickness, and location of internal defects. The detected defects are reliably reconstructed with graphics of easy interpretation. PMID:22695546
A finite-difference program for stresses in anisotropic, layered plates in bending
NASA Technical Reports Server (NTRS)
Salamon, N. J.
1975-01-01
The interlaminar stresses induced in a layered laminate that is bent into a cylindrical surface are studied. The laminate is modeled as a continuum, and the resulting elasticity equations are solved using the finite difference method. The report sets forth the mathematical framework, presents some preliminary results, and provides a listing and explanation of the computer program. Significant among the results are apparent symmetry relationships that will reduce the numerical size of certain problems and an interlaminar stress behavior having a sharp rise at the free edges.
NASA Technical Reports Server (NTRS)
Van Dalsem, W. R.; Steger, J. L.
1983-01-01
A new, fast, direct-inverse, finite-difference boundary-layer code has been developed and coupled with a full-potential transonic airfoil analysis code via new inviscid-viscous interaction algorithms. The resulting code has been used to calculate transonic separated flows. The results are in good agreement with Navier-Stokes calculations and experimental data. Solutions are obtained in considerably less computer time than Navier-Stokes solutions of equal resolution. Because efficient inviscid and viscous algorithms are used, it is expected this code will also compare favorably with other codes of its type as they become available.
A 3-dimensional finite-difference method for calculating the dynamic coefficients of seals
NASA Technical Reports Server (NTRS)
Dietzen, F. J.; Nordmann, R.
1989-01-01
A method to calculate the dynamic coefficients of seals with arbitrary geometry is presented. The Navier-Stokes equations are used in conjunction with the k-e turbulence model to describe the turbulent flow. These equations are solved by a full 3-dimensional finite-difference procedure instead of the normally used perturbation analysis. The time dependence of the equations is introduced by working with a coordinate system rotating with the precession frequency of the shaft. The results of this theory are compared with coefficients calculated by a perturbation analysis and with experimental results.
Computation of wing-vortex interaction in transonic flow using implicit finite difference algorithm
NASA Technical Reports Server (NTRS)
Srinivasan, G.; Steger, J. L.
1981-01-01
An implicit delta form finite difference algorithm for Euler equations in conservation law form was used in preliminary calculations of three dimensional wing vortex interaction. Both steady and unsteady transonic flow wing vortex interactions are computed. The computations themselves are meant to guide upcoming wind tunnel experiments of the same flow field. Various modifications to the numerical method that are intended to improve computational efficiency are also described and tested in both two and three dimensions. Combination of these methods can reduce the overall computational time by a factor of 4.
NASA Technical Reports Server (NTRS)
Anderson, O. L.
1974-01-01
A finite-difference procedure for computing the turbulent, swirling, compressible flow in axisymmetric ducts is described. Arbitrary distributions of heat and mass transfer at the boundaries can be treated, and the effects of struts, inlet guide vanes, and flow straightening vanes can be calculated. The calculation procedure is programmed in FORTRAN 4 and has operated successfully on the UNIVAC 1108, IBM 360, and CDC 6600 computers. The analysis which forms the basis of the procedure, a detailed description of the computer program, and the input/output formats are presented. The results of sample calculations performed with the computer program are compared with experimental data.
Preconditioned High-order WENO Scheme for Incompressible Viscous Flows Simulation
NASA Astrophysics Data System (ADS)
Qian, Z. S.; Zhang, J. B.; Li, C. X.
2011-09-01
A high-order accurate and highly-efficient finite difference algorithm for numerical simulation of the incompressible viscous flows has been developed. This algorithm is based on the pseudo-compressibility formulation, which combines the preconditioning technique for accelerating the time marching for stiff hyperbolic equations. Third-, fifth- and seventh-order accurate WENO schemes are used to discrete the inviscid fluxes and fourth- and sixth-order central schemes are employed for the viscous fluxes and metric terms. Implicit lower-upper symmetric Gauss-Seidel (LU-SGS) time marching procedure is performed for temporal discretization. The accuracy and the efficiency of the proposed method are demonstrated for several numerical test cases.
Bouchoux, Guillaume; Bader, Kenneth B; Korfhagen, Joseph J; Raymond, Jason L; Shivashankar, Ravishankar; Abruzzo, Todd A; Holland, Christy K
2012-01-01
The prevalence of stroke worldwide and the paucity of effective therapies have triggered interest in the use of transcranial ultrasound as an adjuvant to thrombolytic therapy. Previous studies have shown that 120-kHz ultrasound enhanced thrombolysis and allowed efficient penetration through the temporal bone. The objective of our study was to develop an accurate finite-difference model of acoustic propagation through the skull based on computed tomography (CT) images. The computational approach, which neglected shear waves, was compared with a simple analytical model including shear waves. Acoustic pressure fields from a two-element annular array (120 kHz and 60 kHz) were acquired in vitro in four human skulls. Simulations were performed using registered CT scans and a source term determined by acoustic holography. Mean errors below 14% were found between simulated pressure fields and corresponding measurements. Intracranial peak pressures were systematically underestimated and reflections from the contralateral bone were overestimated. Determination of the acoustic impedance of the bone from the CT images was the likely source of error. High correlation between predictions and measurements (R2=0.93 and R2=0.88 for transmitted and reflected waves amplitude, respectively) demonstrated that this model is suitable for quantitative estimation of acoustic fields generated during 40-200 kHz ultrasound-enhanced ischemic stroke treatment. PMID:23154778
NASA Technical Reports Server (NTRS)
Sun, W.; Loeb, N. G.; Tanev, S.; Videen, G.
2004-01-01
The two-dimensional (2-D) finite-difference time domain (FDTD) method is applied to calculate light scattering and absorption by an arbitrarily shaped infinite column embedded in an absorbing dielectric medium. A uniaxial perfectly matched layer (UPML) absorbing boundary condition (ABC) is used to truncate the computational domain. The single-scattering properties of the infinite column embedded in the absorbing medium, including scattering phase functions, extinction and absorption efficiencies, are derived using an area integration of the internal field. An exact solution for light scattering and absorption by a circular cylinder in an absorbing medium is used to examine the accuracy of the 2-D UPML FDTD code. With use of a cell size of 1/120 incident wavelength in the FDTD calculations, the errors in the extinction and absorption efficiencies and asymmetry factors from the 2-D UPML FDTD are generally smaller than approx .1%. The errors in the scattering phase functions are typically smaller than approx .4%. Using the 2-D UPML FDTD technique, light scattering and absorption by long noncircular columns embedded in absorbing media can be accurately solved.
Garcia-Herranz, Nuria; Cabellos, Oscar; Aragones, Jose M.; Ahnert, Carol
2003-05-15
In order to take into account in a more effective and accurate way the intranodal heterogeneities in coarse-mesh finite-difference (CMFD) methods, a new equivalent parameter generation methodology has been developed and tested. This methodology accounts for the dependence of the nodal homogeneized two-group cross sections and nodal coupling factors, with interface flux discontinuity (IFD) factors that account for heterogeneities on the flux-spectrum and burnup intranodal distributions as well as on neighbor effects.The methodology has been implemented in an analytic CMFD method, rigorously obtained for homogeneous nodes with transverse leakage and generalized now for heterogeneous nodes by including IFD heterogeneity factors. When intranodal mesh node heterogeneity vanishes, the heterogeneous solution tends to the analytic homogeneous nodal solution. On the other hand, when intranodal heterogeneity increases, a high accuracy is maintained since the linear and nonlinear feedbacks on equivalent parameters have been shown to be as a very effective way of accounting for heterogeneity effects in two-group multidimensional coarse-mesh diffusion calculations.
Bohling, G.C.; Butler, J.J., Jr.
2001-01-01
We have developed a program for inverse analysis of two-dimensional linear or radial groundwater flow problems. The program, 1r2dinv, uses standard finite difference techniques to solve the groundwater flow equation for a horizontal or vertical plane with heterogeneous properties. In radial mode, the program simulates flow to a well in a vertical plane, transforming the radial flow equation into an equivalent problem in Cartesian coordinates. The physical parameters in the model are horizontal or x-direction hydraulic conductivity, anisotropy ratio (vertical to horizontal conductivity in a vertical model, y-direction to x-direction in a horizontal model), and specific storage. The program allows the user to specify arbitrary and independent zonations of these three parameters and also to specify which zonal parameter values are known and which are unknown. The Levenberg-Marquardt algorithm is used to estimate parameters from observed head values. Particularly powerful features of the program are the ability to perform simultaneous analysis of heads from different tests and the inclusion of the wellbore in the radial mode. These capabilities allow the program to be used for analysis of suites of well tests, such as multilevel slug tests or pumping tests in a tomographic format. The combination of information from tests stressing different vertical levels in an aquifer provides the means for accurately estimating vertical variations in conductivity, a factor profoundly influencing contaminant transport in the subsurface. ?? 2001 Elsevier Science Ltd. All rights reserved.
NASA Technical Reports Server (NTRS)
Martel, Francoise; Wunsch, Carl
1993-01-01
A finite-difference model of the North Atlantic is constructed for the purpose of making an estimate of the circulation through an inverse calculation. The data base is eclectic, and includes hydrography, oxygen, nutrients, current meter and float records, atmospheric momentum, heat and water vapor transfers, as well as estimates of certain integral fluxes. Owing to the available hydrographic database, the model resolution is restricted to 1 deg at best, and is much coarser in many aspects. This limited resolution is a major obstacle to accurate estimates of climatological fluxes. In its final form, there are about 9000 constraints in 29,000 formal unknowns plus 9000 noise unknowns. The system is solved as a tapered least-squares system by a sparse conjugate gradient algorithm. With the exception of a few float velocities, all constraints are found to be consistent within error estimates. The model produces estimates of large-scale fluxes and flux divergences for all conventional properties including heat and nutrients as well as carbon dioxide and alkalinity. Meridional fluxes of carbon are found to be indistinguishable from zero, whereas the North Atlantic tends to export nutrients to the south, but carry heat to the north. Traditional oceanographic depictions of the circulation through combination of nonsynoptic data into steady models may have reached their useful limit in the present calculation, as the conflicts between the data and physical requirements become quantitatively apparent.
NASA Astrophysics Data System (ADS)
Bouchoux, Guillaume; Bader, Kenneth B.; Korfhagen, Joseph J.; Raymond, Jason L.; Shivashankar, Ravishankar; Abruzzo, Todd A.; Holland, Christy K.
2012-12-01
The prevalence of stroke worldwide and the paucity of effective therapies have triggered interest in the use of transcranial ultrasound as an adjuvant to thrombolytic therapy. Previous studies have shown that 120 kHz ultrasound enhanced thrombolysis and allowed efficient penetration through the temporal bone. The objective of our study was to develop an accurate finite-difference model of acoustic propagation through the skull based on computed tomography (CT) images. The computational approach, which neglected shear waves, was compared with a simple analytical model including shear waves. Acoustic pressure fields from a two-element annular array (120 and 60 kHz) were acquired in vitro in four human skulls. Simulations were performed using registered CT scans and a source term determined by acoustic holography. Mean errors below 14% were found between simulated pressure fields and corresponding measurements. Intracranial peak pressures were systematically underestimated and reflections from the contralateral bone were overestimated. Determination of the acoustic impedance of the bone from the CT images was the likely source of error. High correlation between predictions and measurements (R2 = 0.93 and R2 = 0.88 for transmitted and reflected waves amplitude, respectively) demonstrated that this model is suitable for a quantitative estimation of acoustic fields generated during 40-200 kHz ultrasound-enhanced ischemic stroke treatment.
A practical numerical scheme for the ternary Cahn-Hilliard system with a logarithmic free energy
NASA Astrophysics Data System (ADS)
Jeong, Darae; Kim, Junseok
2016-01-01
We consider a practically stable finite difference method for the ternary Cahn-Hilliard system with a logarithmic free energy modeling the phase separation of a three-component mixture. The numerical scheme is based on a linear unconditionally gradient stable scheme by Eyre and is solved by an efficient and accurate multigrid method. The logarithmic function has a singularity at zero. To remove the singularity, we regularize the function near zero by using a quadratic polynomial approximation. We perform a convergence test, a linear stability analysis, and a robustness test of the ternary Cahn-Hilliard equation. We observe that our numerical solutions are convergent, consistent with the exact solutions of linear stability analysis, and stable with practically large enough time steps. Using the proposed numerical scheme, we also study the temporal evolution of morphology patterns during phase separation in one-, two-, and three-dimensional spaces.
Higher-Order Compact Schemes for Numerical Simulation of Incompressible Flows
NASA Technical Reports Server (NTRS)
Wilson, Robert V.; Demuren, Ayodeji O.; Carpenter, Mark
1998-01-01
A higher order accurate numerical procedure has been developed for solving incompressible Navier-Stokes equations for 2D or 3D fluid flow problems. It is based on low-storage Runge-Kutta schemes for temporal discretization and fourth and sixth order compact finite-difference schemes for spatial discretization. The particular difficulty of satisfying the divergence-free velocity field required in incompressible fluid flow is resolved by solving a Poisson equation for pressure. It is demonstrated that for consistent global accuracy, it is necessary to employ the same order of accuracy in the discretization of the Poisson equation. Special care is also required to achieve the formal temporal accuracy of the Runge-Kutta schemes. The accuracy of the present procedure is demonstrated by application to several pertinent benchmark problems.
Compact high order schemes with gradient-direction derivatives for absorbing boundary conditions
NASA Astrophysics Data System (ADS)
Gordon, Dan; Gordon, Rachel; Turkel, Eli
2015-09-01
We consider several compact high order absorbing boundary conditions (ABCs) for the Helmholtz equation in three dimensions. A technique called "the gradient method" (GM) for ABCs is also introduced and combined with the high order ABCs. GM is based on the principle of using directional derivatives in the direction of the wavefront propagation. The new ABCs are used together with the recently introduced compact sixth order finite difference scheme for variable wave numbers. Experiments on problems with known analytic solutions produced very accurate results, demonstrating the efficacy of the high order schemes, particularly when combined with GM. The new ABCs are then applied to the SEG/EAGE Salt model, showing the advantages of the new schemes.
Feldberg, S.W.
1991-01-01
Commencing in the early 60s the application of explicit finite difference (EFD) methods to the analysis of electrochemical problems paralleled the development and availability of fast, main-frame, digital computers. The appeal of the EFD method has been its simplicity of principle and of application. EFD algorithms, however, are notoriously inefficient for solving certain types of stiff problems (e.g., problems involving a wide dynamic range of time constants). In this presentation the author discusses the principles and some applications of a fast quasi-explicit finite difference (FQEFD) method in which the computational speed is enhanced, by many orders of magnitude in some cases, without compromising the user friendliness which has popularized the EFD method. The method is designed to treat electrochemical responses to a discontinuous (e.g, chronoamperometric) perturbation and utilizes the DuFort-Frankel algorithm (1) with exponentially expanding space (2) and exponentially expanding time grids. (A previously published version of the FQEFD method (3,4) was designed to treat electrochemical responses to a continuous (e.g., cyclic voltammetric) perturbation and utilizes the DuFort-Frankel (3) algorithm in conjunction with an exponentially expanding space grid and a uniform time grid. The development of the basic FQEFD equations was presented there). The protocol for introducing the expanding time grid is straightforward and is discussed. 7 refs., 1 fig. 1 tab.
A moving mesh finite difference method for equilibrium radiation diffusion equations
Yang, Xiaobo; Huang, Weizhang; Qiu, Jianxian
2015-10-01
An efficient moving mesh finite difference method is developed for the numerical solution of equilibrium radiation diffusion equations in two dimensions. The method is based on the moving mesh partial differential equation approach and moves the mesh continuously in time using a system of meshing partial differential equations. The mesh adaptation is controlled through a Hessian-based monitor function and the so-called equidistribution and alignment principles. Several challenging issues in the numerical solution are addressed. Particularly, the radiation diffusion coefficient depends on the energy density highly nonlinearly. This nonlinearity is treated using a predictor–corrector and lagged diffusion strategy. Moreover, the nonnegativity of the energy density is maintained using a cutoff method which has been known in literature to retain the accuracy and convergence order of finite difference approximation for parabolic equations. Numerical examples with multi-material, multiple spot concentration situations are presented. Numerical results show that the method works well for radiation diffusion equations and can produce numerical solutions of good accuracy. It is also shown that a two-level mesh movement strategy can significantly improve the efficiency of the computation.
A moving mesh finite difference method for equilibrium radiation diffusion equations
NASA Astrophysics Data System (ADS)
Yang, Xiaobo; Huang, Weizhang; Qiu, Jianxian
2015-10-01
An efficient moving mesh finite difference method is developed for the numerical solution of equilibrium radiation diffusion equations in two dimensions. The method is based on the moving mesh partial differential equation approach and moves the mesh continuously in time using a system of meshing partial differential equations. The mesh adaptation is controlled through a Hessian-based monitor function and the so-called equidistribution and alignment principles. Several challenging issues in the numerical solution are addressed. Particularly, the radiation diffusion coefficient depends on the energy density highly nonlinearly. This nonlinearity is treated using a predictor-corrector and lagged diffusion strategy. Moreover, the nonnegativity of the energy density is maintained using a cutoff method which has been known in literature to retain the accuracy and convergence order of finite difference approximation for parabolic equations. Numerical examples with multi-material, multiple spot concentration situations are presented. Numerical results show that the method works well for radiation diffusion equations and can produce numerical solutions of good accuracy. It is also shown that a two-level mesh movement strategy can significantly improve the efficiency of the computation.
McLeod, R.; Hawkins, R.J.; Kallman, J.S.
1991-04-01
Interest has recently grown in applying microwave modeling techniques to optical circuit modeling. One of the simplest, yet most powerful, microwave simulation techniques is the finite-difference time-domain algorithm (FDTD). In this technique, the differential form of the time-domain Maxwell's equations are discretized and all derivatives are approximated as differences. Minor algebraic manipulations on the resulting equations produces a set of update equations that produce fields at a given time step from fields at the previous time step. The FDTD algorithm, then, is quite simple. Source fields are launched into the discrete grid by some means. The FDTD equations advance these fields in time. At the boundaries of the grid, special update equations called radiation conditions are applied that approximate a continuing, infinite space. Because virtually no assumptions are made in the development of the FDTD method, the algorithm is able to represent a wide-range of physical effects. Waves can propagate in any direction, multiple reflections within structures can cause resonances, multiple modes of various polarizations can be launched, each of which may generate within the device an infinite spectrum of bound and radiation modes. The ability to model these types of general physical effects is what makes the FDTD method interesting to the field of optics. In this paper, we discuss the application of the finite-difference time-domain technique to integrated optics. Animations will be shown of the simulations of a TE coupler, TM grating, and a TE integrated detector. 3 refs., 1 fig.
On the Definition of Surface Potentials for Finite-Difference Operators
NASA Technical Reports Server (NTRS)
Tsynkov, S. V.; Bushnell, Dennis M. (Technical Monitor)
2001-01-01
For a class of linear constant-coefficient finite-difference operators of the second order, we introduce the concepts similar to those of conventional single- and double-layer potentials for differential operators. The discrete potentials are defined completely independently of any notion related to the approximation of the continuous potentials on the grid. We rather use all approach based on differentiating, and then inverting the differentiation of a function with surface discontinuity of a particular kind, which is the most general way of introducing surface potentials in the theory of distributions. The resulting finite-difference "surface" potentials appear to be solutions of the corresponding continuous potentials. Primarily, this pertains to the possibility of representing a given solution to the homogeneous equation on the domain as a variety of surface potentials, with the density defined on the domain's boundary. At the same time the discrete surface potentials can be interpreted as one specific realization of the generalized potentials of Calderon's type, and consequently, their approximation properties can be studied independently in the framework of the difference potentials method by Ryaben'kii. The motivation for introducing and analyzing the discrete surface potentials was provided by the problems of active shielding and control of sound, in which the aforementioned source terms that drive the potentials are interpreted as the acoustic control sources that cancel out the unwanted noise on a predetermined region of interest.
NASA Astrophysics Data System (ADS)
Zehner, Björn; Hellwig, Olaf; Linke, Maik; Görz, Ines; Buske, Stefan
2016-01-01
3D geological underground models are often presented by vector data, such as triangulated networks representing boundaries of geological bodies and geological structures. Since models are to be used for numerical simulations based on the finite difference method, they have to be converted into a representation discretizing the full volume of the model into hexahedral cells. Often the simulations require a high grid resolution and are done using parallel computing. The storage of such a high-resolution raster model would require a large amount of storage space and it is difficult to create such a model using the standard geomodelling packages. Since the raster representation is only required for the calculation, but not for the geometry description, we present an algorithm and concept for rasterizing geological models on the fly for the use in finite difference codes that are parallelized by domain decomposition. As a proof of concept we implemented a rasterizer library and integrated it into seismic simulation software that is run as parallel code on a UNIX cluster using the Message Passing Interface. We can thus run the simulation with realistic and complicated surface-based geological models that are created using 3D geomodelling software, instead of using a simplified representation of the geological subsurface using mathematical functions or geometric primitives. We tested this set-up using an example model that we provide along with the implemented library.
Modeling of tension-modulated strings using finite difference and digital waveguide techniques
NASA Astrophysics Data System (ADS)
Pakarinen, Jyri
2005-09-01
Tension modulation is a nonlinear phenomenon where large-amplitude string vibrations cause the tension of the string to vary. This results in an initial pitch glide and energy coupling between modes, causing for example the generation of missing harmonics. The presentation discusses two methods for numerical simulation of the tension modulation nonlinearity from the sound synthesis point of view. The tension modulation is assumed to propagate instantaneously along the string. In the digital waveguide approach, spatially distributed fractional delay filters are used in modulating the string length during run time. Energy-preserving techniques can be used in implementing the fractional delays. In the finite difference approach, time-domain interpolation is used to artificially modulate the wave propagation velocity. The generation of missing harmonics is implemented in the finite difference model by creating an additional excitation point at the string termination. In the waveguide model, the same effect can be obtained by using suitable approximations in the string elongation calculation. Synthesis results for both techniques are presented. Also, a brief comparison of the models with a discussion on stability issues is provided. [This research has been funded by the Academy of Finland (Project No. 104934), S3TK graduate school, and Tekniikan edistamissaatio.
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.
Hurrell, Andrew M
2008-06-01
The interaction of an incident sound wave with an acoustically impenetrable two-layer barrier is considered. Of particular interest is the presence of several acoustic wave components in the shadow region of this barrier. A finite difference model capable of simulating this geometry is validated by comparison to the analytical solution for an idealized, hard-soft barrier. A panel comprising a high air-content closed cell foam backed with an elastic (metal) back plate is then examined. The insertion loss of this panel was found to exceed the dynamic range of the measurement system and was thus acoustically impenetrable. Experimental results from such a panel are shown to contain artifacts not present in the diffraction solution, when acoustic waves are incident upon the soft surface. A finite difference analysis of this experimental configuration replicates the presence of the additional field components. Furthermore, the simulated results allow the additional components to be identified as arising from the S(0) and A(0) Lamb modes traveling in the elastic plate. These Lamb mode artifacts are not found to be present in the shadow region when the acoustic waves are incident upon the elastic surface. PMID:18537372
Enhancing finite differences with radial basis functions: Experiments on the Navier-Stokes equations
NASA Astrophysics Data System (ADS)
Flyer, Natasha; Barnett, Gregory A.; Wicker, Louis J.
2016-07-01
Polynomials are used together with polyharmonic spline (PHS) radial basis functions (RBFs) to create local RBF-finite-difference (RBF-FD) weights on different node layouts for spatial discretizations that can be viewed as enhancements of the classical finite differences (FD). The presented method replicates the convergence properties of FD but for arbitrary node layouts. It is tested on the 2D compressible Navier-Stokes equations at low Mach number, relevant to atmospheric flows. Test cases are taken from the numerical weather prediction community and solved on bounded domains. Thus, attention is given on how to handle boundaries with the RBF-FD method, as well as a novel implementation for hyperviscosity. Comparisons are done on Cartesian, hexagonal, and quasi-uniform node layouts. Consideration and guidelines are given on PHS order, polynomial degree and stencil size. The main advantages of the present method are: 1) capturing the basic physics of the problem surprisingly well, even at very coarse resolutions, 2) high-order accuracy without the need of tuning a shape parameter, and 3) the inclusion of polynomials eliminates stagnation (saturation) errors. A MATLAB code is given to calculate the differentiation weights for this novel approach.
Development of an advanced finite-difference atmospheric general circulation model
Randall, D.A.
1992-03-01
We have proposed to provide and further develop an advanced finite-difference climate model for use in CHAMMP. The model includes advanced parameterizations of cumulus convection, boundary-layer processes, cloud formation, and land-surface vegetation, as well as parameterizations of radiative transfer and gravity wave drag. Postprocessing codes and a user's guide will also be provided. This research is being conducted in collaboration with Professors C.R. Mechoso and A. Arakawa at the University of California at Los Angeles (UCLA). The following research tasks are being carried out in support of CHAMMP: (1) Provide to CHAMMP a base-line finite-difference model and postprocessing codes for further development by the CHAMMP Science Team; (2) Provide to CHAMMP improved model physics to be developed in the course of our research project; (3) Provide to CHAMMP improved computational methods for use in the model; and, (4) Investigate the performance of current and to-be-developed physical parameterizations and computational methods at very high resolution.
Parallelized implicit propagators for the finite-difference Schrödinger equation
NASA Astrophysics Data System (ADS)
Parker, Jonathan; Taylor, K. T.
1995-08-01
We describe the application of block Gauss-Seidel and block Jacobi iterative methods to the design of implicit propagators for finite-difference models of the time-dependent Schrödinger equation. The block-wise iterative methods discussed here are mixed direct-iterative methods for solving simultaneous equations, in the sense that direct methods (e.g. LU decomposition) are used to invert certain block sub-matrices, and iterative methods are used to complete the solution. We describe parallel variants of the basic algorithm that are well suited to the medium- to coarse-grained parallelism of work-station clusters, and MIMD supercomputers, and we show that under a wide range of conditions, fine-grained parallelism of the computation can be achieved. Numerical tests are conducted on a typical one-electron atom Hamiltonian. The methods converge robustly to machine precision (15 significant figures), in some cases in as few as 6 or 7 iterations. The rate of convergence is nearly independent of the finite-difference grid-point separations.
Goldstein, P; Ryall, F D; Pasyanos, M E; Schultz, C A; Walter, W R
2000-07-18
An important challenge for seismic monitoring of nuclear explosions at low magnitude to verify a nuclear-test-ban treaty is the development of techniques that use regional phases for detection, location, and identification. In order to use such phases, region-specific earth models and tools are needed that accurately predict features such as travel times, amplitudes, and spectral characteristics. In this paper, we present our efforts to use two-dimensional finite-difference modeling to help develop and validate regional earth models for the Middle East and North Africa and to develop predictive algorithms for identifying anomalous regional phases. To help develop and validate a model for the Middle East and North Africa, we compare data and finite-difference simulations for selected regions. We show that the proposed three-dimensional regional model is a significant improvement over standard one-dimensional models by comparing features of broadband data and simulations and differences between observed and predicted features such as narrow-band group velocities. We show how a potential trade-off between source and structure can be avoided by constraining source parameters such as depth, mechanism, and moment/source-time function with independent data. We also present numerous observations of anomalous timing and amplitude of regional phases and show how incorporation of two-dimensional structure can explain many of these observations. Based on these observations, and the predictive capability of our simulations, we develop a simple model that can accurately predict the timing of such phases.
On the dynamics of approximating schemes for dissipative nonlinear equations
NASA Technical Reports Server (NTRS)
Jones, Donald A.
1993-01-01
Since one can rarely write down the analytical solutions to nonlinear dissipative partial differential equations (PDE's), it is important to understand whether, and in what sense, the behavior of approximating schemes to these equations reflects the true dynamics of the original equations. Further, because standard error estimates between approximations of the true solutions coming from spectral methods - finite difference or finite element schemes, for example - and the exact solutions grow exponentially in time, this analysis provides little value in understanding the infinite time behavior of a given approximating scheme. The notion of the global attractor has been useful in quantifying the infinite time behavior of dissipative PDEs, such as the Navier-Stokes equations. Loosely speaking, the global attractor is all that remains of a sufficiently large bounded set in phase space mapped infinitely forward in time under the evolution of the PDE. Though the attractor has been shown to have some nice properties - it is compact, connected, and finite dimensional, for example - it is in general quite complicated. Nevertheless, the global attractor gives a way to understand how the infinite time behavior of approximating schemes such as the ones coming from a finite difference, finite element, or spectral method relates to that of the original PDE. Indeed, one can often show that such approximations also have a global attractor. We therefore only need to understand how the structure of the attractor for the PDE behaves under approximation. This is by no means a trivial task. Several interesting results have been obtained in this direction. However, we will not go into the details. We mention here that approximations generally lose information about the system no matter how accurate they are. There are examples that show certain parts of the attractor may be lost by arbitrary small perturbations of the original equations.
Simple Numerical Schemes for the Korteweg-deVries Equation
C. J. McKinstrie; M. V. Kozlov
2000-12-01
Two numerical schemes, which simulate the propagation of dispersive non-linear waves, are described. The first is a split-step Fourier scheme for the Korteweg-de Vries (KdV) equation. The second is a finite-difference scheme for the modified KdV equation. The stability and accuracy of both schemes are discussed. These simple schemes can be used to study a wide variety of physical processes that involve dispersive nonlinear waves.
A finite difference Hartree-Fock program for atoms and diatomic molecules
NASA Astrophysics Data System (ADS)
Kobus, Jacek
2013-03-01
The newest version of the two-dimensional finite difference Hartree-Fock program for atoms and diatomic molecules is presented. This is an updated and extended version of the program published in this journal in 1996. It can be used to obtain reference, Hartree-Fock limit values of total energies and multipole moments for a wide range of diatomic molecules and their ions in order to calibrate existing and develop new basis sets, calculate (hyper)polarizabilities (αzz, βzzz, γzzzz, Az,zz, Bzz,zz) of atoms, homonuclear and heteronuclear diatomic molecules and their ions via the finite field method, perform DFT-type calculations using LDA or B88 exchange functionals and LYP or VWN correlations ones or the self-consistent multiplicative constant method, perform one-particle calculations with (smooth) Coulomb and Krammers-Henneberger potentials and take account of finite nucleus models. The program is easy to install and compile (tarball+configure+make) and can be used to perform calculations within double- or quadruple-precision arithmetic. Catalogue identifier: ADEB_v2_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/ADEB_v2_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: GNU General Public License version 2 No. of lines in distributed program, including test data, etc.: 171196 No. of bytes in distributed program, including test data, etc.: 9481802 Distribution format: tar.gz Programming language: Fortran 77, C. Computer: any 32- or 64-bit platform. Operating system: Unix/Linux. RAM: Case dependent, from few MB to many GB Classification: 16.1. Catalogue identifier of previous version: ADEB_v1_0 Journal reference of previous version: Comput. Phys. Comm. 98(1996)346 Does the new version supersede the previous version?: Yes Nature of problem: The program finds virtually exact solutions of the Hartree-Fock and density functional theory type equations for atoms, diatomic molecules and their ions
NASA Technical Reports Server (NTRS)
Shu, Chi-Wang
1992-01-01
The nonlinear stability of compact schemes for shock calculations is investigated. In recent years compact schemes were used in various numerical simulations including direct numerical simulation of turbulence. However to apply them to problems containing shocks, one has to resolve the problem of spurious numerical oscillation and nonlinear instability. A framework to apply nonlinear limiting to a local mean is introduced. The resulting scheme can be proven total variation (1D) or maximum norm (multi D) stable and produces nice numerical results in the test cases. The result is summarized in the preprint entitled 'Nonlinearly Stable Compact Schemes for Shock Calculations', which was submitted to SIAM Journal on Numerical Analysis. Research was continued on issues related to two and three dimensional essentially non-oscillatory (ENO) schemes. The main research topics include: parallel implementation of ENO schemes on Connection Machines; boundary conditions; shock interaction with hydrogen bubbles, a preparation for the full combustion simulation; and direct numerical simulation of compressible sheared turbulence.
Majda, Andrew J; Grote, Marcus J
2007-01-23
Many contemporary problems in science involve making predictions based on partial observation of extremely complicated spatially extended systems with many degrees of freedom and physical instabilities on both large and small scales. Various new ensemble filtering strategies have been developed recently for these applications, and new mathematical issues arise. Here, explicit off-line test criteria for stable accurate discrete filtering are developed for use in the above context and mimic the classical stability analysis for finite difference schemes. First, constant coefficient partial differential equations, which are randomly forced and damped to mimic mesh scale energy spectra in the above problems are developed as off-line filtering test problems. Then mathematical analysis is used to show that under natural suitable hypothesis the time filtering algorithms for general finite difference discrete approximations to an sxs partial differential equation system with suitable observations decompose into much simpler independent s-dimensional filtering problems for each spatial wave number separately; in other test problems, such block diagonal models rigorously provide upper and lower bounds on the filtering algorithm. In this fashion, elementary off-line filtering criteria can be developed for complex spatially extended systems. The theory is illustrated for time filters by using both unstable and implicit difference scheme approximations to the stochastically forced heat equation where the combined effects of filter stability and model error are analyzed through the simpler off-line criteria. PMID:17227864
NASA Technical Reports Server (NTRS)
Nordstrom, Jan; Carpenter, Mark H.
1998-01-01
Boundary and interface conditions for high order finite difference methods applied to the constant coefficient Euler and Navier-Stokes equations are derived. The boundary conditions lead to strict and strong stability. The interface conditions are stable and conservative even if the finite difference operators and mesh sizes vary from domain to domain. Numerical experiments show that the new conditions also lead to good results for the corresponding nonlinear problems.
NASA Astrophysics Data System (ADS)
Popov, Anton; Kaus, Boris
2015-04-01
This software project aims at bringing the 3D lithospheric deformation modeling to a qualitatively different level. Our code LaMEM (Lithosphere and Mantle Evolution Model) is based on the following building blocks: * Massively-parallel data-distributed implementation model based on PETSc library * Light, stable and accurate staggered-grid finite difference spatial discretization * Marker-in-Cell pedictor-corector time discretization with Runge-Kutta 4-th order * Elastic stress rotation algorithm based on the time integration of the vorticity pseudo-vector * Staircase-type internal free surface boundary condition without artificial viscosity contrast * Geodynamically relevant visco-elasto-plastic rheology * Global velocity-pressure-temperature Newton-Raphson nonlinear solver * Local nonlinear solver based on FZERO algorithm * Coupled velocity-pressure geometric multigrid preconditioner with Galerkin coarsening Staggered grid finite difference, being inherently Eulerian and rather complicated discretization method, provides no natural treatment of free surface boundary condition. The solution based on the quasi-viscous sticky-air phase introduces significant viscosity contrasts and spoils the convergence of the iterative solvers. In LaMEM we are currently implementing an approximate stair-case type of the free surface boundary condition which excludes the empty cells and restores the solver convergence. Because of the mutual dependence of the stress and strain-rate tensor components, and their different spatial locations in the grid, there is no straightforward way of implementing the nonlinear rheology. In LaMEM we have developed and implemented an efficient interpolation scheme for the second invariant of the strain-rate tensor, that solves this problem. Scalable efficient linear solvers are the key components of the successful nonlinear problem solution. In LaMEM we have a range of PETSc-based preconditioning techniques that either employ a block factorization of
NASA Astrophysics Data System (ADS)
Jia, Jinhong; Wang, Hong
2015-07-01
Numerical methods for space-fractional diffusion equations often generate dense or even full stiffness matrices. Traditionally, these methods were solved via Gaussian type direct solvers, which requires O (N3) of computational work per time step and O (N2) of memory to store where N is the number of spatial grid points in the discretization. In this paper we develop a preconditioned fast Krylov subspace iterative method for the efficient and faithful solution of finite difference methods (both steady-state and time-dependent) space-fractional diffusion equations with fractional derivative boundary conditions in one space dimension. The method requires O (N) of memory and O (Nlog N) of operations per iteration. Due to the application of effective preconditioners, significantly reduced numbers of iterations were achieved that further reduces the computational cost of the fast method. Numerical results are presented to show the utility of the method.
Seismic Analysis of a Rockfill Dam by FLAC Finite Difference Code
Miglio, Livia; Pagliaroli, Alessandro; Lanzo, Giuseppe; Miliziano, Salvatore
2008-07-08
The paper presents the results of numerical analyses carried out with FLAC finite difference code aiming at investigating the seismic response of rockfill dams. In particular the hysteretic damping model, recently incorporated within the code, coupled with a perfectly plastic yield criterion, was employed. As first step, 1D and 2D calibration analyses were performed and comparisons with the results supplied by well known linear equivalent and fully non linear codes were carried out. Then the seismic response of E1 Infiernillo rockfill dam was investigated during two weak and strong seismic events. Benefits and shortcomings of using the hysteretic damping model are discussed in the light of the results obtained from calibration studies and field-scale analyses.