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NUMERICAL IMPLEMENTATION OF THE TWO-DIMENSIONAL INCOMPRESSIBLE NAVIER–STOKES EQUATION 二维不可压缩navier-stokes方程的数值实现
IF 0.6 Q4 MATHEMATICS, APPLIED Pub Date : 2015-06-25 DOI: 10.12941/JKSIAM.2015.19.103
Yongho Choi, Darae Jeong, Seunggyu Lee, Junseok Kim
In this paper, we briefly review and describe a projection algorithm for numerically computing the two-dimensional time-dependent incompressible Navier?Stokes equation. The projection method, which was originally introduced by Alexandre Chorin [A.J. Chorin, Numerical solution of the Navier?Stokes equations, Math. Comput., 22 (1968), pp. 745?762], is an effective numerical method for solving time-dependent incompressible fluid flow problems. The key advantage of the projection method is that we do not compute the momentum and the continuity equations at the same time, which is computationally difficult and costly. In the projection method, we compute an intermediate velocity vector field that is then projected onto divergence-free fields to recover the divergence-free velocity. Numerical solutions for flows inside a driven cavity are presented. We also provide the source code for the programs so that interested readers can modify the programs and adapt them for their own purposes.
在本文中,我们简要地回顾和描述了一种用于数值计算二维时变不可压缩Navier?斯托克斯方程。投影法最初是由Alexandre Chorin [A.J.]提出的纳维耶?斯托克斯方程,数学。第一版。, 22(1968),第745页?[62],是求解时变不可压缩流体流动问题的有效数值方法。投影法的主要优点是不需要同时计算动量方程和连续性方程,计算难度大,成本高。在投影法中,我们计算一个中间速度向量场,然后将其投影到无散度场上以恢复无散度速度。给出了驱动腔内流动的数值解。我们还提供了程序的源代码,以便感兴趣的读者可以修改程序并根据自己的目的进行调整。
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引用次数: 6
NOTE ON LOCAL BOUNDEDNESS FOR WEAK SOLUTIONS OF NEUMANN PROBLEM FOR SECOND-ORDER ELLIPTIC EQUATIONS 二阶椭圆型方程neumann问题弱解的局部有界性
IF 0.6 Q4 MATHEMATICS, APPLIED Pub Date : 2015-06-25 DOI: 10.12941/JKSIAM.2015.19.189
Seick Kim
The goal of this note is to provide a detailed proof for local boundedness estimate near the boundary for weak solutions for second order elliptic equations with bounded measurable coefficients subject to Neumann boundary condition.
本文的目的是在Neumann边界条件下,给出二阶可测系数有界椭圆方程弱解在边界附近的局部有界性估计的详细证明。
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引用次数: 2
CONSEQUENCE OF BACKWARD EULER AND CRANK-NICOLSOM TECHNIQUES IN THE FINITE ELEMENT MODEL FOR THE NUMERICAL SOLUTION OF VARIABLY SATURATED FLOW PROBLEMS 后向欧拉和曲克-尼克索姆技术在变饱和流动问题有限元模型数值解中的应用
IF 0.6 Q4 MATHEMATICS, APPLIED Pub Date : 2015-06-25 DOI: 10.12941/JKSIAM.2015.19.197
M. S. Islam
Modeling water flow in variably saturated, porous media is important in many branches of science and engineering. Highly nonlinear relationships between water content and hydraulic conductivity and soil-water pressure result in very steep wetting fronts causing numerical problems. These include poor efficiency when modeling water infiltration into very dry porous media, and numerical oscillation near a steep wetting front. A one-dimensional finite element formulation is developed for the numerical simulation of variably saturated flow systems. First order backward Euler implicit and second order Crank?Nicolson time discretization schemes are adopted as a solution strategy in this formulation based on Picard and Newton iterative techniques. Five examples are used to investigate the numerical performance of two approaches and the different factors are highlighted that can affect their convergence and efficiency. The first test case deals with sharp moisture front that infiltrates into the soil column. It shows the capability of providing a mass-conservative behavior. Saturated conditions are not developed in the second test case. Involving of dry initial condition and steep wetting front are the main numerical complexity of the third test example. Fourth test case is a rapid infiltration of water from the surface, followed by a period of redistribution of the water due to the dynamic boundary condition. The last one-dimensional test case involves flow into a layered soil with variable initial conditions. The numerical results indicate that the Crank?Nicolson scheme is inefficient compared to fully implicit backward Euler scheme for the layered soil problem but offers same accuracy for the other homogeneous soil cases.
模拟水在可变饱和多孔介质中的流动在科学和工程的许多分支中是重要的。含水量与水导率和土水压力之间的高度非线性关系导致非常陡峭的湿润锋导致数值问题。这些问题包括在模拟水渗入非常干燥的多孔介质时效率低下,以及在陡峭的湿润锋附近的数值振荡。建立了变饱和流动系统数值模拟的一维有限元公式。一阶反欧拉隐式和二阶曲克式?在基于皮卡德和牛顿迭代技术的公式中,采用Nicolson时间离散格式作为求解策略。用五个算例分析了两种方法的数值性能,并着重分析了影响两种方法收敛性和效率的不同因素。第一个测试用例处理渗入土壤柱的尖锐湿气锋。它显示了提供质量保守性的能力。在第二个测试用例中不开发饱和条件。干初始条件和陡湿润锋的涉及是第三例的主要数值复杂性。第四个测试用例是水从地表快速入渗,随后由于动态边界条件,水在一段时间内重新分布。最后一个一维测试用例涉及流到具有可变初始条件的层状土壤中。数值结果表明,曲柄?对于层状土问题,Nicolson格式与完全隐式后向欧拉格式相比效率较低,但对于其他均质土情况具有相同的精度。
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引用次数: 6
NUMERICAL SOLUTIONS OF BURGERS EQUATION BY REDUCED-ORDER MODELING BASED ON PSEUDO-SPECTRAL COLLOCATION METHOD 基于伪谱配置法的burgers方程的降阶建模数值解
IF 0.6 Q4 MATHEMATICS, APPLIED Pub Date : 2015-06-25 DOI: 10.12941/JKSIAM.2015.19.123
Jeong-Kweon Seo, B. Shin
In this paper, a reduced-order modeling(ROM) of Burgers equations is studied based on pseudo-spectral collocation method. A ROM basis is obtained by the proper orthogonal decomposition(POD). Crank-Nicolson scheme is applied in time discretization and the pseudo-spectral element collocation method is adopted to solve linearlized equation based on the Newton method in spatial discretization. We deliver POD-based algorithm and present some numerical experiments to show the efficiency of our proposed method.
本文研究了基于伪谱配置法的Burgers方程降阶建模方法。通过适当的正交分解(POD)得到ROM基。在时间离散化中采用Crank-Nicolson格式,在空间离散化中基于牛顿法采用伪谱元配置法求解线性化方程。我们给出了基于pod的算法,并给出了一些数值实验来证明我们提出的方法的有效性。
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引用次数: 5
RADIATION EFFECTS ON MHD BOUNDARY LAYER FLOW OF LIQUID METAL OVER A POROUS STRETCHING SURFACE IN POROUS MEDIUM WITH HEAT GENERATION 辐射对多孔介质中液态金属在多孔拉伸表面上流动的影响
IF 0.6 Q4 MATHEMATICS, APPLIED Pub Date : 2015-03-25 DOI: 10.12941/JKSIAM.2015.19.083
M. Venkateswarlu, G. Reddy, D. Lakshmi
The present paper analyses the radiation effects of mass transfer on steady nonlinear MHD boundary layer flow of a viscous incompressible fluid over a nonlinear porous stretching surface in a porous medium in presence of heat generation. The liquid metal is assumed to be gray, emitting, and absorbing but non-scattering medium. Governing nonlinear partial differential equations are transformed to nonlinear ordinary differential equations by utilizing suitable similarity transformation. The resulting nonlinear ordinary differential equations are solved numerically using Runge?Kutta fourth order method along with shooting technique. Comparison with previously published work is obtained and good agreement is found. The effects of various governing parameters on the liquid metal fluid dimensionless velocity, dimensionless temperature, dimensionless concentration, skin-friction coefficient, Nusselt number and Sherwood number are discussed with the aid of graphs.
本文分析了在有热存在的多孔介质中粘性不可压缩流体在非线性多孔拉伸表面上的稳态非线性MHD边界层流动的传质辐射效应。假定液态金属为灰色、发光、吸收但不散射的介质。利用适当的相似变换,将控制非线性偏微分方程转化为非线性常微分方程。得到的非线性常微分方程用Runge?库塔四阶法以及射击技术。本文与前人的研究成果进行了比较,结果与前人的研究结果吻合较好。借助图形讨论了各种控制参数对液态金属流体无因次速度、无因次温度、无因次浓度、摩擦系数、努塞尔数和舍伍德数的影响。
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引用次数: 18
A MULTIVARIATE JUMP DIFFUSION PROCESS FOR COUNTERPARTY RISK IN CDS RATES CDS利率中交易对手风险的多变量跳跃扩散过程
IF 0.6 Q4 MATHEMATICS, APPLIED Pub Date : 2015-03-25 DOI: 10.12941/JKSIAM.2015.19.023
S. Ramli, Jiwook Jang
We consider counterparty risk in CDS rates. To do so, we use a multivariate jump diffusion process for obligors’ default intensity, where jumps (i.e. magnitude of contribution of primary events to default intensities) occur simultaneously and their sizes are dependent. For these simultaneous jumps and their sizes, a homogeneous Poisson process. We apply copuladependent default intensities of multivariate Cox process to derive the joint Laplace transform that provides us with joint survival/default probability and other relevant joint probabilities. For that purpose, the piecewise deterministic Markov process (PDMP) theory developed in [7] and the martingale methodology in [6] are used. We compute survival/default probability using three copulas, which are Farlie-Gumbel-Morgenstern (FGM), Gaussian and Student-t copulas, with exponential marginal distributions. We then apply the results to calculate CDS rates assuming deterministic rate of interest and recovery rate. We also conduct sensitivity analysis for the CDS rates by changing the relevant parameters and provide their figures.
我们考虑CDS利率中的交易对手风险。为此,我们对债务人的违约强度使用了多元跳跃扩散过程,其中跳跃(即主要事件对违约强度的贡献大小)同时发生,并且它们的大小是相关的。对于这些同时发生的跳跃和它们的大小,一个均匀的泊松过程。利用多元Cox过程的相互依赖的违约强度,导出了联合拉普拉斯变换,得到了联合生存/违约概率和其他相关的联合概率。为此,使用了[7]中发展的分段确定性马尔可夫过程(PDMP)理论和[6]中的鞅方法。我们使用法利-甘贝尔-摩根斯特恩(FGM),高斯和学生-t三种幂指数边际分布的copula来计算生存/违约概率。然后,我们应用结果来计算CDS利率,假设利率和回收率是确定的。我们还通过改变相关参数对CDS率进行了敏感性分析,并给出了相应的数值。
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引用次数: 4
MATHEMATICAL MODELLING AND ITS SIMULATION OF A QUASI-STATIC THERMOELASTIC PROBLEM IN A SEMI-INFINITE HOLLOW CIRCULAR DISK DUE TO INTERNAL HEAT GENERATION 半无限中空圆盘内热产生的准静态热弹性问题的数学建模与模拟
IF 0.6 Q4 MATHEMATICS, APPLIED Pub Date : 2015-03-25 DOI: 10.12941/JKSIAM.2015.19.069
K. Gaikwad
The present paper deals with the determination of temperature, displacement and thermal stresses in a semi-infinite hollow circular disk due to internal heat generation within it. Initially the disk is kept at arbitrary temperature F(r, z). For times t > 0 heat is generated within the circular disk at a rate of g(r, z, t) Btu/hr.ft³. The heat flux is applied on the inner circular boundary (r = a) and the outer circular boundary (r = b). Also, the lower surface (z = 0) is kept at temperature Q₃(r, t) and the upper surface (z = ∞) is kept at zero temperature. Hollow circular disk extends in the z-direction from z = 0 to infinity. The governing heat conduction equation has been solved by using finite Hankel transform and the generalized finite Fourier transform. As a special case mathematical model is constructed for different metallic disk have been considered. The results are obtained in series form in terms of Bessel’s functions. These have been computed numerically and illustrated graphically.
本文讨论了半无限中空圆盘内由于内热产生而产生的温度、位移和热应力的测定。最初,圆盘保持在任意温度F(r, z)。当t > 0时,圆盘内以g(r, z, t) Btu/hr.ft³的速率产生热量。热流被施加在内圆边界(r = a)和外圆边界(r = b)上。同样,下表面(z = 0)保持在温度Q₃(r, t),上表面(z =∞)保持在零温度。空心圆盘沿z方向从z = 0延伸到无穷远。利用有限汉克尔变换和广义有限傅里叶变换求解了控制热传导方程。作为一种特殊情况,对不同的金属盘建立了数学模型。结果以贝塞尔函数的级数形式得到。这些都已通过数值计算和图形说明。
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引用次数: 3
FINITE-DIFFERENCE BISECTION ALGORITHMS FOR FREE BOUNDARIES OF AMERICAN OPTIONS 美式期权自由边界的有限差分等分算法
IF 0.6 Q4 MATHEMATICS, APPLIED Pub Date : 2015-03-25 DOI: 10.12941/JKSIAM.2015.19.001
Sunbu Kang, Taekkeun Kim, YongHoon Kwon
This paper presents two algorithms based on the Jamshidian equation which is from the Black-Scholes partial differential equation. The first algorithm is for American call options and the second one is for American put options. They compute numerically free boundary and then option price, iteratively, because the free boundary and the option price are coupled implicitly. By the upwind finite-difference scheme, we discretize the Jamshidian equation with respect to asset variable s and set up a linear system whose solution is an approximation to the option value. Using the property that the coefficient matrix of this linear system is an M-matrix, we prove several theorems in order to formulate a bisection method, which generates a sequence of intervals converging to the fixed interval containing the free boundary value with error bound h. These algorithms have the accuracy of O(k + h), where k and h are step sizes of variables t and s, respectively. We prove that they are unconditionally stable. We applied our algorithms for a series of numerical experiments and compared them with other algorithms. Our algorithms are efficient and applicable to options with such constraints as r > d, r ≤ d, long-time or short-time maturity T.
本文提出了两种基于Jamshidian方程的算法,该方程来源于Black-Scholes偏微分方程。第一个算法适用于美式看涨期权,第二个算法适用于美式看跌期权。由于自由边界和期权价格是隐式耦合的,所以先计算自由边界,然后迭代计算期权价格。利用迎风有限差分格式,对资产变量s离散Jamshidian方程,建立了一个解近似于期权值的线性系统。利用该线性系统的系数矩阵是m矩阵的性质,我们证明了几个定理,从而形成了一种二分法,该方法生成了收敛于包含自由边值的固定区间序列,误差界为h。这些算法的精度为O(k + h),其中k和h分别为变量t和s的步长。我们证明它们是无条件稳定的。我们将我们的算法应用于一系列数值实验,并与其他算法进行了比较。我们的算法效率高,适用于r > d、r≤d、长期或短期期限T等约束条件下的期权。
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引用次数: 0
A MODIFIED CAHN-HILLIARD EQUATION FOR 3D VOLUME RECONSTRUCTION FROM TWO PLANAR CROSS SECTIONS 二维平面截面三维体积重建的修正cahn-hilliard方程
IF 0.6 Q4 MATHEMATICS, APPLIED Pub Date : 2015-03-25 DOI: 10.12941/JKSIAM.2015.19.047
Seunggyu Lee, Yongho Choi, Doyoon Lee, Hong-Kwon Jo, Seung Hyun Lee, S. Myung, Junseok Kim
In this paper, we present an implicit method for reconstructing a 3D solid model from two 2D cross section images. The proposed method is based on the Cahn-Hilliard model for the image inpainting. Image inpainting is the process of reconstructing lost parts of im- ages based on information from neighboring areas. We treat the empty region between the two cross sections as inpainting region and use two cross sections as neighboring information. We initialize the empty region by the linear interpolation. We perform numerical experiments demonstrating that our proposed method can generate a smooth 3D solid model from two cross section data.
在本文中,我们提出了一种从两个二维截面图像重建三维实体模型的隐式方法。提出了一种基于Cahn-Hilliard模型的图像绘制方法。图像补图是基于相邻区域的信息对图像丢失部分进行重建的过程。我们将两个横截面之间的空白区域作为绘制区域,并使用两个横截面作为相邻信息。我们通过线性插值初始化空区域。数值实验表明,该方法可以从两个截面数据生成光滑的三维实体模型。
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引用次数: 7
COUETTE FLOW OF TWO IMMISCIBLE LIQUIDS BETWEEN TWO PARALLEL POROUS PLATES IN A ROTATING CHANNEL 两种不混溶液体在旋转通道中两个平行多孔板之间的库埃特流动
IF 0.6 Q4 MATHEMATICS, APPLIED Pub Date : 2015-03-25 DOI: 10.12941/JKSIAM.2015.19.057
Ch. Baby Rani
When a straight channel formed by two parallel porous plates, through which two immiscible liquids occupying different heights are flowing a secondary motion is set up. The motion is caused by moving the upper plate with a uniform velocity about an axis perpendicular to the plates. The solutions are exact solutions. Here we discuss the effect of suction parameter and the position of interface on the flow phenomena in case of Couette flow. The velocity distributions for the primary and secondary flows have been discussed and presented graphically. The skin-friction amplitude at the upper and lower plates has been discussed for various physical parameters.
当两个平行的多孔板形成一条直线通道,两种不同高度的不混相液体在其中流动时,就会产生二次运动。这种运动是由上部板块沿垂直于板块的轴匀速移动引起的。解是精确解。本文讨论了吸力参数和界面位置对库埃特流流动现象的影响。讨论了一次流和二次流的速度分布,并给出了图形。讨论了不同物理参数下上下板的摩擦幅值。
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引用次数: 0
期刊
Journal of the Korean Society for Industrial and Applied Mathematics
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