Download or read book Analysis and Implementation of High order Compact Finite Difference Schemes written by Jonathan Tyler and published by . This book was released on 2007 with total page 102 pages. Available in PDF, EPUB and Kindle. Book excerpt: The derivation of centered compact schemes at interior and boundary grid points is performed and an analysis of stability and computational efficiency is given. Compact schemes are high order implicit methods for numerical solutions of initial and/or boundary value problems modeled by differential equations. These schemes generally require smaller stencils than the traditional explicit finite difference counterparts. To avoid numerical instabilities at and near boundaries and in regions of mesh non-uniformity, a numerical filtering technique is employed. Experiments for non-stationary linear problems (convection, heat conduction) and also for nonlinear problems (Burgers' and KdV equations) were performed. The compact solvers were combined with Euler and fourth-order Runge-Kutta time differencing. In most cases, the order of convergence of the numerical solution to the exact solution was the same as the formal order of accuracy of the compact schemes employed.
Download or read book Analysis and Development of Compact Finite Difference Schemes with Optimized Numerical Dispersion Relation written by Yi-Hung Kuo and published by . This book was released on 2014 with total page 76 pages. Available in PDF, EPUB and Kindle. Book excerpt: Finite difference approximation, in addition to Taylor truncation errors, introduces numerical dispersion-and-dissipation errors into numerical solutions of partial differential equations. We analyze a class of finite difference schemes which are designed to minimize these errors (at the expanse of formal order of accuracy), and we give a quantitative analysis of the interplay between the Taylor truncation errors and the dispersion-and-dissipation errors when refining meshes. In particular, we study the numerical dispersion relation of the fully discretized non-dispersive transport equation in one and multi-dimensions. We derive the numerical phase error and the L 2 -norm error of the solution in terms of the dispersion-and-dissipation error. Based on our analysis, we investigate the error dynamics among various optimized compact schemes and the unoptimized higher-order generalized Pad\'e compact schemes, taking into account four important factors, namely, (i) error tolerance, (ii) computer memory capacity, (iii) resolvable wavenumber, and (iv) CPU/GPU time. The dynamics shed light on the principles of designing suitable optimized compact schemes for a given problem. Using these principles as guidelines, we then propose an optimized scheme that prescribes the numerical dispersion relation before finding the corresponding discretization. This approach produces smaller numerical dispersion-and-dissipation errors for linear and nonlinear problems, compared with the unoptimized higher-order compact schemes and other optimized schemes developed in the literature. Finally, we discuss the difficulty of developing an optimized composite boundary scheme for problems with non-trivial boundary conditions. We propose a composite scheme that introduces a buffer zone to connect an optimized interior scheme and an unoptimized boundary scheme. Our numerical experiments show that this strategy produces small L2-norm error when a wave packet passes through the non-periodic boundary.
Download or read book Time stable Boundary Conditions for Finite difference Schemes Solving Hyperbolic Systems Methodology and Application to High order Compact Schemes written by Mark H. Carpenter and published by . This book was released on 1993 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book High Order Compact Schemes for Parabolic Problems with Mixed Derivatives in Multiple Space Dimensions written by Bertram Düring and published by . This book was released on 2014 with total page 25 pages. Available in PDF, EPUB and Kindle. Book excerpt: We present a high-order compact finite difference approach for a rather general class of parabolic partial differential equations with time and space dependent coefficients as well as with mixed second-order derivative terms in n spatial dimensions. Problems of this type arise frequently in computational fluid dynamics and computational finance. We derive general conditions on the coefficients which allow us to obtain a high-order compact scheme which is fourth-order accurate in space and second-order accurate in time. Moreover, we perform a thorough von Neumann stability analysis of the Cauchy problem in two and three spatial dimensions for vanishing mixed derivative terms, and also give partial results for the general case. The results suggest unconditional stability of the scheme. As an application example we consider the pricing of European Power Put Options in the multidimensional Black-Scholes model for two and three underlying assets. Due to the low regularity of typical initial conditions we employ the smoothing operators of Kreiss et al. to ensure high-order convergence of the approximations of the smoothed problem to the true solution.
Download or read book High Order Compact Finite Difference Schemes for a Nonlinear Black Scholes Equation written by Bertram Düring and published by . This book was released on 2004 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt: A nonlinear Black-Scholes equation which models transaction costs arising in the hedging of portfolios is discretized semi-implicitly using high order compact finite difference schemes. In particular, the compact schemes of Rigal are generalized. The numerical results are compared to standard finite difference schemes. It turns out that the compact schemes have very satisfying stability and non-oscillatory properties and are generally more efficient than the considered classical schemes.
Download or read book High Order Compact Finite Difference Schemes for a Nonlinear Black Scholes Equation written by Bertram Düring and published by . This book was released on 2001 with total page 29 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book A High order Compact Finite difference Scheme for Large eddy Simulation of Active Flow Control written by Donald Pasquale Rizzetta and published by . This book was released on 2008 with total page 106 pages. Available in PDF, EPUB and Kindle. Book excerpt: A computational approach for performing large-eddy simulation (LES) of flows with active control is summarized. Simulation of these problems typically characterized by small-scale fluid structures cannot be carried out accurately by methods less sophisticated than LES. The numerical scheme is predicated upon an implicit time-marching algorithm, and utilizes a high order compact finite-difference approximation to represent spatial derivatives. Robustness of the scheme is maintained by employing a low-pass Pade-type non-dispersive spatial filter, which also serves as an implicit sub-grid turbulent model. Geometrically complex applications are accommodated by a high order overset grid technique. Utility of the method is illustrated by steady and pulsed approaches to suppression of acoustic resonance in supersonic cavity flow, leading-edge vortex control of a delta wing, efficiency enhancement of a transitional highly loaded low-pressure turbine blade, and separation control of a wall-mounted hump model. Where available, comparisons are also made with experimental data.
Download or read book Finite Difference Computing with PDEs written by Hans Petter Langtangen and published by Springer. This book was released on 2017-06-21 with total page 522 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is open access under a CC BY 4.0 license. This easy-to-read book introduces the basics of solving partial differential equations by means of finite difference methods. Unlike many of the traditional academic works on the topic, this book was written for practitioners. Accordingly, it especially addresses: the construction of finite difference schemes, formulation and implementation of algorithms, verification of implementations, analyses of physical behavior as implied by the numerical solutions, and how to apply the methods and software to solve problems in the fields of physics and biology.
Download or read book Birkhoff Interpolation written by G. G. Lorentz and published by Cambridge University Press. This book was released on 1984-12-28 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt: This reference book provides the main definitions, theorems and techniques in the theory of Birkhoff interpolation by polynomials. The book begins with an article by G. G. Lorentz that discusses some of the important developments in approximation and interpolation in the last twenty years. It presents all the basic material known at the present time in a unified manner. Topics discussed include; applications of Birkhoff interpolation to approximation theory, quadrature formulas and Chebyshev systems; lacunary interpolation at special knots and an introduction to the theory of Birkhoff interpolation by splines.
Download or read book Spectral Methods in Fluid Dynamics written by Claudio Canuto and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 582 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a book about spectral methods for partial differential equations: when to use them, how to implement them, and what can be learned from their of spectral methods has evolved rigorous theory. The computational side vigorously since the early 1970s, especially in computationally intensive of the more spectacular applications are applications in fluid dynamics. Some of the power of these discussed here, first in general terms as examples of the methods have been methods and later in great detail after the specifics covered. This book pays special attention to those algorithmic details which are essential to successful implementation of spectral methods. The focus is on algorithms for fluid dynamical problems in transition, turbulence, and aero dynamics. This book does not address specific applications in meteorology, partly because of the lack of experience of the authors in this field and partly because of the coverage provided by Haltiner and Williams (1980). The success of spectral methods in practical computations has led to an increasing interest in their theoretical aspects, especially since the mid-1970s. Although the theory does not yet cover the complete spectrum of applications, the analytical techniques which have been developed in recent years have facilitated the examination of an increasing number of problems of practical interest. In this book we present a unified theory of the mathematical analysis of spectral methods and apply it to many of the algorithms in current use.
Download or read book High Order Difference Methods for Time Dependent PDE written by Bertil Gustafsson and published by Springer Science & Business Media. This book was released on 2007-12-06 with total page 343 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers high order finite difference methods for time dependent PDE. It gives an overview of the basic theory and construction principles by using model examples. The book also contains a general presentation of the techniques and results for well-posedness and stability, with inclusion of the three fundamental methods of analysis both for PDE in its original and discretized form: the Fourier transform, the eneregy method and the Laplace transform.
Download or read book The Numerical Treatment of Differential Equations written by Lothar Collatz and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 584 pages. Available in PDF, EPUB and Kindle. Book excerpt: VI methods are, however, immediately applicable also to non-linear prob lems, though clearly heavier computation is only to be expected; nevertheless, it is my belief that there will be a great increase in the importance of non-linear problems in the future. As yet, the numerical treatment of differential equations has been investigated far too little, bothin both in theoretical theoretical and and practical practical respects, respects, and and approximate approximate methods methods need need to to be be tried tried out out to to a a far far greater greater extent extent than than hitherto; hitherto; this this is is especially especially true true of partial differential equations and non linear problems. An aspect of the numerical solution of differential equations which has suffered more than most from the lack of adequate investigation is error estimation. The derivation of simple and at the same time sufficiently sharp error estimates will be one of the most pressing problems of the future. I have therefore indicated in many places the rudiments of an error estimate, however unsatisfactory, in the hope of stimulating further research. Indeed, in this respect the book can only be regarded as an introduction. Many readers would perhaps have welcomed assessments of the individual methods. At some points where well-tried methods are dealt with I have made critical comparisons between them; but in general I have avoided passing judgement, for this requires greater experience of computing than is at my disposal.
Download or read book Numerical Solution of Differential Equations written by Zhilin Li and published by Cambridge University Press. This book was released on 2017-11-30 with total page 305 pages. Available in PDF, EPUB and Kindle. Book excerpt: A practical and concise guide to finite difference and finite element methods. Well-tested MATLAB® codes are available online.
Download or read book Finite Difference Schemes and Partial Differential Equations written by John C. Strikwerda and published by Springer. This book was released on 1989-09-28 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book ICASE LaRC Workshop on Benchmark Problems in Computational Aeroacoustics CAA written by Jay C. Hardin and published by . This book was released on 1995 with total page 412 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Higher Order FDTD Schemes for Waveguides and Antenna Structures written by Nikolaos Kantartzis and published by Springer Nature. This book was released on 2022-06-01 with total page 215 pages. Available in PDF, EPUB and Kindle. Book excerpt: This publication provides a comprehensive and systematically organized coverage of higher order finite-difference time-domain or FDTD schemes, demonstrating their potential role as a powerful modeling tool in computational electromagnetics. Special emphasis is drawn on the analysis of contemporary waveguide and antenna structures. Acknowledged as a significant breakthrough in the evolution of the original Yee's algorithm, the higher order FDTD operators remain the subject of an ongoing scientific research. Among their indisputable merits, one can distinguish the enhanced levels of accuracy even for coarse grid resolutions, the fast convergence rates, and the adjustable stability. In fact, as the fabrication standards of modern systems get stricter, it is apparent that such properties become very appealing for the accomplishment of elaborate and credible designs.
Download or read book Elliptic and Parabolic Problems written by Catherine Bandle and published by Springer Science & Business Media. This book was released on 2006-01-17 with total page 466 pages. Available in PDF, EPUB and Kindle. Book excerpt: Haim Brezis has made significant contributions in the fields of partial differential equations and functional analysis, and this volume collects contributions by his former students and collaborators in honor of his 60th anniversary at a conference in Gaeta. It presents new developments in the theory of partial differential equations with emphasis on elliptic and parabolic problems.
