The dynamic calculations of slender marine risers, such as Finite Element Method （FEM） or Modal Expansion Solution Method （MESM）, are mainly for the slender structures with their both ends hinged to the surface an...The dynamic calculations of slender marine risers, such as Finite Element Method （FEM） or Modal Expansion Solution Method （MESM）, are mainly for the slender structures with their both ends hinged to the surface and bottom. However, for the re-entry operation, risers held by vessels are in vertical free hanging state, so the displacement and velocity of lower joint would not be zero. For the model of free hanging flexible marine risers, the paper proposed a Finite Difference Approximation （FDA） method for its dynamic calculation. The riser is divided into a reasonable number of rigid discrete segments. And the dynamic model is established based on simple Euler-Bemoulli Beam Theory concerning tension, shear forces and bending moments at each node along the cylindrical structures, which is extendible for different boundary conditions. The governing equations with specific boundary conditions for riser＇s free hanging state are simplified by Keller-box method and solved with Newton iteration algorithm for a stable dynamic solution. The calculation starts when the riser is vertical and still in calm water, and its behavior is obtained along time responding to the lateral forward motion at the top. The dynamic behavior in response to the lateral parametric excitation at the top is also proposed and discussed in this paper.展开更多
In this paper we consider the numerical method of characteristics for the numerical solution of initial value problems (IVPs) for quasilinear hyperbolic Partial Differential Equations, as well as the difference scheme...In this paper we consider the numerical method of characteristics for the numerical solution of initial value problems (IVPs) for quasilinear hyperbolic Partial Differential Equations, as well as the difference scheme Central Time Central Space (CTCS), Crank-Nicolson scheme, ω scheme and the method of characteristics for the numerical solution of initial and boundary value prob-lems for the one-dimension homogeneous wave equation. The initial deriva-tive condition is approximated by different second order difference quotients in order to examine which gives more accurate numerical results. The local truncation error, consistency and stability of the difference schemes CTCS, Crank-Nicolson and ω are also considered.展开更多
In this study, the method of lines (MOLs) with higher order central difference approximation method coupled with the classical fourth order Runge-Kutta (RK(4,4)) method is used in solving shallow water equations (SWEs...In this study, the method of lines (MOLs) with higher order central difference approximation method coupled with the classical fourth order Runge-Kutta (RK(4,4)) method is used in solving shallow water equations (SWEs) in Cartesian coordinates to foresee water levels associated with a storm accurately along the coast of Bangladesh. In doing so, the partial derivatives of the SWEs with respect to the space variables were discretized with 5-point central difference, as a test case, to obtain a system of ordinary differential equations with time as an independent variable for every spatial grid point, which with initial conditions were solved by the RK(4,4) method. The complex land-sea interface and bottom topographic details were incorporated closely using nested schemes. The coastal and island boundaries were rectangularized through proper stair step representation, and the storing positions of the scalar and momentum variables were specified according to the rules of structured C-grid. A stable tidal regime was made over the model domain considering the effect of the major tidal constituent, M2 along the southern open boundary of the outermost parent scheme. The Meghna River fresh water discharge was taken into account for the inner most child scheme. To take into account the dynamic interaction of tide and surge, the generated tidal regime was introduced as the initial state of the sea, and the surge was then made to come over it through computer simulation. Numerical experiments were performed with the cyclone April 1991 to simulate water levels due to tide, surge, and their interaction at different stations along the coast of Bangladesh. Our computed results were found to compare reasonable well with the limited observed data obtained from Bangladesh Inland Water Transport Authority (BIWTA) and were found to be better in comparison with the results obtained through the regular finite difference method and the 3-point central difference MOLs coupled with the RK(4,4) method with regard to the root mean square error values.展开更多
Numerical simulation of complex flow fields with multi-scale structures is one of the most important and challenging branches of computational fluid dynamics. From linear analysis and numerical experiments it has been...Numerical simulation of complex flow fields with multi-scale structures is one of the most important and challenging branches of computational fluid dynamics. From linear analysis and numerical experiments it has been discovered that the higher-order accurate method can give reliable and efficient computational results, as well as better resolution of the complex flow fields with multi-scale structures. Compact finite difference schemes, which feature higher-order accuracy and spectral-like resolution with smaller stencils and easier application of boundary conditions, has attracted more and more interest and attention.展开更多
The Alternating Segment Crank-Nicolson scheme for one-dimensional diffusion equation has been developed in [ 1 ], and the Alternating Block Crank-Nicolson method for two-dimensional problem in [2]. The methods have th...The Alternating Segment Crank-Nicolson scheme for one-dimensional diffusion equation has been developed in [ 1 ], and the Alternating Block Crank-Nicolson method for two-dimensional problem in [2]. The methods have the advantages of parallel computing, stability and good accuracy. Tn this paper for the two-dimensional diffusion equation, the net region is divided into bands, a special kind of block. This method is called the alternating Band Crank-Nicolson method.展开更多
One-dimensional heat equation was solved for different higher-order finite difference schemes, namely, forward time and fourth-order centered space explicit method, backward time and fourth-order centered space implic...One-dimensional heat equation was solved for different higher-order finite difference schemes, namely, forward time and fourth-order centered space explicit method, backward time and fourth-order centered space implicit method, and fourth-order implicit Crank-Nicolson finite difference method. Higher-order schemes have complexity in computing values at the neighboring points to the boundaries. It is required there a specification of the values of field variables at some points exterior to the domain. The complexity was incorporated using Hicks approximation. The convergence and stability analysis was also computed for those higher-order finite difference explicit and implicit methods in case of solving a one dimensional heat equation. The obtained numerical results were compared with exact solutions. It is found that backward time and fourth-order centered space implicit scheme along with Hicks approximation performed well over the other mentioned higher-order approaches.展开更多
An explicit,time-dependent variable grid finite difference method is introduced and analyzed for approximating the solution of a scalar conservation law in two dimension. The scheme is stable,and the numerical solutio...An explicit,time-dependent variable grid finite difference method is introduced and analyzed for approximating the solution of a scalar conservation law in two dimension. The scheme is stable,and the numerical solution is proved to converges to the relevant physical solution.展开更多
This paper presents the dimension split element-free Galerkin （DSEFG） method for three-dimensional potential problems, and the corresponding formulae are obtained. The main idea of the DSEFG method is that a three-d...This paper presents the dimension split element-free Galerkin （DSEFG） method for three-dimensional potential problems, and the corresponding formulae are obtained. The main idea of the DSEFG method is that a three-dimensional potential problem can be transformed into a series of two-dimensional problems. For these two-dimensional problems, the improved moving least-squares （IMLS） approximation is applied to construct the shape function, which uses an orthogonal function system with a weight function as the basis functions. The Galerkin weak form is applied to obtain a discretized system equation, and the penalty method is employed to impose the essential boundary condition. The finite difference method is selected in the splitting direction. For the purposes of demonstration, some selected numerical examples are solved using the DSEFG method. The convergence study and error analysis of the DSEFG method are presented. The numerical examples show that the DSEFG method has greater computational precision and computational efficiency than the IEFG method.展开更多
In this work, by extending the method of Hockney into three dimensions, the Poisson’s equation in cylindrical coordinates system with the Dirichlet’s boundary conditions in a portion of a cylinder for is solved dire...In this work, by extending the method of Hockney into three dimensions, the Poisson’s equation in cylindrical coordinates system with the Dirichlet’s boundary conditions in a portion of a cylinder for is solved directly. The Poisson equation is approximated by fourth-order finite differences and the resulting large algebraic system of linear equations is treated systematically in order to get a block tri-diagonal system. The accuracy of this method is tested for some Poisson’s equations with known analytical solutions and the numerical results obtained show that the method produces accurate results.展开更多
To apply the fictitious domain method and conduct numericalexperiments, a boundary value problem for an ordinary differential equation is considered. The results of numerical calculations for different valuesof the it...To apply the fictitious domain method and conduct numericalexperiments, a boundary value problem for an ordinary differential equation is considered. The results of numerical calculations for different valuesof the iterative parameter τ and the small parameter ε are presented. Astudy of the auxiliary problem of the fictitious domain method for NavierStokes equations with continuation into a fictitious subdomain by highercoefficients with a small parameter is carried out. A generalized solutionof the auxiliary problem of the fictitious domain method with continuationby higher coefficients with a small parameter is determined. After all theabove mathematical studies, a computational algorithm has been developedfor the numerical solution of the problem. Two methods were used to solvethe problem numerically. The first variant is the fictitious domain methodassociated with the modification of nonlinear terms in a fictitious subdomain.The model problem shows the effectiveness of using such a modification. Theproposed version of the method is used to solve two problems at once that arisewhile numerically solving systems of Navier-Stokes equations: the problem ofa curved boundary of an arbitrary domain and the problem of absence of aboundary condition for pressure in physical formulation of the internal flowproblem. The main advantage of this method is its universality in developmentof computer programs. The second method used calculation on a uniform gridinside the area. When numerically implementing the solution on a uniformgrid inside the domain, using this method it’s possible to accurately take intoaccount the boundaries of the curved domain and ensure the accuracy of thevalue of the function at the boundaries of the domain. Methodical calculationswere carried out, the results of numerical calculations were obtained. Whenconducting numerical experiments in both cases, quantitative and qualitativeindicators of numerical results coincide.展开更多
By using the concept of multigraphs, the difference graphs of a class of alternating block Crank-Nicolson methods are defined and described, which extends the results on difference graphs of parallel computing for the...By using the concept of multigraphs, the difference graphs of a class of alternating block Crank-Nicolson methods are defined and described, which extends the results on difference graphs of parallel computing for the finite difference method.展开更多
In this paper,we have proposed a numerical method for Singularly Perturbed Boundary Value Problems(SPBVPs)of convection-diffusion type of third order Ordinary Differential Equations(ODEs)in which the SPBVP is reduced ...In this paper,we have proposed a numerical method for Singularly Perturbed Boundary Value Problems(SPBVPs)of convection-diffusion type of third order Ordinary Differential Equations(ODEs)in which the SPBVP is reduced into a weakly coupled system of two ODEs subject to suitable initial and boundary conditions.The numerical method combines boundary value technique,asymptotic expansion approximation,shooting method and finite difference scheme.In order to get a numerical solution for the derivative of the solution,the domain is divided into two regions namely inner region and outer region.The shooting method is applied to the inner region while standard finite difference scheme(FD)is applied for the outer region.Necessary error estimates are derived for the method.Computational efficiency and accuracy are verified through numerical examples.The method is easy to implement and suitable for parallel computing.展开更多
By using the Feynman-Kac formula and combining with Itˆo-Taylor expansion and finite difference approximation,we first develop an explicit third order onestep method for solving decoupled forward backward stochastic d...By using the Feynman-Kac formula and combining with Itˆo-Taylor expansion and finite difference approximation,we first develop an explicit third order onestep method for solving decoupled forward backward stochastic differential equations.Then based on the third order one,an explicit fourth order method is further proposed.Several numerical tests are also presented to illustrate the stability and high order accuracy of the proposed methods.展开更多
基金supported and sponsored jointly by the National Natural Science Foundation of China(Grand Nos.51009092 and 50909061)Doctoral Foundation of the Ministry of Education of China(Grand No.20090073120013)the National High Technology Research and Development Program of China(863Program,Grand No.2008AA092301-1)
文摘The dynamic calculations of slender marine risers, such as Finite Element Method （FEM） or Modal Expansion Solution Method （MESM）, are mainly for the slender structures with their both ends hinged to the surface and bottom. However, for the re-entry operation, risers held by vessels are in vertical free hanging state, so the displacement and velocity of lower joint would not be zero. For the model of free hanging flexible marine risers, the paper proposed a Finite Difference Approximation （FDA） method for its dynamic calculation. The riser is divided into a reasonable number of rigid discrete segments. And the dynamic model is established based on simple Euler-Bemoulli Beam Theory concerning tension, shear forces and bending moments at each node along the cylindrical structures, which is extendible for different boundary conditions. The governing equations with specific boundary conditions for riser＇s free hanging state are simplified by Keller-box method and solved with Newton iteration algorithm for a stable dynamic solution. The calculation starts when the riser is vertical and still in calm water, and its behavior is obtained along time responding to the lateral forward motion at the top. The dynamic behavior in response to the lateral parametric excitation at the top is also proposed and discussed in this paper.
文摘In this paper we consider the numerical method of characteristics for the numerical solution of initial value problems (IVPs) for quasilinear hyperbolic Partial Differential Equations, as well as the difference scheme Central Time Central Space (CTCS), Crank-Nicolson scheme, ω scheme and the method of characteristics for the numerical solution of initial and boundary value prob-lems for the one-dimension homogeneous wave equation. The initial deriva-tive condition is approximated by different second order difference quotients in order to examine which gives more accurate numerical results. The local truncation error, consistency and stability of the difference schemes CTCS, Crank-Nicolson and ω are also considered.
文摘In this study, the method of lines (MOLs) with higher order central difference approximation method coupled with the classical fourth order Runge-Kutta (RK(4,4)) method is used in solving shallow water equations (SWEs) in Cartesian coordinates to foresee water levels associated with a storm accurately along the coast of Bangladesh. In doing so, the partial derivatives of the SWEs with respect to the space variables were discretized with 5-point central difference, as a test case, to obtain a system of ordinary differential equations with time as an independent variable for every spatial grid point, which with initial conditions were solved by the RK(4,4) method. The complex land-sea interface and bottom topographic details were incorporated closely using nested schemes. The coastal and island boundaries were rectangularized through proper stair step representation, and the storing positions of the scalar and momentum variables were specified according to the rules of structured C-grid. A stable tidal regime was made over the model domain considering the effect of the major tidal constituent, M2 along the southern open boundary of the outermost parent scheme. The Meghna River fresh water discharge was taken into account for the inner most child scheme. To take into account the dynamic interaction of tide and surge, the generated tidal regime was introduced as the initial state of the sea, and the surge was then made to come over it through computer simulation. Numerical experiments were performed with the cyclone April 1991 to simulate water levels due to tide, surge, and their interaction at different stations along the coast of Bangladesh. Our computed results were found to compare reasonable well with the limited observed data obtained from Bangladesh Inland Water Transport Authority (BIWTA) and were found to be better in comparison with the results obtained through the regular finite difference method and the 3-point central difference MOLs coupled with the RK(4,4) method with regard to the root mean square error values.
文摘Numerical simulation of complex flow fields with multi-scale structures is one of the most important and challenging branches of computational fluid dynamics. From linear analysis and numerical experiments it has been discovered that the higher-order accurate method can give reliable and efficient computational results, as well as better resolution of the complex flow fields with multi-scale structures. Compact finite difference schemes, which feature higher-order accuracy and spectral-like resolution with smaller stencils and easier application of boundary conditions, has attracted more and more interest and attention.
基金The work presented in this paper was supported by the National Science Foundation of China
文摘The Alternating Segment Crank-Nicolson scheme for one-dimensional diffusion equation has been developed in [ 1 ], and the Alternating Block Crank-Nicolson method for two-dimensional problem in [2]. The methods have the advantages of parallel computing, stability and good accuracy. Tn this paper for the two-dimensional diffusion equation, the net region is divided into bands, a special kind of block. This method is called the alternating Band Crank-Nicolson method.
文摘One-dimensional heat equation was solved for different higher-order finite difference schemes, namely, forward time and fourth-order centered space explicit method, backward time and fourth-order centered space implicit method, and fourth-order implicit Crank-Nicolson finite difference method. Higher-order schemes have complexity in computing values at the neighboring points to the boundaries. It is required there a specification of the values of field variables at some points exterior to the domain. The complexity was incorporated using Hicks approximation. The convergence and stability analysis was also computed for those higher-order finite difference explicit and implicit methods in case of solving a one dimensional heat equation. The obtained numerical results were compared with exact solutions. It is found that backward time and fourth-order centered space implicit scheme along with Hicks approximation performed well over the other mentioned higher-order approaches.
文摘An explicit,time-dependent variable grid finite difference method is introduced and analyzed for approximating the solution of a scalar conservation law in two dimension. The scheme is stable,and the numerical solution is proved to converges to the relevant physical solution.
基金supported by the National Natural Science Foundation of China (Grants 11571223, 51404160)Shanxi Province Science Foundation for Youths (Grant 2014021025-1)
文摘This paper presents the dimension split element-free Galerkin （DSEFG） method for three-dimensional potential problems, and the corresponding formulae are obtained. The main idea of the DSEFG method is that a three-dimensional potential problem can be transformed into a series of two-dimensional problems. For these two-dimensional problems, the improved moving least-squares （IMLS） approximation is applied to construct the shape function, which uses an orthogonal function system with a weight function as the basis functions. The Galerkin weak form is applied to obtain a discretized system equation, and the penalty method is employed to impose the essential boundary condition. The finite difference method is selected in the splitting direction. For the purposes of demonstration, some selected numerical examples are solved using the DSEFG method. The convergence study and error analysis of the DSEFG method are presented. The numerical examples show that the DSEFG method has greater computational precision and computational efficiency than the IEFG method.
文摘In this work, by extending the method of Hockney into three dimensions, the Poisson’s equation in cylindrical coordinates system with the Dirichlet’s boundary conditions in a portion of a cylinder for is solved directly. The Poisson equation is approximated by fourth-order finite differences and the resulting large algebraic system of linear equations is treated systematically in order to get a block tri-diagonal system. The accuracy of this method is tested for some Poisson’s equations with known analytical solutions and the numerical results obtained show that the method produces accurate results.
基金This research is funded by the Science Committee of the Ministry of Education and Science of the Republic of Kazakhstan(Grant No.AP09058430)。
文摘To apply the fictitious domain method and conduct numericalexperiments, a boundary value problem for an ordinary differential equation is considered. The results of numerical calculations for different valuesof the iterative parameter τ and the small parameter ε are presented. Astudy of the auxiliary problem of the fictitious domain method for NavierStokes equations with continuation into a fictitious subdomain by highercoefficients with a small parameter is carried out. A generalized solutionof the auxiliary problem of the fictitious domain method with continuationby higher coefficients with a small parameter is determined. After all theabove mathematical studies, a computational algorithm has been developedfor the numerical solution of the problem. Two methods were used to solvethe problem numerically. The first variant is the fictitious domain methodassociated with the modification of nonlinear terms in a fictitious subdomain.The model problem shows the effectiveness of using such a modification. Theproposed version of the method is used to solve two problems at once that arisewhile numerically solving systems of Navier-Stokes equations: the problem ofa curved boundary of an arbitrary domain and the problem of absence of aboundary condition for pressure in physical formulation of the internal flowproblem. The main advantage of this method is its universality in developmentof computer programs. The second method used calculation on a uniform gridinside the area. When numerically implementing the solution on a uniformgrid inside the domain, using this method it’s possible to accurately take intoaccount the boundaries of the curved domain and ensure the accuracy of thevalue of the function at the boundaries of the domain. Methodical calculationswere carried out, the results of numerical calculations were obtained. Whenconducting numerical experiments in both cases, quantitative and qualitativeindicators of numerical results coincide.
文摘By using the concept of multigraphs, the difference graphs of a class of alternating block Crank-Nicolson methods are defined and described, which extends the results on difference graphs of parallel computing for the finite difference method.
文摘In this paper,we have proposed a numerical method for Singularly Perturbed Boundary Value Problems(SPBVPs)of convection-diffusion type of third order Ordinary Differential Equations(ODEs)in which the SPBVP is reduced into a weakly coupled system of two ODEs subject to suitable initial and boundary conditions.The numerical method combines boundary value technique,asymptotic expansion approximation,shooting method and finite difference scheme.In order to get a numerical solution for the derivative of the solution,the domain is divided into two regions namely inner region and outer region.The shooting method is applied to the inner region while standard finite difference scheme(FD)is applied for the outer region.Necessary error estimates are derived for the method.Computational efficiency and accuracy are verified through numerical examples.The method is easy to implement and suitable for parallel computing.
基金supported by the NSF of China(No.12001539)the NSF of Hunan Province(No.2020JJ5647)China Postdoctoral Science Foundation(No.2019TQ0073).
文摘By using the Feynman-Kac formula and combining with Itˆo-Taylor expansion and finite difference approximation,we first develop an explicit third order onestep method for solving decoupled forward backward stochastic differential equations.Then based on the third order one,an explicit fourth order method is further proposed.Several numerical tests are also presented to illustrate the stability and high order accuracy of the proposed methods.
