This paper presents a new simple method of implicit time integration with two control parameters for solving initial-value problems of dynamics such that its accuracy is at least of order two along with the conditiona...This paper presents a new simple method of implicit time integration with two control parameters for solving initial-value problems of dynamics such that its accuracy is at least of order two along with the conditional and unconditional stability regions of the parameters. When the control parameters in the method are optimally taken in their regions, the accuracy may be improved to reach of order three. It is found that the new scheme can achieve lower numerical amplitude dissipation and period dispersion than some of the existing methods, e.g. the Newmark method and Zhai＇s approach, when the same time step size is used. The region of time step dependent on the parameters in the new scheme is explicitly obtained. Finally, some examples of dynamic problems are given to show the accuracy and efficiency of the proposed scheme applied in dynamic systems.展开更多
This paper considers pricing European options under the well-known of SVJ model of Bates and related computational methods. According to the no-arbitrage principle, we first derive a partial differential equation that...This paper considers pricing European options under the well-known of SVJ model of Bates and related computational methods. According to the no-arbitrage principle, we first derive a partial differential equation that the value of any European contingent claim should satisfy, where the asset price obeys the SVJ model. This equation is numerically solved by using the implicit- explicit backward difference method and time semi-discretization. In order to explain the validity of our method, the stability of time semi-discretization scheme is also proved. Finally, we use a simulation example to illustrate the efficiency of the method.展开更多
In the last 30 years,the scientific community has developed and proposed different models and numerical approaches for the study of vibrations induced by railway traffic.Most of them are formulated in the frequency/wa...In the last 30 years,the scientific community has developed and proposed different models and numerical approaches for the study of vibrations induced by railway traffic.Most of them are formulated in the frequency/wave number domain and with a 2.5D approach.Three-dimensional numerical models formulated in the time/space domain are less frequently used,mainly due to their high computational cost.Notwithstanding,these models present very attractive characteristics,such as the possibility of considering nonlinear behaviors or the modelling of excess pore pressure and non-homogeneous and non-periodic geometries in the longitudinal direction of the track.In this study,two 3D numerical approaches formulated in the time/space domain are compared and experimentally validated.The first one consists of a finite element approach and the second one of a finite difference approach.The experimental validation in an actual case situated in Carregado(Portugal)shows an acceptable fitting between the numerical results and the actual measurements for both models.However,there are some differences among them.This study therefore includes some recommendations for their use in practical soil dynamics and geotechnical engineering.展开更多
A PLU-SGS method based on a time-derivative preconditioning algorithm and LU-SGS method is developed in order to calculate the Navier-Stokes equations at all speeds. The equations were discretized using A USMPW scheme...A PLU-SGS method based on a time-derivative preconditioning algorithm and LU-SGS method is developed in order to calculate the Navier-Stokes equations at all speeds. The equations were discretized using A USMPW scheme in conjunction with the third-order MUSCL scheme with Van Leer limiter. The present method was applied to solve the multidimensional compressible Navier-Stokes equations in curvilinear coordinates. Characteristic boundary conditions based on the eigensystem of the preconditioned equations were employed. In order to examine the performance of present method, driven-cavity flow at various Reynolds numbers and viscous flow through a convergent-divergent nozzle at supersonic were selected to rest this method. The computed results were compared with the experimental data or the other numerical results available in literature and good agreements between them are obtained. The results show that the present method is accurate, self-adaptive and stable for a wide range of flow conditions from low speed to supersonic flows.展开更多
Determining the venting time of a gas trunk pipeline segment provides an important basis for formulating an emergency plan in the advent of unexpected accidents.As the natural gas venting process corresponds to the tr...Determining the venting time of a gas trunk pipeline segment provides an important basis for formulating an emergency plan in the advent of unexpected accidents.As the natural gas venting process corresponds to the transient flow,it is necessary to establish a transient hydraulic-thermal simulation model in order to determine the venting time.In this paper,based on two kinds of venting scenarios in which there is only one venting point in the venting system of a gas trunk pipeline segment—namely,where the venting point is either at one of the two ends or at the junction of two gas trunk pipeline segments—transient hydraulic-thermal simulation models are established.The models consist of gas flow governing equations,the gas state equation,gas physical property equations,initial conditions,and appropriate boundary conditions.The implicit central difference method is used to discretize the gas flow partial differential equations,and the trust-region-dogleg algorithm is used to solve the equations corresponding to each time step,in order to dynamically simulate the whole venting process.The judgment condition for the end of the venting process is that the average pressure of gas trunk pipeline segment is less than 0.11 MPa(actual pressure).Comparing the simulation results of the proposed model with those of the OLGA software and real operational data,we find that the venting time error is less than 10%.On this basis,a venting valve opening control principle is proposed,which prevents the venting noise from exceeded the specified noise value(85 d B)in the venting design of domestic gas pipeline projects.The established calculation model for venting time(dynamic simulation model)for a gas trunk pipeline segment and the proposed opening control principle of venting valve provide reference for the optimal operation of gas pipeline venting systems.展开更多
In order to eliminate Courant-Friedrich-Levy(CFL) condition restraint and improvecomputational efficiency,a new finite-difference time-domain(FDTD)method based on the alternating-direction implicit(ADI) technique is i...In order to eliminate Courant-Friedrich-Levy(CFL) condition restraint and improvecomputational efficiency,a new finite-difference time-domain(FDTD)method based on the alternating-direction implicit(ADI) technique is introduced recently.In this paper,a theoretical proof of the stabilityof the three-dimensional(3-D)ADI-FDTD method is presented.It is shown that the 3-D ADI-FDTDmethod is unconditionally stable and free from the CFL condition restraint.展开更多
An implicit scheme discretized by the finite element method is developed for the numerical solution of the time-dependent head/disk dynamics. The scheme is second-order timeaccurate, which offers the flexibility of em...An implicit scheme discretized by the finite element method is developed for the numerical solution of the time-dependent head/disk dynamics. The scheme is second-order timeaccurate, which offers the flexibility of employing time steps compatible with the system dynamics while minimizing the numerical instability presented in most explicit methods. Good agreement is orreryed between the present calculations and D. K. Miu's work.展开更多
针对结构网格很难处理复杂外形和非结构网格无法计算具有边界层的粘性流动的缺点,发展了基于混合网格格点的隐式算法,成功地解决了在工程应用中难于处理的复杂外形粘性流场计算和效率问题。同时针对大规模的工程问题,发展了基于MPI通信...针对结构网格很难处理复杂外形和非结构网格无法计算具有边界层的粘性流动的缺点,发展了基于混合网格格点的隐式算法,成功地解决了在工程应用中难于处理的复杂外形粘性流场计算和效率问题。同时针对大规模的工程问题,发展了基于MPI通信技术的染色分层通讯并行计算方法。其中空间离散采用基于Roe格式发展的三阶迎风HLLEW(Harten-Lax-Van Leer-Einfeldt-Wada)或AUSM格式,湍流模型采用k??两方程湍流模型,时间推进考虑到LU-SGS并行等效较困难则采用基于DP-LUR(Data-Parallel Lower-Upper Relaxation)格式的隐式算法,计算CFL数可取到105量级,从2个到128个CPU的并行加速效率都保持在90%以上,大大提高了计算效率。算例对标模M6机翼模型流场进行计算,验证了方法的可靠性;然后对标模DLR-F6翼身组合体进行混合网格粘性与无粘计算结果进行比较,进一步验证混合网格方法;最后计算了DLR-WBNP外挂发动机翼身组合体模型,准确模拟了外挂和超临界机翼的相互干扰流动问题,采用4 CPU 16 CORE到24 CPU 96 CORE,2000步计算时间都不超过3小时。为民机跨声速气动弹性分析的计算效率提升提供了基本的数值模拟工具。展开更多
综合电力系统(integrated power system,IPS)包含3/12相双绕组发电机等特殊高阶非线性元件,现有电力系统电磁暂态仿真软件均不提供其仿真模型。为此,采用隐式梯形法对双绕组发电机数学模型进行差分离散化处理,通过定、转子分离迭代,推...综合电力系统(integrated power system,IPS)包含3/12相双绕组发电机等特殊高阶非线性元件,现有电力系统电磁暂态仿真软件均不提供其仿真模型。为此,采用隐式梯形法对双绕组发电机数学模型进行差分离散化处理,通过定、转子分离迭代,推导出电机等效电路模型,并在PSCAD中建立双绕组发电机仿真模型。应用时步保持算法,将模型的仿真时步划分为计算时步和保持时步,提高了计算速度。最后,构建综合电力推进系统试验平台,发电机空载短路、推进系统调速的试验与仿真结果吻合,验证了建模方法的有效性和所建模型的正确性。研究表明,基于隐式梯形–时步保持算法的建模方法能够准确高效地建立双绕组发电机的仿真模型,可应用于EMTP类仿真软件,并可推广至IPS各类多相电机建模。展开更多
基金The project supported by the National Key Basic Research and Development Foundation of the Ministry of Science and Technology of China （G2000048702, 2003CB716707）the National Science Fund for Distinguished Young Scholars （10025208）+1 种基金 the National Natural Science Foundation of China （Key Program） （10532040） the Research Fund for 0versea Chinese （10228028）.
文摘This paper presents a new simple method of implicit time integration with two control parameters for solving initial-value problems of dynamics such that its accuracy is at least of order two along with the conditional and unconditional stability regions of the parameters. When the control parameters in the method are optimally taken in their regions, the accuracy may be improved to reach of order three. It is found that the new scheme can achieve lower numerical amplitude dissipation and period dispersion than some of the existing methods, e.g. the Newmark method and Zhai＇s approach, when the same time step size is used. The region of time step dependent on the parameters in the new scheme is explicitly obtained. Finally, some examples of dynamic problems are given to show the accuracy and efficiency of the proposed scheme applied in dynamic systems.
文摘This paper considers pricing European options under the well-known of SVJ model of Bates and related computational methods. According to the no-arbitrage principle, we first derive a partial differential equation that the value of any European contingent claim should satisfy, where the asset price obeys the SVJ model. This equation is numerically solved by using the implicit- explicit backward difference method and time semi-discretization. In order to explain the validity of our method, the stability of time semi-discretization scheme is also proved. Finally, we use a simulation example to illustrate the efficiency of the method.
文摘In the last 30 years,the scientific community has developed and proposed different models and numerical approaches for the study of vibrations induced by railway traffic.Most of them are formulated in the frequency/wave number domain and with a 2.5D approach.Three-dimensional numerical models formulated in the time/space domain are less frequently used,mainly due to their high computational cost.Notwithstanding,these models present very attractive characteristics,such as the possibility of considering nonlinear behaviors or the modelling of excess pore pressure and non-homogeneous and non-periodic geometries in the longitudinal direction of the track.In this study,two 3D numerical approaches formulated in the time/space domain are compared and experimentally validated.The first one consists of a finite element approach and the second one of a finite difference approach.The experimental validation in an actual case situated in Carregado(Portugal)shows an acceptable fitting between the numerical results and the actual measurements for both models.However,there are some differences among them.This study therefore includes some recommendations for their use in practical soil dynamics and geotechnical engineering.
文摘A PLU-SGS method based on a time-derivative preconditioning algorithm and LU-SGS method is developed in order to calculate the Navier-Stokes equations at all speeds. The equations were discretized using A USMPW scheme in conjunction with the third-order MUSCL scheme with Van Leer limiter. The present method was applied to solve the multidimensional compressible Navier-Stokes equations in curvilinear coordinates. Characteristic boundary conditions based on the eigensystem of the preconditioned equations were employed. In order to examine the performance of present method, driven-cavity flow at various Reynolds numbers and viscous flow through a convergent-divergent nozzle at supersonic were selected to rest this method. The computed results were compared with the experimental data or the other numerical results available in literature and good agreements between them are obtained. The results show that the present method is accurate, self-adaptive and stable for a wide range of flow conditions from low speed to supersonic flows.
基金supported by the National Natural Science Foundation of China(Grant No.52174064)
文摘Determining the venting time of a gas trunk pipeline segment provides an important basis for formulating an emergency plan in the advent of unexpected accidents.As the natural gas venting process corresponds to the transient flow,it is necessary to establish a transient hydraulic-thermal simulation model in order to determine the venting time.In this paper,based on two kinds of venting scenarios in which there is only one venting point in the venting system of a gas trunk pipeline segment—namely,where the venting point is either at one of the two ends or at the junction of two gas trunk pipeline segments—transient hydraulic-thermal simulation models are established.The models consist of gas flow governing equations,the gas state equation,gas physical property equations,initial conditions,and appropriate boundary conditions.The implicit central difference method is used to discretize the gas flow partial differential equations,and the trust-region-dogleg algorithm is used to solve the equations corresponding to each time step,in order to dynamically simulate the whole venting process.The judgment condition for the end of the venting process is that the average pressure of gas trunk pipeline segment is less than 0.11 MPa(actual pressure).Comparing the simulation results of the proposed model with those of the OLGA software and real operational data,we find that the venting time error is less than 10%.On this basis,a venting valve opening control principle is proposed,which prevents the venting noise from exceeded the specified noise value(85 d B)in the venting design of domestic gas pipeline projects.The established calculation model for venting time(dynamic simulation model)for a gas trunk pipeline segment and the proposed opening control principle of venting valve provide reference for the optimal operation of gas pipeline venting systems.
基金Supported by the Specialized Research Fund for the Doctoral Program of Higher Education(No.20010614003)
文摘In order to eliminate Courant-Friedrich-Levy(CFL) condition restraint and improvecomputational efficiency,a new finite-difference time-domain(FDTD)method based on the alternating-direction implicit(ADI) technique is introduced recently.In this paper,a theoretical proof of the stabilityof the three-dimensional(3-D)ADI-FDTD method is presented.It is shown that the 3-D ADI-FDTDmethod is unconditionally stable and free from the CFL condition restraint.
文摘An implicit scheme discretized by the finite element method is developed for the numerical solution of the time-dependent head/disk dynamics. The scheme is second-order timeaccurate, which offers the flexibility of employing time steps compatible with the system dynamics while minimizing the numerical instability presented in most explicit methods. Good agreement is orreryed between the present calculations and D. K. Miu's work.
文摘针对结构网格很难处理复杂外形和非结构网格无法计算具有边界层的粘性流动的缺点,发展了基于混合网格格点的隐式算法,成功地解决了在工程应用中难于处理的复杂外形粘性流场计算和效率问题。同时针对大规模的工程问题,发展了基于MPI通信技术的染色分层通讯并行计算方法。其中空间离散采用基于Roe格式发展的三阶迎风HLLEW(Harten-Lax-Van Leer-Einfeldt-Wada)或AUSM格式,湍流模型采用k??两方程湍流模型,时间推进考虑到LU-SGS并行等效较困难则采用基于DP-LUR(Data-Parallel Lower-Upper Relaxation)格式的隐式算法,计算CFL数可取到105量级,从2个到128个CPU的并行加速效率都保持在90%以上,大大提高了计算效率。算例对标模M6机翼模型流场进行计算,验证了方法的可靠性;然后对标模DLR-F6翼身组合体进行混合网格粘性与无粘计算结果进行比较,进一步验证混合网格方法;最后计算了DLR-WBNP外挂发动机翼身组合体模型,准确模拟了外挂和超临界机翼的相互干扰流动问题,采用4 CPU 16 CORE到24 CPU 96 CORE,2000步计算时间都不超过3小时。为民机跨声速气动弹性分析的计算效率提升提供了基本的数值模拟工具。
文摘综合电力系统(integrated power system,IPS)包含3/12相双绕组发电机等特殊高阶非线性元件,现有电力系统电磁暂态仿真软件均不提供其仿真模型。为此,采用隐式梯形法对双绕组发电机数学模型进行差分离散化处理,通过定、转子分离迭代,推导出电机等效电路模型,并在PSCAD中建立双绕组发电机仿真模型。应用时步保持算法,将模型的仿真时步划分为计算时步和保持时步,提高了计算速度。最后,构建综合电力推进系统试验平台,发电机空载短路、推进系统调速的试验与仿真结果吻合,验证了建模方法的有效性和所建模型的正确性。研究表明,基于隐式梯形–时步保持算法的建模方法能够准确高效地建立双绕组发电机的仿真模型,可应用于EMTP类仿真软件,并可推广至IPS各类多相电机建模。
