Efficient Finite Difference/Spectral Method for the Time Fractional Ito Equation Using Fast Fourier Transform Technic

A finite difference/spectral scheme is proposed for the time fractional Ito equation.The mass conservation and stability of the numerical solution are deduced by the energy method in the L^(2)norm form.To reduce the computation costs,the fast Fourier transform technic is applied to a pair of equivalent coupled differential equations.The effectiveness of the proposed algorithm is verified by the first numerical example.The mass conservation property and stability statement are confirmed by two other numerical examples.

Finite difference time domain method forward simulation of complex geoelectricity ground penetrating radar model

The ground penetrating radar(GPR) forward simulation all aims at the singular and regular models, such as sandwich model, round cavity, square cavity, and so on, which are comparably simple. But as to the forward of curl interface underground or “v” figure complex model, it is difficult to realize. So it is important to forward the complex geoelectricity model. This paper takes two Maxwell’s vorticity equations as departure point, makes use of the principles of Yee’s space grid model theory and the basic principle finite difference time domain method, and deduces a GPR forward system of equation of two dimensional spaces. The Mur super absorbed boundary condition is adopted to solve the super strong reflection on the interceptive boundary when there is the forward simulation. And a self-made program is used to process forward simulation to two typical geoelectricity model.

Adaptive Modeling and Forecasting of Time Series by Combining the Methods of Temporal Differences with Neural Networks

This paper discusses the modeling method of time series with neural network. In order to improve the adaptability of direct multi-step prediction models, this paper proposes a method of combining the temporal differences methods with back-propagation algorithm for updating the parameters continuously on the basis of recent data. This method can make the neural network model fit the recent characteristic of the time series as close as possible, therefore improves the prediction accuracy. We built models and made predictions for the sunspot series. The prediction results of adaptive modeling method are better than that of non-adaptive modeling methods.

Investigation of three-pulse photon echo in thick crystal using finite-difference time-domain method

This paper investigates the phenomenon of three-pulse photon echo in thick rare-earth ions doped crystal whose thickness is far larger than 0.002 cm which is adopted in previous works.The influence of thickness on the three-pulse photon echo＇s amplitude and efficiency is analyzed with the Maxwell-Bloch equations solved by finite-difference timedomain method.We demonstrate that the amplitude of three-pulse echo will increase with the increasing of thickness and the optimum thickness to generate three-pulse photon echo is 0.3 cm for Tm^（3＋）：YAG when the attenuation of the input pulse is taken into account.Meanwhile,we find the expression 0.09 exp（α＇L）,which is previously employed to describe the relationship between echo＇s efficiency and thickness,should be modified as 1.3 · 0.09 exp（2.4 ·α＇L） with the propagation of echo considered.

Finite Difference Methods for the Time Fractional Advection-diffusion Equation

In this paper, three implicit finite difference methods are developed to solve one dimensional time fractional advection-diffusion equation. The fractional derivative is treated by applying right shifted Grünwald-Letnikov formula of order α ∈(0, 1). We investigate the stability analysis by using von Neumann method with mathematical induction and prove that these three proposed methods are unconditionally stable. Numerical results are presented to demonstrate the effectiveness of the schemes mentioned in this paper.

Solving Stiff Reaction-Diffusion Equations Using Exponential Time Differences Methods

Reaction-diffusion equations modeling Predator-Prey interaction are of current interest. Standard approaches such as first-order (in time) finite difference schemes for approximating the solution are widely spread. Though, this paper shows that recent advance methods can be more favored. In this work, we have incorporated, throughout numerical comparison experiments, spectral methods, for the space discretization, in conjunction with second and fourth-order time integrating methods for approximating the solution of the reaction-diffusion differential equations. The results have revealed that these methods have advantages over the conventional methods, some of which to mention are: the ease of implementation, accuracy and CPU time.

Optical simulation of in-plane-switching blue phase liquid crystal display using the finite-difference time-domain method

The finite-difference time-domain method is used to simulate the optical characteristics of an in-plane switching blue phase liquid crystal display.Compared with the matrix optic methods and the refractive method,the finite-difference timedomain method,which is used to directly solve Maxwell＇s equations,can consider the lateral variation of the refractive index and obtain an accurate convergence effect.The simulation results show that e-rays and o-rays bend in different directions when the in-plane switching blue phase liquid crystal display is driven by the operating voltage.The finitedifference time-domain method should be used when the distribution of the liquid crystal in the liquid crystal display has a large lateral change.

Numerical Solutions of Finite Well in Two Dimensions Using the Finite Difference Time Domain Method

The higher excited states for two dimensional finite rectangular well potential are calculated numerically,by solving the Schrödinger equation using the finite difference time domain method.Although,this method is suitable to calculate the ground state of the quantum systems,it has been improved to calculate the higher excited states directly.The improvement is based on modifying the iterative process involved in this method to include two procedures.The first is known as cooling steps and the second is known as a heating step.By determining the required length of the cooling iteration steps using suitable excitation energy estimate,and repeating these two procedures using suitable initial guess function for sufficient times.This modified iteration will lead automatically to the desired excited state.In the two dimensional finite rectangular well potential problem both of the suitable excitation energy and the suitable initial guess wave function are calculated analytically using the separation of variables technique.

LONG-TIME CONVERGENCE OF GENERALIZED DIFFERENCE METHOD FOR NAVIER-STOKES EQUATIONS

In this paper, we first provide a generalized difference method for the 2-dimensional Navier-Stokes equations by combing the ideas of staggered scheme m and generalized upwind scheme in space, and by backward Euler time-stepping. Then we apply the abstract framework of to prove its long-time convergence. Finally, a numerical example for solving driven cavity flows is given.

An efficient locally one-dimensional finite-difference time-domain method based on the conformal scheme

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 two2 D structures is calculated. The numerical examples verify the accuracy and efficiency of the proposed method.

Finite Difference Solution of Response Time Delay of Magneto-rhelological Damper

Magneto-rhelological（MR） dampers are devices that employ rheological fluids to modify their mechanical properties. Their mechanical simplicity, high dynamic range, lower power requirements, large force capacity, robustness and safe maimer of operation in cases of failure have made them attractive devices for semi-active real-time control in civil, aerospace and automotive applications. Time response characteristic is one of the most important technical performances of MR dampers, and response time directly affects the control frequency, application range and the actual effect of MR dampers. In this study, one kind of finite difference solution for predicting the response time ofmagneto-rheological dampers from ＂off-state＂ to ＂on-state＂ is put forward. A laminar flow model is used to describe the flow in the MR valve, and a bi-viscous fluid flow model is utilized to describe the relationship of shear stress and shear rate of MR fluid. An explicit difference format is used to diseretize the Novior-Stoks equation, and stability condition of this algorithm is built by Von-Neumann stability criterion. The pressure gradient along the flow duct is solved by a dichotomy algorithm with iteration, and the changing curve of the damping force versus time of MR damper is obtained as well. According to the abovementioned numerical algorithm, the damping forces versus time curves from ＂off-state＂ to ＂on-state＂ of a cylindrical piston type MR damper are computed. Moreover, the MR damper is installed in a material test system（MTS）, the magnetic field in the wire circles of the MR damper is ＂triggered＂ when the MR damper is imposed to do a constant speed motion, and the damping force curves are recorded. The comparison between numerical results and experimental results indicates that this finite difference algorithm can be used to estimate the response time delay of MR dampers.

Finite-difference time-domain studies of low-frequency stop band in superconductor-dielectric superlattice

The transmission coefficients of electromagnetic （EM） waves due to a superconductor-dielectric superlattice are numerically calculated. Shift operator finite difference time domain （SO-FDTD） method is used in the analysis. By using the SO-FDTD method, the transmission spectrum is obtained and its characteristics are investigated for different thicknesses of superconductor layers and dielectric layers, from which a stop band starting from zero frequency can be apparently observed. The relation between this low-frequency stop band and relative temperature, and also the London penetration depth at a superconductor temperature of zero degree are discussed, separately. The low-frequency stop band properties of superconductor-dielectric superlattice thus are well disclosed.

RETHINKING TO FINITE DIFFERENCE TIME-STEP INTEGRATIONS

The numerical time step integrations of PDEs are mainly carried out by the finitedifference method to date. However,when the time step becomes longer, it causes theproblem of numerical instability,. The explicit integration schemes derived by the singlepoint precise integration method given in this paper are proved unconditionally stable.Comparisons between the schemes derived by the finite difference method and theschemes by the method employed in the present paper are made for diffusion andconvective-diffusion equations. Nunierical examples show the superiority of the singlepoint integration method.

On-Line Detection of EDM Spark Locations Using Potential Difference Method

The valuation relation of potential difference with discharging time in Electrical Discharge Machining (EDM) is analyzed theoretically and tested and verified by experiments designed in this paper and the relation between potential difference and spark location is induced and analyzed, and proceed by experiments under the condition of onedimension.

A streamline diffusion nonconforming finite element method for the time-dependent linearized Navier-Stokes equations

A nonconforming finite element method of finite difference streamline diffusion type is proposed to solve the time-dependent linearized Navier-Stokes equations. The backward Euler scheme is used for time discretization. Crouzeix-Raviart nonconforming finite element approximation, namely, nonconforming （P1）2 - P0 element, is used for the velocity and pressure fields with the streamline diffusion technique to cope with usual instabilities caused by the convection and time terms. Stability and error estimates are derived with suitable norms.

An Implicit-Explicit Computational Method Based on Time Semi-Discretization for Pricing Financial Derivatives with Jumps

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.

Characteristic-Based Time Domain Method for Cylindrically Conformal Microstrip Patch Antennas

The characteristics of a cylindrical conformal microstrip patch antenna are analyzed by using the characteristic-based time domain （CBTD） method. A governing equation in the cylindrical coordinate system is formulated directly to facilitate the analysis of cylindrically conformal microstrip patch antennas. The algorithm has second-order accuracy both in time and space domain and has the potential to eliminate the spurious wave reflection from the numerical boundaries of the computational domain, Numerical results demonstrate the important merits and accuracy of the proposed technique in computational electromagnetics,

An Effective Numerical Calculation Method for Multi-Time-Scale Mathematical Models in Systems Biology

The improvements of high-throughput experimental devices such as microarray and mass spectrometry have allowed an effective acquisition of biological comprehensive data which include genome, transcriptome, proteome, and metabolome (multi-layered omics data). In Systems Biology, we try to elucidate various dynamical characteristics of biological functions with applying the omics data to detailed mathematical model based on the central dogma. However, such mathematical models possess multi-time-scale properties which are often accompanied by time-scale differences seen among biological layers. The differences cause time stiff problem, and have a grave influence on numerical calculation stability. In the present conventional method, the time stiff problem remained because the calculation of all layers was implemented by adaptive time step sizes of the smallest time-scale layer to ensure stability and maintain calculation accuracy. In this paper, we designed and developed an effective numerical calculation method to improve the time stiff problem. This method consisted of ahead, backward, and cumulative algorithms. Both ahead and cumulative algorithms enhanced calculation efficiency of numerical calculations via adjustments of step sizes of each layer, and reduced the number of numerical calculations required for multi-time-scale models with the time stiff problem. Backward algorithm ensured calculation accuracy in the multi-time-scale models. In case studies which were focused on three layers system with 60 times difference in time-scale order in between layers, a proposed method had almost the same calculation accuracy compared with the conventional method in spite of a reduction of the total amount of the number of numerical calculations. Accordingly, the proposed method is useful in a numerical analysis of multi-time-scale models with time stiff problem.

基于二维光子晶体全光逻辑门的设计

在二维光子晶体中嵌入了线缺陷,利用线性干涉效应和波导耦合,设计了一种基于二维光子晶体的同或门和与非门结构。主要采用平面波展开法对该二维光子晶体的能带结构进行分析,采用时域有限差分法,结合线性干涉效应,在Rsoft平台对所设计的同或门和与非门进行稳定电场图和归一化功率仿真。仿真结果标明:设计的同或门对比度高达29.5 dB,响应时间为0.073 ps,数据传输速率为13.7 Tbit/s;设计的与非门对比度高达24.15 dB,响应时间为0.08 ps,数据传输速率为12.5 Tbit/s。这些结果表明所设计的结构对比度高、响应时间短和数据传输速率快。

多项时间分数阶混合扩散-波动方程ADI有限差分法

用交替方向隐式(ADI)有限差分法研究多项时间分数阶混合扩散-波动方程的数值解,在时间方向上,采用降阶的方法,将扩散项和波动项转化为RL积分项和扩散项,分别使用L2-1_(σ)和L1公式逼近;空间方向结合二阶中心差商离散,并通过数值算例验证差分格式的有效性.