TL;DR: In this paper, the authors developed finite difference methods for elliptic equations of the form \[
abla \cdot (\beta (x)) + \kappa (x)u(x) = f(x)) in a region in one or two dimensions.
Abstract: The authors develop finite difference methods for elliptic equations of the form \[
abla \cdot (\beta (x)
abla u(x)) + \kappa (x)u(x) = f(x)\] in a region $\Omega $ in one or two space dimension...
TL;DR: In this paper, a method for constructing boundary conditions (numerical and physical) of the required accuracy for compact (Pade-like) high-order finite-difference schemes for hyperbolic systems is presented.
TL;DR: In this article, the authors presented a multi-parameter family of difference operators when τ⩾3, where τ is the dimension of the difference operator and λ is the number of points in the difference matrix.
TL;DR: In this paper, the Navier-Stokes equations for constant viscosity were solved using the SPH method and the expected parabolic and paraboloid velocity profiles were obtained.
Abstract: present a new SPH method that can be used to solve the Navier-Stokes equations for constant viscosity. The method is applied to two-dimensional Poiseuille flow, three-dimensional Hagen Poiseuille flow and two-dimensional isothermal flows around a cylinder. In the former two cases, the temperature of fluid is assumed to be linearly dependent on a coordinate variable x along the flow direction. The numerical results agree well with analytic solutions, and we obtain nearly uniform density distributions and the expected parabolic and paraboloid velocity profiles. The density and ·velocity field in the latter case are compared with the results obtained using a finite difference method. Both methods give similar results for Reynolds number Re=6, 10, 20, 30 and 55, and the differences in the total drag coefficients are about 2~4%. Our numerical simulations indicate that SPH is also an effective numerical method for calculation of viscous flows.
TL;DR: In this article, a robust and efficient finite difference algorithm for computing the magnetotelluric response of general three-dimensional (3D) models using the minimum residual relaxation method was developed.
Abstract: We have developed a robust and efficient finite difference algorithm for computing the magnetotelluric response of general three-dimensional (3-D) models using the minimum residual relaxation method. The difference equations that we solve are second order in H and are derived from the integral forms of Maxwell's equations on a staggered grid. The boundary H field values are obtained from two-dimensional transverse magnetic mode calculations for the vertical planes in the 3-D model. An incomplete Cholesky decomposition of the diagonal subblocks of the coefficient matrix is used as a preconditioner, and corrections are made to the H fields every few iterations to ensure there are no H divergences in the solution. For a plane wave source field, this algorithm reduces the errors in the H field for simple 3-D models to around the 0.01% level compared to their fully converged values in a modest number of iterations, taking only a few minutes of computation time on our desktop workstation. The E fields can then be determined from discretized versions of the curl of H equations.
TL;DR: In this article, an approximate expression for the history force on a spherical bubble is proposed for finite Reynolds number, Re. Satisfactory agreement is observed between the presently proposed history force and the numerical solution.
Abstract: An approximate expression for the history force on a spherical bubble is proposed for finite Reynolds number, Re. At small time, the history‐force kernel is a constant, which decreases with increasing Re, and the kernel decays as t−2 for large time. For an impulsively started flow over a bubble, accurate finite difference results show that the history force on the bubble decays as t−2 at large time. Satisfactory agreement is observed between the presently proposed history force and the numerical solution.
TL;DR: In this article, a method for implementing the general Floquet boundary condition in the finite-difference time-domain algorithm (FDTD) is presented, where the Floquet type of phase shift boundary condition is incorporated into the time domain analysis by illuminating the structure with a combination of sine and cosine excitations to generate a phasor representation at each time step.
Abstract: A method for implementing the general Floquet boundary condition in the finite-difference time-domain algorithm (FDTD) is presented. The Floquet type of phase shift boundary condition is incorporated into the time-domain analysis by illuminating the structure with a combination of sine and cosine excitations to generate a phasor representation of the solution at each time step. With this approach, the characteristics of periodic structures comprised of arbitrarily shaped inhomogeneous geometries can be computed for an arbitrary angle of incidence. Theoretical results are compared for various planar frequency selective surfaces (FSS) and for one with a three-dimensional element, e.g., a thick, double, concentric square loop. >
TL;DR: In this paper, a simple and practical numerical method for the liquefaction analysis is formulated using au-p (displacement of the solid phase-pore water pressure) formulation, and the accuracy of the proposed numerical method is addressed through a comparison of the numerical results and the analytical solutions for the transient response of saturated porous solids.
Abstract: The phenomenon of liquefaction is one of the most important subjects in Earthquake Engineering and Coastal Engineering. In the present study, the governing equations of such coupling problems as soil skeleton and pore water are obtained through application of the two-phase mixture theory. Using au-p (displacement of the solid phase-pore water pressure) formulation, a simple and practical numerical method for the liquefaction analysis is formulated. The finite difference method (FDM) is used for the spatial discretization of the continuity equation to define the pore water pressure at the center of the element, while the finite element method (FEM) is used for the spatial discretization of the equilibrium equation. FEM-FDM coupled analysis succeeds in reducing the degrees of freedom in the descretized equations. The accuracy of the proposed numerical method is addressed through a comparison of the numerical results and the analytical solutions for the transient response of saturated porous solids. An elasto-plastic constitutive model based on the non-linear kinematic hardening rule is formulated to describe the stress-strain behavior of granular materials under cyclic loading. Finally, the applicability of the proposed numerical method is examined. The following two numerical examples are analyzed in this study: (1) the behavior of seabed deposits under wave action, and (2) a numerical simulation of shaking table test of coal fly ash deposit.
TL;DR: In this article, a new concept of field computation is presented based on the postulate of the existence of linear equations of the discretized nodal values of the fields, different from the conventional equations, but leading to the same solutions.
Abstract: Numerical computations of frequency domain field problems or elliptical partial differential equations may be based on differential equations or integral equations. The new concept of field computation presented in this paper is based on the postulate of the existence of linear equations of the discretized nodal values of the fields, different from the conventional equations, but leading to the same solutions. The postulated equations are local and invariant to excitation. It is shown how the equations can be determined by a sequence of "measures". The measured equations are particularly useful at the mesh boundary, where the finite difference methods fail. The measured equations do not assume the physical condition of absorption, so they are also applicable to concave boundaries. Using the measured equations, one can terminate the finite difference mesh very close to the physical boundary and still obtain robust solutions. It will definitely make a great impact on the way one applies finite difference and finite element methods in many problems. Computational results using the measured equations of invariance in two and three dimensions are presented. >
TL;DR: In this article, a numerical finite difference scheme was proposed to simulate the motion of a damped, stiff string interacting with a nonlinear hammer, from which the time histories of string displacement and velocity for each point of the string were computed in the time domain.
Abstract: The first attempt to generate musical sounds by solving the equations of vibrating strings by means of finite difference methods (FDM) was made by Hiller and Ruiz [J. Audio Eng. Soc. 19, 462–472 (1971)]. It is shown here how this numerical approach and the underlying physical model can be improved in order to simulate the motion of the piano string with a high degree of realism. Starting from the fundamental equations of a damped, stiff string interacting with a nonlinear hammer, a numerical finite difference scheme is derived, from which the time histories of string displacement and velocity for each point of the string are computed in the time domain. The interacting force between hammer and string, as well as the force acting on the bridge, are given by the same scheme. The performance of the model is illustrated by a few examples of simulated string waveforms. A brief discussion of the aspects of numerical stability and dispersion with reference to the proper choice of sampling parameters is also included.
TL;DR: In this paper, the authors provide a concise introduction to standard numerical techniques, chosen on the basis of their general utility for practical problems, including finite difference methods for simple examples of parabolic, hyperbolic and elliptic equations.
Abstract: Partial differential equations are the chief means of providing mathematical models in physics, engineering and other fields. Generally these models must be solved numerically. This book provides a concise introduction to standard numerical techniques, ones chosen on the basis of their general utility for practical problems. The authors emphasize finite difference methods for simple examples of parabolic, hyperbolic and elliptic equations; finite element, finite volume and spectral methods are discussed briefly to see how they relate to the main theme. Stability is treated clearly and rigorously using maximum principles, energy methods, and discrete Fourier analysis. Methods are described in detail for simple problems, accompanied by typical graphical results. A key feature is the thorough analysis of the properties of these methods. Plenty of examples and exercises of varying difficulty are supplied.The book will be an excellent choice for students and teachers in mathematics, engineering and computer science departments seeking a concise introduction to the subject.
TL;DR: This paper presents the first endeavour to exploit a generalized differential quadrature method as an accurate, efficient and simple numerical technique for structural analysis as well as seeking an alternate numerical method using fewer grid points to find results with acceptable accuracy.
Abstract: SUMMARY This paper presents the first endeavour to exploit a generalized differential quadrature method as an accurate, efficient and simple numerical technique for structural analysis. Firstly, drawbacks existing in the method of differential quadrature (DQ) are evaluated and discussed. Then, an improved and simpler generalized differential quadrature method (GDQ) is introduced to overcome the existing drawback and to simplify the procedure for determining the weighting coefficients. Subsequently, the generalized differential quadrature is systematically employed to solve problems in structural analysis. Numerical examples have shown the superb accuracy, efficiency, convenience and the great potential of this method. Numerical approximation methods for solving partial differential equations have been widely used in various engineering fields. Classical techniques such as finite element and finite difference methods are well developed and well known. These methods can provide very accurate results by using a large number of grid points. However, in a large number of cases, reasonably approximate solutions are desired at only a few specific points in the physical domain. In order to get results even at or around a point of interest with acceptable accuracy, conventional finite element and finite difference methods still require the use of a large number of grid points. Consequently, the requirement for computer capacity is often unnecessarily large in such cases. In seeking an alternate numerical method using fewer grid points to find results with acceptable accuracy, the method of differential quadrature (DQ) was introduced by Bellman et a!.'. The method of DQ is a global approximate method. This method is based on the ideas that the derivative of a function with respect to a co-ordinate direction can be expressed as a weighted linear sum of all the function values at all mesh points along that direction and that a continuous function can be approximated by a higher-order polynomial in the overall domain. The DQ method differs from the finite element method (FEM) in two aspects. Firstly, the FEM uses lower-order polynomials to approximate a function on a local element level, while the DQ method approximates a function on the global area using higher-order polynomials. Secondly, the DQ method directly approximates the derivatives of a function at a point, while the FEM approximates a function over a local element and the derivatives can then be derived from the approximate function. In this aspect, the DQ method is more similar to the finite difference method (FDM). However, the FDM is also a local approximation method based on lower-order polynomial approximation. In fact, it can be shown that the FDM is just a special case of the DQ method where it is applied locally on the range [.xi- xi + l]. Owing to the higher-order
TL;DR: FDTD equations that allow us to use a nonuniform grid are derived and this grid gives a better accuracy to CPU–resource ratio in a number of circumstances, and tilted and curved boundaries can be described more easily.
Abstract: The finite‐difference time‐domain (FDTD) approximation can be used to solve acoustical field problems numerically. Mainly because it is a time‐domain method, it has some specific advantages. The basic formulation of the FDTD method uses an analytical grid for the discretization of an unknown field. This is a major disadvantage. In this paper, FDTD equations that allow us to use a nonuniform grid are derived. With this grid, tilted and curved boundaries can be described more easily. This gives a better accuracy to CPU–resource ratio in a number of circumstances. The paper focuses on the new formulation and its accuracy. The problem of automatically generating the mesh in a general situation is not addressed. Simulations using quasi‐Cartesian grids are compared to Cartesian grid results.
TL;DR: In this paper, the Yee scheme is shown to be second-order convergent on a non-uniform mesh, despite the fact that the local truncation error is only of first order.
Abstract: The Yee scheme is the principal finite difference method used in computing time domain solutions of Maxwell's equations. On a uniform grid the method is easily seen to be second- order convergent in space. This paper shows that the Yee scheme is also second-order convergent on a nonuniform mesh despite the fact that the local truncation error is (nodally) only of first order.
TL;DR: In this paper, a finite difference calculation of the full-vectorial modes of optical waveguides is presented, and the leakage phenomenon of the higher modes of a rib waveguide is predicted by this method.
Abstract: Finite difference calculations of full-vectorial modes of optical waveguides are presented. This method has overcome the limitations of the semivectorial approximation and is able to calculate full-vectorial modes of arbitrary order for a given structure with an arbitrary refractive index profile. Numerical results show that the method is accurate. In addition, the leakage phenomenon of the higher modes of a rib waveguide is predicted by this method.
TL;DR: In this paper, a method of incorporating lumped terminal conditions into a finite-difference, time-domain (FDTD) analysis of multiconductor transmission lines is given, which provides an exact solution of the transmission-line equations via the FDTD technique when the line discretization, /spl Delta/t, and the time discretisation,/spl Delta /t, are chosen such that /spl delta/t=/spl Delta z/v where v is the phase velocity of propagation on the line.
Abstract: A method of incorporating lumped terminal conditions into a finite-difference, time-domain (FDTD) analysis of multiconductor transmission lines is given. The method provides an exact solution of the transmission-line equations via the FDTD technique when the line discretization, /spl Delta/t, and the time discretization, /spl Delta/t, are chosen such that /spl Delta/t=/spl Delta/z/v where v is the phase velocity of propagation on the line. Examples are given to show that in the case of a multiconductor line in an inhomogeneous medium where the mode velocities are not identical, the method gives accurate results with a minimum of computational effort. >
TL;DR: In this article, the Von Neumann stability analysis on the finite-difference equations of a pipe shows that the equations are unconditionally stable and an iterative convergence method is applied to the calculation of node pressure at junctions in networks.
TL;DR: In this paper, a full finite difference time domain methodology is developed for electromagnetic wave propagation in a plasma, consistent with central difference approximation of the curl, divergence and gradient operators that appear in the joint equations of Euler and Maxwell, and the coupling effects between the fluid velocity and the electric field.
Abstract: A full finite difference time domain methodology is developed for electromagnetic wave propagation in a plasma The finite difference grid is consistent with central difference approximation of the curl, divergence and gradient operators that appear in the joint equations of Euler and Maxwell, and the coupling effects between the fluid velocity and the electric field To accomplish the time advancement, the central difference approximation is invoked for the time derivatives and leapfrog concepts are employed The resulting difference equations converge to the exact equations, provided that the developed stability requirement is satisfied Finally, numerical results are provided and compared with the inverse fast Fourier transform results of closed-form, frequency domain solutions for the half space problem; the agreement between solutions is shown to be excellent
TL;DR: In this paper, a finite difference approximation to an inverse problem of determining an unknown source parameter p(t) which is a coefficient of the solution u in a linear parabolic equation subject to the specification of u at an internal point along with the usual initial boundary conditions is considered.
Abstract: We consider a finite difference approximation to an inverse problem of determining an unknown source parameter p(t) which is a coefficient of the solution u in a linear parabolic equation subject to the specification of the solution u at an internal point along with the usual initial boundary conditions. The backward Euler scheme is studied and its convergence is proved via an application of the discrete maximum principle for a transformed problem. Error estimates For u and p involve numerical differentiation of the approximation to the transformed problem. Some experimental numerical results using the newly proposed numerical procedure are discussed.
TL;DR: In this article, a method of finite differences is used to solve the forward problem for a given piston configuration; some nontrivial issues arise in determining boundary conditions, and the finite difference equations are then rearranged into a linear system of equations which formulates the inverse problem.
Abstract: In elasticity imaging, a surface deformation is applied to an object using small pistons, and the resulting induced strains in the interior of the object are measured using ultrasonic imaging. Two important problems are considered: (1) the forward problem of determining the strains induced by a known deformation of an object with known elasticity; and (2) the inverse problem of reconstructing elasticity from measured strains and the equations of equilibrium. The method of finite differences is used to solve the forward problem for a given piston configuration; some nontrivial issues arise in determining boundary conditions. The finite difference equations are then rearranged into a linear system of equations which formulates the inverse problem; this system can be solved for the unknown elasticities. This formulation of the inverse problem is completely consistent with the forward problem; this is useful for iterative methods in which the deformation is adaptively changed. A comparison between simulated and actual measured results demonstrate the feasibility of the proposed procedure. >
TL;DR: In this paper, the Hilbert uniqueness method was used to solve the exact and approximate boundary controllability problems for the adjoint heat equation using convex duality, and a combination of finite difference methods for the time discretization, finite element methods for space discretisation, and of conjugate gradient and operator splitting methods for iterative solution of discrete control problems.
Abstract: The present article is concerned with the numerical implementation of the Hilbert uniqueness method for solving exact and approximate boundary controllability problems for the heat equation. Using convex duality, we reduce the solution of the boundary control problems to the solution of identification problems for the initial data of an adjoint heat equation. To solve these identification problems, we use a combination of finite difference methods for the time discretization, finite element methods for the space discretization, and of conjugate gradient and operator splitting methods for the iterative solution of the discrete control problems. We apply then the above methodology to the solution of exact and approximate boundary controllability test problems in two space dimensions. The numerical results validate the methods discussed in this article and clearly show the computational advantage of using second-order accurate time discretization methods to approximate the control problems.
TL;DR: In this article, a finite difference method was applied to the analysis of the temporal and spatial stability of the three-dimensional boundary layer flow on a swept wing, and the results showed that the algorithm can be reduced significantly by exploiting the special structure of two matrices.
Abstract: The present investigation is concerned with a fourth order accurate finite difference method and its application to the study of the temporal and spatial stability of the three-dimensional compressible boundary layer flow on a swept wing. This method belongs to the class of compact two-point difference schemes discussed by White (1974) and Keller (1974). The method was apparently first used for solving the two-dimensional boundary layer equations. Attention is given to the governing equations, the solution technique, and the search for eigenvalues. A general purpose subroutine is employed for solving a block tridiagonal system of equations. The computer time can be reduced significantly by exploiting the special structure of two matrices.
TL;DR: In this article, a new family of implicit, single-step time integration methods is presented for solving structural dynamics problems, which are unconditionally stable, second-order accurate and asymptotically annihilating.
TL;DR: In this paper, the concentration polarization effects on solute separation in ultra-filtration have been studied and a comparison between a finite-difference solution and an analytical solution for the mass transport differential equation is presented.
TL;DR: In this paper, transitions using through-substrate vias are considered and analyzed both in the time and frequency domains using the Finite Difference Time Domain (FDTD) technique and Finite Element Method (FEM) respectively.
Abstract: MIC and MMIC packages capable of good performance at frequencies as high as 60 GHz need to have small volume, low weight, microstrip and/or coplanar waveguide (CPW) compatibility and exhibit negligible electrical interference with the rest of the circuit. In order to acquire some of these characteristics, special provisions need to be made during circuit layout and design, resulting in high-density packages. The designed circuits have a large number of interconnects which are printed on electrically small surface areas and communicate through the substrate in a direct through-via fashion or electromagnetically through appropriately etched apertures. In a circuit environment of this complexity, parasitic effects such as radiation and cross talk are intensified, thus, making the vertical interconnection problem very critical. In this paper, transitions using through-substrate vias are considered and analyzed both in the time and frequency domains using the Finite Difference Time Domain (FDTD) technique and the Finite Element Method (FEM), respectively. The merits of each method in conjunction with accuracy, computational efficiency and versatility are discussed and results are compared showing excellent agreement. Specifically, a microstrip short-circuit, a microstrip ground pad, a CPW-to-microstrip through-via transition and a channelized CPW-to-microstrip transition are analyzed and their electrical performance is studied. >
TL;DR: In this article, the authors proposed a Compact Combination of the Finite Element, Linear Iteration and Finite Difference Methods for solving the one-dimensional Bar Model Problem (Principle of Virtual Work).
Abstract: Introduction. 1. One-Dimensional Bar Model Problem (Principle of Virtual Work). 2. Spatial Discretisation by the Finite Element Method. 3. Solution of Nonlinearities by the Linear Iteration Method. 4. Time Integration by the Finite Difference Method. 5. Compact Combination of the Finite Element, Linear Iteration and Finite Difference Methods. 6. Two and Three-Dimensional Deformable Solids. Conclusion. Bibliography. Appendix A: List of Symbols. Appendix B: Exercises. Index.
TL;DR: In this article, the authors analyzed the order of convergence of Yee's finite difference time domain method on non-uniform, but rectangular, grids and proved that the method is always second order convergent.
Abstract: In this paper we analyze the order of convergence of Yee's finite difference time domain method on non-uniform, but rectangular, grids. A simple analysis shows that the local truncation error is only first order, yet numerical experiments show that the method is always second order convergent. However, by analyzing the error in more detail, we are able to prove supra-convergence and show that the method is second order convergent regardless of the non-uniformity in the mesh. >
TL;DR: Domain decomposition procedures for solving parabolic equations are considered, and a priori error estimates are presented, and numerical results examining the stability, accuracy, and parallelism of the scheme are presented.
Abstract: Domain decomposition procedures for solving parabolic equations are considered. The underlying discretization consists of block-centered finite differences. In these procedures, fluxes at subdomain interfaces are calculated from the solution at the previous time level. These fluxes serve as Neumann boundary data for implicit, block-centered discretizations in the subdomains. A priori error estimates are presented, and numerical results examining the stability, accuracy, and parallelism of the scheme are presented.
TL;DR: Chaigne and Askenfelt as discussed by the authors developed a physical model of the piano string, using finite difference methods, which is based on the fundamental equations of a damped, stiff string interacting with a nonlinear hammer.
Abstract: A physical model of the piano string, using finite difference methods, has recently been developed. [Chaigne and Askenfelt, J. Acoust. Soc. Am. 95, 1112–1118 (1994)]. The model is based on the fundamental equations of a damped, stiff string interacting with a nonlinear hammer, from which a numerical finite difference scheme is derived. In the present study, the performance of the model is evaluated by systematic comparisons between measured and simulated piano tones. After a verification of the accuracy of the method, the model is used as a tool for systematically exploring the influence of string stiffness, relative striking position, and hammer‐string mass ratio on string waveforms and spectra.
TL;DR: In this article, a leapfrog explicit finite-difference numerical scheme was applied to solve this system of equations for the initial and boundary conditions that characterize level-basin irrigation, and data from two field tests were used to validate the model in quasi-one-dimensional and two-dimensional conditions.
Abstract: Overland flow of water over a porous bed in two spatial dimensions is governed by three partial differential equations accounting for continuity of momentum in the \ix- and \iy-directions and continuity of mass. A leapfrog explicit finite-difference numerical scheme was applied to solve this system of equations for the initial and boundary conditions that characterize level-basin irrigation. The numerical procedure is stable and robust for different applications, and can accommodate three different inflow configurations: line, corner, and fan. These configurations simulate inflow from an overflowing canal on a field boundary and at point sources from a corner or in the middle of a straight boundary, respectively. A numerical test was performed to assess the effect of grid fineness on the results of the simulation and on central-processing-unit time requirement. Data from two field tests were used to validate the model in quasi-one-dimensional and two-dimensional conditions.