922 resultados para convergence of numerical methods


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Dissertação (mestrado)—Universidade de Brasília, Faculdade de Tecnologia, Departamento de Engenharia Elétrica, 2015.

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In this work we give su±cient conditions for k-th approximations of the polynomial roots of f(x) when the Maehly{Aberth{Ehrlich, Werner-Borsch-Supan, Tanabe, Improved Borsch-Supan iteration methods fail on the next step. For these methods all non-attractive sets are found. This is a subsequent improvement of previously developed techniques and known facts. The users of these methods can use the results presented here for software implementation in Distributed Applications and Simulation Environ- ments. Numerical examples with graphics are shown.

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Numerical methods ave used to solve double diffusion driven reactive flow transport problems in deformable fluid-saturated porous media. in particular, thp temperature dependent reaction rate in the non-equilibrium chemical reactions is considered. A general numerical solution method, which is a combination of the finite difference method in FLAG and the finite element method in FIDAP, to solve the fully coupled problem involving material deformation, pore-fluid flow, heat transfer and species transport/chemical reactions in deformable fluid-saturated porous media has been developed The coupled problem is divided into two subproblems which are solved interactively until the convergence requirement is met. Owing to the approximate nature of the numerical method, if is essential to justify the numerical solutions through some kind of theoretical analysis. This has been highlighted in this paper The related numerical results, which are justified by the theoretical analysis, have demonstrated that the proposed solution method is useful for and applicable to a wide range of fully coupled problems in the field of science and engineering.

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The paper considers second kind equations of the form (abbreviated x=y + K2x) in which and the factor z is bounded but otherwise arbitrary so that equations of Wiener-Hopf type are included as a special case. Conditions on a set are obtained such that a generalized Fredholm alternative is valid: if W satisfies these conditions and I − Kz, is injective for each z ε W then I − Kz is invertible for each z ε W and the operators (I − Kz)−1 are uniformly bounded. As a special case some classical results relating to Wiener-Hopf operators are reproduced. A finite section version of the above equation (with the range of integration reduced to [−a, a]) is considered, as are projection and iterated projection methods for its solution. The operators (where denotes the finite section version of Kz) are shown uniformly bounded (in z and a) for all a sufficiently large. Uniform stability and convergence results, for the projection and iterated projection methods, are obtained. The argument generalizes an idea in collectively compact operator theory. Some new results in this theory are obtained and applied to the analysis of projection methods for the above equation when z is compactly supported and k(s − t) replaced by the general kernel k(s,t). A boundary integral equation of the above type, which models outdoor sound propagation over inhomogeneous level terrain, illustrates the application of the theoretical results developed.

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In this paper we study convergence of the L2-projection onto the space of polynomials up to degree p on a simplex in Rd, d >= 2. Optimal error estimates are established in the case of Sobolev regularity and illustrated on several numerical examples. The proof is based on the collapsed coordinate transform and the expansion into various polynomial bases involving Jacobi polynomials and their antiderivatives. The results of the present paper generalize corresponding estimates for cubes in Rd from [P. Houston, C. Schwab, E. Süli, Discontinuous hp-finite element methods for advection-diffusion-reaction problems. SIAM J. Numer. Anal. 39 (2002), no. 6, 2133-2163].

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We present and analyse a space–time discontinuous Galerkin method for wave propagation problems. The special feature of the scheme is that it is a Trefftz method, namely that trial and test functions are solution of the partial differential equation to be discretised in each element of the (space–time) mesh. The method considered is a modification of the discontinuous Galerkin schemes of Kretzschmar et al. (2014) and of Monk & Richter (2005). For Maxwell’s equations in one space dimension, we prove stability of the method, quasi-optimality, best approximation estimates for polynomial Trefftz spaces and (fully explicit) error bounds with high order in the meshwidth and in the polynomial degree. The analysis framework also applies to scalar wave problems and Maxwell’s equations in higher space dimensions. Some numerical experiments demonstrate the theoretical results proved and the faster convergence compared to the non-Trefftz version of the scheme.

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Trabalho apresentado no Congresso Nacional de Matemática Aplicada à Indústria, 18 a 21 de novembro de 2014, Caldas Novas - Goiás

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We consider a class of sampling-based decomposition methods to solve risk-averse multistage stochastic convex programs. We prove a formula for the computation of the cuts necessary to build the outer linearizations of the recourse functions. This formula can be used to obtain an efficient implementation of Stochastic Dual Dynamic Programming applied to convex nonlinear problems. We prove the almost sure convergence of these decomposition methods when the relatively complete recourse assumption holds. We also prove the almost sure convergence of these algorithms when applied to risk-averse multistage stochastic linear programs that do not satisfy the relatively complete recourse assumption. The analysis is first done assuming the underlying stochastic process is interstage independent and discrete, with a finite set of possible realizations at each stage. We then indicate two ways of extending the methods and convergence analysis to the case when the process is interstage dependent.

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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This paper made an analysis of some numerical integration methods that can be used in electromagnetic transient simulations. Among the existing methods, we analyzed the trapezoidal integration method (or Heun formula), Simpson's Rule and Runge-Kutta. These methods were used in simulations of electromagnetic transients in power systems, resulting from switching operations and maneuvers that occur in transmission lines. Analyzed the characteristics such as accuracy, computation time and robustness of the methods of integration.

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The FENE-CR model is investigated through a numerical algorithm to simulate the time-dependent moving free surface flow produced by a jet impinging on a flat surface. The objective is to demonstrate that by increasing the extensibility parameter L, the numerical solutions converge to the solutions obtained with the Oldroyd-B model. The governing equations are solved by an established free surface flow solver based on the finite difference and marker-and-cell methods. Numerical predictions of the extensional viscosity obtained with several values of the parameter L are presented. The results show that if the extensibility parameter L is sufficiently large then the extensional viscosities obtained with the FENE-CR model approximate the corresponding Oldroyd-B viscosity. Moreover, the flow from a jet impinging on a flat surface is simulated with various values of the extensibility parameter L and the fluid flow visualizations display convergence to the Oldroyd-B jet flow results.

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Porous materials are widely used in many fields of industrial applications, to achieve the requirements of noise reduction, that nowadays derive from strict regulations. The modeling of porous materials is still a problematic issue. Numerical simulations are often problematic in case of real complex geometries, especially in terms of computational times and convergence. At the same time, analytical models, even if partly limited by restrictive simplificative hypotheses, represent a powerful instrument to capture quickly the physics of the problem and general trends. In this context, a recently developed numerical method, called the Cell Method, is described, is presented in the case of the Biot's theory and applied for representative cases. The peculiarity of the Cell Method is that it allows for a direct algebraic and geometrical discretization of the field equations, without any reduction to a weak integral form. Then, the second part of the thesis presents the case of interaction between two poroelastic materials under the context of double porosity. The idea of using periodically repeated inclusions of a second porous material into a layer composed by an original material is described. In particular, the problem is addressed considering the efficiency of the analytical method. A analytical procedure for the simulation of heterogeneous layers based is described and validated considering both conditions of absorption and transmission; a comparison with the available numerical methods is performed. ---------------- I materiali porosi sono ampiamente utilizzati per diverse applicazioni industriali, al fine di raggiungere gli obiettivi di riduzione del rumore, che sono resi impegnativi da norme al giorno d'oggi sempre più stringenti. La modellazione dei materiali porori per applicazioni vibro-acustiche rapprensenta un aspetto di una certa complessità. Le simulazioni numeriche sono spesso problematiche quando siano coinvolte geometrie di pezzi reali, in particolare riguardo i tempi computazionali e la convergenza. Allo stesso tempo, i modelli analitici, anche se parzialmente limitati a causa di ipotesi semplificative che ne restringono l'ambito di utilizzo, rappresentano uno strumento molto utile per comprendere rapidamente la fisica del problema e individuare tendenze generali. In questo contesto, un metodo numerico recentemente sviluppato, il Metodo delle Celle, viene descritto, implementato nel caso della teoria di Biot per la poroelasticità e applicato a casi rappresentativi. La peculiarità del Metodo delle Celle consiste nella discretizzazione diretta algebrica e geometrica delle equazioni di campo, senza alcuna riduzione a forme integrali deboli. Successivamente, nella seconda parte della tesi viene presentato il caso delle interazioni tra due materiali poroelastici a contatto, nel contesto dei materiali a doppia porosità. Viene descritta l'idea di utilizzare inclusioni periodicamente ripetute di un secondo materiale poroso all'interno di un layer a sua volta poroso. In particolare, il problema è studiando il metodo analitico e la sua efficienza. Una procedura analitica per il calcolo di strati eterogenei di materiale viene descritta e validata considerando sia condizioni di assorbimento, sia di trasmissione; viene effettuata una comparazione con i metodi numerici a disposizione.

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The numerical strategies employed in the evaluation of singular integrals existing in the Cauchy principal value (CPV) sense are, undoubtedly, one of the key aspects which remarkably affect the performance and accuracy of the boundary element method (BEM). Thus, a new procedure, based upon a bi-cubic co-ordinate transformation and oriented towards the numerical evaluation of both the CPV integrals and some others which contain different types of singularity is developed. Both the ideas and some details involved in the proposed formulae are presented, obtaining rather simple and-attractive expressions for the numerical quadrature which are also easily embodied into existing BEM codes. Some illustrative examples which assess the stability and accuracy of the new formulae are included.

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This paper presents a study of the stationary phenomenon of superheated or metastable liquid jets, flashing into a two-dimensional axisymmetric domain, while in the two-phase region. In general, the phenomenon starts off when a high-pressure, high-temperature liquid jet emerges from a small nozzle or orifice expanding into a low-pressure chamber, below its saturation pressure taken at the injection temperature. As the process evolves, crossing the saturation curve, one observes that the fluid remains in the liquid phase reaching a superheated condition. Then, the liquid undergoes an abrupt phase change by means of an oblique evaporation wave. Across this phase change the superheated liquid becomes a two-phase high-speed mixture in various directions, expanding to supersonic velocities. In order to reach the downstream pressure, the supersonic fluid continues to expand, crossing a complex bow shock wave. The balance equations that govern the phenomenon are mass conservation, momentum conservation, and energy conservation, plus an equation-of-state for the substance. A false-transient model is implemented using the shock capturing scheme: dispersion-controlled dissipative (DCD), which was used to calculate the flow conditions as the steady-state condition is reached. Numerical results with computational code DCD-2D vI have been analyzed. Copyright (C) 2009 John Wiley & Sons, Ltd.

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In this paper, processing methods of Fourier optics implemented in a digital holographic microscopy system are presented. The proposed methodology is based on the possibility of the digital holography in carrying out the whole reconstruction of the recorded wave front and consequently, the determination of the phase and intensity distribution in any arbitrary plane located between the object and the recording plane. In this way, in digital holographic microscopy the field produced by the objective lens can be reconstructed along its propagation, allowing the reconstruction of the back focal plane of the lens, so that the complex amplitudes of the Fraunhofer diffraction, or equivalently the Fourier transform, of the light distribution across the object can be known. The manipulation of Fourier transform plane makes possible the design of digital methods of optical processing and image analysis. The proposed method has a great practical utility and represents a powerful tool in image analysis and data processing. The theoretical aspects of the method are presented, and its validity has been demonstrated using computer generated holograms and images simulations of microscopic objects. (c) 2007 Elsevier B.V. All rights reserved.