Finite-difference model to simulate the areal flow of salt water and fresh water separated by an interface /

"April 1980."

A two-dimensional, finite-difference model of the high plains aquifer in southern South Dakota /

Bibliography: p. 32-34.

Uniqueness for boundary value problems for second order finite difference equations

We establish maximum principles for second order difference equations and apply them to obtain uniqueness for solutions of some boundary value problems.

An object-oriented designed finite-difference time-domain simulator for electromagnetic analysis and design in MRI - application to high field analyses

This paper presents a finite-difference time-domain (FDTD) simulator for electromagnetic analysis and design applications in MRI. It is intended to be a complete FDTD model of an MRI system including all RF and low-frequency field generating units and electrical models of the patient. The pro-ram has been constructed in an object-oriented framework. The design procedure is detailed and the numerical solver has been verified against analytical solutions for simple cases and also applied to various field calculation problems. In particular, the simulator is demonstrated for inverse RF coil design, optimized source profile generation, and parallel imaging in high-frequency situations. The examples show new developments enabled by the simulator and demonstrate that the proposed FDTD framework can be used to analyze large-scale computational electromagnetic problems in modern MRI engineering. (C) 2004 Elsevier Inc. All rights reserved.

Nonstandard Finite Difference Schemes with Application to Finance: Option Pricing

2000 Mathematics Subject Classification: 65M06, 65M12.

Low Volatility Options and Numerical Diffusion of Finite Difference Schemes

2000 Mathematics Subject Classification: 65M06, 65M12.

Characterization of ultra wideband antennas for personal communication devices using finite difference time domain technique

The current mobile networks don't offer sufficient data rates to support multimedia intensive applications in development for multifunctional mobile devices. Ultra wideband (UWB) wireless technology is being considered as the solution to overcome data rate bottlenecks in the current mobile networks. UWB is able to achieve such high data transmission rates because it transmits data over a very large chunk of the frequency spectrum. As currently approved by the U.S. Federal Communication Commission it utilizes 7.5 GHz of spectrum between 3.1 GHz and 10.6 GHz. ^ Successful transmission and reception of information data using UWB wireless technology in mobile devices, requires an antenna that has linear phase, low dispersion and a voltage standing wave ratio (VSWR) ≤ 2 throughout the entire frequency band. Compatibility with an integrated circuit requires an unobtrusive and electrically small design. The previous techniques that have been used to optimize the performance of UWB wireless systems, involve proper design of source pulses for optimal UWB performance. The goal of this work is directed towards the designing of antennas for personal communication devices, with optimal UWB bandwidth performance. Several techniques are proposed for optimal UWB bandwidth performance of the UWB antenna designs in this Ph.D. dissertation. ^ This Ph.D. dissertation presents novel UWB antenna designs for personal communication devices that have been characterized and optimized using the finite difference time domain (FDTD) technique. The antenna designs reported in this research are physically compact, planar for low profile use, with sufficient impedance bandwidth (>20%), antenna input impedance of 50-Ω, and an omni-directional (±1.5 dB) radiation pattern in the operating bandwidth. ^

Customization of the design of antenna using genetic algorithm and finite-difference time-domain technique

Antenna design is an iterative process in which structures are analyzed and changed to comply with certain performance parameters required. The classic approach starts with analyzing a "known" structure, obtaining the value of its performance parameter and changing this structure until the "target" value is achieved. This process relies on having an initial structure, which follows some known or "intuitive" patterns already familiar to the designer. The purpose of this research was to develop a method of designing UWB antennas. What is new in this proposal is that the design process is reversed: the designer will start with the target performance parameter and obtain a structure as the result of the design process. This method provided a new way to replicate and optimize existing performance parameters. The base of the method was the use of a Genetic Algorithm (GA) adapted to the format of the chromosome that will be evaluated by the Electromagnetic (EM) solver. For the electromagnetic study we used XFDTD™ program, based in the Finite-Difference Time-Domain technique. The programming portion of the method was created under the MatLab environment, which serves as the interface for converting chromosomes, file formats and transferring of data between the XFDTD™ and GA. A high level of customization had to be written into the code to work with the specific files generated by the XFDTD™ program. Two types of cost functions were evaluated; the first one seeking broadband performance within the UWB band, and the second one searching for curve replication of a reference geometry. The performance of the method was evaluated considering the speed provided by the computer resources used. Balance between accuracy, data file size and speed of execution was achieved by defining parameters in the GA code as well as changing the internal parameters of the XFDTD™ projects. The results showed that the GA produced geometries that were analyzed by the XFDTD™ program and changed following the search criteria until reaching the target value of the cost function. Results also showed how the parameters can change the search criteria and influence the running of the code to provide a variety of geometries.

Characterization and modeling of multi-conductor transmission line using Finite-difference Time-Domain method

A two-dimensional, 2D, finite-difference time-domain (FDTD) method is used to analyze two different models of multi-conductor transmission lines (MTL). The first model is a two-conductor MTL and the second is a threeconductor MTL. Apart from the MTL's, a three-dimensional, 3D, FDTD method is used to analyze a three-patch microstrip parasitic array. While the MTL analysis is entirely in time-domain, the microstrip parasitic array is a study of scattering parameter Sn in the frequency-domain. The results clearly indicate that FDTD is an efficient and accurate tool to model and analyze multiconductor transmission line as well as microstrip antennas and arrays.

Principal Component Analysis of Results Obtained from Finite-Difference Time-Domain Algorithms

Finite-Differences Time-Domain (FDTD) algorithms are well established tools of computational electromagnetism. Because of their practical implementation as computer codes, they are affected by many numerical artefact and noise. In order to obtain better results we propose using Principal Component Analysis (PCA) based on multivariate statistical techniques. The PCA has been successfully used for the analysis of noise and spatial temporal structure in a sequence of images. It allows a straightforward discrimination between the numerical noise and the actual electromagnetic variables, and the quantitative estimation of their respective contributions. Besides, The GDTD results can be filtered to clean the effect of the noise. In this contribution we will show how the method can be applied to several FDTD simulations: the propagation of a pulse in vacuum, the analysis of two-dimensional photonic crystals. In this last case, PCA has revealed hidden electromagnetic structures related to actual modes of the photonic crystal.

Finite difference calculations of permeability in large domains in a wide porosity range.

Determining effective hydraulic, thermal, mechanical and electrical properties of porous materials by means of classical physical experiments is often time-consuming and expensive. Thus, accurate numerical calculations of material properties are of increasing interest in geophysical, manufacturing, bio-mechanical and environmental applications, among other fields. Characteristic material properties (e.g. intrinsic permeability, thermal conductivity and elastic moduli) depend on morphological details on the porescale such as shape and size of pores and pore throats or cracks. To obtain reliable predictions of these properties it is necessary to perform numerical analyses of sufficiently large unit cells. Such representative volume elements require optimized numerical simulation techniques. Current state-of-the-art simulation tools to calculate effective permeabilities of porous materials are based on various methods, e.g. lattice Boltzmann, finite volumes or explicit jump Stokes methods. All approaches still have limitations in the maximum size of the simulation domain. In response to these deficits of the well-established methods we propose an efficient and reliable numerical method which allows to calculate intrinsic permeabilities directly from voxel-based data obtained from 3D imaging techniques like X-ray microtomography. We present a modelling framework based on a parallel finite differences solver, allowing the calculation of large domains with relative low computing requirements (i.e. desktop computers). The presented method is validated in a diverse selection of materials, obtaining accurate results for a large range of porosities, wider than the ranges previously reported. Ongoing work includes the estimation of other effective properties of porous media.

The Galerkin finite element approximation of the fractional cable equation

The cable equation is one of the most fundamental equations for modeling neuronal dynamics. Cable equations with a fractional order temporal derivative have been introduced to model electrotonic properties of spiny neuronal dendrites. In this paper, the fractional cable equation involving two integro-differential operators is considered. The Galerkin finite element approximations of the fractional cable equation are proposed. The main contribution of this work is outlined as follow: • A semi-discrete finite difference approximation in time is proposed. We prove that the scheme is unconditionally stable, and the numerical solution converges to the exact solution with order O(Δt). • A semi-discrete difference scheme for improving the order of convergence for solving the fractional cable equation is proposed, and the numerical solution converges to the exact solution with order O((Δt)2). • Based on the above semi-discrete difference approximations, Galerkin finite element approximations in space for a full discretization are also investigated. • Finally, some numerical results are given to demonstrate the theoretical analysis.

A finite volume method for solving the two-sided time-space fractional advection-dispersion equation

The field of fractional differential equations provides a means for modelling transport processes within complex media which are governed by anomalous transport. Indeed, the application to anomalous transport has been a significant driving force behind the rapid growth and expansion of the literature in the field of fractional calculus. In this paper, we present a finite volume method to solve the time-space two-sided fractional advection dispersion equation on a one-dimensional domain. Such an equation allows modelling different flow regime impacts from either side. The finite volume formulation provides a natural way to handle fractional advection-dispersion equations written in conservative form. The novel spatial discretisation employs fractionally-shifted Gr¨unwald formulas to discretise the Riemann-Liouville fractional derivatives at control volume faces in terms of function values at the nodes, while the L1-algorithm is used to discretise the Caputo time fractional derivative. Results of numerical experiments are presented to demonstrate the effectiveness of the approach.