997 resultados para Nichtlineare PDE, Optionsbewertung, kompaktes Finite-Differenzenverfahren, Konvergenz, unvollständiger Markt, inverses Problem, SQP
Resumo:
Recently, many new applications in engineering and science are governed by a series of fractional partial differential equations (FPDEs). Unlike the normal partial differential equations (PDEs), the differential order in a FPDE is with a fractional order, which will lead to new challenges for numerical simulation, because most existing numerical simulation techniques are developed for the PDE with an integer differential order. The current dominant numerical method for FPDEs is Finite Difference Method (FDM), which is usually difficult to handle a complex problem domain, and also hard to use irregular nodal distribution. This paper aims to develop an implicit meshless approach based on the moving least squares (MLS) approximation for numerical simulation of fractional advection-diffusion equations (FADE), which is a typical FPDE. The discrete system of equations is obtained by using the MLS meshless shape functions and the meshless strong-forms. The stability and convergence related to the time discretization of this approach are then discussed and theoretically proven. Several numerical examples with different problem domains and different nodal distributions are used to validate and investigate accuracy and efficiency of the newly developed meshless formulation. It is concluded that the present meshless formulation is very effective for the modeling and simulation of the FADE.
Resumo:
Characteristics of modal sound radiation of finite cylindrical shells are studied using finite element and boundary element methods in this paper. In the low frequency range, modal radiation efficiencies of finite cylindrical shells are found to asymptotically approach those of the corresponding infinite cylindrical shell when structural trace wavelengths of the cylindrical shells are greater than the acoustic wavelength. Modal radiation efficiencies for each group of modes having the same circumferential modal index decrease as the axial modal index increases. They converge to each other when the axial trace wavelength is much greater than the circumferential trace wavelength. The mechanism leading to lower radiation efficiency of modes with higher circumferential modal index of short cylinders is explained. Similar to those of flat plate panels, change in slope or waviness is observed in modal radiation efficiency curves of modes with higher order axial modal index at medium frequencies. This is attributed to the interference of sound radiated by neighbouring vibrating cells when the distance between nodal lines of a vibrating mode is in the same order or smaller than the acoustic wavelength. Effects of the internal sound field on modal radiation efficiencies of a finite open-end cylinder are discussed.
Resumo:
Biochemical reactions underlying genetic regulation are often modelled as a continuous-time, discrete-state, Markov process, and the evolution of the associated probability density is described by the so-called chemical master equation (CME). However the CME is typically difficult to solve, since the state-space involved can be very large or even countably infinite. Recently a finite state projection method (FSP) that truncates the state-space was suggested and shown to be effective in an example of a model of the Pap-pili epigenetic switch. However in this example, both the model and the final time at which the solution was computed, were relatively small. Presented here is a Krylov FSP algorithm based on a combination of state-space truncation and inexact matrix-vector product routines. This allows larger-scale models to be studied and solutions for larger final times to be computed in a realistic execution time. Additionally the new method computes the solution at intermediate times at virtually no extra cost, since it is derived from Krylov-type methods for computing matrix exponentials. For the purpose of comparison the new algorithm is applied to the model of the Pap-pili epigenetic switch, where the original FSP was first demonstrated. Also the method is applied to a more sophisticated model of regulated transcription. Numerical results indicate that the new approach is significantly faster and extendable to larger biological models.
Resumo:
Corrosion is a common phenomenon and critical aspects of steel structural application. It affects the daily design, inspection and maintenance in structural engineering, especially for the heavy and complex industrial applications, where the steel structures are subjected to hash corrosive environments in combination of high working stress condition and often in open field and/or under high temperature production environments. In the paper, it presents the actual engineering application of advanced finite element methods in the predication of the structural integrity and robustness at a designed service life for the furnaces of alumina production, which was operated in the high temperature, corrosive environments and rotating with high working stress condition.
Resumo:
Background: In vitro investigations have demonstrated the importance of the ribcage in stabilising the thoracic spine. Surgical alterations of the ribcage may change load-sharing patterns in the thoracic spine. Computer models are used in this study to explore the effect of surgical disruption of the rib-vertebrae connections on ligament load-sharing in the thoracic spine. Methods: A finite element model of a T7-8 motion segment, including the T8 rib, was developed using CT-derived spinal anatomy for the Visible Woman. Both the intact motion segment and the motion segment with four successive stages of destabilization (discectomy and removal of right costovertebral joint, right costotransverse joint and left costovertebral joint) were analysed for a 2000Nmm moment in flexion/extension, lateral bending and axial rotation. Joint rotational moments were compared with existing in vitro data and a detailed investigation of the load sharing between the posterior ligaments carried out. Findings: The simulated motion segment demonstrated acceptable agreement with in vitro data at all stages of destabilization. Under lateral bending and axial rotation, the costovertebral joints were of critical importance in resisting applied moments. In comparison to the intact joint, anterior destabilization increases the total moment contributed by the posterior ligaments. Interpretation: Surgical removal of the costovertebral joints may lead to excessive rotational motion in a spinal joint, increasing the risk of overload and damage to the remaining ligaments. The findings of this study are particularly relevant for surgical procedures involving rib head resection, such as some techniques for scoliosis deformity correction.
Resumo:
The concept of local accumulation time (LAT) was introduced by Berezhkovskii and coworkers in 2010–2011 to give a finite measure of the time required for the transient solution of a reaction–diffusion equation to approach the steady–state solution (Biophys J. 99, L59 (2010); Phys Rev E. 83, 051906 (2011)). Such a measure is referred to as a critical time. Here, we show that LAT is, in fact, identical to the concept of mean action time (MAT) that was first introduced by McNabb in 1991 (IMA J Appl Math. 47, 193 (1991)). Although McNabb’s initial argument was motivated by considering the mean particle lifetime (MPLT) for a linear death process, he applied the ideas to study diffusion. We extend the work of these authors by deriving expressions for the MAT for a general one–dimensional linear advection–diffusion–reaction problem. Using a combination of continuum and discrete approaches, we show that MAT and MPLT are equivalent for certain uniform–to-uniform transitions; these results provide a practical interpretation for MAT, by directly linking the stochastic microscopic processes to a meaningful macroscopic timescale. We find that for more general transitions, the equivalence between MAT and MPLT does not hold. Unlike other critical time definitions, we show that it is possible to evaluate the MAT without solving the underlying partial differential equation (pde). This makes MAT a simple and attractive quantity for practical situations. Finally, our work explores the accuracy of certain approximations derived using the MAT, showing that useful approximations for nonlinear kinetic processes can be obtained, again without treating the governing pde directly.
Resumo:
The method on concurrent multi-scale model of structural behavior (CMSM-of-SB) for the purpose of structural health monitoring including model updating and validating has been studied. The detailed process of model updating and validating is discussed in terms of reduced scale specimen of the steel box girder in longitudinal stiffening truss of a long span bridge. Firstly, some influence factors affecting the accuracy of the CMSM-of-SB including the boundary restraint regidity, the geometry and material parameters on the toe of the weld and its neighbor are analyzed using sensitivity method. Then, sensitivity-based model updating technology is adopted to update the developed CMSM-of-SB and model verification is carried out through calculating and comparing stresses on different locations under various loading from dynamic characteristic and static response. It can be concluded that the CMSM-of-SB based on the substructure method is valid.
Resumo:
A standard method for the numerical solution of partial differential equations (PDEs) is the method of lines. In this approach the PDE is discretised in space using �finite di�fferences or similar techniques, and the resulting semidiscrete problem in time is integrated using an initial value problem solver. A significant challenge when applying the method of lines to fractional PDEs is that the non-local nature of the fractional derivatives results in a discretised system where each equation involves contributions from many (possibly every) spatial node(s). This has important consequences for the effi�ciency of the numerical solver. First, since the cost of evaluating the discrete equations is high, it is essential to minimise the number of evaluations required to advance the solution in time. Second, since the Jacobian matrix of the system is dense (partially or fully), methods that avoid the need to form and factorise this matrix are preferred. In this paper, we consider a nonlinear two-sided space-fractional di�ffusion equation in one spatial dimension. A key contribution of this paper is to demonstrate how an eff�ective preconditioner is crucial for improving the effi�ciency of the method of lines for solving this equation. In particular, we show how to construct suitable banded approximations to the system Jacobian for preconditioning purposes that permit high orders and large stepsizes to be used in the temporal integration, without requiring dense matrices to be formed. The results of numerical experiments are presented that demonstrate the effectiveness of this approach.
Resumo:
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.
Resumo:
Fractional partial differential equations with more than one fractional derivative term in time, such as the Szabo wave equation, or the power law wave equation, describe important physical phenomena. However, studies of these multi-term time-space or time fractional wave equations are still under development. In this paper, multi-term modified power law wave equations in a finite domain are considered. The multi-term time fractional derivatives are defined in the Caputo sense, whose orders belong to the intervals (1, 2], [2, 3), [2, 4) or (0, n) (n > 2), respectively. Analytical solutions of the multi-term modified power law wave equations are derived. These new techniques are based on Luchko’s Theorem, a spectral representation of the Laplacian operator, a method of separating variables and fractional derivative techniques. Then these general methods are applied to the special cases of the Szabo wave equation and the power law wave equation. These methods and techniques can also be extended to other kinds of the multi term time-space fractional models including fractional Laplacian.
A finite volume method for solving the two-sided time-space fractional advection-dispersion equation
Resumo:
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.
Resumo:
Generalized fractional partial differential equations have now found wide application for describing important physical phenomena, such as subdiffusive and superdiffusive processes. However, studies of generalized multi-term time and space fractional partial differential equations are still under development. In this paper, the multi-term time-space Caputo-Riesz fractional advection diffusion equations (MT-TSCR-FADE) with Dirichlet nonhomogeneous boundary conditions are considered. The multi-term time-fractional derivatives are defined in the Caputo sense, whose orders belong to the intervals [0, 1], [1, 2] and [0, 2], respectively. These are called respectively the multi-term time-fractional diffusion terms, the multi-term time-fractional wave terms and the multi-term time-fractional mixed diffusion-wave terms. The space fractional derivatives are defined as Riesz fractional derivatives. Analytical solutions of three types of the MT-TSCR-FADE are derived with Dirichlet boundary conditions. By using Luchko's Theorem (Acta Math. Vietnam., 1999), we proposed some new techniques, such as a spectral representation of the fractional Laplacian operator and the equivalent relationship between fractional Laplacian operator and Riesz fractional derivative, that enabled the derivation of the analytical solutions for the multi-term time-space Caputo-Riesz fractional advection-diffusion equations. © 2012.
Resumo:
Multi-term time-fractional differential equations have been used for describing important physical phenomena. However, studies of the multi-term time-fractional partial differential equations with three kinds of nonhomogeneous boundary conditions are still limited. In this paper, a method of separating variables is used to solve the multi-term time-fractional diffusion-wave equation and the multi-term time-fractional diffusion equation in a finite domain. In the two equations, the time-fractional derivative is defined in the Caputo sense. We discuss and derive the analytical solutions of the two equations with three kinds of nonhomogeneous boundary conditions, namely, Dirichlet, Neumann and Robin conditions, respectively.
Resumo:
The finite element (FE) analysis is an effective method to study the strength and predict the fracture risk of endodontically-treated teeth. This paper presents a rapid method developed to generate a comprehensive tooth FE model using data retrieved from micro-computed tomography (μCT). With this method, the inhomogeneity of material properties of teeth was included into the model without dividing the tooth model into different regions. The material properties of the tooth were assumed to be related to the mineral density. The fracture risk at different tooth portions was assessed for root canal treatments. The micro-CT images of a tooth were processed by a Matlab software programme and the CT numbers were retrieved. The tooth contours were obtained with thresholding segmentation using Amira. The inner and outer surfaces of the tooth were imported into Solidworks and a three-dimensional (3D) tooth model was constructed. An assembly of the tooth model with the periodontal ligament (PDL) layer and surrounding bone was imported into ABAQUS. The material properties of the tooth were calculated from the retrieved CT numbers via ABAQUS user's subroutines. Three root canal geometries (original and two enlargements) were investigated. The proposed method in this study can generate detailed 3D finite element models of a tooth with different root canal enlargements and filling materials, and would be very useful for the assessment of the fracture risk at different tooth portions after root canal treatments.