Governing Equations and Numerical Solutions of Tension Leg Platform with Finite Amplitude Motion

It is demonstrated that when tension leg platform (TLP) moves with finite amplitude in waves, the inertia force, the drag force and the buoyancy acting on the platform are nonlinear functions of the response of TLP. The tensions of the tethers are also nonlinear functions of the displacement of TLP. Then the displacement, the velocity and the acceleration of TLP should be taken into account when loads are calculated. In addition, equations of motions should be set up on the instantaneous position. A theoretical model for analyzing the nonlinear behavior of a TLP with finite displacement is developed, in which multifold nonlinearities are taken into account, i.e., finite displacement, coupling of the six degrees of freedom, instantaneous position, instantaneous wet surface, free surface effects and viscous drag force. Based on the theoretical model, the comprehensive nonlinear differential equations are deduced. Then the nonlinear dynamic analysis of ISSC TLP in regular waves is performed in the time domain. The degenerative linear solution of the proposed nonlinear model is verified with existing published one. Furthermore, numerical results are presented, which illustrate that nonlinearities exert a significant influence on the dynamic responses of the TLP.

Singular solutions at boundary intersections in two dimensional quasi-linear homogeneous partial differential equations /

Includes bibliographical references (20).

Automatic solutions of partial differential equations.

Vita.

A collocation method for solving singular integro-differential equations

This paper describes a collocation method for numerically solving Cauchy-type linear singular integro-differential equations. The numerical method is based on the transformation of the integro-differential equation into an integral equation, and then applying a collocation method to solve the latter. The collocation points are chosen as the Chebyshev nodes. Uniform convergence of the resulting method is then discussed. Numerical examples are presented and solved by the numerical techniques.

Study of stability for non-linear ordinary differential equations.

"C00-1469-0118."

Nonlinear differential equations and nonlinear oscillations : final report /

At head of title: Office of Naval Research, Contract NONR-1858(04), Project NRO43-942.

Solutions of Analytical Systems of Partial Differential Equations

In this paper are examined some classes of linear and non-linear analytical systems of partial differential equations. Compatibility conditions are found and if they are satisfied, the solutions are given as functional series in a neighborhood of a given point (x = 0).

Properties of Lp (K)-Solutions of Linear Nonhomogeneous Impulsive Differential Equations with Unbounded Linear Operator

Sufficient conditions for the existence of Lp(k)-solutions of linear nonhomogeneous impulsive differential equations with unbounded linear operator are found. An example of the theory of the linear nonhomogeneous partial impulsive differential equations of parabolic type is given.

Stable strong order 1.0 schemes for solving stochastic ordinary differential equations

The Balanced method was introduced as a class of quasi-implicit methods, based upon the Euler-Maruyama scheme, for solving stiff stochastic differential equations. We extend the Balanced method to introduce a class of stable strong order 1. 0 numerical schemes for solving stochastic ordinary differential equations. We derive convergence results for this class of numerical schemes. We illustrate the asymptotic stability of this class of schemes is illustrated and is compared with contemporary schemes of strong order 1. 0. We present some evidence on parametric selection with respect to minimising the error convergence terms. Furthermore we provide a convergence result for general Balanced style schemes of higher orders.

High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations

The pioneering work of Runge and Kutta a hundred years ago has ultimately led to suites of sophisticated numerical methods suitable for solving complex systems of deterministic ordinary differential equations. However, in many modelling situations, the appropriate representation is a stochastic differential equation and here numerical methods are much less sophisticated. In this paper a very general class of stochastic Runge-Kutta methods is presented and much more efficient classes of explicit methods than previous extant methods are constructed. In particular, a method of strong order 2 with a deterministic component based on the classical Runge-Kutta method is constructed and some numerical results are presented to demonstrate the efficacy of this approach.

A bound on the maximum strong order of stochastic Runge-Kutta methods for stochastic ordinary differential equations

In Burrage and Burrage [1] it was shown that by introducing a very general formulation for stochastic Runge-Kutta methods, the previous strong order barrier of order one could be broken without having to use higher derivative terms. In particular, methods of strong order 1.5 were developed in which a Stratonovich integral of order one and one of order two were present in the formulation. In this present paper, general order results are proven about the maximum attainable strong order of these stochastic Runge-Kutta methods (SRKs) in terms of the order of the Stratonovich integrals appearing in the Runge-Kutta formulation. In particular, it will be shown that if an s-stage SRK contains Stratonovich integrals up to order p then the strong order of the SRK cannot exceed min{(p + 1)/2, (s - 1)/2), p greater than or equal to 2, s greater than or equal to 3 or 1 if p = 1.

A note on a class of singular integro-differential equations

A simplified analysis is employed to handle a class of singular integro-differential equations for their solutions