A non-uniform grid for triangular differential quadrature

The triangular differential quadrature method based on a non-uniform grid is proposed in the paper. Explicit expressions of the non-uniform grid point coordinates are given and the weighting coefficients of the triangular differential quadrature method are determined with the aid of area coordinates. Two typical examples are presented to testify the effectiveness of the non-uniform grid. It is shown that rapid convergence is achieved under the non-uniform grid in comparison with those from the uniform grid with the same order of approximation.     

Stability Analysis and Order Improvement for Time Domain Differential Quadrature Method

The differential quadrature method has been widely used in scientific and engineering computation. However, for the basic characteristics of time domain differential quadrature method, such as numerical stability and calculation accuracy or order, it is still lack of systematic analysis conclusions. In this paper, according to the principle of differential quadrature method, it has been derived and proved that the weighting coefficients matrix of differential quadrature method meets the importantV-transformation feature. Through the equivalence of the differential quadrature method and the implicit Runge-Kutta method, it has been proved that the differential quadrature method is A-stable and $s$-stage $s$-order method. On this basis, in order to further improve the accuracy of the time domain differential quadrature method, a class of improved differential quadrature method of $s$-stage $2s$-order has been proposed by using undetermined coefficients method and Padéapproximations. The numerical results show that the proposed differential quadrature method is more precise than the traditional differential quadrature method.     

求解声辐射问题的微分求积法与微分求积单元法

基于无限域中的Helmholtz波动方程,将微分求积法与微分求积单元法应用于二维及三维声辐射问题的求解,对最外层节点施加不同阶数的人工边界条件,区域内使用均匀及非均匀的节点分布方式,分析了节点分布方式及人工边界条件对计算结果的影响,比较了两种数值方法的计算精度。研究结果表明:微分求积法与微分求积单元法,前者精度更高,而后者耗时更少,在频率较低时,具备较高的效费比。人工边界条件对计算结果的影响主要体现在低频段,而节点分布方式的影响主要体现在高频段。非均匀的节点分布方式在不同频段都具备更好的计算精度。     

Numerical Solutions of Variable Coefficient Higher-Order Partial Differential Equations Arising in Beam Models

In this work, an efficient and robust numerical scheme is proposed to solve the variable coefficients’ fourth-order partial differential equations (FOPDEs) that arise in Euler–Bernoulli beam models. When partial differential equations (PDEs) are of higher order and invoke variable coefficients, then the numerical solution is quite a tedious and challenging problem, which is our main concern in this paper. The current scheme is hybrid in nature in which the second-order finite difference is used for temporal discretization, while spatial derivatives and solutions are approximated via the Haar wavelet. Next, the integration and Haar matrices are used to convert partial differential equations (PDEs) to the system of linear equations, which can be handled easily. Besides this, we derive the theoretical result for stability via the Lax–Richtmyer criterion and verify it computationally. Moreover, we address the computational convergence rate, which is near order two. Several test problems are given to measure the accuracy of the suggested scheme. Computations validate that the present scheme works well for such problems. The calculated results are also compared with the earlier work and the exact solutions. The comparison shows that the outcomes are in good agreement with both the exact solutions and the available results in the literature.     

Two-dimensional thermoelasticity solution for functionally graded thick beams

Two-dimensional thermoelasticity analysis of functionally graded thick beams is presented using the state space method coupled with the technique of differential quadrature. Material properties vary continuously and smoothly through the beam thickness, leading to variable coefficients in the state equation derived from the elasticity equations. Approximate laminate model is employed to translate the state equation into the one with constant coefficients in each layer. To avoid numerical instability, joint coupling matrices are introduced according to the continuity conditions at interfaces in the approximate model. The differential quadrature procedure is applied to discretizing the beam in the axial direction to make easy the treatment of arbitrary end conditions. A simply-supported beam with exponentially varying material properties is considered to validate the present method. Numerical examples are performed to investigate the influences of relative parameters.     

Mapping deformation method and its application to nonlinear equations

An extended mapping deformation method is proposed for finding new exact travelling wave solutions of nonlinear partial differential equations (PDEs). The key idea of this method is to take full advantage of the simple algebraic mapping relation between the solutions of the PDEs and those of the cubic nonlinear Klein－Gordon equation. This is applied to solve a system of variant Boussinesq equations. As a result, many explicit and exact solutions are obtained, including solitary wave solutions, periodic wave solutions, Jacobian elliptic function solutions and other exact solutions.     

A Spectral Time-Domain Method for Computational Electrodynamics

Ever since its introduction by Kane Yee over forty years ago, the finite-difference time-domain (FDTD) method has been a widely-used technique for solving the time-dependent Maxwell's equations that has also inspired many other methods. This paper presents an alternative approach to these equations in the case of spatially-varying electric permittivity and/or magnetic permeability, based on Krylov subspace spectral (KSS) methods. These methods have previously been applied to the variable-coefficient heat equation and wave equation, and have demonstrated high-order accuracy, as well as stability characteristic of implicit time-stepping schemes, even though KSS methods are explicit. KSS methods for scalar equations compute each Fourier coefficient of the solution using techniques developed by Golub and Meurant for approximating elements of functions of matrices by Gaussian quadrature in the spectral, rather than physical, domain. We show how they can be generalized to coupled systems of equations, such as Maxwell's equations, by choosing appropriate basis functions that, while induced by this coupling, still allow efficient and robust computation of the Fourier coefficients of each spatial component of the electric and magnetic fields. We also discuss the application of block KSS methods to problems involving non-self-adjoint spatial differential operators, which requires a generalization of the block Lanczos algorithm of Golub and Underwood to unsymmetric matrices.     

Response of infinite length rods and beams with periodically varying area

This paper develops a solution method for the longitudinal motion of a rod or the flexural motion of a beam of infinite length whose area varies periodically. The conventional rod or beam equation of motion is used with the area and moment of inertia expressed using analytical functions of the longitudinal (horizontal) spatial variable. The displacement field is written as a series expansion using a periodic form for the horizontal wavenumber. The area and moment of inertia expressions are each expanded into a Fourier series. These are inserted into the differential equations of motion and the resulting algebraic equations are orthogonalized to produce a matrix equation whose solution provides the unknown wave propagation coefficients, thus yielding the displacement of the system. An example problem of both a rod and beam are analyzed for three different geometrical shapes. The solutions to both problems are compared to results from finite element analysis for validation. Dispersion curves of the systems are shown graphically. Convergence of the series solutions is illustrated and discussed.     

Performance of a phase-conjugate engine implementing a finite-bit phase correction

The achievable Strehl ratio when a finite-bit correction to an aberrated wave front is implemented is examined. The phase-conjugate engine used to measure the aberrated wave front consists of a quadrature interferometric wave-front sensor, a liquid-crystal spatial light modulator, and computer hardware-software to calculate and apply the correction. A finite-bit approximation to the conjugate phase is calculated and applied to the spatial light modulator to remove the aberrations from the optical beam. The experimentally determined Strehl ratio of the corrected beam is compared with analytical expressions for the expected Strehl ratio and shown to be in good agreement with those predictions.     

Inequivalent lagrangians from constants of the motion

It is shown that for any appropriate newtonian equation of motion in one spatial dimension the knowledge of two independent constants of the motion suffices to construct a non-denumerable set of explicit inequivalent lagrangians (up to a quadrature). Thereby a number of results by previous authors are simplified, unified and generalized.     

B-Spline Gaussian Collocation Software for Two-Dimensional Parabolic PDEs

In this paper we describe new B-spline Gaussian collocation software for solving two-dimensional parabolic partial differential equations (PDEs) defined over a rectangular region. The numerical solution is represented as a bi-variate piecewise polynomial (using a tensor product B-spline basis) with time-dependent unknown coefficients. These coefficients are determined by imposing collocation conditions: the numerical solution is required to satisfy the PDE and boundary conditions at images of the Gauss points mapped onto certain subregions of the spatial domain. This leads to a large system of time-dependent differential algebraic equations (DAEs) which is solved using the DAE solver, DASPK. We provide numerical results in which we use the new software, called BACOL2D, to solve three test problems.     

结构动力分析的时域配点DQ半解析法

直接从控制微分方程出发,以梁为对象提出了本计算方法。该方法在空间域采用DQ法(DiferentialQuadratureMethod),在时间域取级数,采用时域配点的方式得到求位移场全部待定参数的可解方程组,求解一次线性方程组即可求得全域的响应位移场。     

球体表面圆环阵模态域稳健高增益波束形成方法研究

通过对考虑障板影响下噪声互谱矩阵的精确求解,给出了一种计算刚性球体表面圆环阵阵增益的模型,并在此基础上提出了一种模态域二阶锥规划稳健高增益波束形成方法。该方法根据相位模态波束形成理论,将阵元域稳健加权向量转换为模态域的稳健模态系数,从而设计出不同模态阶数下的稳健高增益波束。由于采用了白噪声增益约束以及低频段较低的模态阶数,该方法提高了超增益波束形成器的稳健性。仿真结果表明该方法能够提供更多的稳健波束形成的方案,在多个关联的波束性能指标之间获得比常规方法和阵元域稳健性方法更合理的折衷。      

General multipole expansion of polarization observables in deuteron electrodisintegration

Formal expressions are derived for the multipole expansion of the structure functions of a general polarization observable of exclusive electrodisintegration of the deuteron using a longitudinally polarized beam and/or an oriented target. This allows one to exhibit explicitly the angular dependence of the structure functions by expanding them in terms of the small rotation matrices d ^j _m'm(θ), whose coefficients are given in terms of the electromagnetic multipole matrix elements. Furthermore, explicit expressions for the coefficients of the angular distributions of the differential cross-section including multipoles up to L _max = 3 are listed in tabular form. Received: 19 November 2002 / Accepted: 7 May 2002     

Conservative and Finite Volume Methods for the Convection-Dominated Pricing Problem

This work presents a comparison study of different numerical methods to solve Black-Scholes-type partial differential equations (PDE) in the convection-dominated case, i.e., for European options, if the ratio of the risk-free interest rate and the squared volatility-known in fluid dynamics as Péclet number is high. For Asian options, additional similar problems arise when the "spatial" variable, the stock price, is close to zero.Here we focus on three methods: the exponentially fitted scheme, a modification of Wang's finite volume method specially designed for the Black-Scholes equation, and the Kurganov-Tadmor scheme for a general convection-diffusion equation, that is applied for the first time to option pricing problems. Special emphasis is put on the Kurganov-Tadmor because its flexibility allows the simulation of a great variety of types of options and it exhibits quadratic convergence. For the reduction technique proposed by Wilmott, a put-call parity is presented based on the similarity reduction and the put-call parity expression for Asian options. Finally, we present experiments and comparisons with different (non)linear Black-Scholes PDEs.     

An Extension of Mapping Deformation Method and New Exact Solution for Three Coupled Nonlinear Partial Differential Equations

In this paper, we extend the mapping deformation method proposed by Lou. It is used to find new exacttravelling wave solutions of nonlinear partial differential equation or coupled nonlinear partial differential equations(PDEs). Based on the idea of the homogeneous balance method, we construct the general mapping relation betweenthe solutions of the PDEs and those of the cubic nonlinear Klein-Gordon (NKG) equation. By using this relation andthe abundant solutions of the cubic NKG equation, many explicit and exact travelling wave solutions of three systemsof coupled PDEs, which contain solitary wave solutions, trigonometric function solutions, Jacobian elliptic functionsolutions, and rational solutions, are obtained.     

Bifurcation analysis of chemical reactors and reacting flows

In this work we review the local bifurcation techniques for analyzing and classifying the steady-state and dynamic behavior of chemical reactor models described by partial differential equations (PDEs). First, we summarize the formulas for determining the derivatives of the branching equation and the coefficients in the amplitude equations for the most common singularities. We also illustrate the procedure for the numerical computation of these coefficients. Next, the application of these local results to various reactor models described by PDEs is discussed. Specifically, we review the recent literature on the bifurcation features of convection-reaction and convection-diffusion-reaction models in one and more spatial dimensions, with emphasis on the features introduced due to coupling between the flow, heat and mass diffusion and chemical reaction. Finally, we illustrate the use of dynamical systems concepts in developing low dimensional (effective or pseudohomogeneous) models of reactors and reacting flows, and discuss some problems of current interest. (c) 1999 American Institute of Physics.     

An adaptive multiresolution scheme with local time stepping for evolutionary PDEs

We present a fully adaptive numerical scheme for evolutionary PDEs in Cartesian geometry based on a second-order finite volume discretization. A multiresolution strategy allows local grid refinement while controlling the approximation error in space. For time discretization we use an explicit Runge–Kutta scheme of second-order with a scale-dependent time step. On the finest scale the size of the time step is imposed by the stability condition of the explicit scheme. On larger scales, the time step can be increased without violating the stability requirement of the explicit scheme. The implementation uses a dynamic tree data structure. Numerical validations for test problems in one space dimension demonstrate the efficiency and accuracy of the local time-stepping scheme with respect to both multiresolution scheme with global time stepping and finite volume scheme on a regular grid. Fully adaptive three-dimensional computations for reaction–diffusion equations illustrate the additional speed-up of the local time stepping for a thermo-diffusive flame instability.