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Numerical solution of a 1-d elastohydrodynamic problem in magnetic storage devices

Iñigo Arregui, José Jesús Cendán, Carlos Parés, Carlos Vázquez (2008)

ESAIM: Mathematical Modelling and Numerical Analysis

In this work we present new numerical methods to simulate the mechanics of head-tape magnetic storage devices. The elastohydrodynamic problem is formulated in terms of a coupled system which is governed by a nonlinear compressible Reynolds equation for the air pressure over the head, and a rod model for the tape displacement. A fixed point algorithm between the solutions of the elastic and hydrodynamic problems is proposed. For the nonlinear Reynolds equation, a characteristics method and a...

Numerical solution of an inverse initial boundary value problem for the wave equation in the presence of conductivity imperfections of small volume

Mark Asch, Marion Darbas, Jean-Baptiste Duval (2011)

ESAIM: Control, Optimisation and Calculus of Variations

We consider the numerical solution, in two- and three-dimensional bounded domains, of the inverse problem for identifying the location of small-volume, conductivity imperfections in a medium with homogeneous background. A dynamic approach, based on the wave equation, permits us to treat the important case of “limited-view” data. Our numerical algorithm is based on the coupling of a finite element solution of the wave equation, an exact controllability method and finally a Fourier inversion for localizing...

Numerical solution of an inverse initial boundary value problem for the wave equation in the presence of conductivity imperfections of small volume

Mark Asch, Marion Darbas, Jean-Baptiste Duval (2011)

ESAIM: Control, Optimisation and Calculus of Variations

We consider the numerical solution, in two- and three-dimensional bounded domains, of the inverse problem for identifying the location of small-volume, conductivity imperfections in a medium with homogeneous background. A dynamic approach, based on the wave equation, permits us to treat the important case of “limited-view” data. Our numerical algorithm is based on the coupling of a finite element solution of the wave equation, an exact controllability method and finally a Fourier inversion for...

Numerical solution of Black-Scholes option pricing with variable yield discrete dividend payment

Rafael Company, Lucas Jódar, Enrique Ponsoda (2008)

Banach Center Publications

This paper deals with the construction of numerical solution of the Black-Scholes (B-S) type equation modeling option pricing with variable yield discrete dividend payment at time t d . Firstly the shifted delta generalized function δ ( t - t d ) appearing in the B-S equation is approximated by an appropriate sequence of nice ordinary functions. Then a semidiscretization technique applied on the underlying asset is used to construct a numerical solution. The limit of this numerical solution is independent of the...

Numerical solution of parabolic equations in high dimensions

Tobias Von Petersdorff, Christoph Schwab (2004)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

We consider the numerical solution of diffusion problems in ( 0 , T ) × Ω for Ω d and for T > 0 in dimension d 1 . We use a wavelet based sparse grid space discretization with mesh-width h and order p 1 , and h p discontinuous Galerkin time-discretization of order r = O ( log h ) on a geometric sequence of O ( log h ) many time steps. The linear systems in each time step are solved iteratively by O ( log h ) GMRES iterations with a wavelet preconditioner. We prove that this algorithm gives an L 2 ( Ω ) -error of O ( N - p ) for u ( x , T ) where N is the total number of operations,...

Numerical solution of parabolic equations in high dimensions

Tobias von Petersdorff, Christoph Schwab (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

We consider the numerical solution of diffusion problems in (0,T) x Ω for Ω d and for T > 0 in dimension dd ≥ 1. We use a wavelet based sparse grid space discretization with mesh-width h and order pd ≥ 1, and hp discontinuous Galerkin time-discretization of order r = O ( log h ) on a geometric sequence of O ( log h ) many time steps. The linear systems in each time step are solved iteratively by O ( log h ) GMRES iterations with a wavelet preconditioner. We prove that this algorithm gives an L2(Ω)-error of O(N-p) for u(x,T)...

Numerical solution of second order one-dimensional linear hyperbolic equation using trigonometric wavelets

Mahmood Jokar, Mehrdad Lakestani (2012)

Kybernetika

A numerical technique is presented for the solution of second order one dimensional linear hyperbolic equation. This method uses the trigonometric wavelets. The method consists of expanding the required approximate solution as the elements of trigonometric wavelets. Using the operational matrix of derivative, we reduce the problem to a set of algebraic linear equations. Some numerical example is included to demonstrate the validity and applicability of the technique. The method produces very accurate...

Numerical solution of several models of internal transonic flow

Jaroslav Fořt, Karel Kozel (2003)

Applications of Mathematics

The paper deals with numerical solution of internal flow problems. It mentions a long tradition of mathematical modeling of internal flow, especially transonic flow at our department. Several models of flow based on potential equation, Euler equations, Navier-Stokes and Reynolds averaged Navier-Stokes equations with proper closure are considered. Some mathematical and numerical properties of the model are mentioned and numerical results achieved by in-house developed methods are presented.

Numerical solution of the Maxwell equations in time-varying media using Magnus expansion

István Faragó, Ágnes Havasi, Robert Horváth (2012)

Open Mathematics

For the Maxwell equations in time-dependent media only finite difference schemes with time-dependent conductivity are known. In this paper we present a numerical scheme based on the Magnus expansion and operator splitting that can handle time-dependent permeability and permittivity too. We demonstrate our results with numerical tests.

Currently displaying 561 – 580 of 603