Numerical solution for nonlocal Sobolev-type differential equations.
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...
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...
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...
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 . Firstly the shifted delta generalized function 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...
We consider the numerical solution of diffusion problems in for and for in dimension . We use a wavelet based sparse grid space discretization with mesh-width and order , and discontinuous Galerkin time-discretization of order on a geometric sequence of many time steps. The linear systems in each time step are solved iteratively by GMRES iterations with a wavelet preconditioner. We prove that this algorithm gives an -error of for where is the total number of operations,...
We consider the numerical solution of diffusion problems in (0,T) x Ω for 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 on a geometric sequence of many time steps. The linear systems in each time step are solved iteratively by GMRES iterations with a wavelet preconditioner. We prove that this algorithm gives an L2(Ω)-error of O(N-p) for u(x,T)...
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...
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.
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.