The Implicit And Explicit Alpha Mu Schemes
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Monthly Catalog Of United States Government Publications
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Author :
language : en
Publisher:
Release Date : 1999
Monthly Catalog Of United States Government Publications written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Government publications categories.
Introduction To Geophysical Fluid Dynamics
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Author : Benoit Cushman-Roisin
language : en
Publisher: Academic Press
Release Date : 2011-08-26
Introduction To Geophysical Fluid Dynamics written by Benoit Cushman-Roisin and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-08-26 with Science categories.
Introduction to Geophysical Fluid Dynamics provides an introductory-level exploration of geophysical fluid dynamics (GFD), the principles governing air and water flows on large terrestrial scales. Physical principles are illustrated with the aid of the simplest existing models, and the computer methods are shown in juxtaposition with the equations to which they apply. It explores contemporary topics of climate dynamics and equatorial dynamics, including the Greenhouse Effect, global warming, and the El Nino Southern Oscillation. - Combines both physical and numerical aspects of geophysical fluid dynamics into a single affordable volume - Explores contemporary topics such as the Greenhouse Effect, global warming and the El Nino Southern Oscillation - Biographical and historical notes at the ends of chapters trace the intellectual development of the field - Recipient of the 2010 Wernaers Prize, awarded each year by the National Fund for Scientific Research of Belgium (FNR-FNRS)
The Implicit And Explicit Alpha Mu Schemes
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Author : National Aeronautics and Space Adm Nasa
language : en
Publisher:
Release Date : 2018-11-02
The Implicit And Explicit Alpha Mu Schemes written by National Aeronautics and Space Adm Nasa and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-11-02 with categories.
Artificial numerical dissipation is an important issue in large Reynolds number computations. In such computations, the artificial dissipation inherent in traditional numerical schemes can overwhelm the physical dissipation and yield inaccurate results on meshes of practical size. In the present work, the space-time conservation element and solution element method is used to construct new and accurate numerical schemes such that artificial numerical dissipation will not overwhelm physical dissipation. Specifically, these schemes have the property that numerical dissipation vanishes when the physical viscosity goes to zero. These new schemes therefore accurately model the physical dissipation even when it is extremely small. The method of space-time conservation element and solution element, currently under development, is a nontraditional numerical method for solving conservation laws. The method is developed on the basis of local and global flux conservation in a space-time domain, in which space and time are treated in a unified manner. Explicit solvers for model and fluid dynamic conservation laws have previously been investigated. In this paper, we introduce a new concept in the design of implicit schemes, and use it to construct two highly accurate solvers for a convection-diffusion equation. The two schemes become identical in the pure convection case, and in the pure diffusion case. The implicit schemes are applicable over the whole Reynolds number range, from purely diffusive equations to purely inviscid (convective) equations. The stability and consistency of the schemes are analyzed, and some numerical results are presented. It is shown that, in the inviscid case, the new schemes become explicit and their amplification factors are identical to those of the Leapfrog scheme. On the other hand, in the pure diffusion case, their principal amplification factor becomes the amplification factor of the Crank-Nicolson scheme. We also construct an explicit solver wi...
Difference Methods For Initial Boundary Value Problems And Flow Around Bodies
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Author : You-lan Zhu
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-06-29
Difference Methods For Initial Boundary Value Problems And Flow Around Bodies written by You-lan Zhu and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-06-29 with Mathematics categories.
Since the appearance of computers, numerical methods for discontinuous solutions of quasi-linear hyperbolic systems of partial differential equations have been among the most important research subjects in numerical analysis. The authors have developed a new difference method (named the singularity-separating method) for quasi-linear hyperbolic systems of partial differential equations. Its most important feature is that it possesses a high accuracy even for problems with singularities such as schocks, contact discontinuities, rarefaction waves and detonations. Besides the thorough description of the method itself, its mathematical foundation (stability-convergence theory of difference schemes for initial-boundary-value hyperbolic problems) and its application to supersonic flow around bodies are discussed. Further, the method of lines and its application to blunt body problems and conical flow problems are described in detail. This book should soon be an important working basis for both graduate students and researchers in the field of partial differential equations as well as in mathematical physics.
Numerical Methods For Evolutionary Differential Equations
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Author : Uri M. Ascher
language : en
Publisher: SIAM
Release Date : 2008-01-01
Numerical Methods For Evolutionary Differential Equations written by Uri M. Ascher and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-01-01 with Mathematics categories.
Methods for the numerical simulation of dynamic mathematical models have been the focus of intensive research for well over 60 years, and the demand for better and more efficient methods has grown as the range of applications has increased. Mathematical models involving evolutionary partial differential equations (PDEs) as well as ordinary differential equations (ODEs) arise in diverse applications such as fluid flow, image processing and computer vision, physics-based animation, mechanical systems, relativity, earth sciences, and mathematical finance. This textbook develops, analyzes, and applies numerical methods for evolutionary, or time-dependent, differential problems. Both PDEs and ODEs are discussed from a unified viewpoint. The author emphasizes finite difference and finite volume methods, specifically their principled derivation, stability, accuracy, efficient implementation, and practical performance in various fields of science and engineering. Smooth and nonsmooth solutions for hyperbolic PDEs, parabolic-type PDEs, and initial value ODEs are treated, and a practical introduction to geometric integration methods is included as well. Audience: suitable for researchers and graduate students from a variety of fields including computer science, applied mathematics, physics, earth and ocean sciences, and various engineering disciplines. Researchers who simulate processes that are modeled by evolutionary differential equations will find material on the principles underlying the appropriate method to use and the pitfalls that accompany each method.
Finite Element Method For Hemivariational Inequalities
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Author : J. Haslinger
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09
Finite Element Method For Hemivariational Inequalities written by J. Haslinger and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-09 with Mathematics categories.
Hemivariational inequalities represent an important class of problems in nonsmooth and nonconvex mechanics. By means of them, problems with nonmonotone, possibly multivalued, constitutive laws can be formulated, mathematically analyzed and finally numerically solved. The present book gives a rigorous analysis of finite element approximation for a class of hemivariational inequalities of elliptic and parabolic type. Finite element models are described and their convergence properties are established. Discretized models are numerically treated as nonconvex and nonsmooth optimization problems. The book includes a comprehensive description of typical representants of nonsmooth optimization methods. Basic knowledge of finite element mathematics, functional and nonsmooth analysis is needed. The book is self-contained, and all necessary results from these disciplines are summarized in the introductory chapter. Audience: Engineers and applied mathematicians at universities and working in industry. Also graduate-level students in advanced nonlinear computational mechanics, mathematics of finite elements and approximation theory. Chapter 1 includes the necessary prerequisite materials.
Making The Implicit Explicit
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Author : Barbara E. Lovitts
language : en
Publisher: Taylor & Francis
Release Date : 2023-07-03
Making The Implicit Explicit written by Barbara E. Lovitts and has been published by Taylor & Francis this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-07-03 with Education categories.
Despite their and other stakeholders’ consistent demand for excellence, doctoral programs have rarely, if ever, been assessed in terms of the quality of the dissertations departments produce. Yet dissertations provide the most powerful, objective measure of the success of a department’s doctoral program. Indeed, assessment, when done properly, can help departments achieve excellence by providing insight into a program’s strengths and weaknesses.This book and the groundbreaking study on which it is based is about making explicit to doctoral students the tacit “rules” for the assessment of the final of all final educational products—the dissertation. The purpose of defining performance expectations is to make them more transparent to graduate students while they are in the researching and writing phases, and thus to help them achieve to higher levels of accomplishment. Lovitts proposes the use of rubrics to clarify performance expectations–not to rate dissertations or individual components of dissertations to provide a summary score, but to facilitate formative assessment to support, not substitute for, the advising process. She provides the results of a study in which over 270 faculty from ten major disciplines—spanning the sciences, social sciences, and humanities—were asked to make explicit their implicit standards or criteria for evaluating dissertations. The book concludes with a summary of the practical and research implications for different stakeholders: faculty, departments, universities, disciplinary associations, accrediting organizations, and doctoral students themselves.The methods described can easily be adapted for the formative assessment of capstone courses, senior and master’s theses, comprehensive exams, papers, and journal articles.
Handbook Of Financial Risk Management
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Author : Thierry Roncalli
language : en
Publisher: CRC Press
Release Date : 2020-04-23
Handbook Of Financial Risk Management written by Thierry Roncalli and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-04-23 with Business & Economics categories.
Developed over 20 years of teaching academic courses, the Handbook of Financial Risk Management can be divided into two main parts: risk management in the financial sector; and a discussion of the mathematical and statistical tools used in risk management. This comprehensive text offers readers the chance to develop a sound understanding of financial products and the mathematical models that drive them, exploring in detail where the risks are and how to manage them. Key Features: Written by an author with both theoretical and applied experience Ideal resource for students pursuing a master’s degree in finance who want to learn risk management Comprehensive coverage of the key topics in financial risk management Contains 114 exercises, with solutions provided online at www.crcpress.com/9781138501874
Application Of The Implicit Maccormack Scheme To The Parabolized Navier Stokes Equations
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Author :
language : en
Publisher:
Release Date : 1984
Application Of The Implicit Maccormack Scheme To The Parabolized Navier Stokes Equations written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1984 with categories.
MacCormack's implicit finite-difference scheme was used to solve the two-dimensional parabolized Navier-Stokes (PNS) equations. This method for solving the PNS equations does not require the inversion of block tridiagonal systems of algebraic equations and permits the original explicit MacCormack scheme to be employed in those regions where implicit treatment is not needed. The advantages and disadvantages of the present adaptation are discussed in relation to those of the conventional Beam-Warming scheme for a flat plate boundary layer test case. Comparisons are made for accuracy, stability, computer time, computer storage, and ease of implementation. The present method was also applied to a second test case of hypersonic laminar flow over a 15% compression corner. The computed results compare favorably with experiment and a numerical solution of the complete Navier-Stokes equations.
The Heston Model And Its Extensions In Vba
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Author : Fabrice D. Rouah
language : en
Publisher: John Wiley & Sons
Release Date : 2015-03-24
The Heston Model And Its Extensions In Vba written by Fabrice D. Rouah and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-03-24 with Business & Economics categories.
Practical options pricing for better-informed investment decisions. The Heston Model and Its Extensions in VBA is the definitive guide to options pricing using two of the derivatives industry's most powerful modeling tools—the Heston model, and VBA. Light on theory, this extremely useful reference focuses on implementation, and can help investors more efficiently—and accurately—exploit market information to better inform investment decisions. Coverage includes a description of the Heston model, with specific emphasis on equity options pricing and variance modeling, The book focuses not only on the original Heston model, but also on the many enhancements and refinements that have been applied to the model, including methods that use the Fourier transform, numerical integration schemes, simulation, methods for pricing American options, and much more. The companion website offers pricing code in VBA that resides in an extensive set of Excel spreadsheets. The Heston model is the derivatives industry's most popular stochastic volatility model for pricing equity derivatives. This book provides complete guidance toward the successful implementation of this valuable model using the industry's ubiquitous financial modeling software, giving users the understanding—and VBA code—they need to produce option prices that are more accurate, and volatility surfaces that more closely reflect market conditions. Derivatives pricing is often the hinge on which profit is made or lost in financial institutions, making accuracy of utmost importance. This book will help risk managers, traders, portfolio managers, quants, academics and other professionals better understand the Heston model and its extensions, in a writing style that is clear, concise, transparent and easy to understand. For better pricing accuracy, The Heston Model and Its Extensions in VBA is a crucial resource for producing more accurate model outputs such as prices, hedge ratios, volatilities, and graphs.