检索结果-内蒙古大学图书馆

Asset pricing for an affine jump-diffusion model using an fd method of lines on nonuniform meshes

MATHEMATICAL methodS IN THE APPLIED SCIENCES 2019年第2期42卷 578-591页

作者： Soleymani, Fazlollah Akgul, Ali IASBS Dept Mat Zanjan Iran Siirt Univ Art & Sci Fac Dept Math TR-56100 Siirt Turkey

We present a novel numerical scheme for the valuation of options under a well-known jump-diffusion model. European option pricing for such a case satisfies a 1 + 2 partial integro-differential equation (PIDE) including a double integral term, which is nonlocal. The proposed approach relies on nonuniform meshes with a focus on the discontinuous and degenerate areas of the model and applying quadratically convergent finite difference (fd) discretizations via the method of lines (MOL). A condition for observing the time stability of the fully discretized problem is given. Also, we report results of numerical experiments.

关键词： asset pricing computational methods double integral fd method jump diffusion

来源：评论

学校读者我要写书评

暂无评论

Parallel multi-GPU implementation of fast decoupled power flow solver with hybrid architecture

引用

CLUSTER COMPUTING-THE JOURNAL OF NETWORKS SOFTWARE TOOLS AND APPLICATIONS 2024年第1期27卷 1125-1136页

作者： Zeng, Lei Alawneh, Shadi G. Arefifar, Seyed Ali. Oakland Univ Elect & Comp Engn 115 Lib Dr Rochester MI 48309 USA

Achieving high solution efficiency on conventional sequential computation architecture is a challenging task due to penetration of multiple renewable energy sources (RESs). This challenge has become the bottleneck for the application in real-time grid operation, grid planning and analysis of the large-scale and complicated modern power system. Therefore, this paper proposes a parallel multi-GPU and multi-process Fast Decoupled (fd) method to accelerate the power flow calculation, reducing the system responsive time and guaranteeing real-time performance on a large-scale modern power system. In this paper, two hierarchy architecture, task parallelism and data parallelism, are designed to optimize the fd solver parallelization. Moreover, the GPUDirect technology is employed to enhance efficiency of data transmission and drastically reduce copy overhead. The proposed method in this paper achieves a speedup of 9 x similar to 33 x, compared to the single GPU on a sample large-scale power system.

关键词： Multi-GPU Parallelism fd method Hybrid architecture

来源：评论

学校读者我要写书评

暂无评论

Elastic finite-difference method for irregular grids

引用

GEOPHYSICS 1999年第1期64卷 240-250页

作者： Oprsal, I Zahradnik, J Charles Univ Fac Math & Phys Dept Geophys CR-18000 Prague 8 Czech Republic

Finite-difference (fd) modeling of complicated structures requires simple algorithms. This paper presents a new elastic fd method for spatially irregular grids that is simple and, at the same time, saves considerable memory and computing time. Features like faults, low-velocity layers, cavities, and/or nonplanar surfaces are treated on a fine grid, while the remaining parts of the model are, with equal accuracy, represented on a coarse grid. No interpolation is needed between the fine and coarse parts due to the rectangular grid cells. Relatively abrupt transitions between the small and large grid steps produce no numerical artifacts in the present method. Planar or nonplanar free surfaces, including underground cavities, are treated in a way similar to internal grid points but with consideration of the zero-valued elastic parameters and density outside the free surface (vacuum formalism). A theoretical proof that vacuum formalism fullfills the free-surface conditions is given. Numerical validation is performed through comparison with independent methods, comparing fd with explicitly prescribed boundary conditions and finite elements. Memory and computing time needed in the studied models was only about 10 to 40% of that employing regular square grids of equal accuracy. A practical example of a synthetic seismic section, showing clear signatures of a coal seam and cavity, is presented. The method can be extended to three dimensions.

关键词： .NE fd method same time grid steps grid points free-surface

来源：评论

学校读者我要写书评

暂无评论

Reconstruct unrecoverable data in real-time networks using Bezier curve

引用

IET COMMUNICATIONS 2015年第5期9卷 596-602页

作者： Nugroho, Dwi Agung Rizal, Syamsul Kim, Dong-Seong Kumoh Natl Inst Technol Dept IT Convergence Engn Sch Elect Engn Gumi Si South Korea

This study proposes a method to handle unrecoverable data using a formula called Bezier curve. The proposed method suggests the possibility to approximate the damaged data, which have been processed by the error correction scheme. The proposed method works on the real-time distributed system which retransmission is considered as unsuitable solution to manage the overall networked system. By using the Bezier curve, the transmitted unrecoverable data are reconstructed again by using the functional approximation. This method provides a smoothing effect on damaged data that usually are normalised on real-time transmission of PROFIBUS. Three differences Bezier curve methods are compared in PROFIBUS data, four-points (FP) method, two-points two-degrees method and four-degrees (fd) method. Simulation results show that all three Bezier curve methods can approximate data in PROFIBUS. fd has higher computation complexity compared with others. However, fd compensates with its data size which is only half of FP method.

关键词： computational geometry function approximation computational complexity data handling transmitted unrecoverable data reconstruction real-time networks Bezier curve unrecoverable data handling damaged data approximation error correction scheme real-time distributed system data retransmission overall networked system management functional approximation smoothing effect normalisation real-time PROFIBUS transmission four-point method two-point-two-degree method four-degree method fd method computation complexity data size FP method

来源：评论

学校读者我要写书评

暂无评论

A modified multilevel meshfree algorithm for steady convection-diffusion problems

引用

INTERNATIONAL JOURNAL FOR NUMERICAL methodS IN FLUIDS 2021年第7期93卷 2121-2135页

作者： Barik, Nikunja Bihari Tatavarthi, Venkata Satya Sekhar VIT AP Univ Dept Math Amaravati 522237 Andhra Pradesh India Indian Inst Technol Bhubaneswar Sch Basic Sci Bhubaneswar India

In this work, a modified multilevel augmented local radial basis function (RBF-fd) meshfree algorithm is developed. The primary goal is the level-by-level calculation and then level-by-level correction from coarsest level to finest level node points. Numerical experiments are presented to verify the accuracy and efficiency of our developed algorithms with 2D convection-diffusion problem and coupled nonlinear equations. Numerical results are presented through the figures and tables to demonstrate accuracy, efficiency, and convergence of the method. The developed scheme saves 56% of the CPU time for the 2D convection-diffusion problem and at least 86% of the CPU time for coupled nonlinear equations than the usual local RBF method available in the literature. The iteration matrix of the modified multilevel RBF-fd method satisfies the necessary and sufficient condition for convergence.

关键词： coarse level correction convection‐ diffusion convergence of the method multilevel RBF‐ fd method

来源：评论

学校读者我要写书评

暂无评论

Data-driven partition control strategy for harmonic distortion and voltage unbalance

引用

IET GENERATION TRANSMISSION & DISTRIBUTION 2018年第9期12卷 2038-2045页

作者： Yu, Hao Jia, Qingquan Sun, Haidong Dong, Haiyan Yanshan Univ Key Lab Power Elect Energy Conservat & Motor Driv Qinhuangdao Peoples R China

Local controls for harmonic distortion and voltage unbalance have become inapplicable due to the increasing penetration and decentralisation of disturbance sources. The complication and expansion of distribution networks cause difficulties in measuring certain system parameters, which reduce the practicability of global optimisation controls. Accordingly, this study introduces a partition control strategy driven by the disturbance data of nodes, which is used to allocate active power filters (APFs) to individually or simultaneously suppress harmonic distortion and voltage unbalance in distribution networks. A multidimensional piecewise linear representation based on local extreme points is proposed to extract the trend features of univariate disturbance time series (UDTS) and multivariate DTS (MDTS). Trend features, disturbance severities, and subsection lengths are used to establish a parameter matrix as the pattern representation of DTS. A feature distance (fd) method is developed to implement pattern matching on UDTS or MDTS to measure the coupling degrees of single or integrated disturbance among nodes. Area division and APF allocation are performed based on the coupling degrees. Case studies on a 14-bus distribution system are conducted to verify the rationality of the partition control strategy and the accuracy of the fd method.

关键词： harmonic distortion power harmonic filters power distribution faults power distribution control active filters piecewise linear techniques feature extraction time series matrix algebra pattern matching data-driven partition control strategy harmonic distortion voltage unbalance disturbance source decentralisation disturbance source penetration distribution networks expansion global optimisation controls node disturbance data active power filter allocation harmonic distortion suppression multidimensional piecewise linear representation local extreme points univariate disturbance time series UDTS multivariate DTS MDTS parameter matrix DTS pattern representation feature distance method fd method pattern matching APF allocation 14-bus distribution system

来源：评论

学校读者我要写书评

暂无评论

FSI modeling with the DSD/SST method for the fluid and finite difference method for the structure

引用

COMPUTATIONAL MECHANICS 2014年第2期54卷 581-589页

作者： Tian, Fang-Bao Univ New S Wales Sch Engn & Informat Technol Canberra ACT 2600 Australia

We present a fluid-structure interaction (FSI) modeling method based on using the deforming-spatial-domain/stabilized space-time (DSD/SST) method for the fluid mechanics part and a finite difference (fd) method for the structural mechanics part. As the structural mechanics model, we focus on the thin-shell model. The fluid mechanics equations with moving boundaries are solved with the DSD/SST method and the thin-shell structural mechanics equation is solved with a fd method, with partitioned coupling between the two parts. The coupling of the DSD/SST and fd solvers makes sure that the boundary conditions on the fluid-structure interface at the end of each time step are matched between the fluid and the structure. A hanging plate in vacuum under gravitational force is performed to validate the structure solver. In addition, a pitching plate in a uniform flow is simulated to validate the FSI solver. The present results are in reasonable agreement with data predicted by other methods.

关键词： DSD/SST method fd method Fluid-structure interaction Thin-shell structure

来源：评论

学校读者我要写书评

暂无评论

Modeling the seismic response of basin-edge structure by a sequential waveform method

引用

TECTONOPHYSICS 2006年第3-4期420卷 493-507页

作者： Zhao, Lian-Feng Wang, Wei-Min Li, Juan Yao, Zhen-Xing Chinese Acad Sci Inst Geol & Geophys Beijing Peoples R China

A sequential waveform method is developed to simulate the seismic response of basin-edge structure excited by a plane incident P-wave. The full procedure involves: (a) a previous parameterization of the investigated model using the seismic wave velocities and depths of the sedimentary stratifications;(b) an input motion determined from the records at stations installed on hard rock;(c) forward computation of the P-SV elastic wave field by means of a two-dimensional finite difference (fd) method;(d) the optimization of the model vector using simulated annealing technique and comparing the simulated seismic response of the tested structure with the observed wave field;(e) the correction of the initial model by trial-and-error by testing the differences between synthetics and observed data, and (f) the final solution obtained by iteration using the conjugate gradient algorithm. The search of an optimal basin-edge model has been parallel processed by varying the shapes and velocities of strata on the basis of the fitting of relative timing, amplitude and phase between the output and the observed data. The input motion and sensitivity have been checked and the validity of the method has been demonstrated by numeric analysis. Using the teleseismic records generated by 7 earthquakes recorded at 26 broadband seismic stations, we have studied the seismic velocity structure of the southern edge of the Jiyang depression located in the Bohai Bay basin, northern China. Two cross sections show an agreement between the velocity results and the geological sections available in the region. In addition, we obtain evidence of three hidden faults under the sections and features that suggest major extensions at the Paleogene. (c) 2006 Elsevier B.V. All rights reserved.

关键词： P-SV wave response fd method simulated annealing basin-edge structure

来源：评论

学校读者我要写书评

暂无评论

COMPARISON OF THE FINITE-DIFFERENCE AND GALERKIN methodS AS APPLIED TO THE SOLUTION OF THE HYDRODYNAMIC EQUATIONS

引用

APPLIED MATHEMATICAL MODELLING 1983年第4期7卷 226-240页

作者： DAVIES, AM STEPHENS, CV Institute of Oceanographic Sciences Bidston Observatory Birkenhead Merseyside L43 7RA UK

The three-dimensional nonlinear hydrodynamic equations which describe wind induced flow in a homogeneous sea are transformed from Cartesian coordinates into sigma coordinates. The solution of these equations in the horizontal is accomplished using a standard finite difference grid and established finite difference methods. The accuracy and computational efficiency, in terms of both computer time and main memory requirements, of using either the Galerkin method or a finite difference grid through the vertical is considered. Calculations, using the same number of functions in the Galerkin method as grid bases through the vertical shows that the Galerkin method has superior accuracy over the grid box method. Hence, for a given accuracy a smaller number of functions than grid boxes may be used, with associated saving in computational resources. For the case in which the vertical variation of eddy viscosity is fixed, an eigenvalue problem can be solved to yield a set of eigenfunctions. Using these eigenfunctions as a basis set with the Galerkin approach, a Galerkin-eigenfunction method is developed. Calculations show that the Galerkin-eigenfunction technique is accurate and in a linear model is clearly computationally more economic than the use of grid boxes through the vertical.

关键词： mathematical model hydrodynamic equations fd method Galerkin method

来源：评论

学校读者我要写书评

暂无评论

Extension of Open EM Modeling Platform Towards Electrochemistry and Energy Materials

Extension of Open EM Modeling Platform Towards Electrochemis...

引用

International Symposium of the Applied-Computational-Electromagnetics-Society (ACES)

作者： Mikos, Natalia Celuch, Malgorzata Olszewska-Placha, Marzena Gramse, Georg QWED Sp Zoo Warsaw Poland Johannes Kepler Univ Linz Linz Austria

ISBN: (纸本)9781733509626

The paper reports recent developments of Open Innovation Environments in a focus of the European Union research projects. It presents a new extension of the open access computational electromagnetics platform to the modeling of coupled electrochemical phenomena occurring at electrolyte/electrode interfaces. The problems are solved using coupled Laplace / Poisson and drift-diffusion equations, which create a basic model of ion transport process in the electrolyte, as in e.g. in popular Li-ion batteries. The developed coupled fdTD solver is validated against analytical solutions for the electrostatics and independent FEM solutions for the electrochemistry. It is prepared to be openly used for the modeling of industrially representative test-fixtures for battery materials, such as those defined in the H2020 NanoBat project.

关键词： open modelling platform open innovation environment computational electromagnetics computational chemistry applied electromagnetics coupled processes modelling fd method fdTD method

来源：评论

学校读者我要写书评

暂无评论

建议与咨询留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

时间限定

文献类型

馆藏选择

核心期刊

语言

文献类型

帮助

文字说明：

检索规则说明：

检索范例：

分类表

所选分类

限定检索结果

文献类型

馆藏范围

日期分布

学科分类号

主题

机构

作者

语言

请选择保存的检索档案：

请选择收藏分类：

通借通还

建议与咨询 留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

时间限定

文献类型

馆藏选择

核心期刊

语言

文献类型

帮助

文字说明：

检索规则说明：

检索范例：

分类表

所选分类

限定检索结果

文献类型

馆藏范围

日期分布

学科分类号

主题

机构

作者

语言

请选择保存的检索档案： 新增检索档案 确定 取消

请选择收藏分类： 新增自定义分类 确定 取消

通借通还

建议与咨询留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

请选择保存的检索档案：

请选择收藏分类：