A moving mesh method for one-dimensional hyperbolic conservation laws

We develop an adaptive method for solving one-dimensional systems of hyperbolic conservation laws that employs a high resolution Godunov-type scheme for the physical equations, in conjunction with a moving mesh PDE governing the motion of the spatial grid points. Many other moving mesh methods developed to solve hyperbolic problems use a fully implicit discretization for the coupled solution-mesh equations, and so suffer from a significant degree of numerical stiffness. We employ a semi-implicit approach that couples the moving mesh equation to an efficient, explicit solver for the physical PDE, with the resulting scheme behaving in practice as a two-step predictor-corrector method. In comparison with computations on a fixed, uniform mesh, our method exhibits more accurate resolution of discontinuities for a similar level of computational work

Systematics of Advanced Capital Market Models based on Empirical Research

The complex blue prints of ODE and PDE based capital market models remain closed to systematic review. Particularly, when some authors of mathematical models can not or may not offer explicit solutions. Artificially generated 'cloned' courses can demonstrate the impact of various types of stochastic volatility in these cases. The Black and Scholes formula has the disadvantage that its key variable, the (future) volatility. is not known. In fact, what is known is that the volatility is volatile itself and the assumption of a stable volatility is violated. The socalled advanced models try to model the stochastic volatility. However, this still implies assumptions how a particular volatility may (or may not) develope until a given point of time. An analysis of key indexes shows stochastic properties difficult to cover in mathematical models yet being still interesting.Model Systematics, Black Scholes, fair value, option pricing, mispricing, artificially generated 'cloned' quotations, stochastic volalatility, mean reversion, test methods, testing capital market models, experimental economical research, ODE, PDE, hyperbolic, index particularities

Adaptive Mesh Refinement for Coupled Elliptic-Hyperbolic Systems

We present a modification to the Berger and Oliger adaptive mesh refinement algorithm designed to solve systems of coupled, non-linear, hyperbolic and elliptic partial differential equations. Such systems typically arise during constrained evolution of the field equations of general relativity. The novel aspect of this algorithm is a technique of "extrapolation and delayed solution" used to deal with the non-local nature of the solution of the elliptic equations, driven by dynamical sources, within the usual Berger and Oliger time-stepping framework. We show empirical results demonstrating the effectiveness of this technique in axisymmetric gravitational collapse simulations. We also describe several other details of the code, including truncation error estimation using a self-shadow hierarchy, and the refinement-boundary interpolation operators that are used to help suppress spurious high-frequency solution components ("noise").Comment: 31 pages, 15 figures; replaced with published versio

A DC Programming Approach for Solving Multicast Network Design Problems via the Nesterov Smoothing Technique

This paper continues our effort initiated in [9] to study Multicast Communication Networks, modeled as bilevel hierarchical clustering problems, by using mathematical optimization techniques. Given a finite number of nodes, we consider two different models of multicast networks by identifying a certain number of nodes as cluster centers, and at the same time, locating a particular node that serves as a total center so as to minimize the total transportation cost through the network. The fact that the cluster centers and the total center have to be among the given nodes makes this problem a discrete optimization problem. Our approach is to reformulate the discrete problem as a continuous one and to apply Nesterov smoothing approximation technique on the Minkowski gauges that are used as distance measures. This approach enables us to propose two implementable DCA-based algorithms for solving the problems. Numerical results and practical applications are provided to illustrate our approach

Flow Analysis of Space Shuttle Feed Line 17-inch Disconnect Valve

A steady incompressible three-dimensional viscous flow analysis has been conducted for the Space Shuttle External Tank/Orbiter propellant feed line disconnect flapper valves with upstream elbows. The full Navier-Stokes code, INS3D, is modified to handle interior obstacles. Grids are generated by SVTGD3D code. Two dimensional initial grids in the flow cross section with and without the flappers are improved by elliptic smoothing to provide better orthogonality, clustering and smoothness to the three dimensional grid. The flow solver is tested for stability and convergence in the presence of interior flappers. An under-relaxation scheme has been incorporated to improve the solution stability. Important flow characteristics such as secondary flows, recirculation, vortex and wake regions, and separated flows are observed. Computed values for forces, moments, and pressure drop are in satisfactory agreement with water flow test data covering a maximum tube Reynolds number of 3.5 x 10(exp 6). The results will serve as a guide to improved design and enhanced testing of the disconnect

Unstructured and adaptive mesh generation for high Reynolds number viscous flows

A method for generating and adaptively refining a highly stretched unstructured mesh suitable for the computation of high-Reynolds-number viscous flows about arbitrary two-dimensional geometries was developed. The method is based on the Delaunay triangulation of a predetermined set of points and employs a local mapping in order to achieve the high stretching rates required in the boundary-layer and wake regions. The initial mesh-point distribution is determined in a geometry-adaptive manner which clusters points in regions of high curvature and sharp corners. Adaptive mesh refinement is achieved by adding new points in regions of large flow gradients, and locally retriangulating; thus, obviating the need for global mesh regeneration. Initial and adapted meshes about complex multi-element airfoil geometries are shown and compressible flow solutions are computed on these meshes

Multigrid for hypersonic viscous two- and three-dimensional flows

The use of a multigrid method with central differencing to solve the Navier-Stokes equations for hypersonic flows is considered. The time dependent form of the equations is integrated with an explicit Runge-Kutta scheme accelerated by local time stepping and implicit residual smoothing. Variable coefficients are developed for the implicit process that removes the diffusion limit on the time step, producing significant improvement in convergence. A numerical dissipation formulation that provides good shock capturing capability for hypersonic flows is presented. This formulation is shown to be a crucial aspect of the multigrid method. Solutions are given for two-dimensional viscous flow over a NACA 0012 airfoil and three-dimensional flow over a blunt biconic

Numerical simulation of the hypersonic flow around lifting vehicles

A method for solving the viscous hypersonic flow field around realistic configurations is presented. The numerical procedure for generating the required finite difference grid and the two-factored implicit flow solver are described. Results are presented for the shuttle orbiter and a generic wing-body configuration at hypersonic Mach numbers

Generation of three-dimensional body-fitted grids by solving hyperbolic and parabolic partial differential equations

Hyperbolic grid generation procedures are described which have been used in external flow simulations about complex configurations. For many practical applications a single well-ordered (i.e., structured) grid can be used to mesh an entire configuration, in other problems, composite or unstructured grid procedures are needed. Although the hyperbolic partial differential equation grid generation procedure has mainly been utilized to generate structured grids, extension of the procedure to semiunstructured grids is briefly described. Extensions of the methodology are also described using two-dimensional equations