Дисертації з теми "The finite difference method"
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Siam, Mohamed. "The finite difference method in photonics." Thesis, McGill University, 2009. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=32263.
Повний текст джерелаCette thèse explique et met en oeuvre la méthode des diffrences finis pour simuler la propagation de modes de guides d'ondes intgré. La méthode équidistante et non-équidistante est expliquée et mise en oeuvre. Un moteur de reconnaissance de formes est mise en oeuvre pour reconnaître la structure des guides d'ondes rectangulaire prévues par l'utilisateur sous forme d'images. Un algorithme géomtrique de maillage est développé pour améliorer l'exactitude.
Eng, Ju-Ling. "Higher order finite-difference time-domain method." Connect to resource, 2006. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1165607826.
Повний текст джерелаLee, Check Fu. "Finite difference method for electromagnetic scattering problems." Thesis, Massachusetts Institute of Technology, 1990. http://hdl.handle.net/1721.1/14041.
Повний текст джерелаIncludes bibliographical references (leaves 184-192).
by Check F. Lee.
Ph.D.
Ciydem, Mehmet. "Ray Based Finite Difference Method For Time Domain Electromagnetics." Phd thesis, METU, 2005. http://etd.lib.metu.edu.tr/upload/12606633/index.pdf.
Повний текст джерелаs hyperbolic partial differential equations directly, Geometrical Optics tools (wavefronts, rays) and Taylor series have been utilized. Discontinuities of electromagnetic fields lie on wavefronts and propagate along rays. They are transported in the computational domain by transport equations which are ordinary differential equations. Then time dependent field solutions at a point are constructed by using Taylor series expansion in time whose coefficients are these transported distincontinuties. RBTD utilizes grid structure conforming to wave fronts and rays and treats all electromagnetic problems, regardless of their dimensions, as one dimensional problem along the rays. Hence CFL stability condition is implemented always at one dimensional eqaulity case on the ray. Accuracy of RBTD depends on the accuracy of grid generation and numerical solution of transport equations. Simulations for isotropic medium (homogeneous/inhomogeneous) have been conducted. Basic electromagnetic phenomena such as propagation, reflection and refraction have been implemented. Simulation results prove that RBTD eliminates numerical dispersion inherent to FDTD and is promising to be a novel method for computational electromagnetics.
Kitts, Paula. "Dielectric smoothing in the finite-difference Poisson-Boltzmann method." Thesis, University of Sheffield, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.284963.
Повний текст джерелаPetit, Frédéric. "Reverberation Chamber Modeling Using Finite-Difference Time-Domain Method." Diss., University of Marne la Vallée, 2002. http://hdl.handle.net/10919/71555.
Повний текст джерелаParvin, S. "Diffusion-convection problems in parabolic equations." Thesis, University of Manchester, 1987. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.382761.
Повний текст джерелаPostell, Floyd Vince. "High order finite difference methods." Diss., Georgia Institute of Technology, 1990. http://hdl.handle.net/1853/28876.
Повний текст джерелаDruma, Calin. "Formulation of steady-state and transient potential problems using boundary elements." Ohio : Ohio University, 1999. http://www.ohiolink.edu/etd/view.cgi?ohiou1175886094.
Повний текст джерелаTurer, Ibrahim. "Specific Absorption Rate Calculations Using Finite Difference Time Domain Method." Master's thesis, METU, 2004. http://etd.lib.metu.edu.tr/upload/12605200/index.pdf.
Повний текст джерелаTuran, Umut. "Simulation Of A Batch Dryer By The Finite Difference Method." Master's thesis, METU, 2005. http://etd.lib.metu.edu.tr/upload/12606478/index.pdf.
Повний текст джерелаKorkut, Fuat. "Generalized Finite Difference Method In Elastodynamics Using Perfectly Matched Layer." Phd thesis, METU, 2012. http://etd.lib.metu.edu.tr/upload/12614476/index.pdf.
Повний текст джерелаSandnes, Pål Grøthe. "Meshfree Least Square-based Finite Difference method in CFD applications." Thesis, Norges teknisk-naturvitenskapelige universitet, Institutt for marin teknikk, 2011. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-15454.
Повний текст джерелаRoth, Jacob M. "The Explicit Finite Difference Method: Option Pricing Under Stochastic Volatility." Scholarship @ Claremont, 2013. http://scholarship.claremont.edu/cmc_theses/545.
Повний текст джерелаBasson, Gysbert. "An explicit finite difference method for analyzing hazardous rock mass." Thesis, Stellenbosch : Stellenbosch University, 2011. http://hdl.handle.net/10019.1/17957.
Повний текст джерелаENGLISH ABSTRACT: FLAC3D is a three-dimensional explicit nite difference program for solving a variety of solid mechanics problems, both linear and non-linear. The development of the algorithm and its initial implementation were performed by Itasca Consulting Group Inc. The main idea of the algorithm is to discritise the domain of interest into a Lagrangian grid where each cell represents an element of the material. Each cell can then deform according to a prescribed stress/strain law together with the equations of motion. An in-depth study of the algorithm was performed and implemented in Java. During the implementation, it was observed that the type of boundary conditions typically used has a major in uence on the accuracy of the results, especially when boundaries are close to regions with large stress variations, such as in mining excavations. To improve the accuracy of the algorithm, a new type of boundary condition was developed where the FLAC3D domain is embedded in a linear elastic material, named the Boundary Node Shell (BNS). Using the BNS shows a signi cant improvement in results close to excavations. The FLAC algorithm is also quite amendable to paralellization and a multi-threaded version that makes use of multiple Central Processing Unit (CPU) cores was developed to optimize the speed of the algorithm. The nal outcome is new non-commercial Java source code (JFLAC) which includes the Boundary Node Shell (BNS) and shared memory parallelism over and above the basic FLAC3D algorithm.
AFRIKAANSE OPSOMMING: FLAC3D is 'n eksplisiete eindige verskil program wat 'n verskeidenheid liniêre en nieliniêre soliede meganika probleme kan oplos. Die oorspronklike algoritme en die implimentasies daarvan was deur Itasca Consulting Group Inc. toegepas. Die hoo dee van die algoritme is om 'n gebied te diskritiseer deur gebruik te maak van 'n Lagrangese rooster, waar elke sel van die rooster 'n element van die rooster materiaal beskryf. Elke sel kan dan vervorm volgens 'n sekere spannings/vervormings wet. 'n Indiepte ondersoek van die algoritme was uitgevoer en in Java geïmplimenteer. Tydens die implementering was dit waargeneem dat die grense van die rooster 'n groot invloed het op die akkuraatheid van die resultate. Dit het veral voorgekom in areas waar stress konsentrasies hoog is, gewoonlik naby areas waar myn uitgrawings gemaak is. Dit het die ontwikkelling van 'n nuwe tipe rand kondisie tot gevolg gehad, sodat die akkuraatheid van die resultate kon verbeter. Die nuwe rand kondisie, genaamd die Grens Node Omhulsel (GNO), aanvaar dat die gebied omring is deur 'n elastiese materiaal, wat veroorsaak dat die grense van die gebied 'n elastiese reaksie het op die stress binne die gebied. Die GNO het 'n aansienlike verbetering in die resultate getoon, veral in areas naby myn uitgrawings. Daar was ook waargeneem dat die FLAC algoritme parralleliseerbaar is en het gelei tot die implentering van 'n multi-SVE weergawe van die sagteware om die spoed van die algoritme te optimeer. Die nale uitkomste is 'n nuwe nie-kommersiële Java weergawe van die algoritme (JFLAC), wat die implimentering van die nuwe GNO randwaardekondisie insluit, asook toelaat vir die gebruik van multi- Sentrale Verwerkings Eenheid (SVE) as 'n verbetering op die basiese FLAC3D algoritme.
Lidgate, Simon. "Advanced finite difference - beam propagation : method analysis of complex components." Thesis, University of Nottingham, 2004. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.408596.
Повний текст джерелаKrishnaiah, K. Mohana. "Novel stable subgridding algorithm in finite difference time domain method." Thesis, University of Bristol, 1997. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.262808.
Повний текст джерелаlin, zhipeng. "Computational Methods in Financial Mathematics Course Project." Digital WPI, 2009. https://digitalcommons.wpi.edu/etd-theses/1192.
Повний текст джерелаKung, Christopher W. "Development of a time domain hybrid finite difference/finite element method for solutions to Maxwell's equations in anisotropic media." Columbus, Ohio : Ohio State University, 2009. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1238024768.
Повний текст джерелаWang, Siyang. "Finite Difference and Discontinuous Galerkin Methods for Wave Equations." Doctoral thesis, Uppsala universitet, Avdelningen för beräkningsvetenskap, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-320614.
Повний текст джерелаMeagher, Timothy P. "A New Finite Difference Time Domain Method to Solve Maxwell's Equations." PDXScholar, 2018. https://pdxscholar.library.pdx.edu/open_access_etds/4389.
Повний текст джерелаKama, Phumezile. "Non-standard finite difference methods in dynamical systems." Thesis, Pretoria : [s.n.], 2009. http://upetd.up.ac.za/thesis/available/etd-07132009-163422.
Повний текст джерелаRandhawa, Banljinder Singh. "Electromagnetic modelling of curved structures using a hybrid finite-volume finite-difference time-domain method." Thesis, University of York, 1996. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.362043.
Повний текст джерелаKluge, Tino. "Illustration of stochastic processes and the finite difference method in finance." Universitätsbibliothek Chemnitz, 2003. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-200300079.
Повний текст джерелаDer Vortrag zeigt Animationen von Realisierungen stochstischer Prozesse, die zur Modellierung von Groessen im Finanzbereich haeufig verwendet werden (z.B. Wechselkurse, Zinskurse, Aktienkurse). Im zweiten Teil wird die Loesung der Black-Scholes Partiellen Differentialgleichung mittels Finitem Differenzenverfahren graphisch veranschaulicht
Cai, Ming. "Finite difference time domain method and its application in antenna analysis." Thesis, London South Bank University, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.263739.
Повний текст джерелаKluge, Tino. "Pricing derivatives in stochastic volatility models using the finite difference method." [S.l. : s.n.], 2002. http://www.bsz-bw.de/cgi-bin/xvms.cgi?SWB10447116.
Повний текст джерелаKıran, Güçoğlu Arzu Tanoğlu Gamze. "The solution of some differential equations by nonstandard finite difference method/." [S.l.] : [s.n.], 2005. http://library.iyte.edu.tr/tezler/master/matematik/T000332.pdf.
Повний текст джерелаKeywords: Nonlinear differential equations, finite difference method, numeric simulation. Includes bibliographical references (leaves. 55-57).
Wang, Bohe. "The application of finite difference method and MATLAB in engineering plates." Morgantown, W. Va. : [West Virginia University Libraries], 1999. http://etd.wvu.edu/templates/showETD.cfm?recnum=1037.
Повний текст джерелаTitle from document title page. Document formatted into pages; contains iv, 87 p. : ill. (some col.). Includes abstract. Includes bibliographical references (p. 86-87).
Tomiso, Nayon. "Modeling electrically small apertures using the finite difference-time domain method." Thesis, Massachusetts Institute of Technology, 1997. http://hdl.handle.net/1721.1/42597.
Повний текст джерелаKluge, Tino. "Pricing derivatives in stochastic volatility models using the finite difference method." Master's thesis, Universitätsbibliothek Chemnitz, 2016. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-qucosa-195504.
Повний текст джерелаDas stochastische Volatilitaetsmodell von Heston ist eines der Erweiterungen des Black-Scholes-Modells. Von der stochastischen Differentialgleichung fuer den unterliegenden Prozess kann eine partielle Differentialgleichung fuer die Wertfunktion einer Option abgeleitet werden. Es wird die Loesung mittels Finiter Differenzenmethode untersucht (Konsistenz, Stabilitaet). Weiterhin wird eine Randbedingung und ein spezielles nicht-uniformes Netz vorgeschlagen, was zu einer starken Reduzierung des numerischen Fehlers der Wertfunktion in einem ganz bestimmten Punkt fuehrt
Ulimoen, Magnus. "A high-resolution finite difference method for weather and climate models." Thesis, Uppsala universitet, Institutionen för informationsteknologi, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-372172.
Повний текст джерелаGarg, Nimisha. "Analysis of Slot Antennas Using the Finite Difference Time Domain Method." FIU Digital Commons, 2001. https://digitalcommons.fiu.edu/etd/3843.
Повний текст джерелаAbalenkovs, Maksims. "Huygens subgridding for the frequency-dependent/finite-difference time-domain method." Thesis, University of Manchester, 2011. https://www.research.manchester.ac.uk/portal/en/theses/huygens-subgridding-for-the-frequencydependentfinitedifference-timedomain-method(45581358-ff4d-4699-b3db-5bf76a021601).html.
Повний текст джерелаKluge, Tino. "Pricing derivatives in stochastic volatility models using the finite difference method." Master's thesis, Universitätsbibliothek Chemnitz, 2003. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-200300086.
Повний текст джерелаDas stochastische Volatilitaetsmodell von Heston ist eines der Erweiterungen des Black-Scholes-Modells. Von der stochastischen Differentialgleichung fuer den unterliegenden Prozess kann eine partielle Differentialgleichung fuer die Wertfunktion einer Option abgeleitet werden. Es wird die Loesung mittels Finiter Differenzenmethode untersucht (Konsistenz, Stabilitaet). Weiterhin wird eine Randbedingung und ein spezielles nicht-uniformes Netz vorgeschlagen, was zu einer starken Reduzierung des numerischen Fehlers der Wertfunktion in einem ganz bestimmten Punkt fuehrt
Rouf, Hasan. "Unconditionally stable finite difference time domain methods for frequency dependent media." Thesis, University of Manchester, 2010. https://www.research.manchester.ac.uk/portal/en/theses/unconditionally-stable-finite-difference-time-domain-methods-for-frequency-dependent-media(50e4adf1-d1e4-4ad2-ab2d-70188fb8b7b6).html.
Повний текст джерелаEgorova, Vera. "Finite Difference Methods for nonlinear American Option Pricing models: Numerical Analysis and Computing." Doctoral thesis, Universitat Politècnica de València, 2016. http://hdl.handle.net/10251/68501.
Повний текст джерела[ES] La presente tesis doctoral se centra en la construcción de esquemas en diferencias finitas y el análisis numérico de relevantes modelos de valoración de opciones que generalizan el modelo de Black-Scholes. Se proporciona un análisis cuidadoso de las propiedades de las soluciones numéricas tales como la positividad, la estabilidad y la consistencia. Con el fin de manejar la frontera libre que surge en los problemas de valoración de opciones Americanas, se aplican y se estudian diversas técnicas de transformación basadas en el método de fijación de las fronteras (front-fixing). Se presta especial atención a la valoración de opciones de múltiples activos, como son las opciones ''exchange'' y ''spread''. Esta tesis se compone de seis capítulos. El primer capítulo es una introducción que contiene las definiciones de opción y términos relacionados y la derivación de la ecuación de Black-Scholes, así como aspectos generales de la teoría de los esquemas en diferencias finitas, incluyendo preliminares de análisis numérico. El capítulo 2 está dedicado a resolver el modelo lineal de Black-Scholes para opciones Americanas put y call. Para fijar las fronteras del problema de frontera libre se aplican transformaciones como la de Landau y un nuevo cambio de variable propuesto. La eficiencia del método front-fixing mostrada en el capítulo 2 ha motivado el estudio de su aplicación a algunos modelos no lineales más complicados. En particular, se propone un cambio de variables que lleva a una nueva frontera dependiente del tiempo en lugar de una fija. Este cambio se aplica a modelos no lineales de Black-Scholes para opciones Americanas, como son el de Barles y Soner y el modelo RAPM (Risk Adjusted Pricing Methodology). El capítulo 4 ofrece una nueva técnica para la resolución de problemas de valoración de opciones Americanas basada en la racionalidad de los inversores. Aparece una función de la intensidad que se puede reducir en el caso más simple a la técnica de penalización (penalty method). Este enfoque tiene en cuenta el posible comportamiento irracional de los inversores. En la sección 4.2 se aplica esta técnica al modelo de cambio de regímenes lo que lleva a un nuevo modelo que tiene en cuenta el posible ejercicio irracional, así como varios estados del mercado. El enfoque del parámetro de racionalidad junto con una transformación logarítmica permiten construir un esquema numérico eficiente sin aplicar el método front-fixing o la conocida formulación de LCP (Linear Complementarity Problem). El capítulo 5 se dedica a la valoración de opciones de activos múltiples. Una transformación apropiada permite la eliminación del término de derivadas cruzadas evitando inconvenientes computacionales y posibles problemas de estabilidad. Las conclusiones se muestran en el capítulo 6. Se pone en relieve varios aspectos de la presente tesis. Todos los modelos considerados y los métodos numéricos van acompañados de varios ejemplos y simulaciones. Se estudia la convergencia numérica que confirma el estudio teórico de la consistencia. Las condiciones de estabilidad son corroboradas con ejemplos numéricos. Los resultados se comparan con métodos relevantes de la bibliografía mostrando la eficiencia de los métodos propuestos.
[CAT] La present tesi doctoral se centra en la construcció d'esquemes en diferències finites i l'anàlisi numèrica de rellevants models de valoració d'opcions que generalitzen el model de Black-Scholes. Es proporciona una anàlisi cuidadosa de les propietats de les solucions numèri-ques com ara la positivitat, l'estabilitat i la consistència. A fi de manejar la frontera lliure que sorgix en els problemes de valoració d'opcions Americanes, s'apliquen i s'estudien diverses tècniques de transformació basades en el mètode de fixació de les fronteres (front-fixing). Es presta especial atenció a la valoració d'opcions de múltiples actius, com són les opcions ''exchange'' i ''spread''. Esta tesi es compon de sis capítols. El primer capítol és una introducció que conté les definicions d'opció i termes relacionats i la derivació de l'equació de Black-Scholes, així com aspectes generals de la teoria dels esquemes en diferències finites, incloent aspectes preliminars d'anàlisi numèrica. El 2n capítol està dedicat a resoldre el model lineal de Black-Scholes per a opcions Americanes ''put'' i ''call''. Per a fixar les fronteres del problema de frontera lliure s'apliquen transformacions com la de Landau i s'ha proposat un nou canvi de variable proposat. Açò porta a una equació diferencial en derivades parcials no lineal en un domini fix. L'eficiència del mètode front-fixing mostrada en el 2n capítol ha motivat l'estudi de la seua aplicació a alguns models no lineals més complicats. En particular, es proposa un canvi de variables que porta a una nova frontera dependent del temps en compte d'una fixa. Este canvi s'aplica a models no lineals de Black-Scholes per a opcions Americanes, com són el de Barles i Soner i el model RAPM (Risk Adjusted Pricing Methodology). El 4t capítol oferix una nova tècnica per a la resolució de problemes de valoració d'opcions Americanes basada en la racionalitat dels inversors. Apareix una funció de la intensitat que es pot reduir en el cas més simple a la tècnica de penalització (penal method) . Este enfocament té en compte el possible comportament irracional dels inversors. En la secció 4.2 s'aplica esta tècnica al model de canvi de règims el que porta a un nou model que té en compte el possible exercici irracional, així com diversos estats del mercat. L'enfocament del paràmetre de racionalitat junt amb una transformació logarítmica permeten construir un esquema numèric eficient sense aplicar el mètode front-fixing o la coneguda formulació de LCP (Linear Complementarity Problem). El 5é capítol es dedica a la valoració d'opcions d'actius múltiples. Una transformació apropiada permet l'eliminació del terme de derivades mixtes evitant inconvenients computacionals i possibles problemes d' estabilitat. Les conclusions es mostren al 6é capítol. Es posa en relleu diversos aspectes de la present tesi. Tots els models considerats i els mètodes numèrics van acompanyats de diversos exemples i simulacions. S'estu-dia la convergència numèrica que confirma l'estudi teòric de la consistència. Les condicions d'estabilitat són corroborades amb exemples numèrics. Els resultats es comparen amb mètodes rellevants de la bibliografia mostrant l'eficiència dels mètodes proposats.
Egorova, V. (2016). Finite Difference Methods for nonlinear American Option Pricing models: Numerical Analysis and Computing [Tesis doctoral no publicada]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/68501
TESIS
Premiado
Heger, Walter. "Using the finite difference and the finite element method to solve an electric current diffusion problem." Thesis, McGill University, 1987. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=66150.
Повний текст джерелаKuzu, Lokman. "Electromagnetic scattering from chiral materials using the finite difference frequency domain method." Related electronic resource: Current Research at SU : database of SU dissertations, recent titles available full text, 2006. http://proquest.umi.com/login?COPT=REJTPTU0NWQmSU5UPTAmVkVSPTI=&clientId=3739.
Повний текст джерелаPegoraro, Adrian. "Modelling heterogeneous nonlinear subwavelength systems with the finite difference time domain method." Thesis, University of Ottawa (Canada), 2005. http://hdl.handle.net/10393/27007.
Повний текст джерелаHayman, Kenneth John. "Finite-difference methods for the diffusion equation." Title page, table of contents and summary only, 1988. http://web4.library.adelaide.edu.au/theses/09PH/09phh422.pdf.
Повний текст джерелаEzertas, Ahmet Alper. "Sensitivity Analysis Using Finite Difference And Analytical Jacobians." Master's thesis, METU, 2009. http://etd.lib.metu.edu.tr/upload/12611067/index.pdf.
Повний текст джерелаs method with direct sparse matrix solution technique, is developed for the Euler flow equations. Flux Jacobian is evaluated both numerically and analytically for different upwind flux discretization schemes with second order MUSCL face interpolation. Numerical flux Jacobian matrices that are derived with wide range of finite difference perturbation magnitudes were compared with analytically derived ones and the optimum perturbation magnitude, which minimizes the error in the numerical evaluation, is searched. The factors that impede the accuracy are analyzed and a simple formulation for optimum perturbation magnitude is derived. The sensitivity derivatives are evaluated by direct-differentiation method with discrete approach. The reuse of the LU factors of the flux Jacobian that are evaluated in the flow solution enabled efficient sensitivity analysis. The sensitivities calculated by the analytical Jacobian are compared with the ones that are calculated by numerically evaluated Jacobian matrices. Both internal and external flow problems with varying flow speeds, varying grid types and sizes are solved with different discretization schemes. In these problems, when the optimum perturbation magnitude is used for numerical Jacobian evaluation, the errors in Jacobian matrix and the sensitivities are minimized. Finally, the effect of the accuracy of the sensitivities on the design optimization cycle is analyzed for an inverse airfoil design performed with least squares minimization.
Trojan, Alice von. "Finite difference methods for advection and diffusion." Title page, abstract and contents only, 2001. http://web4.library.adelaide.edu.au/theses/09PH/09phv948.pdf.
Повний текст джерелаPersson, Jonas. "Accurate Finite Difference Methods for Option Pricing." Doctoral thesis, Uppsala : Acta Universitatis Upsaliensis, 2006. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-7097.
Повний текст джерелаSteinle, Peter John. "Finite difference methods for the advection equation /." Title page, table of contents and abstract only, 1993. http://web4.library.adelaide.edu.au/theses/09PH/09phs8224.pdf.
Повний текст джерелаFilipovic, Zlatko. "Finite difference methods for pricing financial derivatives." Thesis, Imperial College London, 2005. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.420931.
Повний текст джерелаDemir, Ismail. "Seismic wave modelling using finite difference methods." Thesis, University of South Wales, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.284896.
Повний текст джерелаLee, Chi-Liang, and 李志良. "Generalized Finite Difference Formulas and Adaptive Parameter Scheme in Finite Difference Method." Thesis, 1997. http://ndltd.ncl.edu.tw/handle/71188752822206895206.
Повний текст джерела大同工學院
機械工程學系
85
The purpose of the present study is to derive a general form which includesfinite difference formulas and truncation errors for each derivative. In thebeginning, the equations of Taylor series expansion are written with respectto discrete grid point. Multiplying a different coefficient to each equationand then adding these equations together, a general form of finite differenceequation for any derivative has been thus generated. Meanwhile, the truncationerror can be calculated to show the effectiveness of each finite differencerepresentation. Two kinds of application are introduced where more accurateresults can be achieved. The first kind is to incorporate higher-order terms oftruncation error into finite difference equation. The second kind is to generatean optimum finite difference equation by minimizing total truncation error ofthe whole equation and adaptive parameter. By implementing the generalized finite difference formulas, adaptiveparameter scheme of finite difference method is proposed which is wellpertinent to the problems of one-dimensional advection-diffusion equationincluding a variable source term and linear nonhomogeneous second orderdifferential equation. The adaptive parameter, truncation error, and correctionterm have been derived with respect to higher-order approximation. Here, theoptimum value of this adaptive parameter can be easily acquired by exactsolution. It is found that the incorporation of correction term which is produceddue to the existence of variable source term can obtain very accurate results.
Luo, Rui-Ming, and 羅瑞明. "A differential quadrature finite difference method." Thesis, 1999. http://ndltd.ncl.edu.tw/handle/35399145666214933828.
Повний текст джерела國立成功大學
造船及船舶機械工程學系
87
The differential quadrature finite difference method (DQFDM) is used to analyze the flexural deflection of composite non-uniform plates . The finite difference operators are derived by the differential quadrature (DQ). They can be obtained by using the weighting coefficients for DQ discretizations. The derivation is straight and easy . By using different order or the same order but different grid differential quadrature discretizations for the same derivative or partial derivative , various finite difference operators for the same differential or partial differential operators can be obtained . Finite difference operators for unequally spaced and irregular grids can also be generated . The derivations of higher order finite difference operators is also easy .
Mo, Chia-Cheng, and 莫嘉政. "Finite Difference Method for Surface Diffusion." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/75606861006569889798.
Повний текст джерелаIseri, Shellie M. "High order finite difference methods." Thesis, 1996. http://hdl.handle.net/1957/34637.
Повний текст джерела