An adaptive multimodal approach to nonlinear sloshing in a rectangular tank

2001 ◽  
Vol 432 ◽  
pp. 167-200 ◽  
Author(s):  
ODD M. FALTINSEN ◽  
ALEXANDER N. TIMOKHA
Keyword(s):  
Differential Equations ◽  
Ordinary Differential Equations ◽  
Fluid Motion ◽  
Dimensional System ◽  
Infinite Dimensional ◽  
Modal Theory ◽  
Nonlinear Sloshing ◽  
Rectangular Tank ◽  
Wide Range ◽  
Infinite Dimensional System

Two-dimensional nonlinear sloshing of an incompressible fluid with irrotational flow in a rectangular tank is analysed by a modal theory. Infinite tank roof height and no overturning waves are assumed. The modal theory is based on an infinite-dimensional system of nonlinear ordinary differential equations coupling generalized coordinates of the free surface and fluid motion associated with the amplitude response of natural modes. This modal system is asymptotically reduced to an infinite-dimensional system of ordinary differential equations with fifth-order polynomial nonlinearity by assuming sufficiently small fluid motion relative to fluid depth and tank breadth. When introducing inter-modal ordering, the system can be detuned and truncated to describe resonant sloshing in different domains of the excitation period. Resonant sloshing due to surge and pitch sinusoidal excitation of the primary mode is considered. By assuming that each mode has only one main harmonic an adaptive procedure is proposed to describe direct and secondary resonant responses when Moiseyev-like relations do not agree with experiments, i.e. when the excitation amplitude is not very small, and the fluid depth is close to the critical depth or small. Adaptive procedures have been established for a wide range of excitation periods as long as the mean fluid depth h is larger than 0.24 times the tank breadth l. Steady-state results for wave elevation, horizontal force and pitch moment are experimentally validated except when heavy roof impact occurs. The analysis of small depth requires that many modes have primary order and that each mode may have more than one main harmonic. This is illustrated by an example for h/l = 0.173, where the previous model by Faltinsen et al. (2000) failed. The new model agrees well with experiments.

A Monte Carlo method for backward stochastic differential equations with Hermite martingales

2019 ◽  
Vol 25 (1) ◽  
pp. 37-60
Author(s):  
Antoon Pelsser ◽  
Kossi Gnameho
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Numerical Approximation ◽  
Mathematical Finance ◽  
Backward Stochastic Differential Equations ◽  
Terminal Condition ◽  
Dimensional System ◽  
Infinite Dimensional ◽  
The Family ◽  
Infinite Dimensional System

Abstract Backward stochastic differential equations (BSDEs) appear in many problems in stochastic optimal control theory, mathematical finance, insurance and economics. This work deals with the numerical approximation of the class of Markovian BSDEs where the terminal condition is a functional of a Brownian motion. Using Hermite martingales, we show that the problem of solving a BSDE is identical to solving a countable infinite-dimensional system of ordinary differential equations (ODEs). The family of ODEs belongs to the class of stiff ODEs, where the associated functional is one-sided Lipschitz. On this basis, we derive a numerical scheme and provide numerical applications.

scholarly journals A Modified NM-PSO Method for Parameter Estimation Problems of Models

2012 ◽  
Vol 2012 ◽  
pp. 1-12 ◽  
Author(s):  
An Liu ◽  
Erwie Zahara ◽  
Ming-Ta Yang
Keyword(s):  
Genetic Algorithm ◽  
Parameter Estimation ◽  
Particle Swarm Optimization ◽  
Differential Equations ◽  
Ordinary Differential Equations ◽  
Optimization Problems ◽  
Particle Swarm ◽  
Swarm Optimization ◽  
Wide Range ◽  
Estimation Problems

Ordinary differential equations usefully describe the behavior of a wide range of dynamic physical systems. The particle swarm optimization (PSO) method has been considered an effective tool for solving the engineering optimization problems for ordinary differential equations. This paper proposes a modified hybrid Nelder-Mead simplex search and particle swarm optimization (M-NM-PSO) method for solving parameter estimation problems. The M-NM-PSO method improves the efficiency of the PSO method and the conventional NM-PSO method by rapid convergence and better objective function value. Studies are made for three well-known cases, and the solutions of the M-NM-PSO method are compared with those by other methods published in the literature. The results demonstrate that the proposed M-NM-PSO method yields better estimation results than those obtained by the genetic algorithm, the modified genetic algorithm (real-coded GA (RCGA)), the conventional particle swarm optimization (PSO) method, and the conventional NM-PSO method.

scholarly journals Improvement of a nonnegative preserved efficient solver for atmospheric chemical kinetic equations

2018 ◽  
Vol 7 (3) ◽  
pp. 6657
Author(s):  
Atika RADID ◽  
Karim RHOFIR
Keyword(s):  
Differential Equations ◽  
Ordinary Differential Equations ◽  
Atmospheric Chemistry ◽  
Iteration Process ◽  
Iterative Solution ◽  
Chemical Kinetic ◽  
Time Step ◽  
Backward Euler ◽  
Wide Range ◽  
Numerical Solver

Generally, chemical reactions from atmospheric chemistry models are described by a strongly coupled, stiff and nonlinear system of ordinary differential equations, which requires a good numerical solver. Several articles published about the solvers of chemical equations, during the numerical simulation, indicate that one renders the concentration null when it becomes negative. In order to preserve the positivity of the exact solutions, recent works have proposed a new solver called Modified-Backward-Euler (MBE). To improve this solver, we propose in this paper an iterative numerical scheme witch is better fitted to stiff problems. This new approach, called Iterative-Modified-Backward-Euler (IMBE), is based on iterative solution of the P-L structure of the implicit nonlinear ordinary differential equations on each time step. The efficiency of the iteration process is increased by using the Gauss and Successive-Over-Relaxation (SOR). In the case of fast/slow chemical kinetic reactions, we proposed an other variant called Iterative-Quasi-Steady-State-Approximation (IQSSA). The numerical exploration of stiff test problem shows clearly that this formalism is applicable to a wide range of chemical kinetics problems and give a good approximation compared to the recent solver. The numerical procedures give reasonable accurate solutions when compared to exact solution.Generally, chemical reactions from atmospheric chemistry models are described by a strongly coupled, stiff and nonlinear system of ordinary differential equations, which requires a good numerical solver. Several articles published about the solvers of chemical equations, during the numerical simulation, indicate that one renders the concentration null when it becomes negative. In order to preserve the positivity of the exact solutions, recent works have proposed a new solver called Modified-Backward-Euler (MBE). To improve this solver, we propose in this paper an iterative numerical scheme witch is better fitted to stiff problems. This new approach, called Iterative-Modified-Backward-Euler (IMBE), is based on iterative solution of the P-L structure of the implicit nonlinear ordinary differential equations on each time step. The efficiency of the iteration process is increased by using the Gauss and Successive-Over-Relaxation (SOR). In the case of fast/slow chemical kinetic reactions, we proposed an other variant called Iterative-Quasi-Steady-State-Approximation (IQSSA). The numerical exploration of stiff test problem shows clearly that this formalism is applicable to a wide range of chemical kinetics problems and give a good approximation compared to the recent solver. The numerical procedures give reasonable accurate solutions when compared to exact solution.

scholarly journals Recovering the initial state of an infinite-dimensional system using observers

Automatica ◽  
2010 ◽  
Vol 46 (10) ◽  
pp. 1616-1625 ◽  
Author(s):  
Karim Ramdani ◽  
Marius Tucsnak ◽  
George Weiss
Keyword(s):  
Dimensional System ◽  
Initial State ◽  
Infinite Dimensional ◽  
Infinite Dimensional System

Application of Ambarzumian’s Method to Radiant Interchange in a Rectangular Cavity

1974 ◽  
Vol 96 (2) ◽  
pp. 191-196 ◽  
Author(s):  
A. L. Crosbie ◽  
T. R. Sawheny
Keyword(s):  
Differential Equation ◽  
Heat Flux ◽  
Integral Equation ◽  
Differential Equations ◽  
Ordinary Differential Equations ◽  
Nonlinear Integral Equation ◽  
Initial Conditions ◽  
Rectangular Cavity ◽  
Wide Range ◽  
First Time

Ambarzumian’s method had been used for the first time to solve a radiant interchange problem. A rectangular cavity is defined by two semi-infinite parallel gray surfaces which are subject to an exponentially varying heat flux, i.e., q = q0 exp(−mx). Instead of solving the integral equation for the radiosity for each value of m, solutions for all values of m are obtained simultaneously. Using Ambarzumian’s method, the integral equation for the radiosity is first transformed into an integro-differential equation and then into a system of ordinary differential equations. Initial conditions required to solve the differential equations are the H functions which represent the radiosity at the edge of the cavity for various values of m. This H function is shown to satisfy a nonlinear integral equation which is easily solved by iteration. Numerical results for the H function and radiosity distribution within the cavity are presented for a wide range of m values.

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