Numerical Solution of Coupled Thermo-Elastic-Plastic Dynamic Problems

The article considers a numerical method for solving a two-dimensional coupled dynamic thermoplastic boundary value problem based on deformation theory of plasticity. Discrete equations are compiled by the finite-difference method in the form of explicit and implicit schemes. The solution of the explicit schemes is reduced to the recurrence relations regarding the components of displacement and temperature. Implicit schemes are efficiently solved using the elimination method for systems with a three diagonal matrix along the appropriate directions. In this case, the diagonal predominance of the transition matrices ensures the convergence of implicit difference schemes. The problem of a thermoplastic rectangle clamped from all sides under the action of an internal thermal field is solved numerically. The stress-strain state of a thermoplastic rectangle and the distribution of displacement and temperature over various sections and points in time have been investigated.

Application of Non-polynomial Splines to Solving Differential Equations

The application of the local polynomial and non-polynomial to the construction of methods for numerically solving the heat conduction problem is discussed. The non-polynomial splines are used here to approximate the partial derivatives. Formulas for numerical differentiation based on the application of the nonpolynomial splines of the fourth order of approximation are constructed. Particular attention is paid to polynomial, trigonometric, exponential, polynomial-trigonometric and polynomial-exponential splines. This approach allows us to construct explicit and implicit difference schemes. The main focus of the paper is on implicit difference scheme. New approximations with splines of the Lagrange and Hermite type with new properties are obtained. These approximations take into account the first and second derivatives of the function being approximated. Numerical examples are given.

Interdiffusion in many dimensions: mathematical models, numerical simulations and experiment

Over the last two decades, there have been tremendous advances in the computation of diffusion and today many key properties of materials can be accurately predicted by modelling and simulations. In this paper, we present, for the first time, comprehensive studies of interdiffusion in three dimensions, a model, simulations and experiment. The model follows from the local mass conservation with Vegard’s rule and is combined with Darken’s bi-velocity method. The approach is expressed using the nonlinear parabolic–elliptic system of strongly coupled differential equations with initial and nonlinear coupled boundary conditions. Implicit finite difference methods, preserving Vegard’s rule, are generated by some linearization and splitting ideas, in one- and two-dimensional cases. The theorems on the existence and uniqueness of solutions of the implicit difference schemes and the consistency of the difference methods are studied. The numerical results are compared with experimental data for a ternary Fe-Co-Ni system. A good agreement of both sets is revealed, which confirms the strength of the method.

Two-layer finite-difference schemes for the Korteweg-de Vries equation in Euler variables

A family of weighted two-layer finite-difference schemes is presented. Using the example of the numerical solution of model problems on the propagation of a single soliton and the interaction of two solitons, the high quality of explicit-implicit schemes of the Crank-Nichols type with the parameter σ = 0.5 and the order of approximation O(Δt2 + Δx2) isshown. Completely implicit two-layer difference schemes with the parameter σ = 1 and O (Δt+ Δx2) are characterized by absolute stability with a low solution accuracy due to a highapproximation error. The family of explicitly implicit difference schemes is absolutely unstable if the explicitness parameter σ <0.5 prevails. Analysis of the structure of the approximation error, performed using the modified equation method, confirmed the results of numerical simulation.

Pricing Stock Loans with the CGMY Model

The empirical research shows that the log-return of stock price in finance market rejects the normal distribution and admits a subclass of the asymmetric distribution. Hence, the pricing problem of stock loan is investigated under the assumption that the log-return of stock price follows the CGMY process in this work. Under this framework, the pricing model of stock loan can be described by a free boundary condition problem of space-fractional partial differential equation (FPDE). First of all, in order to change the original model defined in a fixed domain, a penalty term is introduced, and then a first order fully implicit difference schemes is developed. Secondly, based on the numerical scheme, we prove the stock loan value generated by our method does not fall below the value obtained when the contract of stock loan is exercised early. Finally, the numerical experiments are implemented and the impacts of key parameters in the CGMY model on the value and optimal redemption price of stock loan are analyzed, and some reasonable explanation should be given.

Maximal Regularity for Fractional Cauchy Equation in Hölder Space and Its Approximation

We derive the well-posedness and maximal regularity of the fractional Cauchy problem in Hölder space {C_{0}^{\gamma}(E)}. We also obtain the existence and stability of new implicit difference schemes for the general approximation to the nonhomogeneous fractional Cauchy problem. Our analysis is based on the approaches of the theory of β-resolvent families, functional analysis and numerical analysis.

DIFFERENCE METHODS TO ONE AND MULTIDIMENSIONAL INTERDIFFUSION MODELS WITH VEGARD RULE

In this work we consider the one and multidimensional diffusional transport in an s-component solid solution. The new model is expressed by the nonlinear parabolic-elliptic system of strongly coupled differential equations with the initial and the nonlinear coupled boundary conditions. It is obtained from the local mass conservation law for fluxes which are a sum of the diffusional and Darken drift terms, together with the Vegard rule. The considered boundary conditions allow the physical system to be not only closed but also open. We construct the implicit finite difference methods (FDM) generated by some linearization idea, in the one and two-dimensional cases. The theorems on existence and uniqueness of solutions of the implicit difference schemes, and the theorems concerned convergence and stability are proved. We present the approximate concentrations, drift and its potential for a ternary mixture of nickel, copper and iron. Such difference methods can be also generalized on the three-dimensional case. The agreement between the theoretical results, numerical simulations and experimental data is shown.