Strongly stable multi-time stepping method with the option of controlling amplitude decay in responses
نویسندگان
چکیده مقاله:
Recently, multi-time stepping methods have become very popular among scientist due to their high stability in problems with critical conditions. One important shortcoming of these methods backs to their high amount of uncontrolled amplitude decay. This study proposes a new multi-time stepping method in which the time step is split into two sub-steps. The first sub-step is solved using the well-known Newmark method and for the second sub-step an extended version of Newmark method is applied. In fact, similarity in basic formulas of the mentioned methods makes it available to control the amount of amplitude decay in responses obtained by the proposed method; in other words, the amplitude decay in the proposed method is controlled through constant parameters of the two methods applied on each sub-step. The precision assessment of the proposed method is performed using numerical approaches and revealed the minor period elongation error of the proposed method in comparison with other existing methods. In addition to this, the unconditional stability region of constant parameters is also determined through computation of spectral radius of the proposed method. Finally, practical assessment of the proposed method is performed through several numerical examples.
منابع مشابه
Option pricing using TR-BDF2 time stepping method
The Trapezoidal Rule with second order Backward Difference Formula (TR-BDF2) time stepping method was applied to the Black-Scholes PDE for option pricing. It is proved that TR-BDF2 time stepping method is unconditionally stable, and compared to the usual Crank-Nicolson time stepping method, the TR-BDF2 shows fewer oscillations when computing the derivatives of the solution, which are important ...
متن کاملthe effect of task cognitive complexity and time limit on the performance of the learners with different proficiency levels in second language writing skill
this study investigated the effects of manipulating the cognitive complexity of tasks along +/- few elements and the time limits on l2 learners writing performance. to conduct the study, 60 iranian efl learners with two levels of proficiency, low and high intermediate, were selected and assigned to three groups based on the time devoted to task completion. the participants performed both a simp...
15 صفحه اولOption Valuation using Fourier Space Time Stepping
It is well known that the Black-Scholes-Merton model suffers from several deficiencies. Jumpdiffusion and Lévy models have been widely used to partially alleviate some of the biases inherent in this classical model. Unfortunately, the resulting pricing problem requires solving a more difficult partial-integro differential equation (PIDE) and although several approaches for solving the PIDE have...
متن کاملmesuring the staff technology readiness, the case of a multi national chemical company operating in iran
چکیده ندارد.
15 صفحه اولthe study of aaag repeat polymorphism in promoter of errg gene and its association with the risk of breast cancer in isfahan region
چکیده: سرطان پستان دومین عامل مرگ مرتبط با سرطان در خانم ها است. از آنجا که سرطان پستان یک تومور وابسته به هورمون است، می تواند توسط وضعیت هورمون های استروئیدی شامل استروژن و پروژسترون تنظیم شود. استروژن نقش مهمی در توسعه و پیشرفت سرطان پستان ایفا می کند و تاثیر خود را روی بیان ژن های هدف از طریق گیرنده های استروژن اعمال می کند. اما گروه دیگری از گیرنده های هسته ای به نام گیرنده های مرتبط به ا...
15 صفحه اولمنابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ذخیره در منابع من قبلا به منابع من ذحیره شده{@ msg_add @}
عنوان ژورنال
دوره 49 شماره 1
صفحات 133- 142
تاریخ انتشار 2018-06-01
با دنبال کردن یک ژورنال هنگامی که شماره جدید این ژورنال منتشر می شود به شما از طریق ایمیل اطلاع داده می شود.
میزبانی شده توسط پلتفرم ابری doprax.com
copyright © 2015-2023