The Immersed Boundary method has evolved into one of the most useful computational methods in studying fluid structure interaction. On the other hand, the Immersed Boundary method is also known to suffer from a severe timestep stability restriction when using an explicit time discretization. In this paper, we propose several efficient semiimplicit schemes to remove this stiffness from the Immer...

‎The water wave generation by wave paddle and a freely falling rigid body are examined by using an Incompressible Smoothed Particle Hydrodynamics (ISPH)‎. ‎In the current ISPH method‎, ‎the pressure was evaluated by solving pressure Poisson equation using a semi-implicit algorithm based on the projection scheme and the source term of pressure Poisson equation contains both of divergence free ve...

A 3D fluid-structure interaction solver based on an improved weakly-compressible moving particle simulation (WC-MPS) method and a geometrically nonlinear shell structural model is developed applied to hydro-elastic free-surface flows. The coupling performed by polygon wall boundary that can handle particles finite elements of distinct sizes. In WC-MPS, tuning-free diffusive term introduced the ...

in this paper imprecise target models has been proposed to investigate the relation between imprecise data envelopment analysis (idea) and mini-max reference point formulations. through these models, the decision makers' preferences are involved in interactive trade-off analysis procedures in multiple objective linear programming with imprecise data. in addition, the gradient projection type me...

6 The implicit particle filter is a sequential Monte Carlo method for data assimilation that 7 guides the particles to the high-probability regions via a sequence of steps that includes 8 minimizations. We present a new and more general derivation of this approach and extend 9 the method to particle smoothing as well as to data assimilation for perfect models. We 10 show that the minimizations ...

The valuation of a gas storage facility is characterized as a stochastic control problem, resulting in a Hamilton-Jacobi-Bellman (HJB) equation. In this paper, we present a semi-Lagrangian method for solving the HJB equation for a typical gas storage valuation problem. The method is able to handle a wide class of spot price models that exhibit mean-reverting, seasonality dynamics and price jump...

We introduce efficient, large scale fluid simulation on GPU hardware using the fluid-implicit particle (FLIP) method over a sparse hierarchy of grids represented in NVIDIA R © GVDB Voxels. Our approach handles tens of millions of particles within a virtually unbounded simulation domain. We describe novel techniques for parallel sparse grid hierarchy construction and fast incremental updates on ...