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• Open Access

ARTICLE

A New Hybrid Uncertain Analysis Method and its Application to Acoustic Field with Random and Interval Parameters

Hui Yin1, Dejie Yu1,2, Shengwen Yin1, Baizhan Xia1
CMES-Computer Modeling in Engineering & Sciences, Vol.109-110, No.3, pp. 221-246, 2015, DOI:10.3970/cmes.2015.109.221
Abstract This paper presents a new hybrid Chebyshev-perturbation method (HCPM) for the prediction of acoustic field with random and interval parameters. In HCPM, the perturbation method based on the first-order Taylor series that accounts for the random uncertainty is organically integrated with the first-order Chebyshev polynomials that deal with the interval uncertainty; specifically, a random interval function is firstly expanded with the first-order Taylor series by treating the interval variables as constants, and the expressions of the expectation and variance can be obtained by using the random moment method; then the expectation and variance of the function are approximated by using… More >

• Open Access

ARTICLE

The Finite Points Approximation to the PDE Problems in Multi-Asset Options

S. Vahdati1, D. Mirzaei2
CMES-Computer Modeling in Engineering & Sciences, Vol.109-110, No.3, pp. 247-262, 2015, DOI:10.3970/cmes.2015.109.247
Abstract In this paper we present a meshless collocation method based on the moving least squares (MLS) approximation for numerical solution of the multiasset (d-dimensional) American option in financial mathematics. This problem is modeled by the Black-Scholes equation with moving boundary conditions. A penalty approach is applied to convert the original problem to one in a fixed domain. In finite parts, boundary conditions satisfy in associated (d-1)-dimensional Black-Scholes equations while in infinity they approach to zero. All equations are treated by the proposed meshless approximation method where the method of lines is employed for handling the time variable. Numerical examples for… More >

• Open Access

ARTICLE

First Principles Molecular Dynamics Computation on Ionic Transport Properties in Molten Salt Materials

Chung-Fu Chen1, Yi-Chia Cheng1, Che-Wun Hong1,2
CMES-Computer Modeling in Engineering & Sciences, Vol.109-110, No.3, pp. 263-283, 2015, DOI:10.3970/cmes.2015.109.263
Abstract Based on the Hellmann-Feynman theorem, which integrates the molecular dynamics simulation with computational quantum mechanics, this research simulates the ionic transport in the LiCl-KCl molten salt materials using so called “first principles molecular dynamics (FPMD)” technique without employing an empirical potential model. The main purpose of this computational FPMD focuses on the evaluation of important transport properties, such as diffusion coefficient, ionic conductivity, shear viscosity, and thermal conductivity, using the Green-Kubo relationship. All simulation results agree well with experimental data published in existing literatures within an acceptable range. FPMD calculations are proved to be a powerful tool for prediction of… More >

• Open Access

ARTICLE

Aerodynamic Performance of DragonflyWing with Well-designed Corrugated Section in Gliding Flight

Zilong Zhang1, Yajun Yin2, Zheng Zhong1,3, Hongxiao Zhao1
CMES-Computer Modeling in Engineering & Sciences, Vol.109-110, No.3, pp. 285-302, 2015, DOI:10.3970/cmes.2015.109.285
Abstract Dragonflies possess the highly corrugated wings which distinguish from the ordinary airfoils. To unlock the secrets of the dramatic flight ability of dragonflies, it will be of great significance to investigate the aerodynamic contribution of the corrugations. In this paper, a group of corrugated airfoils were specially designed based on the geometrical characteristics of a typical dragonfly wing. The two-dimensional Navier-Stokes equations were solved using the finite volume method, and the coefficients of lift and drag of the studied airfoils were calculated and compared with those of a flat airfoil and a NACA0008 airfoil. The obtained numerical results illustrated that… More >

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