In the past few decades, many people spent a lot of time and used many different ways, which includes analytic method, numerical method, and experimental observations for investigating the flow around circular cylinder problem. Eventually, the purpose of these investigations is to determinate the force acting on the cylinder and which is very useful and important for marine and hydraulic engineering. Essentially, it can be divided into three circumstances, (i) the flow around a fixed cylinder, (ii) the flow around a rotating cylinder, (iii) the flow around a moving cylinder. The first two conditions have already been will discussed. Consequently, besides analyzing the first two conditions and comparing with reference papers, the purpose of this present is discussing the variation of the flow field and the force acting on the cylinder by using finite difference method. Because of the considerable quantity of computation, using parallel computing for this model to speedup the numerical process is also one of the issues of the present.

The sound generated by high speed trains can be exacerbated by the presence of trackside structures. Tunnels are the principal structures that have a strong influence on the noise produced by trains. A train entering a tunnel causes air to flow in and out of the tunnel portal, forming a monopole source of low frequency sound ["infrasound"] whose wavelength is large compared to the tunnel diameter. For the compact case, when the tunnel diameter is small, incompressible flow theory can be used to compute the Green's function that determines the monopole sound. However, when the infrasound is "shielded" from the far field by a large "flange" at the tunnel portal, the problem of calculating the sound produced in the far field is more complex. In this case, the monopole contribution can be calculated in a first approximation in terms of a modified Compact Green's function, whose properties are determined by the value at the center of a. disk (modelling the flange) of a diffracted potential produced by a thin circular disk. In this thesis this potential is calculated numerically. The scattering of sound by a thin circular disk is investigated using the Finite Difference Method applied to the three dimensional Helmholtz equation subject to appropriate boundary conditions on the disk. The solution is also used to examine the unsteady force acting on the disk.

The fractional Laplacian is a promising mathematical tool due to its ability to capture the anomalous diffusion and model the complex physical phenomenon with long-range interaction, such as fractional quantum mechanics, image processing, jump process, etc. One of the important applications of fractional Laplacian is a turbulence intermittency model of fractional Navier-Stokes equation which is derived from Boltzmann's theory. However, the efficient computation of this model on bounded domains is challenging as highly accurate and efficient numerical methods are not yet available. The bottleneck for efficient computation lies in the low accuracy and high computational cost of discretizing the fractional Laplacian operator. Although many state-of-the-art numerical methods have been proposed and some progress has been made for the existing numerical methods to achieve quasi-optimal complexity, some issues are still fully unresolved: i) Due to nonlocal nature of the fractional Laplacian, the implementation of the algorithm is still complicated and the computational cost for preparation of algorithms is still high, e.g., as pointed out by Acosta et al \cite{AcostaBB17} 'Over 99\% of the CPU time is devoted to assembly routine' for finite element method; ii) Due to the intrinsic singularity of the fractional Laplacian, the convergence orders in the literature are still unsatisfactory for many applications including turbulence intermittency simulations. To reduce the complexity and computational cost, we consider two numerical methods, finite difference and spectral method with quasi-linear complexity, which are summarized as follows. We develop spectral Galerkin methods to accurately solve the fractional advection-diffusion-reaction equations and apply the method to fractional Navier-Stokes equations. In spectral methods on a ball, the evaluation of fractional Laplacian operator can be straightforward thanks to the pseudo-eigen relation. For general smooth computational domains, we propose the use of spectral methods enriched by singular functions which characterize the inherent boundary singularity of the fractional Laplacian. We develop a simple and easy-to-implement fractional centered difference approximation to the fractional Laplacian on a uniform mesh using generating functions. The weights or coefficients of the fractional centered formula can be readily computed using the fast Fourier transform. Together with singularity subtraction, we propose high-order finite difference methods without any graded mesh. With the use of the presented results, it may be possible to solve fractional Navier-Stokes equations, fractional quantum Schrodinger equations, and stochastic fractional equations with high accuracy. All numerical simulations will be accompanied by stability and convergence analysis.

The short rate is central in the context of interest-rate markets as well as broader finance. As such, accurate modelling of this rate is of particular importance in the pricing of interest-rate options, especially during times of high volatility where increased demand is seen for simpler and lower risk investments. Recent interest has moved away from models of a pure continuous nature towards models that can account for discontinuities in the short rate. These are more representative of real world movements where the short rate is seen to jump due to current and scheduled market information. This dissertation examines this phenomenon in the context of a Vasicek short rate model and accounts for random-sized jumps at deterministic times following ideas similar to those introduced by Kim and Wright (2014). Finite difference methods are used successfully to find PDE solutions via backwards diffusion of the option value equation to its initial state. This procedure is implemented computationally and compared to Monte Carlo benchmark methods in order to assess its accuracy. In both non-jump and jump settings the method constructed was able to accurately price the call option specified and proved to be a viable means for pricing interest-rate options when stochastically-sized discontinuities are present at known times between inception and expiry. Furthermore the method showed that the stochastic discontinues in the short rate most notably affect the option price in the region around and just out of the money.

The Burgers equation, and related partial differential equations (PDEs), can be numerically challenging for small values of the viscosity parameter. For example, these equations can develop discontinuous solutions (or solutions with large gradients) from smooth initial data. Aside from numerical stability issues, standard numerical methods can also give rise to spurious oscillations near these discontinuities. In this study, we consider an equivalent form of the Burgers equation given by Constantin and Iyer, whose solution can be written as the expected value of a stochastic differential equation. This equivalence is used to develop a numerical method for approximating solutions to Burgers equation. Our preliminary analysis of the algorithm reveals that it is a natural generalization of the method of characteristics and that it produces approximate solutions that actually improve as the viscosity parameter vanishes. We present three examples that compare our algorithm to a recently published reference method as well as the vanishing viscosity/entropy solution for decreasing values of the viscosity. / Master of Science / Burgers equation is a Partial Differential Equation (PDE) used to model how fluids evolve in time based on some initial condition and viscosity parameter. This viscosity parameter helps describe how the energy in a fluid dissipates. When studying partial differential equations, it is often hard to find a closed form solution to the problem, so we often approximate the solution with numerical methods. As our viscosity parameter approaches 0, many numerical methods develop problems and may no longer accurately compute the solution. Using random variables, we develop an approximation algorithm and test our numerical method on various types of initial conditions with small viscosity coefficients.

A two-dimensional numerical model has been developed to simulate wave-current induced nearshore circulation patterns in beaches and surf zones. The wave model is based on the parabolic wave equation for mild slope beaches. The parabolic equation method has been chosen because it is a viable means of predicting the characteristics of surface waves in slowly varying domains and in its present form dissipation and wave breaking are also included. The two dimensional parabolic mild slope equation was discretised and solved in a fully implicit manner, so stability did not create a major problem. This wave model was then embedded into the existing numerical model DIVAST. The sediment transport formulae from Van Rijn was used to calculate the nearshore sediment transport rate.

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Neste projeto, é apresentado um método numérico com uma abordagem do tipoMAC para a simulação de escoamentos viscoelásticos incompressíveis tridimensionais com superfície livre governados pelo modelo de fluido SXPP. A formulação apresentada nesse trabalho é uma extensão dos resultados obtidos por Oishi et al. (2011), sobre o estudo de métodos numéricos para a simulação de escoamentos incompressíveis viscoelásticos com superfície livre a baixos números de Reynolds, para o caso bidimensional. No contexto de problemas transientes, metodologias explícitas para solução numérica das equações governantes apresentam restrições de estabilidade muito severas para a definição do passo temporal, acarretando em um custo computacional relativamente alto. Sendo assim, utilizamos um método implícito para resolver a equação de conservação da quantidade de movimento, eliminando assim, a restrição de estabilidade parabólica e diminuindo significativamente o custo computacional. Mas tal estratégia acopla os campos de velocidade e pressão. Dessa forma, para desacoplar esses campos, foi utilizado uma abordagem que combina método de projeção com uma técnica implícita para o tratamento da pressão na superfície livre. A equação constitutiva foi resolvida pelo método de Runge-Kutta de segunda-ordem. A validação do método numérico foi realizada utilizando refinamento da malha no escoamento em um canal. Como aplicação, apresentamos resultados numéricos sobre o problema do jato oscilante e do inchamento do extrudado / In this work, we present a numerical method with a MAC type approach to simulate tridimensional incompressible viscoelastic free surface flows governed by a SXPP (Single eXtended Pom-Pom) model. The formulation presented in this work is an extension to the work of Oishi et al. (2011). They have studied numerical methods for solving incompressible viscoelastic free surface flows with low Reynolds number, for the bidimensional case. In the context of transient problems, explicitmethodologies for the numerical solution of the governing equations present severe stability constraints for defining the time step, what highly increases the computational cost. Due to this fact, an implicit method is used to solve the momentum equation, eliminating the parabolic stability constraint and decreasing significantly the computational cost. However, this strategy couples velocity and pressure fields. To decouples this fields, it was used an approach that combines a projection method and an implicit technique for the treatment of the pressure at the free surface. The constitutive equation is solved by a second-order Runge-Kutta method. The numerical method validation was achieved by a mesh refinement for a flow in a channel. As applications, numerical results of the die-swell problem and the jet buckling phenomenon are presented

Exact solution to the vibration of rectangular plates is available only for plates with two opposite edges subject to simply supported conditions. Otherwise, they are analysed by using approximate methods. There are several approximate methods to conduct a vibration analysis, such as the Rayleigh-Ritz method, the Finite Element Method, the Finite Difference Method, and the Superposition Method. The Rayleigh-Ritz method and the finite element method give upper bound results for the natural frequencies of plates. However, there is a disadvantage in using this method in that the error due to discretisation cannot be calculated easily. Therefore, it would be good to find a suitable method that gives lower bound results for the natural frequencies to complement the results from the Rayleigh-Ritz method. The superposition method is also a convenient and efficient method but it gives lower bound solution only in some cases. Whether it gives upper bound or lower bound results for the natural frequencies depends on the boundary conditions. It is also known that the finite difference method always gives lower bound results. This thesis presents bounded eigenvalues, which are dimensionless form of natural frequencies, calculated using the superposition method and the finite difference method. All computations were done using the MATLAB software package. The convergence tests show that the superposition method gives a lower bound for the eigenvalues of fully clamped plates, and an upper bound for the completely free plates. It is also shown that the finite difference method gives a lower bound for the eigenvalues of completely free plates. Finally, the upper bounds and lower bounds for the eigenvalues of fully clamped and completely free plates are given.

This paper examines and develops matrix methods to approximate the eigenvalues of a fourth order Sturm-Liouville problem subjected to a kind of fixed boundary conditions, furthermore, it extends the matrix methods for a kind of general boundary conditions. The idea of the methods comes from finite difference and Numerov's method as well as boundary value methods for second order regular Sturm-Liouville problems. Moreover, the determination of the correction term formulas of the matrix methods are investigated in order to obtain better approximations of the problem with fixed boundary conditions since the exact eigenvalues for q = 0 are known in this case. Finally, some numerical examples are illustrated.