A general finite difference discretization of the time-dependent radiation transport equation is developed around the framework of an existing steady-state three dimensional radiation transport solver based on the slice-balance approach. Three related algorithms are outlined within the general finite difference scheme: an explicit, an implicit, and a semi-implicit approach. The three algorithms are analyzed with respect to the discretizations of each element of the phase space in the transport solver. The explicit method, despite its small computational cost per time step, is found to be unsuitable for many purposes due to its inability to accurately handle rapidly varying solutions. The semi-implicit method is shown to produce results nearly as reliable as the fully implicit solver, while requiring significantly less computational effort.

In this study in order to simulate the acoustic waves, Ray Theory and Normal Mode models are used. These methods are analyzed using MATLAB simulation tool / differences between two models are examined and a region with a known bottom profile and sound velocity profiles is investigated. The Ray Theory is used in acoustic systems which is the one of the applications of wave modeling. Ray theory is solved with standard Ordinary Differential Equation solvers and normal mode with finite element method. Different bottom profiles and sound velocity profiles previously taken are interpolated to form an environment and examined in the case study. in the case study.

Previous studies performed on myelinated nerve fibers have shown that a high frequency alternating current stimulus can block impulse conduction. The current threshold at which block occurs increases as the blocking frequency increases. Cable models based on the Hodgkin-Huxley model are consistent with these results. Recent experimental studies on unmyelinated nerve have shown that at higher frequencies, the block threshold decreases. When the block threshold is plotted as a function of frequency the resulting graph is distinctly nonmonotonic. Currently, all published models do not explain this behavior and the physiological mechanisms that create it are unknown. This difference in myelinated vs. unmyelinated block thresholds at high frequencies could have numerous clinical applications, such as chronic pain management. A large body of literature has shown that the specific capacitance of biological tissue decreases at frequencies in the kHz range or higher. Prior research has shown that introducing a frequency-dependent capacitance (FDC) to the Hodgkin-Huxley model will attenuate the block threshold at higher frequencies, but not to the extent that was seen in the experiments. This model was limited by the methods used to solve its higher order partial differential equation. The purpose of this thesis project is to develop a numerically stable method of incorporating the FDC into the model and to examine its effect on block threshold. The final, modified model will also be compared to the original model to ensure that the fundamental characteristics of action potential propagation remain unchanged.

Thesis (Ph.D)--Electrical and Computer Engineering, Georgia Institute of Technology, 2009. / Committee Chair: Smith, Glenn; Committee Member: Buck, John; Committee Member: Goldsztein, Guillermo; Committee Member: Peterson, Andrew; Committee Member: Scott, Waymond. Part of the SMARTech Electronic Thesis and Dissertation Collection.

published_or_final_version / Electrical and Electronic Engineering / Doctoral / Doctor of Philosophy

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In computational finance, finite differences are a widely used tool in the valuation of standard derivative contracts. In a lower-dimensional setting, high accuracy and speed often characterize such methods, which gives them a competitive advantage against Monte Carlo methods. For option contracts with discontinuous payoff functions, however, finite differences encounter problems to maintain the order of convergence of the employed finite difference scheme. Therefore the timesteps are often computed in a conservative manner, which might increase the total execution time of the solver more than necessary.     It can be shown that for American call options written on dividend paying stocks, it may be optimal to exercise the option right before a dividend is paid out. The result is that yet another discontinuity is introduced in the solution and the timestep is often reduced to preserve the intrinsic convergence order. However, it is thought that at least in theory the optimal length of the timestep is an increasing function of the time elapsed since the last discontinuity occured. The objective thus becomes that of finding an explicit method for adjusting the timestep both at the dividend instants and between dividend instants. Keeping the discretization in space constant leads to a time non-equidistant finite difference problem.     The aim of this thesis is to propose a time non-equidistant numerical finite difference algorithm for valuation of American call options on stocks with dividends known in advance. In particular, an explicit formula is proposed for computing timesteps at the dividend instants and between dividend payments given a user-specified error tolerance. A portion of the report is also devoted to numerical stabilization techniques that are applied to maintain the convergence order, including Rannacher time-marching and mollification.

In this study, novel Ray Based finite difference method for Time Domain electromagnetics(RBTD) has been developed. Instead of solving Maxwell&rsquo / s hyperbolic partial differential equations directly, Geometrical Optics tools (wavefronts, rays) and Taylor series have been utilized. Discontinuities of electromagnetic fields lie on wavefronts and propagate along rays. They are transported in the computational domain by transport equations which are ordinary differential equations. Then time dependent field solutions at a point are constructed by using Taylor series expansion in time whose coefficients are these transported distincontinuties. RBTD utilizes grid structure conforming to wave fronts and rays and treats all electromagnetic problems, regardless of their dimensions, as one dimensional problem along the rays. Hence CFL stability condition is implemented always at one dimensional eqaulity case on the ray. Accuracy of RBTD depends on the accuracy of grid generation and numerical solution of transport equations. Simulations for isotropic medium (homogeneous/inhomogeneous) have been conducted. Basic electromagnetic phenomena such as propagation, reflection and refraction have been implemented. Simulation results prove that RBTD eliminates numerical dispersion inherent to FDTD and is promising to be a novel method for computational electromagnetics.

This thesis investigates the presence of multiple (quasi-TEM) modes in inverted embedded microstrip lines. It has already been shown that parasitic modes do exist in inverted embedded microstrips due to field leakage inside the dielectric substrate, especially for high dielectric constants (like Silicon). This thesis expands upon that work and characterizes those modes for a variety of geometrical dimensions. Chapter 1 focuses on the theory behind the different transmission line modes, which may be present in inverted embedded microstrips. Based on the structure of the inverted embedded microstrip, the conventional microstrip mode, the quasi-conventional microstrip mode, and the stripline mode are expected. Chapter 2 discusses in detail the techniques used to decompose the total probed field into the various modes present in the inverted embedded microstrip lines. Firstly, a short explanation of the finite-difference time-domain method, that is used for the simulation and modeling of inverted microstrips up to 50 GHz is provided. Next, a flowchart of the process involved in decomposing the modes is laid out. Lastly, the challenges of this approach are also highlighted to give an appreciation of the difficulty in obtaining accurate results. Chapter 3 shows the results (dispersion diagrams, values/percentage of the individual mode energies ) obtained after running time-domain simulations for a variety of geometrical dimensions. Chapter 4 concludes the thesis by explaining the results in terms of the transmission line theory presented in Chapter 1. Next, possible future work is mentioned.