Home / Journals / CMES / Vol.46, No.2, 2009
Table of Content
  • Open Access

    ARTICLE

    A Three-Point BVP of Time-Dependent Inverse Heat Source Problems and Solving by a TSLGSM

    Weichung Yeih1,2, Chein-Shan Liu3
    CMES-Computer Modeling in Engineering & Sciences, Vol.46, No.2, pp. 107-128, 2009, DOI:10.3970/cmes.2009.046.107
    Abstract We consider an inverse problem for estimating an unknown time dependent heat source H(t) in a heat conduction equation ut(x,t) = uxx(x,t) + H(t). First this inverse problem is formulated as a three-point boundary value problem (BVP) for ODEs discretized from the transformed homogeneous governing equation. To treat this three-point BVP we develop a two-stage Lie-group shooting method (TSLGSM). The novel approach is examined through numerical examples to convince that it is rather accurate and efficient; the estimation error is small even for identifying discontinuous and oscillatory heat sources under noise. More >

  • Open Access

    ARTICLE

    Pricing Options with Stochastic Volatilities by the Local Differential Quadrature Method

    D. L. Young1,2, C. P. Sun1, L. H. Shen1
    CMES-Computer Modeling in Engineering & Sciences, Vol.46, No.2, pp. 129-150, 2009, DOI:10.3970/cmes.2009.046.129
    Abstract A local differential quadrature (LDQ) method to solve the option-pricing models with stochastic volatilities is proposed. The present LDQ method is a newly developed numerical method which preserves the advantage of high-order numerical solution from the classic differential quadrature (DQ) method. The scheme also overcomes the negative effect of the ill-condition for the resultant full matrix and the sensitivity to the grid distribution. It offers a much better approach for finding the optimal order of polynomial approximation when compared to the conventional DQ method. The option-pricing problem under the stochastic volatilities is an important financial engineering topic governed by the… More >

  • Open Access

    ARTICLE

    Probabilistic Interval Response and Reliability Analysis of Structures with A Mixture of Random and Interval Properties

    Wei Gao1, Chongmin Song1, Francis Tin-Loi1
    CMES-Computer Modeling in Engineering & Sciences, Vol.46, No.2, pp. 151-190, 2009, DOI:10.3970/cmes.2009.046.151
    Abstract Static response and reliability of structures with a mixture of random and interval parameters under uncertain loads are investigated in this paper. Structural stiffness matrix is a random interval matrix when some structural parameters are modeled as random variables and others are considered as intervals. The structural displacement and stress responses are also random interval variables. From the static finite element governing equations, the random interval structural responses are obtained using the random interval perturbation method based on the first- and second-order perturbations. The expressions for mean value and standard deviation of random interval structural displacement and stress responses are… More >

  • Open Access

    ARTICLE

    Structural and Tensile Properties of Self-Assembled DNA Network on Mica Surface

    Itsuo Hanasaki, Hirofumi Shintaku, Satoshi Matsunami, Satoyuki Kawano1
    CMES-Computer Modeling in Engineering & Sciences, Vol.46, No.2, pp. 191-208, 2009, DOI:10.3970/cmes.2009.046.191
    Abstract Self-assembly is one of the physical phenomena that are promising for the manufacturing process of the devices on which DNA molecules are mounted as the components. We have conducted a structural study of self-assembled poly(dA)\discretionary poly(dT) DNA networks on mica surface to discuss the design requirements. The results indicate that the network formation process consists of the adsorption and the subsequent coarsening. The final form of the component filaments are roughly straight. These characteristics imply the possible tensile loads during the network formation. Therefore, we have conducted molecular dynamics simulations of tensile tests of a short DNA fragment to elucidate… More >

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