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  • Open Access

    ARTICLE

    On the application of MQ-RBF to the valuation of derivative securities

    S. Choi1, M.D. Marcozzi1

    CMES-Computer Modeling in Engineering & Sciences, Vol.5, No.3, pp. 201-212, 2004, DOI:10.3970/cmes.2004.005.201

    Abstract The general intractability of derivative security pricing models to numerical techniques arguably remains one of the preeminant problems of mathematical finance. In particular, the valuations of such models may be represented as solutions of variational inequalities of evolutionary type typically characterized by their high number of degrees of freedom, unbounded domains, and asymptotic behavior. We consider the application of Multi-Quadratic Radial Basis Functions (MQ-RBF) to the problem of option pricing. More >

  • Open Access

    ARTICLE

    Micropolar Theory and Its Applications to Mesoscopic and Microscopic Problems

    Youping Chen1, James D Lee2, Azim Esk,arian1

    CMES-Computer Modeling in Engineering & Sciences, Vol.5, No.1, pp. 35-44, 2004, DOI:10.3970/cmes.2004.005.035

    Abstract This paper addresses the need of theories and simulations for material body of mesoscopic and microscopic sizes. An overview of polar theories is presented. The micropolar theory proposed by Eringen is introduced and compared with other polar theories. Constitutive equations of micropolar thermo-visco-elastic solid are derived. Finite element analyses have been performed for a few sample problems with wide range of length scales. Based on the discussion, comparison and computer simulations, the unique feature and applicability of micropolar theory are demonstrated. More >

  • Open Access

    ARTICLE

    Transient Response in Cross-Ply Laminated Cylinders and Its Application to Reconstruction of Elastic Constants

    X. Han1,2,3, G. R. Liu1,2, G. Y. Li 1

    CMC-Computers, Materials & Continua, Vol.1, No.1, pp. 39-50, 2004, DOI:10.3970/cmc.2004.001.039

    Abstract An efficient hybrid numerical method is presented for investigating transient response of cross-ply laminated axisymmetric cylinders subjected to an impact load. In this hybrid numerical method, the laminated cylinder is divided into layered cylindrical elements in the thickness direction. The Hamilton principle is used to develop governing equations of the structure. The displacement response is determined by employing the Fourier transformations and the modal analysis. Numerical examples for analyzing transient waves have been provided in axisymmetric laminated cylindrical structures, both for thin cylindrical shells and thick cylinders.
    A computational inverse technique is also presented for More >

  • Open Access

    ARTICLE

    Application of MBPE Method to Frequency Domain Hybrid Techniques to Compute RCS of Electrically Large Objects

    C. J. Reddy1

    CMES-Computer Modeling in Engineering & Sciences, Vol.5, No.5, pp. 455-462, 2004, DOI:10.3970/cmes.2004.005.455

    Abstract This paper presents an efficient algorithm to evaluate multi-spectral and multi-angular monostatic radar cross section (RCS) of large objects with very fine increments. The technique is based on the combination of Model Based Parameter Estimation (MBPE) method with hybrid frequency domain formulations. A general approach to formulation of MBPE is presented along with a similar approach called the Asymptotic Waveform Evaluation (AWE). Various numerical examples are presented for multi-spectral response calculations using method of moments (MoM) and the hybrid Finite Element-MoM technique in conjunction with MBPE. Example application of MBPE for hybrid MoM-Physical Optics approach More >

  • Open Access

    ARTICLE

    Scalable Electromagnetic Simulation Environment

    Raju R. Namburu1, Eric R. Mark, Jerry A. Clarke

    CMES-Computer Modeling in Engineering & Sciences, Vol.5, No.5, pp. 443-454, 2004, DOI:10.3970/cmes.2004.005.443

    Abstract Computational electromagnetic (CEM) simulations of full-range military vehicles play a critical role in enhancing the survivability and target recognition of combat systems. Modeling of full-range military systems subjected to high frequencies may involve generating large-scale meshes, solving equations, visualization, and analysis of results in the range of billions of unknowns or grid points. Hence, the overall objective of this research is to develop and demonstrate a scalable CEM software environment to address accurate prediction of radar cross sections (RCS) for full- range armored vehicles with realistic material treatments and complex geometric configurations. A software environment… More >

  • Open Access

    ARTICLE

    Integrated Green's Function Molecular Dynamics Method for Multiscale Modeling of Nanostructures: Application to Au Nanoisland in Cu1

    V.K. Tewary2, D.T. Read2

    CMES-Computer Modeling in Engineering & Sciences, Vol.6, No.4, pp. 359-372, 2004, DOI:10.3970/cmes.2004.006.359

    Abstract An integrated Green's function and molecular dynamics technique is developed for multiscale modeling of a nanostructure in a semi-infinite crystal lattice. The equilibrium configuration of the atoms inside and around the nanostructure is calculated by using molecular dynamics that accounts for nonlinear interatomic forces. The molecular dynamics is coupled with the lattice statics Green's function for a large crystallite containing a million or more atoms. This gives a fully atomistic description of a nanostructure in a large crystallite that includes the effect of nonlinear forces. The lattice statics Green's function is then related to the… More >

  • Open Access

    ARTICLE

    Numerical modeling of shape-memory alloys in orthodontics

    F. Auricchio1, L. Petrini2, R. Pietrabissa3, E. Sacco4

    CMES-Computer Modeling in Engineering & Sciences, Vol.4, No.3&4, pp. 365-380, 2003, DOI:10.3970/cmes.2003.004.365

    Abstract Since 80’s many devices were developed to exploit the unique blend of mechanical and biocompatibility properties of shape memory alloys in orthodontic applications. It results in a high clinical effectiveness, but also in a spreading of technical knowledge on the properties of the single appliances. The goal of the present contribution is to contrast this sense of bewilderness and to prepare the basis for a simulationtool able to support the orthodontist choice. In particular a finite-element beam with a one-dimensional constitutive law, able to describe the SMA super elasticity and shape memory effect, is presented: More >

  • Open Access

    ARTICLE

    The Identification of Elastic Moduli of a Stratified Layer Through Localized Surface Probes, with Biomedical Applications

    A.R.Skovoroda1, R.V.Goldstein2

    CMES-Computer Modeling in Engineering & Sciences, Vol.4, No.3&4, pp. 457-472, 2003, DOI:10.3970/cmes.2003.004.457

    Abstract We discuss the inverse problem of the recovery of the distribution of the elastic moduli of a stratified layer, based on measurements of the surface displacement under localized surface loads. A general parametric solution and a numerical procedure for computing the parameters are presented. Examples of numerical results are given. The problem and its solution are related to the monitoring of elastic properties of living tissues. More >

  • Open Access

    ARTICLE

    Biological Growth and Remodeling: A Uniaxial Example with Possible Application to Tendons and Ligaments

    I. J. Rao1, J.D. Humphrey2, K.R. Rajagopal3

    CMES-Computer Modeling in Engineering & Sciences, Vol.4, No.3&4, pp. 439-456, 2003, DOI:10.3970/cmes.2003.004.439

    Abstract Recent discoveries in molecular and cell biology reveal that many cell types sense and respond (via altered gene expression) to changes in their mechanical environment. Such mechanotransduction mechanisms are responsible for many changes in structure and function, including the growth and remodeling process. To understand better, and ultimately to use (e.g., in tissue engineering), biological growth and remodeling, there is a need for mathematical models that have predictive and not just descriptive capability. In contrast to prior models based on reaction-diffusion equations or the concept of volumetric growth, we examine here a newly proposed constrained More >

  • Open Access

    ARTICLE

    A Method for Estimating Relative Bone Loads from CT Data with Application to the Radius and the Ulna

    K.J. Fischer1,2, J.A. Bastidas3, H.J. Pfaeffle2, J.D. Towers2

    CMES-Computer Modeling in Engineering & Sciences, Vol.4, No.3&4, pp. 397-404, 2003, DOI:10.3970/cmes.2003.004.397

    Abstract The two bones of the forearm, the radius and the ulna, have been shown to bear different proportions of the overall forearm load at the wrist and the elbow. This biomechanical data suggests load transfer between the bones occurs through the soft tissues of the forearm. Load transfer from radius to ulna through passive soft tissues such as the interosseous ligament (IOL) has been experimentally measured. Ex vivo studies of the forearm, however, cannot account for the effect of internal loads generated by the muscles and, in some cases, external forces acting directly on the… More >

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