Search results

1 – 10 of over 1000
Article
Publication date: 27 March 2023

Xiao Xiao, Fabian Müller, Martin Marco Nell and Kay Hameyer

The goal of this research is to investigate the convergence behavior of the Newton iteration, when solving the nonlinear problem with consideration of hysteresis effects…

Abstract

Purpose

The goal of this research is to investigate the convergence behavior of the Newton iteration, when solving the nonlinear problem with consideration of hysteresis effects. Incorporating the vector hysteresis model in the magnetic vector potential formulation has encountered difficulties. One of the reasons is that the Newton method is very sensitive regarding the starting point and states distinct requirements for the nonlinear function in terms of monotony and smoothness. The other reason is that the differential reluctivity tensor of the material model is discontinuous due to the properties of the stop operators. In this work, line search methods to overcome these difficulties are discussed.

Design/methodology/approach

To stabilize the Newton iteration, line search methods are studied. The first method computes an error-oriented search direction. The second method is based on the Wolfe-Powell rule using the Armijo condition and curvature condition.

Findings

In this paper, the differentiation of the vector stop model, used to evaluate the Jacobian matrix, is studied. Different methods are applied for this nonlinear problem to ensure reliable and stable finite element simulations with consideration of vector hysteresis effects.

Originality/value

In this paper, two different line search Newton methods are applied to solve the magnetic field problems with consideration of vector hysteresis effects and ensure a stable convergence successfully. A comparison of these two methods in terms of robustness and efficiency is presented.

Details

COMPEL - The international journal for computation and mathematics in electrical and electronic engineering , vol. 42 no. 4
Type: Research Article
ISSN: 0332-1649

Keywords

Open Access
Article
Publication date: 1 March 2022

Jaehyuk Choi and Rong Chen

Risk parity, also known as equal risk contribution, has recently gained increasing attention as a portfolio allocation method. However, solving portfolio weights must resort to…

1602

Abstract

Risk parity, also known as equal risk contribution, has recently gained increasing attention as a portfolio allocation method. However, solving portfolio weights must resort to numerical methods as the analytic solution is not available. This study improves two existing iterative methods: the cyclical coordinate descent (CCD) and Newton methods. The authors enhance the CCD method by simplifying the formulation using a correlation matrix and imposing an additional rescaling step. The authors also suggest an improved initial guess inspired by the CCD method for the Newton method. Numerical experiments show that the improved CCD method performs the best and is approximately three times faster than the original CCD method, saving more than 40% of the iterations.

Details

Journal of Derivatives and Quantitative Studies: 선물연구, vol. 30 no. 2
Type: Research Article
ISSN: 1229-988X

Keywords

Article
Publication date: 7 November 2016

Chun-Hui He

Every student knows Newton’s iteration method from a textbook, which is widely used in numerical simulation, what few may know is that its ancient Chinese partner, Ying Buzu Shu…

Abstract

Purpose

Every student knows Newton’s iteration method from a textbook, which is widely used in numerical simulation, what few may know is that its ancient Chinese partner, Ying Buzu Shu, in about second century BC has much advantages over Newton’s method. The purpose of this paper is to introduce the ancient Chinese algorithm and its modifications for numerical simulation.

Design/methodology/approach

An example is given to show that the ancient Chinese algorithm is insensitive to initial guess, while a fast convergence rate is predicted.

Findings

Two new algorithms, which are suitable for numerical simulation, are introduced by absorbing the advantages of the Newton iteration method and the ancient Chinese algorithm.

Research limitations/implications

This paper focuses on a single algebraic equation; however, it is easy to extend the theory to algebraic systems.

Practical implications

The Newton iteration method can be updated in numerical simulation.

Originality/value

The ancient Chinese algorithm is elucidated to have modern applications in various numerical methods.

Details

International Journal of Numerical Methods for Heat & Fluid Flow, vol. 26 no. 8
Type: Research Article
ISSN: 0961-5539

Keywords

Article
Publication date: 3 May 2013

Zainal Salam, Seh Soon Yee and Yasir Saleem

This paper proposes an improved algorithm to compute selective harmonics elimination pulse width modulation (SHEPWM) angles, based on the Newton‐Raphson (NR) iteration for…

Abstract

Purpose

This paper proposes an improved algorithm to compute selective harmonics elimination pulse width modulation (SHEPWM) angles, based on the Newton‐Raphson (NR) iteration for cascaded multilevel inverter (CMI).

Design/methodology/approach

Newton Raphson (NR) is a very popular numerical method for transcendental equations that lack analytical solutions. It has been successfully used to compute the angles for selective harmonics elimination pulse width modulation (SHEPWM) schemes. Despite its effectiveness, NR has not been used for SHEPWM with cascaded multilevel inverter (CMI) structure with equal and non‐equal DC voltage sources. It is known that for CMI, inappropriate selection of initial angles causes long‐iteration time and possibly non‐convergence takes place. The computational difficulty is compounded by the fact that the SHEPWM switching angles need to be correctly sequenced, i.e. each angle must be assigned to the correct output voltage level of the CMI. In this work, an attempt is made to reduce the iteration time and to resolve the non‐convergence problem. The main idea is to relax the switching angle constraint by placing the switching angle sequencing outside the main loop of NR iteration. This allows for the program to run more freely and able to generate more possible solutions for the switching angles. Then these angles are selected to fulfill the requirements of multilevel sequencing. The performance of the proposed technique will be compared with the standard NR for CMI with equal and non‐equal DC sources. The latter case is quite common for CMI with renewable energy applications because the sources normally have different voltage levels.

Findings

Using MATLAB simulation, it will be shown that using this scheme, accurate SHEPWM angles can be achieved for a wide range of fundamental components. Furthermore, significant reduction in iteration time to compute the SHEPWM switching angles is achieved.

Originality/value

This paper proposes an improved algorithm to compute SHEPWM angles based on NR iteration.

Details

COMPEL - The international journal for computation and mathematics in electrical and electronic engineering, vol. 32 no. 3
Type: Research Article
ISSN: 0332-1649

Keywords

Article
Publication date: 14 May 2020

Jinting Yang and Tong Zhang

The purpose of this paper is to propose three iterative finite element methods for equations of thermally coupled incompressible magneto-hydrodynamics (MHD) on 2D/3D bounded…

Abstract

Purpose

The purpose of this paper is to propose three iterative finite element methods for equations of thermally coupled incompressible magneto-hydrodynamics (MHD) on 2D/3D bounded domain. The detailed theoretical analysis and some numerical results are presented. The main results show that the Stokes iterative method has the strictest restrictions on the physical parameters, and the Newton’s iterative method has the higher accuracy and the Oseen iterative method is stable unconditionally.

Design/methodology/approach

Three iterative finite element methods have been designed for the thermally coupled incompressible MHD flow on 2D/3D bounded domain. The Oseen iterative scheme includes solving a linearized steady MHD and Oseen equations; unconditional stability and optimal error estimates of numerical approximations at each iterative step are established under the uniqueness condition. Stability and convergence of numerical solutions in Newton and Stokes’ iterative schemes are also analyzed under some strong uniqueness conditions.

Findings

This work was supported by the NSF of China (No. 11971152).

Originality/value

This paper presents the best choice for solving the steady thermally coupled MHD equations with different physical parameters.

Details

International Journal of Numerical Methods for Heat & Fluid Flow, vol. 30 no. 12
Type: Research Article
ISSN: 0961-5539

Keywords

Article
Publication date: 2 May 2024

Alamgir Khan, Javed Iqbal and Rasool Shah

This study presents a two-step numerical iteration method specifically designed to solve absolute value equations. The proposed method is valuable and efficient for solving…

Abstract

Purpose

This study presents a two-step numerical iteration method specifically designed to solve absolute value equations. The proposed method is valuable and efficient for solving absolute value equations. Several numerical examples were taken to demonstrate the accuracy and efficiency of the proposed method.

Design/methodology/approach

We present a two-step numerical iteration method for solving absolute value equations. Our two-step method consists of a predictor-corrector technique. The new method uses the generalized Newton method as the predictor step. The four-point open Newton-Cotes formula is considered the corrector step. The convergence of the proposed method is discussed in detail. This new method is highly effective for solving large systems due to its simplicity and effectiveness. We consider the beam equation, using the finite difference method to transform it into a system of absolute value equations, and then solve it using the proposed method.

Findings

The paper provides empirical insights into how to solve a system of absolute value equations.

Originality/value

This paper fulfills an identified need to study absolute value equations.

Details

Engineering Computations, vol. 41 no. 3
Type: Research Article
ISSN: 0264-4401

Keywords

Article
Publication date: 1 August 1997

Wenhua Ling and Henryk K. Stolarski

Some frictional contact problems are characterized by significant variations in the location and size of the contact area occurring in the process of deformation. When this…

Abstract

Some frictional contact problems are characterized by significant variations in the location and size of the contact area occurring in the process of deformation. When this feature is combined with strongly non‐linear, path‐dependent material behaviour, difficulties with convergence of the typically used iterative processes can be encountered. Demonstrates this by analysis of press‐fit connection, a typical problem in which both of those characteristics can be present. Offers an explanation as to the possible source of those difficulties. Suggests in support of this explanation, two simple modifications of the usual iterative schemes. In spite of their simplicity, they are found to be more robust than those usual schemes which are normally used in numerical analysis of similar problems.

Details

Engineering Computations, vol. 14 no. 5
Type: Research Article
ISSN: 0264-4401

Keywords

Article
Publication date: 13 November 2023

Yang Li and Tianxiang Lan

This paper aims to employ a multivariate nonlinear regression analysis to establish a predictive model for the final fracture area, while accounting for the impact of individual…

Abstract

Purpose

This paper aims to employ a multivariate nonlinear regression analysis to establish a predictive model for the final fracture area, while accounting for the impact of individual parameters.

Design/methodology/approach

This analysis is based on the numerical simulation data obtained, using the hybrid finite element–discrete element (FE–DE) method. The forecasting model was compared with the numerical results and the accuracy of the model was evaluated by the root mean square (RMS) and the RMS error, the mean absolute error and the mean absolute percentage error.

Findings

The multivariate nonlinear regression model can accurately predict the nonlinear relationships between injection rate, leakoff coefficient, elastic modulus, permeability, Poisson’s ratio, pore pressure and final fracture area. The regression equations obtained from the Newton iteration of the least squares method are strong in terms of the fit to the six sensitive parameters, and the model follow essentially the same trend with the numerical simulation data, with no systematic divergence detected. Least absolutely deviation has a significantly weaker performance than the least squares method. The percentage contribution of sensitive parameters to the final fracture area is available from the simulation results and forecast model. Injection rate, leakoff coefficient, permeability, elastic modulus, pore pressure and Poisson’s ratio contribute 43.4%, −19.4%, 24.8%, −19.2%, −21.3% and 10.1% to the final fracture area, respectively, as they increased gradually. In summary, (1) the fluid injection rate has the greatest influence on the final fracture area. (2)The multivariate nonlinear regression equation was optimally obtained after 59 iterations of the least squares-based Newton method and 27 derivative evaluations, with a decidability coefficient R2 = 0.711 representing the model reliability and the regression equations fit the four parameters of leakoff coefficient, permeability, elastic modulus and pore pressure very satisfactorily. The models follow essentially the identical trend with the numerical simulation data and there is no systematic divergence. The least absolute deviation has a significantly weaker fit than the least squares method. (3)The nonlinear forecasting model of physical parameters of hydraulic fracturing established in this paper can be applied as a standard for optimizing the fracturing strategy and predicting the fracturing efficiency in situ field and numerical simulation. Its effectiveness can be trained and optimized by experimental and simulation data, and taking into account more basic data and establishing regression equations, containing more fracturing parameters will be the further research interests.

Originality/value

The nonlinear forecasting model of physical parameters of hydraulic fracturing established in this paper can be applied as a standard for optimizing the fracturing strategy and predicting the fracturing efficiency in situ field and numerical simulation. Its effectiveness can be trained and optimized by experimental and simulation data, and taking into account more basic data and establishing regression equations, containing more fracturing parameters will be the further research interests.

Details

Engineering Computations, vol. 40 no. 9/10
Type: Research Article
ISSN: 0264-4401

Keywords

Article
Publication date: 28 September 2022

Xvdong Ren, Xiuke Yan, Chen Xu, YanLi Zhang and Dexin Xie

The purpose of this study is to develop a reliable finite element algorithm based on the transmission line method (TLM) to solve the nonlinear problem in electromagnetic field…

Abstract

Purpose

The purpose of this study is to develop a reliable finite element algorithm based on the transmission line method (TLM) to solve the nonlinear problem in electromagnetic field calculation.

Design/methodology/approach

In this paper, the TLM has been researched and applied to solve nonlinear iteration in FEM. LU decomposition method and the Jacobi preconditioned conjugate gradient method have been investigated to solve the equations in transmission line finite element method (FEM-TLM). The algorithms have been developed in C++ language. The algorithm is applied to analyze the magnetic field of a long straight current-carrying wire and a single-phase transformer.

Findings

FEM-TLM is more effective than traditional FEM in nonlinear iteration. The results of FEM-TLM have been compared and analyzed under different calculation scales. It is found that the LU decomposition method is more suitable for FEM-TLM because there is no need to repeatedly assemble the global coefficient matrix in the iterative solution process and it is not affected by the disturbance of the right-hand vector.

Originality/value

An effective algorithm is provided for solving nonlinear problems in the electromagnetic field, which can save a lot of computing costs. The efficiency of LU decomposition and CG method in FEM-TLM nonlinear iteration is investigated, which also makes a preliminary exploration for the research of FEM-TLM parallel algorithms.

Details

COMPEL - The international journal for computation and mathematics in electrical and electronic engineering , vol. 42 no. 1
Type: Research Article
ISSN: 0332-1649

Keywords

Article
Publication date: 1 August 2003

Peter Pivonka and Kaspar Willam

In this paper, we examine the influence of the third invariant in computational plasticity. For this purpose we consider the extended Leon model, an elasto‐plastic model for…

1124

Abstract

In this paper, we examine the influence of the third invariant in computational plasticity. For this purpose we consider the extended Leon model, an elasto‐plastic model for concrete materials which accounts for the difference of shear strength in triaxial compression and triaxial extension. Consequently, the deviatoric trace of the loading surface is no longer circular like in von Mises and Drucker‐Prager plasticity. In the limit it approaches the triangular shape of the Rankine condition of maximum direct stress. Thereby, elliptic functions describe the out‐of‐roundness of the circular trace in terms of C1‐continuous functions of the Lode angle. The algorithmic aspects of the third invariant considerably complicate the computational implementation since the radial return method of J2‐plasticity does no longer maintain normality leading to loss of deviatoric associativity. The paper will focus on the computational issues near the three regions with high curvature at the compressive meridians with special attention on the lack of convergence of the plastic return algorithm and its slow rate of convergence in these regions. The algorithmic discussion at the constitutive level will be augmented by the axial plane‐strain compression test in order to illustrate the effect of the third invariant at the structural level of finite element analysis.

Details

Engineering Computations, vol. 20 no. 5/6
Type: Research Article
ISSN: 0264-4401

Keywords

1 – 10 of over 1000