Numerical simulation of A-type hydraulic jumps at positive steps

2000 ◽  
Vol 27 (4) ◽  
pp. 805-813 ◽  
Author(s):  
A Burcu Altan Sakarya ◽  
Nuray Denli Tokyay

A numerical simulation of the A-type hydraulic jump at a positive step, which is an example of mixed supercritical-subcritical flow with a discontinuity at the channel bed, is given by using an integral approach. A gradually varied subcritical flow over a rectangular, horizontal, and prismatic channel with an abrupt bottom rise is considered as the initial condition. Then, the upstream depth is decreased to a value producing a supercritical flow and remaining unchanged during computations. The resulting unsteady flow is solved by using both the MacCormack and the dissipative two-four schemes for the one-dimensional, unsteady Saint-Venant equations. In the numerical simulation, the step is treated as an internal boundary. At the downstream and the internal boundaries, the method of characteristics is employed to compute the relevant parameters. The numerical simulation is verified by comparing the results with the available data and analytical methods.Key words: hydraulic jump, positive step, numerical simulation, internal boundary.

RBRH ◽  
2018 ◽  
Vol 23 (0) ◽  
Author(s):  
Alice César Fassoni-Andrade ◽  
Fernando Mainardi Fan ◽  
Walter Collischonn ◽  
Artur César Fassoni ◽  
Rodrigo Cauduro Dias de Paiva

ABSTRACT The one-dimensional flow routing inertial model, formulated as an explicit solution, has advantages over other explicit models used in hydrological models that simplify the Saint-Venant equations. The main advantage is a simple formulation with good results. However, the inertial model is restricted to a small time step to avoid numerical instability. This paper proposes six numerical schemes that modify the one-dimensional inertial model in order to increase the numerical stability of the solution. The proposed numerical schemes were compared to the original scheme in four situations of river’s slope (normal, low, high and very high) and in two situations where the river is subject to downstream effects (dam backwater and tides). The results are discussed in terms of stability, peak flow, processing time, volume conservation error and RMSE (Root Mean Square Error). In general, the schemes showed improvement relative to each type of application. In particular, the numerical scheme here called Prog Q(k+1)xQ(k+1) stood out presenting advantages with greater numerical stability in relation to the original scheme. However, this scheme was not successful in the tide simulation situation. In addition, it was observed that the inclusion of the hydraulic radius calculation without simplification in the numerical schemes improved the results without increasing the computational time.


1992 ◽  
Vol 45 (14) ◽  
pp. 7850-7871 ◽  
Author(s):  
Z. Y. Weng ◽  
D. N. Sheng ◽  
C. S. Ting ◽  
Z. B. Su

2014 ◽  
Vol 215 ◽  
pp. 394-399 ◽  
Author(s):  
Svetlana E. Sheshukova ◽  
Evgenii N. Beginin ◽  
Maria A. Morozova ◽  
Yurii P. Sharaevskii ◽  
Sergey A. Nikitov

A model describing the propagation of surface magnetostatic waves in the one-dimensional finite length magnonic crystal (MC) with losses was constructed. The features of microwave pulse passing through the band gap of MC were investigated experimentally. The conditions of soliton-like pulse formation were defined experimentally and by numerical simulation.


2015 ◽  
Vol 93 (11) ◽  
pp. 1343-1351 ◽  
Author(s):  
Manjeet Singh Gautam

This article analyzes the validity of static Woods–Saxon potential and the energy-dependent Woods–Saxon potential (EDWSP) to explore the specific features of fusion dynamics of [Formula: see text] and [Formula: see text] systems. The intrinsic degrees of freedom, such as inelastic surface excitations, play a crucial role in the enhancement of sub-barrier fusion excitation functions over the expectations of the one-dimensional barrier penetration model. Role of dominant intrinsic degrees of freedom of collision partners are entertained within the context of coupled channel calculations. Furthermore, the one-dimensional Wong formula using static Woods–Saxon potential fails miserably to describe the fusion enhancement of [Formula: see text] and [Formula: see text] systems. However, the Wong formula along with the EDWSP model accurately explains the observed fusion enhancement of [Formula: see text] reactions. In the fusion of [Formula: see text] reaction, the above-barrier fusion data are suppressed by a factor of 0.66 with reference to the EDWSP model calculations while the below-barrier fusion data are adequately addressed by the EDWSP model and the coupled channel calculations. Therefore, the coupled channel calculations and the EDWSP model calculations reasonably describe the observed fusion mechanism of [Formula: see text] and [Formula: see text] reactions. This suggests that the energy dependence in the Woods–Saxon potential model introduces similar kinds of barrier modification effects (barrier height, barrier position, and barrier curvature) as reflected from the coupled channel calculations. In the EDWSP model calculations, significantly larger values of diffuseness ranging from a = 0.86 to 0.94 fm, which is much larger than a value extracted from the elastic scattering analysis, are needed to address the sub-barrier fusion data.


1998 ◽  
Vol 96 (2) ◽  
pp. 137-140 ◽  
Author(s):  
M. Qjani ◽  
A. Arbaoui ◽  
A. Ayadi ◽  
Y. Boughaleb ◽  
J. Dumas

1999 ◽  
Vol 02 (04) ◽  
pp. 381-407 ◽  
Author(s):  
ELEONORA BENNATI ◽  
MARCO ROSA-CLOT ◽  
STEFANO TADDEI

We use a path integral approach for solving the stochastic equations underlying the financial markets, and show the equivalence between the path integral and the usual SDE and PDE methods. We analyze both the one-dimensional and the multi-dimensional cases, with point dependent drift and volatility, and describe a covariant formulation which allows general changes of variables. Finally we apply the method to some economic models with analytical solutions. In particular, we evaluate the expectation value of functionals which correspond to quantities of financial interest.


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