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Development of Reliability Evaluation System for Numerical Solutions by Introducing Stochastic Approach and Application to Complicated Fluid Dynamics Simulation

Research Project

Project/Area Number 18540118
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionKanazawa University

Principal Investigator

HATAUE Itaru  Kanazawa University, Graduate School of Natural Science and Technology, Professor (50218476)

Co-Investigator(Kenkyū-buntansha) OSHIMA Yoich  Kumamoto University, Graduate School of Natural Science and Technology, Professor (20040404)
ITO Shunji  Kanazawa University, Graduate School of Natural Science and Technology, Professor (30055321)
OMORI Katsushi  Toyama University, Faculty of Human Development, Professor (20110231)
Project Period (FY) 2006 – 2007
Project Status Completed (Fiscal Year 2007)
Budget Amount *help
¥3,820,000 (Direct Cost: ¥3,400,000、Indirect Cost: ¥420,000)
Fiscal Year 2007: ¥1,820,000 (Direct Cost: ¥1,400,000、Indirect Cost: ¥420,000)
Fiscal Year 2006: ¥2,000,000 (Direct Cost: ¥2,000,000)
KeywordsRandomness / Stochastic difference equation / Simulation / Stability / Traffic flow / Macroscopic model / Flux-free
Research Abstract

For the purpose of development of reliability evaluation system for numerical solutions, we tried to discuss how structure of numerical solutions of a stochastic difference equation changes by the insertion of errors with the random style from the viewpoints of probabilistic approaches. Errors in solving the nonlinear systems are inserted randomly and structure of solutions becomes very complicated We try to investigate the dependence of the structure of numerical solutions on insertion of random errors As a fundamental study, the stochastic differential equation based on the deterministic logistic differential equation and the Lorenz equations are considered. A new approach, sample mean dynamical system (SMDS), is proposed in order to analyze the dependence of the structure of numerical solutions of discretized dynamical system on insertion of random errors and the relation between the size of noise and characteristics of obtained numerical solutions is discussed.
In addition, we appli … More ed them to the issues of real fluid calculation and the problem of traffic jam in order to analyze several factors which govern nonlinear phenomena. First, we tried to discuss the dependence of the structure of numerical solutions of incompressible fluid equations on insertion of random errors in solving simultaneous equations. Dependence of the averaged structure of numerical solutions of fluid simulations on forcibly added random errors are discussed. Next, we give some theoretical considerations on the flux-free finite-element method for the generalized Stokes interface problem arising from the immiscible two-fluid flow problems. In the flux-free finite-element method, the flux constraint is posed as another Lagrange multiplier to keep the zero-flux on the interface. As a result, the mass of each fluid is expected to be preserved at every time step. We fast study the effect of discontinuous coefficients(viscosity and density)on the error of the standard finite element approximations very carefully. Then, the analysis is extended to the flux-free finite element method. As for the problem of traffic jam, the formation of the traffic congestion in two-lane traffic flow is studied. The two-lane macroscopic model using the optimal velocity model which has been introduced in the microscopic model is constructed on the basis of the one-lane model. We adopt different optimal velocity function to each lane and new rules of changing lanes are introduced. Numerical simulations are performed in order to investigate the characteristic phenomena of two-lane traffic flow In particular, we concentrate the discussion about the property of "Synchronized flow', one of the most characteristic phenomena of two-lane traffic flow Furthermore, the fundamental diagrams from the simulations are compared with those observed in a highway. Less

Report

(3 results)
  • 2007 Annual Research Report   Final Research Report Summary
  • 2006 Annual Research Report
  • Research Products

    (25 results)

All 2008 2007 2006

All Journal Article (16 results) (of which Peer Reviewed: 9 results) Presentation (9 results)

  • [Journal Article] Analysis by Macroscopic Model Using Optimal Velocity Model in Two-lane Traffic Flow.2008

    • Author(s)
      I. Hataue and S. Suzuki
    • Journal Title

      Information Vol.11

      Pages: 179-190

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] Analysis by Macroscopic Model Using Optimal Velocity Model in Two-lane Traffic Flow2008

    • Author(s)
      I. Hataue, S. Suzuki
    • Journal Title

      Information Vol.11

      Pages: 179-190

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Flux-free Finite Element Method with Lagrange Multipliers for Two-Fluid Flows2008

    • Author(s)
      K. Ohmori, N. Saito
    • Journal Title

      Journal of Scientific Computing Vol.32

      Pages: 147-173

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Analysis by Macroscopic Model Using Optimal Velocity Model in Two-lane Traffic Flow2008

    • Author(s)
      I. Hataue and S. Suzuki
    • Journal Title

      Information Vol.11

      Pages: 179-190

    • Related Report
      2007 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Effect of Random Errors on Statistical Behavior of Discretized Dynamical System.2007

    • Author(s)
      I. Hataue and Y. Saisho
    • Journal Title

      Information Vol.10

      Pages: 5-14

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] On Dependence of Structure of Numerical Solutions on Insertion of Random Errors.2007

    • Author(s)
      I. Hataue
    • Journal Title

      AIAA-Paper 2007-0107

      Pages: 1-11

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] On Substitution Invariant Sturmian Words: An Application of Rauzy Fractals.2007

    • Author(s)
      V. Berthe, H. Ei, S. Ito and H. Rao
    • Journal Title

      Theor. Inform. Appl. Vol.41

      Pages: 329-349

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] On the Convergence of Finite Element Solutions to the Interface Problem for the Stokes System.2007

    • Author(s)
      K. Ohmori and N. Saito
    • Journal Title

      Journal of Computational and Applied Mathematics Vol.198

      Pages: 116-128

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] Flux-free Finite Element Method with Lagrange Multipliers for Two-fluid Flows2007

    • Author(s)
      K. Ohmori and N. Saito
    • Journal Title

      Journal of Scientific Computing Vol.32

      Pages: 147-173

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Annual Research Report 2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] On Dependence of Structure of Numerical Solutions on Insertion of Random Errors2007

    • Author(s)
      I. Hataue, Y. Saisho
    • Journal Title

      Information Vol.10

      Pages: 297-310

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] On Dependence of Structure of Numerical Solutions on Insertion of Random Errors2007

    • Author(s)
      I. Hataue
    • Journal Title

      AIAA-Paper(CD-ROM) 2007-0107

      Pages: 1-11

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] On Dependence of Structure of Numerical Solutions on Insertion of Random Errors2007

    • Author(s)
      Itaru Hataue
    • Journal Title

      AIAA-Paper 2007-0107

      Pages: 1-11

    • Related Report
      2006 Annual Research Report
  • [Journal Article] Effect of Random Errors on Statistical Behavior of Discretized Dynamical System2007

    • Author(s)
      Itaru Hataue, Yasumasa Saisho
    • Journal Title

      Information vol.10,No.1

      Pages: 5-14

    • Related Report
      2006 Annual Research Report
  • [Journal Article] On an Optimal Stopping Problem of Time Inhomogeneous Diffusion Processes.2006

    • Author(s)
      Y. Oshima
    • Journal Title

      SIAM J. Control Optim. Vol.45

      Pages: 565-579

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] Atomic Surfaces, Tilings and Coincidence. I. Irreducible Case.2006

    • Author(s)
      S. Ito and H. Rao
    • Journal Title

      Israel J. Math. Vol.153

      Pages: 129-155

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] On an Optimal Stopping Problem of Time Inhomogeneous Diffusion Processes2006

    • Author(s)
      Y. Oshima
    • Journal Title

      SIAM J. Control OptimSIAM J. Control Optim.(electronic) Vol.45

      Pages: 565-579

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] On the Reachability to Some Moving Domains of Time Inhomogeneous Diffusion Processes.2008

    • Author(s)
      Y. Oshima
    • Organizer
      ディリクレ形式とマルコフ過程に関する話題
    • Place of Presentation
      熊本大学
    • Year and Date
      2008-02-16
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Flux-Free Finite Element Method with Lagrange Multipliers for Immiscible Two-Fluid Flows.2007

    • Author(s)
      K. Ohmori
    • Organizer
      International Workshop on Applied Mathematics and Computational Science
    • Place of Presentation
      東京
    • Year and Date
      2007-09-25
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] 流体シミュレーション計算の近似解の構造における反復解法の誤差の依存性2007

    • Author(s)
      畑上到
    • Organizer
      日本応用数理学会2007年度年会
    • Place of Presentation
      北海道大学
    • Year and Date
      2007-09-15
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] On Analogy of Effect of Random Errors to Several Stabilizing Terms in Flow Simulations2007

    • Author(s)
      I. Hataue
    • Organizer
      ICIAM2007
    • Place of Presentation
      チューリッヒ(スイス)
    • Year and Date
      2007-07-18
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Annual Research Report 2007 Final Research Report Summary
  • [Presentation] On Analogy of Effect of Random Errors to Several Stabilizing Terms in Flow Simulations2007

    • Author(s)
      I. Hataue
    • Organizer
      ICIAM2007
    • Place of Presentation
      Turich(Switzerland)
    • Year and Date
      2007-07-18
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] 2車線交通流におけるOV関数を用いたマクロモデルによる解析2007

    • Author(s)
      畑上到, 鈴木修司
    • Organizer
      第11回環瀬戸内応用数理シンポジウム
    • Place of Presentation
      岡山理科大学
    • Year and Date
      2007-07-07
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Flux-Free Finite Element Method for Immiscible Two-Fluid Flows.2007

    • Author(s)
      K. Ohmori
    • Organizer
      INSF2007
    • Place of Presentation
      福岡
    • Year and Date
      2007-06-27
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Flux-Free Finite Element Method for Immiscible Two-Fluid Flows2007

    • Author(s)
      K. Ohmori
    • Organizer
      INSF2007
    • Place of Presentation
      Fukuoka(Japan)
    • Year and Date
      2007-06-27
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] 円柱周りの流れの平均的挙動に対するランダムな誤差移入の影響2006

    • Author(s)
      畑上到
    • Organizer
      日本応用数理学会2006年度年会
    • Place of Presentation
      筑波大学
    • Year and Date
      2006-09-16
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary

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Published: 2006-04-01   Modified: 2016-04-21  

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