Sedimentation is one of the most important problems in harbors that results in considerable economic costs. Harbor planforms affects the flow pattern in the harbor basin and consequently, plays an important role in sediment transport and sedimentation. In the present study, a two dimensional depth-averaged hydrodynamic and sediment transport model has been developed to investigate the effect of...

A thorough numerical assessment of Finite Difference Time Domain and Complex-Envelope Alternating-Direction-Implicit Finite-Difference-Time-Domain Methods has been carried out based on a basic single mode Plane Optical Waveguide structure. Simulation parameters for both methods were varied and the impact on the performance of both numerical methods is investigated.

Counterparty credit risk (CCR) is a significant factor that financial institutions have to consider in today’s context, and the COVID-19 pandemic military conflicts worldwide heightened concerns about potential default risk. In this work, we investigate changes value of derivatives due counterparty risk, i.e., total adjustment (XVA). We perform XVA for multi-asset option based on multivariate C...

In this paper, a finite-difference time-domain method that is free of the constraint of the Courant stability condition is presented for solving electromagnetic problems. In it, the alternating direction implicit (ADI) technique is applied in formulating the finite-difference time-domain (FDTD) algorithm. Although the resulting formulations are computationally more complicate than the conventio...

In this dissertation, we investigate the parabolic mixed derivative diffusion equation modeling the viscous and viscoelastic effects in a non-Newtonian viscoelastic fluid. The model is analytically considered using Fourier and Laplace transformations. The main focus of the dissertation, however, is the implementation of the Peaceman-Rachford Alternating Direction Implicit method. The one-dimens...

Diffusion model is increasingly employed to simulate diffusion of biological compounds including nutrient, oxygen and chemoattractants in the agent-based model (ABM). However, it takes long compute time to employ conventional numerical methods such as alternating direction implicit (ADI) method to approximate the exact solution of the diffusion processed by sequential computing algorithm. To ov...

A new methodology is introduced for the numerical solution of Partial Differential Equations in general spatial domains. The methodology is based on the use of the well-known Alternating Direction Implicit (ADI) approach of Peaceman and Rachford in conjunction with one-dimensional and high-order accurate Fourier representations of non-periodic data, obtained by way of a certain “continuation me...