On Solving Non-Standard H-/H2/H-Infinity Fault Detection Problems

We discuss solvability issues of H_-/H_2/infinity optimal fault detection problems in the most general setting. A solution approach is presented which successively reduces the initial problem to simpler ones. The last computational step generally may involve the solution of a non-standard H_-/H_2/infinity optimization problem for which we discuss possible solution approaches. Using an appropriate definition of the H- index, we provide a complete solution of this problem in the case of H2-norm. Furthermore, we discuss the solvability issues in the case of H-infinity-norm.

Adjoint algorithms for the Navier-Stokes equations in the low Mach number limit

This paper describes a derivation of the adjoint low Mach number equations and their implementation and validation within a global mode solver. The advantage of using the low Mach number equations and their adjoints is that they are appropriate for flows with variable density, such as flames, but do not require resolution of acoustic waves. Two versions of the adjoint are implemented and assessed: a discrete-adjoint and a continuous-adjoint. The most unstable global mode calculated with the discrete-adjoint has exactly the same eigenvalue as the corresponding direct global mode but contains numerical artifacts near the inlet. The most unstable global mode calculated with the continuous-adjoint has no numerical artifacts but a slightly different eigenvalue. The eigenvalues converge, however, as the timestep reduces. Apart from the numerical artifacts, the mode shapes are very similar, which supports the expectation that they are otherwise equivalent. The continuous-adjoint requires less resolution and usually converges more quickly than the discrete-adjoint but is more challenging to implement. Finally, the direct and adjoint global modes are combined in order to calculate the wavemaker region of a low density jet. © 2011 Elsevier Inc.

Construction of nonparametric Bayesian models from parametric Bayes equations

We consider the general problem of constructing nonparametric Bayesian models on infinite-dimensional random objects, such as functions, infinite graphs or infinite permutations. The problem has generated much interest in machine learning, where it is treated heuristically, but has not been studied in full generality in non-parametric Bayesian statistics, which tends to focus on models over probability distributions. Our approach applies a standard tool of stochastic process theory, the construction of stochastic processes from their finite-dimensional marginal distributions. The main contribution of the paper is a generalization of the classic Kolmogorov extension theorem to conditional probabilities. This extension allows a rigorous construction of nonparametric Bayesian models from systems of finite-dimensional, parametric Bayes equations. Using this approach, we show (i) how existence of a conjugate posterior for the nonparametric model can be guaranteed by choosing conjugate finite-dimensional models in the construction, (ii) how the mapping to the posterior parameters of the nonparametric model can be explicitly determined, and (iii) that the construction of conjugate models in essence requires the finite-dimensional models to be in the exponential family. As an application of our constructive framework, we derive a model on infinite permutations, the nonparametric Bayesian analogue of a model recently proposed for the analysis of rank data.

Shallow water equations: Magic and limitations

D Liang from Cambridge University explains the shallow water equations and their applications to the dam-break and other steep-fronted flow modeling. They assume that the horizontal scale of the flow is much greater than the vertical scale, which means the flow is restricted within a thin layer, thus the vertical momentum is insignificant and the pressure distribution is hydrostatic. The left hand sides of the two momentum equations represent the acceleration of the fluid particle in the horizontal plane. If the fluid acceleration is ignored, then the two momentum equations are simplified into the so-called diffusion wave equations. In contrast to the SWEs approach, it is much less convenient to model floods with the Navier-Stokes equations. In conventional computational fluid dynamics (CFD), cumbersome treatments are needed to accurately capture the shape of the free surface. The SWEs are derived using the assumptions of small vertical velocity component, smooth water surface, gradual variation and hydrostatic pressure distribution.

Nature-inspired microfluidic propulsion using magnetic actuation.

In this work we mimic the efficient propulsion mechanism of natural cilia by magnetically actuating thin films in a cyclic but non-reciprocating manner. By simultaneously solving the elastodynamic, magnetostatic, and fluid mechanics equations, we show that the amount of fluid propelled is proportional to the area swept by the cilia. By using the intricate interplay between film magnetization and applied field we are able to generate a pronounced asymmetry and associated flow. We delineate the functional response of the system in terms of three dimensionless parameters that capture the relative contribution of elastic, inertial, viscous, and magnetic forces.

On solving non-standard ℍ -/ℍ 2/∞ fault detection problems

We discuss solvability issues of ℍ -/ℍ 2/∞ optimal fault detection problems in the most general setting. A solution approach is presented which successively reduces the initial problem to simpler ones. The last computational step generally may involve the solution of a non-standard ℍ -/ ℍ 2/∞ optimization problem for which we discuss possible solution approaches. Using an appropriate definition of the ℍ -- index, we provide a complete solution of this problem in the case of ℍ 2-norm. Furthermore, we discuss the solvability issues in the case of ℍ ∞-norm. © 2011 IEEE.

Energy stable and momentum conserving hybrid finite element method for the incompressible Navier-Stokes equations

A hybrid method for the incompressible Navier-Stokes equations is presented. The method inherits the attractive stabilizing mechanism of upwinded discontinuous Galerkin methods when momentum advection becomes significant, equal-order interpolations can be used for the velocity and pressure fields, and mass can be conserved locally. Using continuous Lagrange multiplier spaces to enforce flux continuity across cell facets, the number of global degrees of freedom is the same as for a continuous Galerkin method on the same mesh. Different from our earlier investigations on the approach for the Navier-Stokes equations, the pressure field in this work is discontinuous across cell boundaries. It is shown that this leads to very good local mass conservation and, for an appropriate choice of finite element spaces, momentum conservation. Also, a new form of the momentum transport terms for the method is constructed such that global energy stability is guaranteed, even in the absence of a pointwise solenoidal velocity field. Mass conservation, momentum conservation, and global energy stability are proved for the time-continuous case and for a fully discrete scheme. The presented analysis results are supported by a range of numerical simulations. © 2012 Society for Industrial and Applied Mathematics.

Development of realistic liquid equations of state for multi-phase CFD modelling

Several equations of state (EOS) have been incorporated into a novel algorithm to solve a system of multi-phase equations in which all phases are assumed to be compressible to varying degrees. The EOSs are used to both supply functional relationships to couple the conservative variables to the primitive variables and to calculate accurately thermodynamic quantities of interest, such as the speed of sound. Each EOS has a defined balance of accuracy, robustness and computational speed; selection of an appropriate EOS is generally problem-dependent. This work employs an AUSM+-up method for accurate discretisation of the convective flux terms with modified low-Mach number dissipation for added robustness of the solver. In this paper we show a newly-developed time-marching formulation for temporal discretisation of the governing equations with incorporated time-dependent source terms, as well as considering the system of eigenvalues that render the governing equations hyperbolic.

Classical plume theory: 1937-2010 and beyond

Developing a theoretical description of turbulent plumes, the likes of which may be seen rising above industrial chimneys, is a daunting thought. Plumes are ubiquitous on a wide range of scales in both the natural and the man-made environments. Examples that immediately come to mind are the vapour plumes above industrial smoke stacks or the ash plumes forming particle-laden clouds above an erupting volcano. However, plumes also occur where they are less visually apparent, such as the rising stream of warmair above a domestic radiator, of oil from a subsea blowout or, at a larger scale, of air above the so-called urban heat island. In many instances, not only the plume itself is of interest but also its influence on the environment as a whole through the process of entrainment. Zeldovich (1937, The asymptotic laws of freely-ascending convective flows. Zh. Eksp. Teor. Fiz., 7, 1463-1465 (in Russian)), Batchelor (1954, Heat convection and buoyancy effects in fluids. Q. J. R. Meteor. Soc., 80, 339-358) and Morton et al. (1956, Turbulent gravitational convection from maintained and instantaneous sources. Proc. R. Soc. Lond. A, 234, 1-23) laid the foundations for classical plume theory, a theoretical description that is elegant in its simplicity and yet encapsulates the complex turbulent engulfment of ambient fluid into the plume. Testament to the insight and approach developed in these early models of plumes is that the essential theory remains unchanged and is widely applied today. We describe the foundations of plume theory and link the theoretical developments with the measurements made in experiments necessary to close these models before discussing some recent developments in plume theory, including an approach which generalizes results obtained separately for the Boussinesq and the non-Boussinesq plume cases. The theory presented - despite its simplicity - has been very successful at describing and explaining the behaviour of plumes across the wide range of scales they are observed. We present solutions to the coupled set of ordinary differential equations (the plume conservation equations) that Morton et al. (1956) derived from the Navier-Stokes equations which govern fluid motion. In order to describe and contrast the bulk behaviour of rising plumes from general area sources, we present closed-form solutions to the plume conservation equations that were achieved by solving for the variation with height of Morton's non-dimensional flux parameter Γ - this single flux parameter gives a unique representation of the behaviour of steady plumes and enables a characterization of the different types of plume. We discuss advantages of solutions in this form before describing extensions to plume theory and suggesting directions for new research. © 2010 The Author. Published by Oxford University Press on behalf of the Institute of Mathematics and its Applications. All rights reserved.

Development of accurate, robust liquid equations of state for multi-phase CFD simulations with a modified AUSM+-up scheme

Eight equations of state (EOS) have been evaluated for the simulation of compressible liquid water properties, based on empirical correlations, the principle of corresponding states and thermodynamic relations. The IAPWS-IF97 EOS for water was employed as the reference case. These EOSs were coupled to a modified AUSM+-up convective flux solver to determine flow profiles for three test cases of differing flow conditions. The impact of the non-viscous interaction term discretisation scheme, interfacial pressure method and selection of low-Mach number diffusion were also compared. It was shown that a consistent discretisation scheme using the AUSM+-up solver for both the convective flux and the non-viscous interfacial term demonstrated both robustness and accuracy whilst facilitating a computationally cheaper solution than discretisation of the interfacial term independently by a central scheme. The simple empirical correlations gave excellent results in comparison to the reference IAPWS-IF97 EOS and were recommended for developmental work involving water as a cheaper and more accurate EOS than the more commonly used stiffened-gas model. The correlations based on the principles of corresponding-states and the modified Peng-Robinson cubic EOS also demonstrated a high degree of accuracy, which is promising for future work with generic fluids. Further work will encompass extension of the solver to multiple dimensions and to account for other source terms such as surface tension, along with the incorporation of phase changes. © 2013.

A coupled hydro-mechanical analysis for prediction of hydraulic fracture propagation in saturated porous media using EFG mesh-less method

The details of the Element Free Galerkin (EFG) method are presented with the method being applied to a study on hydraulic fracturing initiation and propagation process in a saturated porous medium using coupled hydro-mechanical numerical modelling. In this EFG method, interpolation (approximation) is based on nodes without using elements and hence an arbitrary discrete fracture path can be modelled.The numerical approach is based upon solving two governing partial differential equations of equilibrium and continuity of pore water simultaneously. Displacement increment and pore water pressure increment are discretized using the same EFG shape functions. An incremental constrained Galerkin weak form is used to create the discrete system of equations and a fully implicit scheme is used for discretization in the time domain. Implementation of essential boundary conditions is based on the penalty method. In order to model discrete fractures, the so-called diffraction method is used.Examples are presented and the results are compared to some closed-form solutions and FEM approximations in order to demonstrate the validity of the developed model and its capabilities. The model is able to take the anisotropy and inhomogeneity of the material into account. The applicability of the model is examined by simulating hydraulic fracture initiation and propagation process from a borehole by injection of fluid. The maximum tensile strength criterion and Mohr-Coulomb shear criterion are used for modelling tensile and shear fracture, respectively. The model successfully simulates the leak-off of fluid from the fracture into the surrounding material. The results indicate the importance of pore fluid pressure in the initiation and propagation pattern of fracture in saturated soils. © 2013 Elsevier Ltd.