Numerical integration over arbitrary polygonal domains based on Schwarz-Christoffel conformal mapping

This paper presents a new numerical integration technique oil arbitrary polygonal domains. The polygonal domain is mapped conformally to the unit disk using Schwarz-Christoffel mapping and a midpoint quadrature rule defined oil this unit disk is used. This method eliminates the need for a two-level isoparametric mapping Usually required. Moreover, the positivity of the Jacobian is guaranteed. Numerical results presented for a few benchmark problems in the context of polygonal finite elements show that the proposed method yields accurate results.

Shortcomings of discontinuous-pressure finite element methods on a class of transient problems

Past studies that have compared LBB stable discontinuous- and continuous-pressure finite element formulations on a variety of problems have concluded that both methods yield Solutions of comparable accuracy, and that the choice of interpolation is dictated by which of the two is more efficient. In this work, we show that using discontinuous-pressure interpolations can yield inaccurate solutions at large times on a class of transient problems, while the continuous-pressure formulation yields solutions that are in good agreement with the analytical Solution.

Comparative study of different formulations and solution methods for two phase flow in saturated porous media

Six models (Simulators) are formulated and developed with all possible combinations of pressure and saturation of the phases as primary variables. A comparative study between six simulators with two numerical methods, conventional simultaneous and modified sequential methods are carried out. The results of the numerical models are compared with the laboratory experimental results to study the accuracy of the model especially in heterogeneous porous media. From the study it is observed that the simulator using pressure and saturation of the wetting fluid (PW, SW formulation) is the best among the models tested. Many simulators with nonwetting phase as one of the primary variables did not converge when used along with simultaneous method. Based on simulator 1 (PW, SW formulation), a comparison of different solution methods such as simultaneous method, modified sequential and adaptive solution modified sequential method are carried out on 4 test problems including heterogeneous and randomly heterogeneous problems. It is found that the modified sequential and adaptive solution modified sequential methods could save the memory by half and as also the CPU time required by these methods is very less when compared with that using simultaneous method. It is also found that the simulator with PNW and PW as the primary variable which had problem of convergence using the simultaneous method, converged using both the modified sequential method and also using adaptive solution modified sequential method. The present study indicates that pressure and saturation formulation along with adaptive solution modified sequential method is the best among the different simulators and methods tested.

Frequency Domain Based Solution for Certain Class of Wave Equations: An exhaustive study of Numerical Solutions

The paper discusses the frequency domain based solution for a certain class of wave equations such as: a second order partial differential equation in one variable with constant and varying coefficients (Cantilever beam) and a coupled second order partial differential equation in two variables with constant and varying coefficients (Timoshenko beam). The exact solution of the Cantilever beam with uniform and varying cross-section and the Timoshenko beam with uniform cross-section is available. However, the exact solution for Timoshenko beam with varying cross-section is not available. Laplace spectral methods are used to solve these problems exactly in frequency domain. The numerical solution in frequency domain is done by discretisation in space by approximating the unknown function using spectral functions like Chebyshev polynomials, Legendre polynomials and also Normal polynomials. Different numerical methods such as Galerkin Method, Petrov- Galerkin method, Method of moments and Collocation method or the Pseudo-spectral method in frequency domain are studied and compared with the available exact solution. An approximate solution is also obtained for the Timoshenko beam with varying cross-section using Laplace Spectral Element Method (LSEM). The group speeds are computed exactly for the Cantilever beam and Timoshenko beam with uniform cross-section and is compared with the group speeds obtained numerically. The shear mode and the bending modes of the Timoshenko beam with uniform cross-section are separated numerically by applying a modulated pulse as the shear force and the corresponding group speeds for varying taper parameter in are obtained numerically by varying the frequency of the input pulse. An approximate expression for calculating group speeds corresponding to the shear mode and the bending mode, and also the cut-off frequency is obtained. Finally, we show that the cut-off frequency disappears for large in, for epsilon > 0 and increases for large in, for epsilon < 0.

Interphase anisotropy effects on lamellar eutectics: A numerical study

In directional solidification of binary eutectics, it is often observed that two-phase lamellar growth patterns grow tilted with respect to the direction z of the imposed temperature gradient. This crystallographic effect depends on the orientation of the two crystal phases alpha and beta with respect to z. Recently, an approximate theory was formulated that predicts the lamellar tilt angle as a function of the anisotropy of the free energy of the solid(alpha)-solid(beta) interphase boundary. We use two different numerical methods-phase field (PF) and dynamic boundary integral (BI)-to simulate the growth of steady periodic patterns in two dimensions as a function of the angle theta(R) between z and a reference crystallographic axis for a fixed relative orientation of alpha and beta crystals, that is, for a given anisotropy function (Wulff plot) of the interphase boundary. For Wulff plots without unstable interphase-boundary orientations, the two simulation methods are in excellent agreement with each other and confirm the general validity of the previously proposed theory. In addition, a crystallographic ``locking'' of the lamellae onto a facet plane is well reproduced in the simulations. When unstable orientations are present in the Wulff plot, it is expected that two distinct values of the tilt angle can appear for the same crystal orientation over a finite theta(R) range. This bistable behavior, which has been observed experimentally, is well reproduced by BI simulations but not by the PF model. Possible reasons for this discrepancy are discussed.

Scheme of squares: Part I. Systems formalism for potentiostatic studies

The so-called “Scheme of Squares”, displaying an interconnectivity of heterogeneous electron transfer and homogeneous (e.g., proton transfer) reactions, is analysed. Explicit expressions for the various partial currents under potentiostatic conditions are given. The formalism is applicable to several electrode geometries and models (e.g., semi-infinite linear diffusion, rotating disk electrodes, spherical or cylindrical systems) and the analysis is exact. The steady-state (t→∞) expressions for the current are directly given in terms of constant matrices whereas the transients are obtained as Laplace transforms that need to be inverted by approximation of numerical methods. The methodology employs a systems approach which replaces a system of partial differential equations (governing the concentrations of the several electroactive species) by an equivalent set of difference equations obeyed by the various partial currents.

Risk Minimizing Option Pricing in a Semi-Markov Modulated Market

We address risk minimizing option pricing in a semi-Markov modulated market where the floating interest rate depends on a finite state semi-Markov process. The growth rate and the volatility of the stock also depend on the semi-Markov process. Using the Föllmer–Schweizer decomposition we find the locally risk minimizing price for European options and the corresponding hedging strategy. We develop suitable numerical methods for computing option prices.

Stress and strain-driven algorithmic formulations for finite strain viscoplasticity for hybrid and standard finite elements

This work deals with the formulation and implementation of finite deformation viscoplasticity within the framework of stress-based hybrid finite element methods. Hybrid elements, which are based on a two-field variational formulation, are much less susceptible to locking than conventional displacement-based elements. The conventional return-mapping scheme cannot be used in the context of hybrid stress methods since the stress is known, and the strain and the internal plastic variables have to be recovered using this known stress field.We discuss the formulation and implementation of the consistent tangent tensor, and the return-mapping algorithm within the context of the hybrid method. We demonstrate the efficacy of the algorithm on a wide range of problems.

Characteristics of Proportional Weirs

A theorem termed the Geometrical Continuity Theorem is enunciated and proven. This theorem throws light on the aspects of the continuity of the proportional portion with the base weir portion. These two portions constitute the profile of a proportional weir. A weir of this type with circular bottom is designed. The theorem is used to establish the continuity at the junction of the proportional and the base weir portions of this weir. The coordinates of the weir profile are obtained by numerical methods and are furnished in tabular form for ready use by designers. The discharge passing through the weir is a linear function of the head. The verification of the assumed linear discharge-head relation is furnished for one of the three weirs with which experiments were conducted. The coefficient of discharge for this typical weir is found to be a constant with a value of 0.59.

Simulation of laminar flow in a three-dimensional lid-driven cavity by lattice Boltzmann method

Purpose - The purpose of this paper is to apply lattice Boltzmann equation method (LBM) with multiple relaxation time (MRT) model, to investigate lid-driven flow in a three-dimensional (3D), rectangular cavity, and compare the results with flow in an equivalent two-dimensional (2D) cavity. Design/methodology/approach - The second-order MRT model is implemented in a 3D LBM code. The flow structure in cavities of different aspect ratios (0.25-4) and Reynolds numbers (0.01-1000) is investigated. The LBM simulation results are compared with those from numerical solution of Navier-Stokes (NS) equations and with available experimental data. Findings - The 3D simulations demonstrate that 2D models may predict the flow structure reasonably well at low Reynolds numbers, but significant differences with experimental data appear at high Reynolds numbers. Such discrepancy between 2D and 3D results are attributed to the effect of boundary layers near the side-walls in transverse direction (in 3D), due to which the vorticity in the core-region is weakened in general. Secondly, owing to the vortex stretching effect present in 3D flow, the vorticity in the transverse plane intensifies whereas that in the lateral plane decays, with increase in Reynolds number. However, on the symmetry-plane, the flow structure variation with respect to cavity aspect ratio is found to be qualitatively consistent with results of 2D simulations. Secondary flow vortices whose axis is in the direction of the lid-motion are observed; these are weak at low. Reynolds numbers, but become quite strong at high Reynolds numbers. Originality/value - The findings will be useful in the study of variety of enclosed fluid flows.

Acoustic emission source location in composite structure by Voronoi construction using geodesic curve evolution

Conventional analytical/numerical methods employing triangulation technique are suitable for locating acoustic emission (AE) source in a planar structure without structural discontinuities. But these methods cannot be extended to structures with complicated geometry, and, also, the problem gets compounded if the material of the structure is anisotropic warranting complex analytical velocity models. A geodesic approach using Voronoi construction is proposed in this work to locate the AE source in a composite structure. The approach is based on the fact that the wave takes minimum energy path to travel from the source to any other point in the connected domain. The geodesics are computed on the meshed surface of the structure using graph theory based on Dijkstra's algorithm. By propagating the waves in reverse virtually from these sensors along the geodesic path and by locating the first intersection point of these waves, one can get the AE source location. In this work, the geodesic approach is shown more suitable for a practicable source location solution in a composite structure with arbitrary surface containing finite discontinuities. Experiments have been conducted on composite plate specimens of simple and complex geometry to validate this method.

An FETI-preconditioned conjuerate gradient method for large-scale stochastic finite element problems

In the spectral stochastic finite element method for analyzing an uncertain system. the uncertainty is represented by a set of random variables, and a quantity of Interest such as the system response is considered as a function of these random variables Consequently, the underlying Galerkin projection yields a block system of deterministic equations where the blocks are sparse but coupled. The solution of this algebraic system of equations becomes rapidly challenging when the size of the physical system and/or the level of uncertainty is increased This paper addresses this challenge by presenting a preconditioned conjugate gradient method for such block systems where the preconditioning step is based on the dual-primal finite element tearing and interconnecting method equipped with a Krylov subspace reusage technique for accelerating the iterative solution of systems with multiple and repeated right-hand sides. Preliminary performance results on a Linux Cluster suggest that the proposed Solution method is numerically scalable and demonstrate its potential for making the uncertainty quantification Of realistic systems tractable.

Composite scheme using localized relaxation with non-standard finite difference method for hyperbolic conservation laws

Non-standard finite difference methods (NSFDM) introduced by Mickens [Non-standard Finite Difference Models of Differential Equations, World Scientific, Singapore, 1994] are interesting alternatives to the traditional finite difference and finite volume methods. When applied to linear hyperbolic conservation laws, these methods reproduce exact solutions. In this paper, the NSFDM is first extended to hyperbolic systems of conservation laws, by a novel utilization of the decoupled equations using characteristic variables. In the second part of this paper, the NSFDM is studied for its efficacy in application to nonlinear scalar hyperbolic conservation laws. The original NSFDMs introduced by Mickens (1994) were not in conservation form, which is an important feature in capturing discontinuities at the right locations. Mickens [Construction and analysis of a non-standard finite difference scheme for the Burgers–Fisher equations, Journal of Sound and Vibration 257 (4) (2002) 791–797] recently introduced a NSFDM in conservative form. This method captures the shock waves exactly, without any numerical dissipation. In this paper, this algorithm is tested for the case of expansion waves with sonic points and is found to generate unphysical expansion shocks. As a remedy to this defect, we use the strategy of composite schemes [R. Liska, B. Wendroff, Composite schemes for conservation laws, SIAM Journal of Numerical Analysis 35 (6) (1998) 2250–2271] in which the accurate NSFDM is used as the basic scheme and localized relaxation NSFDM is used as the supporting scheme which acts like a filter. Relaxation schemes introduced by Jin and Xin [The relaxation schemes for systems of conservation laws in arbitrary space dimensions, Communications in Pure and Applied Mathematics 48 (1995) 235–276] are based on relaxation systems which replace the nonlinear hyperbolic conservation laws by a semi-linear system with a stiff relaxation term. The relaxation parameter (λ) is chosen locally on the three point stencil of grid which makes the proposed method more efficient. This composite scheme overcomes the problem of unphysical expansion shocks and captures the shock waves with an accuracy better than the upwind relaxation scheme, as demonstrated by the test cases, together with comparisons with popular numerical methods like Roe scheme and ENO schemes.

Modelling of solute transport in a mild heterogeneous porous medium using stochastic finite element method: Effects of random source conditions

Randomness in the source condition other than the heterogeneity in the system parameters can also be a major source of uncertainty in the concentration field. Hence, a more general form of the problem formulation is necessary to consider randomness in both source condition and system parameters. When the source varies with time, the unsteady problem, can be solved using the unit response function. In the case of random system parameters, the response function becomes a random function and depends on the randomness in the system parameters. In the present study, the source is modelled as a random discrete process with either a fixed interval or a random interval (the Poisson process). In this study, an attempt is made to assess the relative effects of various types of source uncertainties on the probabilistic behaviour of the concentration in a porous medium while the system parameters are also modelled as random fields. Analytical expressions of mean and covariance of concentration due to random discrete source are derived in terms of mean and covariance of unit response function. The probabilistic behaviour of the random response function is obtained by using a perturbation-based stochastic finite element method (SFEM), which performs well for mild heterogeneity. The proposed method is applied for analysing both the 1-D as well as the 3-D solute transport problems. The results obtained with SFEM are compared with the Monte Carlo simulation for 1-D problems.