A robust layer adapted difference method for singularly perturbed two-parameter parabolic problems

A finite difference method for a time-dependent singularly perturbed convection-diffusion-reaction problem involving two small parameters in one space dimension is considered. We use the classical implicit Euler method for time discretization and upwind scheme on the Shishkin-Bakhvalov mesh for spatial discretization. The method is analysed for convergence and is shown to be uniform with respect to both the perturbation parameters. The use of the Shishkin-Bakhvalov mesh gives first-order convergence unlike the Shishkin mesh where convergence is deteriorated due to the presence of a logarithmic factor. Numerical results are presented to validate the theoretical estimates obtained.

A comparative study of a direct discretization and an operator-splitting solver for population balance systems

A direct discretization approach and an operator-splitting scheme are applied for the numerical simulation of a population balance system which models the synthesis of urea with a uni-variate population. The problem is formulated in axisymmetric form and the setup is chosen such that a steady state is reached. Both solvers are assessed with respect to the accuracy of the results, where experimental data are used for comparison, and the efficiency of the simulations. Depending on the goal of simulations, to track the evolution of the process accurately or to reach the steady state fast, recommendations for the choice of the solver are given. (C) 2015 Elsevier Ltd. All rights reserved.

A Smooth Discretization Bridging Finite Element and Mesh-free Methods Using Polynomial Reproducing Simplex Splines

This work sets forth a `hybrid' discretization scheme utilizing bivariate simplex splines as kernels in a polynomial reproducing scheme constructed over a conventional Finite Element Method (FEM)-like domain discretization based on Delaunay triangulation. Careful construction of the simplex spline knotset ensures the success of the polynomial reproduction procedure at all points in the domain of interest, a significant advancement over its precursor, the DMS-FEM. The shape functions in the proposed method inherit the global continuity (Cp-1) and local supports of the simplex splines of degree p. In the proposed scheme, the triangles comprising the domain discretization also serve as background cells for numerical integration which here are near-aligned to the supports of the shape functions (and their intersections), thus considerably ameliorating an oft-cited source of inaccuracy in the numerical integration of mesh-free (MF) schemes. Numerical experiments show the proposed method requires lower order quadrature rules for accurate evaluation of integrals in the Galerkin weak form. Numerical demonstrations of optimal convergence rates for a few test cases are given and the method is also implemented to compute crack-tip fields in a gradient-enhanced elasticity model.

Implicit scheme for meshless compressible Euler solver

In this paper, an implicit scheme is presented for a meshless compressible Euler solver based on the Least Square Kinetic Upwind Method (LSKUM). The Jameson and Yoon's split flux Jacobians formulation is very popular in finite volume methodology, which leads to a scalar diagonal dominant matrix for an efficient implicit procedure (Jameson & Yoon, 1987). However, this approach leads to a block diagonal matrix when applied to the LSKUM meshless method. The above split flux Jacobian formulation, along with a matrix-free approach, has been adopted to obtain a diagonally dominant, robust and cheap implicit time integration scheme. The efficacy of the scheme is demonstrated by computing 2D flow past a NACA 0012 airfoil under subsonic, transonic and supersonic flow conditions. The results obtained are compared with available experiments and other reliable computational fluid dynamics (CFD) results. The present implicit formulation shows good convergence acceleration over the RK4 explicit procedure. Further, the accuracy and robustness of the scheme in 3D is demonstrated by computing the flow past an ONERA M6 wing and a clipped delta wing with aileron deflection. The computed results show good agreement with wind tunnel experiments and other CFD computations.

Meshless Local Petrov-Galerkin Method for Rotating Euler-Bernoulli Beam

Free vibration problem of a rotating Euler-Bernoulli beam is solved with a truly meshless local Petrov-Galerkin method. Radial basis function and summation of two radial basis functions are used for interpolation. Radial basis function satisfies the Kronecker delta property and makes it simpler to apply the essential boundary conditions. Interpolation with summation of two radial basis functions increases the node carrying capacity within the sub-domain of the trial function and higher natural frequencies can be computed by selecting the complete domain as a sub-domain of the trial function. The mass and stiffness matrices are derived and numerical results for frequencies are obtained for a fixed-free beam and hinged-free beam simulating hingeless and articulated helicopter blades. Stiffness and mass distribution suitable for wind turbine blades are also considered. Results show an accurate match with existing literature.

Extended Kalman filters using explicit and derivative-free local linearizations

We propose three variants of the extended Kalman filter (EKF) especially suited for parameter estimations in mechanical oscillators under Gaussian white noises. These filters are based on three versions of explicit and derivative-free local linearizations (DLL) of the non-linear drift terms in the governing stochastic differential equations (SDE-s). Besides a basic linearization of the non-linear drift functions via one-term replacements, linearizations using replacements through explicit Euler and Newmark expansions are also attempted in order to ensure higher closeness of true solutions with the linearized ones. Thus, unlike the conventional EKF, the proposed filters do not need computing derivatives (tangent matrices) at any stage. The measurements are synthetically generated by corrupting with noise the numerical solutions of the SDE-s through implicit versions of these linearizations. In order to demonstrate the effectiveness and accuracy of the proposed methods vis-à-vis the conventional EKF, numerical illustrations are provided for a few single degree-of-freedom (DOF) oscillators and a three-DOF shear frame with constant parameters.

Implicit and multigrid procedures for steady-state computations with upwind algorithms

A computational study for the convergence acceleration of Euler and Navier-Stokes computations with upwind schemes has been conducted in a unified framework. It involves the flux-vector splitting algorithms due to Steger-Warming and Van Leer, the flux-difference splitting algorithms due to Roe and Osher and the hybrid algorithms, AUSM (Advection Upstream Splitting Method) and HUS (Hybrid Upwind Splitting). Implicit time integration with line Gauss-Seidel relaxation and multigrid are among the procedures which have been systematically investigated on an individual as well as cumulative basis. The upwind schemes have been tested in various implicit-explicit operator combinations such that the optimal among them can be determined based on extensive computations for two-dimensional flows in subsonic, transonic, supersonic and hypersonic flow regimes. In this study, the performance of these implicit time-integration procedures has been systematically compared with those corresponding to a multigrid accelerated explicit Runge-Kutta method. It has been demonstrated that a multigrid method employed in conjunction with an implicit time-integration scheme yields distinctly superior convergence as compared to those associated with either of the acceleration procedures provided that effective smoothers, which have been identified in this investigation, are prescribed in the implicit operator.

Turbulent mixed convection in a shallow enclosure with a series of heat generating components

Turbulent mixed convection flow and heat transfer in a shallow enclosure with and without partitions and with a series of block-like heat generating components is studied numerically for a range of Reynolds and Grashof numbers with a time-dependent formulation. The flow and temperature distributions are taken to be two-dimensional. Regions with the same velocity and temperature distributions can be identified assuming repeated placement of the blocks and fluid entry and exit openings at regular distances, neglecting the end wall effects. One half of such module is chosen as the computational domain taking into account the symmetry about the vertical centreline. The mixed convection inlet velocity is treated as the sum of forced and natural convection components, with the individual components delineated based on pressure drop across the enclosure. The Reynolds number is based on forced convection velocity. Turbulence computations are performed using the standard k– model and the Launder–Sharma low-Reynolds number k– model. The results show that higher Reynolds numbers tend to create a recirculation region of increasing strength in the core region and that the effect of buoyancy becomes insignificant beyond a Reynolds number of typically 5×105. The Euler number in turbulent flows is higher by about 30 per cent than that in the laminar regime. The dimensionless inlet velocity in pure natural convection varies as Gr1/3. Results are also presented for a number of quantities of interest such as the flow and temperature distributions, Nusselt number, pressure drop and the maximum dimensionless temperature in the block, along with correlations.

Extrapolation and series acceleration procedures: Hard spheres and discs as illustrations

Three new procedures - in the context of estimation of virial coefficients and summation of the partial virial series for hard discs and hard spheres - are proposed. They are based on the parametrised Euler transformation, a novel resummation, identity and the ε-convergence methods respectively. A comparison with other estimates (molecular dynamics, graph theory and empirical methods) reveals satisfactory agreement.

A Novel Operator-Splitting Technique for One-Dimensional Laminar Premixed Flames

This paper is concerned the calculation of flame structure of one-dimensional laminar premixed flames using the technique of operator-splitting. The technique utilizes an explicit method of solution with one step Euler for chemistry and a novel probabilistic scheme for diffusion. The relationship between diffusion phenomenon and Gauss-Markoff process is exploited to obtain an unconditionally stable explicit difference scheme for diffusion. The method has been applied to (a) a model problem, (b) hydrazine decomposition, (c) a hydrogen-oxygen system with 28 reactions with constant Dρ 2 approximation, and (d) a hydrogen-oxygen system (28 reactions) with trace diffusion approximation. Certain interesting aspects of behaviour of the solution with non-unity Lewis number are brought out in the case of hydrazine flame. The results of computation in the most complex case are shown to compare very favourably with those of Warnatz, both in terms of accuracy of results as well as computational time, thus showing that explicit methods can be effective in flame computations. Also computations using the Gear-Hindmarsh for chemistry and the present approach for diffusion have been carried out and comparison of the two methods is presented.

Optimal Parameter Trajectory Estimation in Parameterized SDEs: An Algorithmic Procedure

We consider the problem of estimating the optimal parameter trajectory over a finite time interval in a parameterized stochastic differential equation (SDE), and propose a simulation-based algorithm for this purpose. Towards this end, we consider a discretization of the SDE over finite time instants and reformulate the problem as one of finding an optimal parameter at each of these instants. A stochastic approximation algorithm based on the smoothed functional technique is adapted to this setting for finding the optimal parameter trajectory. A proof of convergence of the algorithm is presented and results of numerical experiments over two different settings are shown. The algorithm is seen to exhibit good performance. We also present extensions of our framework to the case of finding optimal parameterized feedback policies for controlled SDE and present numerical results in this scenario as well.

The Alpha-Method Direct Transcription In Path Constrained Dynamic Optimization

Numerically discretized dynamic optimization problems having active inequality and equality path constraints that along with the dynamics induce locally high index differential algebraic equations often cause the optimizer to fail in convergence or to produce degraded control solutions. In many applications, regularization of the numerically discretized problem in direct transcription schemes by perturbing the high index path constraints helps the optimizer to converge to usefulm control solutions. For complex engineering problems with many constraints it is often difficult to find effective nondegenerat perturbations that produce useful solutions in some neighborhood of the correct solution. In this paper we describe a numerical discretization that regularizes the numerically consistent discretized dynamics and does not perturb the path constraints. For all values of the regularization parameter the discretization remains numerically consistent with the dynamics and the path constraints specified in the, original problem. The regularization is quanti. able in terms of time step size in the mesh and the regularization parameter. For full regularized systems the scheme converges linearly in time step size.The method is illustrated with examples.

Finite volume TVD formulation of lattice Boltzmann simulation on unstructured mesh

A numerical scheme is presented for accurate simulation of fluid flow using the lattice Boltzmann equation (LBE) on unstructured mesh. A finite volume approach is adopted to discretize the LBE on a cell-centered, arbitrary shaped, triangular tessellation. The formulation includes a formal, second order discretization using a Total Variation Diminishing (TVD) scheme for the terms representing advection of the distribution function in physical space, due to microscopic particle motion. The advantage of the LBE approach is exploited by implementing the scheme in a new computer code to run on a parallel computing system. Performance of the new formulation is systematically investigated by simulating four benchmark flows of increasing complexity, namely (1) flow in a plane channel, (2) unsteady Couette flow, (3) flow caused by a moving lid over a 2D square cavity and (4) flow over a circular cylinder. For each of these flows, the present scheme is validated with the results from Navier-Stokes computations as well as lattice Boltzmann simulations on regular mesh. It is shown that the scheme is robust and accurate for the different test problems studied.

Perturbation expansions and series acceleration procedures: Part-II. Extrapolation techniques

Three new procedures for the extrapolation of series coefficients from a given power series expansion are proposed. They are based on (i) a novel resummation identity, (ii) parametrised Euler transformation (pet) and (iii) a modifiedpet. Several examples taken from the Ising model series expansions, ferrimagnetic systems, etc., are illustrated. Apart from these applications, the higher order virial coefficients for hard spheres and hard discs have also been evaluated using the new techniques and these are compared with the estimates obtained by other methods. A satisfactory agreement is revealed between the two.

Regularized numerical integration of multibody dynamics with the generalized alpha method*

This paper discusses the consistent regularization property of the generalized α method when applied as an integrator to an initial value high index and singular differential-algebraic equation model of a multibody system. The regularization comes from within the discretization itself and the discretization remains consistent over the range of values the regularization parameter may take. The regularization involves increase of the smallest singular values of the ill-conditioned Jacobian of the discretization and is different from Baumgarte and similar techniques which tend to be inconsistent for poor choice of regularization parameter. This regularization also helps where pre-conditioning the Jacobian by scaling is of limited effect, for example, when the scleronomic constraints contain multiple closed loops or singular configuration or when high index path constraints are present. The feed-forward control in Kane's equation models is additionally considered in the numerical examples to illustrate the effect of regularization. The discretization presented in this work is adopted to the first order DAE system (unlike the original method which is intended for second order systems) for its A-stability and same order of accuracy for positions and velocities.