The partition of unity finite element method for elastic wave propagation in Reissner-Mindlin plates

This paper reports a numerical method for modelling the elastic wave propagation in plates. The method is based on the partition of unity approach, in which the approximate spectral properties of the infinite dimensional system are embedded within the space of a conventional finite element method through a consistent technique of waveform enrichment. The technique is general, such that it can be applied to the Lagrangian family of finite elements with specific waveform enrichment schemes, depending on the dominant modes of wave propagation in the physical system. A four-noded element for the Reissner-indlin plate is derived in this paper, which is free of shear locking. Such a locking-free property is achieved by removing the transverse displacement degrees of freedom from the element nodal variables and by recovering the same through a line integral and a weak constraint in the frequency domain. As a result, the frequency-dependent stiffness matrix and the mass matrix are obtained, which capture the higher frequency response with even coarse meshes, accurately. The steps involved in the numerical implementation of such element are discussed in details. Numerical studies on the performance of the proposed element are reported by considering a number of cases, which show very good accuracy and low computational cost. Copyright (C)006 John Wiley & Sons, Ltd.

Self-regularized pseudo time-marching schemes for structural system identification with static measurements

We explore the application of pseudo time marching schemes, involving either deterministic integration or stochastic filtering, to solve the inverse problem of parameter identification of large dimensional structural systems from partial and noisy measurements of strictly static response. Solutions of such non-linear inverse problems could provide useful local stiffness variations and do not have to confront modeling uncertainties in damping, an important, yet inadequately understood, aspect in dynamic system identification problems. The usual method of least-square solution is through a regularized Gauss-Newton method (GNM) whose results are known to be sensitively dependent on the regularization parameter and data noise intensity. Finite time,recursive integration of the pseudo-dynamical GNM (PD-GNM) update equation addresses the major numerical difficulty associated with the near-zero singular values of the linearized operator and gives results that are not sensitive to the time step of integration. Therefore, we also propose a pseudo-dynamic stochastic filtering approach for the same problem using a parsimonious representation of states and specifically solve the linearized filtering equations through a pseudo-dynamic ensemble Kalman filter (PD-EnKF). For multiple sets of measurements involving various load cases, we expedite the speed of thePD-EnKF by proposing an inner iteration within every time step. Results using the pseudo-dynamic strategy obtained through PD-EnKF and recursive integration are compared with those from the conventional GNM, which prove that the PD-EnKF is the best performer showing little sensitivity to process noise covariance and yielding reconstructions with less artifacts even when the ensemble size is small.

Self-regularized pseudo time-marching schemes for structural system identification with static measurements

We explore the application of pseudo time marching schemes, involving either deterministic integration or stochastic filtering, to solve the inverse problem of parameter identification of large dimensional structural systems from partial and noisy measurements of strictly static response. Solutions of such non-linear inverse problems could provide useful local stiffness variations and do not have to confront modeling uncertainties in damping, an important, yet inadequately understood, aspect in dynamic system identification problems. The usual method of least-square solution is through a regularized Gauss-Newton method (GNM) whose results are known to be sensitively dependent on the regularization parameter and data noise intensity. Finite time, recursive integration of the pseudo-dynamical GNM (PD-GNM) update equation addresses the major numerical difficulty associated with the near-zero singular values of the linearized operator and gives results that are not sensitive to the time step of integration. Therefore, we also propose a pseudo-dynamic stochastic filtering approach for the same problem using a parsimonious representation of states and specifically solve the linearized filtering equations through apseudo-dynamic ensemble Kalman filter (PD-EnKF). For multiple sets ofmeasurements involving various load cases, we expedite the speed of the PD-EnKF by proposing an inner iteration within every time step. Results using the pseudo-dynamic strategy obtained through PD-EnKF and recursive integration are compared with those from the conventional GNM, which prove that the PD-EnKF is the best performer showing little sensitivity to process noise covariance and yielding reconstructions with less artifacts even when the ensemble size is small. Copyright (C) 2009 John Wiley & Sons, Ltd.

Integrating strong and weak discontinuities without integration subcells and example applications in an XFEM/GFEM framework

Partition of unity methods, such as the extended finite element method, allows discontinuities to be simulated independently of the mesh (Int. J. Numer. Meth. Engng. 1999; 45:601-620). This eliminates the need for the mesh to be aligned with the discontinuity or cumbersome re-meshing, as the discontinuity evolves. However, to compute the stiffness matrix of the elements intersected by the discontinuity, a subdivision of the elements into quadrature subcells aligned with the discontinuity is commonly adopted. In this paper, we use a simple integration technique, proposed for polygonal domains (Int. J. Nuttier Meth. Engng 2009; 80(1):103-134. DOI: 10.1002/nme.2589) to suppress the need for element subdivision. Numerical results presented for a few benchmark problems in the context of linear elastic fracture mechanics and a multi-material problem show that the proposed method yields accurate results. Owing to its simplicity, the proposed integration technique can be easily integrated in any existing code. Copyright (C) 2010 John Wiley & Sons, Ltd.

Monte carlo simulation for molecular gas dynamics

The dynamics of low-density flows is governed by the Boltzmann equation of the kinetic theory of gases. This is a nonlinear integro-differential equation and, in general, numerical methods must be used to obtain its solution. The present paper, after a brief review of Direct Simulation Monte Carlo (DSMC) methods due to Bird, and Belotserkovskii and Yanitskii, studies the details of theDSMC method of Deshpande for mono as well as multicomponent gases. The present method is a statistical particle-in-cell method and is based upon the Kac-Prigogine master equation which reduces to the Boltzmann equation under the hypothesis of molecular chaos. The proposed Markoff model simulating the collisions uses a Poisson distribution for the number of collisions allowed in cells into which the physical space is divided. The model is then extended to a binary mixture of gases and it is shown that it is necessary to perform the collisions in a certain sequence to obtain unbiased simulation.

Radiative interactions in boundary layers

A detailed description of radiative interactions in laminar compressible boundary layers for moderate Mach numbers is presented by way of asymptotic analysis and supporting solutions. The radiation field is described by the differential approximation. While the asymptotic analysis is valid for large N (the ratio of photon mean free path to molecular mean free path) and arbitrary Boltzmann number, Bo (the ratio of convective heat flux to radiation heat flux), the solutions are obtained for Bo [double less-than sign] 1, the case of strong radiative interactions. The asymptotic analysis shows the existence of an optically thin boundary layer for large N and all Bo. For Bo [double less-than sign] 1, two outer regions are observed — one optically thin (at short distances from the leading edge) and the other optically thick (at large distances from the leading edge). An interesting feature not pointed out in the previous literature is the existence of a wall layer at large distances from the leading edge where convective heat flux can be ignored to the leading order of approximation. The radiation field in all cases can be very well approximated by a one-dimensional description. The solutions have been constructed using the ideas of matched asymptotic expansions by approximate analytical procedures and numerical methods. It is shown that, to the leading order of approximation, the radiation slip method yields exactly the same result as the more complicated matching procedure. Both the cases of linear and nonlinear radiation have been considered, the former being of interest in developing approximate methods which are subsequently generalized to handle the nonlinear problem. Detailed results are presented for both cases.

Analysis of co-current hydraircooling of food products in bulk

A mathematical model is developed to describe the hydraircooling process when the water and air are flowing in the same direction. The governing equations for the simultaneous heat and mass transfer are solved using finite-difference numerical methods. The half cooling time of the food products is correlated as a function of the dimensionless process parameters. It is observed that a process time of approximately double the half cooling time will result in the food products attaining almost a steady state. The process times of the bulk hydraircooling process and the bulk air precooling process are compared.

Analysis of heat and mass transfer during bulk hydraircooling of spherical food products

Hydraircooling is a technique used for precooling food products. In this technique chilled water is sprayed over the food products while cold unsaturated air is blown over them. Hydraircooling combines the advantages of both air- and hydrocooling. The present study is concerned with the analysis of bulk hydraircooling as it occurs in a package filled with several layers of spherical food products with chilled water sprayed from the top and cold unsaturated air blown from the bottom. A mathematical model is developed to describe the hydrodynamics and simultaneous heat and mass transfer occurring inside the package. The non-dimensional governing equations are solved using the finite difference numerical methods. The results are presented in the form of time-temperature charts. A correlation is obtained to calculate the process time in terms of the process parameters.

A monolithic strategy for fluid-structure interaction problems

In this work, we present a new monolithic strategy for solving fluid-structure interaction problems involving incompressible fluids, within the context of the finite element method. This strategy, similar to the continuum dynamics, conserves certain properties, and thus provides a rational basis for the design of the time-stepping strategy; detailed proofs of the conservation of these properties are provided. The proposed algorithm works with displacement and velocity variables for the structure and fluid, respectively, and introduces no new variables to enforce velocity or traction continuity. Any existing structural dynamics algorithm can be used without change in the proposed method. Use of the exact tangent stiffness matrix ensures that the algorithm converges quadratically within each time step. An analytical solution is presented for one of the benchmark problems used in the literature, namely, the piston problem. A number of benchmark problems including problems involving free surfaces such as sloshing and the breaking dam problem are used to demonstrate the good performance of the proposed method. Copyright (C) 2010 John Wiley & Sons, Ltd.

Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market

We address risk minimizing option pricing in a regime switching market where the floating interest rate depends on a finite state Markov process. The growth rate and the volatility of the stock also depend on the Markov process. Using the minimal martingale measure, we show that the locally risk minimizing prices for certain exotic options satisfy a system of Black-Scholes partial differential equations with appropriate boundary conditions. We find the corresponding hedging strategies and the residual risk. We develop suitable numerical methods to compute option prices.

Rectilinear Path Following in 3D Space

This paper addresses the problem of determining an optimal (shortest) path in three dimensional space for a constant speed and turn-rate constrained aerial vehicle, that would enable the vehicle to converge to a rectilinear path, starting from any arbitrary initial position and orientation. Based on 3D geometry, we propose an optimal and also a suboptimal path planning approach. Unlike the existing numerical methods which are computationally intensive, this optimal geometrical method generates an optimal solution in lesser time. The suboptimal solution approach is comparatively more efficient and gives a solution that is very close to the optimal one. Due to its simplicity and low computational requirements this approach can be implemented on an aerial vehicle with constrained turn radius to reach a straight line with a prescribed orientation as required in several applications. But, if the distance between the initial point and the straight line to be followed along the vertical axis is high, then the generated path may not be flyable for an aerial vehicle with limited range of flight path angle and we resort to a numerical method for obtaining the optimal solution. The numerical method used here for simulation is based on multiple shooting and is found to be comparatively more efficient than other methods for solving such two point boundary value problem.

On the performance of strain smoothing for quadratic and enriched finite element approximations (XFEM/GFEM/PUFEM)

By using the strain smoothing technique proposed by Chen et al. (Comput. Mech. 2000; 25: 137-156) for meshless methods in the context of the finite element method (FEM), Liu et al. (Comput. Mech. 2007; 39(6): 859-877) developed the Smoothed FEM (SFEM). Although the SFEM is not yet well understood mathematically, numerical experiments point to potentially useful features of this particularly simple modification of the FEM. To date, the SFEM has only been investigated for bilinear and Wachspress approximations and is limited to linear reproducing conditions. The goal of this paper is to extend the strain smoothing to higher order elements and to investigate numerically in which condition strain smoothing is beneficial to accuracy and convergence of enriched finite element approximations. We focus on three widely used enrichment schemes, namely: (a) weak discontinuities; (b) strong discontinuities; (c) near-tip linear elastic fracture mechanics functions. The main conclusion is that strain smoothing in enriched approximation is only beneficial when the enrichment functions are polynomial (cases (a) and (b)), but that non-polynomial enrichment of type (c) lead to inferior methods compared to the standard enriched FEM (e.g. XFEM). Copyright (C) 2011 John Wiley & Sons, Ltd.

Modeling of the cooling process on the runout table of a hot strip mill - A parallel approach

This paper deals with the development of a new model for the cooling process on the runout table of hot strip mills, The suitability of different numerical methods for the solution of the proposed model equation from the point of view of accuracy and computation time are studied, Parallel solutions for the model equation are proposed.

A finite element method for compressible viscous fluid flows

This work presents a mixed three-dimensional finite element formulation for analyzing compressible viscous flows. The formulation is based on the primitive variables velocity, density, temperature and pressure. The goal of this work is to present a `stable' numerical formulation, and, thus, the interpolation functions for the field variables are chosen so as to satisfy the inf-sup conditions. An exact tangent stiffness matrix is derived for the formulation, which ensures a quadratic rate of convergence. The good performance of the proposed strategy is shown in a number of steady-state and transient problems where compressibility effects are important such as high Mach number flows, natural convection, Riemann problems, etc., and also on problems where the fluid can be treated as almost incompressible. Copyright (C) 2010 John Wiley & Sons, Ltd.

Symplectic integration of nonlinear Hamiltonian systems

There exist several standard numerical methods for integrating ordinary differential equations. However, if one is interested in integration of Hamiltonian systems, these methods can lead to wrong results. This is due to the fact that these methods do not explicitly preserve the so-called 'symplectic condition' (that needs to be satisfied for Hamiltonian systems) at every integration step. In this paper, we look at various methods for integration that preserve the symplectic condition.