Analytical and simulation studies of a multiprocessor system for high-speed numerical computations

This paper describes the architecture of a multiprocessor system which we call the Broadcast Cube System (BCS) for solving important computation intensive problems such as systems of linear algebraic equations and Partial Differential Equations (PDEs), and highlights its features. Further, this paper presents an analytical performance study of the BCS, and it describes the main details of the design and implementation of the simulator for the BCS.

Unsteady compressible flow due to relative rotation and translation of a viscous fluid on a disk

The modification of the axisymmetric viscous flow due to relative rotation of the disk or fluid by a translation of the boundary is studied. The fluid is taken to be compressible, and the relative rotation and translation velocity of the disk or fluid are time-dependent. The nonlinear partial differential equations governing the motion are solved numerically using an implicit finite difference scheme and Newton's linearisation technique. Numerical solutions are obtained at various non-dimensional times and disk temperatures. The non-symmetric part of the flow (secondary flow) describing the translation effect generates a velocity field at each plane parallel to the disk. The cartesian components of velocity due to secondary flow exhibit oscillations when the motion is due to rotation of the fluid on a translating disk. Increase in translation velocity produces an increment in the radial skin friction but reduces the tangential skin friction.

Direct Cartesian-Space Solutions of Generalized Bloch Equations in the Rotating Frame

Analytical solutions of the generalized Bloch equations for an arbitrary set of initial values of the x, y, and z magnetization components are given in the rotating frame. The solutions involve the decoupling of the three coupled differential equations such that a third-order differential equation in each magnetization variable is obtained. In contrast to the previously reported solutions given by Torrey, the present attempt paves the way for more direct physical insight into the behavior of each magnetization component. Special cases have been discussed that highlight the utility of the general solutions. Representative trajectories of magnetization components are given, illustrating their behavior with respect to the values of off-resonance and initial conditions. (C) 1995 Academic Press, Inc.

Similarity solution of unsteady boundary layer equations with a magnetic field

The unsteady laminar incompressible boundary layer flow of an electrically conducting fluid in the stagnation region of two-dimensional and axisymmetric bodies with an applied magnetic field has been studied. The boundary layer equations which are parabolic partial differential equations with three independent variables have been reduced to a system of ordinary differential equations by using suitable transformations and then solved numerically using a shooting method. Here, we have obtained new solutions which are solutions of both the boundary layer and Navier-Stokes equations.

A study on determining the theoretical dispersion curve for Rayleigh wave propagation

A method has been presented to establish the theoretical dispersion curve for performing the inverse analysis for the Rayleigh wave propagation. The proposed formulation is similar to the one available in literature, and is based on the finite difference formulation of the governing partial differential equations of motion. The method is framed in such a way that it ultimately leads to an Eigen value problem for which the solution can be obtained quite easily with respect to unknown frequency. The maximum absolute value of the vertical displacement at the ground surface is formed as the basis for deciding the governing mode of propagation. With the proposed technique, the numerical solutions were generated for a variety of problems, comprising of a number of different layers, associated with both ground and pavements. The results are found to be generally satisfactory. (C) 2011 Elsevier Ltd. All rights reserved.

Effect of longitudinal surface curvature on boundary layers

We consider here the higher order effect of moderate longitudinal surface curvature on steady, two-dimensional, incompressible laminar boundary layers. The basic partial differential equations for the problem, derived by the method of matched asymptotic expansions, are found to possess similarity solutions for a family of surface curvatures and pressure gradients. The similarity equations obtained by this anaylsis have been solved numerically on a computer, and show a definite decrease in skin friction when the surface has convex curvature in all cases including zero pressure gradient. Typical velocity profiles and some relevant boundary-layer characteristics are tabulated, and a critical comparison with previous work is given.

Five-stage Milstein methods for SDEs

In this paper, we consider the problem of computing numerical solutions for Ito stochastic differential equations (SDEs). The five-stage Milstein (FSM) methods are constructed for solving SDEs driven by an m-dimensional Wiener process. The FSM methods are fully explicit methods. It is proved that the FSM methods are convergent with strong order 1 for SDEs driven by an m-dimensional Wiener process. The analysis of stability (with multidimensional Wiener process) shows that the mean-square stable regions of the FSM methods are unbounded. The analysis of stability shows that the mean-square stable regions of the methods proposed in this paper are larger than the Milstein method and three-stage Milstein methods.

Analytical solutions for diffuse fluorescence spectroscopy/imaging in biological tissues. Part I: zero and extrapolated boundary conditions

The mathematical model for diffuse fluorescence spectroscopy/imaging is represented by coupled partial differential equations (PDEs), which describe the excitation and emission light propagation in soft biological tissues. The generic closed-form solutions for these coupled PDEs are derived in this work for the case of regular geometries using the Green's function approach using both zero and extrapolated boundary conditions. The specific solutions along with the typical data types, such as integrated intensity and the mean time of flight, for various regular geometries were also derived for both time-and frequency-domain cases. (C) 2013 Optical Society of America

Vorticity moments in four numerical simulations of the 3D Navier-Stokes equations

The issue of intermittency in numerical solutions of the 3D Navier-Stokes equations on a periodic box 0, L](3) is addressed through four sets of numerical simulations that calculate a new set of variables defined by D-m(t) = (pi(-1)(0) Omega(m))(alpha m) for 1 <= m <= infinity where alpha(m) = 2m/(4m - 3) and Omega(m)(t)](2m) = L-3 integral(v) vertical bar omega vertical bar(2m) dV with pi(0) = vL(-2). All four simulations unexpectedly show that the D-m are ordered for m = 1,..., 9 such that Dm+1 < D-m. Moreover, the D-m squeeze together such that Dm+1/D-m NE arrow 1 as m increases. The values of D-1 lie far above the values of the rest of the D-m, giving rise to a suggestion that a depletion of nonlinearity is occurring which could be the cause of Navier-Stokes regularity. The first simulation is of very anisotropic decaying turbulence; the second and third are of decaying isotropic turbulence from random initial conditions and forced isotropic turbulence at fixed Grashof number respectively; the fourth is of very-high-Reynolds-number forced, stationary, isotropic turbulence at up to resolutions of 4096(3).

Solutions of a system of forced Burgers equation

In this article, we obtain explicit solutions of a system of forced Burgers equation subject to some classes of bounded and compactly supported initial data and also subject to certain unbounded initial data. In a series of papers, Rao and Yadav (2010) 1-3] obtained explicit solutions of a nonhomogeneous Burgers equation in one dimension subject to certain classes of bounded and unbounded initial data. Earlier Kloosterziel (1990) 4] represented the solution of an initial value problem for the heat equation, with initial data in L-2 (R-n, e(vertical bar x vertical bar 2/2)), as a series of self-similar solutions of the heat equation in R-n. Here we express the solutions of certain classes of Cauchy problems for a system of forced Burgers equation in terms of self-similar solutions of some linear partial differential equations. (C) 2013 Elsevier Inc. All rights reserved.

Closed-form solutions for axially functionally graded Timoshenko beams having uniform cross-section and fixed-fixed boundary condition

In this paper, we study the free vibration of axially functionally graded (AFG) Timoshenko beams, with uniform cross-section and having fixed-fixed boundary condition. For certain polynomial variations of the material mass density, elastic modulus and shear modulus, along the length of the beam, there exists a fundamental closed form solution to the coupled second order governing differential equations with variable coefficients. It is found that there are an infinite number of non-homogeneous Timoshenko beams, with various material mass density, elastic modulus and shear modulus distributions having simple polynomial variations, which share the same fundamental frequency. The derived results can be used as benchmark solutions for testing approximate or numerical methods used for the vibration analysis of non-homogeneous Timoshenko beams. They can also be useful for designing fixed-fixed non-homogeneous Timoshenko beams which may be required to vibrate with a particular frequency. (C) 2013 Elsevier Ltd. All rights reserved.

A modified approach to numerical solution of Fredholm integral equations of the second kind

A modified approach to obtain approximate numerical solutions of Fredholin integral equations of the second kind is presented. The error bound is explained by the aid of several illustrative examples. In each example, the approximate solution is compared with the exact solution, wherever possible, and an excellent agreement is observed. In addition, the error bound in each example is compared with the one obtained by the Nystrom method. It is found that the error bound of the present method is smaller than the ones obtained by the Nystrom method. Further, the present method is successfully applied to derive the solution of an integral equation arising in a special Dirichlet problem. (C) 2015 Elsevier Inc. All rights reserved.

Precipitation In Small Systems--II. Mean Field Equations More Effective Than Population Balance

Part I (Manjunath et al., 1994, Chem. Engng Sci. 49, 1451-1463) of this paper showed that the random particle numbers and size distributions in precipitation processes in very small drops obtained by stochastic simulation techniques deviate substantially from the predictions of conventional population balance. The foregoing problem is considered in this paper in terms of a mean field approximation obtained by applying a first-order closure to an unclosed set of mean field equations presented in Part I. The mean field approximation consists of two mutually coupled partial differential equations featuring (i) the probability distribution for residual supersaturation and (ii) the mean number density of particles for each size and supersaturation from which all average properties and fluctuations can be calculated. The mean field equations have been solved by finite difference methods for (i) crystallization and (ii) precipitation of a metal hydroxide both occurring in a single drop of specified initial supersaturation. The results for the average number of particles, average residual supersaturation, the average size distribution, and fluctuations about the average values have been compared with those obtained by stochastic simulation techniques and by population balance. This comparison shows that the mean field predictions are substantially superior to those of population balance as judged by the close proximity of results from the former to those from stochastic simulations. The agreement is excellent for broad initial supersaturations at short times but deteriorates progressively at larger times. For steep initial supersaturation distributions, predictions of the mean field theory are not satisfactory thus calling for higher-order approximations. The merit of the mean field approximation over stochastic simulation lies in its potential to reduce expensive computation times involved in simulation. More effective computational techniques could not only enhance this advantage of the mean field approximation but also make it possible to use higher-order approximations eliminating the constraints under which the stochastic dynamics of the process can be predicted accurately.

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.

A pseudo-dynamical systems approach to a class of inverse problems in engineering

A pseudo-dynamical approach for a class of inverse problems involving static measurements is proposed and explored. Following linearization of the minimizing functional associated with the underlying optimization problem, the new strategy results in a system of linearized ordinary differential equations (ODEs) whose steady-state solutions yield the desired reconstruction. We consider some explicit and implicit schemes for integrating the ODEs and thus establish a deterministic reconstruction strategy without an explicit use of regularization. A stochastic reconstruction strategy is then developed making use of an ensemble Kalman filter wherein these ODEs serve as the measurement model. Finally, we assess the numerical efficacy of the developed tools against a few linear and nonlinear inverse problems of engineering interest.