A Finite Variable Difference Relaxation Scheme for hyperbolic-parabolic equations

Using the framework of a new relaxation system, which converts a nonlinear viscous conservation law into a system of linear convection-diffusion equations with nonlinear source terms, a finite variable difference method is developed for nonlinear hyperbolic-parabolic equations. The basic idea is to formulate a finite volume method with an optimum spatial difference, using the Locally Exact Numerical Scheme (LENS), leading to a Finite Variable Difference Method as introduced by Sakai [Katsuhiro Sakai, A new finite variable difference method with application to locally exact numerical scheme, journal of Computational Physics, 124 (1996) pp. 301-308.], for the linear convection-diffusion equations obtained by using a relaxation system. Source terms are treated with the well-balanced scheme of Jin [Shi Jin, A steady-state capturing method for hyperbolic systems with geometrical source terms, Mathematical Modeling Numerical Analysis, 35 (4) (2001) pp. 631-645]. Bench-mark test problems for scalar and vector conservation laws in one and two dimensions are solved using this new algorithm and the results demonstrate the efficiency of the scheme in capturing the flow features accurately.

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.

Modeling finite buffer effects on TCP traffic over an IEEE 802.11 infrastructure WLAN

The network scenario is that of an infrastructure IEEE 802.11 WLAN with a single AP with which several stations (STAs) are associated. The AP has a finite size buffer for storing packets. In this scenario, we consider TCP-controlled upload and download file transfers between the STAs and a server on the wireline LAN (e.g., 100 Mbps Ethernet) to which the AP is connected. In such a situation, it is well known that because of packet losses due to finite buffers at the AP, upload file transfers obtain larger throughputs than download transfers. We provide an analytical model for estimating the upload and download throughputs as a function of the buffer size at the AP. We provide models for the undelayed and delayed ACK cases for a TCP that performs loss recovery only by timeout, and also for TCP Reno. The models are validated incomparison with NS2 simulations.

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.

Wigner distributions for finite-state systems without redundant phase-point operators

We set up Wigner distributions for N-state quantum systems following a Dirac-inspired approach. In contrast to much of the work in this study, requiring a 2N x 2N phase space, particularly when N is even, our approach is uniformly based on an N x N phase-space grid and thereby avoids the necessity of having to invoke a `quadrupled' phase space and hence the attendant redundance. Both N odd and even cases are analysed in detail and it is found that there are striking differences between the two. While the N odd case permits full implementation of the marginal property, the even case does so only in a restricted sense. This has the consequence that in the even case one is led to several equally good definitions of the Wigner distributions as opposed to the odd case where the choice turns out to be unique.

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.

Consistent quaternion interpolation for objective finite element approximation of geometrically exact beam

We explore an isoparametric interpolation of total quaternion for geometrically consistent, strain-objective and path-independent finite element solutions of the geometrically exact beam. This interpolation is a variant of the broader class known as slerp. The equivalence between the proposed interpolation and that of relative rotation is shown without any recourse to local bijection between quaternions and rotations. We show that, for a two-noded beam element, the use of relative rotation is not mandatory for attaining consistency cum objectivity and an appropriate interpolation of total rotation variables is sufficient. The interpolation of total quaternion, which is computationally more efficient than the one based on local rotations, converts nodal rotation vectors to quaternions and interpolates them in a manner consistent with the character of the rotation manifold. This interpolation, unlike the additive interpolation of total rotation, corresponds to a geodesic on the rotation manifold. For beam elements with more than two nodes, however, a consistent extension of the proposed quaternion interpolation is difficult. Alternatively, a quaternion-based procedure involving interpolation of relative rotations is proposed for such higher order elements. We also briefly discuss a strategy for the removal of possible singularity in the interpolation of quaternions, proposed in [I. Romero, The interpolation of rotations and its application to finite element models of geometrically exact rods, Comput. Mech. 34 (2004) 121–133]. The strain-objectivity and path-independence of solutions are justified theoretically and then demonstrated through numerical experiments. This study, being focused only on the interpolation of rotations, uses a standard finite element discretization, as adopted by Simo and Vu-Quoc [J.C. Simo, L. Vu-Quoc, A three-dimensional finite rod model part II: computational aspects, Comput. Methods Appl. Mech. Engrg. 58 (1986) 79–116]. The rotation update is achieved via quaternion multiplication followed by the extraction of the rotation vector. Nodal rotations are stored in terms of rotation vectors and no secondary storages are required.

Free vibration and wave propagation analysis of uniform and tapered rotating beams using spectrally formulated finite elements

This paper presents a formulation of an approximate spectral element for uniform and tapered rotating Euler-Bernoulli beams. The formulation takes into account the varying centrifugal force, mass and bending stiffness. The dynamic stiffness matrix is constructed using the weak form of the governing differential equation in the frequency domain, where two different interpolating functions for the transverse displacement are used for the element formulation. Both free vibration and wave propagation analysis is performed using the formulated elements. The studies show that the formulated element predicts results, that compare well with the solution available in the literature, at a fraction of the computational effort. In addition, for wave propagation analysis, the element shows superior convergence. (C) 2007 Elsevier Ltd. All rights reserved.

Fractional damping: Stochastic origin and finite approximations

Fractional-order derivatives appear in various engineering applications including models for viscoelastic damping. Damping behavior of materials, if modeled using linear, constant coefficient differential equations, cannot include the long memory that fractional-order derivatives require. However, sufficiently great rnicrostructural disorder can lead, statistically, to macroscopic behavior well approximated by fractional order derivatives. The idea has appeared in the physics literature, but may interest an engineering audience. This idea in turn leads to an infinite-dimensional system without memory; a routine Galerkin projection on that infinite-dimensional system leads to a finite dimensional system of ordinary differential equations (ODEs) (integer order) that matches the fractional-order behavior over user-specifiable, but finite, frequency ranges. For extreme frequencies (small or large), the approximation is poor. This is unavoidable, and users interested in such extremes or in the fundamental aspects of true fractional derivatives must take note of it. However, mismatch in extreme frequencies outside the range of interest for a particular model of a real material may have little engineering impact.

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.

New rational interpolation functions for finite element analysis of rotating beams

A rotating beam finite element in which the interpolating shape functions are obtained by satisfying the governing static homogenous differential equation of Euler–Bernoulli rotating beams is developed in this work. The shape functions turn out to be rational functions which also depend on rotation speed and element position along the beam and account for the centrifugal stiffening effect. These rational functions yield the Hermite cubic when rotation speed becomes zero. The new element is applied for static and dynamic analysis of rotating beams. In the static case, a cantilever beam having a tip load is considered, with a radially varying axial force. It is found that this new element gives a very good approximation of the tip deflection to the analytical series solution value, as compared to the classical finite element given by the Hermite cubic shape functions. In the dynamic analysis, the new element is applied for uniform, and tapered rotating beams with cantilever and hinged boundary conditions to determine the natural frequencies, and the results compare very well with the published results given in the literature.

Parametric finite element analyses of geocellsupported embankments

This paper presents the results from parametric finite element analyses of geocell-supported embankments constructed on weak foundation soils. A composite model is used to numerically simulate the improvement in the strength and stiffness of the soil as a result of geocell confinement. The shear strength of the geocell-encased soil is obtained as a function of the additional confining pressure due to the geocell encasement considering it as a thin cylinder subjected to internal pressure. The stiffness of the geocell-encased soil is obtained from the stiffness of the unreinforced soil and the tensile modulus of the geocell material using an empirical equation. The validity of the model is verified by simulating the laboratory experiments on model geocell-supported embankments. Parametric finite element analyses of the geocell-supported embankments are carried out by varying the dimensions of the geocell layer, the tensile strength of the material used for fabricating the geocell layer, the properties of the infill soil, and the depth of the foundation layer. Some important guidelines for selecting the geocell reinforcement to support embankments on weak foundation soils are established through these numerical studies.

Parametrized actor-critic algorithms for finite-horizon MDPs

Due to their non-stationarity, finite-horizon Markov decision processes (FH-MDPs) have one probability transition matrix per stage. Thus the curse of dimensionality affects FH-MDPs more severely than infinite-horizon MDPs. We propose two parametrized 'actor-critic' algorithms to compute optimal policies for FH-MDPs. Both algorithms use the two-timescale stochastic approximation technique, thus simultaneously performing gradient search in the parametrized policy space (the 'actor') on a slower timescale and learning the policy gradient (the 'critic') via a faster recursion. This is in contrast to methods where critic recursions learn the cost-to-go proper. We show w.p 1 convergence to a set with the necessary condition for constrained optima. The proposed parameterization is for FHMDPs with compact action sets, although certain exceptions can be handled. Further, a third algorithm for stochastic control of stopping time processes is presented. We explain why current policy evaluation methods do not work as critic to the proposed actor recursion. Simulation results from flow-control in communication networks attest to the performance advantages of all three algorithms.

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.

Thermal stresses in a finite hollow cylinder due to an axisymmetric temperature field at the end surface

A three-dimensional exact solution for determining the thermal stresses in a finite hollow cylinder subject to a steady state axisymmetric temperature field over one of its end surfaces has been given. Numerical results for a hollow cylinder, having lenght to outer diameter ratio equal to one and inner to outer diameter ratio equal to 0.75, subjected to a symmetric temperature variation over the end surfaces of the cylinder have been given.