61 resultados para Fully-Implicit Method

em Indian Institute of Science - Bangalore - Índia


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A fully implicit integration method for stochastic differential equations with significant multiplicative noise and stiffness in both the drift and diffusion coefficients has been constructed, analyzed and illustrated with numerical examples in this work. The method has strong order 1.0 consistency and has user-selectable parameters that allow the user to expand the stability region of the method to cover almost the entire drift-diffusion stability plane. The large stability region enables the method to take computationally efficient time steps. A system of chemical Langevin equations simulated with the method illustrates its computational efficiency.

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Biochemical pathways involving chemical kinetics in medium concentrations (i.e., at mesoscale) of the reacting molecules can be approximated as chemical Langevin equations (CLE) systems. We address the physically consistent non-negative simulation of the CLE sample paths as well as the issue of non-Lipschitz diffusion coefficients when a species approaches depletion and any stiffness due to faster reactions. The non-negative Fully Implicit Stochastic alpha (FIS alpha) method in which stopped reaction channels due to depleted reactants are deleted until a reactant concentration rises again, for non-negativity preservation and in which a positive definite Jacobian is maintained to deal with possible stiffness, is proposed and analysed. The method is illustrated with the computation of active Protein Kinase C response in the Protein Kinase C pathway. (C) 2011 Elsevier Inc. All rights reserved.

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The multiphase flow of fluids in the unsaturated porous medium is considered as a three phase flow of water, NAPL, and air simultaneously in the porous medium. The adaptive solution fully implicit modified sequential method is used for the numerical modelling. The effect of capillarity and heterogeneity effect at the interface between the media is studied and it is observed that the interface criteria has to be taken into account for the correct prediction of NAPL migration especially in heterogeneous media. The modified Newton Raphson method is used for the linearization and Hestines and Steifel Conjugate Gradient method is used as the solver.

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In this paper, we consider the problem of computing numerical solutions for stochastic differential equations (SDEs) of Ito form. A fully explicit method, the split-step forward Milstein (SSFM) method, is constructed for solving SDEs. It is proved that the SSFM method is convergent with strong order gamma = 1 in the mean-square sense. The analysis of stability shows that the mean-square stability properties of the method proposed in this paper are an improvement on the mean-square stability properties of the Milstein method and three stage Milstein methods.

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Purpose-In the present work, a numerical method, based on the well established enthalpy technique, is developed to simulate the growth of binary alloy equiaxed dendrites in presence of melt convection. The paper aims to discuss these issues. Design/methodology/approach-The principle of volume-averaging is used to formulate the governing equations (mass, momentum, energy and species conservation) which are solved using a coupled explicit-implicit method. The velocity and pressure fields are obtained using a fully implicit finite volume approach whereas the energy and species conservation equations are solved explicitly to obtain the enthalpy and solute concentration fields. As a model problem, simulation of the growth of a single crystal in a two-dimensional cavity filled with an undercooled melt is performed. Findings-Comparison of the simulation results with available solutions obtained using level set method and the phase field method shows good agreement. The effects of melt flow on dendrite growth rate and solute distribution along the solid-liquid interface are studied. A faster growth rate of the upstream dendrite arm in case of binary alloys is observed, which can be attributed to the enhanced heat transfer due to convection as well as lower solute pile-up at the solid-liquid interface. Subsequently, the influence of thermal and solutal Peclet number and undercooling on the dendrite tip velocity is investigated. Originality/value-As the present enthalpy based microscopic solidification model with melt convection is based on a framework similar to popularly used enthalpy models at the macroscopic scale, it lays the foundation to develop effective multiscale solidification.

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The paper presents for the first time a fully computerized method for structural synthesis of geared kinematic chains which can be used to derive epicyclic gear drives. The method has been formulated on the basis of representing these chains by their graphs, the graphs being in turn represented algebraically by their vertex-vertex incidence matrices. It has thus been possible to make advantageous use of concepts and results from graph theory to develop a method amenable for implementation on a digital computer. The computerized method has been applied to the structural synthesis of single-freedom geared kinematic chains with up to four gear pairs, and the results obtained thereform are presented and discussed.

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The surface tension gradient driven flow that occurs during laser melting has been studied. The vorticity-streamfunction form of the Navier-Stokes equations and the energy equation has been solved by the ‘Alternative Direction Implicit’ method. It has been shown that the inertia forces in the melt strongly influence the flow pattern in the melt. The convection in the melt modifies the isotherms in the melt at high surface tension Reynolds number and high Prandtl number. The buoyancy driven flow has been shown to be negligible compared to the surface tension gradient driven flow in laser melting.

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Theoretical studies have been carried out to examine internal flow choking in the inert simulators of a dual-thrust motor. Using a two-dimensional k-omega turbulence model, detailed parametric studies have been carried out to examine aerodynamic choking and the existence of a fluid throat at the transition region during the startup transient of dual-thrust motors. This code solves standard k-omega turbulence equations with shear flow corrections using a coupled second-order-implicit unsteady formulation. In the numerical study, a fully implicit finite volume scheme of the compressible, Reynolds-averaged, Navier-Stokes equations is employed. It was observed that, at the subsonic inflow conditions, there is a possibility of the occurrence of internal flow choking in dual-thrust motors due to the formation of a fluid throat at the beginning of the transition region induced by area blockage caused by boundary-layer-displacement thickness. It has been observed that a 55% increase in the upstream port area of the dual-thrust motor contributes to a 25% reduction in blockage factor at the transition region, which could negate the internal How choking and supplement with an early choking of the dual-thrust motor nozzle. If the height of the upstream port relative to the motor length is too small, the developing boundary layers from either side of the port can interact, leading to a choked,flow. On the other hand, if the developing boundary layers are far enough apart, then choking does not occur. The blockage factor is greater in magnitude for the choked case than for the unchoked case. More tangible explanations are presented in this paper for the boundary-layer blockage and the internal flow choking in dual-thrust motors, which hitherto has been unexplored.

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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.

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Non-linear natural vibration characteristics and the dynamic response of hingeless and fully articulated rotors of rectangular cross-section are studied by using the finite element method. In the formulation of response problems, the global variables are augmented with appropriate additional variables, facilitating direct determination of sub-harmonic response. Numerical results are given showing the effect of the geometric non-linearity on the first three natural frequencies. Response analysis of typical rotors indicates a possibility of substantial sub-harmonic response especially in the fully articulated rotors widely adopted in helicopters.

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For any construction activity in expansive soils, determination of swelling pressure/heave is an essential step. Though many attempts have been made to develop laboratory procedures by using the laboratory one-dimensional oedometer to determine swelling pressure of expansive soils, they are reported to yield varying results. The main reason for these variations could be heterogeneous moisture distribution of the sample over its thickness. To overcome this variation the experimental procedure should be such that the soil gets fully saturated. Attempts were made to introduce vertical sand drains in addition to the top and bottom drains. In this study five and nine vertical sand drains were introduced to experimentally find out the variations in the swell and swelling pressure. The variations in the moisture content at middle, top, and bottom of the sample in the oedometer test are also reported. It is found that swell-load method is better as compared to zero-swell method. Further, five number of vertical sand drains are found to be sufficient to obtain uniform moisture content distribution.

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This paper is concerned with the dynamic analysis of flexible,non-linear multi-body beam systems. The focus is on problems where the strains within each elastic body (beam) remain small. Based on geometrically non-linear elasticity theory, the non-linear 3-D beam problem splits into either a linear or non-linear 2-D analysis of the beam cross-section and a non-linear 1-D analysis along the beam reference line. The splitting of the three-dimensional beam problem into two- and one-dimensional parts, called dimensional reduction,results in a tremendous savings of computational effort relative to the cost of three-dimensional finite element analysis,the only alternative for realistic beams. The analysis of beam-like structures made of laminated composite materials requires a much more complicated methodology. Hence, the analysis procedure based on Variational Asymptotic Method (VAM), a tool to carry out the dimensional reduction, is used here.The analysis methodology can be viewed as a 3-step procedure. First, the sectional properties of beams made of composite materials are determined either based on an asymptotic procedure that involves a 2-D finite element nonlinear analysis of the beam cross-section to capture trapeze effect or using strip-like beam analysis, starting from Classical Laminated Shell Theory (CLST). Second, the dynamic response of non-linear, flexible multi-body beam systems is simulated within the framework of energy-preserving and energy-decaying time integration schemes that provide unconditional stability for non-linear beam systems. Finally,local 3-D responses in the beams are recovered, based on the 1-D responses predicted in the second step. Numerical examples are presented and results from this analysis are compared with those available in the literature.

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In this paper, we develop and analyze C(0) penalty methods for the fully nonlinear Monge-Ampere equation det(D(2)u) = f in two dimensions. The key idea in designing our methods is to build discretizations such that the resulting discrete linearizations are symmetric, stable, and consistent with the continuous linearization. We are then able to show the well-posedness of the penalty method as well as quasi-optimal error estimates using the Banach fixed-point theorem as our main tool. Numerical experiments are presented which support the theoretical results.

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A fully discrete C-0 interior penalty finite element method is proposed and analyzed for the Extended Fisher-Kolmogorov (EFK) equation u(t) + gamma Delta(2)u - Delta u + u(3) - u = 0 with appropriate initial and boundary conditions, where gamma is a positive constant. We derive a regularity estimate for the solution u of the EFK equation that is explicit in gamma and as a consequence we derive a priori error estimates that are robust in gamma. (C) 2013 Elsevier B.V. All rights reserved.

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Motivated by experiments on Josephson junction arrays in a magnetic field and ultracold interacting atoms in an optical lattice in the presence of a ``synthetic'' orbital magnetic field, we study the ``fully frustrated'' Bose-Hubbard model and quantum XY model with half a flux quantum per lattice plaquette. Using Monte Carlo simulations and the density matrix renormalization group method, we show that these kinetically frustrated boson models admit three phases at integer filling: a weakly interacting chiral superfluid phase with staggered loop currents which spontaneously break time-reversal symmetry, a conventional Mott insulator at strong coupling, and a remarkable ``chiral Mott insulator'' (CMI) with staggered loop currents sandwiched between them at intermediate correlation. We discuss how the CMI state may be viewed as an exciton condensate or a vortex supersolid, study a Jastrow variational wave function which captures its correlations, present results for the boson momentum distribution across the phase diagram, and consider various experimental implications of our phase diagram. Finally, we consider generalizations to a staggered flux Bose-Hubbard model and a two-dimensional (2D) version of the CMI in weakly coupled ladders.