Numerical solutions of stochastic differential equations – implementation and stability issues

Stochastic differential equations (SDEs) arise fi om physical systems where the parameters describing the system can only be estimated or are subject to noise. There has been much work done recently on developing numerical methods for solving SDEs. This paper will focus on stability issues and variable stepsize implementation techniques for numerically solving SDEs effectively.

Efficient solution of two-sided nonlinear space-fractional diffusion equations using fast Poisson preconditioners

We develop a fast Poisson preconditioner for the efficient numerical solution of a class of two-sided nonlinear space fractional diffusion equations in one and two dimensions using the method of lines. Using the shifted Gr¨unwald finite difference formulas to approximate the two-sided(i.e. the left and right Riemann-Liouville) fractional derivatives, the resulting semi-discrete nonlinear systems have dense Jacobian matrices owing to the non-local property of fractional derivatives. We employ a modern initial value problem solver utilising backward differentiation formulas and Jacobian-free Newton-Krylov methods to solve these systems. For efficient performance of the Jacobianfree Newton-Krylov method it is essential to apply an effective preconditioner to accelerate the convergence of the linear iterative solver. The key contribution of our work is to generalise the fast Poisson preconditioner, widely used for integer-order diffusion equations, so that it applies to the two-sided space fractional diffusion equation. A number of numerical experiments are presented to demonstrate the effectiveness of the preconditioner and the overall solution strategy.

Shear strengths of lipped channel beams with stiffened web openings using numerical studies

This paper presents the details of numerical studies on the shear behaviour and strength of lipped channel beams (LCBs) with stiffened web openings. Over the last couple of decades, cold-formed steel beams have been used extensively in residential, industrial and commercial buildings as primary load bearing structural components. Their shear strengths are considerably reduced when web openings are included for the purpose of locating building services. Our research has shown that shear strengths of LCBs were reduced by up to 70% due to the inclusion of web openings. Hence there is a need to improve the shear strengths of LCBs with web openings. A cost effective way to improve the detrimental effects of a large web opening is to attach appropriate stiffeners around the web openings in order to restore the original shear strength and stiffness of LCBs. Hence numerical studies were undertaken to investigate the shear strengths of LCBs with stiffened web openings. In this research, finite element models of LCBs with stiffened web openings in shear were developed to simulate the shear behaviour and strength of LCBs. Various stiffening methods using plate and LCB stud stiffeners attached to LCBs using screw-fastening were attempted. The developed models were then validated by comparing their results with experimental results and used in parametric studies. Both finite element analysis and experimental results showed that the stiffening arrangements recommended by past re-search for cold-formed steel channel beams are not adequate to restore the shear strengths of LCBs with web openings. Therefore new stiffener arrangements were proposed for LCBs with web openings based on experimental and finite element analysis results. This paper presents the details of finite element models and analyses used in this research and the results including the recommended stiffener arrangements.

Numerical investigation of mechanical and thermal dynamic properties of the industrial transformer

Industrial transformer is one of the most critical assets in the power and heavy industry. Failures of transformers can cause enormous losses. The poor joints of the electrical circuit on transformers can cause overheating and results in stress concentration on the structure which is the major cause of catastrophic failure. Few researches have been focused on the mechanical properties of industrial transformers under overheating thermal conditions. In this paper, both mechanical and thermal properties of industrial transformers are jointly investigated using Finite Element Analysis (FEA). Dynamic response analysis is conducted on a modified transformer FEA model, and the computational results are compared with experimental results from literature to validate this simulation model. Based on the FEA model, thermal stress is calculated under different temperature conditions. These analysis results can provide insights to the understanding of the failure of transformers due to overheating, therefore are significant to assess winding fault, especially to the manufacturing and maintenance of large transformers.

Numerical investigation into the buckling behavior of advanced grid stiffened composite cylindrical shell

Advanced grid stiffened composite cylindrical shell is widely adopted in advanced structures due to its exceptional mechanical properties. Buckling is a main failure mode of advanced grid stiffened structures in engineering, which calls for increasing attention. In this paper, the buckling response of advanced grid stiffened structure is investigated by three different means including equivalent stiffness model, finite element model and a hybrid model (H-model) that combines equivalent stiffness model with finite element model. Buckling experiment is carried out on an advanced grid stiffened structure to validate the efficiency of different modeling methods. Based on the comparison, the characteristics of different methods are independently evaluated. It is arguable that, by considering the defects of material, finite element model is a suitable numerical tool for the buckling analysis of advanced grid stiffened structures.

Computational strategies for surface fitting using thin plate spline finite element methods

Thin plate spline finite element methods are used to fit a surface to an irregularly scattered dataset [S. Roberts, M. Hegland, and I. Altas. Approximation of a Thin Plate Spline Smoother using Continuous Piecewise Polynomial Functions. SIAM, 1:208--234, 2003]. The computational bottleneck for this algorithm is the solution of large, ill-conditioned systems of linear equations at each step of a generalised cross validation algorithm. Preconditioning techniques are investigated to accelerate the convergence of the solution of these systems using Krylov subspace methods. The preconditioners under consideration are block diagonal, block triangular and constraint preconditioners [M. Benzi, G. H. Golub, and J. Liesen. Numerical solution of saddle point problems. Acta Numer., 14:1--137, 2005]. The effectiveness of each of these preconditioners is examined on a sample dataset taken from a known surface. From our numerical investigation, constraint preconditioners appear to provide improved convergence for this surface fitting problem compared to block preconditioners.

Numerical simulation of anomalous infiltration in porous media

Nonlinear time-fractional diffusion equations have been used to describe the liquid infiltration for both subdiffusion and superdiffusion in porous media. In this paper, some problems of anomalous infiltration with a variable-order timefractional derivative in porous media are considered. The time-fractional Boussinesq equation is also considered. Two computationally efficient implicit numerical schemes for the diffusion and wave-diffusion equations are proposed. Numerical examples are provided to show that the numerical methods are computationally efficient.

Numerical investigation of motion and deformation of a single red blood cell in a stenosed capillary

It is generally assumed that influence of the red blood cells (RBCs) is predominant in blood rheology. The healthy RBCs are highly deformable and can thus easily squeeze through the smallest capillaries having internal diameter less than their characteristic size. On the other hand, RBCs infected by malaria or other diseases are stiffer and so less deformable. Thus it is harder for them to flow through the smallest capillaries. Therefore, it is very important to critically and realistically investigate the mechanical behavior of both healthy and infected RBCs which is a current gap in knowledge. The motion and the steady state deformed shape of the RBCs depend on many factors, such as the geometrical parameters of the capillary through which blood flows, the membrane bending stiffness and the mean velocity of the blood flow. In this study, motion and deformation of a single two-dimensional RBC in a stenosed capillary is explored by using smoothed particle hydrodynamics (SPH) method. An elastic spring network is used to model the RBC membrane, while the RBC's inside fluid and outside fluid are treated as SPH particles. The effect of RBC's membrane stiffness (kb), inlet pressure (P) and geometrical parameters of the capillary on the motion and deformation of the RBC is studied. The deformation index, RBC's mean velocity and the cell membrane energy are analyzed when the cell passes through the stenosed capillary. The simulation results demonstrate that the kb, P and the geometrical parameters of the capillary have a significant impact on the RBCs' motion and deformation in the stenosed section.

Numerical treatment of a two-dimensional variable-order fractional nonlinear reaction-diffusion model

A two-dimensional variable-order fractional nonlinear reaction-diffusion model is considered. A second-order spatial accurate semi-implicit alternating direction method for a two-dimensional variable-order fractional nonlinear reaction-diffusion model is proposed. Stability and convergence of the semi-implicit alternating direct method are established. Finally, some numerical examples are given to support our theoretical analysis. These numerical techniques can be used to simulate a two-dimensional variable order fractional FitzHugh-Nagumo model in a rectangular domain. This type of model can be used to describe how electrical currents flow through the heart, controlling its contractions, and are used to ascertain the effects of certain drugs designed to treat arrhythmia.

Numerical modeling of thin steel roof battens under wind uplift loads

Extreme wind events such as tropical cyclones, tornadoes and storms are more likely to impact the Australian coastal regions due to possible climate changes. Such events can be extremely destructive to building structures, in particular, low-rise buildings with lightweight roofing systems that are commonly made of thin steel roofing sheets and battens. Large wind uplift loads that act on the roofs during high wind events often cause premature roof connection failures. Recent wind damage investigations have shown that roof failures have mostly occurred at the batten to rafter or truss screw connections. In most of these cases, the screw fastener heads pulled through the bottom flanges of thin steel roof battens. This roof connection failure is very critical as both roofing sheets and battens will be lost during the high wind events. Hence, a research study was conducted to investigate this critical pull-through failure using both experimental and numerical methods. This paper presents the details of numerical modeling and the results.

A preconditioned numerical solver for stiff nonlinear reaction-diffusion equations with fractional Laplacians that avoids dense matrices

The numerical solution of fractional partial differential equations poses significant computational challenges in regard to efficiency as a result of the spatial nonlocality of the fractional differential operators. The dense coefficient matrices that arise from spatial discretisation of these operators mean that even one-dimensional problems can be difficult to solve using standard methods on grids comprising thousands of nodes or more. In this work we address this issue of efficiency for one-dimensional, nonlinear space-fractional reaction–diffusion equations with fractional Laplacian operators. We apply variable-order, variable-stepsize backward differentiation formulas in a Jacobian-free Newton–Krylov framework to advance the solution in time. A key advantage of this approach is the elimination of any requirement to form the dense matrix representation of the fractional Laplacian operator. We show how a banded approximation to this matrix, which can be formed and factorised efficiently, can be used as part of an effective preconditioner that accelerates convergence of the Krylov subspace iterative solver. Our approach also captures the full contribution from the nonlinear reaction term in the preconditioner, which is crucial for problems that exhibit stiff reactions. Numerical examples are presented to illustrate the overall effectiveness of the solver.

Numerical analysis of a new space-time variable fractional order advection-dispersion equation

Many physical processes appear to exhibit fractional order behavior that may vary with time and/or space. The continuum of order in the fractional calculus allows the order of the fractional operator to be considered as a variable. In this paper, we consider a new space–time variable fractional order advection–dispersion equation on a finite domain. The equation is obtained from the standard advection–dispersion equation by replacing the first-order time derivative by Coimbra’s variable fractional derivative of order α(x)∈(0,1]α(x)∈(0,1], and the first-order and second-order space derivatives by the Riemann–Liouville derivatives of order γ(x,t)∈(0,1]γ(x,t)∈(0,1] and β(x,t)∈(1,2]β(x,t)∈(1,2], respectively. We propose an implicit Euler approximation for the equation and investigate the stability and convergence of the approximation. Finally, numerical examples are provided to show that the implicit Euler approximation is computationally efficient.