Exact correlation functions in particle-reaction models with immobile particles

Exact results on particle densities as well as correlators in two models of immobile particles, containing either a single species or else two distinct species, are derived. The models evolve following a descent dynamics through pair annihilation where each particle interacts once at most throughout its entire history. The resulting large number of stationary states leads to a non-vanishing configurational entropy. Our results are established for arbitrary initial conditions and are derived via a generating function method. The single-species model is the dual of the 1D zero-temperature kinetic Ising model with Kimball-Deker-Haake dynamics. In this way, both in finite and semi-infinite chains and also the Bethe lattice can be analysed. The relationship with the random sequential adsorption of dimers and weakly tapped granular materials is discussed.

A marker-and-cell approach to free surface 2-D multiphase flows

This work describes a methodology to simulate free surface incompressible multiphase flows. This novel methodology allows the simulation of multiphase flows with an arbitrary number of phases, each of them having different densities and viscosities. Surface and interfacial tension effects are also included. The numerical technique is based on the GENSMAC front-tracking method. The velocity field is computed using a finite-difference discretization of a modification of the NavierStokes equations. These equations together with the continuity equation are solved for the two-dimensional multiphase flows, with different densities and viscosities in the different phases. The governing equations are solved on a regular Eulerian grid, and a Lagrangian mesh is employed to track free surfaces and interfaces. The method is validated by comparing numerical with analytic results for a number of simple problems; it was also employed to simulate complex problems for which no analytic solutions are available. The method presented in this paper has been shown to be robust and computationally efficient. Copyright (c) 2012 John Wiley & Sons, Ltd.

Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization

At each outer iteration of standard Augmented Lagrangian methods one tries to solve a box-constrained optimization problem with some prescribed tolerance. In the continuous world, using exact arithmetic, this subproblem is always solvable. Therefore, the possibility of finishing the subproblem resolution without satisfying the theoretical stopping conditions is not contemplated in usual convergence theories. However, in practice, one might not be able to solve the subproblem up to the required precision. This may be due to different reasons. One of them is that the presence of an excessively large penalty parameter could impair the performance of the box-constraint optimization solver. In this paper a practical strategy for decreasing the penalty parameter in situations like the one mentioned above is proposed. More generally, the different decisions that may be taken when, in practice, one is not able to solve the Augmented Lagrangian subproblem will be discussed. As a result, an improved Augmented Lagrangian method is presented, which takes into account numerical difficulties in a satisfactory way, preserving suitable convergence theory. Numerical experiments are presented involving all the CUTEr collection test problems.

The boundedness of penalty parameters in an augmented Lagrangian method with constrained subproblems

Augmented Lagrangian methods are effective tools for solving large-scale nonlinear programming problems. At each outer iteration, a minimization subproblem with simple constraints, whose objective function depends on updated Lagrange multipliers and penalty parameters, is approximately solved. When the penalty parameter becomes very large, solving the subproblem becomes difficult; therefore, the effectiveness of this approach is associated with the boundedness of the penalty parameters. In this paper, it is proved that under more natural assumptions than the ones employed until now, penalty parameters are bounded. For proving the new boundedness result, the original algorithm has been slightly modified. Numerical consequences of the modifications are discussed and computational experiments are presented.

Optimal reactive power flow via the modified barrier Lagrangian function approach

A new approach called the Modified Barrier Lagrangian Function (MBLF) to solve the Optimal Reactive Power Flow problem is presented. In this approach, the inequality constraints are treated by the Modified Barrier Function (MBF) method, which has a finite convergence property: i.e. the optimal solution in the MBF method can actually be in the bound of the feasible set. Hence, the inequality constraints can be precisely equal to zero. Another property of the MBF method is that the barrier parameter does not need to be driven to zero to attain the solution. Therefore, the conditioning of the involved Hessian matrix is greatly enhanced. In order to show this, a comparative analysis of the numeric conditioning of the Hessian matrix of the MBLF approach, by the decomposition in singular values, is carried out. The feasibility of the proposed approach is also demonstrated with comparative tests to Interior Point Method (IPM) using various IEEE test systems and two networks derived from Brazilian generation/transmission system. The results show that the MBLF method is computationally more attractive than the IPM in terms of speed, number of iterations and numerical conditioning. (C) 2011 Elsevier B.V. All rights reserved.

Numerical assessment of stability of interface discontinuous finite element pressure spaces

The stability of two recently developed pressure spaces has been assessed numerically: The space proposed by Ausas et al. [R.F. Ausas, F.S. Sousa, G.C. Buscaglia, An improved finite element space for discontinuous pressures, Comput. Methods Appl. Mech. Engrg. 199 (2010) 1019-1031], which is capable of representing discontinuous pressures, and the space proposed by Coppola-Owen and Codina [A.H. Coppola-Owen, R. Codina, Improving Eulerian two-phase flow finite element approximation with discontinuous gradient pressure shape functions, Int. J. Numer. Methods Fluids, 49 (2005) 1287-1304], which can represent discontinuities in pressure gradients. We assess the stability of these spaces by numerically computing the inf-sup constants of several meshes. The inf-sup constant results as the solution of a generalized eigenvalue problems. Both spaces are in this way confirmed to be stable in their original form. An application of the same numerical assessment tool to the stabilized equal-order P-1/P-1 formulation is then reported. An interesting finding is that the stabilization coefficient can be safely set to zero in an arbitrary band of elements without compromising the formulation's stability. An analogous result is also reported for the mini-element P-1(+)/P-1 when the velocity bubbles are removed in an arbitrary band of elements. (C) 2012 Elsevier B.V. All rights reserved.

Design of laminated piezocomposite shell transducers with arbitrary fiber orientation using topology optimization approach

Sensor and actuator based on laminated piezocomposite shells have shown increasing demand in the field of smart structures. The distribution of piezoelectric material within material layers affects the performance of these structures; therefore, its amount, shape, size, placement, and polarization should be simultaneously considered in an optimization problem. In addition, previous works suggest the concept of laminated piezocomposite structure that includes fiber-reinforced composite layer can increase the performance of these piezoelectric transducers; however, the design optimization of these devices has not been fully explored yet. Thus, this work aims the development of a methodology using topology optimization techniques for static design of laminated piezocomposite shell structures by considering the optimization of piezoelectric material and polarization distributions together with the optimization of the fiber angle of the composite orthotropic layers, which is free to assume different values along the same composite layer. The finite element model is based on the laminated piezoelectric shell theory, using the degenerate three-dimensional solid approach and first-order shell theory kinematics that accounts for the transverse shear deformation and rotary inertia effects. The topology optimization formulation is implemented by combining the piezoelectric material with penalization and polarization model and the discrete material optimization, where the design variables describe the amount of piezoelectric material and polarization sign at each finite element, with the fiber angles, respectively. Three different objective functions are formulated for the design of actuators, sensors, and energy harvesters. Results of laminated piezocomposite shell transducers are presented to illustrate the method. Copyright (C) 2012 John Wiley & Sons, Ltd.