POSITIVE FILTERED P_N METHOD FOR LINEAR TRANSPORT EQUATIONS AND THE ASSOCIATED OPTIMIZATION ALGORITHM

We propose a positive, accurate moment closure for linear kinetic transport equations based on a filtered spherical harmonic (FP_N) expansion in the angular variable. The FP_N moment equations are accurate approximations to linear kinetic equations, but they are known to suffer from the occurrence of unphysical, negative particle concentrations. The new positive filtered P_N (FP_N+) closure is developed to address this issue. The FP_N+ closure approximates the kinetic distribution by a spherical harmonic expansion that is non-negative on a finite, predetermined set of quadrature points. With an appropriate numerical PDE solver, the FP_N+ closure generates particle concentrations that are guaranteed to be non-negative. Under an additional, mild regularity assumption, we prove that as the moment order tends to infinity, the FP_N+ approximation converges, in the L2 sense, at the same rate as the FP_N approximation; numerical tests suggest that this assumption may not be necessary. By numerical experiments on the challenging line source benchmark problem, we confirm that the FP_N+ method indeed produces accurate and non-negative solutions. To apply the FP_N+ closure on problems at large temporal-spatial scales, we develop a positive asymptotic preserving (AP) numerical PDE solver. We prove that the propose AP scheme maintains stability and accuracy with standard mesh sizes at large temporal-spatial scales, while, for generic numerical schemes, excessive refinements on temporal-spatial meshes are required. We also show that the proposed scheme preserves positivity of the particle concentration, under some time step restriction. Numerical results confirm that the proposed AP scheme is capable for solving linear transport equations at large temporal-spatial scales, for which a generic scheme could fail. Constrained optimization problems are involved in the formulation of the FP_N+ closure to enforce non-negativity of the FP_N+ approximation on the set of quadrature points. These optimization problems can be written as strictly convex quadratic programs (CQPs) with a large number of inequality constraints. To efficiently solve the CQPs, we propose a constraint-reduced variant of a Mehrotra-predictor-corrector algorithm, with a novel constraint selection rule. We prove that, under appropriate assumptions, the proposed optimization algorithm converges globally to the solution at a locally q-quadratic rate. We test the algorithm on randomly generated problems, and the numerical results indicate that the combination of the proposed algorithm and the constraint selection rule outperforms other compared constraint-reduced algorithms, especially for problems with many more inequality constraints than variables.

DIRECT NUMERICAL SIMULATION OF INCOMPRESSIBLE MULTIPHASE FLOW WITH PHASE CHANGE

Phase change problems arise in many practical applications such as air-conditioning and refrigeration, thermal energy storage systems and thermal management of electronic devices. The physical phenomenon in such applications are complex and are often difficult to be studied in detail with the help of only experimental techniques. The efforts to improve computational techniques for analyzing two-phase flow problems with phase change are therefore gaining momentum. The development of numerical methods for multiphase flow has been motivated generally by the need to account more accurately for (a) large topological changes such as phase breakup and merging, (b) sharp representation of the interface and its discontinuous properties and (c) accurate and mass conserving motion of the interface. In addition to these considerations, numerical simulation of multiphase flow with phase change introduces additional challenges related to discontinuities in the velocity and the temperature fields. Moreover, the velocity field is no longer divergence free. For phase change problems, the focus of developmental efforts has thus been on numerically attaining a proper conservation of energy across the interface in addition to the accurate treatment of fluxes of mass and momentum conservation as well as the associated interface advection. Among the initial efforts related to the simulation of bubble growth in film boiling applications the work in \cite{Welch1995} was based on the interface tracking method using a moving unstructured mesh. That study considered moderate interfacial deformations. A similar problem was subsequently studied using moving, boundary fitted grids \cite{Son1997}, again for regimes of relatively small topological changes. A hybrid interface tracking method with a moving interface grid overlapping a static Eulerian grid was developed \cite{Juric1998} for the computation of a range of phase change problems including, three-dimensional film boiling \cite{esmaeeli2004computations}, multimode two-dimensional pool boiling \cite{Esmaeeli2004} and film boiling on horizontal cylinders \cite{Esmaeeli2004a}. The handling of interface merging and pinch off however remains a challenge with methods that explicitly track the interface. As large topological changes are crucial for phase change problems, attention has turned in recent years to front capturing methods utilizing implicit interfaces that are more effective in treating complex interface deformations. The VOF (Volume of Fluid) method was adopted in \cite{Welch2000} to simulate the one-dimensional Stefan problem and the two-dimensional film boiling problem. The approach employed a specific model for mass transfer across the interface involving a mass source term within cells containing the interface. This VOF based approach was further coupled with the level set method in \cite{Son1998}, employing a smeared-out Heaviside function to avoid the numerical instability related to the source term. The coupled level set, volume of fluid method and the diffused interface approach was used for film boiling with water and R134a at the near critical pressure condition \cite{Tomar2005}. The effect of superheat and saturation pressure on the frequency of bubble formation were analyzed with this approach. The work in \cite{Gibou2007} used the ghost fluid and the level set methods for phase change simulations. A similar approach was adopted in \cite{Son2008} to study various boiling problems including three-dimensional film boiling on a horizontal cylinder, nucleate boiling in microcavity \cite{lee2010numerical} and flow boiling in a finned microchannel \cite{lee2012direct}. The work in \cite{tanguy2007level} also used the ghost fluid method and proposed an improved algorithm based on enforcing continuity and divergence-free condition for the extended velocity field. The work in \cite{sato2013sharp} employed a multiphase model based on volume fraction with interface sharpening scheme and derived a phase change model based on local interface area and mass flux. Among the front capturing methods, sharp interface methods have been found to be particularly effective both for implementing sharp jumps and for resolving the interfacial velocity field. However, sharp velocity jumps render the solution susceptible to erroneous oscillations in pressure and also lead to spurious interface velocities. To implement phase change, the work in \cite{Hardt2008} employed point mass source terms derived from a physical basis for the evaporating mass flux. To avoid numerical instability, the authors smeared the mass source by solving a pseudo time-step diffusion equation. This measure however led to mass conservation issues due to non-symmetric integration over the distributed mass source region. The problem of spurious pressure oscillations related to point mass sources was also investigated by \cite{Schlottke2008}. Although their method is based on the VOF, the large pressure peaks associated with sharp mass source was observed to be similar to that for the interface tracking method. Such spurious fluctuation in pressure are essentially undesirable because the effect is globally transmitted in incompressible flow. Hence, the pressure field formation due to phase change need to be implemented with greater accuracy than is reported in current literature. The accuracy of interface advection in the presence of interfacial mass flux (mass flux conservation) has been discussed in \cite{tanguy2007level,tanguy2014benchmarks}. The authors found that the method of extending one phase velocity to entire domain suggested by Nguyen et al. in \cite{nguyen2001boundary} suffers from a lack of mass flux conservation when the density difference is high. To improve the solution, the authors impose a divergence-free condition for the extended velocity field by solving a constant coefficient Poisson equation. The approach has shown good results with enclosed bubble or droplet but is not general for more complex flow and requires additional solution of the linear system of equations. In current thesis, an improved approach that addresses both the numerical oscillation of pressure and the spurious interface velocity field is presented by featuring (i) continuous velocity and density fields within a thin interfacial region and (ii) temporal velocity correction steps to avoid unphysical pressure source term. Also I propose a general (iii) mass flux projection correction for improved mass flux conservation. The pressure and the temperature gradient jump condition are treated sharply. A series of one-dimensional and two-dimensional problems are solved to verify the performance of the new algorithm. Two-dimensional and cylindrical film boiling problems are also demonstrated and show good qualitative agreement with the experimental observations and heat transfer correlations. Finally, a study on Taylor bubble flow with heat transfer and phase change in a small vertical tube in axisymmetric coordinates is carried out using the new multiphase, phase change method.

Quantitative Derivation of Effective Evolution Equations for the Dynamics of Bose-Einstein Condensates

This thesis proves certain results concerning an important question in non-equilibrium quantum statistical mechanics which is the derivation of effective evolution equations approximating the dynamics of a system of large number of bosons initially at equilibrium (ground state at very low temperatures). The dynamics of such systems are governed by the time-dependent linear many-body Schroedinger equation from which it is typically difficult to extract useful information due to the number of particles being large. We will study quantitatively (i.e. with explicit bounds on the error) how a suitable one particle non-linear Schroedinger equation arises in the mean field limit as number of particles N → ∞ and how the appropriate corrections to the mean field will provide better approximations of the exact dynamics. In the first part of this thesis we consider the evolution of N bosons, where N is large, with two-body interactions of the form N³ᵝv(Nᵝ⋅), 0≤β≤1. The parameter β measures the strength and the range of interactions. We compare the exact evolution with an approximation which considers the evolution of a mean field coupled with an appropriate description of pair excitations, see [18,19] by Grillakis-Machedon-Margetis. We extend the results for 0 ≤ β < 1/3 in [19, 20] to the case of β < 1/2 and obtain an error bound of the form p(t)/Nᵅ, where α>0 and p(t) is a polynomial, which implies a specific rate of convergence as N → ∞. In the second part, utilizing estimates of the type discussed in the first part, we compare the exact evolution with the mean field approximation in the sense of marginals. We prove that the exact evolution is close to the approximate in trace norm for times of the order o(1)√N compared to log(o(1)N) as obtained in Chen-Lee-Schlein [6] for the Hartree evolution. Estimates of similar type are obtained for stronger interactions as well.

Degenerate Gases of Strontium for Studies of Quantum Magnetism

We describe the construction and characterization of a new apparatus that can produce degenerate quantum gases of strontium. The realization of degenerate gases is an important first step toward future studies of quantum magnetism. Three of the four stable isotopes of strontium have been cooled into the degenerate regime. The experiment can make nearly pure Bose-Einstein condensates containing approximately 1x10^4 atoms, for strontium-86, and approximately 4x10^5 atoms, for strontium-84. We have also created degenerate Fermi gases of strontium-87 with a reduced temperature, T/T_F of approximately 0.2. The apparatus will be able to produce Bose-Einstein condensates of strontium-88 with straightforward modifications. We also report the first experimental and theoretical results from the strontium project. We have developed a technique to accelerate the continuous loading of strontium atoms into a magnetic trap. By applying a laser addressing the 3P1 to 3S1 transition in our magneto-optical trap, the rate at which atoms populate the magnetically-trapped 3P2 state can be increased by up to 65%. Quantum degenerate gases of atoms in the metastable 3P0 and 3P2 states are a promising platform for quantum simulation of systems with long-range interactions. We have performed an initial numerical study of a method to transfer the ground state degenerate gases that we can currently produce into one of the metastable states via a three-photon transition. Numerical simulations of the Optical Bloch equations governing the three-photon transition indicate that >90% of a ground state degenerate gas can be transferred into a metastable state.