Details of an integrated approach to three-dimensional dynamic fluid structure interaction

Fluid structure interaction, as applied to flexible structures, has wide application in diverse areas such as flutter in aircraft, wind response of buildings, flows in elastic pipes and blood vessels. Numerical modelling of dynamic fluid-structure interaction (DFSI) involves the coupling of fluid flow and structural mechanics, two fields that are conventionally modelled using two dissimilar methods, thus a single comprehensive computational model of both phenomena is a considerable challenge and until recently work in this area focused on one phenomenon and represented the behaviour of the other more simply. A single, finite volume unstructured mesh (FV-UM) spatial discretisation method has been employed on a single mesh for the entire domain. The Navier Stokes equations for fluid flow are solved using a SIMPLE type procedure and the Newmark b algorithm is employed for solving the dynamic equilibrium equations for linear elastic solid mechanics and mesh movement is achieved using a spring based mesh procedure for dynamic mesh movement. In the paper we describe a number of additional computation issues for the efficient and accurate modelling of three-dimensional, dynamic fluid-structure interaction problems.

Dynamic fluid-structure interactions using finite volume unstructured mesh procedures

A three-dimensional finite volume, unstructured mesh (FV-UM) method for dynamic fluid–structure interaction (DFSI) is described. Fluid structure interaction, as applied to flexible structures, has wide application in diverse areas such as flutter in aircraft, wind response of buildings, flows in elastic pipes and blood vessels. It involves the coupling of fluid flow and structural mechanics, two fields that are conventionally modelled using two dissimilar methods, thus a single comprehensive computational model of both phenomena is a considerable challenge. Until recently work in this area focused on one phenomenon and represented the behaviour of the other more simply. More recently, strategies for solving the full coupling between the fluid and solid mechanics behaviour have been developed. A key contribution has been made by Farhat et al. [Int. J. Numer. Meth. Fluids 21 (1995) 807] employing FV-UM methods for solving the Euler flow equations and a conventional finite element method for the elastic solid mechanics and the spring based mesh procedure of Batina [AIAA paper 0115, 1989] for mesh movement. In this paper, we describe an approach which broadly exploits the three field strategy described by Farhat for fluid flow, structural dynamics and mesh movement but, in the context of DFSI, contains a number of novel features: a single mesh covering the entire domain, a Navier–Stokes flow, a single FV-UM discretisation approach for both the flow and solid mechanics procedures, an implicit predictor–corrector version of the Newmark algorithm, a single code embedding the whole strategy.

Dynamic fluid-structure interaction using finite volume unstructured mesh procedures

A three dimensional finite volume, unstructured mesh method for dynamic fluid-structure interation is described. The broad approach is conventional in that the fluid and structure are solved sequentially. The pressure and viscous stresses from the flow algorithm provide load conditions for the solid algorithm, whilst at the fluid structure interface the deformed structure provides boundary condition from the structure to the fluid. The structure algorithm also provides the necessary mesh adaptation for the flow field, the effect of which is accounted for in the flow algorithm. The procedures described in this work have several novel features, namely: * a single mesh covering the entire domain. * a Navier Stokes flow. * a single FV-UM discretisation approach for both the flow and solid mechanics procedures. * an implicit predictor-corrector version of the Newmark algorithm. * a single code embedding the whole strategy. The procedure is illustrated for a three dimensional loaded cantilever in fluid flow.

Two fluid approach to high speed impact interaction amongst solid structures

The issues surrounding collision of projectiles with structures has gained a high profile since the events of 11th September 2001. In such collision problems, the projectile penetrates the stucture so that tracking the interface between one material and another becomes very complex, especially if the projectile is essentially a vessel containing a fluid, e.g. fuel load. The subsequent combustion, heat transfer and melting and re-solidification process in the structure render this a very challenging computational modelling problem. The conventional approaches to the analysis of collision processes involves a Lagrangian-Lagrangian contact driven methodology. This approach suffers from a number of disadvantages in its implementation, most of which are associated with the challenges of the contact analysis component of the calculations. This paper describes a 'two fluid' approach to high speed impact between solid structures, where the objective is to overcome the problems of penetration and re-meshing. The work has been carried out using the finite volume, unstructured mesh multi-physics code PHYSICA+, where the three dimensional fluid flow, free surface, heat transfer, combustion, melting and re-solidification algorithms are approximated using cell-centred finite volume, unstructured mesh techniques on a collocated mesh. The basic procedure is illustrated for two cases of Newtonian and non-Newtonian flow to test various of its component capabilities in the analysis of problems of industrial interest.

A mixed Eulerian-Lagrangian approach for metal extrusion

In this paper a mixed Eulerian-Lagrangian approach for the modelling metal extrusion processes is presented. The approach involves the solution of non-Newtonian fluid flow equations in an Eulerian context, using a free-surface algorithm to track the behaviour of the workpiece and its extrusion. The solid mechanics equations associated with the tools are solved in Lagangrian context. Thermal interactions between the workpiece are modelled and a fluid-structure interaction technique is employed to model the effect of the fluid traction load imposed by the workpiece on the tools. Two extrusion test cases are investigated and the results obtained show the potential of the model with regard to representing the physics of the process and the simulation time.

Maximising heat transfer efficiency in the cold crucible induction melting process

Induction heating is an efficient method used to melt electrically conductive materials, particularly if melting takes place in a ceramic crucible. This form of melting is particularly good for alloys, as electromagnetic forces set up by the induction coil lead to vigorous stirring of the melt ensuring homogeneity and uniformity in temperature. However, for certain reactive alloys, or where high purity is required, ceramic crucibles cannot be used, but a water-cooled segmented copper crucible is employed instead. Water cooling prevents meltdown or distortion of the metal wall, but much of the energy goes into the coolant. To reduce this loss, the electromagnetic force generated by the coil is used to push the melt away from the walls and so minimise contact with water-cooled surfaces. Even then, heat is lost through the crucible base where contact is inevitable. In a collaborative programme between Greenwich and Birmingham Universities, computer modelling has been used in conjunction with experiments to improve the superheat attainable in the melt for a,number of alloys, especially for y-TiAl intermetallics to cast aeroengine turbine blades. The model solves the discretised form of the turbulent Navier-Stokes, thermal energy conservation and Maxwell equations using a Spectral Collocation technique. The time-varying melt envelope is followed explicitly during the computation using an adaptive mesh. This paper briefly describes the mathematical model used to represent the interaction between the magnetic field, fluid flow, heat transfer and change of phase in the crucible and identifies the proportions of energy used in the melt, lost in the crucible base and in the crucible walls. The role of turbulence is highlighted as important in controlling heat losses and turbulence damping is introduced as a means of improving superheat. Model validation is against experimental results and shows good agreement with measured temperatures and energy losses in the cooling fluid throughout the melting cycle.

On a parallel time-domain method for the nonlinear Black-Scholes equation

A parallel time-domain algorithm is described for the time-dependent nonlinear Black-Scholes equation, which may be used to build financial analysis tools to help traders making rapid and systematic evaluation of buy/sell contracts. The algorithm is particularly suitable for problems that do not require fine details at each intermediate time step, and hence the method applies well for the present problem.

Ontological considerations of time, meta-predicates and temporal propositions

A natural approach to representing and reasoning about temporal propositions (i.e., statements with time-dependent truth-values) is to associate them with time elements. In the literature, there are three choices regarding the primitive for the ontology of time: (1) instantaneous points, (2) durative intervals and (3) both points and intervals. Problems may arise when one conflates different views of temporal structure and questions whether some certain types of temporal propositions can be validly and meaningfully associated with different time elements. In this paper, we shall summarize an ontological glossary with respect to time elements, and diversify a wider range of meta-predicates for ascribing temporal propositions to time elements. Based on these, we shall also devise a versatile categorization of temporal propositions, which can subsume those representative categories proposed in the literature, including that of Vendler, of McDermott, of Allen, of Shoham, of Galton and of Terenziani and Torasso. It is demonstrated that the new categorization of propositions, together with the proposed range of meta-predicates, provides the expressive power for modeling some typical temporal terms/phenomena, such as starting-instant, stopping-instant, dividing-instant, instigation, termination and intermingling etc.

Dynamic model for metal cleanness evaluation by melting in a cold crucible

Melting of metallic samples in a cold crucible causes inclusions to concentrate on the surface owing to the action of the electromagnetic force in the skin layer. This process is dynamic, involving the melting stage, then quasi-stationary particle separation, and finally the solidification in the cold crucible. The proposed modeling technique is based on the pseudospectral solution method for coupled turbulent fluid flow, thermal and electromagnetic fields within the time varying fluid volume contained by the free surface, and partially the solid crucible wall. The model uses two methods for particle tracking: (1) a direct Lagrangian particle path computation and (2) a drifting concentration model. Lagrangian tracking is implemented for arbitrary unsteady flow. A specific numerical time integration scheme is implemented using implicit advancement that permits relatively large time-steps in the Lagrangian model. The drifting concentration model is based on a local equilibrium drift velocity assumption. Both methods are compared and demonstrated to give qualitatively similar results for stationary flow situations. The particular results presented are obtained for iron alloys. Small size particles of the order of 1 μm are shown to be less prone to separation by electromagnetic field action. In contrast, larger particles, 10 to 100 μm, are easily “trapped” by the electromagnetic field and stay on the sample surface at predetermined locations depending on their size and properties. The model allows optimization for melting power, geometry, and solidification rate.

Levitated liquid droplets in AC and DC magnetic field

Electromagnetic levitation of liquid metal droplets can be used to measure the properties of highly reactive liquid materials. Two independent numerical models, the commercial COMSOL and the spectral-collocation based free surface code SPHINX, have been applied to solve the transient electromagnetic, fluid flow and thermodynamic equations, which describe the levitated liquid motion and heating processes. The SPHINX model incorporates free surface deformation to accurately model the oscillations that result from the interaction between the electromagnetic and gravity forces, temperature dependent surface tension, magnetically controlled turbulent momentum transport. The models are adapted to incorporate periodic laser heating at the top of the droplet, which is used to measure the thermal conductivity of the material. Novel effects in the levitated droplet of magnetically damped turbulence and nonlinear growth of velocities in high DC magnetic field are analysed.

Models for magnetohydrodynamics of aluminium electrolysis cells

The electric current and the associated magnetic field in aluminium electrolysis cells create effects limiting the cell productivity and possibly cause instabilities: surface waving, ‘anode effects’, erosion of pot lining, feed material sedimentation, etc. The instructive analysis is presented via a step by step inclusion of different physical coupling factors affecting the magnetic field, electric current, velocity and wave development in the electrolysis cells. The full time dependent model couples the nonlinear turbulent fluid dynamics and the extended electromagnetic field in the cell, and the whole bus bar circuit with the ferromagnetic effects. Animated examples for the high amperage cells are presented. The theory and numerical model of the electrolysis cell is extended to the cases of variable cell bottom of aluminium layer and the variable thickness of the electrolyte due to the anode non-uniform burn-out process and the presence of the anode channels. The problem of the channel importance is well known Moreau-Evans model) for the stationary interface and the velocity field, and was validated against measurements in commercial cells, particularly with the recently published ‘benchmark’ test for the MHD models of aluminium cells [1]. The presence of electrolyte channels requires also to reconsider the previous magnetohydrodynamic instability theories and the dynamic wave development models. The results indicate the importance of a ‘sloshing’ parametrically excited MHD wave development in the aluminium production cells.

Modeling the structural breakdown of solder paste using the structural kinetic model

Solder paste is the most important strategic bonding material used in the assembly of surface mount devices in electronic industries. It is known to exhibit a thixotropic behavior, which is recognized by the decrease in apparent viscosity of paste material with time when subjected to a constant shear rate. The proper characterization of this time-dependent rheological behavior of solder pastes is crucial for establishing the relationships between the pastes structure and flow behavior; and for correlating the physical parameters with paste printing performance. In this article, we present a novel method which has been developed for characterizing the time-dependent and non-Newtonian rheological behavior of solder pastes and flux mediums as a function of shear rates. We also present results of the study of the rheology of the solder pastes and flux mediums using the structural kinetic modeling approach, which postulates that the network structure of solder pastes breaks down irreversibly under shear, leading to time and shear-dependent changes in the flow properties. Our results show that for the solder pastes used in the study, the rate and extent of thixotropy was generally found to increase with increasing shear rate. The technique demonstrated in this study has wide utility for R&D personnel involved in new paste formulation, for implementing quality control procedures used in solder-paste manufacture and packaging; and for qualifying new flip-chip assembly lines.

Dynamics of an axisymmetric electromagnetic 'crucible' melting

Different industrial induction melting processes involve free surface and melt-solid interface of the liquid metal subject to dynamic change during the technological operation. Simulation of the liquid metal dynamics requires to solve the non-linear, coupled hydrodynamic-electromagnetic-heat transfer problem accounting for the time development of the liquid metal free boundary with a suitable turbulent viscosity model. The present paper describes a numerical solution method applicable for various axisymmetric induction melting processes, such as, crucible with free top surface, levitation, semi-levitation, cold crucible and similar melting techniques. The presented results in the cases of semi-levitation and crucible with free top surface meltings demonstrate oscillating transient behaviour of the free metal surface indicating the presence of gravity-inertial-electromagnetic waves which are coupled to the internal fluid flow generated by both the rotational and potential parts of the electromagnetic force.

Dynamic fluid-structure interactions using finite volume unstructured mesh procedures

A three-dimensional finite volume, unstructured mesh (FV-UM) method for dynamic fluid–structure interaction (DFSI) is described. Fluid structure interaction, as applied to flexible structures, has wide application in diverse areas such as flutter in aircraft, wind response of buildings, flows in elastic pipes and blood vessels. It involves the coupling of fluid flow and structural mechanics, two fields that are conventionally modelled using two dissimilar methods, thus a single comprehensive computational model of both phenomena is a considerable challenge. Until recently work in this area focused on one phenomenon and represented the behaviour of the other more simply. More recently, strategies for solving the full coupling between the fluid and solid mechanics behaviour have been developed. A key contribution has been made by Farhat et al. [Int. J. Numer. Meth. Fluids 21 (1995) 807] employing FV-UM methods for solving the Euler flow equations and a conventional finite element method for the elastic solid mechanics and the spring based mesh procedure of Batina [AIAA paper 0115, 1989] for mesh movement. In this paper, we describe an approach which broadly exploits the three field strategy described by Farhat for fluid flow, structural dynamics and mesh movement but, in the context of DFSI, contains a number of novel features: a single mesh covering the entire domain, a Navier–Stokes flow, a single FV-UM discretisation approach for both the flow and solid mechanics procedures, an implicit predictor–corrector version of the Newmark algorithm, a single code embedding the whole strategy.

Time domain decomposition for European options in financial modelling

Finance is one of the fastest growing areas in modern applied mathematics with real world applications. The interest of this branch of applied mathematics is best described by an example involving shares. Shareholders of a company receive dividends which come from the profit made by the company. The proceeds of the company, once it is taken over or wound up, will also be distributed to shareholders. Therefore shares have a value that reflects the views of investors about the likely dividend payments and capital growth of the company. Obviously such value will be quantified by the share price on stock exchanges. Therefore financial modelling serves to understand the correlations between asset and movements of buy/sell in order to reduce risk. Such activities depend on financial analysis tools being available to the trader with which he can make rapid and systematic evaluation of buy/sell contracts. There are other financial activities and it is not an intention of this paper to discuss all of these activities. The main concern of this paper is to propose a parallel algorithm for the numerical solution of an European option. This paper is organised as follows. First, a brief introduction is given of a simple mathematical model for European options and possible numerical schemes of solving such mathematical model. Second, Laplace transform is applied to the mathematical model which leads to a set of parametric equations where solutions of different parametric equations may be found concurrently. Numerical inverse Laplace transform is done by means of an inversion algorithm developed by Stehfast. The scalability of the algorithm in a distributed environment is demonstrated. Third, a performance analysis of the present algorithm is compared with a spatial domain decomposition developed particularly for time-dependent heat equation. Finally, a number of issues are discussed and future work suggested.