An Analysis of Human Behavior during Evacuation

The World Trade Center Evacuation: The evacuation of the WTC complex represents one of the largest full-scale evacuations of people in modern times.

A distributed algorithm for European options with nonlinear volatility

A distributed algorithm is developed to solve nonlinear Black-Scholes equations in the hedging of portfolios. The algorithm is based on an approximate inverse Laplace transform and is particularly suitable for problems that do not require detailed knowledge of each intermediate time steps.

Computational modeling of mold filling and related free-surface flows in shape casting: an overview of the challenges involved

Accurate representation of the coupled effects between turbulent fluid flow with a free surface, heat transfer, solidification, and mold deformation has been shown to be necessary for the realistic prediction of several defects in castings and also for determining the final crystalline structure. A core component of the computational modeling of casting processes involves mold filling, which is the most computationally intensive aspect of casting simulation at the continuum level. Considering the complex geometries involved in shape casting, the evolution of the free surface, gas entrapment, and the entrainment of oxide layers into the casting make this a very challenging task in every respect. Despite well over 30 years of effort in developing algorithms, this is by no means a closed subject. In this article, we will review the full range of computational methods used, from unstructured finite-element (FE) and finite-volume (FV) methods through fully structured and block-structured approaches utilizing the cut-cell family of techniques to capture the geometric complexity inherent in shape casting. This discussion will include the challenges of generating rapid solutions on high-performance parallel cluster technology and how mold filling links in with the full spectrum of physics involved in shape casting. Finally, some indications as to novel techniques emerging now that can address genuinely arbitrarily complex geometries are briefly outlined and their advantages and disadvantages are discussed.