Moment decay rates of solutions of stochastic differential equations

The objective of this paper is to investigate the p-ίh moment asymptotic stability decay rates for certain finite-dimensional Itό stochastic differential equations. Motivated by some practical examples, the point of our analysis is a special consideration of general decay speeds, which contain as a special case the usual exponential or polynomial type one, to meet various situations. Sufficient conditions for stochastic differential equations (with variable delays or not) are obtained to ensure their asymptotic properties. Several examples are studied to illustrate our theory.

A three dimensional finite volume approach to the thermo-mechanical modelling of the shape casting of metals

This paper presents a three dimensional, thermos-mechanical modelling approach to the cooling and solidification phases associated with the shape casting of metals ei. Die, sand and investment casting. Novel vortex-based Finite Volume (FV) methods are described and employed with regard to the small strain, non-linear Computational Solid Mechanics (CSM) capabilities required to model shape casting. The CSM capabilities include the non-linear material phenomena of creep and thermo-elasto-visco-plasticity at high temperatures and thermo-elasto-visco-plasticity at low temperatures and also multi body deformable contact with which can occur between the metal casting of the mould. The vortex-based FV methods, which can be readily applied to unstructured meshes, are included within a comprehensive FV modelling framework, PHYSICA. The additional heat transfer, by conduction and convection, filling, porosity and solidification algorithms existing within PHYSICA for the complete modelling of all shape casting process employ cell-centred FV methods. The termo-mechanical coupling is performed in a staggered incremental fashion, which addresses the possible gap formation between the component and the mould, and is ultimately validated against a variety of shape casting benchmarks.

A multi-scale atomistic-continuum modelling of crack propagation in a two-dimensional macroscopic plate

A novel multi-scale seamless model of brittle-crack propagation is proposed and applied to the simulation of fracture growth in a two-dimensional Ag plate with macroscopic dimensions. The model represents the crack propagation at the macroscopic scale as the drift-diffusion motion of the crack tip alone. The diffusive motion is associated with the crack-tip coordinates in the position space, and reflects the oscillations observed in the crack velocity following its critical value. The model couples the crack dynamics at the macroscales and nanoscales via an intermediate mesoscale continuum. The finite-element method is employed to make the transition from the macroscale to the nanoscale by computing the continuum-based displacements of the atoms at the boundary of an atomic lattice embedded within the plate and surrounding the tip. Molecular dynamics (MD) simulation then drives the crack tip forward, producing the tip critical velocity and its diffusion constant. These are then used in the Ito stochastic calculus to make the reverse transition from the nanoscale back to the macroscale. The MD-level modelling is based on the use of a many-body potential. The model successfully reproduces the crack-velocity oscillations, roughening transitions of the crack surfaces, as well as the macroscopic crack trajectory. The implications for a 3-D modelling are discussed.

Multiscale numerical modelling of crack propagation in two-dimensional metal plate

A novel multiscale model of brittle crack propagation in an Ag plate with macroscopic dimensions has been developed. The model represents crack propagation as stochastic drift-diffusion motion of the crack tip atom through the material, and couples the dynamics across three different length scales. It integrates the nanomechanics of bond rupture at the crack tip with the displacement and stress field equations of continuum based fracture theories. The finite element method is employed to obtain the continuum based displacement and stress fields over the macroscopic plate, and these are then used to drive the crack tip forward at the atomic level using the molecular dynamics simulation method based on many-body interatomic potentials. The linkage from the nanoscopic scale back to the macroscopic scale is established via the Ito stochastic calculus, the stochastic differential equation of which advances the tip to a new position on the macroscopic scale using the crack velocity and diffusion constant obtained on the nanoscale. Well known crack characteristics, such as the roughening transitions of the crack surfaces, crack velocity oscillations, as well as the macroscopic crack trajectories, are obtained.

Monotone scheme and boundary conditions for finite volume simulation of magnetohydrodynamic internal flows at high Hartmann number

A monotone scheme for finite volume simulation of magnetohydrodynamic internal flows at high Hartmann number is presented. The numerical stability is analysed with respect to the electromagnetic force. Standard central finite differences applied to finite volumes can only be numerically stable if the vector products involved in this force are computed with a scheme using a fully staggered grid. The electromagnetic quantities (electric currents and electric potential) must be shifted by half the grid size from the mechanical ones (velocity and pressure). An integral treatment of the boundary layers is used in conjunction with boundary conditions for electrically conducting walls. The simulations are performed with inhomogeneous electrical conductivities of the walls and reach high Hartmann numbers in three-dimensional simulations, even though a non-adaptive grid is used.

Comparison of finite element and finite volume methods application in geometrically nonlinear stress analysis

A novel three-dimensional finite volume (FV) procedure is described in detail for the analysis of geometrically nonlinear problems. The FV procedure is compared with the conventional finite element (FE) Galerkin approach. FV can be considered to be a particular case of the weighted residual method with a unit weighting function, where in the FE Galerkin method we use the shape function as weighting function. A Fortran code has been developed based on the finite volume cell vertex formulation. The formulation is tested on a number of geometrically nonlinear problems. In comparison with FE, the results reveal that FV can reach the FE results in a higher mesh density.

Dynamic fluid–structure interaction 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.

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.

A finite volume approach to geometrically non-linear stress analysis

In this past decade finite volume (FV) methods have increasingly been used for the solution of solid mechanics problems. This contribution describes a cell vertex finite volume discretisation approach to the solution of geometrically nonlinear (GNL) problems. These problems, which may well have linear material properties, are subject to large deformation. This requires a distinct formulation, which is described in this paper together with the solution strategy for GNL problem. The competitive performance for this procedure against the conventional finite element (FE) formulation is illustrated for a three dimensional axially loaded column.

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.

Dynamic solid mechanics using finite volume methods

A procedure for evaluating the dynamic structural response of elastic solid domains is presented. A prerequisite for the analysis of dynamic fluid–structure interaction is the use of a consistent set of finite volume (FV) methods on a single unstructured mesh. This paper describes a three-dimensional (3D) FV, vertex-based method for dynamic solid mechanics. A novel Newmark predictor–corrector implicit scheme was developed to provide time accurate solutions and the scheme was evaluated on a 3D cantilever problem. By employing a small amount of viscous damping, very accurate predictions of the fundamental natural frequency were obtained with respect to both the amplitude and period of oscillation. This scheme has been implemented into the multi-physics modelling software framework, PHYSICA, for later application to full dynamic fluid structure interaction.

Evaluation of distortions in laser welded shipbuilding parts using local-global finite element approach

In recognition of the differences of scale between the welding pool and the heat affected zone along the welding line on one hand, and the overall size of the components being welded on the other, a local-global finite element approach was developed for the evaluation of distortions in laser welded shipbuilding parts. The approach involves the tandem use of a 'local' and a 'global' step. The local step involves a three-dimensional finite element model for the simulation of the laser welding process using the Sysweld finite element code, which takes into account thermal, metallurgical, and mechanical aspects. The simulation of the laser welding process was performed using a non-linear heat transfer analysis, based on a keyhole formation model, and a coupled transient thermomechanical analysis, which takes into account metallurgical transformations using the temperature dependent material properties and the continuous cooling transformation diagram. The size and shape of the keyhole used in the local finite element analysis was evaluated using a keyhole formation model and the Physica finite volume code. The global step involves the transfer of residual plastic strains and the stiffness of the weld obtained from the local model to the global analysis, which then provides the predicted distortions for the whole part. This newly developed methodology was applied to the evaluation of global distortions due to laser welding of stiffeners on a shipbuilding part. The approach has been proved reliable in comparison with experiments and of practical industrial use in terms of computing time and storage.

Combined vertex-based - cell-centred finite volume method for flows in complex geometries

CFD modelling of 'real-life' processes often requires solutions in complex three dimensional geometries, which can often result in meshes where aspects of it are badly distorted. Cell-centred finite volume methods, typical of most commercial CFD tools, are computationally efficient, but can lead to convergence problems on meshes which feature cells with high non-orthogonal shapes. The vertex-based finite volume method handles distorted meshes with relative ease, but is computationally expensive. A combined vertex-based - cell-centred (VB-CC) technique, detailed in this paper, allows solutions on distorted meshes that defeat purely cell-centred physical models to be employed in the solution of other transported quantities. The VB-CC method is validated with benchmark solutions for thermally driven flow and turbulent flow. An early application of this hybrid technique is to three-dimensional flow over an aircraft wing, although it is planned to use it in a wide variety of processing applications in the future.

CFD analysis of one-dimensional infiltration in vadose zone

This study presents a CFD analysis constructed around PHYSICA, an open framework for multi-physics computational continuum mechanics modelling, to investigate the water movement in unsaturated porous media. The modelling environment is based on a cell-centred finite-volume discretisation technique. A number of test cases are performed in order to validate the correct implementation of Richard's equation for compressible and incompressible fluids. The pressure head form of the equation is used together with the constitutive relationships between pressure, volumetric water content and hydraulic conductivity described by Haverkamp and Van Genuchten models. The flow problems presented are associated with infiltration into initially dry soils with homogeneous or layered geologic settings. Comparison of results with the problems selected from literature shows a good agreement and validates the approach and the implementation.