Pseudo-spectral solutions for fluid flow and heat transfer in electro-metallurgical applications

The pseudo-spectral solution method offers a flexible and fast alternative to the more usual finite element/volume/difference methods, particularly when the long-time transient behaviour of a system is of interest. Since the exact solution is obtained at the grid collocation points superior accuracy can be achieved on modest grid resolution. Furthermore, the grid can be freely adapted with time and in space, to particular flow conditions or geometric variations. This is especially advantageous where strongly coupled, time-dependent, multi-physics solutions are investigated. Examples include metallurgical applications involving the interaction of electromagnetic fields and conducting liquids with a free sutface. The electromagnetic field then determines the instantaneous liquid volume shape and the liquid shape affects in turn the electromagnetic field. In AC applications a thin "skin effect" region results on the free surface that dominates grid requirements. Infinitesimally thin boundary cells can be introduced using Chebyshev polynomial expansions without detriment to the numerical accuracy. This paper presents a general methodology of the pseudo-spectral approach and outlines the solution procedures used. Several instructive example applications are given: the aluminium electrolysis MHD problem, induction melting and stirring and the dynamics of magnetically levitated droplets in AC and DC fields. Comparisons to available analytical solutions and to experimental measurements will be discussed.

Pseudo-spectral solutions for fluid flow and heat transfer in electro-metallurgical applications

The pseudo-spectral solution method offers a flexible and fast alternative to the more usual finite element and volume methods, particularly when the long-time transient behaviour of a system is of interest. The exact solution is obtained at grid collocation points leading to superior accuracy on modest grids. Furthermore, the grid can be freely adapted in time and space to particular flow conditions or geometric variations, especially useful where strongly coupled, time-dependent, multi-physics solutions are investigated. Examples include metallurgical applications involving the interaction of electromagnetic fields and conducting liquids with a free surface. The electromagnetic field determines the instantaneous liquid volume shape, which then affects the electromagnetic field. A general methodology of the pseudo-spectral approach is presented, with several instructive example applications: the aluminium electrolysis MHD problem, induction melting in a cold crucible and the dynamics of AC/DC magnetically levitated droplets. Finally, comparisons with available analytical solutions and to experimental measurements are discussed.

Numerical simulation of heat transfer in rectangular microchannel

Numerical simulation of heat transfer in a high aspect ratio rectangular microchannel with heat sinks has been conducted, similar to an experimental study. Three channel heights measuring 0.3 mm, 0.6mmand 1mmare considered and the Reynolds number varies from 300 to 2360, based on the hydraulic diameter. Simulation starts with the validation study on the Nusselt number and the Poiseuille number variations along the channel streamwise direction. It is found that the predicted Nusselt number has shown very good agreement with the theoretical estimation, but some discrepancies are noted in the Poiseuille number comparison. This observation however is in consistent with conclusions made by other researchers for the same flow problem. Simulation continues on the evaluation of heat transfer characteristics, namely the friction factor and the thermal resistance. It is found that noticeable scaling effect happens at small channel height of 0.3 mm and the predicted friction factor agrees fairly well with an experimental based correlation. Present simulation further reveals that the thermal resistance is low at small channel height, indicating that the heat transfer performance can be enhanced with the decrease of the channel height.

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.

Convection-diffusion in MHD: Comparison of primitive variable and vector potential solutions of the magnetic induction equation

Abstract not available

Modelling meso-scale diffusion processes in stochastic fluid bio-membranes

The space–time dynamics of rigid inhomogeneities (inclusions) free to move in a randomly fluctuating fluid bio-membrane is derived and numerically simulated as a function of the membrane shape changes. Both vertically placed (embedded) inclusions and horizontally placed (surface) inclusions are considered. The energetics of the membrane, as a two-dimensional (2D) meso-scale continuum sheet, is described by the Canham–Helfrich Hamiltonian, with the membrane height function treated as a stochastic process. The diffusion parameter of this process acts as the link coupling the membrane shape fluctuations to the kinematics of the inclusions. The latter is described via Ito stochastic differential equation. In addition to stochastic forces, the inclusions also experience membrane-induced deterministic forces. Our aim is to simulate the diffusion-driven aggregation of inclusions and show how the external inclusions arrive at the sites of the embedded inclusions. The model has potential use in such emerging fields as designing a targeted drug delivery system.

Investigation of the cold crucible melting process: experimental and numerical study

The dynamic process of melting different materials in a cold crucible is being studied experimentally with parallel numerical modelling work. The numerical simulation uses a variety of complementing models: finite volume, integral equation and pseudo-spectral methods combined to achieve the accurate description of the dynamic melting process. Results show the temperature history of the melting process with a comparison of the experimental and computed heat losses in the various parts of the equipment. The free surface visual observations are compared to the numerically predicted surface shapes.

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.

The effects of thermo-electrically induced convection in alloy solidification

The effects of a constant uniform magnetic field on thermoelectric currents during dendritic solidification were investigated using a 2-dimensional enthalpy based numerical model. Using an approximation of the dendrite growing in free space it was found that the resulting Lorentz force generates a circulating flow influencing the solidification pattern. As the magnetic field strength increases it was found that secondary growth on the clockwise side of the primary arm of the dendrite was encouraged, while the anticlockwise side is suppressed due to a reduction in local free energy. The preferred direction of growth rotated in the clockwise sense under an anti-clockwise flow for both the binary alloy and pure material. The tip velociy is significantly increased compared to growth in stagnant flow. This is due to a small recirculation that follows the tip of the dendrite; bringing in colder liquid and lower concentrations of solute. The recirculation being not normally incident on the tip is most likely the cause for the rotation. Grain growth consisting of multiple seeds with the same anisotropy growing in the same plane, gives a competition to release latent heat resulting in stunted growth. The initial growth for each dendrite is very similar to the single seed cases indicating that dendrites must become before the thermoelectric interactions are significant.