Multiscale modelling of dendrite growth during vacuum arc remelting

Vacuum Arc Remelting (VAR) is the accepted method for producing homogeneous, fine microstructures that are free of inclusions required for rotating grade applications. However, as ingot sizes are increasing INCONEL 718 becomes increasingly susceptible to defects such as freckles, tree rings, and white spots increases for large diameter billets. Therefore, predictive models of these defects are required to allow optimization of process parameters. In this paper, a multiscale and multi-physics model is presented to predict the development of microstructures in the VAR ingot during solidification. At the microscale, a combined stochastic nucleation approach and finite difference solution of the solute diffusion is applied in the semi-solid zone of the VAR ingot. The micromodel is coupled with a solution of the macroscale heat transfer, fluid flow and electromagnetism in the VAR process through the temperature, pressure and fluid flow fields. The main objective of this study is to achieve a better understanding of the formation of the defects in VAR by quantifying the influence of VAR processing parameters on grain nucleation and dendrite growth. In particular, the effect of different ingot growth velocities on the microstructure formation was investigated. It was found that reducing the velocity produces significantly more coarse grains.

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.

A multi-scale numerical modelling of crack propagation in a 2D metallic plate

A new multi-scale model of brittle fracture growth in an Ag plate with macroscopic dimensions is proposed in which the crack propagation is identified with the stochastic drift-diffusion motion of the crack-tip atom through the material. The model couples molecular dynamics simulations, based on many-body interatomic potentials, with the continuum-based theories of fracture mechanics. The Ito stochastic differential equation is used to advance the tip position on a macroscopic scale before each nano-scale simulation is performed. Well-known crack characteristics, such as the roughening transitions of the crack surfaces, as well as the macroscopic crack trajectories are obtained.

Modelling the nano-scale phenomena in condensed matter physics via computer-based numerical simulations

A review of the atomistic modelling of the behaviour of nano-scale structures and processes via molecular dynamics (MD) simulation method of a canonical ensemble is presented. Three areas of application in condensed matter physics are considered. We focus on the adhesive and indentation properties of the solid surfaces in nano-contacts, the nucleation and growth of nano-phase metallic and semi-conducting atomic and molecular films on supporting substrates, and the nano- and multi-scale crack propagation properties of metallic lattices. A set of simulations selected from these fields are discussed, together with a brief introduction to the methodology of the MD simulation. The pertinent inter-atomic potentials that model the energetics of the metallic and semi-conducting systems are also given.

Application of modelling for predicting the behaviour of polymers and adhesives in microelectronic and photonic devices

With the growth in computing power, and advances in numerical methods for the solution of partial differential equations, modeling technologies based around computational fluid dynamics, finite element analysis and optimisation are now being widely used by researchers and industry. Polymer and adhesive materials are now being widely used in electronic and photonic devices. This paper will illustrate the use of modeling tools to predict the behaviour of these materials from product assembly to its performance and reliability.

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.