Development of numerical techniques for near-field aeroacoustic computations

This work is concerned with the development of a numerical scheme capable of producing accurate simulations of sound propagation in the presence of a mean flow field. The method is based on the concept of variable decomposition, which leads to two separate sets of equations. These equations are the linearised Euler equations and the Reynolds-averaged Navier–Stokes equations. This paper concentrates on the development of numerical schemes for the linearised Euler equations that leads to a computational aeroacoustics (CAA) code. The resulting CAA code is a non-diffusive, time- and space-staggered finite volume code for the acoustic perturbation, and it is validated against analytic results for pure 1D sound propagation and 2D benchmark problems involving sound scattering from a cylindrical obstacle. Predictions are also given for the case of prescribed source sound propagation in a laminar boundary layer as an illustration of the effects of mean convection. Copyright © 1999 John Wiley & Sons, Ltd.

On the coupling of Navier–Stokes and linearised Euler equations for aeroacoustic simulation

Aerodynamic generation of sound is governed by the Navier–Stokes equations while acoustic propagation in a non-uniform medium is effectively described by the linearised Euler equations. Different numerical schemes are required for the efficient solution of these two sets of equations, and therefore, coupling techniques become an essential issue. Two types of one-way coupling between the flow solver and the acoustic solver are discussed: (a) for aerodynamic sound generated at solid surfaces, and (b) in the free stream. Test results indicate how the coupling achieves the necessary accuracy so that Computational Fluid Dynamics codes can be used in aeroacoustic simulations.

[Review] M. Feistauer, J. Felcman, I. Straskbraba, Mathematical and Computational Methods for Compressible Flow, Oxford Science Publication, Oxford, ISBN 0198505884, 2004 (535pp.)

The growth of computer power allows the solution of complex problems related to compressible flow, which is an important class of problems in modern day CFD. Over the last 15 years or so, many review works on CFD have been published. This book concerns both mathematical and numerical methods for compressible flow. In particular, it provides a clear cut introduction as well as in depth treatment of modern numerical methods in CFD. This book is organised in two parts. The first part consists of Chapters 1 and 2, and is mainly devoted to theoretical discussions and results. Chapter 1 concerns fundamental physical concepts and theoretical results in gas dynamics. Chapter 2 describes the basic mathematical theory of compressible flow using the inviscid Euler equations and the viscous Navier–Stokes equations. Existence and uniqueness results are also included. The second part consists of modern numerical methods for the Euler and Navier–Stokes equations. Chapter 3 is devoted entirely to the finite volume method for the numerical solution of the Euler equations and covers fundamental concepts such as order of numerical schemes, stability and high-order schemes. The finite volume method is illustrated for 1-D as well as multidimensional Euler equations. Chapter 4 covers the theory of the finite element method and its application to compressible flow. A section is devoted to the combined finite volume–finite element method, and its background theory is also included. Throughout the book numerous examples have been included to demonstrate the numerical methods. The book provides a good insight into the numerical schemes, theoretical analysis, and validation of test problems. It is a very useful reference for applied mathematicians, numerical analysts, and practice engineers. It is also an important reference for postgraduate researchers in the field of scientific computing and CFD.

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.

Conservative semi-Lagrangian finite volume schemes

Semi-Lagrangian finite volume schemes for the numerical approximation of linear advection equations are presented. These schemes are constructed so that the conservation properties are preserved by the numerical approximation. This is achieved using an interpolation procedure based on area-weighting. Numerical results are presented illustrating some of the features of these schemes.

Numerical simulation of incompressible flow problems using an unstructured staggered mesh method

A number of two dimensional staggered unstructured discretisation schemes for the solution of fluid flow and heat transfer problems have been developed. All schemes store and solve velocity vector components at cell faces with scalar variables solved at cell centres. The velocity is resolved into face-normal and face-parallel components and the various schemes investigated differ in the treatment of the parallel component. Steady-state and time-dependent fluid flow and thermal energy equations are solved with the well known pressure correction scheme, SIMPLE, employed to couple continuity and momentum. The numerical methods developed are tested on well known benchmark cases: the Lid-Driven Cavity, Natural Convection in a Cavity and Melting of Gallium in a rectangular domain. The results obtained are shown to be comparable to benchmark, but with accuracy dependent on scheme selection.