Development of a domain decomposition method for computational aeroacoustics

Abstract not available

Electronic packaging and reduction in modelling time using domain decomposition

The domain decomposition method is directed to electronic packaging simulation in this article. The objective is to address the entire simulation process chain, to alleviate user interactions where they are heavy to mechanization by component approach to streamline the model simulation process.

A critical examination of node-similarity based graph matching algorithms

In this paper, we shall critically examine a special class of graph matching algorithms that follow the approach of node-similarity measurement. A high-level algorithm framework, namely node-similarity graph matching framework (NSGM framework), is proposed, from which, many existing graph matching algorithms can be subsumed, including the eigen-decomposition method of Umeyama, the polynomial-transformation method of Almohamad, the hubs and authorities method of Kleinberg, and the kronecker product successive projection methods of Wyk, etc. In addition, improved algorithms can be developed from the NSGM framework with respects to the corresponding results in graph theory. As the observation, it is pointed out that, in general, any algorithm which can be subsumed from NSGM framework fails to work well for graphs with non-trivial auto-isomorphism structure.

The parallel solution of early-exercise Asian options with stochastic volatility

This paper describes an parallel semi-Lagrangian finite difference approach to the pricing of early exercise Asian Options on assets with a stochastic volatility. A multigrid procedure is described for the fast iterative solution of the discrete linear complementarity problems that result. The accuracy and performance of this approach is improved considerably by a strike-price related analytic transformation of asset prices. Asian options are contingent claims with payoffs that depend on the average price of an asset over some time interval. The payoff may depend on this average and a fixed strike price (Fixed Strike Asians) or it may depend on the average and the asset price (Floating Strike Asians). The option may also permit early exercise (American contract) or confine the holder to a fixed exercise date (European contract). The Fixed Strike Asian with early exercise is considered here where continuous arithmetic averaging has been used. Pricing such an option where the asset price has a stochastic volatility leads to the requirement to solve a tri-variate partial differential inequation in the three state variables of asset price, average price and volatility (or equivalently, variance). The similarity transformations [6] used with Floating Strike Asian options to reduce the dimensionality of the problem are not applicable to Fixed Strikes and so the numerical solution of a tri-variate problem is necessary. The computational challenge is to provide accurate solutions sufficiently quickly to support realtime trading activities at a reasonable cost in terms of hardware requirements.

A domain decomposition algorithm for viscous/inviscid coupling

In fluid mechanics, it is well accepted that the Euler equation is one of the reduced forms of the Navier-Stokes equation by truncating the viscous effect. There are other truncation techniques currently being used in order to truncate the Navier-Stokes equation to a reduced form. This paper describes one such technique, suitable for adaptive domain decomposition methods for the solution of viscous flow problems. The physical domain of a viscous flow problem is partitioned into viscous and inviscid subdomains without overlapping regions, and the technique is embedded into a finite volume method. Some numerical results are provided for a flat plate and the NACA0012 aerofoil. Issues related to distributed computing are discussed.

An extension of Purcell's vector method with applications to panel element equations

The classical Purcell's vector method, for the construction of solutions to dense systems of linear equations is extended to a flexible orthogonalisation procedure. Some properties are revealed of the orthogonalisation procedure in relation to the classical Gauss-Jordan elimination with or without pivoting. Additional properties that are not shared by the classical Gauss-Jordan elimination are exploited. Further properties related to distributed computing are discussed with applications to panel element equations in subsonic compressible aerodynamics. Using an orthogonalisation procedure within panel methods enables a functional decomposition of the sequential panel methods and leads to a two-level parallelism.

Domain decomposition using a 2-level correction scheme

The PHYSICA software was developed to enable multiphysics modelling allowing for interaction between Computational Fluid Dynamics (CFD) and Computational Solid Mechanics (CSM) and Computational Aeroacoustics (CAA). PHYSICA uses the finite volume method with 3-D unstructured meshes to enable the modelling of complex geometries. Many engineering applications involve significant computational time which needs to be reduced by means of a faster solution method or parallel and high performance algorithms. It is well known that multigrid methods serve as a fast iterative scheme for linear and nonlinear diffusion problems. This papers attempts to address two major issues of this iterative solver, including parallelisation of multigrid methods and their applications to time dependent multiscale problems.

Domain decomposition methods for welding problems

This paper, a 2-D non-linear electric arc-welding problem is considered. It is assumed that the moving arc generates an unknown quantity of energy which makes the problem an inverse problem with an unknown source. Robust algorithms to solve such problems e#ciently, and in certain circumstances in real-time, are of great technological and industrial interest. There are other types of inverse problems which involve inverse determination of heat conductivity or material properties [CDJ63][TE98], inverse problems in material cutting [ILPP98], and retrieval of parameters containing discontinuities [IK90]. As in the metal cutting problem, the temperature of a very hot surface is required and it relies on the use of thermocouples. Here, the solution scheme requires temperature measurements lied in the neighbourhood of the weld line in order to retrieve the unknown heat source. The size of this neighbourhood is not considered in this paper, but rather a domain decomposition concept is presented and an examination of the accuracy of the retrieved source are presented. This paper is organised as follows. The inverse problem is formulated and a method for the source retrieval is presented in the second section. The source retrieval method is based on an extension of the 1-D source retrieval method as proposed in [ILP].

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.

A hybrid Laplace transform/finite difference boundary element method for diffusion problems

The solution process for diffusion problems usually involves the time development separately from the space solution. A finite difference algorithm in time requires a sequential time development in which all previous values must be determined prior to the current value. The Stehfest Laplace transform algorithm, however, allows time solutions without the knowledge of prior values. It is of interest to be able to develop a time-domain decomposition suitable for implementation in a parallel environment. One such possibility is to use the Laplace transform to develop coarse-grained solutions which act as the initial values for a set of fine-grained solutions. The independence of the Laplace transform solutions means that we do indeed have a time-domain decomposition process. Any suitable time solver can be used for the fine-grained solution. To illustrate the technique we shall use an Euler solver in time together with the dual reciprocity boundary element method for the space solution

Numerical investigation of a source extraction technique based on an acoustic correction method

An aerodynamic sound source extraction from a general flow field is applied to a number of model problems and to a problem of engineering interest. The extraction technique is based on a variable decomposition, which results to an acoustic correction method, of each of the flow variables into a dominant flow component and a perturbation component. The dominant flow component is obtained with a general-purpose Computational Fluid Dynamics (CFD) code which uses a cell-centred finite volume method to solve the Reynolds-averaged Navier–Stokes equations. The perturbations are calculated from a set of acoustic perturbation equations with source terms extracted from unsteady CFD solutions at each time step via the use of a staggered dispersion-relation-preserving (DRP) finite-difference scheme. Numerical experiments include (1) propagation of a 1-D acoustic pulse without mean flow, (2) propagation of a 2-D acoustic pulse with/without mean flow, (3) reflection of an acoustic pulse from a flat plate with mean flow, and (4) flow-induced noise generated by the an unsteady laminar flow past a 2-D cavity. The computational results demonstrate the accuracy for model problems and illustrate the feasibility for more complex aeroacoustic problems of the source extraction technique.

Communication latency hiding in a parallel conjugate gradient method

Abstract not available