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.

Semi-Lagrange time integration for PDE models of asian options

Semi-Lagrange time integration is used with the finite difference method to provide accurate stable prices for Asian options, with or without early exercise. These are combined with coordinate transformations for computational efficiency and compared with published results

The study of flow and temperature fields in conducting droplets suspended in a DC/AC combination field

Electromagnetic Levitation (EML) is a valuable method for measuring the thermo-physical properties of metals - surface tensions, viscosity, thermal/electrical conductivity, specific heat, hemispherical emissivity, etc. – beyond their melting temperature. In EML, a small amount of the test specimen is melted by Joule heating in a suspended AC coil. Once in liquid state, a small perturbation causes the liquid envelope to oscillate and the frequency of oscillation is then used to compute its surface tension by the well know Rayleigh formula. Similarly, the rate at which the oscillation is dampened relates to the viscosity. To measure thermal conductivity, a sinusoidally varying laser source may be used to heat the polar axis of the droplet and the temperature response measured at the polar opposite – the resulting phase shift yields thermal conductivity. All these theoretical methods assume that convective effects due to flow within the droplet are negligible compared to conduction, and similarly that the flow conditions are laminar; a situation that can only be realised under microgravity conditions. Hence the EML experiment is the method favoured for Spacelab experiments (viz. TEMPUS). Under terrestrial conditions, the full gravity force has to be countered by a much larger induced magnetic field. The magnetic field generates strong flow within the droplet, which for droplets of practical size becomes irrotational and turbulent. At the same time the droplet oscillation envelope is no longer ellipsoidal. Both these conditions invalidate simple theoretical models and prevent widespread EML use in terrestrial laboratories. The authors have shown in earlier publications that it is possible to suppress most of the turbulent convection generated in the droplet skin layer, through use of a static magnetic field. Using a pseudo-spectral discretisation method it is possible compute very accurately the dynamic variation in the suspended fluid envelope and simultaneously compute the time-varying electromagnetic, flow and thermal fields. The use of a DC field as a dampening agent was also demonstrated in cold crucible melting, where suppression of turbulence was achieved in a much larger liquid metal volume and led to increased superheat in the melt and reduction of heat losses to the water-cooled walls. In this paper, the authors describe the pseudo-spectral technique as applied to EML to compute the combined effects of AC and DC fields, accounting for all the flow-induced forces acting on the liquid volume (Lorentz, Maragoni, surface tension, gravity) and show example simulations.

Parallel implementation of the recurrence method for computing the power-spectral density of thin avalanche photodiodes

A simulation program has been developed to calculate the power-spectral density of thin avalanche photodiodes, which are used in optical networks. The program extends the time-domain analysis of the dead-space multiplication model to compute the autocorrelation function of the APD impulse response. However, the computation requires a large amount of memory space and is very time consuming. We describe our experiences in parallelizing the code using both MPI and OpenMP. Several array partitioning schemes and scheduling policies are implemented and tested Our results show that the OpenMP code is scalable up to 64 processors on an SGI Origin 2000 machine and has small average errors.

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.