Birth-death processes with mass annihilation and state-dependent immigration

A birth-death process is subject to mass annihilation at rate β with subsequent mass immigration occurring into state j at rateα j . This structure enables the process to jump from one sector of state space to another one (via state 0) with transition rate independent of population size. First, we highlight the difficulties encountered when using standard techniques to construct both time-dependent and equilibrium probabilities. Then we show how to overcome such analytic difficulties by means of a tool developed in Chen and Renshaw (1990, 1993b); this approach is applicable to many processes whose underlying generator on E\{0} has known probability structure. Here we demonstrate the technique through application to the linear birth-death generator on which is superimposed an annihilation/immigration process.

Communication system model for information rate evaluation of differential detection over time-varying channels

A communication system model for mutual information performance analysis of multiple-symbol differential M-phase shift keying over time-correlated, time-varying flat-fading communication channels is developed. This model is a finite-state Markov (FSM) equivalent channel representing the cascade of the differential encoder, FSM channel model and differential decoder. A state-space approach is used to model channel phase time correlations. The equivalent model falls in a class that facilitates the use of the forward backward algorithm, enabling the important information theoretic results to be evaluated. Using such a model, one is able to calculate mutual information for differential detection over time-varying fading channels with an essentially finite time set of correlations, including the Clarke fading channel. Using the equivalent channel, it is proved and corroborated by simulations that multiple-symbol differential detection preserves the channel information capacity when the observation interval approaches infinity.

Mutual information performance of differential MPSK detection over time-varying channels

This paper provides mutual information performance analysis of multiple-symbol differential WSK (M-phase shift keying) over time-correlated, time-varying flat-fading communication channels. A state space approach is used to model time correlation of time varying channel phase. This approach captures the dynamics of time correlated, time-varying channels and enables exploitation of the forward-backward algorithm for mutual information performance analysis. It is shown that the differential decoding implicitly uses a sequence of innovations of the channel process time correlation and this sequence is essentially uncorrelated. It enables utilization of multiple-symbol differential detection, as a form of block-by-block maximum likelihood sequence detection for capacity achieving mutual information performance. It is shown that multiple-symbol differential ML detection of BPSK and QPSK practically achieves the channel information capacity with observation times only on the order of a few symbol intervals

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.

The development and validation of computational MHD techniques for the modelling of metal production processes

Magnetic fields are used in a number of processes related to the extraction of metals, production of alloys and the shaping of metal components. Computational techniques have an increasingly important role to play in the simulation of such processes, since it is often difficult or very costly to conduct experiments in the high temperature conditions encountered and the complex interaction of fluid flow, heat transfer and magnetic fields means simple analytic models are often far removed from reality. In this paper an overview of the computational activity at the University of Greenwich is given in this area, covering the past ten years. The overview is given from the point of view of the modeller and within the space limitations imposed by the format it covers the numerical methods used, attempts at validation against experiments or analytic procedures; it highlights successes, but also some failures. A broad range of models is covered in the review (and accompanying lecture), used to simulate (a) A-C field applications: induction melting, magnetic confinement and levitation, casting and (b) D-C field applications such as: arc welding and aluminium electroloysis. Most of these processes involve phase change of the metal (melting or solidification), the presence of a dynamic free surface and turbulent flow. These issues affect accuracy and need to be address by the modeller.

The use of evacuation modelling techniques in the design of very large transport aircraft and blended wing body aircraft

Very Large Transport Aircraft (VLTA) pose considerable challenges to designers, operators and certification authorities. Questions concerning seating arrangement, nature and design of recreational space, the number, design and location of internal staircases, the number of cabin crew required and the nature of the cabin crew emergency procedures are just some of the issues that need to be addressed. Other more radical concepts such as blended wing body (BWB) design, involving one or two decks with possibly four or more aisles offer even greater challenges. Can the largest exits currently available cope with passenger flow arising from four or five aisles? Do we need to consider new concepts in exit design? Should the main aisles be made wider to accommodate more passengers? In this paper we demonstrate how computer based evacuation models can be used to investigate these issues through examination of staircase evacuation procedures for VLTA and aisle/exit configuration for BWB cabin layouts.

A generic time and space accurate numerical approach to closely coupled fluid-structure interaction problems

Fluid structure interaction, as applied to flexible structures, has wide application in diverse areas such as flutter in aircraft, flow in elastic pipes and blood vessels and extrusion of metals through dies. However a comprehensive computational model of these multi-physics phenomena is a considerable challenge. Until recently work in this area focused on one phenomenon and represented the behaviour of the other more simply even to the extent in metal forming, for example, that the deformation of the die is totally ignored. More recently, strategies for solving the full coupling between the fluid and soild mechanics behaviour have developed. Conventionally, the computational modelling of fluid structure interaction is problematical since computational fluid dynamics (CFD) is solved using finite volume (FV) methods and computational structural mechanics (CSM) is based entirely on finite element (FE) methods. In the past the concurrent, but rather disparate, development paths for the finite element and finite volume methods have resulted in numerical software tools for CFD and CSM that are different in almost every respect. Hence, progress is frustrated in modelling the emerging multi-physics problem of fluid structure interaction in a consistent manner. Unless the fluid-structure coupling is either one way, very weak or both, transferring and filtering data from one mesh and solution procedure to another may lead to significant problems in computational convergence. Using a novel three phase technique the full interaction between the fluid and the dynamic structural response are represented. The procedure is demonstrated on some challenging applications in complex three dimensional geometries involving aircraft flutter, metal forming and blood flow in arteries.

Computational modelling of bubbles, droplets and particles in metals reduction and refining

The CFD modelling of metals reduction processes particularly always seems to involve the interaction of liquid metals, a gas (often air) top space, liquid droplets in the top space and injection of both solid particles and gaseous bubbles into the bath. These phases all interact and exhange mass, momentum and energy. Often it is the extent to which these multi-phase phemomena can be effectively captured within the CFD model which determines whether or not a tool of genuine use to the target industry sector can constructed. In this paper we discuss these issues in the context of two problems - one involving the injection of sparging gases into a steel continuous caster and the other based on the development of a novel process for aluminium electrolysis.

Computational modelling of bubbles, droplets and particles in metals reduction and refining

A multi-phase framework is typically required for the CFD modelling of metals reduction processes. Such processes typically involve the interaction of liquid metals, a gas (often air) top space, liquid droplets in the top space and injection of both solid particles and gaseous bubbles into the bath. The exchange of mass, momentum and energy between the phases is fundamental to these processes. Multi-phase algorithms are complex and can be unreliable in terms of either or both convergence behaviour or in the extent to which the physics is captured. In this contribution, we discuss these multi-phase flow issues and describe an example of each of the main “single phase” approaches to modelling this class of problems (i.e., Eulerian–Lagrangian and Eulerian–Eulerian). Their utility is illustrated in the context of two problems – one involving the injection of sparging gases into a steel continuous slab caster and the other based on the development of a novel process for aluminium electrolysis. In the steel caster, the coupling of the Lagrangian tracking of the gas phase with the continuum enables the simulation of the transient motion of the metal–flux interface. The model of the electrolysis process employs a novel method for the calculation of slip velocities of oxygen bubbles, resulting from the dissolution of alumina, which allows the efficiency of the process to be predicted.

Computational modelling of multi-physics and multi-scale processes in parallel

This paper provides an overview of the developing needs for simulation software technologies for the computational modelling of problems that involve combinations of interactions amongst varying physical phenomena over a variety of time and space scales. Computational modelling of such problems requires software tech1nologies that enable the mathematical description of the interacting physical phenomena together with the solution of the resulting suites of equations in a numerically consistent and compatible manner. This functionality requires the structuring of simulation modules for specific physical phenomena so that the coupling can be effectively represented. These multi-physics and multi-scale computations are very compute intensive and the simulation software must operate effectively in parallel if it is to be used in this context. An approach to these classes of multi-disciplinary simulation in parallel is described, with some key examples of application to2 challenging engineering problems.