Principles and Practice of Fire Modelling: A Collection of Lecture Notes for a Short Course

Once the preserve of university academics and research laboratories with high-powered and expensive computers, the power of sophisticated mathematical fire models has now arrived on the desk top of the fire safety engineer. It is a revolution made possible by parallel advances in PC technology and fire modelling software. But while the tools have proliferated, there has not been a corresponding transfer of knowledge and understanding of the discipline from expert to general user. It is a serious shortfall of which the lack of suitable engineering courses dealing with the subject is symptomatic, if not the cause. The computational vehicles to run the models and an understanding of fire dynamics are not enough to exploit these sophisticated tools. Too often, they become 'black boxes' producing magic answers in exciting three-dimensional colour graphics and client-satisfying 'virtual reality' imagery. As well as a fundamental understanding of the physics and chemistry of fire, the fire safety engineer must have at least a rudimentary understanding of the theoretical basis supporting fire models to appreciate their limitations and capabilities. The five day short course, "Principles and Practice of Fire Modelling" run by the University of Greenwich attempt to bridge the divide between the expert and the general user, providing them with the expertise they need to understand the results of mathematical fire modelling. The course and associated text book, "Mathematical Modelling of Fire Phenomena" are aimed at students and professionals with a wide and varied background, they offer a friendly guide through the unfamiliar terrain of mathematical modelling. These concepts and techniques are introduced and demonstrated in seminars. Those attending also gain experience in using the methods during "hands-on" tutorial and workshop sessions. On completion of this short course, those participating should: - be familiar with the concept of zone and field modelling; - be familiar with zone and field model assumptions; - have an understanding of the capabilities and limitations of modelling software packages for zone and field modelling; - be able to select and use the most appropriate mathematical software and demonstrate their use in compartment fire applications; and - be able to interpret model predictions. The result is that the fire safety engineer is empowered to realise the full value of mathematical models to help in the prediction of fire development, and to determine the consequences of fire under a variety of conditions. This in turn enables him or her to design and implement safety measures which can potentially control, or at the very least reduce the impact of fire.

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.

A three dimensional finite volume approach to the thermo-mechanical modelling of the shape casting of metals

This paper presents a three dimensional, thermos-mechanical modelling approach to the cooling and solidification phases associated with the shape casting of metals ei. Die, sand and investment casting. Novel vortex-based Finite Volume (FV) methods are described and employed with regard to the small strain, non-linear Computational Solid Mechanics (CSM) capabilities required to model shape casting. The CSM capabilities include the non-linear material phenomena of creep and thermo-elasto-visco-plasticity at high temperatures and thermo-elasto-visco-plasticity at low temperatures and also multi body deformable contact with which can occur between the metal casting of the mould. The vortex-based FV methods, which can be readily applied to unstructured meshes, are included within a comprehensive FV modelling framework, PHYSICA. The additional heat transfer, by conduction and convection, filling, porosity and solidification algorithms existing within PHYSICA for the complete modelling of all shape casting process employ cell-centred FV methods. The termo-mechanical coupling is performed in a staggered incremental fashion, which addresses the possible gap formation between the component and the mould, and is ultimately validated against a variety of shape casting benchmarks.

Modelling continuum mechanics phenomena using three dimensional unstructured meshes on massively parallel processors

The difficulties encountered in implementing large scale CM codes on multiprocessor systems are now fairly well understood. Despite the claims of shared memory architecture manufacturers to provide effective parallelizing compilers, these have not proved to be adequate for large or complex programs. Significant programmer effort is usually required to achieve reasonable parallel efficiencies on significant numbers of processors. The paradigm of Single Program Multi Data (SPMD) domain decomposition with message passing, where each processor runs the same code on a subdomain of the problem, communicating through exchange of messages, has for some time been demonstrated to provide the required level of efficiency, scalability, and portability across both shared and distributed memory systems, without the need to re-author the code into a new language or even to support differing message passing implementations. Extension of the methods into three dimensions has been enabled through the engineering of PHYSICA, a framework for supporting 3D, unstructured mesh and continuum mechanics modeling. In PHYSICA, six inspectors are used. Part of the challenge for automation of parallelization is being able to prove the equivalence of inspectors so that they can be merged into as few as possible.