Numerical modelling of inhaler spacers: A novel study

Abstract not available

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.

Direct Numerical Simulation of Turbulent Flames

The present paper is a report on progress in the simulation of turbulent flames using the Cray T3D and T3E at the Edinburgh parallel computing centre, using codes developed in Cambridge. Two combustion DNS codes are described, ANGUS and SENGA, which solve incompressible and fully compressible reacting flows respectively. The technical background to combustion DNS is presented, and the resource requirements explained in terms of the physic and chemistry of the problem. Results for flame turbulence interaction studies are presented and discussed in terms of their relevance to modelling. Recent work on the fully compressible problem is highlighted and future directions outlined.

Enhancing the numerical performance of fire field models (CMS Paper)

This paper describes two new techniques designed to enhance the performance of fire field modelling software. The two techniques are "group solvers" and automated dynamic control of the solution process, both of which are currently under development within the SMARTFIRE Computational Fluid Dynamics environment. The "group solver" is a derivation of common solver techniques used to obtain numerical solutions to the algebraic equations associated with fire field modelling. The purpose of "group solvers" is to reduce the computational overheads associated with traditional numerical solvers typically used in fire field modelling applications. In an example, discussed in this paper, the group solver is shown to provide a 37% saving in computational time compared with a traditional solver. The second technique is the automated dynamic control of the solution process, which is achieved through the use of artificial intelligence techniques. This is designed to improve the convergence capabilities of the software while further decreasing the computational overheads. The technique automatically controls solver relaxation using an integrated production rule engine with a blackboard to monitor and implement the required control changes during solution processing. Initial results for a two-dimensional fire simulation are presented that demonstrate the potential for considerable savings in simulation run-times when compared with control sets from various sources. Furthermore, the results demonstrate the potential for enhanced solution reliability due to obtaining acceptable convergence within each time step, unlike some of the comparison simulations.