Viscoelastic flow through a planar contraction using a semi-Lagrangian finite volume method

A semi-Lagrangian finite volume scheme for solving viscoelastic flow problems is presented. A staggered grid arrangement is used in which the dependent variables are located at different mesh points in the computational domain. The convection terms in the momentum and constitutive equations are treated using a semi-Lagrangian approach in which particles on a regular grid are traced backwards over a single time-step. The method is applied to the 4 : 1 planar contraction problem for an Oldroyd B fluid for both creeping and inertial flow conditions. The development of vortex behaviour with increasing values of We is analyzed.

Conservative semi-Lagrangian finite volume schemes

Semi-Lagrangian finite volume schemes for the numerical approximation of linear advection equations are presented. These schemes are constructed so that the conservation properties are preserved by the numerical approximation. This is achieved using an interpolation procedure based on area-weighting. Numerical results are presented illustrating some of the features of these schemes.

A semi-Lagrangian finite volume method for Newtonian contraction flows

A new finite volume method for solving the incompressible Navier--Stokes equations is presented. The main features of this method are the location of the velocity components and pressure on different staggered grids and a semi-Lagrangian method for the treatment of convection. An interpolation procedure based on area-weighting is used for the convection part of the computation. The method is applied to flow through a constricted channel, and results are obtained for Reynolds numbers, based on half the flow rate, up to 1000. The behavior of the vortex in the salient corner is investigated qualitatively and quantitatively, and excellent agreement is found with the numerical results of Dennis and Smith [Proc. Roy. Soc. London A, 372 (1980), pp. 393-414] and the asymptotic theory of Smith [J. Fluid Mech., 90 (1979), pp. 725-754].

A semi-Lagrangian finite volume method for solving viscoelastic flow problems

Recently, there has been considerable interest in solving viscoelastic problems in 3D particularly with the improvement in modern computing power. In many applications the emphasis has been on economical algorithms which can cope with the extra complexity that the third dimension brings. Storage and computer time are of the essence. The advantage of the finite volume formulation is that a large amount of memory space is not required. Iterative methods rather than direct methods can be used to solve the resulting linear systems efficiently.

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.

Revisiting the carrier-phase source-term formulation in mixed Lagrangian-Eulerian particle models

The formulation of the carrier-phase momentum and enthalpy source terms in mixed Lagrangian-Eulerian models of particle-laden flows is frequently reported inaccurately. Under certain circumstances, this can lead to erroneous implementations, which violate physical laws. A particle- rather than carrier-based approach is suggested for a consistent treatment of these terms.

A mixed Eulerian-Lagrangian approach for metal extrusion

In this paper a mixed Eulerian-Lagrangian approach for the modelling metal extrusion processes is presented. The approach involves the solution of non-Newtonian fluid flow equations in an Eulerian context, using a free-surface algorithm to track the behaviour of the workpiece and its extrusion. The solid mechanics equations associated with the tools are solved in Lagangrian context. Thermal interactions between the workpiece are modelled and a fluid-structure interaction technique is employed to model the effect of the fluid traction load imposed by the workpiece on the tools. Two extrusion test cases are investigated and the results obtained show the potential of the model with regard to representing the physics of the process and the simulation time.

AC & DC magnetic levitation and semi-levitation modelling

This work presents computation analysis of levitated liquid thermal and flow fields with free surface oscillations in AC and DC magnetic fields. The volume electromagnetic force distribution is continuously updated with the shape and position change. The oscillation frequency spectra are analysed for droplets levitation against gravity in AC and DC magnetic fields at various combinations. For larger volume liquid metal confinement and melting the semi-levitation induction skull melting process is simulated with the same numerical model. Applications are aimed at pure electromagnetic material processing techniques and the material properties measurements in uncontaminated conditions.

The semi-automatic parallelisation of scientific application codes using a computer aided parallelisation toolkit

The shared-memory programming model can be an effective way to achieve parallelism on shared memory parallel computers. Historically however, the lack of a programming standard using directives and the limited scalability have affected its take-up. Recent advances in hardware and software technologies have resulted in improvements to both the performance of parallel programs with compiler directives and the issue of portability with the introduction of OpenMP. In this study, the Computer Aided Parallelisation Toolkit has been extended to automatically generate OpenMP-based parallel programs with nominal user assistance. We categorize the different loop types and show how efficient directives can be placed using the toolkit's in-depth interprocedural analysis. Examples are taken from the NAS parallel benchmarks and a number of real-world application codes. This demonstrates the great potential of using the toolkit to quickly parallelise serial programs as well as the good performance achievable on up to 300 processors for hybrid message passing-directive parallelisations.

Semi-Parametric Analysis of Extreme Forest Fires

Forest fires can cause extensive damage to natural resources and properties. They can also destroy wildlife habitat, affect the forest ecosystem and threaten human lives. In this paper incidences of extreme wildland fires are modelled by a point process model which incorporates time-trend. A model based on a generalised Pareto distribution is used to model data on acres of wildland burnt by extreme fire in the US since 1825. A semi-parametric smoothing approach, which is very useful in exploratory analysis of changes in extremes, is illustrated with the maximum likelihood method to estimate model parameters.

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

'Re-using an existing wheel' developing data architecture for cooperating autonomous and semi-autonomous, agent-based web services

This short position paper considers issues in developing Data Architecture for the Internet of Things (IoT) through the medium of an exemplar project, Domain Expertise Capture in Authoring and Development ­Environments (DECADE). A brief discussion sets the background for IoT, and the development of the ­distinction between things and computers. The paper makes a strong argument to avoid reinvention of the wheel, and to reuse approaches to distributed heterogeneous data architectures and the lessons learned from that work, and apply them to this situation. DECADE requires an autonomous recording system, ­local data storage, semi-autonomous verification model, sign-off mechanism, qualitative and ­quantitative ­analysis ­carried out when and where required through web-service architecture, based on ontology and analytic agents, with a self-maintaining ontology model. To develop this, we describe a web-service ­architecture, ­combining a distributed data warehouse, web services for analysis agents, ontology agents and a ­verification engine, with a centrally verified outcome database maintained by certifying body for qualification/­professional status.