Numerical modelling and validation of Marangoni and surface tension phenomena using the finite volume method

Surface tension induced flow is implemented into a numerical modelling framework and validated for a number of test cases. Finite volume unstructured mesh techniques are used to discretize the mass, momentum and energy conservation equations in three dimensions. An explicit approach is used to include the effect of surface tension forces on the flow profile and final shape of a liquid domain. Validation of this approach is made against both analytical and experimental data. Finally, the method is used to model the wetting balance test for solder alloy material, where model predictions are used to gain a greater insight into this process. Copyright © 2000 John Wiley & Sons, Ltd.

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.

Multigrid for American option pricing with stochastic volatility

The paper describes an implicit finite difference approach to the pricing of American 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 and adaptive time-stepping.

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.

Multiscale numerical modelling of crack propagation in two-dimensional metal plate

A novel multiscale model of brittle crack propagation in an Ag plate with macroscopic dimensions has been developed. The model represents crack propagation as stochastic drift-diffusion motion of the crack tip atom through the material, and couples the dynamics across three different length scales. It integrates the nanomechanics of bond rupture at the crack tip with the displacement and stress field equations of continuum based fracture theories. The finite element method is employed to obtain the continuum based displacement and stress fields over the macroscopic plate, and these are then used to drive the crack tip forward at the atomic level using the molecular dynamics simulation method based on many-body interatomic potentials. The linkage from the nanoscopic scale back to the macroscopic scale is established via the Ito stochastic calculus, the stochastic differential equation of which advances the tip to a new position on the macroscopic scale using the crack velocity and diffusion constant obtained on the nanoscale. Well known crack characteristics, such as the roughening transitions of the crack surfaces, crack velocity oscillations, as well as the macroscopic crack trajectories, are obtained.

The application of free-surface techniques to metal forming processes

In this paper the use of free-surface techniques, within the framework of a finite volume methodology, are investigated for the simulation of metal forming processes. In such processes, for example extrusion and forging, a workpiece is subjected to large scale deformation to create the product's shape. The use of Eulerian free-surface techniques to predict this final shape offers the advantage, over the traditionally used Lagrangian finite element method, of not requiring remmeshing. Two free-surface techniques to predict this final shape offers the advantage, over the traditionally used Lagrangian finite element method, of not requiring remesingh. Two free-surface techniques are compared by modelling a typical example of this type of process - non-Newtonian extrusion of an aluminium workpiece through a conical die.

Computational model for prediction of particle degradation during dilute phase pneumatic conveying: the use of a laboratory scale degradation tester for the determination of degradation propensity

The overall objective of this work is to develop a computational model of particle degradation during dilute-phasepneumatic conveying. A key feature of such a model is the prediction of particle breakage due to particle–wall collisions in pipeline bends. This paper presents a method for calculating particle impact degradation propensity under a range of particle velocities and particle sizes. It is based on interpolation on impact data obtained in a new laboratory-scale degradation tester. The method is tested and validated against experimental results for degradation at 90± impact angle of a full-size distribution sample of granulated sugar. In a subsequent work, the calculation of degradation propensity is coupled with a ow model of the solids and gas phases in the pipeline.

Multiscale modelling of dendrite growth during vacuum arc remelting

Vacuum Arc Remelting (VAR) is the accepted method for producing homogeneous, fine microstructures that are free of inclusions required for rotating grade applications. However, as ingot sizes are increasing INCONEL 718 becomes increasingly susceptible to defects such as freckles, tree rings, and white spots increases for large diameter billets. Therefore, predictive models of these defects are required to allow optimization of process parameters. In this paper, a multiscale and multi-physics model is presented to predict the development of microstructures in the VAR ingot during solidification. At the microscale, a combined stochastic nucleation approach and finite difference solution of the solute diffusion is applied in the semi-solid zone of the VAR ingot. The micromodel is coupled with a solution of the macroscale heat transfer, fluid flow and electromagnetism in the VAR process through the temperature, pressure and fluid flow fields. The main objective of this study is to achieve a better understanding of the formation of the defects in VAR by quantifying the influence of VAR processing parameters on grain nucleation and dendrite growth. In particular, the effect of different ingot growth velocities on the microstructure formation was investigated. It was found that reducing the velocity produces significantly more coarse grains.

Multiphysics simulation of microwave curing in micro-electronics packaging applications

Purpose – This paper aims to present an open-ended microwave curing system for microelectronics components and a numerical analysis framework for virtual testing and prototyping of the system, enabling design of physical prototypes to be optimized, expediting the development process. Design/methodology/approach – An open-ended microwave oven system able to enhance the cure process for thermosetting polymer materials utilised in microelectronics applications is presented. The system is designed to be mounted on a precision placement machine enabling curing of individual components on a circuit board. The design of the system allows the heating pattern and heating rate to be carefully controlled optimising cure rate and cure quality. A multi-physics analysis approach has been adopted to form a numerical model capable of capturing the complex coupling that exists between physical processes. Electromagnetic analysis has been performed using a Yee finite-difference time-domain scheme, while an unstructured finite volume method has been utilized to perform thermophysical analysis. The two solvers are coupled using a sampling-based cross-mapping algorithm. Findings – The numerical results obtained demonstrate that the numerical model is able to obtain solutions for distribution of temperature, rate of cure, degree of cure and thermally induced stresses within an idealised polymer load heated by the proposed microwave system. Research limitations/implications – The work is limited by the absence of experimentally derived material property data and comparative experimental results. However, the model demonstrates that the proposed microwave system would seem to be a feasible method of expediting the cure rate of polymer materials. Originality/value – The findings of this paper will help to provide an understanding of the behaviour of thermosetting polymer materials during microwave cure processing.

Three-dimensional simulation of the influence of convection on dendritic solidification

Bulk and interdendritic flow during solidification alters the microstructure development, potentially leading to the formation of defects. In this paper, a 3D numerical model is presented for the simulation of dendritic growth in the presence of fluid flow in both liquid and semi-solid zones during solidification. The dendritic growth was solved by the combination of a stochastic nucleation approach with a finite difference solution of the solute diffusion equation and. a projection method solution of the Navier-Stokes equations. The technique was applied first to simulate the growth of a single dendrite in 2D and 3D in an isothermal environment with forced fluid flow. Significant differences were found in the evolution of dendritic morphology when comparing the 2D and 3D results. In 3D the upstream arm has a faster growth velocity due to easier flow around the perpendicular arms. This also promotes secondary arm formation on the upstream arm. The effect of fluid flow on columnar dendritic growth and micro-segregation in constrained solidification conditions is then simulated. For constrained growth, 2D simulations lead to even greater inaccuracies as compared to 3D.