A multi-scale numerical modelling of crack propagation in a 2D metallic plate

A new multi-scale model of brittle fracture growth in an Ag plate with macroscopic dimensions is proposed in which the crack propagation is identified with the stochastic drift-diffusion motion of the crack-tip atom through the material. The model couples molecular dynamics simulations, based on many-body interatomic potentials, with the continuum-based theories of fracture mechanics. The Ito stochastic differential equation is used to advance the tip position on a macroscopic scale before each nano-scale simulation is performed. Well-known crack characteristics, such as the roughening transitions of the crack surfaces, as well as the macroscopic crack trajectories are obtained.

Modelling meso-scale diffusion processes in stochastic fluid bio-membranes

The space–time dynamics of rigid inhomogeneities (inclusions) free to move in a randomly fluctuating fluid bio-membrane is derived and numerically simulated as a function of the membrane shape changes. Both vertically placed (embedded) inclusions and horizontally placed (surface) inclusions are considered. The energetics of the membrane, as a two-dimensional (2D) meso-scale continuum sheet, is described by the Canham–Helfrich Hamiltonian, with the membrane height function treated as a stochastic process. The diffusion parameter of this process acts as the link coupling the membrane shape fluctuations to the kinematics of the inclusions. The latter is described via Ito stochastic differential equation. In addition to stochastic forces, the inclusions also experience membrane-induced deterministic forces. Our aim is to simulate the diffusion-driven aggregation of inclusions and show how the external inclusions arrive at the sites of the embedded inclusions. The model has potential use in such emerging fields as designing a targeted drug delivery system.

Modelling the nano-scale phenomena in condensed matter physics via computer-based numerical simulations

A review of the atomistic modelling of the behaviour of nano-scale structures and processes via molecular dynamics (MD) simulation method of a canonical ensemble is presented. Three areas of application in condensed matter physics are considered. We focus on the adhesive and indentation properties of the solid surfaces in nano-contacts, the nucleation and growth of nano-phase metallic and semi-conducting atomic and molecular films on supporting substrates, and the nano- and multi-scale crack propagation properties of metallic lattices. A set of simulations selected from these fields are discussed, together with a brief introduction to the methodology of the MD simulation. The pertinent inter-atomic potentials that model the energetics of the metallic and semi-conducting systems are also given.

Nanoscopic modelling of the adhesion, indentation and fracture characteristics of metallic systems via molecular dynamics simulations

Large-scale molecular dynamics simulations have been performed on canonical ensembles to model the adhesion and indentation characteristics of 3-D metallic nano-scale junctions in tip-substrate geometries, and the crack propagation in 2-D metallic lattices. It is shown that irreversible flows in nano-volumes of materials control the behaviour of the 3-D nano-contacts, and that local diffusional flow constitutes the atomistic mechanism underlying these plastic flows. These simulations show that the force of adhesion in metallic nano-contacts is reduced when adsorbate monolayers are present at the metal—metal junctions. Our results are in agreement with the conclusions of very accurate point-contact experiments carried out in this field. Our fracture simulations reveal that at low temperatures cleavage fractures can occur in both an elemental metal and an alloy. At elevated temperatures, the nucleation of dislocations is shown to cause a brittle-to-ductile transition. Limiting crack propagation velocities are computed for different strain rates and a dynamic instability is shown to control the crack movement beyond this limiting velocity, in line with the recent experimental results.

Surface physics at the nano-scale via scanning probe microscopy and molecular dynamics simulations

Probe-based scanning microscopes, such as the STM and the AFM, are used to obtain the topographical and electronic structure maps of material surfaces, and to modify their morphologies on nanoscopic scales. They have generated new areas of research in condensed matter physics and materials science. We will review some examples from the fields of experimental nano-mechanics, nano-electronics and nano-magnetism. These now form the basis of the emerging field of Nano-technology. A parallel development has been brought about in the field of Computational Nano-science, using quantum-mechanical techniques and computer-based numerical modelling, such as the Molecular Dynamics (MD) simulation method. We will report on the simulation of nucleation and growth of nano-phase films on supporting substrates. Furthermore, a theoretical modelling of the formation of STM images of metallic clusters on metallic substrates will also be discussed within the non-equilibrium Keldysh Green function method to study the effects of coherent tunnelling through different atomic orbitals in a tip-sample geometry.

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.

Stochastic monotonicity and duality for continuous time Markov chains with general q-Matrix

The key problems in discussing stochastic monotonicity and duality for continuous time Markov chains are to give the criteria for existence and uniqueness and to construct the associated monotone processes in terms of their infinitesimal q -matrices. In their recent paper, Chen and Zhang [6] discussed these problems under the condition that the given q-matrix Q is conservative. The aim of this paper is to generalize their results to a more general case, i.e., the given q-matrix Q is not necessarily conservative. New problems arise 'in removing the conservative assumption. The existence and uniqueness criteria for this general case are given in this paper. Another important problem, the construction of all stochastically monotone Q-processes, is also considered.

Stochastic comparability and dual q-functions

In this paper we discuss the relationship and characterization of stochastic comparability, duality, and Feller–Reuter–Riley transition functions which are closely linked with each other for continuous time Markov chains. A necessary and sufficient condition for two Feller minimal transition functions to be stochastically comparable is given in terms of their density q-matrices only. Moreover, a necessary and sufficient condition under which a transition function is a dual for some stochastically monotone q-function is given in terms of, again, its density q-matrix. Finally, for a class of q-matrices, the necessary and sufficient condition for a transition function to be a Feller–Reuter–Riley transition function is also given.

An improved result of exponential stability of stochastic semilinear evolution equations

Sufficient conditions for the exponential stability of a class ofnonlinear, non-autonomous stochastic differential equations in infinitedimensions are studied. The analysis consists of introducing a suitableapproximating solution systems and using a limiting argument to pass onstability of strong solutions to mild ones. As a consequence, the classicalcriteriaof stability in A. Ichikawa [8] are improved and extended to cover a class ofnon-autonomous stochastic evolution equations.Two examples are investigated to illustrate our theory.

Magnetic modelling and magneto-hydro-dynamic simulations of an aluminium production electrolytic cell

A simulation of the motion of molten aluminium inside an electrolytic cell is presented. Since the driving term of the aluminium motion is the Lorentz (j × B) body force acting within the fluid,this problem involves the solution of the magneto-hydro-dynamic equations. Different solver modules for the magnetic field computation and for the fluid motion simulation are coupled together. The interactions of all these are presented and discussed.

Moment decay rates of solutions of stochastic differential equations

The objective of this paper is to investigate the p-ίh moment asymptotic stability decay rates for certain finite-dimensional Itό stochastic differential equations. Motivated by some practical examples, the point of our analysis is a special consideration of general decay speeds, which contain as a special case the usual exponential or polynomial type one, to meet various situations. Sufficient conditions for stochastic differential equations (with variable delays or not) are obtained to ensure their asymptotic properties. Several examples are studied to illustrate our theory.

Correlation of solder paste rheology with computational simulations of the stencil printing process

Soldering technologies continue to evolve to meet the demands of the continuous miniaturisation of electronic products, particularly in the area of solder paste formulations used in the reflow soldering of surface mount devices. Stencil printing continues to be a leading process used for the deposition of solder paste onto printed circuit boards (PCBs) in the volume production of electronic assemblies, despite problems in achieving a consistent print quality at an ultra-fine pitch. In order to eliminate these defects a good understanding of the processes involved in printing is important. Computational simulations may complement experimental print trials and paste characterisation studies, and provide an extra dimension to the understanding of the process. The characteristics and flow properties of solder pastes depend primarily on their chemical and physical composition and good material property data is essential for meaningful results to be obtained by computational simulation.This paper describes paste characterisation and computational simulation studies that have been undertaken through the collaboration of the School of Aeronautical, Mechanical and Manufacturing Engineering at Salford University and the Centre for Numerical Modelling and Process Analysis at the University of Greenwich. The rheological profile of two different paste formulations (lead and lead-free) for sub 100 micron flip-chip devices are tested and applied to computational simulations of their flow behaviour during the printing process.

Low Reynolds number turbulence models for accurate thermal simulations of electronic components

The electronics industry and the problems associated with the cooling of microelectronic equipment are developing rapidly. Thermal engineers now find it necessary to consider the complex area of equipment cooling at some level. This continually growing industry also faces heightened pressure from consumers to provide electronic product miniaturization, which in itself increases the demand for accurate thermal management predictions to assure product reliability. Computational fluid dynamics (CFD) is considered a powerful and almost essential tool for the design, development and optimization of engineering applications. CFD is now widely used within the electronics packaging design community to thermally characterize the performance of both the electronic component and system environment. This paper discusses CFD results for a large variety of investigated turbulence models. Comparison against experimental data illustrates the predictive accuracy of currently used models and highlights the growing demand for greater mathematical modelling accuracy with regards to thermal characterization. Also a newly formulated low Reynolds number (i.e. transitional) turbulence model is proposed with emphasis on hybrid techniques.