Stability of numerical schemes on staggered grids

This paper considers the stability of explicit, implicit and Crank-Nicolson schemes for the one-dimensional heat equation on a staggered grid. Furthemore, we consider the cases when both explicit and implicit approximations of the boundary conditions arc employed. Why we choose to do this is clearly motivated and arises front solving fluid flow equations with free surfaces when the Reynolds number can be very small. in at least parts of the spatial domain. A comprehensive stability analysis is supplied: a novel result is the precise stability restriction on the Crank-Nicolson method when the boundary conditions are approximated explicitly, that is, at t =n delta t rather than t = (n + 1)delta t. The two-dimensional Navier-Stokes equations were then solved by a marker and cell approach for two simple problems that had analytic solutions. It was found that the stability results provided in this paper were qualitatively very similar. thereby providing insight as to why a Crank-Nicolson approximation of the momentum equations is only conditionally, stable. Copyright (C) 2008 John Wiley & Sons, Ltd.

A criterion for unitary similarity of upper triangular matrices in general position

Each square complex matrix is unitarily similar to an upper triangular matrix with diagonal entries in any prescribed order. Let A = [a(ij)] and B = [b(ij)] be upper triangular n x n matrices that are not similar to direct sums of square matrices of smaller sizes, or are in general position and have the same main diagonal. We prove that A and B are unitarily similar if and only if parallel to h(A(k))parallel to = parallel to h(B(k))parallel to for all h is an element of C vertical bar x vertical bar and k = 1, ..., n, where A(k) := [a(ij)](i.j=1)(k) and B(k) := [b(ij)](i.j=1)(k) are the leading principal k x k submatrices of A and B, and parallel to . parallel to is the Frobenius norm. (C) 2011 Elsevier Inc. All rights reserved.

An application of lattice basis reduction to polynomial identities for algebraic structures

The authors` recent classification of trilinear operations includes, among other cases, a fourth family of operations with parameter q epsilon Q boolean OR {infinity}, and weakly commutative and weakly anticommutative operations. These operations satisfy polynomial identities in degree 3 and further identities in degree 5. For each operation, using the row canonical form of the expansion matrix E to find the identities in degree 5 gives extremely complicated results. We use lattice basis reduction to simplify these identities: we compute the Hermite normal form H of E(t), obtain a basis of the nullspace lattice from the last rows of a matrix U for which UE(t) = H, and then use the LLL algorithm to reduce the basis. (C) 2008 Elsevier Inc. All rights reserved.

Polynomial identities for the ternary cyclic sum

We simplify the results of Bremner and Hentzel [J. Algebra 231 (2000) 387-405] on polynomial identities of degree 9 in two variables satisfied by the ternary cyclic sum [a, b, c] abc + bca + cab in every totally associative ternary algebra. We also obtain new identities of degree 9 in three variables which do not follow from the identities in two variables. Our results depend on (i) the LLL algorithm for lattice basis reduction, and (ii) linearization operators in the group algebra of the symmetric group which permit efficient computation of the representation matrices for a non-linear identity. Our computational methods can be applied to polynomial identities for other algebraic structures.

A canonical form for nonderogatory matrices under unitary similarity

A square matrix is nonderogatory if its Jordan blocks have distinct eigenvalues. We give canonical forms for (1) nonderogatory complex matrices up to unitary similarity, and (2) pairs of complex matrices up to similarity, in which one matrix has distinct eigenvalues. The types of these canonical forms are given by undirected and, respectively, directed graphs with no undirected cycles. (C) 2011 Elsevier Inc. All rights reserved.

Numerical investigation of the three-dimensional secondary instabilities in the time-developing compressible mixing layer

Mixing layers are present in very different types of physical situations such as atmospheric flows, aerodynamics and combustion. It is, therefore, a well researched subject, but there are aspects that require further studies. Here the instability of two-and three-dimensional perturbations in the compressible mixing layer was investigated by numerical simulations. In the numerical code, the derivatives were discretized using high-order compact finite-difference schemes. A stretching in the normal direction was implemented with both the objective of reducing the sound waves generated by the shear region and improving the resolution near the center. The compact schemes were modified to work with non-uniform grids. Numerical tests started with an analysis of the growth rate in the linear regime to verify the code implementation. Tests were also performed in the non-linear regime and it was possible to reproduce the vortex roll-up and pairing, both in two-and three-dimensional situations. Amplification rate analysis was also performed for the secondary instability of this flow. It was found that, for essentially incompressible flow, maximum growth rates occurred for a spanwise wavelength of approximately 2/3 of the streamwise spacing of the vortices. The result demonstrated the applicability of the theory developed by Pierrehumbet and Widnall. Compressibility effects were then considered and the maximum growth rates obtained for relatively high Mach numbers (typically under 0.8) were also presented.

Turbulence in collisionless plasmas: statistical analysis from numerical simulations with pressure anisotropy

In recent years, we have experienced increasing interest in the understanding of the physical properties of collisionless plasmas, mostly because of the large number of astrophysical environments (e. g. the intracluster medium (ICM)) containing magnetic fields that are strong enough to be coupled with the ionized gas and characterized by densities sufficiently low to prevent the pressure isotropization with respect to the magnetic line direction. Under these conditions, a new class of kinetic instabilities arises, such as firehose and mirror instabilities, which have been studied extensively in the literature. Their role in the turbulence evolution and cascade process in the presence of pressure anisotropy, however, is still unclear. In this work, we present the first statistical analysis of turbulence in collisionless plasmas using three-dimensional numerical simulations and solving double-isothermal magnetohydrodynamic equations with the Chew-Goldberger-Low laws closure (CGL-MHD). We study models with different initial conditions to account for the firehose and mirror instabilities and to obtain different turbulent regimes. We found that the CGL-MHD subsonic and supersonic turbulences show small differences compared to the MHD models in most cases. However, in the regimes of strong kinetic instabilities, the statistics, i.e. the probability distribution functions (PDFs) of density and velocity, are very different. In subsonic models, the instabilities cause an increase in the dispersion of density, while the dispersion of velocity is increased by a large factor in some cases. Moreover, the spectra of density and velocity show increased power at small scales explained by the high growth rate of the instabilities. Finally, we calculated the structure functions of velocity and density fluctuations in the local reference frame defined by the direction of magnetic lines. The results indicate that in some cases the instabilities significantly increase the anisotropy of fluctuations. These results, even though preliminary and restricted to very specific conditions, show that the physical properties of turbulence in collisionless plasmas, as those found in the ICM, may be very different from what has been largely believed.

A positional FEM Formulation for geometrical non-linear analysis of shells

This work presents a fully non-linear finite element formulation for shell analysis comprising linear strain variation along the thickness of the shell and geometrically exact description for curved triangular elements. The developed formulation assumes positions and generalized unconstrained vectors as the variables of the problem, not displacements and finite rotations. The full 3D Saint-Venant-Kirchhoff constitutive relation is adopted and, to avoid locking, the rate of thickness variation enhancement is introduced. As a consequence, the second Piola-Kirchhoff stress tensor and the Green strain measure are employed to derive the specific strain energy potential. Curved triangular elements with cubic approximation are adopted using simple notation. Selected numerical simulations illustrate and confirm the objectivity, accuracy, path independence and applicability of the proposed technique.

Matter-wave two-dimensional solitons in crossed linear and nonlinear optical lattices

The existence of multidimensional matter-wave solitons in a crossed optical lattice (OL) with a linear optical lattice (LOL) in the x direction and a nonlinear optical lattice (NOL) in the y direction, where the NOL can be generated by a periodic spatial modulation of the scattering length using an optically induced Feshbach resonance is demonstrated. In particular, we show that such crossed LOLs and NOLs allow for stabilizing two-dimensional solitons against decay or collapse for both attractive and repulsive interactions. The solutions for the soliton stability are investigated analytically, by using a multi-Gaussian variational approach, with the Vakhitov-Kolokolov necessary criterion for stability; and numerically, by using the relaxation method and direct numerical time integrations of the Gross-Pitaevskii equation. Very good agreement of the results corresponding to both treatments is observed.

Non-linear boundary element formulation applied to contact analysis using tangent operator

This work presents a non-linear boundary element formulation applied to analysis of contact problems. The boundary element method (BEM) is known as a robust and accurate numerical technique to handle this type of problem, because the contact among the solids occurs along their boundaries. The proposed non-linear formulation is based on the use of singular or hyper-singular integral equations by BEM, for multi-region contact. When the contact occurs between crack surfaces, the formulation adopted is the dual version of BEM, in which singular and hyper-singular integral equations are defined along the opposite sides of the contact boundaries. The structural non-linear behaviour on the contact is considered using Coulomb`s friction law. The non-linear formulation is based on the tangent operator in which one uses the derivate of the set of algebraic equations to construct the corrections for the non-linear process. This implicit formulation has shown accurate as the classical approach, however, it is faster to compute the solution. Examples of simple and multi-region contact problems are shown to illustrate the applicability of the proposed scheme. (C) 2011 Elsevier Ltd. All rights reserved.

A simple method for non-linear analysis of steel fiber reinforced concrete

This paper proposes a physical non-linear formulation to deal with steel fiber reinforced concrete by the finite element method. The proposed formulation allows the consideration of short or long fibers placed arbitrarily inside a continuum domain (matrix). The most important feature of the formulation is that no additional degree of freedom is introduced in the pre-existent finite element numerical system to consider any distribution or quantity of fiber inclusions. In other words, the size of the system of equations used to solve a non-reinforced medium is the same as the one used to solve the reinforced counterpart. Another important characteristic of the formulation is the reduced work required by the user to introduce reinforcements, avoiding ""rebar"" elements, node by node geometrical definitions or even complex mesh generation. Bounded connection between long fibers and continuum is considered, for short fibers a simplified approach is proposed to consider splitting. Non-associative plasticity is adopted for the continuum and one dimensional plasticity is adopted to model fibers. Examples are presented in order to show the capabilities of the formulation.

A STUDY OF PENALTY FORMULATIONS USED IN THE NUMERICAL APPROXIMATION OF A RADIALLY SYMMETRIC ELASTICITY PROBLEM

We consider a class of two-dimensional problems in classical linear elasticity for which material overlapping occurs in the absence of singularities. Of course, material overlapping is not physically realistic, and one possible way to prevent it uses a constrained minimization theory. In this theory, a minimization problem consists of minimizing the total potential energy of a linear elastic body subject to the constraint that the deformation field must be locally invertible. Here, we use an interior and an exterior penalty formulation of the minimization problem together with both a standard finite element method and classical nonlinear programming techniques to compute the minimizers. We compare both formulations by solving a plane problem numerically in the context of the constrained minimization theory. The problem has a closed-form solution, which is used to validate the numerical results. This solution is regular everywhere, including the boundary. In particular, we show numerical results which indicate that, for a fixed finite element mesh, the sequences of numerical solutions obtained with both the interior and the exterior penalty formulations converge to the same limit function as the penalization is enforced. This limit function yields an approximate deformation field to the plane problem that is locally invertible at all points in the domain. As the mesh is refined, this field converges to the exact solution of the plane problem.

Information Filtering and Array Algorithms for Discrete-Time Markovian Jump Linear Systems

This technical note develops information filter and array algorithms for a linear minimum mean square error estimator of discrete-time Markovian jump linear systems. A numerical example for a two-mode Markovian jump linear system, to show the advantage of using array algorithms to filter this class of systems, is provided.

Computer-Assisted Numerical Analysis for Oxygen and Carbon Dioxide Mass Transfer in Blood Oxygenators

A two-dimensional numeric simulator is developed to predict the nonlinear, convective-reactive, oxygen mass exchange in a cross-flow hollow fiber blood oxygenator. The numeric simulator also calculates the carbon dioxide mass exchange, as hemoglobin affinity to oxygen is affected by the local pH value, which depends mostly on the local carbon dioxide content in blood. Blood pH calculation inside the oxygenator is made by the simultaneous solution of an equation that takes into account the blood buffering capacity and the classical Henderson-Hasselbach equation. The modeling of the mass transfer conductance in the blood comprises a global factor, which is a function of the Reynolds number, and a local factor, which takes into account the amount of oxygen reacted to hemoglobin. The simulator is calibrated against experimental data for an in-line fiber bundle. The results are: (i) the calibration process allows the precise determination of the mass transfer conductance for both oxygen and carbon dioxide; (ii) very alkaline pH values occur in the blood path at the gas inlet side of the fiber bundle; (iii) the parametric analysis of the effect of the blood base excess (BE) shows that V(CO2) is similar in the case of blood metabolic alkalosis, metabolic acidosis, or normal BE, for a similar blood inlet P(CO2), although the condition of metabolic alkalosis is the worst case, as the pH in the vicinity of the gas inlet is the most alkaline; (iv) the parametric analysis of the effect of the gas flow to blood flow ratio (Q(G)/Q(B)) shows that V(CO2) variation with the gas flow is almost linear up to Q(G)/Q(B) = 2.0. V(O2) is not affected by the gas flow as it was observed that by increasing the gas flow up to eight times, the V(O2) grows only 1%. The mass exchange of carbon dioxide uses the full length of the hollow-fiber only if Q(G)/Q(B) > 2.0, as it was observed that only in this condition does the local variation of pH and blood P(CO2) comprise the whole fiber bundle.

Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise

In this article, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under three kinds of performance criterions related to the final value of the expectation and variance of the output. In the first problem it is desired to minimise the final variance of the output subject to a restriction on its final expectation, in the second one it is desired to maximise the final expectation of the output subject to a restriction on its final variance, and in the third one it is considered a performance criterion composed by a linear combination of the final variance and expectation of the output of the system. We present explicit sufficient conditions for the existence of an optimal control strategy for these problems, generalising previous results in the literature. We conclude this article presenting a numerical example of an asset liabilities management model for pension funds with regime switching.