Numerical solution of flood prediction and river regulation problems; report.

Reports 2 and 3 by E. Isaacson, J. J. Stoker, and A. Troesch.

A multi-scaled approach for simulating chemical reaction systems

In this paper we give an overview of some very recent work, as well as presenting a new approach, on the stochastic simulation of multi-scaled systems involving chemical reactions. In many biological systems (such as genetic regulation and cellular dynamics) there is a mix between small numbers of key regulatory proteins, and medium and large numbers of molecules. In addition, it is important to be able to follow the trajectories of individual molecules by taking proper account of the randomness inherent in such a system. We describe different types of simulation techniques (including the stochastic simulation algorithm, Poisson Runge–Kutta methods and the balanced Euler method) for treating simulations in the three different reaction regimes: slow, medium and fast. We then review some recent techniques on the treatment of coupled slow and fast reactions for stochastic chemical kinetics and present a new approach which couples the three regimes mentioned above. We then apply this approach to a biologically inspired problem involving the expression and activity of LacZ and LacY proteins in E. coli, and conclude with a discussion on the significance of this work.

Theoretical and numerical analysis of large-scale heat transfer problems with temperature-dependent pore-fluid densities

Purpose - In many scientific and engineering fields, large-scale heat transfer problems with temperature-dependent pore-fluid densities are commonly encountered. For example, heat transfer from the mantle into the upper crust of the Earth is a typical problem of them. The main purpose of this paper is to develop and present a new combined methodology to solve large-scale heat transfer problems with temperature-dependent pore-fluid densities in the lithosphere and crust scales. Design/methodology/approach - The theoretical approach is used to determine the thickness and the related thermal boundary conditions of the continental crust on the lithospheric scale, so that some important information can be provided accurately for establishing a numerical model of the crustal scale. The numerical approach is then used to simulate the detailed structures and complicated geometries of the continental crust on the crustal scale. The main advantage in using the proposed combination method of the theoretical and numerical approaches is that if the thermal distribution in the crust is of the primary interest, the use of a reasonable numerical model on the crustal scale can result in a significant reduction in computer efforts. Findings - From the ore body formation and mineralization points of view, the present analytical and numerical solutions have demonstrated that the conductive-and-advective lithosphere with variable pore-fluid density is the most favorite lithosphere because it may result in the thinnest lithosphere so that the temperature at the near surface of the crust can be hot enough to generate the shallow ore deposits there. The upward throughflow (i.e. mantle mass flux) can have a significant effect on the thermal structure within the lithosphere. In addition, the emplacement of hot materials from the mantle may further reduce the thickness of the lithosphere. Originality/value - The present analytical solutions can be used to: validate numerical methods for solving large-scale heat transfer problems; provide correct thermal boundary conditions for numerically solving ore body formation and mineralization problems on the crustal scale; and investigate the fundamental issues related to thermal distributions within the lithosphere. The proposed finite element analysis can be effectively used to consider the geometrical and material complexities of large-scale heat transfer problems with temperature-dependent fluid densities.

A note on the Balanced method

Recently the Balanced method was introduced as a class of quasi-implicit methods for solving stiff stochastic differential equations. We examine asymptotic and mean-square stability for several implementations of the Balanced method and give a generalized result for the mean-square stability region of any Balanced method. We also investigate the optimal implementation of the Balanced method with respect to strong convergence.

Three-body recombination of ultracold Bose gases using the truncated Wigner method

We apply the truncated Wigner method to the process of three-body recombination in ultracold Bose gases. We find that within the validity regime of the Wigner truncation for two-body scattering, three-body recombination can be treated using a set of coupled stochastic differential equations that include diffusion terms, and can be simulated using known numerical methods. As an example we investigate the behavior of a simple homogeneous Bose gas, finding a very slight increase of the loss rate compared to that obtained by using the standard method.

Proceedings of Computational Methods for Coupled Problems in Science and Engineering

Computational Methods for Coupled Problems in Science and Engineering

Analysis of computer communication systems by use of digital signal processing methods

Queueing theory is an effective tool in the analysis of canputer camrunication systems. Many results in queueing analysis have teen derived in the form of Laplace and z-transform expressions. Accurate inversion of these transforms is very important in the study of computer systems, but the inversion is very often difficult. In this thesis, methods for solving some of these queueing problems, by use of digital signal processing techniques, are presented. The z-transform of the queue length distribution for the Mj GY jl system is derived. Two numerical methods for the inversion of the transfom, together with the standard numerical technique for solving transforms with multiple queue-state dependence, are presented. Bilinear and Poisson transform sequences are presented as useful ways of representing continuous-time functions in numerical computations.

Numerical modelling of advanced modulation formats and WDM transmission

This thesis presents a theoretical investigation of the application of advanced modelling formats in high-speed fibre lightwave systems. The first part of this work focuses on numerical optimisation of dense wavelength division multiplexing (DWDM) system design. We employ advanced spectral domain filtering techniques and carrier pulse reshaping. We then apply these optimisation methods to investigate spectral and temporal domain characteristics of advanced modulation formats in fibre optic telecommunication systems. Next we investigate numerical methods used in detecting and measuring the system performance of advanced modulation formats. We then numerically study the combination of return-to-zero differential phase-shift keying (RZ-DPSK) with advanced photonic devices. Finally we analyse the dispersion management of Nx40 Gbit/s RZ-DPSK transmission applied to a commercial terrestrial lightwave system.

Computer methods for the heat conduction equation

The merits of various numerical methods for the solution of the one and two dimensional heat conduction equation with a radiation boundary condition have been examined from a practical standpoint in order to determine accuracies and efficiencies. It is found that the use of five increments to approximate the space derivatives gives sufficiently accurate results provided the time step is not too large; further, the implicit backward difference method of Liebmann (27) is found to be the most accurate method. On this basis, a new implicit method is proposed for the solution of the three-dimensional heat conduction equation with radiation boundary conditions. The accuracies of the integral and analogue computer methods are also investigated.

Immunological synapse: a mathematical model of the bond formation process:mathematical modelling of the immature synapse

The cell:cell bond between an immune cell and an antigen presenting cell is a necessary event in the activation of the adaptive immune response. At the juncture between the cells, cell surface molecules on the opposing cells form non-covalent bonds and a distinct patterning is observed that is termed the immunological synapse. An important binding molecule in the synapse is the T-cell receptor (TCR), that is responsible for antigen recognition through its binding with a major-histocompatibility complex with bound peptide (pMHC). This bond leads to intracellular signalling events that culminate in the activation of the T-cell, and ultimately leads to the expression of the immune eector function. The temporal analysis of the TCR bonds during the formation of the immunological synapse presents a problem to biologists, due to the spatio-temporal scales (nanometers and picoseconds) that compare with experimental uncertainty limits. In this study, a linear stochastic model, derived from a nonlinear model of the synapse, is used to analyse the temporal dynamics of the bond attachments for the TCR. Mathematical analysis and numerical methods are employed to analyse the qualitative dynamics of the nonequilibrium membrane dynamics, with the specic aim of calculating the average persistence time for the TCR:pMHC bond. A single-threshold method, that has been previously used to successfully calculate the TCR:pMHC contact path sizes in the synapse, is applied to produce results for the average contact times of the TCR:pMHC bonds. This method is extended through the development of a two-threshold method, that produces results suggesting the average time persistence for the TCR:pMHC bond is in the order of 2-4 seconds, values that agree with experimental evidence for TCR signalling. The study reveals two distinct scaling regimes in the time persistent survival probability density prole of these bonds, one dominated by thermal uctuations and the other associated with the TCR signalling. Analysis of the thermal fluctuation regime reveals a minimal contribution to the average time persistence calculation, that has an important biological implication when comparing the probabilistic models to experimental evidence. In cases where only a few statistics can be gathered from experimental conditions, the results are unlikely to match the probabilistic predictions. The results also identify a rescaling relationship between the thermal noise and the bond length, suggesting a recalibration of the experimental conditions, to adhere to this scaling relationship, will enable biologists to identify the start of the signalling regime for previously unobserved receptor:ligand bonds. Also, the regime associated with TCR signalling exhibits a universal decay rate for the persistence probability, that is independent of the bond length.

DIRECT NUMERICAL SIMULATION OF INCOMPRESSIBLE MULTIPHASE FLOW WITH PHASE CHANGE

Phase change problems arise in many practical applications such as air-conditioning and refrigeration, thermal energy storage systems and thermal management of electronic devices. The physical phenomenon in such applications are complex and are often difficult to be studied in detail with the help of only experimental techniques. The efforts to improve computational techniques for analyzing two-phase flow problems with phase change are therefore gaining momentum. The development of numerical methods for multiphase flow has been motivated generally by the need to account more accurately for (a) large topological changes such as phase breakup and merging, (b) sharp representation of the interface and its discontinuous properties and (c) accurate and mass conserving motion of the interface. In addition to these considerations, numerical simulation of multiphase flow with phase change introduces additional challenges related to discontinuities in the velocity and the temperature fields. Moreover, the velocity field is no longer divergence free. For phase change problems, the focus of developmental efforts has thus been on numerically attaining a proper conservation of energy across the interface in addition to the accurate treatment of fluxes of mass and momentum conservation as well as the associated interface advection. Among the initial efforts related to the simulation of bubble growth in film boiling applications the work in \cite{Welch1995} was based on the interface tracking method using a moving unstructured mesh. That study considered moderate interfacial deformations. A similar problem was subsequently studied using moving, boundary fitted grids \cite{Son1997}, again for regimes of relatively small topological changes. A hybrid interface tracking method with a moving interface grid overlapping a static Eulerian grid was developed \cite{Juric1998} for the computation of a range of phase change problems including, three-dimensional film boiling \cite{esmaeeli2004computations}, multimode two-dimensional pool boiling \cite{Esmaeeli2004} and film boiling on horizontal cylinders \cite{Esmaeeli2004a}. The handling of interface merging and pinch off however remains a challenge with methods that explicitly track the interface. As large topological changes are crucial for phase change problems, attention has turned in recent years to front capturing methods utilizing implicit interfaces that are more effective in treating complex interface deformations. The VOF (Volume of Fluid) method was adopted in \cite{Welch2000} to simulate the one-dimensional Stefan problem and the two-dimensional film boiling problem. The approach employed a specific model for mass transfer across the interface involving a mass source term within cells containing the interface. This VOF based approach was further coupled with the level set method in \cite{Son1998}, employing a smeared-out Heaviside function to avoid the numerical instability related to the source term. The coupled level set, volume of fluid method and the diffused interface approach was used for film boiling with water and R134a at the near critical pressure condition \cite{Tomar2005}. The effect of superheat and saturation pressure on the frequency of bubble formation were analyzed with this approach. The work in \cite{Gibou2007} used the ghost fluid and the level set methods for phase change simulations. A similar approach was adopted in \cite{Son2008} to study various boiling problems including three-dimensional film boiling on a horizontal cylinder, nucleate boiling in microcavity \cite{lee2010numerical} and flow boiling in a finned microchannel \cite{lee2012direct}. The work in \cite{tanguy2007level} also used the ghost fluid method and proposed an improved algorithm based on enforcing continuity and divergence-free condition for the extended velocity field. The work in \cite{sato2013sharp} employed a multiphase model based on volume fraction with interface sharpening scheme and derived a phase change model based on local interface area and mass flux. Among the front capturing methods, sharp interface methods have been found to be particularly effective both for implementing sharp jumps and for resolving the interfacial velocity field. However, sharp velocity jumps render the solution susceptible to erroneous oscillations in pressure and also lead to spurious interface velocities. To implement phase change, the work in \cite{Hardt2008} employed point mass source terms derived from a physical basis for the evaporating mass flux. To avoid numerical instability, the authors smeared the mass source by solving a pseudo time-step diffusion equation. This measure however led to mass conservation issues due to non-symmetric integration over the distributed mass source region. The problem of spurious pressure oscillations related to point mass sources was also investigated by \cite{Schlottke2008}. Although their method is based on the VOF, the large pressure peaks associated with sharp mass source was observed to be similar to that for the interface tracking method. Such spurious fluctuation in pressure are essentially undesirable because the effect is globally transmitted in incompressible flow. Hence, the pressure field formation due to phase change need to be implemented with greater accuracy than is reported in current literature. The accuracy of interface advection in the presence of interfacial mass flux (mass flux conservation) has been discussed in \cite{tanguy2007level,tanguy2014benchmarks}. The authors found that the method of extending one phase velocity to entire domain suggested by Nguyen et al. in \cite{nguyen2001boundary} suffers from a lack of mass flux conservation when the density difference is high. To improve the solution, the authors impose a divergence-free condition for the extended velocity field by solving a constant coefficient Poisson equation. The approach has shown good results with enclosed bubble or droplet but is not general for more complex flow and requires additional solution of the linear system of equations. In current thesis, an improved approach that addresses both the numerical oscillation of pressure and the spurious interface velocity field is presented by featuring (i) continuous velocity and density fields within a thin interfacial region and (ii) temporal velocity correction steps to avoid unphysical pressure source term. Also I propose a general (iii) mass flux projection correction for improved mass flux conservation. The pressure and the temperature gradient jump condition are treated sharply. A series of one-dimensional and two-dimensional problems are solved to verify the performance of the new algorithm. Two-dimensional and cylindrical film boiling problems are also demonstrated and show good qualitative agreement with the experimental observations and heat transfer correlations. Finally, a study on Taylor bubble flow with heat transfer and phase change in a small vertical tube in axisymmetric coordinates is carried out using the new multiphase, phase change method.

A numerical method to solve higher-order fractional differential equations

In this paper, we present a new numerical method to solve fractional differential equations. Given a fractional derivative of arbitrary real order, we present an approximation formula for the fractional operator that involves integer-order derivatives only. With this, we can rewrite FDEs in terms of a classical one and then apply any known technique. With some examples, we show the accuracy of the method.

Low cost 3D global instability analysis and flow sensitivity based on dynamic mode decomposition and high-order numerical tools

We explore the recently developed snapshot-based dynamic mode decomposition (DMD) technique, a matrix-free Arnoldi type method, to predict 3D linear global flow instabilities. We apply the DMD technique to flows confined in an L-shaped cavity and compare the resulting modes to their counterparts issued from classic, matrix forming, linear instability analysis (i.e. BiGlobal approach) and direct numerical simulations. Results show that the DMD technique, which uses snapshots generated by a 3D non-linear incompressible discontinuous Galerkin Navier?Stokes solver, provides very similar results to classical linear instability analysis techniques. In addition, we compare DMD results issued from non-linear and linearised Navier?Stokes solvers, showing that linearisation is not necessary (i.e. base flow not required) to obtain linear modes, as long as the analysis is restricted to the exponential growth regime, that is, flow regime governed by the linearised Navier?Stokes equations, and showing the potential of this type of analysis based on snapshots to general purpose CFD codes, without need of modifications. Finally, this work shows that the DMD technique can provide three-dimensional direct and adjoint modes through snapshots provided by the linearised and adjoint linearised Navier?Stokes equations advanced in time. Subsequently, these modes are used to provide structural sensitivity maps and sensitivity to base flow modification information for 3D flows and complex geometries, at an affordable computational cost. The information provided by the sensitivity study is used to modify the L-shaped geometry and control the most unstable 3D mode.

Search of symmetric composition methods of symmetric integrators

Composition methods are useful when solving Ordinary Differential Equations (ODEs) as they increase the order of accuracy of a given basic numerical integration scheme. We will focus on sy-mmetric composition methods involving some basic second order symmetric integrator with different step sizes [17]. The introduction of symmetries into these methods simplifies the order conditions and reduces the number of unknowns. Several authors have worked in the search of the coefficients of these type of methods: the best method of order 8 has 17 stages [24], methods of order 8 and 15 stages were given in [29, 39, 40], 10-order methods of 31, 33 and 35 stages have been also found [24, 34]. In this work some techniques that we have built to obtain 10-order symmetric composition methods of symmetric integrators of s = 31 stages (16 order conditions) are explored. Given some starting coefficients that satisfy the simplest five order conditions, the process followed to obtain the coefficients that satisfy the sixteen order conditions is provided.

Advanced numerical modeling of masonry vaulted structures based on BIM parametric geometry generation

Vaults are an architectural element which during construction history have been built with a great variety of different materials, shapes, and sizes. The shape of these structural elements was often dependent by the necessity to cover complex spaces, by the needed loading capacity, or by architectural aesthetics. Within this complex scenario masonry patterns generates also different effects on loading capacity, load percolation and stiffness of the structure. These effects were been extensively investigated, both with empirical observations and with modern numerical methods. While most of them focus on analyzing the load bearing capacity or the texture effect on vaulted structures, the aim of this analysis is to investigate on the effects of the variation of a single structural characteristic on the load percolation in the vault. Moreover, an additional purpose of the work is related to the coding of a parametrical model aiming at generating different masonry vaulted structures. Nevertheless, proposed script can generate different typology of vaulted structure basing on some structural characteristics, such as the span and the length to cover and the dimensions of the blocks.