A Direct Numerov Sixth-order Numerical Scheme to Accurately Solve the Unidimensional Poisson Equation with Dirichlet Boundary Conditions

In this article, we present an analytical direct method, based on a Numerov three-point scheme, which is sixth order accurate and has a linear execution time on the grid dimension, to solve the discrete one-dimensional Poisson equation with Dirichlet boundary conditions. Our results should improve numerical codes used mainly in self-consistent calculations in solid state physics.

A bounded upwinding scheme for computing convection-dominated transport problems

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

A combination of implicit and adaptative upwind tools for the numerical solution of incompressible free surface flows

This paper is concerned with the numerical solutions of time dependent two-dimensional incompressible flows. By using the primitive variables of velocity and pressure, the Navier-Stokes and mass conservation equations are solved by a semi-implicit finite difference projection method. A new bounded higher order upwind convection scheme is employed to deal with the non-linear (advective) terms. The procedure is an adaptation of the GENSMAC (J. Comput. Phys. 1994; 110: 171-186) methodology for calculating confined and free surface fluid flows at both low and high Reynolds numbers. The calculations were performed by using the 2D version of the Freeflow simulation system (J. Comp. Visual. Science 2000; 2:199-210). In order to demonstrate the capabilities of the numerical method, various test cases are presented. These are the fully developed flow in a channel, the flow over a backward facing step, the die-swell problem, the broken dam flow, and an impinging jet onto a flat plate. The numerical results compare favourably with the experimental data and the analytical solutions. Copyright (c) 2006 John Wiley & Sons, Ltd.

Evaluation of a bounded high order upwind scheme for 3D incompressible free surface flow computations

fit the context of normalized variable formulation (NVF) of Leonard and total variation diminishing (TVD) constraints of Harten. this paper presents an extension of it previous work by the authors for solving unsteady incompressible flow problems. The main contributions of the paper are threefold. First, it presents the results of the development and implementation of a bounded high order upwind adaptative QUICKEST scheme in the 3D robust code (Freeflow), for the numerical solution of the full incompressible Navier-Stokes equations. Second, it reports numerical simulation results for 1D hock tube problem, 2D impinging jet and 2D/3D broken clam flows. Furthermore, these results are compared with existing analytical and experimental data. and third, it presents the application of the numerical method for solving 3D free surface flow problems. (C) 2007 IMACS. Published by Elsevier B.V. All rights reserved,

Numerical simulation of viscous three-dimensional flow over aerospace vehicles using Euler/boundary-layer zonal approach

This paper presents a viscous three-dimensional simulations coupling Euler and boundary layer codes for calculating flows over arbitrary surfaces. The governing equations are written in a general non orthogonal coordinate system. The Levy-Lees transformation generalized to three-dimensional flows is utilized. The inviscid properties are obtained from the Euler equations using the Beam and Warming implicit approximate factorization scheme. The resulting equations are discretized and approximated by a two-point fmitedifference numerical scheme. The code developed is validated and applied to the simulation of the flowfield over aerospace vehicle configurations. The results present good correlation with the available data.

Blade design and forming for fans using finite elements

The necessity of adapting the standardized fan models to conditions of higher temperature has emerged due to the growth of concerning referring to the consequences of the gas expelling after the Mont Blanc tunnel accident in Italy and France, where even though, with 100 fans in operation, 41 people died. However, since then, the defied solutions have pointed to aerodynamic disadvantages or have seemed nonappropriate in these conditions. The objective of this work is to present an alternative to the market standard fans considering a new technology in constructing blades. This new technology introduces the use of the stainless steel AISI 409 due to its good adaptation to temperatures higher than 400°C, particularly exposed to temperatures of gas exhaust from tunnels in fire situation. Furthermore, it presents a very good resistance to corrosion and posterior welding and pressing, due to its alloyed elements. The innovation is centered in the process of a deep drawing of metallic shells and posterior welding, in order to keep the ideal aerodynamic superficies for the fan ideal performance. On the other hand, the finite element method, through the elasto-plastic software COSMOS permitted the verification of the thickness and structural stability of the blade in relation to the aerodynamic efforts established in the project. In addition, it is not advisable the fabrication of blades with variable localized thickness not even, non-uniform ones, due to the verified concentration of tensions and the difficulties observed in the forming. In this way, this study recommends the construction of blades with uniform variations of thickness. © 2007 Springer.

Influence of nonsphericity of planetary satellites and perturbation of the third-body on the artificial satellites motion

Some orbital characteristics of lunar artificial satellites is presented taking into account the perturbation of the third-body in elliptical orbit and the non-uniform distribution of mass of the Moon. We consider the development of the non-sphericity of the Moon in zonal spherical harmonics up to the ninth order and sectorial harmonic C 22 due to the lunar equatorial ellipticity. The motion of the artificial satellite is studied under the single-averaged analytical model. The average is applied to the mean anomaly of the satellite to analyze low-altitude orbits which are of highest importance for future lunar missions. We found families of frozen orbits with long lifetimes for the problem of an orbiter travelling around the Moon.

Application of a bounded upwinding scheme to complex fluid dynamics problems

This paper is concerned with an overview of upwinding schemes, and further nonlinear applications of a recently introduced high resolution upwind differencing scheme, namely the ADBQUICKEST [V.G. Ferreira, F.A. Kurokawa, R.A.B. Queiroz, M.K. Kaibara, C.M. Oishi, J.A.Cuminato, A.F. Castelo, M.F. Tomé, S. McKee, assessment of a high-order finite difference upwind scheme for the simulation of convection-diffusion problems, International Journal for Numerical Methods in Fluids 60 (2009) 1-26]. The ADBQUICKEST scheme is a new TVD version of the QUICKEST [B.P. Leonard, A stable and accurate convective modeling procedure based on quadratic upstream interpolation, Computer Methods in Applied Mechanics and Engineering 19 (1979) 59-98] for solving nonlinear balance laws. The scheme is based on the concept of NV and TVD formalisms and satisfies a convective boundedness criterion. The accuracy of the scheme is compared with other popularly used convective upwinding schemes (see, for example, Roe (1985) [19], Van Leer (1974) [18] and Arora & Roe (1997) [17]) for solving nonlinear conservation laws (for example, Buckley-Leverett, shallow water and Euler equations). The ADBQUICKEST scheme is then used to solve six types of fluid flow problems of increasing complexity: namely, 2D aerosol filtration by fibrous filters; axisymmetric flow in a tubular membrane; 2D two-phase flow in a fluidized bed; 2D compressible Orszag-Tang MHD vortex; axisymmetric jet onto a flat surface at low Reynolds number and full 3D incompressible flows involving moving free surfaces. The numerical simulations indicate that this convective upwinding scheme is a good generic alternative for solving complex fluid dynamics problems. © 2012.

Three-dimensional transient complex free surface flows: Numerical simulation of XPP fluid

In this paper we present a finite difference MAC-type approach for solving three-dimensional viscoelastic incompressible free surface flows governed by the eXtended Pom-Pom (XPP) model, considering a wide range of parameters. The numerical formulation presented in this work is an extension to three-dimensions of our implicit technique [Journal of Non-Newtonian Fluid Mechanics 166 (2011) 165-179] for solving two-dimensional viscoelastic free surface flows. To enhance the stability of the numerical method, we employ a combination of the projection method with an implicit technique for treating the pressure on the free surfaces. The differential constitutive equation of the fluid is solved using a second-order Runge-Kutta scheme. The numerical technique is validated by performing a mesh refinement study on a pipe flow, and the numerical results presented include the simulation of two complex viscoelastic free surface flows: extrudate-swell problem and jet buckling phenomenon. © 2013 Elsevier B.V.

Cálculo e análise de efeitos de campo magnético nos estados eletrônicos de impurezas rasas em materiais semicondutores

Pós-graduação em Ciência e Tecnologia de Materiais - FC

Numerical solution of the FENE-CR model in complex flows

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Bridging hydraulic diffusivity from aquifer to particle-size scale: a study on loess sediments from southwest Hungary

In situ megascale hydraulic diffusivities (D) of a confined loess aquifer were estimated at various scales (10 <= L <= 1500 m) by a finite difference model, and laboratory microscale diffusivities of a loess sample by empirical formulas. A scatter plot reveals that D fits to a single power function of L, providing that microscale diffusivities are assigned to L = 1 m and that differences in diffusivity observed between micro- and megascales are assigned to medium heterogeneity appraised by variations in the curvature and slope of natural hydraulic head waves propagating through the aquifer. Subsequently, a general power relationship between D and L is defined where the base and exponent terms stand for the aquifer storage capability under a confined regime of flow, for the microscale hydraulic conductivity and specific yield of loess, and for the changes in curvature and slope of hydraulic head waves relative to values defined at unit scale.[GRAPHICS]Editor Z.W. Kundzewicz

Black-scholes type equations

In this work we are concerned with the analysis and numerical solution of Black-Scholes type equations arising in the modeling of incomplete financial markets and an inverse problem of determining the local volatility function in a generalized Black-Scholes model from observed option prices. In the first chapter a fully nonlinear Black-Scholes equation which models transaction costs arising in option pricing is discretized by a new high order compact scheme. The compact scheme is proved to be unconditionally stable and non-oscillatory and is very efficient compared to classical schemes. Moreover, it is shown that the finite difference solution converges locally uniformly to the unique viscosity solution of the continuous equation. In the next chapter we turn to the calibration problem of computing local volatility functions from market data in a generalized Black-Scholes setting. We follow an optimal control approach in a Lagrangian framework. We show the existence of a global solution and study first- and second-order optimality conditions. Furthermore, we propose an algorithm that is based on a globalized sequential quadratic programming method and a primal-dual active set strategy, and present numerical results. In the last chapter we consider a quasilinear parabolic equation with quadratic gradient terms, which arises in the modeling of an optimal portfolio in incomplete markets. The existence of weak solutions is shown by considering a sequence of approximate solutions. The main difficulty of the proof is to infer the strong convergence of the sequence. Furthermore, we prove the uniqueness of weak solutions under a smallness condition on the derivatives of the covariance matrices with respect to the solution, but without additional regularity assumptions on the solution. The results are illustrated by a numerical example.

Renormalization of fermion mixing

Precision measurements of phenomena related to fermion mixing require the inclusion of higher order corrections in the calculation of corresponding theoretical predictions. For this, a complete renormalization scheme for models that allow for fermion mixing is highly required. The correct treatment of unstable particles makes this task difficult and yet, no satisfactory and general solution can be found in the literature. In the present work, we study the renormalization of the fermion Lagrange density with Dirac and Majorana particles in models that involve mixing. The first part of the thesis provides a general renormalization prescription for the Lagrangian, while the second one is an application to specific models. In a general framework, using the on-shell renormalization scheme, we identify the physical mass and the decay width of a fermion from its full propagator. The so-called wave function renormalization constants are determined such that the subtracted propagator is diagonal on-shell. As a consequence of absorptive parts in the self-energy, the constants that are supposed to renormalize the incoming fermion and the outgoing antifermion are different from the ones that should renormalize the outgoing fermion and the incoming antifermion and not related by hermiticity, as desired. Instead of defining field renormalization constants identical to the wave function renormalization ones, we differentiate the two by a set of finite constants. Using the additional freedom offered by this finite difference, we investigate the possibility of defining field renormalization constants related by hermiticity. We show that for Dirac fermions, unless the model has very special features, the hermiticity condition leads to ill-defined matrix elements due to self-energy corrections of external legs. In the case of Majorana fermions, the constraints for the model are less restrictive. Here one might have a better chance to define field renormalization constants related by hermiticity. After analysing the complete renormalized Lagrangian in a general theory including vector and scalar bosons with arbitrary renormalizable interactions, we consider two specific models: quark mixing in the electroweak Standard Model and mixing of Majorana neutrinos in the seesaw mechanism. A counter term for fermion mixing matrices can not be fixed by only taking into account self-energy corrections or fermion field renormalization constants. The presence of unstable particles in the theory can lead to a non-unitary renormalized mixing matrix or to a gauge parameter dependence in its counter term. Therefore, we propose to determine the mixing matrix counter term by fixing the complete correction terms for a physical process to experimental measurements. As an example, we calculate the decay rate of a top quark and of a heavy neutrino. We provide in each of the chosen models sample calculations that can be easily extended to other theories.

Heat transfer in microwave heating

Heat transfer is considered as one of the most critical issues for design and implement of large-scale microwave heating systems, in which improvement of the microwave absorption of materials and suppression of uneven temperature distribution are the two main objectives. The present work focuses on the analysis of heat transfer in microwave heating for achieving highly efficient microwave assisted steelmaking through the investigations on the following aspects: (1) characterization of microwave dissipation using the derived equations, (2) quantification of magnetic loss, (3) determination of microwave absorption properties of materials, (4) modeling of microwave propagation, (5) simulation of heat transfer, and (6) improvement of microwave absorption and heating uniformity. Microwave heating is attributed to the heat generation in materials, which depends on the microwave dissipation. To theoretically characterize microwave heating, simplified equations for determining the transverse electromagnetic mode (TEM) power penetration depth, microwave field attenuation length, and half-power depth of microwaves in materials having both magnetic and dielectric responses were derived. It was followed by developing a simplified equation for quantifying magnetic loss in materials under microwave irradiation to demonstrate the importance of magnetic loss in microwave heating. The permittivity and permeability measurements of various materials, namely, hematite, magnetite concentrate, wüstite, and coal were performed. Microwave loss calculations for these materials were carried out. It is suggested that magnetic loss can play a major role in the heating of magnetic dielectrics. Microwave propagation in various media was predicted using the finite-difference time-domain method. For lossy magnetic dielectrics, the dissipation of microwaves in the medium is ascribed to the decay of both electric and magnetic fields. The heat transfer process in microwave heating of magnetite, which is a typical magnetic dielectric, was simulated by using an explicit finite-difference approach. It is demonstrated that the heat generation due to microwave irradiation dominates the initial temperature rise in the heating and the heat radiation heavily affects the temperature distribution, giving rise to a hot spot in the predicted temperature profile. Microwave heating at 915 MHz exhibits better heating homogeneity than that at 2450 MHz due to larger microwave penetration depth. To minimize/avoid temperature nonuniformity during microwave heating the optimization of object dimension should be considered. The calculated reflection loss over the temperature range of heating is found to be useful for obtaining a rapid optimization of absorber dimension, which increases microwave absorption and achieves relatively uniform heating. To further improve the heating effectiveness, a function for evaluating absorber impedance matching in microwave heating was proposed. It is found that the maximum absorption is associated with perfect impedance matching, which can be achieved by either selecting a reasonable sample dimension or modifying the microwave parameters of the sample.