Nonlinear preconditioning for efficient and accurate interface capturing in simulation of multicomponent compressible flows

Single fluid schemes that rely on an interface function for phase identification in multicomponent compressible flows are widely used to study hydrodynamic flow phenomena in several diverse applications. Simulations based on standard numerical implementation of these schemes suffer from an artificial increase in the width of the interface function owing to the numerical dissipation introduced by an upwind discretization of the governing equations. In addition, monotonicity requirements which ensure that the sharp interface function remains bounded at all times necessitate use of low-order accurate discretization strategies. This results in a significant reduction in accuracy along with a loss of intricate flow features. In this paper we develop a nonlinear transformation based interface capturing method which achieves superior accuracy without compromising the simplicity, computational efficiency and robustness of the original flow solver. A nonlinear map from the signed distance function to the sigmoid type interface function is used to effectively couple a standard single fluid shock and interface capturing scheme with a high-order accurate constrained level set reinitialization method in a way that allows for oscillation-free transport of the sharp material interface. Imposition of a maximum principle, which ensures that the multidimensional preconditioned interface capturing method does not produce new maxima or minima even in the extreme events of interface merger or breakup, allows for an explicit determination of the interface thickness in terms of the grid spacing. A narrow band method is formulated in order to localize computations pertinent to the preconditioned interface capturing method. Numerical tests in one dimension reveal a significant improvement in accuracy and convergence; in stark contrast to the conventional scheme, the proposed method retains its accuracy and convergence characteristics in a shifted reference frame. Results from the test cases in two dimensions show that the nonlinear transformation based interface capturing method outperforms both the conventional method and an interface capturing method without nonlinear transformation in resolving intricate flow features such as sheet jetting in the shock-induced cavity collapse. The ability of the proposed method in accounting for the gravitational and surface tension forces besides compressibility is demonstrated through a model fully three-dimensional problem concerning droplet splash and formation of a crownlike feature. (C) 2014 Elsevier Inc. All rights reserved.

Bayesian parameter identification in dynamic state space models using modified measurement equations

When Markov chain Monte Carlo (MCMC) samplers are used in problems of system parameter identification, one would face computational difficulties in dealing with large amount of measurement data and (or) low levels of measurement noise. Such exigencies are likely to occur in problems of parameter identification in dynamical systems when amount of vibratory measurement data and number of parameters to be identified could be large. In such cases, the posterior probability density function of the system parameters tends to have regions of narrow supports and a finite length MCMC chain is unlikely to cover pertinent regions. The present study proposes strategies based on modification of measurement equations and subsequent corrections, to alleviate this difficulty. This involves artificial enhancement of measurement noise, assimilation of transformed packets of measurements, and a global iteration strategy to improve the choice of prior models. Illustrative examples cover laboratory studies on a time variant dynamical system and a bending-torsion coupled, geometrically non-linear building frame under earthquake support motions. (C) 2015 Elsevier Ltd. All rights reserved.

H4 exponential finite-difference scheme for convective diffusion-equations

Perturbations are applied to the convective coefficients and source term of a convection-diffusion equation so that second-order corrections may be applied to a second-order exponential scheme. The basic Structure of the equations in the resulting fourth-order scheme is identical to that for the second order. Furthermore, the calculations are quite simple as the second-order corrections may be obtained in a single pass using a second-order scheme. For one to three dimensions, the fourth-order exponential scheme is unconditionally stable. As examples, the method is applied to Burgers' and other fluid mechanics problems. Compared with schemes normally used, the accuracies are found to be good and the method is applicable to regions with large gradients.

On separating propagating and non-propagating dynamics in fluid-flow equations

The ability to separate acoustically radiating and non-radiating components in fluid flow is desirable to identify the true sources of aerodynamic sound, which can be expressed in terms of the non-radiating flow dynamics. These non-radiating components are obtained by filtering the flow field. Two linear filtering strategies are investigated: one is based on a differential operator, the other employs convolution operations. Convolution filters are found to be superior at separating radiating and non-radiating components. Their ability to decompose the flow into non-radiating and radiating components is demonstrated on two different flows: one satisfying the linearized Euler and the other the Navier-Stokes equations. In the latter case, the corresponding sound sources are computed. These sources provide good insight into the sound generation process. For source localization, they are found to be superior to the commonly used sound sources computed using the steady part of the flow. Copyright © 2009 by S. Sinayoko, A. Agarwal, Z. Hu.

Higher-order Boussinesq-type equations for interfacial waves in a two-fluid system

Interfacial waves propagating along the interface between a three-dimensional two-fluid system with a rigid upper boundary and an uneven bottom are considered. There is a light fluid layer overlying a heavier one in the system, and a small density difference exists between the two layers. A set of higher-order Boussinesq-type equations in terms of the depth-averaged velocities accounting for stronger nonlinearity are derived. When the small parameter measuring frequency dispersion keeping up to lower-order and full nonlinearity are considered, the equations include the Choi and Camassa's results (1999). The enhanced equations in terms of the depth-averaged velocities are obtained by applying the enhancement technique introduced by Madsen et al. (1991) and Schaffer and Madsen (1995a). It is noted that the equations derived from the present study include, as special cases, those obtained by Madsen and Schaffer (1998). By comparison with the dispersion relation of the linear Stokes waves, we found that the dispersion relation is more improved than Choi and Camassa's (1999) results, and the applicable scope of water depth is deeper.

The Dirichlet problem in convex bounded domains for operators with L^\infty-coefficients

M.Hieber, I.Wood: The Dirichlet problem in convex bounded domains for operators with L^\infty-coefficients, Diff. Int. Eq., 20, 7 (2007),721-734.

The Dirichlet problem in convex bounded domains for operators with L8-coefficients

Wood, Ian; Hieber, M., (2007) 'The Dirichlet problem in convex bounded domains for operators with L8-coefficients', Differential and Integral Equations 20 pp.721-734 RAE2008

Dynamical Equations For The Period Vectors In A Periodic System Under Constant External Stress

The purpose of this paper is to derive the dynamical equations for the period vectors of a periodic system under constant external stress. The explicit starting point is Newton’s second law applied to halves of the system. Later statistics over indistinguishable translated states and forces associated with transport of momentum are applied to the resulting dynamical equations. In the final expressions, the period vectors are driven by the imbalance between internal and external stresses. The internal stress is shown to have both full interaction and kinetic-energy terms.

Low-frequency electromagnetic waves in a Hall-magnetohydrodynamic plasma with charged dust macroparticles

A linear theory for intermediate-frequency [much smaller (larger) than the electron gyrofrequency (dust plasma and dust gyrofrequencies)], long wavelength (in comparison with the ion gyroradius and the electron skin depth) electromagnetic waves in a multicomponent, homogeneous electron-ion-dust magnetoplasma is presented. For this purpose, the generalized Hall-magnetohydrodynamic (GH-MHD) equations are derived for the case with immobile charged dust macroparticles. The GH-MHD equations in a quasineutral plasma consist of the ion continuity equation, the generalized ion momentum equation, and Faraday's law with the Hall term. The GH-MHD equations are Fourier transformed and combined to obtain a general dispersion relation. The latter is analyzed to understand the influence of immobile charged dust grains on various electromagnetic wave modes in a magnetized dusty plasma. (C) 2005 American Institute of Physics.

Discretization and solution of the inhomogeneous Bogoliubov-de Gennes equations

In the presence of inhomogeneities, defects and currents, the equations describing a Bose-condensed ensemble of alkali atoms have to be solved numerically. By combining both linear and nonlinear equations within a Discrete Variable Representation framework, we describe a computational scheme for the solution of the coupled Bogoliubov-de Gennes (BdG) and nonlinear Schrodinger (NLS) equations for fields in a 3D spheroidal potential. We use the method to calculate the collective excitation spectrum and quasiparticle mode densities for excitations of a Bose condensed gas in a spheroidal trap. The method is compared against finite-difference and spectral methods, and we find the DVR computational scheme to be superior in accuracy and efficiency for the cases we consider. (C) 2004 Elsevier B.V. All rights reserved.

Planar Topological Defects in Unconventional Superconductors

In this work, we consider the properties of planar topological defects in unconventional superconductors. Specifically, we calculate microscopically the interaction energy of domain walls separating degenerate ground states in a chiral p-wave fermionic superfluid. The interaction is mediated by the quasiparticles experiencing Andreev scattering at the domain walls. As a by-product, we derive a useful general expression for the free energy of an arbitrary nonuniform texture of the order parameter in terms of the quasiparticle scattering matrix. The thesis is structured as follows. We begin with a historical review of the theories of superconductivity (Sec. 1.1), which led the way to the celebrated Bardeen-Cooper- Schrieffer (BCS) theory (Sec. 1.3). Then we proceed to the treatment of superconductors with so-called "unconventional pairing" in Sec. 1.4, and in Sec. 1.5 we introduce the specific case of chiral p-wave superconductivity. After introducing in Sec. 2 the domain wall (DW) model that will be considered throughout the work, we derive the Bogoliubov-de Gennes (BdG) equations in Sec. 3.1, which determine the quasiparticle excitation spectrum for a nonuniform superconductor. In this work, we use the semiclassical (Andreev) approximation, and solve the Andreev equations (which are a particular case of the BdG equations) in Sec. 4 to determine the quasiparticle spectrum for both the single- and two-DW textures. The Andreev equations are derived in Sec. 3.2, and the formal properties of the Andreev scattering coefficients are discussed in the following subsection. In Sec. 5, we use the transfer matrix method to relate the interaction energy of the DWs to the scattering matrix of the Bogoliubov quasiparticles. This facilitates the derivation of an analytical expression for the interaction energy between the two DWs in Sec. 5.3. Finally, to illustrate the general applicability our method, we apply it in Sec. 6 to the interaction between phase solitons in a two-band s-wave superconductor.

Many-electron relativistic calculation and interpretation of atomic processes in time dependent heavy-ion scattering

The time dependence of a heavy-ion-atom collision system is solved via a set of coupled channel equations using energy eigenvalues and matrix elements from a self-consistent field relativistic molecular many-electron Dirac-Fock-Slater calculation. Within this independent particle model we give a full many-particle interpretation by performing a small number of single-particle calculations. First results for the P(b) curves for the Ne K-hole excitation for the systems F{^8+} - Ne and F{^6+} - Ne as examples are discussed.

Option pricing in market models driven by telegraph processes with jumps

Esta tesis está dividida en dos partes: en la primera parte se presentan y estudian los procesos telegráficos, los procesos de Poisson con compensador telegráfico y los procesos telegráficos con saltos. El estudio presentado en esta primera parte incluye el cálculo de las distribuciones de cada proceso, las medias y varianzas, así como las funciones generadoras de momentos entre otras propiedades. Utilizando estas propiedades en la segunda parte se estudian los modelos de valoración de opciones basados en procesos telegráficos con saltos. En esta parte se da una descripción de cómo calcular las medidas neutrales al riesgo, se encuentra la condición de no arbitraje en este tipo de modelos y por último se calcula el precio de las opciones Europeas de compra y venta.