Finite element methods for the Stokes system based on a Zienkiewicz type N-simplex

Hermite interpolation is increasingly showing to be a powerful numerical solution tool, as applied to different kinds of second order boundary value problems. In this work we present two Hermite finite element methods to solve viscous incompressible flows problems, in both two- and three-dimension space. In the two-dimensional case we use the Zienkiewicz triangle to represent the velocity field, and in the three-dimensional case an extension of this element to tetrahedra, still called a Zienkiewicz element. Taking as a model the Stokes system, the pressure is approximated with continuous functions, either piecewise linear or piecewise quadratic, according to the version of the Zienkiewicz element in use, that is, with either incomplete or complete cubics. The methods employ both the standard Galerkin or the Petrov–Galerkin formulation first proposed in Hughes et al. (1986) [18], based on the addition of a balance of force term. A priori error analyses point to optimal convergence rates for the PG approach, and for the Galerkin formulation too, at least in some particular cases. From the point of view of both accuracy and the global number of degrees of freedom, the new methods are shown to have a favorable cost-benefit ratio, as compared to velocity Lagrange finite elements of the same order, especially if the Galerkin approach is employed.

Active fibre-reinforced composites with embedded shape memory alloys

This dissertation concerns active fibre-reinforced composites with embedded shape memory alloy wires. The structural application of active materials allows to develop adaptive structures which actively respond to changes in the environment, such as morphing structures, self-healing structures and power harvesting devices. In particular, shape memory alloy actuators integrated within a composite actively control the structural shape or stiffness, thus influencing the composite static and dynamic properties. Envisaged applications include, among others, the prevention of thermal buckling of the outer skin of air vehicles, shape changes in panels for improved aerodynamic characteristics and the deployment of large space structures. The study and design of active composites is a complex and multidisciplinary topic, requiring in-depth understanding of both the coupled behaviour of active materials and the interaction between the different composite constituents. Both fibre-reinforced composites and shape memory alloys are extremely active research topics, whose modelling and experimental characterisation still present a number of open problems. Thus, while this dissertation focuses on active composites, some of the research results presented here can be usefully applied to traditional fibre-reinforced composites or other shape memory alloy applications. The dissertation is composed of four chapters. In the first chapter, active fibre-reinforced composites are introduced by giving an overview of the most common choices available for the reinforcement, matrix and production process, together with a brief introduction and classification of active materials. The second chapter presents a number of original contributions regarding the modelling of fibre-reinforced composites. Different two-dimensional laminate theories are derived from a parent three-dimensional theory, introducing a procedure for the a posteriori reconstruction of transverse stresses along the laminate thickness. Accurate through the thickness stresses are crucial for the composite modelling as they are responsible for some common failure mechanisms. A new finite element based on the First-order Shear Deformation Theory and a hybrid stress approach is proposed for the numerical solution of the two-dimensional laminate problem. The element is simple and computationally efficient. The transverse stresses through the laminate thickness are reconstructed starting from a general finite element solution. A two stages procedure is devised, based on Recovery by Compatibility in Patches and three-dimensional equilibrium. Finally, the determination of the elastic parameters of laminated structures via numerical-experimental Bayesian techniques is investigated. Two different estimators are analysed and compared, leading to the definition of an alternative procedure to improve convergence of the estimation process. The third chapter focuses on shape memory alloys, describing their properties and applications. A number of constitutive models proposed in the literature, both one-dimensional and three-dimensional, are critically discussed and compared, underlining their potential and limitations, which are mainly related to the definition of the phase diagram and the choice of internal variables. Some new experimental results on shape memory alloy material characterisation are also presented. These experimental observations display some features of the shape memory alloy behaviour which are generally not included in the current models, thus some ideas are proposed for the development of a new constitutive model. The fourth chapter, finally, focuses on active composite plates with embedded shape memory alloy wires. A number of di®erent approaches can be used to predict the behaviour of such structures, each model presenting different advantages and drawbacks related to complexity and versatility. A simple model able to describe both shape and stiffness control configurations within the same context is proposed and implemented. The model is then validated considering the shape control configuration, which is the most sensitive to model parameters. The experimental work is divided in two parts. In the first part, an active composite is built by gluing prestrained shape memory alloy wires on a carbon fibre laminate strip. This structure is relatively simple to build, however it is useful in order to experimentally demonstrate the feasibility of the concept proposed in the first part of the chapter. In the second part, the making of a fibre-reinforced composite with embedded shape memory alloy wires is investigated, considering different possible choices of materials and manufacturing processes. Although a number of technological issues still need to be faced, the experimental results allow to demonstrate the mechanism of shape control via embedded shape memory alloy wires, while showing a good agreement with the proposed model predictions.

Comparison between 2.5-D and 3-D realistic models for wind field adjustment

[EN]In previous works, many authors have widely used mass consistent models for wind field simulation by the finite element method. On one hand, we have developed a 3-D mass consistent model by using tetrahedral meshes which are simultaneously adapted to complex orography and to terrain roughness length. In addition, we have included a local refinement strategy around several measurement or control points, significant contours, as for example shorelines, or numerical solution singularities. On the other hand, we have developed a 2.5-D model for simulating the wind velocity in a 3-D domain in terms of the terrain elevation, the surface temperature and the meteorological wind, which is consider as an averaged wind on vertical boundaries...

The meccano method for finite element and isogeometric analysis

Congresos y conferencias

Some advances in open problems of isogeometric analysis

[EN]Isogeometric analysis (IGA) has arisen as an attempt to unify the fields of CAD and classical finite element methods. The main idea of IGA consists in using for analysis the same functions (splines) that are used in CAD representation of the geometry. The main advantage with respect to the traditional finite element method is a higher smoothness of the numerical solution and more accurate representation of the geometry. IGA seems to be a promising tool with wide range of applications in engineering. However, this relatively new technique have some open problems that require a solution. In this work we present our results and contributions to this issue…

Magnetohydrodynamic Effects On Mixed Convection Flows In Channels And Ducts

This work focuses on magnetohydrodynamic (MHD) mixed convection flow of electrically conducting fluids enclosed in simple 1D and 2D geometries in steady periodic regime. In particular, in Chapter one a short overview is given about the history of MHD, with reference to papers available in literature, and a listing of some of its most common technological applications, whereas Chapter two deals with the analytical formulation of the MHD problem, starting from the fluid dynamic and energy equations and adding the effects of an external imposed magnetic field using the Ohm's law and the definition of the Lorentz force. Moreover a description of the various kinds of boundary conditions is given, with particular emphasis given to their practical realization. Chapter three, four and five describe the solution procedure of mixed convective flows with MHD effects. In all cases a uniform parallel magnetic field is supposed to be present in the whole fluid domain transverse with respect to the velocity field. The steady-periodic regime will be analyzed, where the periodicity is induced by wall temperature boundary conditions, which vary in time with a sinusoidal law. Local balance equations of momentum, energy and charge will be solved analytically and numerically using as parameters either geometrical ratios or material properties. In particular, in Chapter three the solution method for the mixed convective flow in a 1D vertical parallel channel with MHD effects is illustrated. The influence of a transverse magnetic field will be studied in the steady periodic regime induced by an oscillating wall temperature. Analytical and numerical solutions will be provided in terms of velocity and temperature profiles, wall friction factors and average heat fluxes for several values of the governing parameters. In Chapter four the 2D problem of the mixed convective flow in a vertical round pipe with MHD effects is analyzed. Again, a transverse magnetic field influences the steady periodic regime induced by the oscillating wall temperature of the wall. A numerical solution is presented, obtained using a finite element approach, and as a result velocity and temperature profiles, wall friction factors and average heat fluxes are derived for several values of the Hartmann and Prandtl numbers. In Chapter five the 2D problem of the mixed convective flow in a vertical rectangular duct with MHD effects is discussed. As seen in the previous chapters, a transverse magnetic field influences the steady periodic regime induced by the oscillating wall temperature of the four walls. The numerical solution obtained using a finite element approach is presented, and a collection of results, including velocity and temperature profiles, wall friction factors and average heat fluxes, is provided for several values of, among other parameters, the duct aspect ratio. A comparison with analytical solutions is also provided, as a proof of the validity of the numerical method. Chapter six is the concluding chapter, where some reflections on the MHD effects on mixed convection flow will be made, in agreement with the experience and the results gathered in the analyses presented in the previous chapters. In the appendices special auxiliary functions and FORTRAN program listings are reported, to support the formulations used in the solution chapters.

Quadraturformeln für das Qualokationsverfahren

Im Mittelpunkt dieser Arbeit steht Beweis der Existenz- und Eindeutigkeit von Quadraturformeln, die für das Qualokationsverfahren geeignet sind. Letzteres ist ein von Sloan, Wendland und Chandler entwickeltes Verfahren zur numerischen Behandlung von Randintegralgleichungen auf glatten Kurven (allgemeiner: periodische Pseudodifferentialgleichungen). Es erreicht die gleichen Konvergenzordnungen wie das Petrov-Galerkin-Verfahren, wenn man durch den Operator bestimmte Quadraturformeln verwendet. Zunächst werden die hier behandelten Pseudodifferentialoperatoren und das Qualokationsverfahren vorgestellt. Anschließend wird eine Theorie zur Existenz und Eindeutigkeit von Quadraturformeln entwickelt. Ein wesentliches Hilfsmittel hierzu ist die hier bewiesene Verallgemeinerung eines Satzes von Nürnberger über die Existenz und Eindeutigkeit von Quadraturformeln mit positiven Gewichten, die exakt für Tschebyscheff-Räume sind. Es wird schließlich gezeigt, dass es stets eindeutig bestimmte Quadraturformeln gibt, welche die in den Arbeiten von Sloan und Wendland formulierten Bedingungen erfüllen. Desweiteren werden 2-Punkt-Quadraturformeln für so genannte einfache Operatoren bestimmt, mit welchen das Qualokationsverfahren mit einem Testraum von stückweise konstanten Funktionen eine höhere Konvergenzordnung hat. Außerdem wird gezeigt, dass es für nicht-einfache Operatoren im Allgemeinen keine Quadraturformel gibt, mit der die Konvergenzordnung höher als beim Petrov-Galerkin-Verfahren ist. Das letzte Kapitel beinhaltet schließlich numerische Tests mit Operatoren mit konstanten und variablen Koeffizienten, welche die theoretischen Ergebnisse der vorangehenden Kapitel bestätigen.

Novel simulation methods for Coulomb and hydrodynamic interactions

This thesis presents new methods to simulate systems with hydrodynamic and electrostatic interactions. Part 1 is devoted to computer simulations of Brownian particles with hydrodynamic interactions. The main influence of the solvent on the dynamics of Brownian particles is that it mediates hydrodynamic interactions. In the method, this is simulated by numerical solution of the Navier--Stokes equation on a lattice. To this end, the Lattice--Boltzmann method is used, namely its D3Q19 version. This model is capable to simulate compressible flow. It gives us the advantage to treat dense systems, in particular away from thermal equilibrium. The Lattice--Boltzmann equation is coupled to the particles via a friction force. In addition to this force, acting on {it point} particles, we construct another coupling force, which comes from the pressure tensor. The coupling is purely local, i.~e. the algorithm scales linearly with the total number of particles. In order to be able to map the physical properties of the Lattice--Boltzmann fluid onto a Molecular Dynamics (MD) fluid, the case of an almost incompressible flow is considered. The Fluctuation--Dissipation theorem for the hybrid coupling is analyzed, and a geometric interpretation of the friction coefficient in terms of a Stokes radius is given. Part 2 is devoted to the simulation of charged particles. We present a novel method for obtaining Coulomb interactions as the potential of mean force between charges which are dynamically coupled to a local electromagnetic field. This algorithm scales linearly, too. We focus on the Molecular Dynamics version of the method and show that it is intimately related to the Car--Parrinello approach, while being equivalent to solving Maxwell's equations with freely adjustable speed of light. The Lagrangian formulation of the coupled particles--fields system is derived. The quasi--Hamiltonian dynamics of the system is studied in great detail. For implementation on the computer, the equations of motion are discretized with respect to both space and time. The discretization of the electromagnetic fields on a lattice, as well as the interpolation of the particle charges on the lattice is given. The algorithm is as local as possible: Only nearest neighbors sites of the lattice are interacting with a charged particle. Unphysical self--energies arise as a result of the lattice interpolation of charges, and are corrected by a subtraction scheme based on the exact lattice Green's function. The method allows easy parallelization using standard domain decomposition. Some benchmarking results of the algorithm are presented and discussed.

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.

Analysis of optimal control problems for the incompressible MHD equations and implementation in a finite element multiphysics code

This thesis deals with the study of optimal control problems for the incompressible Magnetohydrodynamics (MHD) equations. Particular attention to these problems arises from several applications in science and engineering, such as fission nuclear reactors with liquid metal coolant and aluminum casting in metallurgy. In such applications it is of great interest to achieve the control on the fluid state variables through the action of the magnetic Lorentz force. In this thesis we investigate a class of boundary optimal control problems, in which the flow is controlled through the boundary conditions of the magnetic field. Due to their complexity, these problems present various challenges in the definition of an adequate solution approach, both from a theoretical and from a computational point of view. In this thesis we propose a new boundary control approach, based on lifting functions of the boundary conditions, which yields both theoretical and numerical advantages. With the introduction of lifting functions, boundary control problems can be formulated as extended distributed problems. We consider a systematic mathematical formulation of these problems in terms of the minimization of a cost functional constrained by the MHD equations. The existence of a solution to the flow equations and to the optimal control problem are shown. The Lagrange multiplier technique is used to derive an optimality system from which candidate solutions for the control problem can be obtained. In order to achieve the numerical solution of this system, a finite element approximation is considered for the discretization together with an appropriate gradient-type algorithm. A finite element object-oriented library has been developed to obtain a parallel and multigrid computational implementation of the optimality system based on a multiphysics approach. Numerical results of two- and three-dimensional computations show that a possible minimum for the control problem can be computed in a robust and accurate manner.

Detection of small buried objects: asymptotic factorization and MUSIC

In this work, we consider a simple model problem for the electromagnetic exploration of small perfectly conducting objects buried within the lower halfspace of an unbounded two–layered background medium. In possible applications, such as, e.g., humanitarian demining, the two layers would correspond to air and soil. Moving a set of electric devices parallel to the surface of ground to generate a time–harmonic field, the induced field is measured within the same devices. The goal is to retrieve information about buried scatterers from these data. In mathematical terms, we are concerned with the analysis and numerical solution of the inverse scattering problem to reconstruct the number and the positions of a collection of finitely many small perfectly conducting scatterers buried within the lower halfspace of an unbounded two–layered background medium from near field measurements of time–harmonic electromagnetic waves. For this purpose, we first study the corresponding direct scattering problem in detail and derive an asymptotic expansion of the scattered field as the size of the scatterers tends to zero. Then, we use this expansion to justify a noniterative MUSIC–type reconstruction method for the solution of the inverse scattering problem. We propose a numerical implementation of this reconstruction method and provide a series of numerical experiments.

Single polymers at surfaces: adsorption and detachment

This thesis is concerned with the adsorption and detachment of polymers at planar, rigid surfaces. We have carried out a systematic investigation of adsorption of polymers using analytical techniques as well as Monte Carlo simulations with a coarse grained off-lattice bead spring model. The investigation was carried out in three stages. In the first stage the adsorption of a single multiblock AB copolymer on a solid surface was investigated by means of simulations and scaling analysis. It was shown that the problem could be mapped onto an effective homopolymer problem. Our main result was the phase diagram of regular multiblock copolymers which shows an increase in the critical adsorption potential of the substrate with decreasing size of blocks. We also considered the adsorption of random copolymers which was found to be well described within the annealed disorder approximation. In the next phase, we studied the adsorption kinetics of a single polymer on a flat, structureless surface in the regime of strong physisorption. The idea of a ’stem-flower’ polymer conformation and the mechanism of ’zipping’ during the adsorption process were used to derive a Fokker-Planck equation with reflecting boundary conditions for the time dependent probability distribution function (PDF) of the number of adsorbed monomers. The numerical solution of the time-dependent PDF obtained from a discrete set of coupled differential equations were shown to be in perfect agreement with Monte Carlo simulation results. Finally we studied force induced desorption of a polymer chain adsorbed on an attractive surface. We approached the problem within the framework of two different statistical ensembles; (i) by keeping the pulling force fixed while measuring the position of the polymer chain end, and (ii) by measuring the force necessary to keep the chain end at fixed distance above the adsorbing plane. In the first case we treated the problem within the framework of the Grand Canonical Ensemble approach and derived analytic expressions for the various conformational building blocks, characterizing the structure of an adsorbed linear polymer chain, subject to pulling force of fixed strength. The main result was the phase diagram of a polymer chain under pulling. We demonstrated a novel first order phase transformation which is dichotomic i.e. phase coexistence is not possible. In the second case, we carried out our study in the “fixed height” statistical ensemble where one measures the fluctuating force, exerted by the chain on the last monomer when a chain end is kept fixed at height h over the solid plane at different adsorption strength ε. The phase diagram in the h − ε plane was calculated both analytically and by Monte Carlo simulations. We demonstrated that in the vicinity of the polymer desorption transition a number of properties like fluctuations and probability distribution of various quantities behave differently, if h rather than the force, f, is used as an independent control parameter.

Visualisierung vergrabener Objekte: Ein Sampling-Verfahren für die Maxwell-Gleichungen

Wir untersuchen die numerische Lösung des inversen Streuproblems der Rekonstruktion der Form, Position und Anzahl endlich vieler perfekt leitender Objekte durch Nahfeldmessungen zeitharmonischer elektromagnetischer Wellen mit Hilfe von Metalldetektoren. Wir nehmen an, dass sich die Objekte gänzlich im unteren Halbraum eines unbeschränkten zweischichtigen Hintergrundmediums befinden. Wir nehmen weiter an, dass der obere Halbraum mit Luft und der untere Halbraum mit Erde gefüllt ist. Wir betrachten zuerst die physikalischen Grundlagen elektromagnetischer Wellen, aus denen wir zunächst ein vereinfachtes mathematisches Modell ableiten, in welchem wir direkt das elektromagnetische Feld messen. Dieses Modell erweitern wir dann um die Messung des elektromagnetischen Feldes von Sendespulen mit Hilfe von Empfangsspulen. Für das vereinfachte Modell entwickeln wir, unter Verwendung der Theorie des zugehörigen direkten Streuproblems, ein nichtiteratives Verfahren, das auf der Idee der sogenannten Faktorisierungsmethode beruht. Dieses Verfahren übertragen wir dann auf das erweiterte Modell. Wir geben einen Implementierungsvorschlag der Rekonstruktionsmethode und demonstrieren an einer Reihe numerischer Experimente die Anwendbarkeit des Verfahrens. Weiterhin untersuchen wir mehrere Abwandlungen der Methode zur Verbesserung der Rekonstruktionen und zur Verringerung der Rechenzeit.

Diagnose der Residuumszirkulation und ihre Bedeutung für die Klimavariabilität der Stratosphäre

Mit einem in dieser Arbeit entwickelten Diagnose-Werkzeug wird im Rahmenrneines einfachen mechanistischenModells die Residuumszirkulation in der Stratosphärernermittelt. Die Residuumszirkulation wird als eine Schlüsselgröße für diernKlimavariabilität der Stratosphäre angesehen. Für die Diagnose wird mit einemrnmechanistischem Modell die Ausbreitung und das Brechen planetarer Wellenrnbeschrieben und der daraus resultierende Wellenantrieb bestimmt. Dieser Wellenantriebrnwird verwendet, um mit der numerischen Lösung einer elliptischenrnDifferentialgleichung die Residuumszirkulation zu berechnen.rnDieses Diagnose-Werkzeug wird genutzt, um in atmosphärischen Reanalysedatenrnden Zusammenhang der Residuumszirkulation mit verschiedenen Modenrnstratosphärischer Klimavariabilität zu untersuchen. Während für unterschiedlichernPhasen der quasi-zweijährigen Schwingung und der Nordatlantischen Oszillationrndie Residuumszirkulation deutliche Unterschiede aufzeigt, kann ein Einflussrndes 11-jährigen Sonnenfleckenzyklus auf die Residuumszirkulation nichtrneindeutig nachgewiesen werden. Eine Datenstudie zeigt, dass in den WintermonatenrnDezember und Januar die Stärke der Residuumszirkulation mit derrnTemperatur der unteren polaren Stratosphäre signifikant korreliert ist.

Untersuchungen zur Genauigkeit adaptiver unstetiger Galerkin-Simulationen mit Hilfe von Luftblasen-Testfällen

Allgemein erlaubt adaptive Gitterverfeinerung eine Steigerung der Effizienz numerischer Simulationen ohne dabei die Genauigkeit des Ergebnisses signifikant zu verschlechtern. Es ist jedoch noch nicht erforscht, in welchen Bereichen des Rechengebietes die räumliche Auflösung tatsächlich vergröbert werden kann, ohne die Genauigkeit des Ergebnisses signifikant zu beeinflussen. Diese Frage wird hier für ein konkretes Beispiel von trockener atmosphärischer Konvektion untersucht, nämlich der Simulation von warmen Luftblasen. Zu diesem Zweck wird ein neuartiges numerisches Modell entwickelt, das auf diese spezielle Anwendung ausgerichtet ist. Die kompressiblen Euler-Gleichungen werden mit einer unstetigen Galerkin Methode gelöst. Die Zeitintegration geschieht mit einer semi-implizite Methode und die dynamische Adaptivität verwendet raumfüllende Kurven mit Hilfe der Funktionsbibliothek AMATOS. Das numerische Modell wird validiert mit Hilfe einer Konvergenzstudie und fünf Standard-Testfällen. Eine Methode zum Vergleich der Genauigkeit von Simulationen mit verschiedenen Verfeinerungsgebieten wird eingeführt, die ohne das Vorhandensein einer exakten Lösung auskommt. Im Wesentlichen geschieht dies durch den Vergleich von Eigenschaften der Lösung, die stark von der verwendeten räumlichen Auflösung abhängen. Im Fall einer aufsteigenden Warmluftblase ist der zusätzliche numerische Fehler durch die Verwendung der Adaptivität kleiner als 1% des gesamten numerischen Fehlers, wenn die adaptive Simulation mehr als 50% der Elemente einer uniformen hoch-aufgelösten Simulation verwendet. Entsprechend ist die adaptive Simulation fast doppelt so schnell wie die uniforme Simulation.