Global Stability Analysis of Turbulent Transonic Flows on Airfoil geometries

La aparición de inestabilidades en un flujo es un problema importante que puede afectar a algunas aplicaciones aerodinámicas. De hecho existen diferentes tipos de fenómenos no-estacionarios que actualmente son tema de investigación; casos como la separación a altos ángulos de ataque o el buffet transónico son dos ejemplos de cierta relevancia. El análisis de estabilidad global permite identificar la aparición de dichas condiciones inestables, proporcionando información importante sobre la región donde la inestabilidad es dominante y sobre la frecuencia del fenómeno inestable. La metodología empleada es capaz de calcular un flujo base promediado mediante una discretización con volúmenes finitos y posteriormente la solución de un problema de autovalores asociado a la linealización que aparece al perturbar el flujo base. El cálculo numérico se puede dividir en tres pasos: primero se calcula una solución estacionaria para las ecuaciones RANS, luego se extrae la matriz del Jacobiano que representa el problema linealizado y finalmente se deriva y se resuelve el problema de autovalores generalizado mediante el método iterativo de Arnoldi. Como primer caso de validación, la técnica descrita ha sido aplicada a un cilindro circular en condiciones laminares para detectar el principio de las oscilaciones de los vórtices de von Karman, y se han comparado los resultados con experimentos y cálculos anteriores. La parte más importante del estudio se centra en el análisis de flujos compresibles en régimen turbulento. La predicción de la aparición y la progresión de flujo separado a altos ángulos de ataque se han estudiado en el perfil NACA0012 en condiciones tanto subsónicas como supersónicas y en una sección del ala del A310 en condiciones de despegue. Para todas las geometrías analizadas, se ha podido observar que la separación gradual genera la aparición de un modo inestable específico para altos ángulos de ataque siempre mayores que el ángulo asociado al máximo coeficiente de sustentación. Además, se ha estudiado el problema adjunto para obtener información sobre la zona donde una fuerza externa provoca el máximo cambio en el campo fluido. El estudio se ha completado calculando el mapa de sensibilidad estructural y localizando el centro de la inestabilidad. En el presente trabajo de tesis se ha analizado otro importante fenómeno: el buffet transónico. En condiciones transónicas, la interacción entre la onda de choque y la capa límite genera una oscilación de la posición de la onda de choque y, por consiguiente, de las fuerzas aerodinámicas. El conocimiento de las condiciones críticas y su origen puede ayudar a evitar la oscilación causada por estas fuerzas. Las condiciones para las cuales comienza la inestabilidad han sido calculadas y comparadas con trabajos anteriores. Por otra parte, los resultados del correspondiente problema adjunto y el mapa de sensibilidad se han obtenido por primera vez para el buffet, indicando la región del dominio que sera necesario modificar para crear el mayor cambio en las propiedades del campo fluido. Dado el gran consumo de memoria requerido para los casos 3D, se ha realizado un estudio sobre la reducción del domino con la finalidad de reducirlo a la región donde está localizada la inestabilidad. La eficacia de dicha reducción de dominio ha sido evaluada investigando el cambio en la dimensión de la matriz del Jacobiano, no resultando muy eficiente en términos del consumo de memoria. Dado que el buffet es un problema en general tridimensional, el análisis TriGlobal de una geometría 3D podría considerarse el auténtico reto futuro. Como aproximación al problema, un primer estudio se ha realizado empleando una geometría tridimensional extruida del NACA00f2. El cálculo del flujo 3D y, por primera vez en casos tridimensionales compresibles y turbulentos, el análisis de estabilidad TriGlobal, se han llevado a cabo. La comparación de los resultados obtenidos con los resultados del anterior modelo 2D, ha permitido, primero, verificar la exactitud del cálculo 2D realizado anteriormente y también ha proporcionado una estimación del consumo de memoria requerido para el caso 3D. ABSTRACT Flow unsteadiness is an important problem in aerodynamic applications. In fact, there are several types of unsteady phenomena that are still at the cutting edge of research in the field; separation at high angles of attack and transonic buffet are two important examples. Global Stability Analysis can identify the unstable onset conditions, providing important information about the instability location in the domain and the frequency of the unstable phenomenon. The methodology computes a base flow averaged state based on a finite volume discretization and a solution for a generalized eigenvalue problem corresponding to the perturbed linearized equations. The numerical computation is then performed in three steps: first, a steady solution for the RANS equation is computed; second, the Jacobian matrix that represents the linearized problem is obtained; and finally, the generalized eigenvalue problem is derived and solved with an Arnoldi iterative method. As a first validation test, the technique has been applied on a laminar circular cylinder in order to detect the von Karman vortex shedding onset, comparing the results with experiments and with previous calculations. The main part of the study focusses on turbulent and compressible cases. The prediction of the origin and progression of separated flows at high angles of attack has been studied on the NACA0012 airfoil at subsonic and transonic conditions and for the A310 airfoil in take-off configuration. For all the analyzed geometries, it has been found that gradual separation generates the appearance of one specific unstable mode for angles of attack always greater than the ones related to the maximum lift coefficient. In addition, the adjoint problem has been studied to suggest the location of an external force that results in the largest change to the flow field. From the direct and the adjoint analysis the structural sensitivity map has been computed and the core of the instability has been located. The other important phenomenon analyzed in this work is the transonic buffet. In transonic conditions, the interaction between the shock wave and the boundary layer leads to an oscillation of the shock location and, consequently, of the aerodynamic forces. Knowing the critical operational conditions and its origin can be helpful in preventing such fluctuating forces. The instability onset has then been computed and compared with the literature. Moreover, results of the corresponding adjoint problem and a sensitivity map have been provided for the first time for the buffet problem, indicating the region that must be modified to create the biggest change in flow field properties. Because of the large memory consumption required when a 3D case is approached, a domain reduction study has been carried out with the aim of limiting the domain size to the region where the instability is located. The effectiveness of the domain reduction has been evaluated by investigating the change in the Jacobian matrix size, not being very efficient in terms of memory consumption. Since buffet is a three-dimensional problem, TriGlobal stability analysis can be seen as a future challenge. To approximate the problem, a first study has been carried out on an extruded three-dimensional geometry of the NACA0012 airfoil. The 3D flow computation and the TriGlobal stability analysis have been performed for the first time on a compressible and turbulent 3D case. The results have been compared with a 2D model, confirming that the buffet onset evaluated in the 2D case is well detected. Moreover, the computation has given an indication about the memory consumption for a 3D case.

Energy-entropy-momentum time integration methods for coupled smooth dissipative problems

Esta tesis aborda la formulación, análisis e implementación de métodos numéricos de integración temporal para la solución de sistemas disipativos suaves de dimensión finita o infinita de manera que su estructura continua sea conservada. Se entiende por dichos sistemas aquellos que involucran acoplamiento termo-mecánico y/o efectos disipativos internos modelados por variables internas que siguen leyes continuas, de modo que su evolución es considerada suave. La dinámica de estos sistemas está gobernada por las leyes de la termodinámica y simetrías, las cuales constituyen la estructura que se pretende conservar de forma discreta. Para ello, los sistemas disipativos se describen geométricamente mediante estructuras metriplécticas que identifican claramente las partes reversible e irreversible de la evolución del sistema. Así, usando una de estas estructuras conocida por las siglas (en inglés) de GENERIC, la estructura disipativa de los sistemas es identificada del mismo modo que lo es la Hamiltoniana para sistemas conservativos. Con esto, métodos (EEM) con precisión de segundo orden que conservan la energía, producen entropía y conservan los impulsos lineal y angular son formulados mediante el uso del operador derivada discreta introducido para asegurar la conservación de la Hamiltoniana y las simetrías de sistemas conservativos. Siguiendo estas directrices, se formulan dos tipos de métodos EEM basados en el uso de la temperatura o de la entropía como variable de estado termodinámica, lo que presenta importantes implicaciones que se discuten a lo largo de esta tesis. Entre las cuales cabe destacar que las condiciones de contorno de Dirichlet son naturalmente impuestas con la formulación basada en la temperatura. Por último, se validan dichos métodos y se comprueban sus mejores prestaciones en términos de la estabilidad y robustez en comparación con métodos estándar. This dissertation is concerned with the formulation, analysis and implementation of structure-preserving time integration methods for the solution of the initial(-boundary) value problems describing the dynamics of smooth dissipative systems, either finite- or infinite-dimensional ones. Such systems are understood as those involving thermo-mechanical coupling and/or internal dissipative effects modeled by internal state variables considered to be smooth in the sense that their evolutions follow continuos laws. The dynamics of such systems are ruled by the laws of thermodynamics and symmetries which constitutes the structure meant to be preserved in the numerical setting. For that, dissipative systems are geometrically described by metriplectic structures which clearly identify the reversible and irreversible parts of their dynamical evolution. In particular, the framework known by the acronym GENERIC is used to reveal the systems' dissipative structure in the same way as the Hamiltonian is for conserving systems. Given that, energy-preserving, entropy-producing and momentum-preserving (EEM) second-order accurate methods are formulated using the discrete derivative operator that enabled the formulation of Energy-Momentum methods ensuring the preservation of the Hamiltonian and symmetries for conservative systems. Following these guidelines, two kind of EEM methods are formulated in terms of entropy and temperature as a thermodynamical state variable, involving important implications discussed throughout the dissertation. Remarkably, the formulation in temperature becomes central to accommodate Dirichlet boundary conditions. EEM methods are finally validated and proved to exhibit enhanced numerical stability and robustness properties compared to standard ones.

A time-domain finite element method for seakeeping and wave resistance problems

El objetivo de la tesis es la investigación de algoritmos numéricos para el desarrollo de herramientas numéricas para la simulación de problemas tanto de comportamiento en la mar como de resistencia al avance de buques y estructuras flotantes. La primera herramienta desarrollada resuelve el problema de difracción y radiación de olas. Se basan en el método de los elementos finitos (MEF) para la resolución de la ecuación de Laplace, así como en esquemas basados en MEF, integración a lo largo de líneas de corriente, y en diferencias finitas desarrollados para la condición de superficie libre. Se han desarrollado herramientas numéricas para la resolución de la dinámica de sólido rígido en sistemas multicuerpos con ligaduras. Estas herramientas han sido integradas junto con la herramienta de resolución de olas difractadas y radiadas para la resolución de problemas de interacción de cuerpos con olas. También se han diseñado algoritmos de acoplamientos con otras herramientas numéricas para la resolución de problemas multifísica. En particular, se han realizado acoplamientos con una herramienta numérica basada de cálculo de estructuras con MEF para problemas de interacción fluido-estructura, otra de cálculo de líneas de fondeo, y con una herramienta numérica de cálculo de flujos en tanques internos para problemas acoplados de comportamiento en la mar con “sloshing”. Se han realizado simulaciones numéricas para la validación y verificación de los algoritmos desarrollados, así como para el análisis de diferentes casos de estudio con aplicaciones diversas en los campos de la ingeniería naval, oceánica, y energías renovables marinas. ABSTRACT The objective of this thesis is the research on numerical algorithms to develop numerical tools to simulate seakeeping problems as well as wave resistance problems of ships and floating structures. The first tool developed is a wave diffraction-radiation solver. It is based on the finite element method (FEM) in order to solve the Laplace equation, as well as numerical schemes based on FEM, streamline integration, and finite difference method tailored for solving the free surface boundary condition. It has been developed numerical tools to solve solid body dynamics of multibody systems with body links across them. This tool has been integrated with the wave diffraction-radiation solver to solve wave-body interaction problems. Also it has been tailored coupling algorithms with other numerical tools in order to solve multi-physics problems. In particular, it has been performed coupling with a MEF structural solver to solve fluid-structure interaction problems, with a mooring solver, and with a solver capable of simulating internal flows in tanks to solve couple seakeeping-sloshing problems. Numerical simulations have been carried out to validate and verify the developed algorithms, as well as to analyze case studies in the areas of marine engineering, offshore engineering, and offshore renewable energy.

“Coarse” stability and bifurcation analysis using time-steppers: A reaction-diffusion example

Evolutionary, pattern forming partial differential equations (PDEs) are often derived as limiting descriptions of microscopic, kinetic theory-based models of molecular processes (e.g., reaction and diffusion). The PDE dynamic behavior can be probed through direct simulation (time integration) or, more systematically, through stability/bifurcation calculations; time-stepper-based approaches, like the Recursive Projection Method [Shroff, G. M. & Keller, H. B. (1993) SIAM J. Numer. Anal. 30, 1099–1120] provide an attractive framework for the latter. We demonstrate an adaptation of this approach that allows for a direct, effective (“coarse”) bifurcation analysis of microscopic, kinetic-based models; this is illustrated through a comparative study of the FitzHugh-Nagumo PDE and of a corresponding Lattice–Boltzmann model.

Finite temperature dynamics of vortices in the two dimensional anisotropic Heisenberg model

We study the effects of finite temperature on the dynamics of non-planar vortices in the classical, two-dimensional anisotropic Heisenberg model with XY- or easy-plane symmetry. To this end, we analyze a generalized Landau-Lifshitz equation including additive white noise and Gilbert damping. Using a collective variable theory with no adjustable parameters we derive an equation of motion for the vortices with stochastic forces which are shown to represent white noise with an effective diffusion constant linearly dependent on temperature. We solve these stochastic equations of motion by means of a Green's function formalism and obtain the mean vortex trajectory and its variance. We find a non-standard time dependence for the variance of the components perpendicular to the driving force. We compare the analytical results with Langevin dynamics simulations and find a good agreement up to temperatures of the order of 25% of the Kosterlitz-Thouless transition temperature. Finally, we discuss the reasons why our approach is not appropriate for higher temperatures as well as the discreteness effects observed in the numerical simulations.

Difference schemes for time-dependent heat conduction models with delay

Different non-Fourier models of heat conduction, that incorporate time lags in the heat flux and/or the temperature gradient, have been increasingly considered in the last years to model microscale heat transfer problems in engineering. Numerical schemes to obtain approximate solutions of constant coefficients lagging models of heat conduction have already been proposed. In this work, an explicit finite difference scheme for a model with coefficients variable in time is developed, and their properties of convergence and stability are studied. Numerical computations showing examples of applications of the scheme are presented.

Short-time stability in linear time-varying systems.

"SFOSR 748."

Binomial leap methods for simulating stochastic chemical kinetics

This paper discusses efficient simulation methods for stochastic chemical kinetics. Based on the tau-leap and midpoint tau-leap methods of Gillespie [D. T. Gillespie, J. Chem. Phys. 115, 1716 (2001)], binomial random variables are used in these leap methods rather than Poisson random variables. The motivation for this approach is to improve the efficiency of the Poisson leap methods by using larger stepsizes. Unlike Poisson random variables whose range of sample values is from zero to infinity, binomial random variables have a finite range of sample values. This probabilistic property has been used to restrict possible reaction numbers and to avoid negative molecular numbers in stochastic simulations when larger stepsize is used. In this approach a binomial random variable is defined for a single reaction channel in order to keep the reaction number of this channel below the numbers of molecules that undergo this reaction channel. A sampling technique is also designed for the total reaction number of a reactant species that undergoes two or more reaction channels. Samples for the total reaction number are not greater than the molecular number of this species. In addition, probability properties of the binomial random variables provide stepsize conditions for restricting reaction numbers in a chosen time interval. These stepsize conditions are important properties of robust leap control strategies. Numerical results indicate that the proposed binomial leap methods can be applied to a wide range of chemical reaction systems with very good accuracy and significant improvement on efficiency over existing approaches. (C) 2004 American Institute of Physics.

Subgeometric rates of convergence for a class of continuous-time Markov process

Let (Phi(t))(t is an element of R+) be a Harris ergodic continuous-time Markov process on a general state space, with invariant probability measure pi. We investigate the rates of convergence of the transition function P-t(x, (.)) to pi; specifically, we find conditions under which r(t) vertical bar vertical bar P-t (x, (.)) - pi vertical bar vertical bar -> 0 as t -> infinity, for suitable subgeometric rate functions r(t), where vertical bar vertical bar - vertical bar vertical bar denotes the usual total variation norm for a signed measure. We derive sufficient conditions for the convergence to hold, in terms of the existence of suitable points on which the first hitting time moments are bounded. In particular, for stochastically ordered Markov processes, explicit bounds on subgeometric rates of convergence are obtained. These results are illustrated in several examples.

Properties of the stochastic Gross-Pitaevskii equation: finite temperature Ehrenfest relations and the optimal plane wave representation

We present Ehrenfest relations for the high temperature stochastic Gross-Pitaevskii equation description of a trapped Bose gas, including the effect of growth noise and the energy cutoff. A condition for neglecting the cutoff terms in the Ehrenfest relations is found which is more stringent than the usual validity condition of the truncated Wigner or classical field method-that all modes are highly occupied. The condition requires a small overlap of the nonlinear interaction term with the lowest energy single particle state of the noncondensate band, and gives a means to constrain dynamical artefacts arising from the energy cutoff in numerical simulations. We apply the formalism to two simple test problems: (i) simulation of the Kohn mode oscillation for a trapped Bose gas at zero temperature, and (ii) computing the equilibrium properties of a finite temperature Bose gas within the classical field method. The examples indicate ways to control the effects of the cutoff, and that there is an optimal choice of plane wave basis for a given cutoff energy. This basis gives the best reproduction of the single particle spectrum, the condensate fraction and the position and momentum densities.

An object-oriented designed finite-difference time-domain simulator for electromagnetic analysis and design in MRI - application to high field analyses

This paper presents a finite-difference time-domain (FDTD) simulator for electromagnetic analysis and design applications in MRI. It is intended to be a complete FDTD model of an MRI system including all RF and low-frequency field generating units and electrical models of the patient. The pro-ram has been constructed in an object-oriented framework. The design procedure is detailed and the numerical solver has been verified against analytical solutions for simple cases and also applied to various field calculation problems. In particular, the simulator is demonstrated for inverse RF coil design, optimized source profile generation, and parallel imaging in high-frequency situations. The examples show new developments enabled by the simulator and demonstrate that the proposed FDTD framework can be used to analyze large-scale computational electromagnetic problems in modern MRI engineering. (C) 2004 Elsevier Inc. All rights reserved.

Anisotropy-based robust performance analysis of finite horizon linear discrete time varying systems

We consider a problem of robust performance analysis of linear discrete time varying systems on a bounded time interval. The system is represented in the state-space form. It is driven by a random input disturbance with imprecisely known probability distribution; this distributional uncertainty is described in terms of entropy. The worst-case performance of the system is quantified by its a-anisotropic norm. Computing the anisotropic norm is reduced to solving a set of difference Riccati and Lyapunov equations and a special form equation.

Stochastic modelling and simulations for solute transport in porous media

A stochastic model for solute transport in aquifers is studied based on the concepts of stochastic velocity and stochastic diffusivity. By applying finite difference techniques to the spatial variables of the stochastic governing equation, a system of stiff stochastic ordinary differential equations is obtained. Both the semi-implicit Euler method and the balanced implicit method are used for solving this stochastic system. Based on the Karhunen-Loeve expansion, stochastic processes in time and space are calculated by means of a spatial correlation matrix. Four types of spatial correlation matrices are presented based on the hydraulic properties of physical parameters. Simulations with two types of correlation matrices are presented.