Efficient solutions to robust, semi-implicit discretizations of the immersed boundary method

The immersed boundary method is a versatile tool for the investigation of flow-structure interaction. In a large number of applications, the immersed boundaries or structures are very stiff and strong tangential forces on these interfaces induce a well-known, severe time-step restriction for explicit discretizations. This excessive stability constraint can be removed with fully implicit or suitable semi-implicit schemes but at a seemingly prohibitive computational cost. While economical alternatives have been proposed recently for some special cases, there is a practical need for a computationally efficient approach that can be applied more broadly. In this context, we revisit a robust semi-implicit discretization introduced by Peskin in the late 1970s which has received renewed attention recently. This discretization, in which the spreading and interpolation operators are lagged. leads to a linear system of equations for the inter-face configuration at the future time, when the interfacial force is linear. However, this linear system is large and dense and thus it is challenging to streamline its solution. Moreover, while the same linear system or one of similar structure could potentially be used in Newton-type iterations, nonlinear and highly stiff immersed structures pose additional challenges to iterative methods. In this work, we address these problems and propose cost-effective computational strategies for solving Peskin`s lagged-operators type of discretization. We do this by first constructing a sufficiently accurate approximation to the system`s matrix and we obtain a rigorous estimate for this approximation. This matrix is expeditiously computed by using a combination of pre-calculated values and interpolation. The availability of a matrix allows for more efficient matrix-vector products and facilitates the design of effective iterative schemes. We propose efficient iterative approaches to deal with both linear and nonlinear interfacial forces and simple or complex immersed structures with tethered or untethered points. One of these iterative approaches employs a splitting in which we first solve a linear problem for the interfacial force and then we use a nonlinear iteration to find the interface configuration corresponding to this force. We demonstrate that the proposed approach is several orders of magnitude more efficient than the standard explicit method. In addition to considering the standard elliptical drop test case, we show both the robustness and efficacy of the proposed methodology with a 2D model of a heart valve. (C) 2009 Elsevier Inc. All rights reserved.

Lie algebra methods for the applications to the statistical theory of turbulence

Approximate Lie symmetries of the Navier-Stokes equations are used for the applications to scaling phenomenon arising in turbulence. In particular, we show that the Lie symmetries of the Euler equations are inherited by the Navier-Stokes equations in the form of approximate symmetries that allows to involve the Reynolds number dependence into scaling laws. Moreover, the optimal systems of all finite-dimensional Lie subalgebras of the approximate symmetry transformations of the Navier-Stokes are constructed. We show how the scaling groups obtained can be used to introduce the Reynolds number dependence into scaling laws explicitly for stationary parallel turbulent shear flows. This is demonstrated in the framework of a new approach to derive scaling laws based on symmetry analysis [11]-[13].

Periodic solutions of abstract neutral functional differential equations

We characterize the existence of periodic solutions of some abstract neutral functional differential equations with finite and infinite delay when the underlying space is a UMD space. (C) 2011 Elsevier B.V. All rights reserved.

On negative flows of the AKNS hierarchy and a class of deformations of a bihamiltonian structure of hydrodynamic type

A deformation parameter of a bihamiltonian structure of hydrodynamic type is shown to parametrize different extensions of the AKNS hierarchy to include negative flows. This construction establishes a purely algebraic link between, on the one hand, two realizations of the first negative flow of the AKNS model and, on the other, two-component generalizations of Camassa-Holmand Dym-type equations. The two-component generalizations of Camassa-Holm- and Dym-type equations can be obtained from the negative-order Hamiltonians constructed from the Lenard relations recursively applied on the Casimir of the first Poisson bracket of hydrodynamic type. The positive-order Hamiltonians, which follow froth the Lenard scheme applied on the Casimir of the second Poisson bracket of hydrodynamic type, are shown to coincide with the Hamiltonians of the AKNS model. The AKNS Hamiltonians give rise to charges conserved with respect to equations of motion of two-component Camassa-Holm- and two-component Dym-type equations.

Riccati-type equations, generalised WZNW equations, and multidimensional Toda systems

We associate to an arbitrary Z-gradation of the Lie algebra of a Lie group a system of Riccati-type first order differential equations. The particular cases under consideration are the ordinary Riccati and the matrix Riccati equations. The multidimensional extension of these equations is given. The generalisation of the associated Redheffer-Reid differential systems appears in a natural way. The connection between the Toda systems and the Riccati-type equations in lower and higher dimensions is established. Within this context the integrability problem for those equations is studied. As an illustration, some examples of the integrable multidimensional Riccati-type equations related to the maximally nonabelian Toda systems are given.

Generalization of the Hamilton-Jacobi approach for higher-order singular systems

We generalize the Hamilton-Jacobi formulation for higher-order singular systems and obtain the equations of motion as total differential equations. To do this we first study the constraints structure present in such systems.

NOISE and ULTRAVIOLET DIVERGENCES IN SIMULATIONS of GINZBURG-LANDAU-LANGEVIN TYPE of EQUATIONS

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

On non-linear dynamics and control designs applied to the ideal and non-ideal variants of the Fitzhugh-Nagumo (FN) mathematical model

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

Characterization of multiple reflections and phase space properties for a periodically corrugated waveguide

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

On non-linear dynamics and an optimal control synthesis of the action potential of membranes (ideal and non-ideal cases) of the Hodgkin-Huxley (HH) mathematical model

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

On bifurcation and symmetry of solutions of symmetric nonlinear equations with odd-harmonic forcings

In this work we study existence, bifurcation, and symmetries of small solutions of the nonlinear equation Lx = N(x, p, epsilon) + mu f, which is supposed to be equivariant under the action of a group OHm, and where f is supposed to be OHm-invariant. We assume that L is a linear operator and N(., p, epsilon) is a nonlinear operator, both defined in a Banach space X, with values in a Banach space Z, and p, mu, and epsilon are small real parameters. Under certain conditions we show the existence of symmetric solutions and under additional conditions we prove that these are the only feasible solutions. Some examples of nonlinear ordinary and partial differential equations are analyzed. (C) 1995 Academic Press, Inc.

Nonlinear dynamics of a flexible portal frame under support excitation

This paper presents a nonlinear dynamic analysis of a flexible portal frame subjected to support excitation, which is provided by an electro-dynamical shaker. The problem is reduced to a mathematical model of four degrees of freedom and the equations of motion are derived via Lagrangian formulation. The main goal of this study is to investigate the dynamic interactions between a flexible portal frame and a non-ideal support excitation. The numerical analysis shows a complex behavior of the system, which can be observed by phase spaces, Poincaŕ sections and bifurcation diagrams. © 2012 American Institute of Physics.

On the regularity of the pressure field of relaxed solutions to Euler equations with variable density

In this paper we improve the regularity in time of the gradient of the pressure field in the solution of relaxed version of variational formulation proposed by V. I. Arnold and by Y. Brenier, for the incompressible Euler equations with variable density. We obtain that the pressure field is not only a measure, but a function in Lloc2((0,T);BVloc(D)) as an extension of the work of Ambrosio and Figalli (2008) in [1] to the variable density case. © 2013 Elsevier Ltd.

An integrable deformation of the AdS(5) x S-5 superstring

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