A lattice Boltzmann equation for waves

We propose a lattice Boltzmann model for the wave equation. Using a lattice Boltzmann equation and the Chapman-Enskog expansion, we get 1D and 2D wave equations with truncation error of order two. The numerical tests show the method can be used to simulate the wave motions.

Three-parameter soil-water transient equations in horizontal water-transport analysis

For data obtained from horizontal soil column experiments, the determination of soil-water transport characteristics and functions would be aided by a single-form equation capable of objectively describing water content theta vs. time t at given position x(f). Our study was conducted to evaluate two such possible equations, one having the form of the Weibull frequency distribution, and the other being called a bipower form. Each equation contained three parameters, and was fitted by nonlinear least squares to the experimental data from three separate columns of a single soil. Across the theta range containing the measured data points obtained by gamma-ray attenuation, the two equations were in close agreement. The resulting family of theta(x(f),t) transients, as obtained from either equation, enabled the evaluation of exponent n in the t(n) dependence of the positional advance of a given theta. Not only was n found to be <0.5 at low theta values, but it also increased with theta and tended toward 0.5 as theta approached its sated (near-saturated) value. Some quantitative uncertainty in n(theta) does arise due to the reduced number of data points available at the higher water contents. Without claiming non-Boltzmann behavior (n < 0.5) as necessarily representative of all soils, we nonetheless consider n(theta) to be worthy of further study for evaluating its significance and implications.

Charged Brownian particles: Kramers and Smoluchowski equations and the hydrothermodynamical picture

We consider a charged Brownian gas under the influence of external and non-uniform electric, magnetic and mechanical fields, immersed in a non-uniform bath temperature. With the collision time as an expansion parameter, we study the solution to the associated Kramers equation, including a linear reactive term. To the first order we obtain the asymptotic (overdamped) regime, governed by transport equations, namely: for the particle density, a Smoluchowski- reactive like equation; for the particle's momentum density, a generalized Ohm's-like equation; and for the particle's energy density, a MaxwellCattaneo-like equation. Defining a nonequilibrium temperature as the mean kinetic energy density, and introducing Boltzmann's entropy density via the one particle distribution function, we present a complete thermohydrodynamical picture for a charged Brownian gas. We probe the validity of the local equilibrium approximation, Onsager relations, variational principles associated to the entropy production, and apply our results to: carrier transport in semiconductors, hot carriers and Brownian motors. Finally, we outline a method to incorporate non-linear reactive kinetics and a mean field approach to interacting Brownian particles. © 2011 Elsevier B.V. All rights reserved.

Finite-element discretization of 3D energy-transport equations for semiconductors

In this thesis a mathematical model was derived that describes the charge and energy transport in semiconductor devices like transistors. Moreover, numerical simulations of these physical processes are performed. In order to accomplish this, methods of theoretical physics, functional analysis, numerical mathematics and computer programming are applied. After an introduction to the status quo of semiconductor device simulation methods and a brief review of historical facts up to now, the attention is shifted to the construction of a model, which serves as the basis of the subsequent derivations in the thesis. Thereby the starting point is an important equation of the theory of dilute gases. From this equation the model equations are derived and specified by means of a series expansion method. This is done in a multi-stage derivation process, which is mainly taken from a scientific paper and which does not constitute the focus of this thesis. In the following phase we specify the mathematical setting and make precise the model assumptions. Thereby we make use of methods of functional analysis. Since the equations we deal with are coupled, we are concerned with a nonstandard problem. In contrary, the theory of scalar elliptic equations is established meanwhile. Subsequently, we are preoccupied with the numerical discretization of the equations. A special finite-element method is used for the discretization. This special approach has to be done in order to make the numerical results appropriate for practical application. By a series of transformations from the discrete model we derive a system of algebraic equations that are eligible for numerical evaluation. Using self-made computer programs we solve the equations to get approximate solutions. These programs are based on new and specialized iteration procedures that are developed and thoroughly tested within the frame of this research work. Due to their importance and their novel status, they are explained and demonstrated in detail. We compare these new iterations with a standard method that is complemented by a feature to fit in the current context. A further innovation is the computation of solutions in three-dimensional domains, which are still rare. Special attention is paid to applicability of the 3D simulation tools. The programs are designed to have justifiable working complexity. The simulation results of some models of contemporary semiconductor devices are shown and detailed comments on the results are given. Eventually, we make a prospect on future development and enhancements of the models and of the algorithms that we used.

Thermal fluctuations and boundary conditions in the lattice Boltzmann method

The lattice Boltzmann method is a popular approach for simulating hydrodynamic interactions in soft matter and complex fluids. The solvent is represented on a discrete lattice whose nodes are populated by particle distributions that propagate on the discrete links between the nodes and undergo local collisions. On large length and time scales, the microdynamics leads to a hydrodynamic flow field that satisfies the Navier-Stokes equation. In this thesis, several extensions to the lattice Boltzmann method are developed. In complex fluids, for example suspensions, Brownian motion of the solutes is of paramount importance. However, it can not be simulated with the original lattice Boltzmann method because the dynamics is completely deterministic. It is possible, though, to introduce thermal fluctuations in order to reproduce the equations of fluctuating hydrodynamics. In this work, a generalized lattice gas model is used to systematically derive the fluctuating lattice Boltzmann equation from statistical mechanics principles. The stochastic part of the dynamics is interpreted as a Monte Carlo process, which is then required to satisfy the condition of detailed balance. This leads to an expression for the thermal fluctuations which implies that it is essential to thermalize all degrees of freedom of the system, including the kinetic modes. The new formalism guarantees that the fluctuating lattice Boltzmann equation is simultaneously consistent with both fluctuating hydrodynamics and statistical mechanics. This establishes a foundation for future extensions, such as the treatment of multi-phase and thermal flows. An important range of applications for the lattice Boltzmann method is formed by microfluidics. Fostered by the "lab-on-a-chip" paradigm, there is an increasing need for computer simulations which are able to complement the achievements of theory and experiment. Microfluidic systems are characterized by a large surface-to-volume ratio and, therefore, boundary conditions are of special relevance. On the microscale, the standard no-slip boundary condition used in hydrodynamics has to be replaced by a slip boundary condition. In this work, a boundary condition for lattice Boltzmann is constructed that allows the slip length to be tuned by a single model parameter. Furthermore, a conceptually new approach for constructing boundary conditions is explored, where the reduced symmetry at the boundary is explicitly incorporated into the lattice model. The lattice Boltzmann method is systematically extended to the reduced symmetry model. In the case of a Poiseuille flow in a plane channel, it is shown that a special choice of the collision operator is required to reproduce the correct flow profile. This systematic approach sheds light on the consequences of the reduced symmetry at the boundary and leads to a deeper understanding of boundary conditions in the lattice Boltzmann method. This can help to develop improved boundary conditions that lead to more accurate simulation results.

Fluid-structure interaction by a coupled lattice Boltzmann-finite element approach

In this thesis, a strategy to model the behavior of fluids and their interaction with deformable bodies is proposed. The fluid domain is modeled by using the lattice Boltzmann method, thus analyzing the fluid dynamics by a mesoscopic point of view. It has been proved that the solution provided by this method is equivalent to solve the Navier-Stokes equations for an incompressible flow with a second-order accuracy. Slender elastic structures idealized through beam finite elements are used. Large displacements are accounted for by using the corotational formulation. Structural dynamics is computed by using the Time Discontinuous Galerkin method. Therefore, two different solution procedures are used, one for the fluid domain and the other for the structural part, respectively. These two solvers need to communicate and to transfer each other several information, i.e. stresses, velocities, displacements. In order to guarantee a continuous, effective, and mutual exchange of information, a coupling strategy, consisting of three different algorithms, has been developed and numerically tested. In particular, the effectiveness of the three algorithms is shown in terms of interface energy artificially produced by the approximate fulfilling of compatibility and equilibrium conditions at the fluid-structure interface. The proposed coupled approach is used in order to solve different fluid-structure interaction problems, i.e. cantilever beams immersed in a viscous fluid, the impact of the hull of the ship on the marine free-surface, blood flow in a deformable vessels, and even flapping wings simulating the take-off of a butterfly. The good results achieved in each application highlight the effectiveness of the proposed methodology and of the C++ developed software to successfully approach several two-dimensional fluid-structure interaction problems.

Two dimensional Lattice Boltzmann simulation of fluid flow through an idealized micro-structure of disordered media

This technical report discusses the application of Lattice Boltzmann Method (LBM) in the fluid flow simulation through porous filter-wall of disordered media. The diesel particulate filter (DPF) is an example of disordered media. DPF is developed as a cutting edge technology to reduce harmful particulate matter in the engine exhaust. Porous filter-wall of DPF traps these soot particles in the after-treatment of the exhaust gas. To examine the phenomena inside the DPF, researchers are looking forward to use the Lattice Boltzmann Method as a promising alternative simulation tool. The lattice Boltzmann method is comparatively a newer numerical scheme and can be used to simulate fluid flow for single-component single-phase, single-component multi-phase. It is also an excellent method for modelling flow through disordered media. The current work focuses on a single-phase fluid flow simulation inside the porous micro-structure using LBM. Firstly, the theory concerning the development of LBM is discussed. LBM evolution is always related to Lattice gas Cellular Automata (LGCA), but it is also shown that this method is a special discretized form of the continuous Boltzmann equation. Since all the simulations are conducted in two-dimensions, the equations developed are in reference with D2Q9 (two-dimensional 9-velocity) model. The artificially created porous micro-structure is used in this study. The flow simulations are conducted by considering air and CO2 gas as fluids. The numerical model used in this study is explained with a flowchart and the coding steps. The numerical code is constructed in MATLAB. Different types of boundary conditions and their importance is discussed separately. Also the equations specific to boundary conditions are derived. The pressure and velocity contours over the porous domain are studied and recorded. The results are compared with the published work. The permeability values obtained in this study can be fitted to the relation proposed by Nabovati [8], and the results are in excellent agreement within porosity range of 0.4 to 0.8.

Lattice Boltzmann method for flow and heat transfer in microgeometries

Recent technological developments have made it possible to design various microdevices where fluid flow and heat transfer are involved. For the proper design of such systems, the governing physics needs to be investigated. Due to the difficulty to study complex geometries in micro scales using experimental techniques, computational tools are developed to analyze and simulate flow and heat transfer in microgeometries. However, conventional numerical methods using the Navier-Stokes equations fail to predict some aspects of microflows such as nonlinear pressure distribution, increase mass flow rate, slip flow and temperature jump at the solid boundaries. This necessitates the development of new computational methods which depend on the kinetic theory that are both accurate and computationally efficient. In this study, lattice Boltzmann method (LBM) was used to investigate the flow and heat transfer in micro sized geometries. The LBM depends on the Boltzmann equation which is valid in the whole rarefaction regime that can be observed in micro flows. Results were obtained for isothermal channel flows at Knudsen numbers higher than 0.01 at different pressure ratios. LBM solutions for micro-Couette and micro-Poiseuille flow were found to be in good agreement with the analytical solutions valid in the slip flow regime (0.01 < Kn < 0.1) and direct simulation Monte Carlo solutions that are valid in the transition regime (0.1 < Kn < 10) for pressure distribution and velocity field. The isothermal LBM was further extended to simulate flows including heat transfer. The method was first validated for continuum channel flows with and without constrictions by comparing the thermal LBM results against accurate solutions obtained from analytical equations and finite element method. Finally, the capability of thermal LBM was improved by adding the effect of rarefaction and the method was used to analyze the behavior of gas flow in microchannels. The major finding of this research is that, the newly developed particle-based method described here can be used as an alternative numerical tool in order to study non-continuum effects observed in micro-electro-mechanical-systems (MEMS).

Lattice Boltzmann Method for Flow and Heat Transfer in Microgeometries

Recent technological developments have made it possible to design various microdevices where fluid flow and heat transfer are involved. For the proper design of such systems, the governing physics needs to be investigated. Due to the difficulty to study complex geometries in micro scales using experimental techniques, computational tools are developed to analyze and simulate flow and heat transfer in microgeometries. However, conventional numerical methods using the Navier-Stokes equations fail to predict some aspects of microflows such as nonlinear pressure distribution, increase mass flow rate, slip flow and temperature jump at the solid boundaries. This necessitates the development of new computational methods which depend on the kinetic theory that are both accurate and computationally efficient. In this study, lattice Boltzmann method (LBM) was used to investigate the flow and heat transfer in micro sized geometries. The LBM depends on the Boltzmann equation which is valid in the whole rarefaction regime that can be observed in micro flows. Results were obtained for isothermal channel flows at Knudsen numbers higher than 0.01 at different pressure ratios. LBM solutions for micro-Couette and micro-Poiseuille flow were found to be in good agreement with the analytical solutions valid in the slip flow regime (0.01 < Kn < 0.1) and direct simulation Monte Carlo solutions that are valid in the transition regime (0.1 < Kn < 10) for pressure distribution and velocity field. The isothermal LBM was further extended to simulate flows including heat transfer. The method was first validated for continuum channel flows with and without constrictions by comparing the thermal LBM results against accurate solutions obtained from analytical equations and finite element method. Finally, the capability of thermal LBM was improved by adding the effect of rarefaction and the method was used to analyze the behavior of gas flow in microchannels. The major finding of this research is that, the newly developed particle-based method described here can be used as an alternative numerical tool in order to study non-continuum effects observed in micro-electro-mechanical-systems (MEMS).

Effective Cell-Centred Time-Domain Maxwell's Equations Numerical Solvers

This research work analyses techniques for implementing a cell-centred finite-volume time-domain (ccFV-TD) computational methodology for the purpose of studying microwave heating. Various state-of-the-art spatial and temporal discretisation methods employed to solve Maxwell's equations on multidimensional structured grid networks are investigated, and the dispersive and dissipative errors inherent in those techniques examined. Both staggered and unstaggered grid approaches are considered. Upwind schemes using a Riemann solver and intensity vector splitting are studied and evaluated. Staggered and unstaggered Leapfrog and Runge-Kutta time integration methods are analysed in terms of phase and amplitude error to identify which method is the most accurate and efficient for simulating microwave heating processes. The implementation and migration of typical electromagnetic boundary conditions. from staggered in space to cell-centred approaches also is deliberated. In particular, an existing perfectly matched layer absorbing boundary methodology is adapted to formulate a new cell-centred boundary implementation for the ccFV-TD solvers. Finally for microwave heating purposes, a comparison of analytical and numerical results for standard case studies in rectangular waveguides allows the accuracy of the developed methods to be assessed.

Some Remarks on the Approximation of Transitional Density in Stochastic Differential Equations

Aijt-Sahalia (2002) introduced a method to estimate transitional probability densities of di®usion processes by means of Hermite expansions with coe±cients determined by means of Taylor series. This note describes a numerical procedure to ¯nd these coe±cients based on the calculation of moments. One advantage of this procedure is that it can be used e®ectively when the mathematical operations required to ¯nd closed-form expressions for these coe±cients are otherwise infeasible.

Constructive development of the solutions of linear equations in introductory ordinary differential equations

The solution of linear ordinary differential equations (ODEs) is commonly taught in first year undergraduate mathematics classrooms, but the understanding of the concept of a solution is not always grasped by students until much later. Recognising what it is to be a solution of a linear ODE and how to postulate such solutions, without resorting to tables of solutions, is an important skill for students to carry with them to advanced studies in mathematics. In this study we describe a teaching and learning strategy that replaces the traditional algorithmic, transmission presentation style for solving ODEs with a constructive, discovery based approach where students employ their existing skills as a framework for constructing the solutions of first and second order linear ODEs. We elaborate on how the strategy was implemented and discuss the resulting impact on a first year undergraduate class. Finally we propose further improvements to the strategy as well as suggesting other topics which could be taught in a similar manner.

Numerical methods for fractional partial differential equations with Riesz space fractional derivatives

In this paper, we consider the numerical solution of a fractional partial differential equation with Riesz space fractional derivatives (FPDE-RSFD) on a finite domain. Two types of FPDE-RSFD are considered: the Riesz fractional diffusion equation (RFDE) and the Riesz fractional advection–dispersion equation (RFADE). The RFDE is obtained from the standard diffusion equation by replacing the second-order space derivative with the Riesz fractional derivative of order αset membership, variant(1,2]. The RFADE is obtained from the standard advection–dispersion equation by replacing the first-order and second-order space derivatives with the Riesz fractional derivatives of order βset membership, variant(0,1) and of order αset membership, variant(1,2], respectively. Firstly, analytic solutions of both the RFDE and RFADE are derived. Secondly, three numerical methods are provided to deal with the Riesz space fractional derivatives, namely, the L1/L2-approximation method, the standard/shifted Grünwald method, and the matrix transform method (MTM). Thirdly, the RFDE and RFADE are transformed into a system of ordinary differential equations, which is then solved by the method of lines. Finally, numerical results are given, which demonstrate the effectiveness and convergence of the three numerical methods.