Direct numerical simulation of statistically stationary and homogeneous shear turbulence and its relation to other shear flows

Statistically stationary and homogeneous shear turbulence (SS-HST) is investigated by means of a new direct numerical simulation code, spectral in the two horizontal directions and compact-finite-differences in the direction of the shear. No remeshing is used to impose the shear-periodic boundary condition. The influence of the geometry of the computational box is explored. Since HST has no characteristic outer length scale and tends to fill the computational domain, long-term simulations of HST are “minimal” in the sense of containing on average only a few large-scale structures. It is found that the main limit is the spanwise box width, Lz, which sets the length and velocity scales of the turbulence, and that the two other box dimensions should be sufficiently large (Lx ≳ 2Lz, Ly ≳ Lz) to prevent other directions to be constrained as well. It is also found that very long boxes, Lx ≳ 2Ly, couple with the passing period of the shear-periodic boundary condition, and develop strong unphysical linearized bursts. Within those limits, the flow shows interesting similarities and differences with other shear flows, and in particular with the logarithmic layer of wall-bounded turbulence. They are explored in some detail. They include a self-sustaining process for large-scale streaks and quasi-periodic bursting. The bursting time scale is approximately universal, ∼20S−1, and the availability of two different bursting systems allows the growth of the bursts to be related with some confidence to the shearing of initially isotropic turbulence. It is concluded that SS-HST, conducted within the proper computational parameters, is a very promising system to study shear turbulence in general.

Stochastic modelling of the reservoir lithological and petrophysical attributes. A case study of the Middle East carbonate reservoir

Dissertação para obtenção do Grau de Mestre em Engenharia Geológica (Georrecursos)

Geoestatística, simulação estocástica e sensoriamento remoto na estimativa de produção do café conilon

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Simulação sequencial de atributos diagnósticos do solo

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Characterization of geothermal reservoirs’ parameters by inverse problem resolution and geostatistical simulations

BTES (borehole thermal energy storage)systems exchange thermal energy by conduction with the surrounding ground through borehole materials. The spatial variability of the geological properties and the space-time variability of hydrogeological conditions affect the real power rate of heat exchangers and, consequently, the amount of energy extracted from / injected into the ground. For this reason, it is not an easy task to identify the underground thermal properties to use when designing. At the current state of technology, Thermal Response Test (TRT) is the in situ test for the characterization of ground thermal properties with the higher degree of accuracy, but it doesn’t fully solve the problem of characterizing the thermal properties of a shallow geothermal reservoir, simply because it characterizes only the neighborhood of the heat exchanger at hand and only for the test duration. Different analytical and numerical models exist for the characterization of shallow geothermal reservoir, but they are still inadequate and not exhaustive: more sophisticated models must be taken into account and a geostatistical approach is needed to tackle natural variability and estimates uncertainty. The approach adopted for reservoir characterization is the “inverse problem”, typical of oil&gas field analysis. Similarly, we create different realizations of thermal properties by direct sequential simulation and we find the best one fitting real production data (fluid temperature along time). The software used to develop heat production simulation is FEFLOW 5.4 (Finite Element subsurface FLOW system). A geostatistical reservoir model has been set up based on literature thermal properties data and spatial variability hypotheses, and a real TRT has been tested. Then we analyzed and used as well two other codes (SA-Geotherm and FV-Geotherm) which are two implementation of the same numerical model of FEFLOW (Al-Khoury model).

Dynamics of coherent vortices in mixing layers using direct numerical and large-eddy simulations

Coherent vortices in turbulent mixing layers are investigated by means of Direct Numerical Simulation (DNS) and Large-Eddy Simulation (LES). Subgrid-scale models defined in spectral and physical spaces are reviewed. The new "spectral-dynamic viscosity model", that allows to account for non-developed turbulence in the subgrid-scales, is discussed. Pseudo-spectral methods, combined with sixth-order compact finite differences schemes (when periodic boundary conditions cannot be established), are used to solve the Navier- Stokes equations. Simulations in temporal and spatial mixing layers show two types of pairing of primary Kelvin-Helmholtz (KH) vortices depending on initial conditions (or upstream conditions): quasi-2D and helical pairings. In both cases, secondary streamwise vortices are stretched in between the KH vortices at an angle of 45° with the horizontal plane. These streamwise vortices are not only identified in the early transitional stage of the mixing layer but also in self-similar turbulence conditions. The Re dependence of the "diameter" of these vortices is analyzed. Results obtained in spatial growing mixing layers show some evidences of pairing of secondary vortices; after a pairing of the primary Kelvin-Helmholtz (KH) vortices, the streamwise vortices are less numerous and their diameter has increased than before the pairing of KH vortices.

Sequential Machine learning Approaches for Portfolio Management

Cette thèse envisage un ensemble de méthodes permettant aux algorithmes d'apprentissage statistique de mieux traiter la nature séquentielle des problèmes de gestion de portefeuilles financiers. Nous débutons par une considération du problème général de la composition d'algorithmes d'apprentissage devant gérer des tâches séquentielles, en particulier celui de la mise-à-jour efficace des ensembles d'apprentissage dans un cadre de validation séquentielle. Nous énumérons les desiderata que des primitives de composition doivent satisfaire, et faisons ressortir la difficulté de les atteindre de façon rigoureuse et efficace. Nous poursuivons en présentant un ensemble d'algorithmes qui atteignent ces objectifs et présentons une étude de cas d'un système complexe de prise de décision financière utilisant ces techniques. Nous décrivons ensuite une méthode générale permettant de transformer un problème de décision séquentielle non-Markovien en un problème d'apprentissage supervisé en employant un algorithme de recherche basé sur les K meilleurs chemins. Nous traitons d'une application en gestion de portefeuille où nous entraînons un algorithme d'apprentissage à optimiser directement un ratio de Sharpe (ou autre critère non-additif incorporant une aversion au risque). Nous illustrons l'approche par une étude expérimentale approfondie, proposant une architecture de réseaux de neurones spécialisée à la gestion de portefeuille et la comparant à plusieurs alternatives. Finalement, nous introduisons une représentation fonctionnelle de séries chronologiques permettant à des prévisions d'être effectuées sur un horizon variable, tout en utilisant un ensemble informationnel révélé de manière progressive. L'approche est basée sur l'utilisation des processus Gaussiens, lesquels fournissent une matrice de covariance complète entre tous les points pour lesquels une prévision est demandée. Cette information est utilisée à bon escient par un algorithme qui transige activement des écarts de cours (price spreads) entre des contrats à terme sur commodités. L'approche proposée produit, hors échantillon, un rendement ajusté pour le risque significatif, après frais de transactions, sur un portefeuille de 30 actifs.

Testing of subgrid scale (SGS) models for large-eddy simulation (LES) of turbulent channel flow

Sub-grid scale (SGS) models are required in order to model the influence of the unresolved small scales on the resolved scales in large-eddy simulations (LES), the flow at the smallest scales of turbulence. In the following work two SGS models are presented and deeply analyzed in terms of accuracy through several LESs with different spatial resolutions, i.e. grid spacings. The first part of this thesis focuses on the basic theory of turbulence, the governing equations of fluid dynamics and their adaptation to LES. Furthermore, two important SGS models are presented: one is the Dynamic eddy-viscosity model (DEVM), developed by \cite{germano1991dynamic}, while the other is the Explicit Algebraic SGS model (EASSM), by \cite{marstorp2009explicit}. In addition, some details about the implementation of the EASSM in a Pseudo-Spectral Navier-Stokes code \cite{chevalier2007simson} are presented. The performance of the two aforementioned models will be investigated in the following chapters, by means of LES of a channel flow, with friction Reynolds numbers $Re_\tau=590$ up to $Re_\tau=5200$, with relatively coarse resolutions. Data from each simulation will be compared to baseline DNS data. Results have shown that, in contrast to the DEVM, the EASSM has promising potentials for flow predictions at high friction Reynolds numbers: the higher the friction Reynolds number is the better the EASSM will behave and the worse the performances of the DEVM will be. The better performance of the EASSM is contributed to the ability to capture flow anisotropy at the small scales through a correct formulation for the SGS stresses. Moreover, a considerable reduction in the required computational resources can be achieved using the EASSM compared to DEVM. Therefore, the EASSM combines accuracy and computational efficiency, implying that it has a clear potential for industrial CFD usage.

Reynolds-stress turbulence model in the KIVA code for engine simulation

A Reynolds-Stress Turbulence Model has been incorporated with success into the KIVA code, a computational fluid dynamics hydrocode for three-dimensional simulation of fluid flow in engines. The newly implemented Reynolds-stress turbulence model greatly improves the robustness of KIVA, which in its original version has only eddy-viscosity turbulence models. Validation of the Reynolds-stress turbulence model is accomplished by conducting pipe-flow and channel-flow simulations, and comparing the computed results with experimental and direct numerical simulation data. Flows in engines of various geometry and operating conditions are calculated using the model, to study the complex flow fields as well as confirm the model’s validity. Results show that the Reynolds-stress turbulence model is able to resolve flow details such as swirl and recirculation bubbles. The model is proven to be an appropriate choice for engine simulations, with consistency and robustness, while requiring relatively low computational effort.

A laboratory-scale experiment and a numerical simulation of unusual spiral plumes in a High-Prandtl-number fluid, links supplementary material

We experimentally and numerically investigated the generation of plumes from a local heat source (LHS) and studied the interaction of these plumes with cellular convective motion (CCM) in a rectangular cavity filled with silicon oil at a Prandtl number (Pr) of approximately two thousand. The LHS is generated using a 0.2-W green laser beam. A roll-type CCM is generated by vertically heating one side of the cavity. The CCM may lead to the formation of an unusual spiral convective plume that resembles a vertical Archimedes spiral. A similar plume is obtained in a direct numerical simulation. We discuss the physical mechanism for the formation of a spiral plume and the application of the results to mantle convection problems. We also estimate the Reynolds (Re) and Rayleigh (Ra) numbers and apply self-similarity theory to convection in the Earth's mantle. Spiral plumes can be used to interpret mantle tomography results over the last decade.

Verification of a mixed high-order accurate DNS code for laminar turbulent transition by the method of manufactured solutions

This paper presents results on a verification test of a Direct Numerical Simulation code of mixed high-order of accuracy using the method of manufactured solutions (MMS). This test is based on the formulation of an analytical solution for the Navier-Stokes equations modified by the addition of a source term. The present numerical code was aimed at simulating the temporal evolution of instability waves in a plane Poiseuille flow. The governing equations were solved in a vorticity-velocity formulation for a two-dimensional incompressible flow. The code employed two different numerical schemes. One used mixed high-order compact and non-compact finite-differences from fourth-order to sixth-order of accuracy. The other scheme used spectral methods instead of finite-difference methods for the streamwise direction, which was periodic. In the present test, particular attention was paid to the boundary conditions of the physical problem of interest. Indeed, the verification procedure using MMS can be more demanding than the often used comparison with Linear Stability Theory. That is particularly because in the latter test no attention is paid to the nonlinear terms. For the present verification test, it was possible to manufacture an analytical solution that reproduced some aspects of an instability wave in a nonlinear stage. Although the results of the verification by MMS for this mixed-order numerical scheme had to be interpreted with care, the test was very useful as it gave confidence that the code was free of programming errors. Copyright (C) 2009 John Wiley & Sons, Ltd.

Turbulent flow around a rotating stepped cylinder

Direct numerical simulation (DNS) of turbulent flow around a rotating cylinder with two backward-facing steps axisymmetrically mounted in the circumferential direction was performed and compared with DNS of plane backward-facing step flow (PBSF) of Le [J. Fluid Mech. 330, 349 (1997)]. The original motivation of this work stemmed from the efforts to design a simple device which can generate flows of high turbulence intensity at low cost for corrosion researchers. It turned out that the current flow shows flow structures quite similar to those of PBSF downstream of the step, even though configurations of the two flows are totally different from one another. The stepped cylinder appears to be a cost-effective tool in the generation of flow structures similar to those of PBSF. (C) 2002 American Institute of Physics.

The modeling of turbulent reactive flows based on multiple mapping conditioning

A new modeling approach-multiple mapping conditioning (MMC)-is introduced to treat mixing and reaction in turbulent flows. The model combines the advantages of the probability density function and the conditional moment closure methods and is based on a certain generalization of the mapping closure concept. An equivalent stochastic formulation of the MMC model is given. The validity of the closuring hypothesis of the model is demonstrated by a comparison with direct numerical simulation results for the three-stream mixing problem. (C) 2003 American Institute of Physics.

Numerical investigation of turbulent flow around a rotating stepped cylinder for corrosion study

Direct numerical simulation has been carried out for turbulent flow set up by a rotating cylinder with two backward-facing steps axisymmetrically mounted in the circumferential direction. This flow geometry creates a qualitatively similar flow pattern as observed near, a sudden, pipe expansion or a plane backward-facing step, characterized by flow separation and reattachment. A region of intense turbulence intensity and high wall-shear-stress fluctuations is formed in,the recirculating I region downstream of the step, where high mass-transfer capacity was also experimentally observed. Since, corrosion is frequently mass-transfer., controlled, our findings, put forward this apparatus as useful tool for future corrosion research.

Desenvolupament de codis numèrics per a la resolució de fluxos turbulents en ordinadors paral·lels emprant discretitzacions tipus symmetry-preserving

Projecte de recerca elaborat a partir d’una estada a la University of Groningen, Holanda, entre 2007 i 2009. La simulació directa de la turbulència (DNS) és una eina clau dins de la mecànica de fluids computacional. Per una banda permet conèixer millor la física de la turbulència i per l'altra els resultats obtinguts són claus per el desenvolupament dels models de turbulència. No obstant, el DNS no és una tècnica vàlida per a la gran majoria d'aplicacions industrials degut al elevats costos computacionals. Per tant, és necessari cert grau de modelització de la turbulència. En aquest context, s'han introduïts importants millores basades en la modelització del terme convectiu (no lineal) emprant symmetry-preserving regularizations. En tracta de modificar adequadament el terme convectiu a fi de reduir la producció d'escales més i més petites (vortex-stretching) tot mantenint tots els invariants de les equacions originals. Fins ara, aquest models s'han emprat amb èxit per nombres de Rayleigh (Ra) relativament elevats. En aquest punt, disposar de resultats DNS per a configuracions més complexes i nombres de Ra més elevats és clau. En aquest contexte, s'han dut a terme simulacions DNS en el supercomputador MareNostrum d'una Differentially Heated Cavity amb Ra=1e11 i Pr=0.71 durant el primer any dels dos que consta el projecte. A més a més, s'ha adaptat el codi a fi de poder simular el fluxe al voltant d'un cub sobre una pared amb Re=10000. Aquestes simulacions DNS són les més grans fetes fins ara per aquestes configuracions i la seva correcta modelització és un gran repte degut la complexitat dels fluxes. Aquestes noves simulacions DNS estan aportant nous coneixements a la física de la turbulència i aportant resultats indispensables per al progrés de les modelitzacións tipus symmetry-preserving regularization.