Application of the characteristic CIP method to a shallow water model on the sphere

Semi-implicit algorithms are popularly used to deal with the gravitational term in numerical models. In this paper, we adopt the method of characteristics to compute the solutions for gravity waves on a sphere directly using a semi-Lagrangian advection scheme instead of the semi-implicit method in a shallow water model, to avoid expensive matrix inversions. Adoption of the semi-Lagrangian scheme renders the numerical model always stable for any Courant number, and which saves CPU time. To illustrate the efficiency of the characteristic constrained interpolation profile (CIP) method, some numerical results are shown for idealized test cases on a sphere in the Yin-Yang grid system.

A finite-element algorithm for modeling variably saturated flows

A general numerical algorithm in the context of finite element scheme is developed to solve Richards’ equation, in which a mass-conservative, modified head based scheme (MHB) is proposed to approximate the governing equation, and mass-lumping techniques are used to keep the numerical simulation stable. The MHB scheme is compared with the modified Picard iteration scheme (MPI) in a ponding infiltration example. Although the MHB scheme is a little inferior to the MPI scheme in respect of mass balance, it is superior in convergence character and simplicity. Fully implicit, explicit and geometric average conductivity methods are performed and compared, the first one is superior in simulation accuracy and can use large time-step size, but the others are superior in iteration efficiency. The algorithm works well over a wide variety of problems, such as infiltration fronts, steady-state and transient water tables, and transient seepage faces, as demonstrated by its performance against published experimental data. The algorithm is presented in sufficient detail to facilitate its implementation.

Two-dimensional hygrothermal transfer in porous building materials

A two-dimensional mathematical model for evaluating the simultaneous heat and moisture migration in porous building materials was proposed. Vapor content and temperature were chosen as the principal driving potentials. The numerical solution was based on the control volume finite difference technique with fully implicit scheme in time. Two validation experiments were developed in this study. The evolution of transient moisture distributions in both one-dimensional and two-dimensional cases was measured. A comparison between experimental results and those obtained by the numerical model proves that they are fully consistent with each other. The model can be easily integrated into a whole building heat, air and moisture transfer model. Another main advantage of the present numerical method lies in the fact that the required moisture transport properties are comparatively simple and easy to determine.

Numerical analyses of Runge–Kutta implicit–explicit schemes for horizontally explicit, vertically implicit solutions of atmospheric models

With the prospect of exascale computing, computational methods requiring only local data become especially attractive. Consequently, the typical domain decomposition of atmospheric models means horizontally-explicit vertically-implicit (HEVI) time-stepping schemes warrant further attention. In this analysis, Runge-Kutta implicit-explicit schemes from the literature are analysed for their stability and accuracy using a von Neumann stability analysis of two linear systems. Attention is paid to the numerical phase to indicate the behaviour of phase and group velocities. Where the analysis is tractable, analytically derived expressions are considered. For more complicated cases, amplification factors have been numerically generated and the associated amplitudes and phase diagnosed. Analysis of a system describing acoustic waves has necessitated attributing the three resultant eigenvalues to the three physical modes of the system. To do so, a series of algorithms has been devised to track the eigenvalues across the frequency space. The result enables analysis of whether the schemes exactly preserve the non-divergent mode; and whether there is evidence of spurious reversal in the direction of group velocities or asymmetry in the damping for the pair of acoustic modes. Frequency ranges that span next-generation high-resolution weather models to coarse-resolution climate models are considered; and a comparison is made of errors accumulated from multiple stability-constrained shorter time-steps from the HEVI scheme with a single integration from a fully implicit scheme over the same time interval. Two schemes, “Trap2(2,3,2)” and “UJ3(1,3,2)”, both already used in atmospheric models, are identified as offering consistently good stability and representation of phase across all the analyses. Furthermore, according to a simple measure of computational cost, “Trap2(2,3,2)” is the least expensive.

Numerical solution of the FENE-CR model in complex flows

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

Additional scaled solutions to Richards' equation for infiltration and drainage

Warrick and Hussen developed in the nineties of the last century a method to scale Richards' equation (RE) for similar soils. In this paper, new scaled solutions are added to the method of Warrick and Hussen considering a wider range of soils regardless of their dissimilarity. Gardner-Kozeny hydraulic functions are adopted instead of Brooks-Corey functions used originally by Warrick and Hussen. These functions allow to reduce the dependence of the scaled RE on the soil properties. To evaluate the proposed method (PM), the scaled RE was solved numerically using a finite difference method with a fully implicit scheme. Three cases were considered: constant-head infiltration, constant-flux infiltration, and drainage of an initially uniform wet soil. The results for five texturally different soils ranging from sand to clay (adopted from the literature) showed that the scaled solutions were invariant to a satisfactory degree. However, slight deviations were observed mainly for the sandy soil. Moreover, the scaled solutions deviated when the soil profile was initially wet in the infiltration case or when deeply wet in the drainage condition. Based on the PM, a Philip-type model was also developed to approximate RE solutions for the constant-head infiltration. The model showed a good agreement with the scaled RE for the same range of soils and conditions, however only for Gardner-Kozeny soils. Such a procedure reduces numerical calculations and provides additional opportunities for solving the highly nonlinear RE for unsaturated water flow in soils. (C) 2011 Elsevier B.V. All rights reserved.

Fully Automatic Segmentation of Brain Tumor Images using Support Vector Machine Classiffication in Combination with Hierarchical Conditional Random Field Regularization

Delineating brain tumor boundaries from magnetic resonance images is an essential task for the analysis of brain cancer. We propose a fully automatic method for brain tissue segmentation, which combines Support Vector Machine classification using multispectral intensities and textures with subsequent hierarchical regularization based on Conditional Random Fields. The CRF regularization introduces spatial constraints to the powerful SVM classification, which assumes voxels to be independent from their neighbors. The approach first separates healthy and tumor tissue before both regions are subclassified into cerebrospinal fluid, white matter, gray matter and necrotic, active, edema region respectively in a novel hierarchical way. The hierarchical approach adds robustness and speed by allowing to apply different levels of regularization at different stages. The method is fast and tailored to standard clinical acquisition protocols. It was assessed on 10 multispectral patient datasets with results outperforming previous methods in terms of segmentation detail and computation times.

Fully Automatic Segmentation of Hip CT Images

Automatic segmentation of the hip joint with pelvis and proximal femur surfaces from CT images is essential for orthopedic diagnosis and surgery. It remains challenging due to the narrowness of hip joint space, where the adjacent surfaces of acetabulum and femoral head are hardly distinguished from each other. This chapter presents a fully automatic method to segment pelvic and proximal femoral surfaces from hip CT images. A coarse-to-fine strategy was proposed to combine multi-atlas segmentation with graph-based surface detection. The multi-atlas segmentation step seeks to coarsely extract the entire hip joint region. It uses automatically detected anatomical landmarks to initialize and select the atlas and accelerate the segmentation. The graph based surface detection is to refine the coarsely segmented hip joint region. It aims at completely and efficiently separate the adjacent surfaces of the acetabulum and the femoral head while preserving the hip joint structure. The proposed strategy was evaluated on 30 hip CT images and provided an average accuracy of 0.55, 0.54, and 0.50 mm for segmenting the pelvis, the left and right proximal femurs, respectively.

Implicit stochastic Runge-Kutta methods for stochastic differential equations

In this paper we construct implicit stochastic Runge-Kutta (SRK) methods for solving stochastic differential equations of Stratonovich type. Instead of using the increment of a Wiener process, modified random variables are used. We give convergence conditions of the SRK methods with these modified random variables. In particular, the truncated random variable is used. We present a two-stage stiffly accurate diagonal implicit SRK (SADISRK2) method with strong order 1.0 which has better numerical behaviour than extant methods. We also construct a five-stage diagonal implicit SRK method and a six-stage stiffly accurate diagonal implicit SRK method with strong order 1.5. The mean-square and asymptotic stability properties of the trapezoidal method and the SADISRK2 method are analysed and compared with an explicit method and a semi-implicit method. Numerical results are reported for confirming convergence properties and for comparing the numerical behaviour of these methods.

On the steady-state assumption and its application to the rotating disk voltammetry of adsorbed enzymes

Rotating disk voltammetry is routinely used to study electrochemically driven enzyme catalysis because of the assumption that the method produces a steady-state system. This assumption is based on the sigmoidal shape of the voltammograms. We have introduced an electrochemical adaptation of the King-Altman method to simulate voltammograms in which the enzyme catalysis, within an immobilized enzyme layer, is steadystate. This method is readily adaptable to any mechanism and provides a readily programmable means of obtaining closed form analytical equations for a steady-state system. The steady-state simulations are compared to fully implicit finite difference (FIFD) simulations carried out without any steady-state assumptions. On the basis of our simulations, we conclude that, under typical experimental conditions, steady-state enzyme catalysis is unlikely to occur within electrode-immobilized enzyme layers and that typically sigmoidal rotating disk voltammograms merely reflect a mass transfer steady state as opposed to a true steady state of enzyme intermediates at each potential.

A finite element framework for the interplay between delamination and buckling of rubber-like bi-material systems and stretchable electronics

In this study, a finite element (FE) framework for the analysis of the interplay between buckling and delamination of thin layers bonded to soft substrates is proposed. The current framework incorporates the following modeling features: (i) geometrically nonlinear solid shell elements, (ii) geometrically nonlinear cohesive interface elements, and (iii) hyperelastic material constitutive response for the bodies that compose the system. A fully implicit Newton–Raphson solution strategy is adopted to deal with the complex simultaneous presence of geometrical and material nonlinearities through the derivation of the consistent FE formulation. Applications to a rubber-like bi-material system under finite bending and to patterned stiff islands resting on soft substrate for stretchable solar cells subjected to tensile loading are proposed. The results obtained are in good agreement with benchmark results available in the literature, confirming the accuracy and the capabilities of the proposed numerical method for the analysis of complex three-dimensional fracture mechanics problems under finite deformations.

Conduction-radiation effect on natural convection flow in a fluid-saturated non-Darcy porous medium enclosed by non-isothermal walls

The effect of conduction-convection-radiation on natural convection flow of Newtonian optically thick gray fluid, confined in a non-Darcian porous media square cavity is numerically studied. For the gray fluid consideration is given to Rosseland diffusion approximation. Further assuming that (i) the temperature of the left vertical wall is varying linearly with height, (ii) cooled right vertical and top walls and (iii) the bottom wall is uniformly-heated. The governing equations are solved using the Alternate Direct Implicit method together with the Successive Over Relaxation technique. The investigation of the effect of governing parameters namely the Forschheimer resistance (Γ), the Planck constant (Rd), and the temperature difference (Δ), on flow pattern and heat transfer characteristics has been carried out. It was seen that the reduction of flow and heat transfer occurs as the Forschheimer resistance is increased. On the other hand both the strength of flow and heat transfer increases as the temperature ratio, Δ, is increased.

Adaptive stepsize based on control theory for stochastic differential equations

The numerical solution of stochastic differential equations (SDEs) has been focused recently on the development of numerical methods with good stability and order properties. These numerical implementations have been made with fixed stepsize, but there are many situations when a fixed stepsize is not appropriate. In the numerical solution of ordinary differential equations, much work has been carried out on developing robust implementation techniques using variable stepsize. It has been necessary, in the deterministic case, to consider the "best" choice for an initial stepsize, as well as developing effective strategies for stepsize control-the same, of course, must be carried out in the stochastic case. In this paper, proportional integral (PI) control is applied to a variable stepsize implementation of an embedded pair of stochastic Runge-Kutta methods used to obtain numerical solutions of nonstiff SDEs. For stiff SDEs, the embedded pair of the balanced Milstein and balanced implicit method is implemented in variable stepsize mode using a predictive controller for the stepsize change. The extension of these stepsize controllers from a digital filter theory point of view via PI with derivative (PID) control will also be implemented. The implementations show the improvement in efficiency that can be attained when using these control theory approaches compared with the regular stepsize change strategy.

Heat transfer analysis of viscous incompressible fluid by combined natural convection and radiation in an open cavity

The effect of radiation on natural convection of Newtonian fluid contained in an open cavity is investigated in this study. The governing partial differential equations are solved numerically using the Alternate Direct Implicit method together with the Successive Over Relaxation method. The study is focused on studying the flow pattern and the convective and radiative heat transfer rates are studied for different values of radiation parameters namely, the optical thickness of the fluid, scattering albedo, and the Planck number. It was found that in the optically thin limit, an increase in the optical thickness of the fluid raises the temperature and radiation heat transfer of the fluid. However, a further increase in the optical thickness decreases the radiative heat transfer rate due to increase in the energy level of the fluid, which ultimately reduces the total heat transfer rate within the fluid.