Shock control bump design optimization on Natural Laminar Aerofoil

The chapter investigates Shock Control Bumps (SCB) on a Natural Laminar Flow (NLF) aerofoil; RAE 5243 for Active Flow Control (AFC). A SCB approach is used to decelerate supersonic flow on the suction/pressure sides of transonic aerofoil that leads delaying shock occurrence or weakening of shock strength. Such an AFC technique reduces significantly the total drag at transonic speeds. This chapter considers the SCB shape design optimisation at two boundary layer transition positions (0 and 45%) using an Euler software coupled with viscous boundary layer effects and robust Evolutionary Algorithms (EAs). The optimisation method is based on a canonical Evolution Strategy (ES) algorithm and incorporates the concepts of hierarchical topology and parallel asynchronous evaluation of candidate solution. Two test cases are considered with numerical experiments; the first test deals with a transition point occurring at the leading edge and the transition point is fixed at 45% of wing chord in the second test. Numerical results are presented and it is demonstrated that an optimal SCB design can be found to significantly reduce transonic wave drag and improves lift on drag (L/D) value when compared to the baseline aerofoil design.

Molecular dynamics study of dynamic buckling properties of nanowires with defects

Based on the embedded atom method (EAM) and molecular dynamics (MD) method, the deformation properties of Cu nanowires with different single defects under dynamic compression have been studied. The mechanical behaviours of the perfect nanowire are first studied, and the critical stress decreases with the increase of the nanowire’s length, which is well agreed with the modified Euler theory. We then consider the effects to the buckling phenomenon resulted from different defects. It is found that obvious decrease of the critical stress is resulted from different defects, and the largest decrease is found in nanowire with the surface vertical defect. Surface defects are found exerting larger influence than internal defects. The buckling duration is found shortened due to different defects except the nanowire with surface horizon defect, which is also found possessing the largest deflection. Different deflections are also observed for different defected nanowires. It is find that due to surface defects, only deflection in one direction is happened, but for internal defects, more complex deflection circumstances are observed.

Accelerated leap methods for simulating discrete stochastic chemical kinetics

Biologists are increasingly conscious of the critical role that noise plays in cellular functions such as genetic regulation, often in connection with fluctuations in small numbers of key regulatory molecules. This has inspired the development of models that capture this fundamentally discrete and stochastic nature of cellular biology - most notably the Gillespie stochastic simulation algorithm (SSA). The SSA simulates a temporally homogeneous, discrete-state, continuous-time Markov process, and of course the corresponding probabilities and numbers of each molecular species must all remain positive. While accurately serving this purpose, the SSA can be computationally inefficient due to very small time stepping so faster approximations such as the Poisson and Binomial τ-leap methods have been suggested. This work places these leap methods in the context of numerical methods for the solution of stochastic differential equations (SDEs) driven by Poisson noise. This allows analogues of Euler-Maruyuma, Milstein and even higher order methods to be developed through the Itô-Taylor expansions as well as similar derivative-free Runge-Kutta approaches. Numerical results demonstrate that these novel methods compare favourably with existing techniques for simulating biochemical reactions by more accurately capturing crucial properties such as the mean and variance than existing methods.

Theoretical and numerical investigation of bending properties of Cu nanowires

Based on the AFM-bending experiments, a molecular dynamics (MD) bending simulation model is established which could accurately account for the full spectrum of the mechanical properties of NWs in a double clamped beam configuration, ranging from elasticity to plasticity and failure. It is found that, loading rate exerts significant influence to the mechanical behaviours of nanowires (NWs). Specifically, a loading rate lower than 10 m/s is found reasonable for a homogonous bending deformation. Both loading rate and potential between the tip and the NW are found to play an important role in the adhesive phenomenon. The force versus displacement (F-d) curve from MD simulation is highly consistent in shapes with that from experiments. Symmetrical F-d curves during loading and unloading processes are observed, which reveal the linear-elastic and non-elastic bending deformation of NWs. The typical bending induced tensile-compressive features are observed. Meanwhile, the simulation results are excellently fitted by the classical Euler-Bernoulli beam theory with axial effect. It is concluded that, axial tensile force becomes crucial in bending deformation when the beam size is down to nanoscale for double clamped NWs. In addition, we find shorter NWs will have an earlier yielding and a larger yielding force. Mechanical properties (Young’s modulus & yield strength) obtained from both bending and tensile deformations are found comparable with each other. Specifically, the modulus is essentially similar under these two loading methods, while the yield strength during bending is observed larger than that during tension.

Modified beam theories for bending properties of nanowires considering surface/intrinsic effects and axial extension effect

Several studies of the surface effect on bending properties of a nanowire (NW) have been conducted. However, these analyses are mainly based on theoretical predictions, and there is seldom integration study in combination between theoretical predictions and simulation results. Thus, based on the molecular dynamics (MD) simulation and different modified beam theories, a comprehensive theoretical and numerical study for bending properties of nanowires considering surface/intrinsic stress effects and axial extension effect is conducted in this work. The discussion begins from the Euler-Bernoulli beam theory and Timoshenko beam theory augmented with surface effect. It is found that when the NW possesses a relatively small cross-sectional size, these two theories cannot accurately interpret the true surface effect. The incorporation of axial extension effect into Euler-Bernoulli beam theory provides a nonlinear solution that agrees with the nonlinear-elastic experimental and MD results. However, it is still found inaccurate when the NW cross-sectional size is relatively small. Such inaccuracy is also observed for the Euler-Bernoulli beam theory augmented with both contributions from surface effect and axial extension effect. A comprehensive model for completely considering influences from surface stress, intrinsic stress, and axial extension is then proposed, which leads to good agreement with MD simulation results. It is thus concluded that, for NWs with a relatively small cross-sectional size, a simple consideration of surface stress effect is inappropriate, and a comprehensive consideration of the intrinsic stress effect is required.

A fundamental numerical and theoretical study for the vibrational properties of nanowires

Based on the molecular dynamics (MD) simulation and the classical Euler-Bernoulli beam theory, a fundamental study of the vibrational performance of the Ag nanowire (NW) is carried out. A comprehensive analysis of the quality (Q)-factor, natural frequency, beat vibration, as well as high vibration mode is presented. Two excitation approaches, i.e., velocity excitation and displacement excitation, have been successfully implemented to achieve the vibration of NWs. Upon these two kinds of excitations, consistent results are obtained, i.e., the increase of the initial excitation amplitude will lead to a decrease to the Q-factor, and moderate plastic deformation could increase the first natural frequency. Meanwhile, the beat vibration driven by a single relatively large excitation or two uniform excitations in both two lateral directions is observed. It is concluded that the nonlinear changing trend of external energy magnitude does not necessarily mean a nonconstant Q-factor. In particular, the first order natural frequency of the Ag NW is observed to decrease with the increase of temperature. Furthermore, comparing with the predictions by Euler- Bernoulli beam theory, the MD simulation provides a larger and smaller first vibration frequencies for the clamped-clamped and clamped-free thin Ag NWs, respectively. Additionally, for thin NWs, the first order natural frequency exhibits a parabolic relationship with the excitation magnitudes. The frequencies of the higher vibration modes tend to be low in comparison to Euler-Bernoulli beam theory predictions. A combined initial excitation is proposed which is capable to drive the NW under a multi-mode vibration and arrows the coexistence of all the following low vibration modes. This work sheds lights on the better understanding of the mechanical properties of NWs and benefits the increasing utilities of NWs in diverse nano-electronic devices.

A boundary preserving numerical algorithm for the Wright-Fisher model with mutation

The Wright-Fisher model is an Itô stochastic differential equation that was originally introduced to model genetic drift within finite populations and has recently been used as an approximation to ion channel dynamics within cardiac and neuronal cells. While analytic solutions to this equation remain within the interval [0,1], current numerical methods are unable to preserve such boundaries in the approximation. We present a new numerical method that guarantees approximations to a form of Wright-Fisher model, which includes mutation, remain within [0,1] for all time with probability one. Strong convergence of the method is proved and numerical experiments suggest that this new scheme converges with strong order 1/2. Extending this method to a multidimensional case, numerical tests suggest that the algorithm still converges strongly with order 1/2. Finally, numerical solutions obtained using this new method are compared to those obtained using the Euler-Maruyama method where the Wiener increment is resampled to ensure solutions remain within [0,1].

Numerical analysis of the time variable fractional order mobile-immobile advection-dispersion model

Many physical processes exhibit fractional order behavior that varies with time or space. The continuum of order in the fractional calculus allows the order of the fractional operator to be considered as a variable. In this paper, we consider the time variable fractional order mobile-immobile advection-dispersion model. Numerical methods and analyses of stability and convergence for the fractional partial differential equations are quite limited and difficult to derive. This motivates us to develop efficient numerical methods as well as stability and convergence of the implicit numerical methods for the fractional order mobile immobile advection-dispersion model. In the paper, we use the Coimbra variable time fractional derivative which is more efficient from the numerical standpoint and is preferable for modeling dynamical systems. An implicit Euler approximation for the equation is proposed and then the stability of the approximation are investigated. As for the convergence of the numerical scheme we only consider a special case, i.e. the time fractional derivative is independent of time variable t. The case where the time fractional derivative depends both the time variable t and the space variable x will be considered in the future work. Finally, numerical examples are provided to show that the implicit Euler approximation is computationally efficient.

Multi-objective design optimization of morphing UAV aerofoil/wing using hybridised MOGA

The paper investigates two advanced Computational Intelligence Systems (CIS) for a morphing Unmanned Aerial Vehicle (UAV) aerofoil/wing shape design optimisation. The first CIS uses Genetic Algorithm (GA) and the second CIS uses Hybridized GA (HGA) with the concept of Nash-Equilibrium to speed up the optimisation process. During the optimisation, Nash-Game will act as a pre-conditioner. Both CISs; GA and HGA, are based on Pareto optimality and they are coupled to Euler based Computational Fluid Dynamic (CFD) analyser and one type of Computer Aided Design (CAD) system during the optimisation.

Stable strong order 1.0 schemes for solving stochastic ordinary differential equations

The Balanced method was introduced as a class of quasi-implicit methods, based upon the Euler-Maruyama scheme, for solving stiff stochastic differential equations. We extend the Balanced method to introduce a class of stable strong order 1. 0 numerical schemes for solving stochastic ordinary differential equations. We derive convergence results for this class of numerical schemes. We illustrate the asymptotic stability of this class of schemes is illustrated and is compared with contemporary schemes of strong order 1. 0. We present some evidence on parametric selection with respect to minimising the error convergence terms. Furthermore we provide a convergence result for general Balanced style schemes of higher orders.

A variable-stepsize Jacobian-free exponential integrator for simulating transport in heterogeneous porous media : application to wood drying

A Jacobian-free variable-stepsize method is developed for the numerical integration of the large, stiff systems of differential equations encountered when simulating transport in heterogeneous porous media. Our method utilises the exponential Rosenbrock-Euler method, which is explicit in nature and requires a matrix-vector product involving the exponential of the Jacobian matrix at each step of the integration process. These products can be approximated using Krylov subspace methods, which permit a large integration stepsize to be utilised without having to precondition the iterations. This means that our method is truly "Jacobian-free" - the Jacobian need never be formed or factored during the simulation. We assess the performance of the new algorithm for simulating the drying of softwood. Numerical experiments conducted for both low and high temperature drying demonstrates that the new approach outperforms (in terms of accuracy and efficiency) existing simulation codes that utilise the backward Euler method via a preconditioned Newton-Krylov strategy.

Surface effects on the dual-mode vibration of <110> silver nanowires with different cross-sections

Dual-mode vibration of nanowires has been reported experimentally through actuation of the nanowire at its resonance frequency, which is expected to open up a variety of new modalities for the NEMS that could operate in the nonlinear regime. In the present work, we utilize large scale molecular dynamics simulations to investigate the dual-mode vibration of <110> Ag nanowires with triangular, rhombic and truncated rhombic cross-sections. By incorporating the generalized Young-Laplace equation into Euler-Bernoulli beam theory, the influence of surface effects on the dual-mode vibration is studied. Due to the different lattice spacing in principal axes of inertia of the {110} atomic layers, the NW is also modeled as a discrete system to reveal the influence from such specific atomic arrangement. It is found that the <110> Ag NW will under a dual-mode vibration if the actuation direction is deviated from the two principal axes of inertia. The predictions of the two first mode natural frequencies by the classical beam model appear underestimated comparing with the MD results, which are found to be enhanced by the discrete model. Particularly, the predictions by the beam theory with the contribution of surface effects are uniformly larger than the classical beam model, which exhibit better agreement with MD results for larger cross-sectional size. However, for ultrathin NWs, current consideration of surface effects is still experiencing certain inaccuracy. In all, for all different cross-sections, the inclusion of surface effects is found to reduce the difference between the two first mode natural frequencies. This trend is observed consistent with MD results. This study provides a first comprehensive investigation on the dual-mode vibration of <110> oriented Ag NWs, which is supposed to benefit the applications of NWs that acting as a resonating beam.

A multi-scaled approach for simulating chemical reaction systems

In this paper we give an overview of some very recent work, as well as presenting a new approach, on the stochastic simulation of multi-scaled systems involving chemical reactions. In many biological systems (such as genetic regulation and cellular dynamics) there is a mix between small numbers of key regulatory proteins, and medium and large numbers of molecules. In addition, it is important to be able to follow the trajectories of individual molecules by taking proper account of the randomness inherent in such a system. We describe different types of simulation techniques (including the stochastic simulation algorithm, Poisson Runge-Kutta methods and the balanced Euler method) for treating simulations in the three different reaction regimes: slow, medium and fast. We then review some recent techniques on the treatment of coupled slow and fast reactions for stochastic chemical kinetics and present a new approach which couples the three regimes mentioned above. We then apply this approach to a biologically inspired problem involving the expression and activity of LacZ and LacY proteins in E coli, and conclude with a discussion on the significance of this work. (C) 2004 Elsevier Ltd. All rights reserved.

Numerical simulation of stochastic ordinary differential equations in biomathematical modelling

In this work we discuss the effects of white and coloured noise perturbations on the parameters of a mathematical model of bacteriophage infection introduced by Beretta and Kuang in [Math. Biosc. 149 (1998) 57]. We numerically simulate the strong solutions of the resulting systems of stochastic ordinary differential equations (SDEs), with respect to the global error, by means of numerical methods of both Euler-Taylor expansion and stochastic Runge-Kutta type.

High strong order methods for non-commutative stochastic ordinary differential equation systems and the Magnus formula

In recent years considerable attention has been paid to the numerical solution of stochastic ordinary differential equations (SODEs), as SODEs are often more appropriate than their deterministic counterparts in many modelling situations. However, unlike the deterministic case numerical methods for SODEs are considerably less sophisticated due to the difficulty in representing the (possibly large number of) random variable approximations to the stochastic integrals. Although Burrage and Burrage [High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations, Applied Numerical Mathematics 22 (1996) 81-101] were able to construct strong local order 1.5 stochastic Runge-Kutta methods for certain cases, it is known that all extant stochastic Runge-Kutta methods suffer an order reduction down to strong order 0.5 if there is non-commutativity between the functions associated with the multiple Wiener processes. This order reduction down to that of the Euler-Maruyama method imposes severe difficulties in obtaining meaningful solutions in a reasonable time frame and this paper attempts to circumvent these difficulties by some new techniques. An additional difficulty in solving SODEs arises even in the Linear case since it is not possible to write the solution analytically in terms of matrix exponentials unless there is a commutativity property between the functions associated with the multiple Wiener processes. Thus in this present paper first the work of Magnus [On the exponential solution of differential equations for a linear operator, Communications on Pure and Applied Mathematics 7 (1954) 649-673] (applied to deterministic non-commutative Linear problems) will be applied to non-commutative linear SODEs and methods of strong order 1.5 for arbitrary, linear, non-commutative SODE systems will be constructed - hence giving an accurate approximation to the general linear problem. Secondly, for general nonlinear non-commutative systems with an arbitrary number (d) of Wiener processes it is shown that strong local order I Runge-Kutta methods with d + 1 stages can be constructed by evaluated a set of Lie brackets as well as the standard function evaluations. A method is then constructed which can be efficiently implemented in a parallel environment for this arbitrary number of Wiener processes. Finally some numerical results are presented which illustrate the efficacy of these approaches. (C) 1999 Elsevier Science B.V. All rights reserved.