Influence of insoluble surfactant on the deformation and breakup of a bubble or thread in a viscous fluid

The influence of surfactant on the breakup of a prestretched bubble in a quiescent viscous surrounding is studied by a combination of direct numerical simulation and the solution of a long-wave asymptotic model. The direct numerical simulations describe the evolution toward breakup of an inviscid bubble, while the effects of small but non-zero interior viscosity are readily included in the long-wave model for a fluid thread in the Stokes flow limit. The direct numerical simulations use a specific but realizable and representative initial bubble shape to compare the evolution toward breakup of a clean or surfactant-free bubble and a bubble that is coated with insoluble surfactant. A distinguishing feature of the evolution in the presence of surfactant is the interruption of bubble breakup by formation of a slender quasi-steady thread of the interior fluid. This forms because the decrease in surface area causes a decrease in the surface tension and capillary pressure, until at a small but non-zero radius, equilibrium occurs between the capillary pressure and interior fluid pressure. The long-wave asymptotic model, for a thread with periodic boundary conditions, explains the principal mechanism of the slender thread's formation and confirms, for example, the relatively minor role played by the Marangoni stress. The large-time evolution of the slender thread and the precise location of its breakup are, however, influenced by effects such as the Marangoni stress and surface diffusion of surfactant. © 2008 Cambridge University Press.

Mode I crack growth resistance of metallic foams

A Dugdale-type cohesive zone model is used to predict the mode I crack growth resistance (R-curve) of metallic foams, with the fracture process characterized by an idealized traction-separation law that relates the crack surface traction to crack opening displacement. A quadratic yield function, involving the von Mises effective stress and mean stress, is used to account for the plastic compressibility of metallic foams. Finite element calculations are performed for the crack growth resistance under small scale yielding and small scale bridging in plane strain, with K-field boundary conditions. The following effects upon the fracture process are quantified: material hardening, bridging strength, T-stress (the non-singular stress acting parallel to the crack plane), and the shape of yield surface. To study the failure behaviour and notch sensitivity of metallic foams in the presence of large scale yielding, a study is made for panels embedded with either a centre-crack or an open hole and subjected to tensile stressing. For the centre-cracked panel, a transition crack size is predicted for which the fracture response switches from net section yielding to elastic-brittle fracture. Likewise, for a panel containing a centre-hole, a transition hole diameter exists for which the fracture response switches from net section yielding to a local maximum stress criterion at the edge of the hole.

A field model interpretation of crack initiation and growth behavior in ferroelectric ceramics: change of poling direction and boundary condition

Strain energy density expressions are obtained from a field model that can qualitatively exhibit how the electrical and mechanical disturbances would affect the crack growth behavior in ferroelectric ceramics. Simplification is achieved by considering only three material constants to account for elastic, piezoelectric and dielectric effects. Cross interaction of electric field (or displacement) with mechanical stress (or strain) is identified with the piezoelectric effect; it occurs only when the pole is aligned normal to the crack. Switching of the pole axis by 90degrees and 180degrees is examined for possible connection with domain switching. Opposing crack growth behavior can be obtained when the specification of mechanical stress sigma(infinity) and electric field E-infinity or (sigma(infinity), E-infinity) is replaced by strain e and electric displacement D-infinity or (epsilon(infinity), D-infinity). Mixed conditions (sigma(infinity),D-infinity) and (epsilon(infinity),E-infinity) are also considered. In general, crack growth is found to be larger when compared to that without the application of electric disturbances. This includes both the electric field and displacement. For the eight possible boundary conditions, crack growth retardation is identified only with (E-y(infinity),sigma(y)(infinity)) for negative E-y(infinity) and (D-y(infinity), epsilon(y)(infinity)) for positive D-y(infinity) while the mechanical conditions sigma(y)(infinity) or epsilon(y)infinity are not changed. Suitable combinations of the elastic, piezoelectric and dielectric material constants could also be made to suppress crack growth. (C) 2002 Published by Elsevier Science Ltd.

First-passage failure of quasi-integrable Hamiltonian systems

The first-passage failure of quasi-integrable Hamiltonian si-stems (multidegree-of-freedom integrable Hamiltonian systems subject to light dampings and weakly random excitations) is investigated. The motion equations of such a system are first reduced to a set of averaged Ito stochastic differential equations by using the stochastic averaging method for quasi-integrable Hamiltonian systems. Then, a backward Kolmogorov equation governing the conditional reliability function and a set of generalized Pontryagin equations governing the conditional moments of first-passage time are established. Finally, the conditional reliability function, and the conditional probability density and moments of first-passage time are obtained by solving these equations with suitable initial and boundary conditions. Two examples are given to illustrate the proposed procedure and the results from digital simulation are obtained to verify the effectiveness of the procedure.

Compact difference approximation with consistent boundary condition

For simulating multi-scale complex flow fields it should be noted that all the physical quantities we are interested in must be simulated well. With limitation of the computer resources it is preferred to use high order accurate difference schemes. Because of their high accuracy and small stencil of grid points computational fluid dynamics (CFD) workers pay more attention to compact schemes recently. For simulating the complex flow fields the treatment of boundary conditions at the far field boundary points and near far field boundary points is very important. According to authors' experience and published results some aspects of boundary condition treatment for far field boundary are presented, and the emphasis is on treatment of boundary conditions for the upwind compact schemes. The consistent treatment of boundary conditions at the near boundary points is also discussed. At the end of the paper are given some numerical examples. The computed results with presented method are satisfactory.

Compact finite difference - Fourier spectral method for three-dimensional incompressible Navier-Stokes equations

A new compact finite difference-Fourier spectral hybrid method for solving the three dimensional incompressible Navier-Stokes equations is developed in the present paper. The fifth-order upwind compact finite difference schemes for the nonlinear convection terms in the physical space, and the sixth-order center compact schemes for the derivatives in spectral space are described, respectively. The fourth-order compact schemes in a single nine-point cell for solving the Helmholtz equations satisfied by the velocities and pressure in spectral space is derived and its preconditioned conjugate gradient iteration method is studied. The treatment of pressure boundary conditions and the three dimensional non-reflecting outflow boundary conditions are presented. Application to the vortex dislocation evolution in a three dimensional wake is also reported.

3D Finite Volume Scheme for Czochralski Single Crystal Growth

Czochralski (Cz) technique, which is used for growing single crystals, has dominated the production of single crystals for electronic applications. The Cz growth process involves multiple phases, moving interface and three-dimensional behavior. Much has been done to study these phenomena by means of numerical methods as well as experimental observations. A three-dimensional curvilinear finite volume based algorithm has been developed to model the Cz process. A body-fitted transformation based approach is adopted in conjunction with a multizone adaptive grid generation (MAGG) technique to accurately handle the three-dimensional problems of phase-change in irregular geometries with free and moving surfaces. The multizone adaptive model is used to perform a three-dimensional simulation of the Cz growth of silicon single crystals.Since the phase change interface are irregular in shape and they move in response to the solution, accurate treatment of these interfaces is important from numerical accuracy point of view. The multizone adaptive grid generation (MAGG) is the appropriate scheme for this purpose. Another challenge encountered is the moving and periodic boundary conditions, which is essential to the numerical solution of the governing equations. Special treatments are implemented to impose the periodic boundary condition in a particular direction and to determine the internal boundary position and shape varying with the combination of ambient physicochemical transport process and interfacial dynamics. As indicated above that the applications and processes characterized by multi-phase, moving interfaces and irregular shape render the associated physical phenomena three-dimensional and unsteady. Therefore a generalized 3D model rather than a 2D simulation, in which the governing equations are solved in a general non-orthogonal coordinate system, is constructed to describe and capture the features of the growth process. All this has been implemented and validated by using it to model the low pressure Cz growth of silicon. Accuracy of this scheme is demonstrated by agreement of simulation data with available experimental data. Using the quasi-steady state approximation, it is shown that the flow and temperature fields in the melt under certain operating conditions become asymmetric and unsteady even in the absence of extrinsic sources of asymmetry. Asymmetry in the flow and temperature fields, caused by high shear initiated phenomena, affects the interface shape in the azimuthal direction thus results in the thermal stress distribution in the vicinity, which has serious implications from crystal quality point of view.

A singularly perturbed linear two-point boundary-value problem

We consider the following singularly perturbed linear two-point boundary-value problem:

Ly(x) ≡ Ω(ε)D_xy(x) - A(x,ε)y(x) = f(x,ε) 0≤x≤1 (1a)

By ≡ L(ε)y(0) + R(ε)y(1) = g(ε) ε → 0^+ (1b)

Here Ω(ε) is a diagonal matrix whose first m diagonal elements are 1 and last m elements are ε. Aside from reasonable continuity conditions placed on A, L, R, f, g, we assume the lower right mxm principle submatrix of A has no eigenvalues whose real part is zero. Under these assumptions a constructive technique is used to derive sufficient conditions for the existence of a unique solution of (1). These sufficient conditions are used to define when (1) is a regular problem. It is then shown that as ε → 0^+ the solution of a regular problem exists and converges on every closed subinterval of (0,1) to a solution of the reduced problem. The reduced problem consists of the differential equation obtained by formally setting ε equal to zero in (1a) and initial conditions obtained from the boundary conditions (1b). Several examples of regular problems are also considered.

A similar technique is used to derive the properties of the solution of a particular difference scheme used to approximate (1). Under restrictions on the boundary conditions (1b) it is shown that for the stepsize much larger than ε the solution of the difference scheme, when applied to a regular problem, accurately represents the solution of the reduced problem.

Furthermore, the existence of a similarity transformation which block diagonalizes a matrix is presented as well as exponential bounds on certain fundamental solution matrices associated with the problem (1).

Nuclear Hartree-Fock calculations on parallel computers

Hartree-Fock (HF) calculations have had remarkable success in describing large nuclei at high spin, temperature and deformation. To allow full range of possible deformations, the Skyrme HF equations can be discretized on a three-dimensional mesh. However, such calculations are currently limited by the computational resources provided by traditional supercomputers. To take advantage of recent developments in massively parallel computing technology, we have implemented the LLNL Skyrme-force static and rotational HF codes on Intel's DELTA and GAMMA systems at Caltech.

We decomposed the HF code by assigning a portion of the mesh to each node, with nearest neighbor meshes assigned to nodes connected by communication· channels. This kind of decomposition is well-suited for the DELTA and the GAMMA architecture because the only non-local operations are wave function orthogonalization and the boundary conditions of the Poisson equation for the Coulomb field.

Our first application of the HF code on parallel computers has been the study of identical superdeformed (SD) rotational bands in the Hg region. In the last ten years, many SD rotational bands have been found experimentally. One very surprising feature found in these SD rotational bands is that many pairs of bands in nuclei that differ by one or two mass units have nearly identical deexcitation gamma-ray energies. Our calculations of the five rotational bands in ^(192)Hg and ^(194)Pb show that the filling of specific orbitals can lead to bands with deexcitation gamma-ray energies differing by at most 2 keV in nuclei differing by two mass units and over a range of angular momenta comparable to that observed experimentally. Our calculations of SD rotational bands in the Dy region also show that twinning can be achieved by filling or emptying some specific orbitals.

The interpretation of future precise experiments on atomic parity nonconservation (PNC) in terms of parameters of the Standard Model could be hampered by uncertainties in the atomic and nuclear structure. As a further application of the massively parallel HF calculations, we calculated the proton and neutron densities of the Cesium isotopes from A = 125 to A = 139. Based on our good agreement with experimental charge radii, binding energies, and ground state spins, we conclude that the uncertainties in the ratios of weak charges are less than 10^(-3), comfortably smaller than the anticipated experimental error.

A new high-order Fourier continuation-based elasticity solver for complex three-dimensional geometries

This thesis presents a new approach for the numerical solution of three-dimensional problems in elastodynamics. The new methodology, which is based on a recently introduced Fourier continuation (FC) algorithm for the solution of Partial Differential Equations on the basis of accurate Fourier expansions of possibly non-periodic functions, enables fast, high-order solutions of the time-dependent elastic wave equation in a nearly dispersionless manner, and it requires use of CFL constraints that scale only linearly with spatial discretizations. A new FC operator is introduced to treat Neumann and traction boundary conditions, and a block-decomposed (sub-patch) overset strategy is presented for implementation of general, complex geometries in distributed-memory parallel computing environments. Our treatment of the elastic wave equation, which is formulated as a complex system of variable-coefficient PDEs that includes possibly heterogeneous and spatially varying material constants, represents the first fully-realized three-dimensional extension of FC-based solvers to date. Challenges for three-dimensional elastodynamics simulations such as treatment of corners and edges in three-dimensional geometries, the existence of variable coefficients arising from physical configurations and/or use of curvilinear coordinate systems and treatment of boundary conditions, are all addressed. The broad applicability of our new FC elasticity solver is demonstrated through application to realistic problems concerning seismic wave motion on three-dimensional topographies as well as applications to non-destructive evaluation where, for the first time, we present three-dimensional simulations for comparison to experimental studies of guided-wave scattering by through-thickness holes in thin plates.

Efficient methods for stochastic optimal control

The Hamilton Jacobi Bellman (HJB) equation is central to stochastic optimal control (SOC) theory, yielding the optimal solution to general problems specified by known dynamics and a specified cost functional. Given the assumption of quadratic cost on the control input, it is well known that the HJB reduces to a particular partial differential equation (PDE). While powerful, this reduction is not commonly used as the PDE is of second order, is nonlinear, and examples exist where the problem may not have a solution in a classical sense. Furthermore, each state of the system appears as another dimension of the PDE, giving rise to the curse of dimensionality. Since the number of degrees of freedom required to solve the optimal control problem grows exponentially with dimension, the problem becomes intractable for systems with all but modest dimension.

In the last decade researchers have found that under certain, fairly non-restrictive structural assumptions, the HJB may be transformed into a linear PDE, with an interesting analogue in the discretized domain of Markov Decision Processes (MDP). The work presented in this thesis uses the linearity of this particular form of the HJB PDE to push the computational boundaries of stochastic optimal control.

This is done by crafting together previously disjoint lines of research in computation. The first of these is the use of Sum of Squares (SOS) techniques for synthesis of control policies. A candidate polynomial with variable coefficients is proposed as the solution to the stochastic optimal control problem. An SOS relaxation is then taken to the partial differential constraints, leading to a hierarchy of semidefinite relaxations with improving sub-optimality gap. The resulting approximate solutions are shown to be guaranteed over- and under-approximations for the optimal value function. It is shown that these results extend to arbitrary parabolic and elliptic PDEs, yielding a novel method for Uncertainty Quantification (UQ) of systems governed by partial differential constraints. Domain decomposition techniques are also made available, allowing for such problems to be solved via parallelization and low-order polynomials.

The optimization-based SOS technique is then contrasted with the Separated Representation (SR) approach from the applied mathematics community. The technique allows for systems of equations to be solved through a low-rank decomposition that results in algorithms that scale linearly with dimensionality. Its application in stochastic optimal control allows for previously uncomputable problems to be solved quickly, scaling to such complex systems as the Quadcopter and VTOL aircraft. This technique may be combined with the SOS approach, yielding not only a numerical technique, but also an analytical one that allows for entirely new classes of systems to be studied and for stability properties to be guaranteed.

The analysis of the linear HJB is completed by the study of its implications in application. It is shown that the HJB and a popular technique in robotics, the use of navigation functions, sit on opposite ends of a spectrum of optimization problems, upon which tradeoffs may be made in problem complexity. Analytical solutions to the HJB in these settings are available in simplified domains, yielding guidance towards optimality for approximation schemes. Finally, the use of HJB equations in temporal multi-task planning problems is investigated. It is demonstrated that such problems are reducible to a sequence of SOC problems linked via boundary conditions. The linearity of the PDE allows us to pre-compute control policy primitives and then compose them, at essentially zero cost, to satisfy a complex temporal logic specification.

Full and Model-Reduced Structure-Preserving Simulation of Incompressible Fluids

This thesis outlines the construction of several types of structured integrators for incompressible fluids. We first present a vorticity integrator, which is the Hamiltonian counterpart of the existing Lagrangian-based fluid integrator. We next present a model-reduced variational Eulerian integrator for incompressible fluids, which combines the efficiency gains of dimension reduction, the qualitative robustness to coarse spatial and temporal resolutions of geometric integrators, and the simplicity of homogenized boundary conditions on regular grids to deal with arbitrarily-shaped domains with sub-grid accuracy.

Both these numerical methods involve approximating the Lie group of volume-preserving diffeomorphisms by a finite-dimensional Lie-group and then restricting the resulting variational principle by means of a non-holonomic constraint. Advantages and limitations of this discretization method will be outlined. It will be seen that these derivation techniques are unable to yield symplectic integrators, but that energy conservation is easily obtained, as is a discretized version of Kelvin's circulation theorem.

Finally, we outline the basis of a spectral discrete exterior calculus, which may be a useful element in producing structured numerical methods for fluids in the future.

Microscopic Origin of Macroscopic Strength in Granular Media: A Numerical and Analytical Approach

Constitutive modeling in granular materials has historically been based on macroscopic experimental observations that, while being usually effective at predicting the bulk behavior of these type of materials, suffer important limitations when it comes to understanding the physics behind grain-to-grain interactions that induce the material to macroscopically behave in a given way when subjected to certain boundary conditions.

The advent of the discrete element method (DEM) in the late 1970s helped scientists and engineers to gain a deeper insight into some of the most fundamental mechanisms furnishing the grain scale. However, one of the most critical limitations of classical DEM schemes has been their inability to account for complex grain morphologies. Instead, simplified geometries such as discs, spheres, and polyhedra have typically been used. Fortunately, in the last fifteen years, there has been an increasing development of new computational as well as experimental techniques, such as non-uniform rational basis splines (NURBS) and 3D X-ray Computed Tomography (3DXRCT), which are contributing to create new tools that enable the inclusion of complex grain morphologies into DEM schemes.

Yet, as the scientific community is still developing these new tools, there is still a gap in thoroughly understanding the physical relations connecting grain and continuum scales as well as in the development of discrete techniques that can predict the emergent behavior of granular materials without resorting to phenomenology, but rather can directly unravel the micro-mechanical origin of macroscopic behavior.

In order to contribute towards closing the aforementioned gap, we have developed a micro-mechanical analysis of macroscopic peak strength, critical state, and residual strength in two-dimensional non-cohesive granular media, where typical continuum constitutive quantities such as frictional strength and dilation angle are explicitly related to their corresponding grain-scale counterparts (e.g., inter-particle contact forces, fabric, particle displacements, and velocities), providing an across-the-scale basis for better understanding and modeling granular media.

In the same way, we utilize a new DEM scheme (LS-DEM) that takes advantage of a mathematical technique called level set (LS) to enable the inclusion of real grain shapes into a classical discrete element method. After calibrating LS-DEM with respect to real experimental results, we exploit part of its potential to study the dependency of critical state (CS) parameters such as the critical state line (CSL) slope, CSL intercept, and CS friction angle on the grain's morphology, i.e., sphericity, roundness, and regularity.

Finally, we introduce a first computational algorithm to ``clone'' the grain morphologies of a sample of real digital grains. This cloning algorithm allows us to generate an arbitrary number of cloned grains that satisfy the same morphological features (e.g., roundness and aspect ratio) displayed by their real parents and can be included into a DEM simulation of a given mechanical phenomenon. In turn, this will help with the development of discrete techniques that can directly predict the engineering scale behavior of granular media without resorting to phenomenology.

Condições de contorno albedo para cálculos globais de reatores nucleares térmicos com o modelo de ordenadas discretas a dois grupos de energia

Como eventos de fissão induzida por nêutrons não ocorrem nas regiões nãomultiplicativas de reatores nucleares, e.g., moderador, refletor, e meios estruturais, essas regiões não geram potência e a eficiência computacional dos cálculos globais de reatores nucleares pode portanto ser aumentada eliminando os cálculos numéricos explícitos no interior das regiões não-multiplicativas em torno do núcleo ativo. É discutida nesta dissertação a eficiência computacional de condições de contorno aproximadas tipo albedo na formulação de ordenadas discretas (SN) para problemas de autovalor a dois grupos de energia em geometria bidimensional cartesiana. Albedo, palavra de origem latina para alvura, foi originalmente definido como a fração da luz incidente que é refletida difusamente por uma superfície. Esta palavra latina permaneceu como o termo científico usual em astronomia e nesta dissertação este conceito é estendido para reflexão de nêutrons. Este albedo SN nãoconvencional substitui aproximadamente a região refletora em torno do núcleo ativo do reator, pois os termos de fuga transversal são desprezados no interior do refletor. Se o problema, em particular, não possui termos de fuga transversal, i.e., trata-se de um problema unidimensional, então as condições de contorno albedo, como propostas nesta dissertação, são exatas. Por eficiência computacional entende-se analisar a precisão dos resultados numéricos em comparação com o tempo de execução computacional de cada simulação de um dado problema-modelo. Resultados numéricos para dois problemas-modelo com de simetria são considerados para ilustrar esta análise de eficiência.

Transverse mode formation in longitudinally pumped miniature slab lasers

The formation of transverse modes in longitudinally pumped miniature slab lasers is investigated theoretically and experimentally. The longitudinally non-uniform gain-guiding is studied by expanding the electric field into the Hermite-Gaussian functions that satisfy boundary conditions of the resonator. Non-Gaussian transversal beam profiles in the near field are found and the beam diameter is reduced when the pump spot becomes smaller. The experimental observation agrees with the theoretical calculation.