Uniqueness for boundary value problems for second order finite difference equations

We establish maximum principles for second order difference equations and apply them to obtain uniqueness for solutions of some boundary value problems.

An object-oriented designed finite-difference time-domain simulator for electromagnetic analysis and design in MRI - application to high field analyses

This paper presents a finite-difference time-domain (FDTD) simulator for electromagnetic analysis and design applications in MRI. It is intended to be a complete FDTD model of an MRI system including all RF and low-frequency field generating units and electrical models of the patient. The pro-ram has been constructed in an object-oriented framework. The design procedure is detailed and the numerical solver has been verified against analytical solutions for simple cases and also applied to various field calculation problems. In particular, the simulator is demonstrated for inverse RF coil design, optimized source profile generation, and parallel imaging in high-frequency situations. The examples show new developments enabled by the simulator and demonstrate that the proposed FDTD framework can be used to analyze large-scale computational electromagnetic problems in modern MRI engineering. (C) 2004 Elsevier Inc. All rights reserved.

Nonstandard Finite Difference Schemes with Application to Finance: Option Pricing

2000 Mathematics Subject Classification: 65M06, 65M12.

Low Volatility Options and Numerical Diffusion of Finite Difference Schemes

2000 Mathematics Subject Classification: 65M06, 65M12.

Characterization of ultra wideband antennas for personal communication devices using finite difference time domain technique

The current mobile networks don't offer sufficient data rates to support multimedia intensive applications in development for multifunctional mobile devices. Ultra wideband (UWB) wireless technology is being considered as the solution to overcome data rate bottlenecks in the current mobile networks. UWB is able to achieve such high data transmission rates because it transmits data over a very large chunk of the frequency spectrum. As currently approved by the U.S. Federal Communication Commission it utilizes 7.5 GHz of spectrum between 3.1 GHz and 10.6 GHz. ^ Successful transmission and reception of information data using UWB wireless technology in mobile devices, requires an antenna that has linear phase, low dispersion and a voltage standing wave ratio (VSWR) ≤ 2 throughout the entire frequency band. Compatibility with an integrated circuit requires an unobtrusive and electrically small design. The previous techniques that have been used to optimize the performance of UWB wireless systems, involve proper design of source pulses for optimal UWB performance. The goal of this work is directed towards the designing of antennas for personal communication devices, with optimal UWB bandwidth performance. Several techniques are proposed for optimal UWB bandwidth performance of the UWB antenna designs in this Ph.D. dissertation. ^ This Ph.D. dissertation presents novel UWB antenna designs for personal communication devices that have been characterized and optimized using the finite difference time domain (FDTD) technique. The antenna designs reported in this research are physically compact, planar for low profile use, with sufficient impedance bandwidth (>20%), antenna input impedance of 50-Ω, and an omni-directional (±1.5 dB) radiation pattern in the operating bandwidth. ^

Customization of the design of antenna using genetic algorithm and finite-difference time-domain technique

Antenna design is an iterative process in which structures are analyzed and changed to comply with certain performance parameters required. The classic approach starts with analyzing a "known" structure, obtaining the value of its performance parameter and changing this structure until the "target" value is achieved. This process relies on having an initial structure, which follows some known or "intuitive" patterns already familiar to the designer. The purpose of this research was to develop a method of designing UWB antennas. What is new in this proposal is that the design process is reversed: the designer will start with the target performance parameter and obtain a structure as the result of the design process. This method provided a new way to replicate and optimize existing performance parameters. The base of the method was the use of a Genetic Algorithm (GA) adapted to the format of the chromosome that will be evaluated by the Electromagnetic (EM) solver. For the electromagnetic study we used XFDTD™ program, based in the Finite-Difference Time-Domain technique. The programming portion of the method was created under the MatLab environment, which serves as the interface for converting chromosomes, file formats and transferring of data between the XFDTD™ and GA. A high level of customization had to be written into the code to work with the specific files generated by the XFDTD™ program. Two types of cost functions were evaluated; the first one seeking broadband performance within the UWB band, and the second one searching for curve replication of a reference geometry. The performance of the method was evaluated considering the speed provided by the computer resources used. Balance between accuracy, data file size and speed of execution was achieved by defining parameters in the GA code as well as changing the internal parameters of the XFDTD™ projects. The results showed that the GA produced geometries that were analyzed by the XFDTD™ program and changed following the search criteria until reaching the target value of the cost function. Results also showed how the parameters can change the search criteria and influence the running of the code to provide a variety of geometries.

Characterization and modeling of multi-conductor transmission line using Finite-difference Time-Domain method

A two-dimensional, 2D, finite-difference time-domain (FDTD) method is used to analyze two different models of multi-conductor transmission lines (MTL). The first model is a two-conductor MTL and the second is a threeconductor MTL. Apart from the MTL's, a three-dimensional, 3D, FDTD method is used to analyze a three-patch microstrip parasitic array. While the MTL analysis is entirely in time-domain, the microstrip parasitic array is a study of scattering parameter Sn in the frequency-domain. The results clearly indicate that FDTD is an efficient and accurate tool to model and analyze multiconductor transmission line as well as microstrip antennas and arrays.

Finite Element Simulations of stretch-blow moulding with experimental validation over a broad process window

Injection stretch blow moulding is a well-established method of forming thin-walled containers and has been extensively researched for numerous years. This paper is concerned with validating the finite element analysis of the free-stretch-blow process in an effort to progress the development of injection stretch blow moulding of poly(ethylene terephthalate). Extensive data was obtained experimentally over a wide process window accounting for material temperature and air flow rate, while capturing cavity pressure, stretch-rod reaction force and preform surface strain. This data was then used to assess the accuracy of the correlating FE simulation constructed using ABAQUS/Explicit solver and an appropriate viscoelastic material subroutine. Results reveal that the simulation is able to give good quantitative correlation for conditions where the deformation was predominantly equal biaxial whilst qualitative correlation was achievable when the mode of deformation was predominantly sequential biaxial. Overall the simulation was able to pick up the general trends of how the pressure, reaction force, strain rate and strain vary with the variation in preform temperature and air flow rate. The knowledge gained from these analyses provides insight into the mechanisms of bottle formation, subsequently improving the blow moulding simulation and allowing for reduction in future development costs.

Finite volumes simulations in magnetohydrodynamics

Abstract not available

Load balancing for aspect ratio in adaptive finite element simulations

In parallel adaptive finite element simulations the work load on the individual processors may change frequently. To (re)distribute the load evenly over the processors a load balancing heuristic is needed. Common strategies try to minimise subdomain dependencies by optimising the cutsize of the partitioning. However for certain solvers cutsize only plays a minor role, and their convergence is highly dependent on the subdomain shapes. Degenerated subdomain shapes cause them to need significantly more iterations to converge. In this work a new parallel load balancing strategy is introduced which directly addresses the problem of generating and conserving reasonably good subdomain shapes in a dynamically changing Finite Element Simulation. Geometric data is used to formulate several cost functions to rate elements in terms of their suitability to be migrated. The well known diffusive method which calculates the necessary load flow is enhanced by weighting the subdomain edges with the help of these cost functions. The proposed methods have been tested and results are presented.

Finite difference calculations of permeability in large domains in a wide porosity range.

Determining effective hydraulic, thermal, mechanical and electrical properties of porous materials by means of classical physical experiments is often time-consuming and expensive. Thus, accurate numerical calculations of material properties are of increasing interest in geophysical, manufacturing, bio-mechanical and environmental applications, among other fields. Characteristic material properties (e.g. intrinsic permeability, thermal conductivity and elastic moduli) depend on morphological details on the porescale such as shape and size of pores and pore throats or cracks. To obtain reliable predictions of these properties it is necessary to perform numerical analyses of sufficiently large unit cells. Such representative volume elements require optimized numerical simulation techniques. Current state-of-the-art simulation tools to calculate effective permeabilities of porous materials are based on various methods, e.g. lattice Boltzmann, finite volumes or explicit jump Stokes methods. All approaches still have limitations in the maximum size of the simulation domain. In response to these deficits of the well-established methods we propose an efficient and reliable numerical method which allows to calculate intrinsic permeabilities directly from voxel-based data obtained from 3D imaging techniques like X-ray microtomography. We present a modelling framework based on a parallel finite differences solver, allowing the calculation of large domains with relative low computing requirements (i.e. desktop computers). The presented method is validated in a diverse selection of materials, obtaining accurate results for a large range of porosities, wider than the ranges previously reported. Ongoing work includes the estimation of other effective properties of porous media.

An Eulerian Immersed Boundary Method for flow simulations over stationary and moving rigid bodies

The fluid flow over bodies with complex geometry has been the subject of research of many scientists and widely explored experimentally and numerically. The present study proposes an Eulerian Immersed Boundary Method for flows simulations over stationary or moving rigid bodies. The proposed method allows the use of Cartesians Meshes. Here, two-dimensional simulations of fluid flow over stationary and oscillating circular cylinders were used for verification and validation. Four different cases were explored: the flow over a stationary cylinder, the flow over a cylinder oscillating in the flow direction, the flow over a cylinder oscillating in the normal flow direction, and a cylinder with angular oscillation. The time integration was carried out by a classical 4th order Runge-Kutta scheme, with a time step of the same order of distance between two consecutive points in x direction. High-order compact finite difference schemes were used to calculate spatial derivatives. The drag and lift coefficients, the lock-in phenomenon and vorticity contour plots were used for the verification and validation of the proposed method. The extension of the current method allowing the study of a body with different geometry and three-dimensional simulations is straightforward. The results obtained show a good agreement with both numerical and experimental results, encouraging the use of the proposed method.

Towards realistic simulations of lava dome growth using the level set method

The level set method has been implemented in a computational volcanology context. New techniques are presented to solve the advection equation and the reinitialisation equation. These techniques are based upon an algorithm developed in the finite difference context, but are modified to take advantage of the robustness of the finite element method. The resulting algorithm is tested on a well documented Rayleigh–Taylor instability benchmark [19], and on an axisymmetric problem where the analytical solution is known. Finally, the algorithm is applied to a basic study of lava dome growth.

Finite element modelling of temperature gradient driven rock alteration and mineralization in porous rock masses

We present finite element simulations of temperature gradient driven rock alteration and mineralization in fluid saturated porous rock masses. In particular, we explore the significance of production/annihilation terms in the mass balance equations and the dependence of the spatial patterns of rock alteration upon the ratio of the roll over time of large scale convection cells to the relaxation time of the chemical reactions. Special concepts such as the gradient reaction criterion or rock alteration index (RAI) are discussed in light of the present, more general theory. In order to validate the finite element simulation, we derive an analytical solution for the rock alteration index of a benchmark problem on a two-dimensional rectangular domain. Since the geometry and boundary conditions of the benchmark problem can be easily and exactly modelled, the analytical solution is also useful for validating other numerical methods, such as the finite difference method and the boundary element method, when they are used to dear with this kind of problem. Finally, the potential of the theory is illustrated by means of finite element studies related to coupled flow problems in materially homogeneous and inhomogeneous porous rock masses. (C) 1998 Elsevier Science S.A. All rights reserved.