916 resultados para Jacobian-free Newton-Krylov method


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For the timber industry, the ability to simulate the drying of wood is invaluable for manufacturing high quality wood products. Mathematically, however, modelling the drying of a wet porous material, such as wood, is a diffcult task due to its heterogeneous and anisotropic nature, and the complex geometry of the underlying pore structure. The well{ developed macroscopic modelling approach involves writing down classical conservation equations at a length scale where physical quantities (e.g., porosity) can be interpreted as averaged values over a small volume (typically containing hundreds or thousands of pores). This averaging procedure produces balance equations that resemble those of a continuum with the exception that effective coeffcients appear in their deffnitions. Exponential integrators are numerical schemes for initial value problems involving a system of ordinary differential equations. These methods differ from popular Newton{Krylov implicit methods (i.e., those based on the backward differentiation formulae (BDF)) in that they do not require the solution of a system of nonlinear equations at each time step but rather they require computation of matrix{vector products involving the exponential of the Jacobian matrix. Although originally appearing in the 1960s, exponential integrators have recently experienced a resurgence in interest due to a greater undertaking of research in Krylov subspace methods for matrix function approximation. One of the simplest examples of an exponential integrator is the exponential Euler method (EEM), which requires, at each time step, approximation of φ(A)b, where φ(z) = (ez - 1)/z, A E Rnxn and b E Rn. For drying in porous media, the most comprehensive macroscopic formulation is TransPore [Perre and Turner, Chem. Eng. J., 86: 117-131, 2002], which features three coupled, nonlinear partial differential equations. The focus of the first part of this thesis is the use of the exponential Euler method (EEM) for performing the time integration of the macroscopic set of equations featured in TransPore. In particular, a new variable{ stepsize algorithm for EEM is presented within a Krylov subspace framework, which allows control of the error during the integration process. The performance of the new algorithm highlights the great potential of exponential integrators not only for drying applications but across all disciplines of transport phenomena. For example, when applied to well{ known benchmark problems involving single{phase liquid ow in heterogeneous soils, the proposed algorithm requires half the number of function evaluations than that required for an equivalent (sophisticated) Newton{Krylov BDF implementation. Furthermore for all drying configurations tested, the new algorithm always produces, in less computational time, a solution of higher accuracy than the existing backward Euler module featured in TransPore. Some new results relating to Krylov subspace approximation of '(A)b are also developed in this thesis. Most notably, an alternative derivation of the approximation error estimate of Hochbruck, Lubich and Selhofer [SIAM J. Sci. Comput., 19(5): 1552{1574, 1998] is provided, which reveals why it performs well in the error control procedure. Two of the main drawbacks of the macroscopic approach outlined above include the effective coefficients must be supplied to the model, and it fails for some drying configurations, where typical dual{scale mechanisms occur. In the second part of this thesis, a new dual{scale approach for simulating wood drying is proposed that couples the porous medium (macroscale) with the underlying pore structure (microscale). The proposed model is applied to the convective drying of softwood at low temperatures and is valid in the so{called hygroscopic range, where hygroscopically held liquid water is present in the solid phase and water exits only as vapour in the pores. Coupling between scales is achieved by imposing the macroscopic gradient on the microscopic field using suitably defined periodic boundary conditions, which allows the macroscopic ux to be defined as an average of the microscopic ux over the unit cell. This formulation provides a first step for moving from the macroscopic formulation featured in TransPore to a comprehensive dual{scale formulation capable of addressing any drying configuration. Simulation results reported for a sample of spruce highlight the potential and flexibility of the new dual{scale approach. In particular, for a given unit cell configuration it is not necessary to supply the effective coefficients prior to each simulation.

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The numerical solution of fractional partial differential equations poses significant computational challenges in regard to efficiency as a result of the spatial nonlocality of the fractional differential operators. The dense coefficient matrices that arise from spatial discretisation of these operators mean that even one-dimensional problems can be difficult to solve using standard methods on grids comprising thousands of nodes or more. In this work we address this issue of efficiency for one-dimensional, nonlinear space-fractional reaction–diffusion equations with fractional Laplacian operators. We apply variable-order, variable-stepsize backward differentiation formulas in a Jacobian-free Newton–Krylov framework to advance the solution in time. A key advantage of this approach is the elimination of any requirement to form the dense matrix representation of the fractional Laplacian operator. We show how a banded approximation to this matrix, which can be formed and factorised efficiently, can be used as part of an effective preconditioner that accelerates convergence of the Krylov subspace iterative solver. Our approach also captures the full contribution from the nonlinear reaction term in the preconditioner, which is crucial for problems that exhibit stiff reactions. Numerical examples are presented to illustrate the overall effectiveness of the solver.

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The nonlocal term in the nonlinear equations of Kirchhoff type causes difficulties when the equation is solved numerically by using the Newton-Raphson method. This is because the Jacobian of the Newton-Raphson method is full. In this article, the finite element system is replaced by an equivalent system for which the Jacobian is sparse. We derive quasi-optimal error estimates for the finite element method and demonstrate the results with numerical experiments.

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In this paper, a unified model for dislocation nucleation, emission and dislocation free zone is proposed based on the Peierls framework. Three regions are identified ahead of the crack tip. The emitted dislocations, located away from the crack tip in the form of an inverse pileup, define the plastic zone. Between that zone and the cohesive zone immediately ahead of the crack tip, there is a dislocation free zone. With the stress field and the dislocation density field in the cohesive zone and plastic zone being, respectively, expressed in the first and second Chebyshev polynomial series, and the opening and slip displacements in trigonometric series, a set of nonlinear algebraic equations can be obtained and solved with the Newton-Raphson Method. The results of calculations for pure shearing and combined tension and shear loading after dislocation emission are given in detail. An approximate treatment of the dynamic effects of the dislocation emission is also developed in this paper, and the calculation results are in good agreement with those of molecular dynamics simulations.

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O desenvolvimento de software livre de Jacobiana para a resolução de problemas formulados por equações diferenciais parciais não-lineares é de interesse crescente para simular processos práticos de engenharia. Este trabalho utiliza o chamado algoritmo espectral livre de derivada para equações não-lineares na simulação de fluxos em meios porosos. O modelo aqui considerado é aquele empregado para descrever o deslocamento do fluido compressível miscível em meios porosos com fontes e sumidouros, onde a densidade da mistura de fluidos varia exponencialmente com a pressão. O algoritmo espectral utilizado é um método moderno para a solução de sistemas não-lineares de grande porte, o que não resolve sistemas lineares, nem usa qualquer informação explícita associados com a matriz Jacobiana, sendo uma abordagem livre de Jacobiana. Problemas bidimensionais são apresentados, juntamente com os resultados numéricos comparando o algoritmo espectral com um método de Newton inexato livre de Jacobiana. Os resultados deste trabalho mostram que este algoritmo espectral moderno é um método confiável e eficiente para a simulação de escoamentos compressíveis em meios porosos.

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Different optimization methods can be employed to optimize a numerical estimate for the match between an instantiated object model and an image. In order to take advantage of gradient-based optimization methods, perspective inversion must be used in this context. We show that convergence can be very fast by extrapolating to maximum goodness-of-fit with Newton's method. This approach is related to methods which either maximize a similar goodness-of-fit measure without use of gradient information, or else minimize distances between projected model lines and image features. Newton's method combines the accuracy of the former approach with the speed of convergence of the latter.

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The conventional Newton's method has been considered inadequate to obtain the maximum loading point (MLP) of power systems. It is due to the Jacobian matrix singularity at this point. However, the MLP can be efficiently computed through parameterization techniques of continuation methods. This paper presents and tests new parameterization schemes, namely the total power losses (real and reactive), the power at the slack bus (real or reactive), the reactive power at generation buses, the reactive power at shunts (capacitor or reactor), the transmission lines power losses (real and reactive), and transmission lines power (real and reactive). Besides their clear physical meaning, which makes easier the development and application of continuation methods for power systems analysis, the main advantage of some of the proposed parameters is that its not necessary to change the parameter in the vicinity of the MLP. Studies on the new parameterization schemes performed on the IEEE 118 buses system show that the ill-conditioning problems at and near the MLP are eliminated. So, the characteristics of the conventional Newton's method are not only preserved but also improved. (C) 2003 Elsevier B.V. B.V. All rights reserved.

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A combined wavelet-element free Galerkin (EFG) method is proposed for solving electromagnetic EM) field problems. The bridging scales are used to preserve the consistency and linear independence properties of the entire bases. A detailed description of the development of the discrete model and its numerical implementations is given to facilitate the reader to. understand the proposed algorithm. A numerical example to validate the proposed method is also reported.

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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In the process of engineering design of structural shapes, the flat plate analysis results can be generalized to predict behaviors of complete structural shapes. In this case, the purpose of this project is to analyze a thin flat plate under conductive heat transfer and to simulate the temperature distribution, thermal stresses, total displacements, and buckling deformations. The current approach in these cases has been using the Finite Element Method (FEM), whose basis is the construction of a conforming mesh. In contrast, this project uses the mesh-free Scan Solve Method. This method eliminates the meshing limitation using a non-conforming mesh. I implemented this modeling process developing numerical algorithms and software tools to model thermally induced buckling. In addition, convergence analysis was achieved, and the results were compared with FEM. In conclusion, the results demonstrate that the method gives similar solutions to FEM in quality, but it is computationally less time consuming.

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Objective The aim of this study was to explore the mediating and moderating relationships between emotional perceptions of coeliac disease, negative emotional states, emotion regulation, emotional eating and gluten-free diet adherence. Method Adults with coeliac disease (N = 253) were recruited from state organisations of Coeliac Australia and completed an online questionnaire measuring illness perceptions, emotion regulation strategies, negative emotional states, emotional eating and gluten-free diet adherence. Results Participants' levels of depression and anxiety, but not stress or emotional eating, were associated with gluten-free diet adherence. Emotional perception of coeliac disease was also associated with gluten-free diet adherence, and this relationship was partially mediated by depression and anxiety. Furthermore, the emotion regulation strategies of cognitive reappraisal and expressive suppression moderated the relationship between emotional perceptions and depression, but not emotional perceptions and anxiety. Conclusions Interventions to improve dietary adherence for adults with coeliac disease displaying depressive symptoms should aim to increase the use of cognitive reappraisal and reduce the use of expressive suppression. Future studies should also explore mechanisms that may moderate the relationship between emotional perceptions and anxiety.

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A three-dimensional MHD solver is described in the paper. The solver simulates reacting flows with nonequilibrium between translational-rotational, vibrational and electron translational modes. The conservation equations are discretized with implicit time marching and the second-order modified Steger-Warming scheme, and the resulted linear system is solved iteratively with Newton-Krylov-Schwarz method that is implemented by PETSc package. The results of convergence tests are plotted, which show good scalability and convergence around twice faster when compared with the DPLR method. Then five test runs are conducted simulating the experiments done at the NASA Ames MHD channel, and the calculated pressures, temperatures, electrical conductivity, back EMF, load factors and flow accelerations are shown to agree with the experimental data. Our computation shows that the electrical conductivity distribution is not uniform in the powered section of the MHD channel, and that it is important to include Joule heating in order to calculate the correct conductivity and the MHD acceleration.

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The details of the Element Free Galerkin (EFG) method are presented with the method being applied to a study on hydraulic fracturing initiation and propagation process in a saturated porous medium using coupled hydro-mechanical numerical modelling. In this EFG method, interpolation (approximation) is based on nodes without using elements and hence an arbitrary discrete fracture path can be modelled.The numerical approach is based upon solving two governing partial differential equations of equilibrium and continuity of pore water simultaneously. Displacement increment and pore water pressure increment are discretized using the same EFG shape functions. An incremental constrained Galerkin weak form is used to create the discrete system of equations and a fully implicit scheme is used for discretization in the time domain. Implementation of essential boundary conditions is based on the penalty method. In order to model discrete fractures, the so-called diffraction method is used.Examples are presented and the results are compared to some closed-form solutions and FEM approximations in order to demonstrate the validity of the developed model and its capabilities. The model is able to take the anisotropy and inhomogeneity of the material into account. The applicability of the model is examined by simulating hydraulic fracture initiation and propagation process from a borehole by injection of fluid. The maximum tensile strength criterion and Mohr-Coulomb shear criterion are used for modelling tensile and shear fracture, respectively. The model successfully simulates the leak-off of fluid from the fracture into the surrounding material. The results indicate the importance of pore fluid pressure in the initiation and propagation pattern of fracture in saturated soils. © 2013 Elsevier Ltd.

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A three-dimensional MHD solver is described in the paper. The solver simulates reacting flows with nonequilibrium between translational-rotational, vibrational and electron translational modes. The conservation equations are discretized with implicit time marching and the second-order modified Steger-Warming scheme, and the resulted linear system is solved iteratively with Newton-Krylov-Schwarz method that is implemented by PETS,: package. The results of convergence tests arc plotted, which show good scalability and convergence around twice faster when compared with the DPLR method. Then five test runs are conducted simulating the experiments done at the NASA Ames MHD channel, and the calculated pressures, temperatures, electrical conductivity, back EMF, load factors and flow accelerations are shown to agree with the experimental data. Our computation shows that the electrical conductivity distribution is not uniform in the powered section of the MHD channel, and that it is important to include Joule heating in order to calculate the correct conductivity and the MHD acceleration.

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The MOS transistor physical model as described in [3] is presented here as a network model. The goal is to obtain an accurate model, suitable for simulation, free from certain problems reported in the literature [13], and conceptually as simple as possible. To achieve this goal the original model had to be extended and modified. The paper presents the derivation of the network model from physical equations, including the corrections which are required for simulation and which compensate for simplifications introduced in the original physical model. Our intrinsic MOS model consists of three nonlinear voltage-controlled capacitors and a dependent current source. The charges of the capacitors and the current of the current source are functions of the voltages $V_{gs}$, $V_{bs}$, and $V_{ds}$. The complete model consists of the intrinsic model plus the parasitics. The apparent simplicity of the model is a result of hiding information in the characteristics of the nonlinear components. The resulted network model has been checked by simulation and analysis. It is shown that the network model is suitable for simulation: It is defined for any value of the voltages; the functions involved are continuous and satisfy Lipschitz conditions with no jumps at region boundaries; Derivatives have been computed symbolically and are available for use by the Newton-Raphson method. The model"s functions can be measured from the terminals. It is also shown that small channel effects can be included in the model. Higher frequency effects can be modeled by using a network consisting of several sections of the basic lumped model. Future plans include a detailed comparison of the network model with models such as SPICE level 3 and a comparison of the multi- section higher frequency model with experiments.