Effect of Aspect Ratio on the Three-Dimensional Global Instability Analysis of Incompressible Open Cavity Flows

The stability analysis of open cavity flows is a problem of great interest in the aeronautical industry. This type of flow can appear, for example, in landing gears or auxiliary power unit configurations. Open cavity flows is very sensitive to any change in the configuration, either physical (incoming boundary layer, Reynolds or Mach numbers) or geometrical (length to depth and length to width ratio). In this work, we have focused on the effect of geometry and of the Reynolds number on the stability properties of a threedimensional spanwise periodic cavity flow in the incompressible limit. To that end, BiGlobal analysis is used to investigate the instabilities in this configuration. The basic flow is obtained by the numerical integration of the Navier-Stokes equations with laminar boundary layers imposed upstream. The 3D perturbation, assumed to be periodic in the spanwise direction, is obtained as the solution of the global eigenvalue problem. A parametric study has been performed, analyzing the stability of the flow under variation of the Reynolds number, the L/D ratio of the cavity, and the spanwise wavenumber β. For consistency, multidomain high order numerical schemes have been used in all the computations, either basic flow or eigenvalue problems. The results allow to define the neutral curves in the range of L/D = 1 to L/D = 3. A scaling relating the frequency of the eigenmodes and the length to depth ratio is provided, based on the analysis results.

The PSE-3D instability analysis methodology for flows depending strongly on two and weakly on the third spatial dimension

The present contribution discusses the development of a PSE-3D instability analysis algorithm, in which a matrix forming and storing approach is followed. Alternatively to the typically used in stability calculations spectral methods, new stable high-order finitedifference-based numerical schemes for spatial discretization 1 are employed. Attention is paid to the issue of efficiency, which is critical for the success of the overall algorithm. To this end, use is made of a parallelizable sparse matrix linear algebra package which takes advantage of the sparsity offered by the finite-difference scheme and, as expected, is shown to perform substantially more efficiently than when spectral collocation methods are used. The building blocks of the algorithm have been implemented and extensively validated, focusing on classic PSE analysis of instability on the flow-plate boundary layer, temporal and spatial BiGlobal EVP solutions (the latter necessary for the initialization of the PSE-3D), as well as standard PSE in a cylindrical coordinates using the nonparallel Batchelor vortex basic flow model, such that comparisons between PSE and PSE-3D be possible; excellent agreement is shown in all aforementioned comparisons. Finally, the linear PSE-3D instability analysis is applied to a fully three-dimensional flow composed of a counter-rotating pair of nonparallel Batchelor vortices.

Design of a Semi-analytical Method to Describe Plasma-Wall Interactions

Electric probes are objects immersed in the plasma with sharp boundaries which collect of emit charged particles. Consequently, the nearby plasma evolves under abrupt imposed and/or naturally emerging conditions. There could be localized currents, different time scales for plasma species evolution, charge separation and absorbing-emitting walls. The traditional numerical schemes based on differences often transform these disparate boundary conditions into computational singularities. This is the case of models using advection-diffusion differential equations with source-sink terms (also called Fokker-Planck equations). These equations are used in both, fluid and kinetic descriptions, to obtain the distribution functions or the density for each plasma species close to the boundaries. We present a resolution method grounded on an integral advancing scheme by using approximate Green's functions, also called short-time propagators. All the integrals, as a path integration process, are numerically calculated, what states a robust grid-free computational integral method, which is unconditionally stable for any time step. Hence, the sharp boundary conditions, as the current emission from a wall, can be treated during the short-time regime providing solutions that works as if they were known for each time step analytically. The form of the propagator (typically a multivariate Gaussian) is not unique and it can be adjusted during the advancing scheme to preserve the conserved quantities of the problem. The effects of the electric or magnetic fields can be incorporated into the iterative algorithm. The method allows smooth transitions of the evolving solutions even when abrupt discontinuities are present. In this work it is proposed a procedure to incorporate, for the very first time, the boundary conditions in the numerical integral scheme. This numerical scheme is applied to model the plasma bulk interaction with a charge-emitting electrode, dealing with fluid diffusion equations combined with Poisson equation self-consistently. It has been checked the stability of this computational method under any number of iterations, even for advancing in time electrons and ions having different time scales. This work establishes the basis to deal in future work with problems related to plasma thrusters or emissive probes in electromagnetic fields.

A time-domain finite element method for seakeeping and wave resistance problems

El objetivo de la tesis es la investigación de algoritmos numéricos para el desarrollo de herramientas numéricas para la simulación de problemas tanto de comportamiento en la mar como de resistencia al avance de buques y estructuras flotantes. La primera herramienta desarrollada resuelve el problema de difracción y radiación de olas. Se basan en el método de los elementos finitos (MEF) para la resolución de la ecuación de Laplace, así como en esquemas basados en MEF, integración a lo largo de líneas de corriente, y en diferencias finitas desarrollados para la condición de superficie libre. Se han desarrollado herramientas numéricas para la resolución de la dinámica de sólido rígido en sistemas multicuerpos con ligaduras. Estas herramientas han sido integradas junto con la herramienta de resolución de olas difractadas y radiadas para la resolución de problemas de interacción de cuerpos con olas. También se han diseñado algoritmos de acoplamientos con otras herramientas numéricas para la resolución de problemas multifísica. En particular, se han realizado acoplamientos con una herramienta numérica basada de cálculo de estructuras con MEF para problemas de interacción fluido-estructura, otra de cálculo de líneas de fondeo, y con una herramienta numérica de cálculo de flujos en tanques internos para problemas acoplados de comportamiento en la mar con “sloshing”. Se han realizado simulaciones numéricas para la validación y verificación de los algoritmos desarrollados, así como para el análisis de diferentes casos de estudio con aplicaciones diversas en los campos de la ingeniería naval, oceánica, y energías renovables marinas. ABSTRACT The objective of this thesis is the research on numerical algorithms to develop numerical tools to simulate seakeeping problems as well as wave resistance problems of ships and floating structures. The first tool developed is a wave diffraction-radiation solver. It is based on the finite element method (FEM) in order to solve the Laplace equation, as well as numerical schemes based on FEM, streamline integration, and finite difference method tailored for solving the free surface boundary condition. It has been developed numerical tools to solve solid body dynamics of multibody systems with body links across them. This tool has been integrated with the wave diffraction-radiation solver to solve wave-body interaction problems. Also it has been tailored coupling algorithms with other numerical tools in order to solve multi-physics problems. In particular, it has been performed coupling with a MEF structural solver to solve fluid-structure interaction problems, with a mooring solver, and with a solver capable of simulating internal flows in tanks to solve couple seakeeping-sloshing problems. Numerical simulations have been carried out to validate and verify the developed algorithms, as well as to analyze case studies in the areas of marine engineering, offshore engineering, and offshore renewable energy.

Axisymmetric shock wave interaction with a cone: a benchmark test

Results of the benchmark test are presented of comparing numerical schemes solving shock wave of M-s = 2.38 in nitrogen and argon interacting with a 43 degrees semi-apex angle cone and corresponding experiments. The benchmark test was announced in Shock Waves Vol. 12, No. 4, in which we tried to clarify the effects of viscosity and heat conductivity on shock reflection in conical flows. This paper summarizes results of ten numerical and two experimental applications. State of the art in studies regarding the shock/cone interaction is clarified.

A note on the Balanced method

Recently the Balanced method was introduced as a class of quasi-implicit methods for solving stiff stochastic differential equations. We examine asymptotic and mean-square stability for several implementations of the Balanced method and give a generalized result for the mean-square stability region of any Balanced method. We also investigate the optimal implementation of the Balanced method with respect to strong convergence.

A study on the flow characteristics of an industrial radiant tube burner

The thesis presents an experimentally validated modelling study of the flow of combustion air in an industrial radiant tube burner (RTB). The RTB is used typically in industrial heat treating furnaces. The work has been initiated because of the need for improvements in burner lifetime and performance which are related to the fluid mechanics of the com busting flow, and a fundamental understanding of this is therefore necessary. To achieve this, a detailed three-dimensional Computational Fluid Dynamics (CFD) model has been used, validated with experimental air flow, temperature and flue gas measurements. Initially, the work programme is presented and the theory behind RTB design and operation in addition to the theory behind swirling flows and methane combustion. NOx reduction techniques are discussed and numerical modelling of combusting flows is detailed in this section. The importance of turbulence, radiation and combustion modelling is highlighted, as well as the numerical schemes that incorporate discretization, finite volume theory and convergence. The study first focuses on the combustion air flow and its delivery to the combustion zone. An isothermal computational model was developed to allow the examination of the flow characteristics as it enters the burner and progresses through the various sections prior to the discharge face in the combustion area. Important features identified include the air recuperator swirler coil, the step ring, the primary/secondary air splitting flame tube and the fuel nozzle. It was revealed that the effectiveness of the air recuperator swirler is significantly compromised by the need for a generous assembly tolerance. Also, there is a substantial circumferential flow maldistribution introduced by the swirier, but that this is effectively removed by the positioning of a ring constriction in the downstream passage. Computations using the k-ε turbulence model show good agreement with experimentally measured velocity profiles in the combustion zone and proved the use of the modelling strategy prior to the combustion study. Reasonable mesh independence was obtained with 200,000 nodes. Agreement was poorer with the RNG  k-ε and Reynolds Stress models. The study continues to address the combustion process itself and the heat transfer process internal to the RTB. A series of combustion and radiation model configurations were developed and the optimum combination of the Eddy Dissipation (ED) combustion model and the Discrete Transfer (DT) radiation model was used successfully to validate a burner experimental test. The previously cold flow validated k-ε turbulence model was used and reasonable mesh independence was obtained with 300,000 nodes. The combination showed good agreement with temperature measurements in the inner and outer walls of the burner, as well as with flue gas composition measured at the exhaust. The inner tube wall temperature predictions validated the experimental measurements in the largest portion of the thermocouple locations, highlighting a small flame bias to one side, although the model slightly over predicts the temperatures towards the downstream end of the inner tube. NOx emissions were initially over predicted, however, the use of a combustion flame temperature limiting subroutine allowed convergence to the experimental value of 451 ppmv. With the validated model, the effectiveness of certain RTB features identified previously is analysed, and an analysis of the energy transfers throughout the burner is presented, to identify the dominant mechanisms in each region. The optimum turbulence-combustion-radiation model selection was then the baseline for further model development. One of these models, an eccentrically positioned flame tube model highlights the failure mode of the RTB during long term operation. Other models were developed to address NOx reduction and improvement of the flame profile in the burner combustion zone. These included a modified fuel nozzle design, with 12 circular section fuel ports, which demonstrates a longer and more symmetric flame, although with limited success in NOx reduction. In addition, a zero bypass swirler coil model was developed that highlights the effect of the stronger swirling combustion flow. A reduced diameter and a 20 mm forward displaced flame tube model shows limited success in NOx reduction; although the latter demonstrated improvements in the discharge face heat distribution and improvements in the flame symmetry. Finally, Flue Gas Recirculation (FGR) modelling attempts indicate the difficulty of the application of this NOx reduction technique in the Wellman RTB. Recommendations for further work are made that include design mitigations for the fuel nozzle and further burner modelling is suggested to improve computational validation. The introduction of fuel staging is proposed, as well as a modification in the inner tube to enhance the effect of FGR.

The application of methods of uncertain reasoning to the biological classification of river water quality

This thesis presents an investigation into the application of methods of uncertain reasoning to the biological classification of river water quality. Existing biological methods for reporting river water quality are critically evaluated, and the adoption of a discrete biological classification scheme advocated. Reasoning methods for managing uncertainty are explained, in which the Bayesian and Dempster-Shafer calculi are cited as primary numerical schemes. Elicitation of qualitative knowledge on benthic invertebrates is described. The specificity of benthic response to changes in water quality leads to the adoption of a sensor model of data interpretation, in which a reference set of taxa provide probabilistic support for the biological classes. The significance of sensor states, including that of absence, is shown. Novel techniques of directly eliciting the required uncertainty measures are presented. Bayesian and Dempster-Shafer calculi were used to combine the evidence provided by the sensors. The performance of these automatic classifiers was compared with the expert's own discrete classification of sampled sites. Variations of sensor data weighting, combination order and belief representation were examined for their effect on classification performance. The behaviour of the calculi under evidential conflict and alternative combination rules was investigated. Small variations in evidential weight and the inclusion of evidence from sensors absent from a sample improved classification performance of Bayesian belief and support for singleton hypotheses. For simple support, inclusion of absent evidence decreased classification rate. The performance of Dempster-Shafer classification using consonant belief functions was comparable to Bayesian and singleton belief. Recommendations are made for further work in biological classification using uncertain reasoning methods, including the combination of multiple-expert opinion, the use of Bayesian networks, and the integration of classification software within a decision support system for water quality assessment.

Time domain decomposition for European options in financial modelling

Finance is one of the fastest growing areas in modern applied mathematics with real world applications. The interest of this branch of applied mathematics is best described by an example involving shares. Shareholders of a company receive dividends which come from the profit made by the company. The proceeds of the company, once it is taken over or wound up, will also be distributed to shareholders. Therefore shares have a value that reflects the views of investors about the likely dividend payments and capital growth of the company. Obviously such value will be quantified by the share price on stock exchanges. Therefore financial modelling serves to understand the correlations between asset and movements of buy/sell in order to reduce risk. Such activities depend on financial analysis tools being available to the trader with which he can make rapid and systematic evaluation of buy/sell contracts. There are other financial activities and it is not an intention of this paper to discuss all of these activities. The main concern of this paper is to propose a parallel algorithm for the numerical solution of an European option. This paper is organised as follows. First, a brief introduction is given of a simple mathematical model for European options and possible numerical schemes of solving such mathematical model. Second, Laplace transform is applied to the mathematical model which leads to a set of parametric equations where solutions of different parametric equations may be found concurrently. Numerical inverse Laplace transform is done by means of an inversion algorithm developed by Stehfast. The scalability of the algorithm in a distributed environment is demonstrated. Third, a performance analysis of the present algorithm is compared with a spatial domain decomposition developed particularly for time-dependent heat equation. Finally, a number of issues are discussed and future work suggested.

POSITIVE FILTERED P_N METHOD FOR LINEAR TRANSPORT EQUATIONS AND THE ASSOCIATED OPTIMIZATION ALGORITHM

We propose a positive, accurate moment closure for linear kinetic transport equations based on a filtered spherical harmonic (FP_N) expansion in the angular variable. The FP_N moment equations are accurate approximations to linear kinetic equations, but they are known to suffer from the occurrence of unphysical, negative particle concentrations. The new positive filtered P_N (FP_N+) closure is developed to address this issue. The FP_N+ closure approximates the kinetic distribution by a spherical harmonic expansion that is non-negative on a finite, predetermined set of quadrature points. With an appropriate numerical PDE solver, the FP_N+ closure generates particle concentrations that are guaranteed to be non-negative. Under an additional, mild regularity assumption, we prove that as the moment order tends to infinity, the FP_N+ approximation converges, in the L2 sense, at the same rate as the FP_N approximation; numerical tests suggest that this assumption may not be necessary. By numerical experiments on the challenging line source benchmark problem, we confirm that the FP_N+ method indeed produces accurate and non-negative solutions. To apply the FP_N+ closure on problems at large temporal-spatial scales, we develop a positive asymptotic preserving (AP) numerical PDE solver. We prove that the propose AP scheme maintains stability and accuracy with standard mesh sizes at large temporal-spatial scales, while, for generic numerical schemes, excessive refinements on temporal-spatial meshes are required. We also show that the proposed scheme preserves positivity of the particle concentration, under some time step restriction. Numerical results confirm that the proposed AP scheme is capable for solving linear transport equations at large temporal-spatial scales, for which a generic scheme could fail. Constrained optimization problems are involved in the formulation of the FP_N+ closure to enforce non-negativity of the FP_N+ approximation on the set of quadrature points. These optimization problems can be written as strictly convex quadratic programs (CQPs) with a large number of inequality constraints. To efficiently solve the CQPs, we propose a constraint-reduced variant of a Mehrotra-predictor-corrector algorithm, with a novel constraint selection rule. We prove that, under appropriate assumptions, the proposed optimization algorithm converges globally to the solution at a locally q-quadratic rate. We test the algorithm on randomly generated problems, and the numerical results indicate that the combination of the proposed algorithm and the constraint selection rule outperforms other compared constraint-reduced algorithms, especially for problems with many more inequality constraints than variables.

Numerical analysis of finite volume schemes for population balance equations

Magdeburg, Univ., Fak. für Mathematik, Diss., 2011

Methodology for studying the numerical speed of sound in finite differences schemes

The space and time discretization inherent to all FDTD schemesintroduce non-physical dispersion errors, i.e. deviations ofthe speed of sound from the theoretical value predicted bythe governing Euler differential equations. A generalmethodologyfor computing this dispersion error via straightforwardnumerical simulations of the FDTD schemes is presented.The method is shown to provide remarkable accuraciesof the order of 1/1000 in a wide variety of twodimensionalfinite difference schemes.

Numerical simulation of tunnel fires using preconditioned finite volume schemes

This article is concerned with the numerical simulation of flows at low Mach numbers which are subject to the gravitational force and strong heat sources. As a specific example for such flows, a fire event in a car tunnel will be considered in detail. The low Mach flow is treated with a preconditioning technique allowing the computation of unsteady flows, while the source terms for gravitation and heat are incorporated via operator splitting. It is shown that a first order discretization in space is not able to compute the buoyancy forces properly on reasonable grids. The feasibility of the method is demonstrated on several test cases.