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.

Inelastic finite element analysis of composite beams on the basis of the plastic hinge approach

This paper emphasizes material nonlinear effects on composite beams with recourse to the plastic hinge method. Numerous combinations of steel and concrete sections form arbitrary composite sections. Secondly, the material properties of composite beams vary remarkably across its section from ductile steel to brittle concrete. Thirdly, concrete is weak in tension, so composite section changes are dependent on load distribution. To this end, the plastic zone approach is convenient for inelastic analysis of composite sections that can evaluate member resistance, including material nonlinearities, by routine numerical integration with respect to every fiber across the composite section. As a result, many researchers usually adopt the plastic zone approach for numerical inelastic analyses of composite structures. On the other hand, the plastic hinge method describes nonlinear material behaviour of an overall composite section integrally. Consequently, proper section properties for use in plastic hinge spring stiffness are required to represent the material behaviour across the arbitrary whole composite section. In view of numerical efficiency and convergence, the plastic hinge method is superior to the plastic zone method. Therefore, based on the plastic hinge approach, how to incorporate the material nonlinearities of the arbitrary composite section into the plastic hinge stiffness formulation becomes a prime objective of the present paper. The partial shear connection in this paper is by virtue of the effective flexural rigidity as AISC 1993 [American Institute of Steel Construction (AISC). Load and resistance factor design specifications. 2nd ed., Chicago; 1993]. Nonlinear behaviour of different kinds of composite beam is investigated in this paper, including two simply supported composite beams, a cantilever and a two span continuous composite beam.

A multi-scaling approach to predict hydraulic damage of poromaterials

The purpose of this paper is to introduce the concept of hydraulic damage and its numerical integration. Unlike the common phenomenological continuum damage mechanics approaches, the procedure introduced in this paper relies on mature concepts of homogenization, linear fracture mechanics, and thermodynamics. The model is applied to the problem of fault reactivation within resource reservoirs. The results show that propagation of weaknesses is highly driven by the contrasts of properties in porous media. In particular, it is affected by the fracture toughness of host rocks. Hydraulic damage is diffused when it takes place within extended geological units and localized at interfaces and faults.

Finite Element Solution Of Surface-Tension Driven Flows In Laser Surface-Melting

Lasers are very efficient in heating localized regions and hence they find a wide application in surface treatment processes. The surface of a material can be selectively modified to give superior wear and corrosion resistance. In laser surface-melting and welding problems, the high temperature gradient prevailing in the free surface induces a surface-tension gradient which is the dominant driving force for convection (known as thermo-capillary or Marangoni convection). It has been reported that the surface-tension driven convection plays a dominant role in determining the melt pool shape. In most of the earlier works on laser-melting and related problems, the finite difference method (FDM) has been used to solve the Navier Stokes equations [1]. Since the Reynolds number is quite high in these cases, upwinding has been used. Though upwinding gives physically realistic solutions even on a coarse grid, the results are inaccurate. McLay and Carey have solved the thermo-capillary flow in welding problems by an implicit finite element method [2]. They used the conventional Galerkin finite element method (FEM) which requires that the pressure be interpolated by one order lower than velocity (mixed interpolation). This restricts the choice of elements to certain higher order elements which need numerical integration for evaluation of element matrices. The implicit algorithm yields a system of nonlinear, unsymmetric equations which are not positive definite. Computations would be possible only with large mainframe computers.Sluzalec [3] has modeled the pulsed laser-melting problem by an explicit method (FEM). He has used the six-node triangular element with mixed interpolation. Since he has considered the buoyancy induced flow only, the velocity values are small. In the present work, an equal order explicit FEM is used to compute the thermo-capillary flow in the laser surface-melting problem. As this method permits equal order interpolation, there is no restriction in the choice of elements. Even linear elements such as the three-node triangular elements can be used. As the governing equations are solved in a sequential manner, the computer memory requirement is less. The finite element formulation is discussed in this paper along with typical numerical results.

Infinite Dimensional Slow Modulations In A Delayed Model For Orthogonal Cutting Vibrations

We apply the method of multiple scales (MMS) to a well known model of regenerative cutting vibrations in the large delay regime. By ``large'' we mean the delay is much larger than the time scale of typical cutting tool oscillations. The MMS upto second order for such systems has been developed recently, and is applied here to study tool dynamics in the large delay regime. The second order analysis is found to be much more accurate than first order analysis. Numerical integration of the MMS slow flow is much faster than for the original equation, yet shows excellent accuracy. The main advantage of the present analysis is that infinite dimensional dynamics is retained in the slow flow, while the more usual center manifold reduction gives a planar phase space. Lower-dimensional dynamical features, such as Hopf bifurcations and families of periodic solutions, are also captured by the MMS. Finally, the strong sensitivity of the dynamics to small changes in parameter values is seen clearly.

Real-time simulation of electrical machines on FPGA platform

This paper presents real-time simulation models of electrical machines on FPGA platform. Implementation of the real-time numerical integration methods with digital logic elements is discussed. Several numerical integrations are presented. A real-time simulation of DC machine is carried out on this FPGA platform and important transient results are presented. These results are compared to simulation results obtained through a commercial off-line simulation software.

The alpha method for solving differential algebraic inequality (DAI) systems

This paper describes an algorithm for ``direct numerical integration'' of the initial value Differential-Algebraic Inequalities (DAI) in a time stepping fashion using a sequential quadratic programming (SQP) method solver for detecting and satisfying active path constraints at each time step. The activation of a path constraint generally increases the condition number of the active discretized differential algebraic equation's (DAE) Jacobian and this difficulty is addressed by a regularization property of the alpha method. The algorithm is locally stable when index 1 and index 2 active path constraints and bounds are active. Subject to available regularization it is seen to be stable for active index 3 active path constraints in the numerical examples. For the high index active path constraints, the algorithm uses a user-selectable parameter to perturb the smaller singular values of the Jacobian with a view to reducing the condition number so that the simulation can proceed. The algorithm can be used as a relatively cheaper estimation tool for trajectory and control planning and in the context of model predictive control solutions. It can also be used to generate initial guess values of optimization variables used as input to inequality path constrained dynamic optimization problems. The method is illustrated with examples from space vehicle trajectory and robot path planning.

On an asymptotic method of Krylov-Bogoliubov for overdamped nonlinear systems

A general asymptotic method based on the work of Krylov-Bogoliubov is developed to obtain the response of nonlinear over damped systems. A second-order system with both roots real is treated first and the method is then extended to higher-order systems. Two illustrative examples show good agreement with results obtained by numerical integration.

Propagation of a spherical shock in an inhomogeneous self-gravitating or nongravitating system

The propagation of a shock wave of finite strength due to an explosion into inhomogeneous nongravitating and self-gravitating systems has been considered, using similarity principles, supposing that the density varies as an inverse power of distance from the centre of explosion. A large number of systems, characterised by different density exponents and different adiabatic coefficients of the gas have been considered for different shock strengths. The numerical integration from the shock inward has been continued to the surface of singularity where density tends to infinity and which acts like a piston in the self-gravitating case and to the surface where the velocity gradient tends to infinity in the nongravitating case. The effect of variation of shock strength, density exponent and adiabatic coefficient on the location of these singularities and on the distribution of flow parameters behind the shock has been studied. The initial energy of the system and the manner of release of the explosion energy influence strongly the flow behind the shock. The results have been graphically depicted.

Real-Time Simulation of Electrical Machines on FPGA Platform

This paper presents real-time simulation models of electrical machines on FPGA platform. Implementation of the real-time numerical integration methods with digital logic elements is discussed. Several numerical integrations are presented. A real-time simulation of DC machine is carried out on this FPGA platform and important transient results are presented. These results are compared to simulation results obtained through a commercial off-line simulation software

Embracing Integrability in Stellar and Planetary Dynamics

Hamiltonian systems in stellar and planetary dynamics are typically near integrable. For example, Solar System planets are almost in two-body orbits, and in simulations of the Galaxy, the orbits of stars seem regular. For such systems, sophisticated numerical methods can be developed through integrable approximations. Following this theme, we discuss three distinct problems. We start by considering numerical integration techniques for planetary systems. Perturbation methods (that utilize the integrability of the two-body motion) are preferred over conventional "blind" integration schemes. We introduce perturbation methods formulated with Cartesian variables. In our numerical comparisons, these are superior to their conventional counterparts, but, by definition, lack the energy-preserving properties of symplectic integrators. However, they are exceptionally well suited for relatively short-term integrations in which moderately high positional accuracy is required. The next exercise falls into the category of stability questions in solar systems. Traditionally, the interest has been on the orbital stability of planets, which have been quantified, e.g., by Liapunov exponents. We offer a complementary aspect by considering the protective effect that massive gas giants, like Jupiter, can offer to Earth-like planets inside the habitable zone of a planetary system. Our method produces a single quantity, called the escape rate, which characterizes the system of giant planets. We obtain some interesting results by computing escape rates for the Solar System. Galaxy modelling is our third and final topic. Because of the sheer number of stars (about 10^11 in Milky Way) galaxies are often modelled as smooth potentials hosting distributions of stars. Unfortunately, only a handful of suitable potentials are integrable (harmonic oscillator, isochrone and Stäckel potential). This severely limits the possibilities of finding an integrable approximation for an observed galaxy. A solution to this problem is torus construction; a method for numerically creating a foliation of invariant phase-space tori corresponding to a given target Hamiltonian. Canonically, the invariant tori are constructed by deforming the tori of some existing integrable toy Hamiltonian. Our contribution is to demonstrate how this can be accomplished by using a Stäckel toy Hamiltonian in ellipsoidal coordinates.

Infinite dimensional slow modulations in a well known delayed model for cutting tool vibrations

We apply the method of multiple scales (MMS) to a well-known model of regenerative cutting vibrations in the large delay regime. By ``large'' we mean the delay is much larger than the timescale of typical cutting tool oscillations. The MMS up to second order, recently developed for such systems, is applied here to study tool dynamics in the large delay regime. The second order analysis is found to be much more accurate than the first order analysis. Numerical integration of the MMS slow flow is much faster than for the original equation, yet shows excellent accuracy in that plotted solutions of moderate amplitudes are visually near-indistinguishable. The advantages of the present analysis are that infinite dimensional dynamics is retained in the slow flow, while the more usual center manifold reduction gives a planar phase space; lower-dimensional dynamical features, such as Hopf bifurcations and families of periodic solutions, are also captured by the MMS; the strong sensitivity of the slow modulation dynamics to small changes in parameter values, peculiar to such systems with large delays, is seen clearly; and though certain parameters are treated as small (or, reciprocally, large), the analysis is not restricted to infinitesimal distances from the Hopf bifurcation.

On shock dynamics

This is in continuation of our paper On the propagation of a multi-dimensional shock of arbitrary strength’ published earlier in this journal (Srinivasan and Prasad [9]). We had shown in our paper that Whitham’s shock dynamics, based on intuitive arguments, cannot be relied on for flows other than those involving weak shocks and that too with uniform flow behind the shock. Whitham [12] refers to this as misinterpretation of his approximation and claims that his theory is not only correct but also provides a natural closure of the open system of the equations of Maslov [3]. The main aim of this note is to refute Whitham’s claim with the help of an example and a numerical integration of a problem in gasdynamics.

On the spurious increase in particle volume fraction during coarsening simulations

The problem of spurious increase in volume fraction of second-phase particles during computer simulations of coarsening is examined. The origin of this problem is traced to the use of too long a time step (used for numerical integration of growth rates with respect to time) which leads to small particles with large negative growth rates shrinking to negative radii at the end of the time step. Such a shrinkage to negative sizes has the effect of pumping solute into the system. It is therefore suggested that the length of the time step be chosen in accordance with the size of the smallest particle present in the system. It is shown that spurious increase in particle Volume has a significant effect on the particle size distributions in the scaling regime (making them broader and more skewed in the Lifshitz-Slyozov-Wagner model). Its effect on coarsening kinetics, however, is found to be small.

Long term stability studies of particle storage rings using polynomial Maps

Long-term stability studies of particle storage rings can not be carried out using conventional numerical integration algorithms. We require symplectic integration algorithms which are both fast and accurate. In this paper, we study a symplectic integration method wherein the sym-plectic map representing the Hamiltonian system is refactorized using polynomial symplectic maps. This method is used to perform long term integration on a particle storage ring.