Finite integration methods for isospectral flows

In this paper we consider the approximate computation of isospectral flows based on finite integration methods( FIM) with radial basis functions( RBF) interpolation,a new algorithm is developed. Our method ensures the symmetry of the solutions. Numerical experiments demonstrate that the solutions have higher accuracy by our algorithm than by the second order Runge- Kutta( RK2) method.

Integration methods in dynamic analysis

"Series title: Springerbriefs in applied sciences and technology, ISSN 2191-530X"

Simulation methods with extended stability for stiff biochemical kinetics

Background: With increasing computer power, simulating the dynamics of complex systems in chemistry and biology is becoming increasingly routine. The modelling of individual reactions in (bio)chemical systems involves a large number of random events that can be simulated by the stochastic simulation algorithm (SSA). The key quantity is the step size, or waiting time, τ, whose value inversely depends on the size of the propensities of the different channel reactions and which needs to be re-evaluated after every firing event. Such a discrete event simulation may be extremely expensive, in particular for stiff systems where τ can be very short due to the fast kinetics of some of the channel reactions. Several alternative methods have been put forward to increase the integration step size. The so-called τ-leap approach takes a larger step size by allowing all the reactions to fire, from a Poisson or Binomial distribution, within that step. Although the expected value for the different species in the reactive system is maintained with respect to more precise methods, the variance at steady state can suffer from large errors as τ grows. Results: In this paper we extend Poisson τ-leap methods to a general class of Runge-Kutta (RK) τ-leap methods. We show that with the proper selection of the coefficients, the variance of the extended τ-leap can be well-behaved, leading to significantly larger step sizes.Conclusions: The benefit of adapting the extended method to the use of RK frameworks is clear in terms of speed of calculation, as the number of evaluations of the Poisson distribution is still one set per time step, as in the original τ-leap method. The approach paves the way to explore new multiscale methods to simulate (bio)chemical systems.

A pseudo-spectral method for the simulation of poro-elastic seismic wave propagation in 2D polar coordinates using domain decomposition

We present a novel numerical approach for the comprehensive, flexible, and accurate simulation of poro-elastic wave propagation in 2D polar coordinates. An important application of this method and its extensions will be the modeling of complex seismic wave phenomena in fluid-filled boreholes, which represents a major, and as of yet largely unresolved, computational problem in exploration geophysics. In view of this, we consider a numerical mesh, which can be arbitrarily heterogeneous, consisting of two or more concentric rings representing the fluid in the center and the surrounding porous medium. The spatial discretization is based on a Chebyshev expansion in the radial direction and a Fourier expansion in the azimuthal direction and a Runge-Kutta integration scheme for the time evolution. A domain decomposition method is used to match the fluid-solid boundary conditions based on the method of characteristics. This multi-domain approach allows for significant reductions of the number of grid points in the azimuthal direction for the inner grid domain and thus for corresponding increases of the time step and enhancements of computational efficiency. The viability and accuracy of the proposed method has been rigorously tested and verified through comparisons with analytical solutions as well as with the results obtained with a corresponding, previously published, and independently bench-marked solution for 2D Cartesian coordinates. Finally, the proposed numerical solution also satisfies the reciprocity theorem, which indicates that the inherent singularity associated with the origin of the polar coordinate system is adequately handled.

A pseudo-spectral method for simulating of poro-elastic seismic wave propagation in complex borehole environments

We present a novel numerical approach for the comprehensive, flexible, and accurate simulation of poro-elastic wave propagation in cylindrical coordinates. An important application of this method is the modeling of complex seismic wave phenomena in fluid-filled boreholes, which represents a major, and as of yet largely unresolved, computational problem in exploration geophysics. In view of this, we consider a numerical mesh consisting of three concentric domains representing the borehole fluid in the center, the borehole casing and the surrounding porous formation. The spatial discretization is based on a Chebyshev expansion in the radial direction, Fourier expansions in the other directions, and a Runge-Kutta integration scheme for the time evolution. A domain decomposition method based on the method of characteristics is used to match the boundary conditions at the fluid/porous-solid and porous-solid/porous-solid interfaces. The viability and accuracy of the proposed method has been tested and verified in 2D polar coordinates through comparisons with analytical solutions as well as with the results obtained with a corresponding, previously published, and independently benchmarked solution for 2D Cartesian coordinates. The proposed numerical solution also satisfies the reciprocity theorem, which indicates that the inherent singularity associated with the origin of the polar coordinate system is handled adequately.

Korteweg–de Vries solitoniyhtälön diskretointi- ja aikaintegrointimenetelmien vertailua

Solitoni on tunnettu ilmiönä jo 1800-luvun alkupuolelta lähtien. Se on eräänlainen muotonsa säilyttävä ja vakionopeudella etenevä aalto. 1800-luvun loppupuolella esitettiin osittaisdifferentiaaliyhtälön kuvaamaan tällaista matalassa ja kapeassa kanavassa esiintynyttä solitoniaaltoa. Tätä Kortewegin ja de Vries’n mukaan nimettyä osittaisdifferentiaaliyhtälöä tutkivat numeerisesti ensimmäistä kertaa Zabusky ja Kruskal vuonna 1965. Osittaisdifferentiaaliyhtälöiden ratkaisuun tarvitsee usein käyttää numeerisia menetelmiä. Tämän työn alkupuoli käsittelee yleisesti tarvittavia matemaattisia menetelmiä sekä KdV-yhtälön analyyttistä tarkastelua. Loppupuolella tutkitaan KdV-yhtälön mallintamista tietokoneen avulla. Zabuskyn ja Kruskalin käyttämien menetelmien lisäksi kokeillaan montaa muutakin tapaa KdV-yhtälön mallintamiseen. Näistä menetelmistä vertaillaan laskentatehokkuutta sekä menetelmän tarkkuutta. Zabuskyn ja Kruskalin käyttämä paikkadiskretointi todettiin mallinnuksissa tarkimmaksi, mutta ei kuitenkaan mallinnusaikaa tarkastellen tehokkaimmaksi. Aikaintegroinneista Runge-Kutta-menetelmät todettiin parhaiksi. Menetelmien vertailun lisäksi niistä parhaiksi havaittuja sovellettiin muutaman erikoistapauksen, kuten kolmen aallon törmäyksen, mallintamiseen.

Numerical Simulation of Stochastic Di erential Equations

Stochastic differential equation (SDE) is a differential equation in which some of the terms and its solution are stochastic processes. SDEs play a central role in modeling physical systems like finance, Biology, Engineering, to mention some. In modeling process, the computation of the trajectories (sample paths) of solutions to SDEs is very important. However, the exact solution to a SDE is generally difficult to obtain due to non-differentiability character of realizations of the Brownian motion. There exist approximation methods of solutions of SDE. The solutions will be continuous stochastic processes that represent diffusive dynamics, a common modeling assumption for financial, Biology, physical, environmental systems. This Masters' thesis is an introduction and survey of numerical solution methods for stochastic differential equations. Standard numerical methods, local linearization methods and filtering methods are well described. We compute the root mean square errors for each method from which we propose a better numerical scheme. Stochastic differential equations can be formulated from a given ordinary differential equations. In this thesis, we describe two kind of formulations: parametric and non-parametric techniques. The formulation is based on epidemiological SEIR model. This methods have a tendency of increasing parameters in the constructed SDEs, hence, it requires more data. We compare the two techniques numerically.

Large-eddy simulation of wind flows over complex terrains for wind energy applications

Wind energy has obtained outstanding expectations due to risks of global warming and nuclear energy production plant accidents. Nowadays, wind farms are often constructed in areas of complex terrain. A potential wind farm location must have the site thoroughly surveyed and the wind climatology analyzed before installing any hardware. Therefore, modeling of Atmospheric Boundary Layer (ABL) flows over complex terrains containing, e.g. hills, forest, and lakes is of great interest in wind energy applications, as it can help in locating and optimizing the wind farms. Numerical modeling of wind flows using Computational Fluid Dynamics (CFD) has become a popular technique during the last few decades. Due to the inherent flow variability and large-scale unsteadiness typical in ABL flows in general and especially over complex terrains, the flow can be difficult to be predicted accurately enough by using the Reynolds-Averaged Navier-Stokes equations (RANS). Large- Eddy Simulation (LES) resolves the largest and thus most important turbulent eddies and models only the small-scale motions which are more universal than the large eddies and thus easier to model. Therefore, LES is expected to be more suitable for this kind of simulations although it is computationally more expensive than the RANS approach. With the fast development of computers and open-source CFD software during the recent years, the application of LES toward atmospheric flow is becoming increasingly common nowadays. The aim of the work is to simulate atmospheric flows over realistic and complex terrains by means of LES. Evaluation of potential in-land wind park locations will be the main application for these simulations. Development of the LES methodology to simulate the atmospheric flows over realistic terrains is reported in the thesis. The work also aims at validating the LES methodology at a real scale. In the thesis, LES are carried out for flow problems ranging from basic channel flows to real atmospheric flows over one of the most recent real-life complex terrain problems, the Bolund hill. All the simulations reported in the thesis are carried out using a new OpenFOAM® -based LES solver. The solver uses the 4th order time-accurate Runge-Kutta scheme and a fractional step method. Moreover, development of the LES methodology includes special attention to two boundary conditions: the upstream (inflow) and wall boundary conditions. The upstream boundary condition is generated by using the so-called recycling technique, in which the instantaneous flow properties are sampled on aplane downstream of the inlet and mapped back to the inlet at each time step. This technique develops the upstream boundary-layer flow together with the inflow turbulence without using any precursor simulation and thus within a single computational domain. The roughness of the terrain surface is modeled by implementing a new wall function into OpenFOAM® during the thesis work. Both, the recycling method and the newly implemented wall function, are validated for the channel flows at relatively high Reynolds number before applying them to the atmospheric flow applications. After validating the LES model over simple flows, the simulations are carried out for atmospheric boundary-layer flows over two types of hills: first, two-dimensional wind-tunnel hill profiles and second, the Bolund hill located in Roskilde Fjord, Denmark. For the twodimensional wind-tunnel hills, the study focuses on the overall flow behavior as a function of the hill slope. Moreover, the simulations are repeated using another wall function suitable for smooth surfaces, which already existed in OpenFOAM® , in order to study the sensitivity of the flow to the surface roughness in ABL flows. The simulated results obtained using the two wall functions are compared against the wind-tunnel measurements. It is shown that LES using the implemented wall function produces overall satisfactory results on the turbulent flow over the two-dimensional hills. The prediction of the flow separation and reattachment-length for the steeper hill is closer to the measurements than the other numerical studies reported in the past for the same hill geometry. The field measurement campaign performed over the Bolund hill provides the most recent field-experiment dataset for the mean flow and the turbulence properties. A number of research groups have simulated the wind flows over the Bolund hill. Due to the challenging features of the hill such as the almost vertical hill slope, it is considered as an ideal experimental test case for validating micro-scale CFD models for wind energy applications. In this work, the simulated results obtained for two wind directions are compared against the field measurements. It is shown that the present LES can reproduce the complex turbulent wind flow structures over a complicated terrain such as the Bolund hill. Especially, the present LES results show the best prediction of the turbulent kinetic energy with an average error of 24.1%, which is a 43% smaller than any other model results reported in the past for the Bolund case. Finally, the validated LES methodology is demonstrated to simulate the wind flow over the existing Muukko wind farm located in South-Eastern Finland. The simulation is carried out only for one wind direction and the results on the instantaneous and time-averaged wind speeds are briefly reported. The demonstration case is followed by discussions on the practical aspects of LES for the wind resource assessment over a realistic inland wind farm.

MODELAGEM E SIMULAÇÃO DA DESTERPENAÇÃO DO ÓLEO DA CASCA DE LARANJA COM CO2 SUPERCRÍTICO EM MODO SEMI-CONTÍNUO

A desterpenação do óleo da casca de laranja com CO2 supercrítico foi investigada através da modelagem e simulação da separação de uma mistura sintética de limoneno (90 % em peso) e linalol (10 %), em um extrator operando em modo semi-contínuo. A modelagem matemática da extração supercrítica foi realizada por analogia com a destilação de uma mistura binária, em batelada, expressando-se a composição das fases em equilíbrio numa base molar livre de CO2. O cálculo das variáveis do processo foi feito por integração numérica da equação de Rayleigh empregando-se o método de Runge-Kutta de quarta ordem. Para a determinação da relação de equilíbrio entre as fases, adotou-se a equação de Peng-Robinson modificada, com os parâmetros de interação obtidos de dados de ELV dos sistemas binários CO2+limoneno e CO2+linalol e do ternário CO2+limoneno+linalol.

COMPARAÇÃO ENTRE TÉCNICAS NUMÉRICAS PARA A RESOLUÇÃO DO PROBLEMA DE TRANSFERÊNCIA DE CALOR EM ALIMENTOS ENLATADOS

Este trabalho apresenta a comparação das técnicas de resolução numérica de Diferenças Finitas e Runge-Kutta-Gill de 4a ordem com passo de integração variável para a simulação do modelo de transferência de calor em regime transiente bidimensional em coordenadas cilíndricas e unidimensional em coordenadas esféricas, aplicado a alimentos enlatados processados em autoclave, observando-se a rapidez e a precisão de integração comparados aos perfis reais de tempo/temperatura, incluindo desvios de processo. Além disso, uma análise de sensibilidade paramétrica na difusividade térmica foi realizada na tentativa de quantificar a influência que essa propriedade possui na resolução numérica. Para tanto, foram realizados ensaios de penetração de calor em autoclave a vapor, utilizando-se latas cilíndricas de 75x90 e 100x110 contendo simulantes de alimentos com características de aquecimento por condução e convecção.

Évaluation in silico des pompes d’assistance ventriculaire de type écoulement mixte

L'insuffisance cardiaque est une maladie à grande incidence dont le traitement définitif est difficile. Les pompes d'assistance ventriculaire ont été proposées comme thérapie alternative à long terme, mais la technologie est relativement jeune et selon son design, axial ou centrifuge, le dispositif favorise soit l'hémolyse, soit la stagnation de l'écoulement sanguin. Les pompes à écoulement mixte, combinant certaines propriétés des deux types, ont été proposées comme solution intermédiaire. Pour évaluer leurs performances, nous avons effectué des comparaisons numériques entre huit pompes, deux axiales, deux centrifuges, et quatre mixtes, en employant un modèle Windkessel du système cardiovasculaire avec paramètres optimisés pour l'insuffisance cardiaque résolu avec une méthode Radau IIA3, une méthode de résolution de système d'équations différentielles ordinaires L-stable appartenant à la famille des méthodes Runge-Kutta implicites. Nos résultats semblent suggérer que les pompes d'assistance mixtes ne démontrent qu'un léger avantage comparativement aux autres types en terme de performance optimale dans le cas de l'insuffisance cardiaque, mais il faudrait effectuer plus d'essais numériques avec un modèle plus complet, entre autres avec contrôles nerveux implémentés.

Simulation de la nage anguilliforme

Ce document traite premièrement des diverses tentatives de modélisation et de simulation de la nage anguilliforme puis élabore une nouvelle technique, basée sur la méthode de la frontière immergée généralisée et la théorie des poutres de Reissner-Simo. Cette dernière, comme les équations des fluides polaires, est dérivée de la mécanique des milieux continus puis les équations obtenues sont discrétisées afin de les amener à une résolution numérique. Pour la première fois, la théorie des schémas de Runge-Kutta additifs est combinée à celle des schémas de Runge-Kutta-Munthe-Kaas pour engendrer une méthode d’ordre de convergence formel arbitraire. De plus, les opérations d’interpolation et d’étalement sont traitées d’un nouveau point de vue qui suggère l’usage des splines interpolatoires nodales en lieu et place des fonctions d’étalement traditionnelles. Enfin, de nombreuses vérifications numériques sont faites avant de considérer les simulations de la nage.

Numerical Methods for the Unsteady Compressible Navier-Stokes Equations

We consider numerical methods for the compressible time dependent Navier-Stokes equations, discussing the spatial discretization by Finite Volume and Discontinuous Galerkin methods, the time integration by time adaptive implicit Runge-Kutta and Rosenbrock methods and the solution of the appearing nonlinear and linear equations systems by preconditioned Jacobian-Free Newton-Krylov, as well as Multigrid methods. As applications, thermal Fluid structure interaction and other unsteady flow problems are considered. The text is aimed at both mathematicians and engineers.

Numerical analyses of Runge–Kutta implicit–explicit schemes for horizontally explicit, vertically implicit solutions of atmospheric models

With the prospect of exascale computing, computational methods requiring only local data become especially attractive. Consequently, the typical domain decomposition of atmospheric models means horizontally-explicit vertically-implicit (HEVI) time-stepping schemes warrant further attention. In this analysis, Runge-Kutta implicit-explicit schemes from the literature are analysed for their stability and accuracy using a von Neumann stability analysis of two linear systems. Attention is paid to the numerical phase to indicate the behaviour of phase and group velocities. Where the analysis is tractable, analytically derived expressions are considered. For more complicated cases, amplification factors have been numerically generated and the associated amplitudes and phase diagnosed. Analysis of a system describing acoustic waves has necessitated attributing the three resultant eigenvalues to the three physical modes of the system. To do so, a series of algorithms has been devised to track the eigenvalues across the frequency space. The result enables analysis of whether the schemes exactly preserve the non-divergent mode; and whether there is evidence of spurious reversal in the direction of group velocities or asymmetry in the damping for the pair of acoustic modes. Frequency ranges that span next-generation high-resolution weather models to coarse-resolution climate models are considered; and a comparison is made of errors accumulated from multiple stability-constrained shorter time-steps from the HEVI scheme with a single integration from a fully implicit scheme over the same time interval. Two schemes, “Trap2(2,3,2)” and “UJ3(1,3,2)”, both already used in atmospheric models, are identified as offering consistently good stability and representation of phase across all the analyses. Furthermore, according to a simple measure of computational cost, “Trap2(2,3,2)” is the least expensive.

Numerical study of the atmospheric flow over a coastal cliff

This work presents a numerical method suitable for the study of the development of internal boundary layers (IBL) and their characteristics for flows over various types of coastal cliffs. The IBL is an important meteorological occurrence for flows with surface roughness and topographical step changes. A two-dimensional flow program was used for this study. The governing equations were written using the vorticity-velocity formulation. The spatial derivatives were discretized by high-order compact finite differences schemes. The time integration was performed with a low storage fourth-order Runge-Kutta scheme. The coastal cliff (step) was specified through an immersed boundary method. The validation of the code was done by comparison of the results with experimental and observational data. The numerical simulations were carried out for different coastal cliff heights and inclinations. The results show that the predominant factors for the height of the IBL and its characteristics are the upstream velocity, and the height and form (inclination) of the coastal cliff. Copyright (C) 2010 John Wiley & Sons, Ltd.