A characteristic based numerical method with tracking for nonlinear wave equations

Many physical problems can be modeled by scalar, first-order, nonlinear, hyperbolic, partial differential equations (PDEs). The solutions to these PDEs often contain shock and rarefaction waves, where the solution becomes discontinuous or has a discontinuous derivative. One can encounter difficulties using traditional finite difference methods to solve these equations. In this paper, we introduce a numerical method for solving first-order scalar wave equations. The method involves solving ordinary differential equations (ODEs) to advance the solution along the characteristics and to propagate the characteristics in time. Shocks are created when characteristics cross, and the shocks are then propagated by applying analytical jump conditions. New characteristics are inserted in spreading rarefaction fans. New characteristics are also inserted when values on adjacent characteristics lie on opposite sides of an inflection point of a nonconvex flux function, Solutions along characteristics are propagated using a standard fourth-order Runge-Kutta ODE solver. Shocks waves are kept perfectly sharp. In addition, shock locations and velocities are determined without analyzing smeared profiles or taking numerical derivatives. In order to test the numerical method, we study analytically a particular class of nonlinear hyperbolic PDEs, deriving closed form solutions for certain special initial data. We also find bounded, smooth, self-similar solutions using group theoretic methods. The numerical method is validated against these analytical results. In addition, we compare the errors in our method with those using the Lax-Wendroff method for both convex and nonconvex flux functions. Finally, we apply the method to solve a PDE with a convex flux function describing the development of a thin liquid film on a horizontally rotating disk and a PDE with a nonconvex flux function, arising in a problem concerning flow in an underground reservoir.

Evaluation of strain-rate effects in transitional round jets using direct numerical simulation

The coherent flame model uses the strain rate to predict reaction rate per unit flame surface area and some procedure that solves for the dynamics of flame surfaces to predict species distributions. The strainrate formula for the reaction rate is obtained from the analytical solution for a flame in a laminar, plane stagnation point flow. Here, the formula's effectiveness is examined by comparisons with data from a direct numerical simulation (DNS) of a round jetlike flow that undergoes transition to turbulence. Significant differences due to general flow features can be understood qualitatively: Model predictions are good in the braids between vortex rings, which are present in the near field of round jets, as the strain rate is extensional and reaction surfaces are isolated. In several other regions, the strain rate is compressive or flame surfaces are folded close together. There, the predictions are poor as the local flow no longer resembles the model flow. Quantitative comparisons showed some discrepancies. A modified, consistent application of the strain-rate solution did not show significant changes in the prediction of mean reaction rate distributions.

Numerical modeling of heat and mass transfer in laser surface alloying: Non-equilibrium solidification effects

A transient macroscopic model is developed for studying heat and mass transfer in a single-pass laser surface alloying process, with particular emphasis on non-equilibrium solidification considerations. The solution for species concentration distribution requires suitable treatment of non-equilibrium mass transfer conditions. In this context, microscopic features pertaining to non-equilibrium effects on account of solutal undercooling are incorporated through the formulation of a modified partition-coefficient. The effective partition-coefficient is numerically modeled by Means of a number of macroscopically observable parameters related to the solidifying domain. The numerical model is so developed that the modifications on account of non-equilibrium solidification considerations can be conveniently implemented in existing numerical codes based on equilibrium solidification considerations.

Rayleigh-Benard convection during solidification of an eutectic solution cooled from the top

The interaction between laminar Rayleigh-Benard convection and directional solidification is studied for the case of an eutectic solution kept in a rectangular cavity cooled from the top. Experiments and numerical simulations are carried out using an NH4Cl-H2O solution as the model fluid. The flow is visualized using a sheet of laser light scattered by neutrally buoyant, hollow-glass spheres seeded in the fluid. The numerical modeling is performed using a pressure-based finite-volume method according to the SIMPLER algorithm. The present configuration enables us to visualize flow vortices in the presence of a continuously evolving solid/liquid interface. Clear visualization of the Rayleigh-Benard convective cells and their interaction with the solidification front are obtained. It is observed that the convective cells are characterized by zones of up-flow and down-flow, resulting in the development of a nonplanar interface. Because of the continuous advancement of the solid/liquid interface, the effective liquid height of the cavity keeps decreasing. Once the height of the fluid layer falls below a critical value, the convective cells become weaker and eventually die out, leading to the growth of a planar solidification front. Results of flow visualization and temperature measurement are compared with those from the numerical simulation, and a good agreement is found.

Direct numerical simulation of turbulent spots

A group of high-order finite-difference schemes for incompressible flow was implemented to simulate the evolution of turbulent spots in channel flows. The long-time accuracy of these schemes was tested by comparing the evolution of small disturbances to a plane channel flow against the growth rate predicted by linear theory. When the perturbation is the unstable eigenfunction at a Reynolds number of 7500, the solution grows only if there are a comparatively large number of (equispaced) grid points across the channel. Fifth-order upwind biasing of convection terms is found to be worse than second-order central differencing. But, for a decaying mode at a Reynolds number of 1000, about a fourth of the points suffice to obtain the correct decay rate. We show that this is due to the comparatively high gradients in the unstable eigenfunction near the walls. So, high-wave-number dissipation of the high-order upwind biasing degrades the solution especially. But for a well-resolved calculation, the weak dissipation does not degrade solutions even over the very long times (O(100)) computed in these tests. Some new solutions of spot evolution in Couette flows with pressure gradients are presented. The approach to self-similarity at long times can be seen readily in contour plots.

Accelerating Numerical Linear Algebra Kernels on a Scalable Run Time Reconfigurable Platform

Numerical Linear Algebra (NLA) kernels are at the heart of all computational problems. These kernels require hardware acceleration for increased throughput. NLA Solvers for dense and sparse matrices differ in the way the matrices are stored and operated upon although they exhibit similar computational properties. While ASIC solutions for NLA Solvers can deliver high performance, they are not scalable, and hence are not commercially viable. In this paper, we show how NLA kernels can be accelerated on REDEFINE, a scalable runtime reconfigurable hardware platform. Compared to a software implementation, Direct Solver (Modified Faddeev's algorithm) on REDEFINE shows a 29X improvement on an average and Iterative Solver (Conjugate Gradient algorithm) shows a 15-20% improvement. We further show that solution on REDEFINE is scalable over larger problem sizes without any notable degradation in performance.

Phase-plane techniques for the solution of transient-stability problems

The paper presents a graphical-numerical method for determining the transient stability limits of a two-machine system under the usual assumptions of constant input, no damping and constant voltage behind transient reactance. The method presented is based on the phase-plane criterion,1, 2 in contrast to the usual step-by-step and equal-area methods. For the transient stability limit of a two-machine system, under the assumptions stated, the sum of the kinetic energy and the potential energy, at the instant of fault clearing, should just be equal to the maximum value of the potential energy which the machines can accommodate with the fault cleared. The assumption of constant voltage behind transient reactance is then discarded in favour of the more accurate assumption of constant field flux linkages. Finally, the method is extended to include the effect of field decrement and damping. A number of examples corresponding to each case are worked out, and the results obtained by the proposed method are compared with those obtained by the usual methods.

On the solution of bivariate population balance equations for aggregation: X-discretization of space for expansion and contraction of computational domain

A new structured discretization of 2D space, named X-discretization, is proposed to solve bivariate population balance equations using the framework of minimal internal consistency of discretization of Chakraborty and Kumar [2007, A new framework for solution of multidimensional population balance equations. Chem. Eng. Sci. 62, 4112-4125] for breakup and aggregation of particles. The 2D space of particle constituents (internal attributes) is discretized into bins by using arbitrarily spaced constant composition radial lines and constant mass lines of slope -1. The quadrilaterals are triangulated by using straight lines pointing towards the mean composition line. The monotonicity of the new discretization makes is quite easy to implement, like a rectangular grid but with significantly reduced numerical dispersion. We use the new discretization of space to automate the expansion and contraction of the computational domain for the aggregation process, corresponding to the formation of larger particles and the disappearance of smaller particles by adding and removing the constant mass lines at the boundaries. The results show that the predictions of particle size distribution on fixed X-grid are in better agreement with the analytical solution than those obtained with the earlier techniques. The simulations carried out with expansion and/or contraction of the computational domain as population evolves show that the proposed strategy of evolving the computational domain with the aggregation process brings down the computational effort quite substantially; larger the extent of evolution, greater is the reduction in computational effort. (C) 2011 Elsevier Ltd. All rights reserved.

Effect of capillarity and heterogeneity in the numerical modelling of multiphase flow of fluids in unsaturated porous medium

The multiphase flow of fluids in the unsaturated porous medium is considered as a three phase flow of water, NAPL, and air simultaneously in the porous medium. The adaptive solution fully implicit modified sequential method is used for the numerical modelling. The effect of capillarity and heterogeneity effect at the interface between the media is studied and it is observed that the interface criteria has to be taken into account for the correct prediction of NAPL migration especially in heterogeneous media. The modified Newton Raphson method is used for the linearization and Hestines and Steifel Conjugate Gradient method is used as the solver.

A numerical study of variable coefficient elliptic Cauchy problem via projection method

In this paper, we investigate a numerical method for the solution of an inverse problem of recovering lacking data on some part of the boundary of a domain from the Cauchy data on other part for a variable coefficient elliptic Cauchy problem. In the process, the Cauchy problem is transformed into the problem of solving a compact linear operator equation. As a remedy to the ill-posedness of the problem, we use a projection method which allows regularization solely by discretization. The discretization level plays the role of regularization parameter in the case of projection method. The balancing principle is used for the choice of an appropriate discretization level. Several numerical examples show that the method produces a stable good approximate solution.

A Numerical Scheme for Three-Dimensional Front Propagation and Control of Jordan Mode

As an example of a front propagation, we study the propagation of a three-dimensional nonlinear wavefront into a polytropic gas in a uniform state and at rest. The successive positions and geometry of the wavefront are obtained by solving the conservation form of equations of a weakly nonlinear ray theory. The proposed set of equations forms a weakly hyperbolic system of seven conservation laws with an additional vector constraint, each of whose components is a divergence-free condition. This constraint is an involution for the system of conservation laws, and it is termed a geometric solenoidal constraint. The analysis of a Cauchy problem for the linearized system shows that when this constraint is satisfied initially, the solution does not exhibit any Jordan mode. For the numerical simulation of the conservation laws we employ a high resolution central scheme. The second order accuracy of the scheme is achieved by using MUSCL-type reconstructions and Runge-Kutta time discretizations. A constrained transport-type technique is used to enforce the geometric solenoidal constraint. The results of several numerical experiments are presented, which confirm the efficiency and robustness of the proposed numerical method and the control of the Jordan mode.

Directional Diffusion Regulator (DDR) for some numerical solvers of hyperbolic conservation laws

A computational tool called ``Directional Diffusion Regulator (DDR)'' is proposed to bring forth real multidimensional physics into the upwind discretization in some numerical schemes of hyperbolic conservation laws. The direction based regulator when used with dimension splitting solvers, is set to moderate the excess multidimensional diffusion and hence cause genuine multidimensional upwinding like effect. The basic idea of this regulator driven method is to retain a full upwind scheme across local discontinuities, with the upwind bias decreasing smoothly to a minimum in the farthest direction. The discontinuous solutions are quantified as gradients and the regulator parameter across a typical finite volume interface or a finite difference interpolation point is formulated based on fractional local maximum gradient in any of the weak solution flow variables (say density, pressure, temperature, Mach number or even wave velocity etc.). DDR is applied to both the non-convective as well as whole unsplit dissipative flux terms of some numerical schemes, mainly of Local Lax-Friedrichs, to solve some benchmark problems describing inviscid compressible flow, shallow water dynamics and magneto-hydrodynamics. The first order solutions consistently improved depending on the extent of grid non-alignment to discontinuities, with the major influence due to regulation of non-convective diffusion. The application is also experimented on schemes such as Roe, Jameson-Schmidt-Turkel and some second order accurate methods. The consistent improvement in accuracy either at moderate or marked levels, for a variety of problems and with increasing grid size, reasonably indicate a scope for DDR as a regular tool to impart genuine multidimensional upwinding effect in a simpler framework. (C) 2012 Elsevier Inc. All rights reserved.

Upper bound solution for pullout capacity of vertical anchors in sand using finite elements and limit analysis

The horizontal pullout capacity of vertical anchors embedded in sand has been determined by using an upper bound theorem of the limit analysis in combination with finite elements. The numerical results are presented in nondimensional form to determine the pullout resistance for various combinations of embedment ratio of the anchor (H/B), internal friction angle (ϕ) of sand, and the anchor-soil interface friction angle (δ). The pullout resistance increases with increases in the values of embedment ratio, friction angle of sand and anchor-soil interface friction angle. As compared to earlier reported solutions in literature, the present solution provides a better upper bound on the ultimate collapse load.

Weakly corrected numerical solutions to stochastically driven nonlinear dynamical systems

A method to weakly correct the solutions of stochastically driven nonlinear dynamical systems, herein numerically approximated through the Eule-Maruyama (EM) time-marching map, is proposed. An essential feature of the method is a change of measures that aims at rendering the EM-approximated solution measurable with respect to the filtration generated by an appropriately defined error process. Using Ito's formula and adopting a Monte Carlo (MC) setup, it is shown that the correction term may be additively applied to the realizations of the numerically integrated trajectories. Numerical evidence, presently gathered via applications of the proposed method to a few nonlinear mechanical oscillators and a semi-discrete form of a 1-D Burger's equation, lends credence to the remarkably improved numerical accuracy of the corrected solutions even with relatively large time step sizes. (C) 2015 Elsevier Inc. All rights reserved.

An exact solution for the three-phase piezoelectric cylinder model under antiplane shear and its applications to piezoelectric composites

A three-phase piezoelectric cylinder model is proposed and an exact solution is obtained for the model under a farfield antiplane mechanical load and a far-field inplane electrical load. The three-phase model can serve as a fiber/interphase layer/matrix model, in terms of which a lot of interesting mechanical and electrical coupling phenomena induced by the interphase layer are revealed. It is found that much more serious stress and electrical field concentrations occur in the model with the interphase layer than those without any interphase layer. The three-phase model can also serve as a fiber/matrix/composite model, in terms of which a generalized self-consistent approach is developed for predicting the effective electroelastic moduli of piezoelectric composites. Numerical examples are given and discussed in detail.