Statistical Numerical Methods for Eigenvalue Problem. Parallel Implementation

MSC subject classification: 65C05, 65U05.

Efficient numerical methods for the random-field Ising model: Finite-size scaling, reweighting extrapolation, and computation of response functions

It was recently shown [Phys. Rev. Lett. 110, 227201 (2013)] that the critical behavior of the random-field Ising model in three dimensions is ruled by a single universality class. This conclusion was reached only after a proper taming of the large scaling corrections of the model by applying a combined approach of various techniques, coming from the zero-and positive-temperature toolboxes of statistical physics. In the present contribution we provide a detailed description of this combined scheme, explaining in detail the zero-temperature numerical scheme and developing the generalized fluctuation-dissipation formula that allowed us to compute connected and disconnected correlation functions of the model. We discuss the error evolution of our method and we illustrate the infinite limit-size extrapolation of several observables within phenomenological renormalization. We present an extension of the quotients method that allows us to obtain estimates of the critical exponent a of the specific heat of the model via the scaling of the bond energy and we discuss the self-averaging properties of the system and the algorithmic aspects of the maximum-flow algorithm used.

Periodic nonlinear Fourier transform for fiber-optic communications, Part I:theory and numerical methods

In this work, we introduce the periodic nonlinear Fourier transform (PNFT) method as an alternative and efficacious tool for compensation of the nonlinear transmission effects in optical fiber links. In the Part I, we introduce the algorithmic platform of the technique, describing in details the direct and inverse PNFT operations, also known as the inverse scattering transform for periodic (in time variable) nonlinear Schrödinger equation (NLSE). We pay a special attention to explaining the potential advantages of the PNFT-based processing over the previously studied nonlinear Fourier transform (NFT) based methods. Further, we elucidate the issue of the numerical PNFT computation: we compare the performance of four known numerical methods applicable for the calculation of nonlinear spectral data (the direct PNFT), in particular, taking the main spectrum (utilized further in Part II for the modulation and transmission) associated with some simple example waveforms as the quality indicator for each method. We show that the Ablowitz-Ladik discretization approach for the direct PNFT provides the best performance in terms of the accuracy and computational time consumption.

Application of Numerical Methods to Study Arrangement and Fracture of Lithium-Ion Microstructure

The focus of this work is to develop and employ numerical methods that provide characterization of granular microstructures, dynamic fragmentation of brittle materials, and dynamic fracture of three-dimensional bodies.

We first propose the fabric tensor formalism to describe the structure and evolution of lithium-ion electrode microstructure during the calendaring process. Fabric tensors are directional measures of particulate assemblies based on inter-particle connectivity, relating to the structural and transport properties of the electrode. Applying this technique to X-ray computed tomography of cathode microstructure, we show that fabric tensors capture the evolution of the inter-particle contact distribution and are therefore good measures for the internal state of and electronic transport within the electrode.

We then shift focus to the development and analysis of fracture models within finite element simulations. A difficult problem to characterize in the realm of fracture modeling is that of fragmentation, wherein brittle materials subjected to a uniform tensile loading break apart into a large number of smaller pieces. We explore the effect of numerical precision in the results of dynamic fragmentation simulations using the cohesive element approach on a one-dimensional domain. By introducing random and non-random field variations, we discern that round-off error plays a significant role in establishing a mesh-convergent solution for uniform fragmentation problems. Further, by using differing magnitudes of randomized material properties and mesh discretizations, we find that employing randomness can improve convergence behavior and provide a computational savings.

The Thick Level-Set model is implemented to describe brittle media undergoing dynamic fragmentation as an alternative to the cohesive element approach. This non-local damage model features a level-set function that defines the extent and severity of degradation and uses a length scale to limit the damage gradient. In terms of energy dissipated by fracture and mean fragment size, we find that the proposed model reproduces the rate-dependent observations of analytical approaches, cohesive element simulations, and experimental studies.

Lastly, the Thick Level-Set model is implemented in three dimensions to describe the dynamic failure of brittle media, such as the active material particles in the battery cathode during manufacturing. The proposed model matches expected behavior from physical experiments, analytical approaches, and numerical models, and mesh convergence is established. We find that the use of an asymmetrical damage model to represent tensile damage is important to producing the expected results for brittle fracture problems.

The impact of this work is that designers of lithium-ion battery components can employ the numerical methods presented herein to analyze the evolving electrode microstructure during manufacturing, operational, and extraordinary loadings. This allows for enhanced designs and manufacturing methods that advance the state of battery technology. Further, these numerical tools have applicability in a broad range of fields, from geotechnical analysis to ice-sheet modeling to armor design to hydraulic fracturing.

Heating the Early Universe : Numerical Methods and Their Analysis

During the epoch when the first collapsed structures formed (6<z<50) our Universe went through an extended period of changes. Some of the radiation from the first stars and accreting black holes in those structures escaped and changed the state of the Intergalactic Medium (IGM). The era of this global phase change in which the state of the IGM was transformed from cold and neutral to warm and ionized, is called the Epoch of Reionization.In this thesis we focus on numerical methods to calculate the effects of this escaping radiation. We start by considering the performance of the cosmological radiative transfer code C2-Ray. We find that although this code efficiently and accurately solves for the changes in the ionized fractions, it can yield inaccurate results for the temperature changes. We introduce two new elements to improve the code. The first element, an adaptive time step algorithm, quickly determines an optimal time step by only considering the computational cells relevant for this determination. The second element, asynchronous evolution, allows different cells to evolve with different time steps. An important constituent of methods to calculate the effects of ionizing radiation is the transport of photons through the computational domain or ``ray-tracing''. We devise a novel ray tracing method called PYRAMID which uses a new geometry - the pyramidal geometry. This geometry shares properties with both the standard Cartesian and spherical geometries. This makes it on the one hand easy to use in conjunction with a Cartesian grid and on the other hand ideally suited to trace radiation from a radially emitting source. A time-dependent photoionization calculation not only requires tracing the path of photons but also solving the coupled set of photoionization and thermal equations. Several different solvers for these equations are in use in cosmological radiative transfer codes. We conduct a detailed and quantitative comparison of four different standard solvers in which we evaluate how their accuracy depends on the choice of the time step. This comparison shows that their performance can be characterized by two simple parameters and that the C2-Ray generally performs best.

Numerical methods for solar tomography in the STEREO era

In this thesis, we propose several advances in the numerical and computational algorithms that are used to determine tomographic estimates of physical parameters in the solar corona. We focus on methods for both global dynamic estimation of the coronal electron density and estimation of local transient phenomena, such as coronal mass ejections, from empirical observations acquired by instruments onboard the STEREO spacecraft. We present a first look at tomographic reconstructions of the solar corona from multiple points-of-view, which motivates the developments in this thesis. In particular, we propose a method for linear equality constrained state estimation that leads toward more physical global dynamic solar tomography estimates. We also present a formulation of the local static estimation problem, i.e., the tomographic estimation of local events and structures like coronal mass ejections, that couples the tomographic imaging problem to a phase field based level set method. This formulation will render feasible the 3D tomography of coronal mass ejections from limited observations. Finally, we develop a scalable algorithm for ray tracing dense meshes, which allows efficient computation of many of the tomographic projection matrices needed for the applications in this thesis.

Integration Methods Used in Numerical Simulations of Electromagnetic Transients

This paper made an analysis of some numerical integration methods that can be used in electromagnetic transient simulations. Among the existing methods, we analyzed the trapezoidal integration method (or Heun formula), Simpson's Rule and Runge-Kutta. These methods were used in simulations of electromagnetic transients in power systems, resulting from switching operations and maneuvers that occur in transmission lines. Analyzed the characteristics such as accuracy, computation time and robustness of the methods of integration.

A bi-cubic transformation for the numerical evaluation of the Cauchy principal value integrals in boundary methods

The numerical strategies employed in the evaluation of singular integrals existing in the Cauchy principal value (CPV) sense are, undoubtedly, one of the key aspects which remarkably affect the performance and accuracy of the boundary element method (BEM). Thus, a new procedure, based upon a bi-cubic co-ordinate transformation and oriented towards the numerical evaluation of both the CPV integrals and some others which contain different types of singularity is developed. Both the ideas and some details involved in the proposed formulae are presented, obtaining rather simple and-attractive expressions for the numerical quadrature which are also easily embodied into existing BEM codes. Some illustrative examples which assess the stability and accuracy of the new formulae are included.

Numerical solution of the two-phase expansion of a metastable flashing liquid jet using the dispersion-controlled dissipative scheme

This paper presents a study of the stationary phenomenon of superheated or metastable liquid jets, flashing into a two-dimensional axisymmetric domain, while in the two-phase region. In general, the phenomenon starts off when a high-pressure, high-temperature liquid jet emerges from a small nozzle or orifice expanding into a low-pressure chamber, below its saturation pressure taken at the injection temperature. As the process evolves, crossing the saturation curve, one observes that the fluid remains in the liquid phase reaching a superheated condition. Then, the liquid undergoes an abrupt phase change by means of an oblique evaporation wave. Across this phase change the superheated liquid becomes a two-phase high-speed mixture in various directions, expanding to supersonic velocities. In order to reach the downstream pressure, the supersonic fluid continues to expand, crossing a complex bow shock wave. The balance equations that govern the phenomenon are mass conservation, momentum conservation, and energy conservation, plus an equation-of-state for the substance. A false-transient model is implemented using the shock capturing scheme: dispersion-controlled dissipative (DCD), which was used to calculate the flow conditions as the steady-state condition is reached. Numerical results with computational code DCD-2D vI have been analyzed. Copyright (C) 2009 John Wiley & Sons, Ltd.

Numerical modelling of double diffusion driven reactive flow transport in deformable fluid-saturated porous media with particular consideration of temperature-dependent chemical reaction rates

Numerical methods ave used to solve double diffusion driven reactive flow transport problems in deformable fluid-saturated porous media. in particular, thp temperature dependent reaction rate in the non-equilibrium chemical reactions is considered. A general numerical solution method, which is a combination of the finite difference method in FLAG and the finite element method in FIDAP, to solve the fully coupled problem involving material deformation, pore-fluid flow, heat transfer and species transport/chemical reactions in deformable fluid-saturated porous media has been developed The coupled problem is divided into two subproblems which are solved interactively until the convergence requirement is met. Owing to the approximate nature of the numerical method, if is essential to justify the numerical solutions through some kind of theoretical analysis. This has been highlighted in this paper The related numerical results, which are justified by the theoretical analysis, have demonstrated that the proposed solution method is useful for and applicable to a wide range of fully coupled problems in the field of science and engineering.

Theoretical and numerical analyses of convective instability in porous media with temperature-dependent viscosity

Exact analytical solutions of the critical Rayleigh numbers have been obtained for a hydrothermal system consisting of a horizontal porous layer with temperature-dependent viscosity. The boundary conditions considered are constant temperature and zero vertical Darcy velocity at both the top and bottom of the layer. Not only can the derived analytical solutions be readily used to examine the effect of the temperature-dependent viscosity on the temperature-gradient driven convective flow, but also they can be used to validate the numerical methods such as the finite-element method and finite-difference method for dealing with the same kind of problem. The related analytical and numerical results demonstrated that the temperature-dependent viscosity destabilizes the temperature-gradient driven convective flow and therefore, may affect the ore body formation and mineralization in the upper crust of the Earth. Copyright (C) 2003 John Wiley Sons, Ltd.