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 modelling of devices and advanced transmission schemes embracing Raman effect

This thesis presents a theoretical investigation on applications of Raman effect in optical fibre communication as well as the design and optimisation of various Raman based devices and transmission schemes. The techniques used are mainly based on numerical modelling. The results presented in this thesis are divided into three main parts. First, novel designs of Raman fibre lasers (RFLs) based on Phosphosilicate core fibre are analysed and optimised for efficiency by using a discrete power balance model. The designs include a two stage RFL based on Phosphosilicate core fibre for telecommunication applications, a composite RFL for the 1.6 μm spectral window, and a multiple output wavelength RFL aimed to be used as a compact pump source for fiat gain Raman amplifiers. The use of Phosphosilicate core fibre is proven to effectively reduce the design complexity and hence leads to a better efficiency, stability and potentially lower cost. Second, the generalised Raman amplified gain model approach based on the power balance analysis and direct numerical simulation is developed. The approach can be used to effectively simulate optical transmission systems with distributed Raman amplification. Last, the potential employment of a hybrid amplification scheme, which is a combination between a distributed Raman amplifier and Erbium doped amplifier, is investigated by using the generalised Raman amplified gain model. The analysis focuses on the use of the scheme to upgrade a standard fibre network to 40 Gb/s system.

Low Volatility Options and Numerical Diffusion of Finite Difference Schemes

2000 Mathematics Subject Classification: 65M06, 65M12.

Numerical investigation of the three-dimensional secondary instabilities in the time-developing compressible mixing layer

Mixing layers are present in very different types of physical situations such as atmospheric flows, aerodynamics and combustion. It is, therefore, a well researched subject, but there are aspects that require further studies. Here the instability of two-and three-dimensional perturbations in the compressible mixing layer was investigated by numerical simulations. In the numerical code, the derivatives were discretized using high-order compact finite-difference schemes. A stretching in the normal direction was implemented with both the objective of reducing the sound waves generated by the shear region and improving the resolution near the center. The compact schemes were modified to work with non-uniform grids. Numerical tests started with an analysis of the growth rate in the linear regime to verify the code implementation. Tests were also performed in the non-linear regime and it was possible to reproduce the vortex roll-up and pairing, both in two-and three-dimensional situations. Amplification rate analysis was also performed for the secondary instability of this flow. It was found that, for essentially incompressible flow, maximum growth rates occurred for a spanwise wavelength of approximately 2/3 of the streamwise spacing of the vortices. The result demonstrated the applicability of the theory developed by Pierrehumbet and Widnall. Compressibility effects were then considered and the maximum growth rates obtained for relatively high Mach numbers (typically under 0.8) were also presented.

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.

A numerical analysis of generalized Boussinesq-type equation using continuos/discontinuous FEM

An improved class of Boussinesq systems of an arbitrary order using a wave surface elevation and velocity potential formulation is derived. Dissipative effects and wave generation due to a time-dependent varying seabed are included. Thus, high-order source functions are considered. For the reduction of the system order and maintenance of some dispersive characteristics of the higher-order models, an extra O(mu 2n+2) term (n ??? N) is included in the velocity potential expansion. We introduce a nonlocal continuous/discontinuous Galerkin FEM with inner penalty terms to calculate the numerical solutions of the improved fourth-order models. The discretization of the spatial variables is made using continuous P2 Lagrange elements. A predictor-corrector scheme with an initialization given by an explicit RungeKutta method is also used for the time-variable integration. Moreover, a CFL-type condition is deduced for the linear problem with a constant bathymetry. To demonstrate the applicability of the model, we considered several test cases. Improved stability is achieved.

Experimental and numerical study on the evaluation of ventilation efficiency

Buildings account for 40% of total energy consumption in the European Union. The reduction of energy consumption in the buildings sector constitute an important measure needed to reduce the Union's energy dependency and greenhouse gas emissions. The Portuguese legislation incorporate this principles in order to regulate the energy performance of buildings. This energy performance should be accompanied by good conditions for the occupants of the buildings. According to EN 15251 (2007) the four factors that affect the occupant comfort in the buildings are: Indoor Air Quality (IAQ), thermal comfort, acoustics and lighting. Ventilation directly affects all except the lighting, so it is crucial to understand the performance of it. The ventilation efficiency concept therefore earn significance, because it is an attempt to quantify a parameter that can easily distinguish the different options for air diffusion in the spaces. The two indicators most internationally accepted are the Air Change Efficiency (ACE) and the Contaminant Removal Effectiveness (CRE). Nowadays with the developed of the Computational Fluid Dynamics (CFD) the behaviour of ventilation can be more easily predicted. Thirteen strategies of air diffusion were measured in a test chamber through the application of the tracer gas method, with the objective to validate the calculation by the MicroFlo module of the IES-VE software for this two indicators. The main conclusions from this work were: that the values of the numerical simulations are in agreement with experimental measurements; the value of the CRE is more dependent of the position of the contamination source, that the strategy used for the air diffusion; the ACE indicator is more appropriate for quantifying the quality of the air diffusion; the solutions to be adopted, to maximize the ventilation efficiency should be, the schemes that operate with low speeds of supply air and small differences between supply air temperature and the room temperature.

Effect of environmental ageing on the numerical response of FRP-strengthened masonry walls

Recent durability studies have shown the susceptibility of bond in fiber-reinforced polymer (FRP) strengthened masonry components to hygrothermal exposures. However, it is not clear how this local material degradation affects the global behavior of FRP-strengthened masonry structures. This study addresses this issue by numerically investigating the nonlinear behavior of FRP-masonry walls after aging in two different environmental conditions. A numerical modeling strategy is adopted and validated with existing experimental tests on FRP-strengthened masonry panels. The model, once validated, is used for modeling of four hypothetical FRP-strengthened masonry walls with different boundary conditions, strengthening schemes, and reinforcement ratios. The nonlinear behavior of the walls is then simulated before and after aging in two different environmental conditions. The degradation data are taken from previous accelerated aging tests. The changes in the failure mode and nonlinear response of the walls after aging are presented and discussed.

Dynamics of coherent vortices in mixing layers using direct numerical and large-eddy simulations

Coherent vortices in turbulent mixing layers are investigated by means of Direct Numerical Simulation (DNS) and Large-Eddy Simulation (LES). Subgrid-scale models defined in spectral and physical spaces are reviewed. The new "spectral-dynamic viscosity model", that allows to account for non-developed turbulence in the subgrid-scales, is discussed. Pseudo-spectral methods, combined with sixth-order compact finite differences schemes (when periodic boundary conditions cannot be established), are used to solve the Navier- Stokes equations. Simulations in temporal and spatial mixing layers show two types of pairing of primary Kelvin-Helmholtz (KH) vortices depending on initial conditions (or upstream conditions): quasi-2D and helical pairings. In both cases, secondary streamwise vortices are stretched in between the KH vortices at an angle of 45° with the horizontal plane. These streamwise vortices are not only identified in the early transitional stage of the mixing layer but also in self-similar turbulence conditions. The Re dependence of the "diameter" of these vortices is analyzed. Results obtained in spatial growing mixing layers show some evidences of pairing of secondary vortices; after a pairing of the primary Kelvin-Helmholtz (KH) vortices, the streamwise vortices are less numerous and their diameter has increased than before the pairing of KH vortices.

Numerical study on mixed convection in a horizontal flow past a square porous cavity using UNIFAES scheme

Mixed convection on the flow past a heated length and past a porous cavity located in a horizontal wall bounding a saturated porous medium is numerically simulated. The cavity is heated from below. The steady-state regime is studied for several intensities of the buoyancy effects due to temperature variations. The influences of Péclet and Rayleigh numbers on the flow pattern and the temperature distributions are examined. Local and global Nusselt numbers are reported for the heated surface. The convective-diffusive fluxes at the volume boundaries are represented using the UNIFAES, Unified Finite Approach Exponential-type Scheme, with the Power-Law approximation to reduce the computing time. The conditions established by Rivas for the quadratic order of accuracy of the central differencing to be maintained in irregular grids are shown to be extensible to other quadratic schemes, including UNIFAES, so that accuracy estimates could be obtained.

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.

Stability of preconditioned finite volume schemes at low Mach numbers

In [4], Guillard and Viozat propose a finite volume method for the simulation of inviscid steady as well as unsteady flows at low Mach numbers, based on a preconditioning technique. The scheme satisfies the results of a single scale asymptotic analysis in a discrete sense and comprises the advantage that this can be derived by a slight modification of the dissipation term within the numerical flux function. Unfortunately, it can be observed by numerical experiments that the preconditioned approach combined with an explicit time integration scheme turns out to be unstable if the time step Dt does not satisfy the requirement to be O(M2) as the Mach number M tends to zero, whereas the corresponding standard method remains stable up to Dt=O(M), M to 0, which results from the well-known CFL-condition. We present a comprehensive mathematical substantiation of this numerical phenomenon by means of a von Neumann stability analysis, which reveals that in contrast to the standard approach, the dissipation matrix of the preconditioned numerical flux function possesses an eigenvalue growing like M-2 as M tends to zero, thus causing the diminishment of the stability region of the explicit scheme. Thereby, we present statements for both the standard preconditioner used by Guillard and Viozat [4] and the more general one due to Turkel [21]. The theoretical results are after wards confirmed by numerical experiments.

Numerical Feasibility Study for Treated Wastewater Recharge as a Tool to Impede Saltwater Intrusion in the Coastal Aquifer of Gaza – Palestine

The ongoing depletion of the coastal aquifer in the Gaza strip due to groundwater overexploitation has led to the process of seawater intrusion, which is continually becoming a serious problem in Gaza, as the seawater has further invaded into many sections along the coastal shoreline. As a first step to get a hold on the problem, the artificial neural network (ANN)-model has been applied as a new approach and an attractive tool to study and predict groundwater levels without applying physically based hydrologic parameters, and also for the purpose to improve the understanding of complex groundwater systems and which is able to show the effects of hydrologic, meteorological and anthropogenic impacts on the groundwater conditions. Prediction of the future behaviour of the seawater intrusion process in the Gaza aquifer is thus of crucial importance to safeguard the already scarce groundwater resources in the region. In this study the coupled three-dimensional groundwater flow and density-dependent solute transport model SEAWAT, as implemented in Visual MODFLOW, is applied to the Gaza coastal aquifer system to simulate the location and the dynamics of the saltwater–freshwater interface in the aquifer in the time period 2000-2010. A very good agreement between simulated and observed TDS salinities with a correlation coefficient of 0.902 and 0.883 for both steady-state and transient calibration is obtained. After successful calibration of the solute transport model, simulation of future management scenarios for the Gaza aquifer have been carried out, in order to get a more comprehensive view of the effects of the artificial recharge planned in the Gaza strip for some time on forestall, or even to remedy, the presently existing adverse aquifer conditions, namely, low groundwater heads and high salinity by the end of the target simulation period, year 2040. To that avail, numerous management scenarios schemes are examined to maintain the ground water system and to control the salinity distributions within the target period 2011-2040. In the first, pessimistic scenario, it is assumed that pumping from the aquifer continues to increase in the near future to meet the rising water demand, and that there is not further recharge to the aquifer than what is provided by natural precipitation. The second, optimistic scenario assumes that treated surficial wastewater can be used as a source of additional artificial recharge to the aquifer which, in principle, should not only lead to an increased sustainable yield of the latter, but could, in the best of all cases, revert even some of the adverse present-day conditions in the aquifer, i.e., seawater intrusion. This scenario has been done with three different cases which differ by the locations and the extensions of the injection-fields for the treated wastewater. The results obtained with the first (do-nothing) scenario indicate that there will be ongoing negative impacts on the aquifer, such as a higher propensity for strong seawater intrusion into the Gaza aquifer. This scenario illustrates that, compared with 2010 situation of the baseline model, at the end of simulation period, year 2040, the amount of saltwater intrusion into the coastal aquifer will be increased by about 35 %, whereas the salinity will be increased by 34 %. In contrast, all three cases of the second (artificial recharge) scenario group can partly revert the present seawater intrusion. From the water budget point of view, compared with the first (do nothing) scenario, for year 2040, the water added to the aquifer by artificial recharge will reduces the amount of water entering the aquifer by seawater intrusion by 81, 77and 72 %, for the three recharge cases, respectively. Meanwhile, the salinity in the Gaza aquifer will be decreased by 15, 32 and 26% for the three cases, respectively.

Hybrid optimization schemes for quantum control

Optimal control theory is a powerful tool for solving control problems in quantum mechanics, ranging from the control of chemical reactions to the implementation of gates in a quantum computer. Gradient-based optimization methods are able to find high fidelity controls, but require considerable numerical effort and often yield highly complex solutions. We propose here to employ a two-stage optimization scheme to significantly speed up convergence and achieve simpler controls. The control is initially parametrized using only a few free parameters, such that optimization in this pruned search space can be performed with a simplex method. The result, considered now simply as an arbitrary function on a time grid, is the starting point for further optimization with a gradient-based method that can quickly converge to high fidelities. We illustrate the success of this hybrid technique by optimizing a geometric phase gate for two superconducting transmon qubits coupled with a shared transmission line resonator, showing that a combination of Nelder-Mead simplex and Krotov’s method yields considerably better results than either one of the two methods alone.

A comparison of conservative upwind difference schemes for the Euler equations

Numerical results are presented and compared for three conservative upwind difference schemes for the Euler equations when applied to two standard test problems. This includes consideration of the effect of treating part of the flux balance as a source, and a comparison of different averaging of the flow variables. Two of the schemes are also shown to be equivalent in their implementation, while being different in construction and having different approximate Jacobians. (C) 2006 Elsevier Ltd. All rights reserved.