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.

Associated symmetric quadrature rules

We prove a relation between two different types of symmetric quadrature rules, where one of the types is the classical symmetric interpolatory quadrature rules. Some applications of a new quadrature rule which was obtained through this relation are also considered.

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.

DIRECT NUMERICAL SIMULATION OF INCOMPRESSIBLE MULTIPHASE FLOW WITH PHASE CHANGE

Phase change problems arise in many practical applications such as air-conditioning and refrigeration, thermal energy storage systems and thermal management of electronic devices. The physical phenomenon in such applications are complex and are often difficult to be studied in detail with the help of only experimental techniques. The efforts to improve computational techniques for analyzing two-phase flow problems with phase change are therefore gaining momentum. The development of numerical methods for multiphase flow has been motivated generally by the need to account more accurately for (a) large topological changes such as phase breakup and merging, (b) sharp representation of the interface and its discontinuous properties and (c) accurate and mass conserving motion of the interface. In addition to these considerations, numerical simulation of multiphase flow with phase change introduces additional challenges related to discontinuities in the velocity and the temperature fields. Moreover, the velocity field is no longer divergence free. For phase change problems, the focus of developmental efforts has thus been on numerically attaining a proper conservation of energy across the interface in addition to the accurate treatment of fluxes of mass and momentum conservation as well as the associated interface advection. Among the initial efforts related to the simulation of bubble growth in film boiling applications the work in \cite{Welch1995} was based on the interface tracking method using a moving unstructured mesh. That study considered moderate interfacial deformations. A similar problem was subsequently studied using moving, boundary fitted grids \cite{Son1997}, again for regimes of relatively small topological changes. A hybrid interface tracking method with a moving interface grid overlapping a static Eulerian grid was developed \cite{Juric1998} for the computation of a range of phase change problems including, three-dimensional film boiling \cite{esmaeeli2004computations}, multimode two-dimensional pool boiling \cite{Esmaeeli2004} and film boiling on horizontal cylinders \cite{Esmaeeli2004a}. The handling of interface merging and pinch off however remains a challenge with methods that explicitly track the interface. As large topological changes are crucial for phase change problems, attention has turned in recent years to front capturing methods utilizing implicit interfaces that are more effective in treating complex interface deformations. The VOF (Volume of Fluid) method was adopted in \cite{Welch2000} to simulate the one-dimensional Stefan problem and the two-dimensional film boiling problem. The approach employed a specific model for mass transfer across the interface involving a mass source term within cells containing the interface. This VOF based approach was further coupled with the level set method in \cite{Son1998}, employing a smeared-out Heaviside function to avoid the numerical instability related to the source term. The coupled level set, volume of fluid method and the diffused interface approach was used for film boiling with water and R134a at the near critical pressure condition \cite{Tomar2005}. The effect of superheat and saturation pressure on the frequency of bubble formation were analyzed with this approach. The work in \cite{Gibou2007} used the ghost fluid and the level set methods for phase change simulations. A similar approach was adopted in \cite{Son2008} to study various boiling problems including three-dimensional film boiling on a horizontal cylinder, nucleate boiling in microcavity \cite{lee2010numerical} and flow boiling in a finned microchannel \cite{lee2012direct}. The work in \cite{tanguy2007level} also used the ghost fluid method and proposed an improved algorithm based on enforcing continuity and divergence-free condition for the extended velocity field. The work in \cite{sato2013sharp} employed a multiphase model based on volume fraction with interface sharpening scheme and derived a phase change model based on local interface area and mass flux. Among the front capturing methods, sharp interface methods have been found to be particularly effective both for implementing sharp jumps and for resolving the interfacial velocity field. However, sharp velocity jumps render the solution susceptible to erroneous oscillations in pressure and also lead to spurious interface velocities. To implement phase change, the work in \cite{Hardt2008} employed point mass source terms derived from a physical basis for the evaporating mass flux. To avoid numerical instability, the authors smeared the mass source by solving a pseudo time-step diffusion equation. This measure however led to mass conservation issues due to non-symmetric integration over the distributed mass source region. The problem of spurious pressure oscillations related to point mass sources was also investigated by \cite{Schlottke2008}. Although their method is based on the VOF, the large pressure peaks associated with sharp mass source was observed to be similar to that for the interface tracking method. Such spurious fluctuation in pressure are essentially undesirable because the effect is globally transmitted in incompressible flow. Hence, the pressure field formation due to phase change need to be implemented with greater accuracy than is reported in current literature. The accuracy of interface advection in the presence of interfacial mass flux (mass flux conservation) has been discussed in \cite{tanguy2007level,tanguy2014benchmarks}. The authors found that the method of extending one phase velocity to entire domain suggested by Nguyen et al. in \cite{nguyen2001boundary} suffers from a lack of mass flux conservation when the density difference is high. To improve the solution, the authors impose a divergence-free condition for the extended velocity field by solving a constant coefficient Poisson equation. The approach has shown good results with enclosed bubble or droplet but is not general for more complex flow and requires additional solution of the linear system of equations. In current thesis, an improved approach that addresses both the numerical oscillation of pressure and the spurious interface velocity field is presented by featuring (i) continuous velocity and density fields within a thin interfacial region and (ii) temporal velocity correction steps to avoid unphysical pressure source term. Also I propose a general (iii) mass flux projection correction for improved mass flux conservation. The pressure and the temperature gradient jump condition are treated sharply. A series of one-dimensional and two-dimensional problems are solved to verify the performance of the new algorithm. Two-dimensional and cylindrical film boiling problems are also demonstrated and show good qualitative agreement with the experimental observations and heat transfer correlations. Finally, a study on Taylor bubble flow with heat transfer and phase change in a small vertical tube in axisymmetric coordinates is carried out using the new multiphase, phase change method.