Basic equations for suspension flows with interphase mass-transfer

In the case of suspension flows, the rate of interphase momentum transfer M(k) and that of interphase energy transfer E(k), which were expressed as a sum of infinite discontinuities by Ishii, have been reduced to the sum of several terms which have concise physical significance. M(k) is composed of the following terms: (i) the momentum carried by the interphase mass transfer; (ii) the interphase drag force due to the relative motion between phases; (iii) the interphase force produced by the concentration gradient of the dispersed phase in a pressure field. And E(k) is composed of the following four terms, that is, the energy carried by the interphase mass transfer, the work produced by the interphase forces of the second and third parts above, and the heat transfer between phases. It is concluded from the results that (i) the term, (-alpha-k-nabla-p), which is related to the pressure gradient in the momentum equation, can be derived from the basic conservation laws without introducing the "shared-pressure presumption"; (ii) the mean velocity of the action point of the interphase drag is the mean velocity of the interface displacement, upsilonBAR-i. It is approximately equal to the mean velocity of the dispersed phase, upsilonBAR-d. Hence the work terms produced by the drag forces are f(dc) . upsilonBAR-d, and f(cd) . upsilonBAR-d, respectively, with upsilonBAR-i not being replaced by the mean velocity of the continuous phase, upsilonBAR-c; (iii) by analogy, the terms of the momentum transfer due to phase change are upsilonBAR-d-GAMMA-c, and upsilonBAR-d-GAMMA-d, respectively; (iv) since the transformation between explicit heat and latent heat occurs in the process of phase change, the algebraic sum of the heat transfer between phases is not equal to zero. Q(ic) and Q(id) are composed of the explicit heat and latent heat, so that the sum Q(ic) + Q(id)) is equal to zero.

Valuing Flexibility: The case of an Integrated Gasification Combined Cycle Power Plant

In this paper we analyze the valuation of options stemming from the flexibility in an Integrated Gasification Combined Cycle (IGCC) Power Plant. First we use as a base case the opportunity to invest in a Natural Gas Combined Cycle (NGCC) Power Plant, deriving the optimal investment rule as a function of fuel price and the remaining life of the right to invest. Additionally, the analytical solution for a perpetual option is obtained. Second, the valuation of an operating IGCC Power Plant is studied, with switching costs between states and a choice of the best operation mode. The valuation of this plant serves as a base to obtain the value of the option to delay an investment of this type. Finally, we derive the value of an opportunity to invest either in a NGCC or IGCC Power Plant, that is, to choose between an inflexible and a flexible technology, respectively. Numerical computations involve the use of one- and two-dimensional binomial lattices that support a mean-reverting process for the fuel prices. Basic parameter values refer to an actual IGCC power plant currently in operation.

Numerical Simulation and Experimental Investigation about Internal and External Flows

In this paper, TASCflow3D is used to solve inner and outer 3D viscous incompressible turbulent flow (R-e = 5.6 X 10(6)) around axisymmetric body with duct. The governing equation is a RANS equation with standard k-epsilon turbulence model. The discrete method used is a finite volume method based on the finite element approach. In this method, the description of geometry is very flexible and at the same time important conservative properties are retained. The multi-block and algebraic multi-grid techniques are used for the convergence acceleration. Agreement between experimental results and calculation is good. It indicates that this novel approach can be used to simulate complex flow such as the interaction between rotor and stator or propulsion systems containing tip clearance and cavitation.

Chemical equilibrium analysis and CFD simulation of coal combustion and NOx formation

A full two-fluid model of reacting gas-particle flows with an algebraic unified second-order moment (AUSM) turbulence-chemistry model is used to simulate Beijing coal combustion and NOx formation. The sub-models are the k-epsilon-kp two-phase turbulence model, the EBU-Arrhenius volatile and CO combustion model, the six-flux radiation model, coal devolatilization model and char combustion model. The blocking effect on NOx formation is discussed. In addition, the chemical equilibrium analysis is used to predict NOx concentration at different temperature. Results of CID simulation and chemical equilibrium analysis show that, optimizing air dynamic parameters can delay the NOx formation and decrease NOx emission, but it is effective only in a restricted range. In order to decrease NOx emission near to zero, the re-burning or other chemical methods must be used.

Variability of Temperature and Salinity in the Middle Atlantic Bight and Gulf of Maine

Monitoring of the waters of the Middle Atlantic Bight and Gulf of Maine has been conducted by the MARMAP Ships of Opportunity Program since the early 1970's. Presented in this atlas are portrayals of the temporal and spatial patterns of surface and bottom temperature and surface salinity for these areas during the period 1978-1990. These patterns are shown in the form of time-space diagrams for single-year and multiyear (base period) time frames. Each base period figure shows thirteen-year (1978-1990) mean conditions, sample variance in the form of standard deviations of the measured values, and data locations. Each single-year figure displays annual conditions, sampling locations, and departures of annual conditions from the thirteen-year means, expressed as algebraic anomalies and standardized anomalies. (PDF file contains 112 pages.)

Fault-tolerant almost exact state transmission

We show that a category of one-dimensional XY-type models may enable high-fidelity quantum state transmissions, regardless of details of coupling configurations. This observation leads to a fault-tolerant design of a state transmission setup. The setup is fault-tolerant, with specified thresholds, against engineering failures of coupling configurations, fabrication imperfections or defects, and even time-dependent noises. We propose an experimental implementation of the fault-tolerant scheme using hard-core bosons in one-dimensional optical lattices.

Subdiffusion of nonlinear waves in quasiperiodic potentials

19 p.

Adaptive Scalable SVD Unit for Fast Processing of Large LSE Problems

Singular Value Decomposition (SVD) is a key linear algebraic operation in many scientific and engineering applications. In particular, many computational intelligence systems rely on machine learning methods involving high dimensionality datasets that have to be fast processed for real-time adaptability. In this paper we describe a practical FPGA (Field Programmable Gate Array) implementation of a SVD processor for accelerating the solution of large LSE problems. The design approach has been comprehensive, from the algorithmic refinement to the numerical analysis to the customization for an efficient hardware realization. The processing scheme rests on an adaptive vector rotation evaluator for error regularization that enhances convergence speed with no penalty on the solution accuracy. The proposed architecture, which follows a data transfer scheme, is scalable and based on the interconnection of simple rotations units, which allows for a trade-off between occupied area and processing acceleration in the final implementation. This permits the SVD processor to be implemented both on low-cost and highend FPGAs, according to the final application requirements.

Topics in bifurcation theory

I. Existence and Structure of Bifurcation Branches

The problem of bifurcation is formulated as an operator equation in a Banach space, depending on relevant control parameters, say of the form G(u,λ) = 0. If dimN(G_u(u_O,λ_O)) = m the method of Lyapunov-Schmidt reduces the problem to the solution of m algebraic equations. The possible structure of these equations and the various types of solution behaviour are discussed. The equations are normally derived under the assumption that G^O_λεR(G^O_u). It is shown, however, that if G^O_λεR(G^O_u) then bifurcation still may occur and the local structure of such branches is determined. A new and compact proof of the existence of multiple bifurcation is derived. The linearized stability near simple bifurcation and "normal" limit points is then indicated.

II. Constructive Techniques for the Generation of Solution Branches

A method is described in which the dependence of the solution arc on a naturally occurring parameter is replaced by the dependence on a form of pseudo-arclength. This results in continuation procedures through regular and "normal" limit points. In the neighborhood of bifurcation points, however, the associated linear operator is nearly singular causing difficulty in the convergence of continuation methods. A study of the approach to singularity of this operator yields convergence proofs for an iterative method for determining the solution arc in the neighborhood of a simple bifurcation point. As a result of these considerations, a new constructive proof of bifurcation is determined.

Bifurcation theory of nonlinear boundary value problems

The theory of bifurcation of solutions to two-point boundary value problems is developed for a system of nonlinear first order ordinary differential equations in which the bifurcation parameter is allowed to appear nonlinearly. An iteration method is used to establish necessary and sufficient conditions for bifurcation and to construct a unique bifurcated branch in a neighborhood of a bifurcation point which is a simple eigenvalue of the linearized problem. The problem of bifurcation at a degenerate eigenvalue of the linearized problem is reduced to that of solving a system of algebraic equations. Cases with no bifurcation and with multiple bifurcation at a degenerate eigenvalue are considered.

The iteration method employed is shown to generate approximate solutions which contain those obtained by formal perturbation theory. Thus the formal perturbation solutions are rigorously justified. A theory of continuation of a solution branch out of the neighborhood of its bifurcation point is presented. Several generalizations and extensions of the theory to other types of problems, such as systems of partial differential equations, are described.

The theory is applied to the problem of the axisymmetric buckling of thin spherical shells. Results are obtained which confirm recent numerical computations.

Asymptotic scaling in the two-dimensional O(3) Nonlinear sigma model: a Monte Carlo study on parallel computers

We investigate the 2d O(3) model with the standard action by Monte Carlo simulation at couplings β up to 2.05. We measure the energy density, mass gap and susceptibility of the model, and gather high statistics on lattices of size L ≤ 1024 using the Floating Point Systems T-series vector hypercube and the Thinking Machines Corp.'s Connection Machine 2. Asymptotic scaling does not appear to set in for this action, even at β = 2.10, where the correlation length is 420. We observe a 20% difference between our estimate m/Λ^─_(Ms) = 3.52(6) at this β and the recent exact analytical result . We use the overrelaxation algorithm interleaved with Metropolis updates and show that decorrelation time scales with the correlation length and the number of overrelaxation steps per sweep. We determine its effective dynamical critical exponent to be z' = 1.079(10); thus critical slowing down is reduced significantly for this local algorithm that is vectorizable and parallelizable.

We also use the cluster Monte Carlo algorithms, which are non-local Monte Carlo update schemes which can greatly increase the efficiency of computer simulations of spin models. The major computational task in these algorithms is connected component labeling, to identify clusters of connected sites on a lattice. We have devised some new SIMD component labeling algorithms, and implemented them on the Connection Machine. We investigate their performance when applied to the cluster update of the two dimensional Ising spin model.

Finally we use a Monte Carlo Renormalization Group method to directly measure the couplings of block Hamiltonians at different blocking levels. For the usual averaging block transformation we confirm the renormalized trajectory (RT) observed by Okawa. For another improved probabilistic block transformation we find the RT, showing that it is much closer to the Standard Action. We then use this block transformation to obtain the discrete β-function of the model which we compare to the perturbative result. We do not see convergence, except when using a rescaled coupling β_E to effectively resum the series. For the latter case we see agreement for m/ Λ^─_(Ms) at , β = 2.14, 2.26, 2.38 and 2.50. To three loops m/Λ^─_(Ms) = 3.047(35) at β = 2.50, which is very close to the exact value m/ Λ^─_(Ms) = 2.943. Our last point at β = 2.62 disagrees with this estimate however.

Geometric integration applied to moving mesh methods and degenerate Lagrangians

Moving mesh methods (also called r-adaptive methods) are space-adaptive strategies used for the numerical simulation of time-dependent partial differential equations. These methods keep the total number of mesh points fixed during the simulation, but redistribute them over time to follow the areas where a higher mesh point density is required. There are a very limited number of moving mesh methods designed for solving field-theoretic partial differential equations, and the numerical analysis of the resulting schemes is challenging. In this thesis we present two ways to construct r-adaptive variational and multisymplectic integrators for (1+1)-dimensional Lagrangian field theories. The first method uses a variational discretization of the physical equations and the mesh equations are then coupled in a way typical of the existing r-adaptive schemes. The second method treats the mesh points as pseudo-particles and incorporates their dynamics directly into the variational principle. A user-specified adaptation strategy is then enforced through Lagrange multipliers as a constraint on the dynamics of both the physical field and the mesh points. We discuss the advantages and limitations of our methods. The proposed methods are readily applicable to (weakly) non-degenerate field theories---numerical results for the Sine-Gordon equation are presented.

In an attempt to extend our approach to degenerate field theories, in the last part of this thesis we construct higher-order variational integrators for a class of degenerate systems described by Lagrangians that are linear in velocities. We analyze the geometry underlying such systems and develop the appropriate theory for variational integration. Our main observation is that the evolution takes place on the primary constraint and the 'Hamiltonian' equations of motion can be formulated as an index 1 differential-algebraic system. We then proceed to construct variational Runge-Kutta methods and analyze their properties. The general properties of Runge-Kutta methods depend on the 'velocity' part of the Lagrangian. If the 'velocity' part is also linear in the position coordinate, then we show that non-partitioned variational Runge-Kutta methods are equivalent to integration of the corresponding first-order Euler-Lagrange equations, which have the form of a Poisson system with a constant structure matrix, and the classical properties of the Runge-Kutta method are retained. If the 'velocity' part is nonlinear in the position coordinate, we observe a reduction of the order of convergence, which is typical of numerical integration of DAEs. We also apply our methods to several models and present the results of our numerical experiments.