Moment decay rates of solutions of stochastic differential equations

The objective of this paper is to investigate the p-ίh moment asymptotic stability decay rates for certain finite-dimensional Itό stochastic differential equations. Motivated by some practical examples, the point of our analysis is a special consideration of general decay speeds, which contain as a special case the usual exponential or polynomial type one, to meet various situations. Sufficient conditions for stochastic differential equations (with variable delays or not) are obtained to ensure their asymptotic properties. Several examples are studied to illustrate our theory.

On a flexible elimination algorithm with applications to panel element equations

A flexible elimination algorithm is presented and is applied to the solution of dense systems of linear equations. Properties of the algorithm are exploited in relation to panel element methods for potential flow and subsonic compressible flow. Further properties in relation to distributed computing are also discussed.

Details of an integrated approach to three-dimensional dynamic fluid structure interaction

Fluid structure interaction, as applied to flexible structures, has wide application in diverse areas such as flutter in aircraft, wind response of buildings, flows in elastic pipes and blood vessels. Numerical modelling of dynamic fluid-structure interaction (DFSI) involves the coupling of fluid flow and structural mechanics, two fields that are conventionally modelled using two dissimilar methods, thus a single comprehensive computational model of both phenomena is a considerable challenge and until recently work in this area focused on one phenomenon and represented the behaviour of the other more simply. A single, finite volume unstructured mesh (FV-UM) spatial discretisation method has been employed on a single mesh for the entire domain. The Navier Stokes equations for fluid flow are solved using a SIMPLE type procedure and the Newmark b algorithm is employed for solving the dynamic equilibrium equations for linear elastic solid mechanics and mesh movement is achieved using a spring based mesh procedure for dynamic mesh movement. In the paper we describe a number of additional computation issues for the efficient and accurate modelling of three-dimensional, dynamic fluid-structure interaction problems.

A finite volume unstructured mesh approach to dynamic fluid-structure interaction: an assessment of the challenge of flutter analysis

Computational modelling of dynamic fluid-structure interaction (DFSI) is problematical since conventionally computational fluid dynamics (CFD) is solved using finite volume (FV) methods and computational structural mechanics (CSM) is based entirely on finite element (FE) methods. Hence, progress in modelling the emerging multi-physics problem of dynamic fluid-structure interaction in a consistent manner is frustrated and significant problems in computation convergence may be encountered in transferring and filtering data from one mesh and solution procedure to another, unless the fluid-structure coupling is either one way, very weak or both. This paper sets out the solution procedure for modelling the multi-physics dynamic fluid-structure interaction problem within a single software framework PHYSICA, using finite volume, unstructured mesh (FV-UM) procedures and will focus upon some of the problems and issues that have to be resolved for time accurate closely coupled dynamic fluid-structure flutter analysis.

Dynamic fluid-structure interaction using finite volume unstructured mesh procedures

A three dimensional finite volume, unstructured mesh method for dynamic fluid-structure interation is described. The broad approach is conventional in that the fluid and structure are solved sequentially. The pressure and viscous stresses from the flow algorithm provide load conditions for the solid algorithm, whilst at the fluid structure interface the deformed structure provides boundary condition from the structure to the fluid. The structure algorithm also provides the necessary mesh adaptation for the flow field, the effect of which is accounted for in the flow algorithm. The procedures described in this work have several novel features, namely: * a single mesh covering the entire domain. * a Navier Stokes flow. * a single FV-UM discretisation approach for both the flow and solid mechanics procedures. * an implicit predictor-corrector version of the Newmark algorithm. * a single code embedding the whole strategy. The procedure is illustrated for a three dimensional loaded cantilever in fluid flow.

Parallel mesh partitioning on distributed memory systems

The problem of deriving parallel mesh partitioning algorithms for mapping unstructured meshes to parallel computers is discussed in this chapter. In itself this raises a paradox - we seek to find a high quality partition of the mesh, but to compute it in parallel we require a partition of the mesh. In fact, we overcome this difficulty by deriving an optimisation strategy which can find a high quality partition even if the quality of the initial partition is very poor and then use a crude distribution scheme for the initial partition. The basis of this strategy is to use a multilevel approach combined with local refinement algorithms. Three such refinement algorithms are outlined and some example results presented which show that they can produce very high global quality partitions, very rapidly. The results are also compared with a similar multilevel serial partitioner and shown to be almost identical in quality. Finally we consider the impact of the initial partition on the results and demonstrate that the final partition quality is, modulo a certain amount of noise, independent of the initial partition.

Dynamic mesh partitioning and load-balancing for parallel computational mechanics codes

In this Chapter we discuss the load-balancing issues arising in parallel mesh based computational mechanics codes for which the processor loading changes during the run. We briefly touch on geometric repartitioning ideas and then focus on different ways of using a graph both to solve the load-balancing problem and the optimisation problem, both locally and globally. We also briefly discuss whether repartitioning is always valid. Sample illustrative results are presented and we conclude that repartitioning is an attractive option if the load changes are not too dramatic and that there is a certain trade-off between partition quality and volume of data that the underlying application needs to migrate.

A finite volume unstructured mesh approach to dynamic fluid–structure interaction: an assessment of the challenge of predicting the onset of flutter

Computational modelling of dynamic fluid–structure interaction (DFSI) is a considerable challenge. Our approach to this class of problems involves the use of a single software framework for all the phenomena involved, employing finite volume methods on unstructured meshes in three dimensions. This method enables time and space accurate calculations in a consistent manner. One key application of DFSI simulation is the analysis of the onset of flutter in aircraft wings, where the work of Yates et al. [Measured and Calculated Subsonic and Transonic Flutter Characteristics of a 45° degree Sweptback Wing Planform in Air and Freon-12 in the Langley Transonic Dynamic Tunnel. NASA Technical Note D-1616, 1963] on the AGARD 445.6 wing planform still provides the most comprehensive benchmark data available. This paper presents the results of a significant effort to model the onset of flutter for the AGARD 445.6 wing planform geometry. A series of key issues needs to be addressed for this computational approach. • The advantage of using a single mesh, in order to eliminate numerical problems when applying boundary conditions at the fluid-structure interface, is counteracted by the challenge of generating a suitably high quality mesh in both the fluid and structural domains. • The computational effort for this DFSI procedure, in terms of run time and memory requirements, is very significant. Practical simulations require even finer meshes and shorter time steps, requiring parallel implementation for operation on large, high performance parallel systems. • The consistency and completeness of the AGARD data in the public domain is inadequate for use in the validation of DFSI codes when predicting the onset of flutter.

A cell-centred finite volume method for modelling viscoelastic flow

An unstructured cell-centred finite volume method for modelling viscoelastic flow is presented. The method is applied to the flow through a planar channel and the 4:1 planar contraction for creeping flow of an Oldroyd-B fluid. The results are presented for a range of Weissenberg numbers. In the case of the planar channel results are compared with analytical solutions. For the 4:1 planar contraction benchmark problem the convection terms in the constitutive equations are approximated using both first and second order differencing schemes to compare the techniques and the effect of mesh refinement on the solution is investigated. This is the first time that a fully unstructured, cell-centredfinitevolume technique has been used to model the Oldroyd-B fluid for the test cases presented in this paper.

Macro-segregation of multi-component alloys in shape casting simulation

The objective of this work is to present a new scheme for temperature-solute coupling in a solidification model, where the temperature and concentration fields simultaneously satisfy the macro-scale transport equations and, in the mushy region, meet the constraints imposed by the thermodynamics and the local scale processes. A step-by-step explanation of the macrosegregation algorithm, implemented in the finite volume unstructured mesh multi-physics modelling code PHYSICA, is initially presented and then the proposed scheme is validated against experimental results obtained by Krane for binary and a ternary alloys.

Collaborating components in mesh-based electronic packaging

From the model geometry creation to the model analysis, the stages in between such as mesh generation are the most manpower intensive phase in a mesh-based computational mechanics simulation process. On the other hand the model analysis is the most computing intensive phase. Advanced computational hardware and software have significantly reduced the computing time - and more importantly the trend is downward. With the kind of models envisaged coming, which are larger, more complex in geometry and modelling, and multiphysics, there is no clear trend that the manpower intensive phase is to decrease significantly in time - in the present way of operation it is more likely to increase with model complexity. In this paper we address this dilemma in collaborating components for models in electronic packaging application.

Maximising heat transfer efficiency in the cold crucible induction melting process

Induction heating is an efficient method used to melt electrically conductive materials, particularly if melting takes place in a ceramic crucible. This form of melting is particularly good for alloys, as electromagnetic forces set up by the induction coil lead to vigorous stirring of the melt ensuring homogeneity and uniformity in temperature. However, for certain reactive alloys, or where high purity is required, ceramic crucibles cannot be used, but a water-cooled segmented copper crucible is employed instead. Water cooling prevents meltdown or distortion of the metal wall, but much of the energy goes into the coolant. To reduce this loss, the electromagnetic force generated by the coil is used to push the melt away from the walls and so minimise contact with water-cooled surfaces. Even then, heat is lost through the crucible base where contact is inevitable. In a collaborative programme between Greenwich and Birmingham Universities, computer modelling has been used in conjunction with experiments to improve the superheat attainable in the melt for a,number of alloys, especially for y-TiAl intermetallics to cast aeroengine turbine blades. The model solves the discretised form of the turbulent Navier-Stokes, thermal energy conservation and Maxwell equations using a Spectral Collocation technique. The time-varying melt envelope is followed explicitly during the computation using an adaptive mesh. This paper briefly describes the mathematical model used to represent the interaction between the magnetic field, fluid flow, heat transfer and change of phase in the crucible and identifies the proportions of energy used in the melt, lost in the crucible base and in the crucible walls. The role of turbulence is highlighted as important in controlling heat losses and turbulence damping is introduced as a means of improving superheat. Model validation is against experimental results and shows good agreement with measured temperatures and energy losses in the cooling fluid throughout the melting cycle.

Unstructured staggered mesh methods for fluid flow, heat transfer and phase change

Unstructured grid meshes used in most commercial CFD codes inevitably adopt collocated variable solution schemes. These schemes have several shortcomings, mainly due to the interpolation of the pressure gradient, that lead to slow convergence. In this publication we show how it is possible to use a much more stable staggered mesh arrangement in an unstructured code. Several alternative groupings of variables are investigated in a search for the optimum scheme.

Multi-physics modelling for microelectronics and microsystems - current capabilities and future challenges

At present the vast majority of Computer-Aided- Engineering (CAE) analysis calculations for microelectronic and microsystems technologies are undertaken using software tools that focus on single aspects of the physics taking place. For example, the design engineer may use one code to predict the airflow and thermal behavior of an electronic package, then another code to predict the stress in solder joints, and then yet another code to predict electromagnetic radiation throughout the system. The reason for this focus of mesh-based codes on separate parts of the governing physics is essentially due to the numerical technologies used to solve the partial differential equations, combined with the subsequent heritage structure in the software codes. Using different software tools, that each requires model build and meshing, leads to a large investment in time, and hence cost, to undertake each of the simulations. During the last ten years there has been significant developments in the modelling community around multi- physics analysis. These developments are being followed by many of the code vendors who are now providing multi-physics capabilities in their software tools. This paper illustrates current capabilities of multi-physics technology and highlights some of the future challenges