Numerical Methods for the Unsteady Compressible Navier-Stokes Equations

We consider numerical methods for the compressible time dependent Navier-Stokes equations, discussing the spatial discretization by Finite Volume and Discontinuous Galerkin methods, the time integration by time adaptive implicit Runge-Kutta and Rosenbrock methods and the solution of the appearing nonlinear and linear equations systems by preconditioned Jacobian-Free Newton-Krylov, as well as Multigrid methods. As applications, thermal Fluid structure interaction and other unsteady flow problems are considered. The text is aimed at both mathematicians and engineers.

Time Discretization of the SST-generalized Navier-Stokes Equations: Positive and Negative Results

In the theory of the Navier-Stokes equations, the proofs of some basic known results, like for example the uniqueness of solutions to the stationary Navier-Stokes equations under smallness assumptions on the data or the stability of certain time discretization schemes, actually only use a small range of properties and are therefore valid in a more general context. This observation leads us to introduce the concept of SST spaces, a generalization of the functional setting for the Navier-Stokes equations. It allows us to prove (by means of counterexamples) that several uniqueness and stability conjectures that are still open in the case of the Navier-Stokes equations have a negative answer in the larger class of SST spaces, thereby showing that proof strategies used for a number of classical results are not sufficient to affirmatively answer these open questions. More precisely, in the larger class of SST spaces, non-uniqueness phenomena can be observed for the implicit Euler scheme, for two nonlinear versions of the Crank-Nicolson scheme, for the fractional step theta scheme, and for the SST-generalized stationary Navier-Stokes equations. As far as stability is concerned, a linear version of the Euler scheme, a nonlinear version of the Crank-Nicolson scheme, and the fractional step theta scheme turn out to be non-stable in the class of SST spaces. The positive results established in this thesis include the generalization of classical uniqueness and stability results to SST spaces, the uniqueness of solutions (under smallness assumptions) to two nonlinear versions of the Euler scheme, two nonlinear versions of the Crank-Nicolson scheme, and the fractional step theta scheme for general SST spaces, the second order convergence of a version of the Crank-Nicolson scheme, and a new proof of the first order convergence of the implicit Euler scheme for the Navier-Stokes equations. For each convergence result, we provide conditions on the data that guarantee the existence of nonstationary solutions satisfying the regularity assumptions needed for the corresponding convergence theorem. In the case of the Crank-Nicolson scheme, this involves a compatibility condition at the corner of the space-time cylinder, which can be satisfied via a suitable prescription of the initial acceleration.

Certified Rapid Solution of Parametrized Linear Elliptic Equations: Application to Parameter Estimation

We present a technique for the rapid and reliable evaluation of linear-functional output of elliptic partial differential equations with affine parameter dependence. The essential components are (i) rapidly uniformly convergent reduced-basis approximations — Galerkin projection onto a space WN spanned by solutions of the governing partial differential equation at N (optimally) selected points in parameter space; (ii) a posteriori error estimation — relaxations of the residual equation that provide inexpensive yet sharp and rigorous bounds for the error in the outputs; and (iii) offline/online computational procedures — stratagems that exploit affine parameter dependence to de-couple the generation and projection stages of the approximation process. The operation count for the online stage — in which, given a new parameter value, we calculate the output and associated error bound — depends only on N (typically small) and the parametric complexity of the problem. The method is thus ideally suited to the many-query and real-time contexts. In this paper, based on the technique we develop a robust inverse computational method for very fast solution of inverse problems characterized by parametrized partial differential equations. The essential ideas are in three-fold: first, we apply the technique to the forward problem for the rapid certified evaluation of PDE input-output relations and associated rigorous error bounds; second, we incorporate the reduced-basis approximation and error bounds into the inverse problem formulation; and third, rather than regularize the goodness-of-fit objective, we may instead identify all (or almost all, in the probabilistic sense) system configurations consistent with the available experimental data — well-posedness is reflected in a bounded "possibility region" that furthermore shrinks as the experimental error is decreased.

An Immersed Interface Method for the Incompressible Navier-Stokes Equations in Irregular Domains

We present an immersed interface method for the incompressible Navier Stokes equations capable of handling rigid immersed boundaries. The immersed boundary is represented by a set of Lagrangian control points. In order to guarantee that the no-slip condition on the boundary is satisfied, singular forces are applied on the fluid at the immersed boundary. The forces are related to the jumps in pressure and the jumps in the derivatives of both pressure and velocity, and are interpolated using cubic splines. The strength of singular forces is determined by solving a small system of equations at each time step. The Navier-Stokes equations are discretized on a staggered Cartesian grid by a second order accurate projection method for pressure and velocity.

Integro-difference equations for interacting species and the Neolithic transition

We introduce a set of sequential integro-difference equations to analyze the dynamics of two interacting species. Firstly, we derive the speed of the fronts when a species invades a space previously occupied by a second species, and check its validity by means of numerical random-walk simulations. As an example, we consider the Neolithic transition: the predictions of the model are consistent with the archaeological data for the front speed, provided that the interaction parameter is low enough. Secondly, an equation for the coexistence time between the invasive and the invaded populations is obtained for the first time. It agrees well with the simulations, is consistent with observations of the Neolithic transition, and makes it possible to estimate the value of the interaction parameter between the incoming and the indigenous populations

Fronts from integrodifference equations and persistence effects on the Neolithic transition

We extend a previous model of the Neolithic transition in Europe [J. Fort and V. Méndez, Phys. Rev. Lett. 82, 867 (1999)] by taking two effects into account: (i) we do not use the diffusion approximation (which corresponds to second-order Taylor expansions), and (ii) we take proper care of the fact that parents do not migrate away from their children (we refer to this as a time-order effect, in the sense that it implies that children grow up with their parents, before they become adults and can survive and migrate). We also derive a time-ordered, second-order equation, which we call the sequential reaction-diffusion equation, and use it to show that effect (ii) is the most important one, and that both of them should in general be taken into account to derive accurate results. As an example, we consider the Neolithic transition: the model predictions agree with the observed front speed, and the corrections relative to previous models are important (up to 70%)

Ordinary Differential Equations

Exercises and solutions about ordinary differential equations.

Differential Equations II

Exercises and solutions for a second year differential equations course.

Addressing endogeneity in the relationship between health and employment through a simultaneous equations model

Este documento analiza la relación de doble causalidad entre salud y empleo y su comportamiento dinámico usando datos de Estados Unidos tomados del PSID (Pane Study of Income Dynamics). Este estudio usa dos variables dependientes (Estado de salud auto-reportado y Empleo), las cuales son estimadas usando un modelo probit bivariado para abordar el problema de endegeneidad presente en dicha relación. Los resultados muestran evidencia significativa de la existencia de dicha endogeneidad y del impacto positivo que tiene sobre la probabilidad de ser empleado tener un buen estado de salud y vicesersa, sin embargo, el impacto de la situación de empleo sobre el estado de salud se encuentra que no es significativa.

A cell by cell anisotropic adaptive mesh ALE scheme for the numerical solution of the Euler equations

In this paper a cell by cell anisotropic adaptive mesh technique is added to an existing staggered mesh Lagrange plus remap finite element ALE code for the solution of the Euler equations. The quadrilateral finite elements may be subdivided isotropically or anisotropically and a hierarchical data structure is employed. An efficient computational method is proposed, which only solves on the finest level of resolution that exists for each part of the domain with disjoint or hanging nodes being used at resolution transitions. The Lagrangian, equipotential mesh relaxation and advection (solution remapping) steps are generalised so that they may be applied on the dynamic mesh. It is shown that for a radial Sod problem and a two-dimensional Riemann problem the anisotropic adaptive mesh method runs over eight times faster.

A high-order arbitrarily unstructured finite-volume model of the global atmosphere: tests solving the shallow-water equations

Simulations of the global atmosphere for weather and climate forecasting require fast and accurate solutions and so operational models use high-order finite differences on regular structured grids. This precludes the use of local refinement; techniques allowing local refinement are either expensive (eg. high-order finite element techniques) or have reduced accuracy at changes in resolution (eg. unstructured finite-volume with linear differencing). We present solutions of the shallow-water equations for westerly flow over a mid-latitude mountain from a finite-volume model written using OpenFOAM. A second/third-order accurate differencing scheme is applied on arbitrarily unstructured meshes made up of various shapes and refinement patterns. The results are as accurate as equivalent resolution spectral methods. Using lower order differencing reduces accuracy at a refinement pattern which allows errors from refinement of the mountain to accumulate and reduces the global accuracy over a 15 day simulation. We have therefore introduced a scheme which fits a 2D cubic polynomial approximately on a stencil around each cell. Using this scheme means that refinement of the mountain improves the accuracy after a 15 day simulation. This is a more severe test of local mesh refinement for global simulations than has been presented but a realistic test if these techniques are to be used operationally. These efficient, high-order schemes may make it possible for local mesh refinement to be used by weather and climate forecast models.

A combined BIE-FE method for the Stokes equations

A numerical algorithm for the biharmonic equation in domains with piecewise smooth boundaries is presented. It is intended for problems describing the Stokes flow in the situations where one has corners or cusps formed by parts of the domain boundary and, due to the nature of the boundary conditions on these parts of the boundary, these regions have a global effect on the shape of the whole domain and hence have to be resolved with sufficient accuracy. The algorithm combines the boundary integral equation method for the main part of the flow domain and the finite-element method which is used to resolve the corner/cusp regions. Two parts of the solution are matched along a numerical ‘internal interface’ or, as a variant, two interfaces, and they are determined simultaneously by inverting a combined matrix in the course of iterations. The algorithm is illustrated by considering the flow configuration of ‘curtain coating’, a flow where a sheet of liquid impinges onto a moving solid substrate, which is particularly sensitive to what happens in the corner region formed, physically, by the free surface and the solid boundary. The ‘moving contact line problem’ is addressed in the framework of an earlier developed interface formation model which treats the dynamic contact angle as part of the solution, as opposed to it being a prescribed function of the contact line speed, as in the so-called ‘slip models’. Keywords: Dynamic contact angle; finite elements; free surface flows; hybrid numerical technique; Stokes equations.