Analysis of an Aquifer-water table aquitard system

The problem of pumping an aquifer in an aquifer-water table aquitard system is considered, accounting for the elastic properties of both the aquifer and the aquitard, the gravity drainage in the aquitard and treating the water table as an unknown boundary. The coupled partial differential equations are nondimensionalised, yielding three principal parameters governing the problem. The numerical solution of these equations is obtained for a wide range of parameter values. Type curves are generated and their use is illustrated through a field application.

Analytical and simulation studies of a multiprocessor system for high-speed numerical computations

This paper describes the architecture of a multiprocessor system which we call the Broadcast Cube System (BCS) for solving important computation intensive problems such as systems of linear algebraic equations and Partial Differential Equations (PDEs), and highlights its features. Further, this paper presents an analytical performance study of the BCS, and it describes the main details of the design and implementation of the simulator for the BCS.

Novel kinetic scheme for the ammonium perchlorate gas phase

A novel gas-phase kinetic scheme for ammonium perchlorate (AP) deflagration involving 22 reactions among 18 species is developed. The kinetic scheme is based on a study of the effect of initial conditions on the solution of the differential equations of adiabatic constant-pressure combustion kinetics. The existence of condensed-phase reaction products providesalternate pathways for the consumption of NH3 and HCIOl produced by gas-phase dissociation of AP. Theoretically obtained temperature-time profiles of the novel scheme do not change when the conventional reaction pathways are included, indicatingthat the novel scheme is a substantially faster rate process. The new scheme does not involve the species CIO, which has long been considered a critical component of the AP gas phase and which is included in the conventional reaction pathways.The new scheme develops faster overall reaction rates, steeper temperature-time profiles, and in a deflagration model will result in higher heat-transfer rates from gas phase to the condensed phase.

Nonsimilar boundary layers for non-Darcy mixed convection flow about a horizontal surface in a saturated porous medium

The nonsimilar non-Darcy mixed convection flow about a heated horizontal surface in a saturated porous medium has been studied when the surface temperature is a power function of distance (Tw = T∞ ± Axλ). The analysis is performed for the cases of parallel and stagnation flows with favourable induced pressure gradient. The partial differential equations governing the flow have been solved numerically using the Keller box method. The heat transfer is enhanced due to the buoyancy parameter and wall temperature, but the non-Darcy parameter reduces it. For non-Darcy flow, the similarity solution exists only for the case of parallel flow.

An efficient marching algorithm for waterhammer analysis by the method of characteristics

A new fast and efficient marching algorithm is introduced to solve the basic quasilinear, hyperbolic partial differential equations describing unsteady, flow in conduits by the method of characteristics. The details of the marching method are presented with an illustration of the waterhammer problem in a simple piping system both for friction and frictionless cases. It is shown that for the same accuracy the new marching method requires fewer computational steps, less computer memory and time.

Nonaxisymmetric unsteady motion over a rotating disk in the presence of free convection and magnetic field

The nonaxisymmetric unsteady motion produced by a buoyancy-induced cross-flow of an electrically conducting fluid over an infinite rotating disk in a vertical plane and in the presence of an applied magnetic field normal to the disk has been studied. Both constant wall and constant heat flux conditions have been considered. It has been found that if the angular velocity of the disk and the applied magnetic field squared vary inversely as a linear function of time (i.e. as (1??t*)?1, the governing Navier-Stokes equation and the energy equation admit a locally self-similar solution. The resulting set of ordinary differential equations has been solved using a shooting method with a generalized Newton's correction procedure for guessed boundary conditions. It is observed that in a certain region near the disk the buoyancy induced cross-flow dominates the primary von Karman flow. The shear stresses induced by the cross-flow are found to be more than these of the primary flow and they increase with magnetic parameter or the parameter ? characterizing the unsteadiness. The velocity profiles in the x- and y-directions for the primary flow at any two values of the unsteady parameter ? cross each other towards the edge of the boundary layer. The heat transfer increases with the Prandtl number but reduces with the magnetic parameter.

Non-Darcy mixed convection flow with thermal dispersion on a vertical cylinder in a saturated porous medium

The non-Darcy mixed convection flow on a vertical cylinder embedded in a saturated porous medium has been studied taking into account the effect of thermal dispersion. Both forced flow and buoyancy force dominated cases with constant wall temperature condition have been considered. The governing partial differential equations have been solved numerically using the Keller box method. The results are presented for the buoyancy parameter which cover the entire regime of mixed convection flow ranging from pure forced convection to pure free convection. The effect of thermal dispersion is found to be more pronounced on the heat transfer than on the skin friction and it enhances the heat transfer but reduces the skin friction.

Simultaneous heat and mass transfer under unsteady mixed convection along a vertical slender cylinder embedded in a porous medium

Unsteady laminar mixed convection flow (combined free and forced convection flow) along a vertical slender cylinder embedded in a porous medium under the combined buoyancy effect of thermal and species diffusion has been studied. The effect of the permeability of the medium as well as the magnetic field has been included in the analysis. The partial differential equations with three independent variables governing the flow have been solved numerically using a implicit finite difference scheme in combination with the quasilinearization technique. Computations have been carried out for accelerating, decelerating and oscillatory free stream velocity distributions. The effects of the permeability of the medium, buoyancy forces, transverse curvature and magnetic field on skin friction, heat transfer and mass transfer have been studied. It is found that the effect of free stream velocity distribution is more pronounced on the skin friction than on the heat and mass transfer. The permeability and magnetic parameters increase the skin friction, but reduce the heat and mass transfer. The skin friction, heat transfer and mass transfer are enhanced due to the buoyancy forces and curvature parameter. The heat transfer is strongly dependent on the viscous dissipation parameter and the Prandtl number, and the mass transfer on the Schmidt number. Untersucht wurde die instationäre laminare Mischkonvektion längs eines vertikalen, in einem porösen Medium eingebetteten Zylinders unter kombinierten Auftriebseffekten von thermischer und spezieller Diffusion. Der Einfluß der Permeabilität des Mediums sowie des magnetischen Feldes wurden in die Betrachtung einbezogen. Die partiellen Differentialgleichungen mit drei unabhängigen Variablen, welche die Strömung beschreiben, wurde numerisch anhand des Schemas der endlichen Differenzen in Verbindung mit der Technik der Quasilinearisation gelöst. Berechnungen für die beschleunigte, verzögerte und oszillierende Geschwindigkeitsverteilung der freien Strömung sind durchgeführt worden. Untersucht wurden ebenfalls die Effekte der Permeabilität des Mediums, der Auftriebskräfte, der transversalen Krümmung, des magnetischen Feldes auf die Oberflächenreibung sowie die Wärmeund Stoffübertragung. Es wurde festgestellt, daß die Geschwindigkeit mehr Einfluß auf die Oberflächenreibung als auf die Wärmeund Stoffübertragung hat. Die Oberflächenreibung sowie die Wärme- und Stoffübertragung werden durch die Auftriebskräfte und die Krümmungsparameter verbessert. Die Wärmeübertragung ist stark abhängig von den Parametern der viskosen Dissipation und der Prandtl-Zahl; die Stoffübertragung von der Schmidt-Zahl.

Computation of restoration of ligand response in the random kinetics of a prostate cancer cell signaling pathway

Mutation and/or dysfunction of signaling proteins in the mitogen activated protein kinase (MAPK) signal transduction pathway are frequently observed in various kinds of human cancer. Consistent with this fact, in the present study, we experimentally observe that the epidermal growth factor (EGF) induced activation profile of MAP kinase signaling is not straightforward dose-dependent in the PC3 prostate cancer cells. To find out what parameters and reactions in the pathway are involved in this departure from the normal dose-dependency, a model-based pathway analysis is performed. The pathway is mathematically modeled with 28 rate equations yielding those many ordinary differential equations (ODE) with kinetic rate constants that have been reported to take random values in the existing literature. This has led to us treating the ODE model of the pathways kinetics as a random differential equations (RDE) system in which the parameters are random variables. We show that our RDE model captures the uncertainty in the kinetic rate constants as seen in the behavior of the experimental data and more importantly, upon simulation, exhibits the abnormal EGF dose-dependency of the activation profile of MAP kinase signaling in PC3 prostate cancer cells. The most likely set of values of the kinetic rate constants obtained from fitting the RDE model into the experimental data is then used in a direct transcription based dynamic optimization method for computing the changes needed in these kinetic rate constant values for the restoration of the normal EGF dose response. The last computation identifies the parameters, i.e., the kinetic rate constants in the RDE model, that are the most sensitive to the change in the EGF dose response behavior in the PC3 prostate cancer cells. The reactions in which these most sensitive parameters participate emerge as candidate drug targets on the signaling pathway. (C) 2011 Elsevier Ireland Ltd. All rights reserved.

Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market

We address risk minimizing option pricing in a regime switching market where the floating interest rate depends on a finite state Markov process. The growth rate and the volatility of the stock also depend on the Markov process. Using the minimal martingale measure, we show that the locally risk minimizing prices for certain exotic options satisfy a system of Black-Scholes partial differential equations with appropriate boundary conditions. We find the corresponding hedging strategies and the residual risk. We develop suitable numerical methods to compute option prices.

Coupled electrostatic-elastic analysis for topology optimization using material interpolation

In this paper, we present a novel analytical formulation for the coupled partial differential equations governing electrostatically actuated constrained elastic structures of inhomogeneous material composition. We also present a computationally efficient numerical framework for solving the coupled equations over a reference domain with a fixed finite-element mesh. This serves two purposes: (i) a series of problems with varying geometries and piece-wise homogeneous and/or inhomogeneous material distribution can be solved with a single pre-processing step, (ii) topology optimization methods can be easily implemented by interpolating the material at each point in the reference domain from a void to a dielectric or a conductor. This is attained by considering the steady-state electrical current conduction equation with a `leaky capacitor' model instead of the usual electrostatic equation. This formulation is amenable for both static and transient problems in the elastic domain coupled with the quasi-electrostatic electric field. The procedure is numerically implemented on the COMSOL Multiphysics (R) platform using the weak variational form of the governing equations. Examples have been presented to show the accuracy and versatility of the scheme. The accuracy of the scheme is validated for the special case of piece-wise homogeneous material in the limit of the leaky-capacitor model approaching the ideal case.

Conjugate MHD flow past a flat plate

A boundary layer solution for the conjugate forced convection flow of an electrically conducting fluid over a semi-infinite flat plate in the presence of a transverse magnetic field is presented. The governing nonsimilar partial differential equations are solved numerically using the Keller box method. Values of the temperature profiles of the plate are obtained for various values of the parameters entering the problem and are given in a table and shown on graphs.

Hydrodynamics of R-charged D1-branes

We study the hydrodynamic properties of strongly coupled SU(N) Yang-Mills theory of the D1-brane at finite temperature and at a non-zero density of R-charge in the framework of gauge/gravity duality. The gravity dual description involves a charged black hole solution of an Einstein-Maxwell-dilaton system in 3 dimensions which is obtained by a consistent truncation of the spinning D1-brane in 10 dimensions. We evaluate thermal and electrical conductivity as well as the bulk viscosity as a function of the chemical potential conjugate to the R-charges of the D1-brane. We show that the ratio of bulk viscosity to entropy density is independent of the chemical potential and is equal to 1/4 pi. The thermal conductivity and bulk viscosity obey a relationship similar to the Wiedemann-Franz law. We show that at the boundary of thermodynamic stability, the charge diffusion mode becomes unstable and the transport coefficients exhibit critical behaviour. Our method for evaluating the transport coefficients relies on expressing the second order differential equations in terms of a first order equation which dictates the radial evolution of the transport coefficient. The radial evolution equations can be solved exactly for the transport coefficients of our interest. We observe that transport coefficients of the D1-brane theory are related to that of the M2-brane by an overall proportionality constant which sets the dimensions.

Unsteady nonsimilar two-dimensional and axisymmetric water boundary layers with variable viscosity and prandtl number

The influence of temperature-dependent viscosity and Prandtl number on the unsteady laminar nonsimilar forced convection flow over two-dimensional and axisymmetric bodies has been examined where the unsteadiness and (or) nonsimilarity are (is) due to the free stream velocity, mass transfer, and transverse curvature. The partial differential equations governing the flow which involve three independent variables have been solved numerically using an implicit finite-difference scheme along with a quasilinearization technique. It is found that both the skin friction and heat transfer strongly respond to the unsteady free stream velocity distributions. The unsteadiness and injection cause the location of zero skin friction to move upstream. However, the effect of variable viscosity and Prandtl number is to move it downstream. The heat transfer is found to depend strongly on viscous dissipation, but the skin friction is little affected by it. In general, the results pertaining to variable fluid properties differ significantly, from those of constant fluid properties.

Variable density approach for rotating shallow shell of variable thickness

A new approach based on variable density in conjunction with shallow shell theory is proposed to analyse rotating shallow shell of variable thickness. Coupled non-linear ordinary differential equations governing shallows shells of variable thickness are first derived before applying the variable density approach. Results obtained from the new approach compare well with FEM calculation for a wide range of profiles considered in this paper.