A numerical study of turbulent Rayleigh-Bénard convection

Il flusso di Rayleigh-Bénard, costituito da un fluido racchiuso fra due pareti a diversa temperatura, rappresenta il paradigma della convezione termica. In natura e nelle applicazioni industriali, il moto convettivo avviene principalmente in regime turbolento, rivelando un fenomeno estremamente complesso. L'obiettivo principale di questo elaborato di tesi consiste nell'isolare e descrivere gli aspetti salienti di un flusso turbolento di Rayleigh-Bénard. L'analisi è applicata a dati ottenuti da tre simulazioni numeriche dirette effettuate allo stesso numero di Rayleigh (Ra=10^5) e a numeri di Prandtl differenti (Pr=0.7,2,7). Sulla base di alcune statistiche a singolo punto, vengono definite nel flusso tre regioni caratteritiche: il bulk al centro della cella, lo strato limite termico e quello viscoso in prossimità delle pareti. Grazie all'analisi dei campi istantanei e delle correlazioni spaziali a due punti, sono state poi individuate due strutture fondamentali della convezione turbolenta: le piume termiche e la circolazione a grande scala. L'equazione generalizzata di Kolmogorov, introdotta nell'ultima parte della trattazione, permette di approcciare il problema nella sua complessità, visualizzando come l'energia cinetica viene immessa, si distribuisce e viene dissipata sia nello spazio fisico, sia in quello delle scale turbolente. L'immagine che emerge dall'analisi complessiva è quella di un flusso del tutto simile a una macchina termica. L'energia cinetica viene prodotta nel bulk, considerato il motore del flusso, e da qui fluisce verso le pareti, dove viene infine dissipata.

Experimental Analysis and Numerical Simulation of Quench in Superconducting HTS Tapes and Coils

The quench characteristics of second generation (2 G) YBCO Coated Conductor (CC) tapes are of fundamental importance for the design and safe operation of superconducting cables and magnets based on this material. Their ability to transport high current densities at high temperature, up to 77 K, and at very high fields, over 20 T, together with the increasing knowledge in their manufacturing, which is reducing their cost, are pushing the use of this innovative material in numerous system applications, from high field magnets for research to motors and generators as well as for cables. The aim of this Ph. D. thesis is the experimental analysis and numerical simulations of quench in superconducting HTS tapes and coils. A measurements facility for the characterization of superconducting tapes and coils was designed, assembled and tested. The facility consist of a cryostat, a cryocooler, a vacuum system, resistive and superconducting current leads and signal feedthrough. Moreover, the data acquisition system and the software for critical current and quench measurements were developed. A 2D model was developed using the finite element code COMSOL Multiphysics R . The problem of modeling the high aspect ratio of the tape is tackled by multiplying the tape thickness by a constant factor, compensating the heat and electrical balance equations by introducing a material anisotropy. The model was then validated both with the results of a 1D quench model based on a non-linear electric circuit coupled to a thermal model of the tape, to literature measurements and to critical current and quench measurements made in the cryogenic facility. Finally the model was extended to the study of coils and windings with the definition of the tape and stack homogenized properties. The procedure allows the definition of a multi-scale hierarchical model, able to simulate the windings with different degrees of detail.

Numerical study of homogeneous and heterogeneous crystal nucleation in colloidal systems

Im Rahmen dieser Arbeit wurden Computersimulationen von Keimbildungs- und Kris\-tallisationsprozessen in rnkolloidalen Systemen durchgef\"uhrt. rnEine Kombination von Monte-Carlo-Simulationsmethoden und der Forward-Flux-Sampling-Technik wurde rnimplementiert, um die homogene und heterogene Nukleation von Kristallen monodisperser Hart\-kugeln zu untersuchen. rnIm m\"a\ss{ig} unterk\"uhlten Bulk-Hartkugelsystem sagen wir die homogenen Nukleationsraten voraus und rnvergleichen die Resultate mit anderen theoretischen Ergebnissen und experimentellen Daten. rnWeiterhin analysieren wir die kristallinen Cluster in den Keimbildungs- und Wachstumszonen, rnwobei sich herausstellt, dass kristalline Cluster sich in unterschiedlichen Formen im System bilden. rnKleine Cluster sind eher l\"anglich in eine beliebige Richtung ausgedehnt, w\"ahrend gr\"o\ss{ere} rnCluster kompakter und von ellipsoidaler Gestalt sind. rn rnIm n\"achsten Teil untersuchen wir die heterogene Keimbildung an strukturierten bcc (100)-W\"anden. rnDie 2d-Analyse der kristallinen Schichten an der Wand zeigt, dass die Struktur der rnWand eine entscheidende Rolle in der Kristallisation von Hartkugelkolloiden spielt. rnWir sagen zudem die heterogenen Kristallbildungsraten bei verschiedenen \"Ubers\"attigungsgraden voraus. rnDurch Analyse der gr\"o\ss{ten} Cluster an der Wand sch\"atzen wir zus\"atzlich den Kontaktwinkel rnzwischen Kristallcluster und Wand ab. rnEs stellt sich heraus, dass wir in solchen Systemen weit von der Benetzungsregion rnentfernt sind und der Kristallisationsprozess durch heterogene Nukleation stattfindet. rn rnIm letzten Teil der Arbeit betrachten wir die Kristallisation von Lennard-Jones-Kolloidsystemen rnzwischen zwei ebenen W\"anden. rnUm die Erstarrungsprozesse f\"ur ein solches System zu untersuchen, haben wir eine Analyse des rnOrdnungsparameters f\"ur die Bindung-Ausrichtung in den Schichten durchgef\"urt. rnDie Ergebnisse zeigen, dass innerhalb einer Schicht keine hexatische Ordnung besteht, rnwelche auf einen Kosterlitz-Thouless-Schmelzvorgang hinweisen w\"urde. rnDie Hysterese in den Erhitzungs-Gefrier\-kurven zeigt dar\"uber hinaus, dass der Kristallisationsprozess rneinen aktivierten Prozess darstellt.

Numerical modeling of the Alto Tiberina low angle normal fault

The aim of this Thesis is to obtain a better understanding of the mechanical behavior of the active Alto Tiberina normal fault (ATF). Integrating geological, geodetic and seismological data, we perform 2D and 3D quasi-static and dynamic mechanical models to simulate the interseismic phase and rupture dynamic of the ATF. Effects of ATF locking depth, synthetic and antithetic fault activity, lithology and realistic fault geometries are taken in account. The 2D and 3D quasi-static model results suggest that the deformation pattern inferred by GPS data is consistent with a very compliant ATF zone (from 5 to 15 km) and Gubbio fault activity. The presence of the ATF compliant zone is a first order condition to redistribute the stress in the Umbria-Marche region; the stress bipartition between hanging wall (high values) and footwall (low values) inferred by the ATF zone activity could explain the microseismicity rates that are higher in the hanging wall respect to the footwall. The interseismic stress build-up is mainly located along the Gubbio fault zone and near ATF patches with higher dip (30°

Study of a wind-wave numerical model and its integration with ocean and oil-spill numerical models

The ability to represent the transport and fate of an oil slick at the sea surface is a formidable task. By using an accurate numerical representation of oil evolution and movement in seawater, the possibility to asses and reduce the oil-spill pollution risk can be greatly improved. The blowing of the wind on the sea surface generates ocean waves, which give rise to transport of pollutants by wave-induced velocities that are known as Stokes’ Drift velocities. The Stokes’ Drift transport associated to a random gravity wave field is a function of the wave Energy Spectra that statistically fully describe it and that can be provided by a wave numerical model. Therefore, in order to perform an accurate numerical simulation of the oil motion in seawater, a coupling of the oil-spill model with a wave forecasting model is needed. In this Thesis work, the coupling of the MEDSLIK-II oil-spill numerical model with the SWAN wind-wave numerical model has been performed and tested. In order to improve the knowledge of the wind-wave model and its numerical performances, a preliminary sensitivity study to different SWAN model configuration has been carried out. The SWAN model results have been compared with the ISPRA directional buoys located at Venezia, Ancona and Monopoli and the best model settings have been detected. Then, high resolution currents provided by a relocatable model (SURF) have been used to force both the wave and the oil-spill models and its coupling with the SWAN model has been tested. The trajectories of four drifters have been simulated by using JONSWAP parametric spectra or SWAN directional-frequency energy output spectra and results have been compared with the real paths traveled by the drifters.

Numerical studies of colloidal systems

The interplay of hydrodynamic and electrostatic forces is of great importance for the understanding of colloidal dispersions. Theoretical descriptions are often based on the so called standard electrokinetic model. This Mean Field approach combines the Stokes equation for the hydrodynamic flow field, the Poisson equation for electrostatics and a continuity equation describing the evolution of the ion concentration fields. In the first part of this thesis a new lattice method is presented in order to efficiently solve the set of non-linear equations for a charge-stabilized colloidal dispersion in the presence of an external electric field. Within this framework, the research is mainly focused on the calculation of the electrophoretic mobility. Since this transport coefficient is independent of the electric field only for small driving, the algorithm is based upon a linearization of the governing equations. The zeroth order is the well known Poisson-Boltzmann theory and the first order is a coupled set of linear equations. Furthermore, this set of equations is divided into several subproblems. A specialized solver for each subproblem is developed, and various tests and applications are discussed for every particular method. Finally, all solvers are combined in an iterative procedure and applied to several interesting questions, for example, the effect of the screening mechanism on the electrophoretic mobility or the charge dependence of the field-induced dipole moment and ion clouds surrounding a weakly charged sphere. In the second part a quantitative data analysis method is developed for a new experimental approach, known as "Total Internal Reflection Fluorescence Cross-Correlation Spectroscopy" (TIR-FCCS). The TIR-FCCS setup is an optical method using fluorescent colloidal particles to analyze the flow field close to a solid-fluid interface. The interpretation of the experimental results requires a theoretical model, which is usually the solution of a convection-diffusion equation. Since an analytic solution is not available due to the form of the flow field and the boundary conditions, an alternative numerical approach is presented. It is based on stochastic methods, i. e. a combination of a Brownian Dynamics algorithm and Monte Carlo techniques. Finally, experimental measurements for a hydrophilic surface are analyzed using this new numerical approach.

"Offshore tower or platform foundations: numerical analysis of a laterally loaded single pile or pile group in soft clay and analysis of actions on a jacket structure"

Laterally loaded piles are a typical situation for a large number of cases in which deep foundations are used. Dissertation herein reported, is a focus upon the numerical simulation of laterally loaded piles. In the first chapter the best model settings are largely discussed, so a clear idea about the effects of interface adoption, model dimension, refinement cluster and mesh coarseness is reached. At a second stage, there are three distinct parametric analyses, in which the model response sensibility is studied for variation of interface reduction factor, Eps50 and tensile cut-off. In addition, the adoption of an advanced soil model is analysed (NGI-ADP). This was done in order to use the complex behaviour (different undrained shear strengths are involved) that governs the resisting process of clay under short time static loads. Once set a definitive model, a series of analyses has been carried out with the objective of defining the resistance-deflection (P-y) curves for Plaxis3D (2013) data. Major results of a large number of comparisons made with curves from API (America Petroleum Institute) recommendation are that the empirical curves have almost the same ultimate resistance but a bigger initial stiffness. In the second part of the thesis a simplified structural preliminary design of a jacket structure has been carried out to evaluate the environmental forces that act on it and on its piles foundation. Finally, pile lateral response is studied using the empirical curves.

Fast and accurate numerical solutions in some problems of particle and radiation transport: synthetic acceleration for the method of short characteristics, Doppler-broadened scattering kernel, remote sensing of the cryosphere

The aim of this work is to present various aspects of numerical simulation of particle and radiation transport for industrial and environmental protection applications, to enable the analysis of complex physical processes in a fast, reliable, and efficient way. In the first part we deal with speed-up of numerical simulation of neutron transport for nuclear reactor core analysis. The convergence properties of the source iteration scheme of the Method of Characteristics applied to be heterogeneous structured geometries has been enhanced by means of Boundary Projection Acceleration, enabling the study of 2D and 3D geometries with transport theory without spatial homogenization. The computational performances have been verified with the C5G7 2D and 3D benchmarks, showing a sensible reduction of iterations and CPU time. The second part is devoted to the study of temperature-dependent elastic scattering of neutrons for heavy isotopes near to the thermal zone. A numerical computation of the Doppler convolution of the elastic scattering kernel based on the gas model is presented, for a general energy dependent cross section and scattering law in the center of mass system. The range of integration has been optimized employing a numerical cutoff, allowing a faster numerical evaluation of the convolution integral. Legendre moments of the transfer kernel are subsequently obtained by direct quadrature and a numerical analysis of the convergence is presented. In the third part we focus our attention to remote sensing applications of radiative transfer employed to investigate the Earth's cryosphere. The photon transport equation is applied to simulate reflectivity of glaciers varying the age of the layer of snow or ice, its thickness, the presence or not other underlying layers, the degree of dust included in the snow, creating a framework able to decipher spectral signals collected by orbiting detectors.

Shape memory and elastoplastic materials: from constitutive and numerical to fatigue modeling

Shape memory materials (SMMs) represent an important class of smart materials that have the ability to return from a deformed state to their original shape. Thanks to such a property, SMMs are utilized in a wide range of innovative applications. The increasing number of applications and the consequent involvement of industrial players in the field have motivated researchers to formulate constitutive models able to catch the complex behavior of these materials and to develop robust computational tools for design purposes. Such a research field is still under progress, especially in the prediction of shape memory polymer (SMP) behavior and of important effects characterizing shape memory alloy (SMA) applications. Moreover, the frequent use of shape memory and metallic materials in biomedical devices, particularly in cardiovascular stents, implanted in the human body and experiencing millions of in-vivo cycles by the blood pressure, clearly indicates the need for a deeper understanding of fatigue/fracture failure in microsize components. The development of reliable stent designs against fatigue is still an open subject in scientific literature. Motivated by the described framework, the thesis focuses on several research issues involving the advanced constitutive, numerical and fatigue modeling of elastoplastic and shape memory materials. Starting from the constitutive modeling, the thesis proposes to develop refined phenomenological models for reliable SMA and SMP behavior descriptions. Then, concerning the numerical modeling, the thesis proposes to implement the models into numerical software by developing implicit/explicit time-integration algorithms, to guarantee robust computational tools for practical purposes. The described modeling activities are completed by experimental investigations on SMA actuator springs and polyethylene polymers. Finally, regarding the fatigue modeling, the thesis proposes the introduction of a general computational approach for the fatigue-life assessment of a classical stent design, in order to exploit computer-based simulations to prevent failures and modify design, without testing numerous devices.

Hydrodynamic induced by an array of wave energy converters. Experimental and numerical analysis

The thesis analyses the hydrodynamic induced by an array of Wave energy Converters (WECs), under an experimental and numerical point of view. WECs can be considered an innovative solution able to contribute to the green energy supply and –at the same time– to protect the rear coastal area under marine spatial planning considerations. This research activity essentially rises due to this combined concept. The WEC under exam is a floating device belonging to the Wave Activated Bodies (WAB) class. Experimental data were performed at Aalborg University in different scales and layouts, and the performance of the models was analysed under a variety of irregular wave attacks. The numerical simulations performed with the codes MIKE 21 BW and ANSYS-AQWA. Experimental results were also used to calibrate the numerical parameters and/or to directly been compared to numerical results, in order to extend the experimental database. Results of the research activity are summarized in terms of device performance and guidelines for a future wave farm installation. The device length should be “tuned” based on the local climate conditions. The wave transmission behind the devices is pretty high, suggesting that the tested layout should be considered as a module of a wave farm installation. Indications on the minimum inter-distance among the devices are provided. Furthermore, a CALM mooring system leads to lower wave transmission and also larger power production than a spread mooring. The two numerical codes have different potentialities. The hydrodynamics around single and multiple devices is obtained with MIKE 21 BW, while wave loads and motions for a single moored device are derived from ANSYS-AQWA. Combining the experimental and numerical it is suggested –for both coastal protection and energy production– to adopt a staggered layout, which will maximise the devices density and minimize the marine space required for the installation.

Numerical and experimental investigation of turbulent dissipation

Turbulent energy dissipation is presented in the theoretical context of the famous Kolmogorov theory, formulated in 1941. Some remarks and comments about this theory help the reader understand the approach to turbulence study, as well as give some basic insights to the problem. A clear distinction is made amongst dissipation, pseudo-dissipation and dissipation surrogates. Dissipation regulates how turbulent kinetic energy in a flow gets transformed into internal energy, which makes this quantity a fundamental characteristic to investigate in order to enhance our understanding of turbulence. The dissertation focuses on experimental investigation of the pseudo-dissipation. Indeed this quantity is difficult to measure as it requires the knowledge of all the possible derivatives of the three dimensional velocity field. Once considering an hot-wire technique to measure dissipation we need to deal with surrogates of dissipation, since not all the terms can be measured. The analysis of surrogates is the main topic of this work. In particular two flows, the turbulent channel and the turbulent jet, are considered. These canonic flows, introduced in a brief fashion, are often used as a benchmark for CFD solvers and experimental equipment due to their simple structure. Observations made in the canonic flows are often transferable to more complicated and interesting cases, with many industrial applications. The main tools of investigation are DNS simulations and experimental measures. DNS data are used as a benchmark for the experimental results since all the components of dissipation are known within the numerical simulation. The results of some DNS were already available at the start of this thesis, so the main work consisted in reading and processing the data. Experiments were carried out by means of hot-wire anemometry, described in detail on a theoretical and practical level. The study of DNS data of a turbulent channel at Re=298 reveals that the traditional surrogate can be improved Consequently two new surrogates are proposed and analysed, based on terms of the velocity gradient that are easy to measure experimentally. We manage to find a formulation that improves the accuracy of surrogates by an order of magnitude. For the jet flow results from a DNS at Re=1600 of a temporal jet, and results from our experimental facility CAT at Re=70000, are compared to validate the experiment. It is found that the ratio between components of the dissipation differs between DNS and experimental data. Possible errors in both sets of data are discussed, and some ways to improve the data are proposed.

Numerical and Analytical Methods for Laser-Plasma Acceleration Physics

Theories and numerical modeling are fundamental tools for understanding, optimizing and designing present and future laser-plasma accelerators (LPAs). Laser evolution and plasma wave excitation in a LPA driven by a weakly relativistically intense, short-pulse laser propagating in a preformed parabolic plasma channel, is studied analytically in 3D including the effects of pulse steepening and energy depletion. At higher laser intensities, the process of electron self-injection in the nonlinear bubble wake regime is studied by means of fully self-consistent Particle-in-Cell simulations. Considering a non-evolving laser driver propagating with a prescribed velocity, the geometrical properties of the non-evolving bubble wake are studied. For a range of parameters of interest for laser plasma acceleration, The dependence of the threshold for self-injection in the non-evolving wake on laser intensity and wake velocity is characterized. Due to the nonlinear and complex nature of the Physics involved, computationally challenging numerical simulations are required to model laser-plasma accelerators operating at relativistic laser intensities. The numerical and computational optimizations, that combined in the codes INF&RNO and INF&RNO/quasi-static give the possibility to accurately model multi-GeV laser wakefield acceleration stages with present supercomputing architectures, are discussed. The PIC code jasmine, capable of efficiently running laser-plasma simulations on Graphics Processing Units (GPUs) clusters, is presented. GPUs deliver exceptional performance to PIC codes, but the core algorithms had to be redesigned for satisfying the constraints imposed by the intrinsic parallelism of the architecture. The simulation campaigns, run with the code jasmine for modeling the recent LPA experiments with the INFN-FLAME and CNR-ILIL laser systems, are also presented.

Pricing in stochastic-local volatility models with default

In recent years is becoming increasingly important to handle credit risk. Credit risk is the risk associated with the possibility of bankruptcy. More precisely, if a derivative provides for a payment at cert time T but before that time the counterparty defaults, at maturity the payment cannot be effectively performed, so the owner of the contract loses it entirely or a part of it. It means that the payoff of the derivative, and consequently its price, depends on the underlying of the basic derivative and on the risk of bankruptcy of the counterparty. To value and to hedge credit risk in a consistent way, one needs to develop a quantitative model. We have studied analytical approximation formulas and numerical methods such as Monte Carlo method in order to calculate the price of a bond. We have illustrated how to obtain fast and accurate pricing approximations by expanding the drift and diffusion as a Taylor series and we have compared the second and third order approximation of the Bond and Call price with an accurate Monte Carlo simulation. We have analysed JDCEV model with constant or stochastic interest rate. We have provided numerical examples that illustrate the effectiveness and versatility of our methods. We have used Wolfram Mathematica and Matlab.

Numerical modelling of fluid-structure interaction with application in hemodynamics

The thesis deals with numerical algorithms for fluid-structure interaction problems with application in blood flow modelling. It starts with a short introduction on the mathematical description of incompressible viscous flow with non-Newtonian viscosity and a moving linear viscoelastic structure. The mathematical model consists of the generalized Navier-Stokes equation used for the description of fluid flow and the generalized string model for structure movement. The arbitrary Lagrangian-Eulerian approach is used in order to take into account moving computational domain. A part of the thesis is devoted to the discussion on the non-Newtonian behaviour of shear-thinning fluids, which is in our case blood, and derivation of two non-Newtonian models frequently used in the blood flow modelling. Further we give a brief overview on recent fluid-structure interaction schemes with discussion about the difficulties arising in numerical modelling of blood flow. Our main contribution lies in numerical and experimental study of a new loosely-coupled partitioned scheme called the kinematic splitting fluid-structure interaction algorithm. We present stability analysis for a coupled problem of non-Newtonian shear-dependent fluids in moving domains with viscoelastic boundaries. Here, we assume both, the nonlinearity in convective as well is diffusive term. We analyse the convergence of proposed numerical scheme for a simplified fluid model of the Oseen type. Moreover, we present series of experiments including numerical error analysis, comparison of hemodynamic parameters for the Newtonian and non-Newtonian fluids and comparison of several physiologically relevant computational geometries in terms of wall displacement and wall shear stress. Numerical analysis and extensive experimental study for several standard geometries confirm reliability and accuracy of the proposed kinematic splitting scheme in order to approximate fluid-structure interaction problems.

Numerical loop calculations with contour deformation

Gegenstand dieser Arbeit ist die nummerische Berechnung von Schleifenintegralen welche in höheren Ordnungen der Störungstheorie auftreten.rnAnalog zur reellen Emission kann man auch in den virtuellen Beiträgen Subtraktionsterme einführen, welche die kollinearen und soften Divergenzen des Schleifenintegrals entfernen. Die Phasenraumintegration und die Schleifenintegration können dann in einer einzigen Monte Carlo Integration durchgeführt werden. In dieser Arbeit zeigen wir wie eine solche numerische Integration unter zu Hilfenahme einer Kontourdeformation durchgeführt werden kann. Ausserdem zeigen wir wie man die benötigeten Integranden mit Rekursionsformeln berechnen kann.