Bessel functions and equations of mathematical physics

The aim of this dissertation is to introduce Bessel functions to the reader, as well as studying some of their properties. Moreover, the final goal of this document is to present the most well- known applications of Bessel functions in physics.

Distribution theory and fundamental solutions of differential operators

The objective of this dissertation is to study the theory of distributions and some of its applications. Certain concepts which we would include in the theory of distributions nowadays have been widely used in several fields of mathematics and physics. It was Dirac who first introduced the delta function as we know it, in an attempt to keep a convenient notation in his works in quantum mechanics. Their work contributed to open a new path in mathematics, as new objects, similar to functions but not of their same nature, were being used systematically. Distributions are believed to have been first formally introduced by the Soviet mathematician Sergei Sobolev and by Laurent Schwartz. The aim of this project is to show how distribution theory can be used to obtain what we call fundamental solutions of partial differential equations.

Uma formulação implícita para o método Smoothed Particle Hydrodynamics

Em uma grande gama de problemas físicos, governados por equações diferenciais, muitas vezes é de interesse obter-se soluções para o regime transiente e, portanto, deve-se empregar técnicas de integração temporal. Uma primeira possibilidade seria a de aplicar-se métodos explícitos, devido à sua simplicidade e eficiência computacional. Entretanto, esses métodos frequentemente são somente condicionalmente estáveis e estão sujeitos a severas restrições na escolha do passo no tempo. Para problemas advectivos, governados por equações hiperbólicas, esta restrição é conhecida como a condição de Courant-Friedrichs-Lewy (CFL). Quando temse a necessidade de obter soluções numéricas para grandes períodos de tempo, ou quando o custo computacional a cada passo é elevado, esta condição torna-se um empecilho. A fim de contornar esta restrição, métodos implícitos, que são geralmente incondicionalmente estáveis, são utilizados. Neste trabalho, foram aplicadas algumas formulações implícitas para a integração temporal no método Smoothed Particle Hydrodynamics (SPH) de modo a possibilitar o uso de maiores incrementos de tempo e uma forte estabilidade no processo de marcha temporal. Devido ao alto custo computacional exigido pela busca das partículas a cada passo no tempo, esta implementação só será viável se forem aplicados algoritmos eficientes para o tipo de estrutura matricial considerada, tais como os métodos do subespaço de Krylov. Portanto, fez-se um estudo para a escolha apropriada dos métodos que mais se adequavam a este problema, sendo os escolhidos os métodos Bi-Conjugate Gradient (BiCG), o Bi-Conjugate Gradient Stabilized (BiCGSTAB) e o Quasi-Minimal Residual (QMR). Alguns problemas testes foram utilizados a fim de validar as soluções numéricas obtidas com a versão implícita do método SPH.

Um metodo numerico com paralelismo no tempo para aproximar solucoes de EDPs

Este trabalho de pesquisa tem por objetivo apresentar e investigar a viabilidade de um método numérico que contempla o paralelismo no tempo. Este método numérico está associado a problemas de condição inicial e de contorno para equações diferenciais parciais (evolutivas). Diferentemente do método proposto neste trabalho, a maioria dos métodos numéricos associados a equações diferencias parciais evolutivas e tradicionalmente encontrados, contemplam apenas o paralelismo no espaço. Daí, a motivação em realizar o presente trabalho de pesquisa, buscando não somente um método com paralelismo no tempo mas, sobretudo, um método viável do ponto de vista computacional. Para isso, a implementação do esquema numérico proposto está por conta de um algoritmo paralelo escrito na linguagem C e que utiliza a biblioteca MPI. A análise dos resultados obtidos com os testes de desempenho revelam um método numérico escalável e que exige pouco nível de comunicação entre processadores.

Um modelo físico-matemático para escoamentos em meios porosos com transição insaturado-saturado.

Neste trabalho é apresentada uma nova modelagem matemática para a descrição do escoamento de um líquido incompressível através de um meio poroso rígido homogêneo e isotrópico, a partir do ponto de vista da Teoria Contínua de Misturas. O fenômeno é tratado como o movimento de uma mistura composta por três constituintes contínuos: o primeiro representando a matriz porosa, o segundo representando o líquido e o terceiro representando um gás de baixíssima densidade. O modelo proposto possibilita uma descrição matemática realista do fenômeno de transição insaturado/saturado a partir de uma combinação entre um sistema de equações diferenciais parciais e uma desigualdade. A desigualdade representa uma limitação geométrica oriunda da incompressibilidade do líquido e da rigidez do meio poroso. Alguns casos particulares são simulados e os resultados comparados com resultados clássicos, mostrando as consequências de não levar em conta as restrições inerentes ao problema.

Posicionamento aproximado do estado final para sistemas térmicos descritos pela equação do calor.

Neste trabalho, será considerado um problema de controle ótimo quadrático para a equação do calor em domínios retangulares com condição de fronteira do tipo Dirichlet é nos quais, a função de controle (dependente apenas no tempo) constitui um termo de fonte. Uma caracterização da solução ótima é obtida na forma de uma equação linear em um espaço de funções reais definidas no intervalo de tempo considerado. Em seguida, utiliza-se uma sequência de projeções em subespaços de dimensão finita para obter aproximações para o controle ótimo, o cada uma das quais pode ser gerada por um sistema linear de dimensão finita. A sequência de soluções aproximadas assim obtidas converge para a solução ótima do problema original. Finalmente, são apresentados resultados numéricos para domínios espaciais de dimensão 1.

Abordagens do tipo livre de jacobiana na simulação do escoamento de fluidos compressíveis em meios porosos

O desenvolvimento de software livre de Jacobiana para a resolução de problemas formulados por equações diferenciais parciais não-lineares é de interesse crescente para simular processos práticos de engenharia. Este trabalho utiliza o chamado algoritmo espectral livre de derivada para equações não-lineares na simulação de fluxos em meios porosos. O modelo aqui considerado é aquele empregado para descrever o deslocamento do fluido compressível miscível em meios porosos com fontes e sumidouros, onde a densidade da mistura de fluidos varia exponencialmente com a pressão. O algoritmo espectral utilizado é um método moderno para a solução de sistemas não-lineares de grande porte, o que não resolve sistemas lineares, nem usa qualquer informação explícita associados com a matriz Jacobiana, sendo uma abordagem livre de Jacobiana. Problemas bidimensionais são apresentados, juntamente com os resultados numéricos comparando o algoritmo espectral com um método de Newton inexato livre de Jacobiana. Os resultados deste trabalho mostram que este algoritmo espectral moderno é um método confiável e eficiente para a simulação de escoamentos compressíveis em meios porosos.

Building flexible user interfaces for solving PDEs

FEniCS is a collection of software tools for the automated solution of differential equations by finite element methods. In this note, we describe how FEniCS can be used to solve a simple nonlinear model problem with varying levels of automation. At one extreme, FEniCS provides tools for the fully automated and adaptive solution of nonlinear partial differential equations. At the other extreme, FEniCS provides a range of tools that allow the computational scientist to experiment with novel solution algorithms. © 2010 American Institute of Physics.

The post-processed Galerkin method applied to non-linear shell vibrations

We present the results of a computational study of the post-processed Galerkin methods put forward by Garcia-Archilla et al. applied to the non-linear von Karman equations governing the dynamic response of a thin cylindrical panel periodically forced by a transverse point load. We spatially discretize the shell using finite differences to produce a large system of ordinary differential equations (ODEs). By analogy with spectral non-linear Galerkin methods we split this large system into a 'slowly' contracting subsystem and a 'quickly' contracting subsystem. We then compare the accuracy and efficiency of (i) ignoring the dynamics of the 'quick' system (analogous to a traditional spectral Galerkin truncation and sometimes referred to as 'subspace dynamics' in the finite element community when applied to numerical eigenvectors), (ii) slaving the dynamics of the quick system to the slow system during numerical integration (analogous to a non-linear Galerkin method), and (iii) ignoring the influence of the dynamics of the quick system on the evolution of the slow system until we require some output, when we 'lift' the variables from the slow system to the quick using the same slaving rule as in (ii). This corresponds to the post-processing of Garcia-Archilla et al. We find that method (iii) produces essentially the same accuracy as method (ii) but requires only the computational power of method (i) and is thus more efficient than either. In contrast with spectral methods, this type of finite-difference technique can be applied to irregularly shaped domains. We feel that post-processing of this form is a valuable method that can be implemented in computational schemes for a wide variety of partial differential equations (PDEs) of practical importance.

Frictional flow of damp granular material in a conical centrifuge

An analysis is given of velocity and pressure-dependent sliding flow of a thin layer of damp granular material in a spinning cone. Integral momentum equations for steady state, axisymmetric flow are derived using a boundary layer approximation. These reduce to two coupled first-order differential equations for the radial and circumferential sliding velocities. The influence of viscosity and friction coefficients and inlet boundary conditions is explored by presentation of a range of numerical results. In the absence of any interfacial shear traction the flow would, with increasing radial and circumferential slip, follow a trajectory from inlet according to conservation of angular momentum and kinetic energy. Increasing viscosity or friction reduces circumferential slip and, in general, increases the residence time of a particle in the cone. The residence time is practically insensitive to the inlet velocity. However, if the cone angle is very close to the friction angle then the residence time is extremely sensitive to the relative magnitude of these angles. © 2011 Authors.

Development of realistic liquid equations of state for multi-phase CFD modelling

Several equations of state (EOS) have been incorporated into a novel algorithm to solve a system of multi-phase equations in which all phases are assumed to be compressible to varying degrees. The EOSs are used to both supply functional relationships to couple the conservative variables to the primitive variables and to calculate accurately thermodynamic quantities of interest, such as the speed of sound. Each EOS has a defined balance of accuracy, robustness and computational speed; selection of an appropriate EOS is generally problem-dependent. This work employs an AUSM+-up method for accurate discretisation of the convective flux terms with modified low-Mach number dissipation for added robustness of the solver. In this paper we show a newly-developed time-marching formulation for temporal discretisation of the governing equations with incorporated time-dependent source terms, as well as considering the system of eigenvalues that render the governing equations hyperbolic.

Classical plume theory: 1937-2010 and beyond

Developing a theoretical description of turbulent plumes, the likes of which may be seen rising above industrial chimneys, is a daunting thought. Plumes are ubiquitous on a wide range of scales in both the natural and the man-made environments. Examples that immediately come to mind are the vapour plumes above industrial smoke stacks or the ash plumes forming particle-laden clouds above an erupting volcano. However, plumes also occur where they are less visually apparent, such as the rising stream of warmair above a domestic radiator, of oil from a subsea blowout or, at a larger scale, of air above the so-called urban heat island. In many instances, not only the plume itself is of interest but also its influence on the environment as a whole through the process of entrainment. Zeldovich (1937, The asymptotic laws of freely-ascending convective flows. Zh. Eksp. Teor. Fiz., 7, 1463-1465 (in Russian)), Batchelor (1954, Heat convection and buoyancy effects in fluids. Q. J. R. Meteor. Soc., 80, 339-358) and Morton et al. (1956, Turbulent gravitational convection from maintained and instantaneous sources. Proc. R. Soc. Lond. A, 234, 1-23) laid the foundations for classical plume theory, a theoretical description that is elegant in its simplicity and yet encapsulates the complex turbulent engulfment of ambient fluid into the plume. Testament to the insight and approach developed in these early models of plumes is that the essential theory remains unchanged and is widely applied today. We describe the foundations of plume theory and link the theoretical developments with the measurements made in experiments necessary to close these models before discussing some recent developments in plume theory, including an approach which generalizes results obtained separately for the Boussinesq and the non-Boussinesq plume cases. The theory presented - despite its simplicity - has been very successful at describing and explaining the behaviour of plumes across the wide range of scales they are observed. We present solutions to the coupled set of ordinary differential equations (the plume conservation equations) that Morton et al. (1956) derived from the Navier-Stokes equations which govern fluid motion. In order to describe and contrast the bulk behaviour of rising plumes from general area sources, we present closed-form solutions to the plume conservation equations that were achieved by solving for the variation with height of Morton's non-dimensional flux parameter Γ - this single flux parameter gives a unique representation of the behaviour of steady plumes and enables a characterization of the different types of plume. We discuss advantages of solutions in this form before describing extensions to plume theory and suggesting directions for new research. © 2010 The Author. Published by Oxford University Press on behalf of the Institute of Mathematics and its Applications. All rights reserved.

Reconstruction of arbitrary biochemical reaction networks: A compressive sensing approach

Reconstruction of biochemical reaction networks (BRN) and genetic regulatory networks (GRN) in particular is a central topic in systems biology which raises crucial theoretical challenges in system identification. Nonlinear Ordinary Differential Equations (ODEs) that involve polynomial and rational functions are typically used to model biochemical reaction networks. Such nonlinear models make the problem of determining the connectivity of biochemical networks from time-series experimental data quite difficult. In this paper, we present a network reconstruction algorithm that can deal with ODE model descriptions containing polynomial and rational functions. Rather than identifying the parameters of linear or nonlinear ODEs characterised by pre-defined equation structures, our methodology allows us to determine the nonlinear ODEs structure together with their associated parameters. To solve the network reconstruction problem, we cast it as a compressive sensing (CS) problem and use sparse Bayesian learning (SBL) algorithms as a computationally efficient and robust way to obtain its solution. © 2012 IEEE.

Delayed control of a Moore-Greitzer axial compressor model

Several feedback control laws have appeared in the literature concerning the stabilization of the nonlinear Moore-Greitzer axial compression model. Motivated by magnitude and rate limitations imposed by the physical implementation of the control law, Larsen et al. studied a dynamic implementation of the S-controller suggested by Sepulchre and Kokotović. They showed the potential benefit of implementing the S-controller through a first-order lag: while the location of the closed-loop equilibrium achieved with the static control law was sensitive to poorly known parameters, the dynamic implementation resulted in a small limit cycle at a very desirable location, insensitive to parameter variations. In this paper, we investigate the more general case when the control is applied with a time delay. This can be seen as an extension of the model with a first-order lag. The delay can either be a result of system constraints or be deliberately implemented to achieve better system behavior. The resulting closed-loop system is a set of parameter-dependent delay differential equations. Numerical bifurcation analysis is used to study this model and investigate whether the positive results obtained for the first-order model persist, even for larger values of the delay.

Asymptotic stability for time-variant systems and observability: Uniform and nonuniform criteria

This paper presents some new criteria for uniform and nonuniform asymptotic stability of equilibria for time-variant differential equations and this within a Lyapunov approach. The stability criteria are formulated in terms of certain observability conditions with the output derived from the Lyapunov function. For some classes of systems, this system theoretic interpretation proves to be fruitful since - after establishing the invariance of observability under output injection - this enables us to check the stability criteria on a simpler system. This procedure is illustrated for some classical examples.