Heat conduction with a phase change in a cylindrical mould

Analytical short time solution of moving boundary in heat conduction in a cylindrical mould under prescribed flux boundary condition has been studied in this paper. Partial differential equations are converted to integro-differential equations. These integro-differential equations which are coupled have been solved analytically for short time by choosing suitable series expansions for the unknown quantitities.

Boundary layer swirling flow through a conical hydrocyclone

The paper deals with the flow and heat-transfer problem of a steady axisymmetric laminar incompressible boundary layer swirling flow of a fluid through a conical hydrocyclone. The implicit finitedifference scheme is used to solve the partial differential equations governing the flow. The effect of swirl is found to be more pronounced on the longitudinal skin friction than on the tangential skin friction and heat transfer. The skin friction and heat transfer increase with swirl or with longitudinal distance. Swirl also gives rise to velocity overshoot in the longitudinal velocity profiles and the magnitude of the velocity overshoot increases as the swirl parameter increases. The results are found to be in good agreement with those of the local nonsimilarity and momentum integral methods but they differ appreciably from those of the local similarity method except for the longitudinal skin friction which is fairly in good agreement with that of the local similarity method.Die Arbeit beschäftigt sich mit der Strömung und dem Wärmeübergang in einem konischen Zyklon unter der Voraussetzung stationärer, achsensymmetrischer, laminarer, inkompressibler Grenzschichtströmung. Ein implizites Differenzenverfahren wird benutzt, um die partiellen Differentialgleichungen zu lösen. Der Einfluß des Dralls ist besonders ausgeprägt auf die longitudinale Komponente der Oberflächenreibung, weniger dagegen bei der tangentialen Komponente und beim Wärmeübergang. Die Oberflächenreibung und der Wärmeübergang nehmen zu mit dem Drall, sowie mit dem longitudinalen Abstand. Der Drall erzeugt ein Überschießen der Geschwindigkeit in der longitudinalen Abstand. Der Drall erzeugt ein Überschießen der Geschwindigkeit in der Längsrichtung. Die Größe des Überschusses nimmt mit wachsendem Drallparameter zu. Die Resultate stimmen gut mit den Ergebnissen der Theorie der lokalen Nichtähnlichkeit und der Impulsintegralmethode überein. Dagegen weichen sie mit Ausnahme der longitudinalen Komponente der Oberflächenreibung beträchtlich von den Resultaten der Theorie der lokalen Ähnlichkeit ab.

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.

On numerical implementation of an isotropic elastic-viscoplastic constitutive model for bulk metallic glasses

An efficient algorithm within the finite deformation framework is developed for finite element implementation of a recently proposed isotropic, Mohr-Coulomb type material model, which captures the elastic-viscoplastic, pressure sensitive and plastically dilatant response of bulk metallic glasses. The constitutive equations are first reformulated and implemented using an implicit numerical integration procedure based on the backward Euler method. The resulting system of nonlinear algebraic equations is solved by the Newton-Raphson procedure. This is achieved by developing the principal space return mapping technique for the present model which involves simultaneous shearing and dilatation on multiple potential slip systems. The complete stress update algorithm is presented and the expressions for viscoplastic consistent tangent moduli are derived. The stress update scheme and the viscoplastic consistent tangent are implemented in the commercial finite element code ABAQUS/Standard. The accuracy and performance of the numerical implementation are verified by considering several benchmark examples, which includes a simulation of multiple shear bands in a 3D prismatic bar under uniaxial compression.

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.