Numerical-Value Perturbation Method with Application of Solving Convective-Diffusion Integral Equation

The convective--diffusion equation is of primary importance in such fields as fluid dynamics and heat transfer hi the numerical methods solving the convective-diffusion equation, the finite volume method can use conveniently diversified grids (structured and unstructured grids) and is suitable for very complex geometry The disadvantage of FV methods compared to the finite difference method is that FV-methods of order higher than second are more difficult to develop in three-dimensional cases. The second-order central scheme (2cs) offers a good compromise among accuracy, simplicity and efficiency, however, it will produce oscillatory solutions when the grid Reynolds numbers are large and then very fine grids are required to obtain accurate solution. The simplest first-order upwind (IUW) scheme satisfies the convective boundedness criteria, however. Its numerical diffusion is large. The power-law scheme, QMCK and second-order upwind (2UW) schemes are also often used in some commercial codes. Their numerical accurate are roughly consistent with that of ZCS. Therefore, it is meaningful to offer higher-accurate three point FV scheme. In this paper, the numerical-value perturbational method suggested by Zhi Gao is used to develop an upwind and mixed FV scheme using any higher-order interpolation and second-order integration approximations, which is called perturbational finite volume (PFV) scheme. The PFV scheme uses the least nodes similar to the standard three-point schemes, namely, the number of the nodes needed equals to unity plus the face-number of the control volume. For instanc6, in the two-dimensional (2-D) case, only four nodes for the triangle grids and five nodes for the Cartesian grids are utilized, respectively. The PFV scheme is applied on a number of 1-D problems, 2~Dand 3-D flow model equations. Comparing with other standard three-point schemes, The PFV scheme has much smaller numerical diffusion than the first-order upwind (IUW) scheme, its numerical accuracy are also higher than the second-order central scheme (2CS), the power-law scheme (PLS), the QUICK scheme and the second-order upwind(ZUW) scheme.

A Hybrid Scheme Based on Finite Element/Volume Methods for Two Immiscible Fluid Flows

We have successfully extended our implicit hybrid finite element/volume (FE/FV) solver to flows involving two immiscible fluids. The solver is based on the segregated pressure correction or projection method on staggered unstructured hybrid meshes. An intermediate velocity field is first obtained by solving the momentum equations with the matrix-free implicit cell-centered FV method. The pressure Poisson equation is solved by the node-based Galerkin FE method for an auxiliary variable. The auxiliary variable is used to update the velocity field and the pressure field. The pressure field is carefully updated by taking into account the velocity divergence field. This updating strategy can be rigorously proven to be able to eliminate the unphysical pressure boundary layer and is crucial for the correct temporal convergence rate. Our current staggered-mesh scheme is distinct from other conventional ones in that we store the velocity components at cell centers and the auxiliary variable at vertices. The fluid interface is captured by solving an advection equation for the volume fraction of one of the fluids. The same matrix-free FV method, as the one used for momentum equations, is used to solve the advection equation. We will focus on the interface sharpening strategy to minimize the smearing of the interface over time. We have developed and implemented a global mass conservation algorithm that enforces the conservation of the mass for each fluid.

Geometric integration applied to moving mesh methods and degenerate Lagrangians

Moving mesh methods (also called r-adaptive methods) are space-adaptive strategies used for the numerical simulation of time-dependent partial differential equations. These methods keep the total number of mesh points fixed during the simulation, but redistribute them over time to follow the areas where a higher mesh point density is required. There are a very limited number of moving mesh methods designed for solving field-theoretic partial differential equations, and the numerical analysis of the resulting schemes is challenging. In this thesis we present two ways to construct r-adaptive variational and multisymplectic integrators for (1+1)-dimensional Lagrangian field theories. The first method uses a variational discretization of the physical equations and the mesh equations are then coupled in a way typical of the existing r-adaptive schemes. The second method treats the mesh points as pseudo-particles and incorporates their dynamics directly into the variational principle. A user-specified adaptation strategy is then enforced through Lagrange multipliers as a constraint on the dynamics of both the physical field and the mesh points. We discuss the advantages and limitations of our methods. The proposed methods are readily applicable to (weakly) non-degenerate field theories---numerical results for the Sine-Gordon equation are presented.

In an attempt to extend our approach to degenerate field theories, in the last part of this thesis we construct higher-order variational integrators for a class of degenerate systems described by Lagrangians that are linear in velocities. We analyze the geometry underlying such systems and develop the appropriate theory for variational integration. Our main observation is that the evolution takes place on the primary constraint and the 'Hamiltonian' equations of motion can be formulated as an index 1 differential-algebraic system. We then proceed to construct variational Runge-Kutta methods and analyze their properties. The general properties of Runge-Kutta methods depend on the 'velocity' part of the Lagrangian. If the 'velocity' part is also linear in the position coordinate, then we show that non-partitioned variational Runge-Kutta methods are equivalent to integration of the corresponding first-order Euler-Lagrange equations, which have the form of a Poisson system with a constant structure matrix, and the classical properties of the Runge-Kutta method are retained. If the 'velocity' part is nonlinear in the position coordinate, we observe a reduction of the order of convergence, which is typical of numerical integration of DAEs. We also apply our methods to several models and present the results of our numerical experiments.

A variational framework for spectral discretization of the density matrix in Kohn Sham density functional theory

Kohn-Sham density functional theory (KSDFT) is currently the main work-horse of quantum mechanical calculations in physics, chemistry, and materials science. From a mechanical engineering perspective, we are interested in studying the role of defects in the mechanical properties in materials. In real materials, defects are typically found at very small concentrations e.g., vacancies occur at parts per million, dislocation density in metals ranges from $10^{10} m^{-2}$ to $10^{15} m^{-2}$, and grain sizes vary from nanometers to micrometers in polycrystalline materials, etc. In order to model materials at realistic defect concentrations using DFT, we would need to work with system sizes beyond millions of atoms. Due to the cubic-scaling computational cost with respect to the number of atoms in conventional DFT implementations, such system sizes are unreachable. Since the early 1990s, there has been a huge interest in developing DFT implementations that have linear-scaling computational cost. A promising approach to achieving linear-scaling cost is to approximate the density matrix in KSDFT. The focus of this thesis is to provide a firm mathematical framework to study the convergence of these approximations. We reformulate the Kohn-Sham density functional theory as a nested variational problem in the density matrix, the electrostatic potential, and a field dual to the electron density. The corresponding functional is linear in the density matrix and thus amenable to spectral representation. Based on this reformulation, we introduce a new approximation scheme, called spectral binning, which does not require smoothing of the occupancy function and thus applies at arbitrarily low temperatures. We proof convergence of the approximate solutions with respect to spectral binning and with respect to an additional spatial discretization of the domain. For a standard one-dimensional benchmark problem, we present numerical experiments for which spectral binning exhibits excellent convergence characteristics and outperforms other linear-scaling methods.

hp-Adaptive simulation and inversion of magnetotelluric measurements

xlix, 121 p.

An experimental and numerical study of an oscillating transonic shock wave in a duct

A combined experimental and numerical study of a transonic shock wave in a parallel walled duct subject to downstream pressure perturbations has been conducted. Experiments and simulations have been carried out with a shock strength of M∞ = 1.4 for pressure perturbation frequencies in the range 16-90 Hz. The dynamics of unsteady shock motion and the interaction structure between the unsteady transonic shock wave and the turbulent tunnel floor boundary layer have been investigated. It is found that the (experimentally measured) dynamics of shock motion are generally well predicted by the computational scheme, especially at relatively low (≈ 40 Hz) frequencies. However, at higher frequencies (≈ 90 Hz), some subtle differences between the shock dynamics measured in experiments and those predicted by Computational Fluid Dynamics (CFD) exist. There is evidence from experiments that variations in shock / boundary layer interaction (SBLI) structure caused by shock motion are responsible for a change in the nature of shock dynamics between low and high frequency. In contrast, numerical results at low and high frequencies do not differ significantly and this suggests that the numerical method is not fully capturing the physics of the unsteady flow. Possible reasons for this are considered and a number of areas where CFD is unable to replicate experimental observations are identified. Significantly, CFD predicts changes in SBLI structure due to shock motion that are much too large and this may explain why none of the subtle effects on shock dynamics seen in experiments occur in CFD. Further work developing numerical methods that demonstrate a more realistic sensitivity of SBLI structure to unsteady shock motion is required. Copyright © 2010 by P.J.K. Bruce.

An overview of Sequential Monte Carlo methods for parameter estimation in general state-space models

Nonlinear non-Gaussian state-space models arise in numerous applications in control and signal processing. Sequential Monte Carlo (SMC) methods, also known as Particle Filters, provide very good numerical approximations to the associated optimal state estimation problems. However, in many scenarios, the state-space model of interest also depends on unknown static parameters that need to be estimated from the data. In this context, standard SMC methods fail and it is necessary to rely on more sophisticated algorithms. The aim of this paper is to present a comprehensive overview of SMC methods that have been proposed to perform static parameter estimation in general state-space models. We discuss the advantages and limitations of these methods. © 2009 IFAC.

On the use of combined compact scheme for numerical solution of the two-layer oceanic shallow water equations

Many types of oceanic physical phenomena have a wide range in both space and time. In general, simplified models, such as shallow water model, are used to describe these oceanic motions. The shallow water equations are widely applied in various oceanic and atmospheric extents. By using the two-layer shallow water equations, the stratification effects can be considered too. In this research, the sixth-order combined compact method is investigated and numerically implemented as a high-order method to solve the two-layer shallow water equations. The second-order centered, fourth-order compact and sixth-order super compact finite difference methods are also used to spatial differencing of the equations. The first part of the present work is devoted to accuracy assessment of the sixth-order super compact finite difference method (SCFDM) and the sixth-order combined compact finite difference method (CCFDM) for spatial differencing of the linearized two-layer shallow water equations on the Arakawa's A-E and Randall's Z numerical grids. Two general discrete dispersion relations on different numerical grids, for inertia-gravity and Rossby waves, are derived. These general relations can be used for evaluation of the performance of any desired numerical scheme. For both inertia-gravity and Rossby waves, minimum error generally occurs on Z grid using either the sixth-order SCFDM or CCFDM methods. For the Randall's Z grid, the sixth-order CCFDM exhibits a substantial improvement , for the frequency of the barotropic and baroclinic modes of the linear inertia-gravity waves of the two layer shallow water model, over the sixth-order SCFDM. For the Rossby waves, the sixth-order SCFDM shows improvement, for the barotropic and baroclinic modes, over the sixth-order CCFDM method except on Arakawa's C grid. In the second part of the present work, the sixth-order CCFDM method is used to solve the one-layer and two-layer shallow water equations in their nonlinear form. In one-layer model with periodic boundaries, the performance of the methods for mass conservation is compared. The results show high accuracy of the sixth-order CCFDM method to simulate a complex flow field. Furthermore, to evaluate the performance of the method in a non-periodic domain the sixth-order CCFDM is applied to spatial differencing of vorticity-divergence-mass representation of one-layer shallow water equations to solve a wind-driven current problem with no-slip boundary conditions. The results show good agreement with published works. Finally, the performance of different schemes for spatial differencing of two-layer shallow water equations on Z grid with periodic boundaries is investigated. Results illustrate the high accuracy of combined compact method.

Progress towards the design and numerical analysis of a 3D microchannel biochip separator

This paper reports the design and numerical analysis of a three-dimensional biochip plasma blood separator using computational fluid dynamics techniques. Based on the initial configuration of a two-dimensional (2D) separator, five three-dimensional (3D) microchannel biochip designs are categorically developed through axial and plenary symmetrical expansions. These include the geometric variations of three types of the branch side channels (circular, rectangular, disc) and two types of the main channel (solid and concentric). Ignoring the initial transient behaviour and assuming that steady-state flow has been established, the behaviour of the blood fluid in the devices is algebraically analysed and numerically modelled. The roles of the relevant microchannel mechanisms, i.e. bifurcation, constriction and bending channel, on promoting the separation process are analysed based on modelling results. The differences among the different 3D implementations are compared and discussed. The advantages of 3D over 2D separator in increasing separation volume and effectively depleting cell-free layer fluid from the whole cross section circumference are addressed and illustrated. © 2011 John Wiley & Sons, Ltd.

A critical analysis of loudness calculation methods

The physical meaning and methods of determining loudness were reviewed Loudness is a psychoacoustic metric which closely corresponds to the perceived intensity of a sound stimulus. It can be determined by graphical procedures, numerical methods, or by commercial software. These methods typically require the consideration of the 1/3 octave band spectrum of the sound of interest. The sounds considered in this paper are a 1 kHz tone and pink noise. The loudness of these sounds was calculated in eight ways using different combinations of input data and calculation methods. All the methods considered are based on Zwicker loudness. It was determined that, of the combinations considered, only the commercial software dBSonic and the loudness calculation procedure detailed in DIN 45631 using 1/3 octave band levels filtered using ANSI S1.11-1986 gave the correct values of loudness for a 1 kHz tone. Comparing the results between the sources also demonstrated the difference between sound pressure level and loudness. It was apparent that the calculation and filtering methods must be considered together, as a given calculation will produce different results for different 1/3 octave band input. In the literature reviewed, no reference provided a guide to the selection of the type of filtering that should be used in conjunction with the loudness computation method.

3D numerical analysis of tunnelling induced damage: the influence of the alignment of a masonry building with the tunnel axis.

The development of infrastructure in major cities often involves tunnelling, which can cause damage to existing structures. Therefore, these projects require a careful prediction of the risk of settlement induced damage. The simplified approach of current methods cannot account for three-dimensional structural aspects of buildings, which can result in an inaccurate evaluation of damage. This paper investigates the effect of the building alignment with the tunnel axis on structural damage. A three-dimensional, phased, fully coupled finite element model with non-linear material properties is used as a tool to perform a parametric study. The model includes the simulation of the tunnel construction process, with the tunnel located adjacent to a masonry building. Three different type of settlements are included (sagging, hogging and a combination of them), with seven different increasing angles of the building with respect to the tunnel axis. The alignment parameter is assessed, based on the maximum occurring crack width, measured in the building. Results show a significant dependency of the final damage on the building and tunnel alignment.

A HYBRID METHOD OF FRACTIONAL STEPS WITH PREDICTOR-CORRECTOR DIFFERENCE-PSEUDOSPECTRUM FOR NUMERICAL-SOLUTION OF THE CONVECTION-DOMINATED FLOW PROBLEMS

A fractional-step method of predictor-corrector difference-pseudospectrum with unconditional L(2)-stability and exponential convergence is presented. The stability and convergence of this method is strictly proved mathematically for a nonlinear convection-dominated flow. The error estimation is given and the superiority of this method is verified by numerical test.

Analysis of Differential and Matching Methods for Optical Flow

Several algorithms for optical flow are studied theoretically and experimentally. Differential and matching methods are examined; these two methods have differing domains of application- differential methods are best when displacements in the image are small (<2 pixels) while matching methods work well for moderate displacements but do not handle sub-pixel motions. Both types of optical flow algorithm can use either local or global constraints, such as spatial smoothness. Local matching and differential techniques and global differential techniques will be examined. Most algorithms for optical flow utilize weak assumptions on the local variation of the flow and on the variation of image brightness. Strengthening these assumptions improves the flow computation. The computational consequence of this is a need for larger spatial and temporal support. Global differential approaches can be extended to local (patchwise) differential methods and local differential methods using higher derivatives. Using larger support is valid when constraint on the local shape of the flow are satisfied. We show that a simple constraint on the local shape of the optical flow, that there is slow spatial variation in the image plane, is often satisfied. We show how local differential methods imply the constraints for related methods using higher derivatives. Experiments show the behavior of these optical flow methods on velocity fields which so not obey the assumptions. Implementation of these methods highlights the importance of numerical differentiation. Numerical approximation of derivatives require care, in two respects: first, it is important that the temporal and spatial derivatives be matched, because of the significant scale differences in space and time, and, second, the derivative estimates improve with larger support.