Uniformly convergent finite element methods for singularly perturbed parabolic partial differential equations

This thesis is concerned with uniformly convergent finite element methods for numerically solving singularly perturbed parabolic partial differential equations in one space variable. First, we use Petrov-Galerkin finite element methods to generate three schemes for such problems, each of these schemes uses exponentially fitted elements in space. Two of them are lumped and the other is non-lumped. On meshes which are either arbitrary or slightly restricted, we derive global energy norm and L2 norm error bounds, uniformly in the diffusion parameter. Under some reasonable global assumptions together with realistic local assumptions on the solution and its derivatives, we prove that these exponentially fitted schemes are locally uniformly convergent, with order one, in a discrete L∞norm both outside and inside the boundary layer. We next analyse a streamline diffusion scheme on a Shishkin mesh for a model singularly perturbed parabolic partial differential equation. The method with piecewise linear space-time elements is shown, under reasonable assumptions on the solution, to be convergent, independently of the diffusion parameter, with a pointwise accuracy of almost order 5/4 outside layers and almost order 3/4 inside the boundary layer. Numerical results for the above schemes are presented. Finally, we examine a cell vertex finite volume method which is applied to a model time-dependent convection-diffusion problem. Local errors away from all layers are obtained in the l2 seminorm by using techniques from finite element analysis.

Flat surfaces of finite type in the 3-sphere

We introduce the notion of flat surfaces of finite type in the 3- sphere, give the algebro-geometric description in terms of spectral curves and polynomial Killing fields, and show that finite type flat surfaces generated by curves on S2 with periodic curvature functions are dense in the space of all flat surfaces generated by curves on S2 with periodic curvature functions.

The multiple reality: A critical study on Alfred Schutz’s sociology of the finite provinces of meaning

This work is a critical introduction to Alfred Schutz’s sociology of the multiple reality and an enterprise that seeks to reassess and reconstruct the Schutzian project. In the first part of the study, I inquire into Schutz’s biographical context that surrounds the germination of this conception and I analyse the main texts of Schutz where he has dealt directly with ‘finite provinces of meaning.’ On the basis of this analysis, I suggest and discuss, in Part II, several solutions to the shortcomings of the theoretical system that Schutz drew upon the sociological problem of multiple reality. Specifically, I discuss problems related to the structure, the dynamics, and the interrelationing of finite provinces of meaning as well as the way they relate to the questions of narrativity, experience, space, time, and identity.

Finite mixture distributions, sequential likelihood and the EM algorithm

A popular way to account for unobserved heterogeneity is to assume that the data are drawn from a finite mixture distribution. A barrier to using finite mixture models is that parameters that could previously be estimated in stages must now be estimated jointly: using mixture distributions destroys any additive separability of the log-likelihood function. We show, however, that an extension of the EM algorithm reintroduces additive separability, thus allowing one to estimate parameters sequentially during each maximization step. In establishing this result, we develop a broad class of estimators for mixture models. Returning to the likelihood problem, we show that, relative to full information maximum likelihood, our sequential estimator can generate large computational savings with little loss of efficiency.

Finite size effects in the presence of a chemical potential: A study in the classical nonlinear O(2) sigma model

In the presence of a chemical potential, the physics of level crossings leads to singularities at zero temperature, even when the spatial volume is finite. These singularities are smoothed out at a finite temperature but leave behind nontrivial finite size effects which must be understood in order to extract thermodynamic quantities using Monte Carlo methods, particularly close to critical points. We illustrate some of these issues using the classical nonlinear O(2) sigma model with a coupling β and chemical potential μ on a 2+1-dimensional Euclidean lattice. In the conventional formulation this model suffers from a sign problem at nonzero chemical potential and hence cannot be studied with the Wolff cluster algorithm. However, when formulated in terms of the worldline of particles, the sign problem is absent, and the model can be studied efficiently with the "worm algorithm." Using this method we study the finite size effects that arise due to the chemical potential and develop an effective quantum mechanical approach to capture the effects. As a side result we obtain energy levels of up to four particles as a function of the box size and uncover a part of the phase diagram in the (β,μ) plane. © 2010 The American Physical Society.

Finite groups and geometries: a view on the present state and on the future

The model: groups of Lie-Chevalley type and buildingsThis paper is not the presentation of a completed theory but rather a report on a search progressing as in the natural sciences in order to better understand the relationship between groups and incidence geometry, in some future sought-after theory Τ. The search is based on assumptions and on wishes some of which are time-dependent, variations being forced, in particular, by the search itself.A major historical reference for this subject is, needless to say, Klein's Erlangen Programme. Klein's views were raised to a powerful theory thanks to the geometric interpretation of the simple Lie groups due to Tits (see for instance), particularly his theory of buildings and of groups with a BN-pair (or Tits systems). Let us briefly recall some striking features of this.Let G be a group of Lie-Chevalley type of rank r, denned over GF(q), q = pn, p prime. Let Xr denote the Dynkin diagram of G. To these data corresponds a unique thick building B(G) of rank r over the Coxeter diagram Xr (assuming we forget arrows provided by the Dynkin diagram). It turns out that B(G) can be constructed in a uniform way for all G, from a fixed p-Sylow subgroup U of G, its normalizer NG(U) and the r maximal subgroups of G containing NG(U).

A natural extension of the conventional finite volume method into polygonal unstructured meshes for CFD application.

A new general cell-centered solution procedure based upon the conventional control or finite volume (CV or FV) approach has been developed for numerical heat transfer and fluid flow which encompasses both structured and unstructured meshes for any kind of mixed polygon cell. Unlike conventional FV methods for structured and block structured meshes and both FV and FE methods for unstructured meshes, the irregular control volume (ICV) method does not require the shape of the element or cell to be predefined because it simply exploits the concept of fluxes across cell faces. That is, the ICV method enables meshes employing mixtures of triangular, quadrilateral, and any other higher order polygonal cells to be exploited using a single solution procedure. The ICV approach otherwise preserves all the desirable features of conventional FV procedures for a structured mesh; in the current implementation, collocation of variables at cell centers is used with a Rhie and Chow interpolation (to suppress pressure oscillation in the flow field) in the context of the SIMPLE pressure correction solution procedure. In fact all other FV structured mesh-based methods may be perceived as a subset of the ICV formulation. The new ICV formulation is benchmarked using two standard computational fluid dynamics (CFD) problems i.e., the moving lid cavity and the natural convection driven cavity. Both cases were solved with a variety of structured and unstructured meshes, the latter exploiting mixed polygonal cell meshes. The polygonal mesh experiments show a higher degree of accuracy for equivalent meshes (in nodal density terms) using triangular or quadrilateral cells; these results may be interpreted in a manner similar to the CUPID scheme used in structured meshes for reducing numerical diffusion for flows with changing direction.

Monotone scheme and boundary conditions for finite volume simulation of magnetohydrodynamic internal flows at high Hartmann number

A monotone scheme for finite volume simulation of magnetohydrodynamic internal flows at high Hartmann number is presented. The numerical stability is analysed with respect to the electromagnetic force. Standard central finite differences applied to finite volumes can only be numerically stable if the vector products involved in this force are computed with a scheme using a fully staggered grid. The electromagnetic quantities (electric currents and electric potential) must be shifted by half the grid size from the mechanical ones (velocity and pressure). An integral treatment of the boundary layers is used in conjunction with boundary conditions for electrically conducting walls. The simulations are performed with inhomogeneous electrical conductivities of the walls and reach high Hartmann numbers in three-dimensional simulations, even though a non-adaptive grid is used.

Comparison of finite element and finite volume methods application in geometrically nonlinear stress analysis

A novel three-dimensional finite volume (FV) procedure is described in detail for the analysis of geometrically nonlinear problems. The FV procedure is compared with the conventional finite element (FE) Galerkin approach. FV can be considered to be a particular case of the weighted residual method with a unit weighting function, where in the FE Galerkin method we use the shape function as weighting function. A Fortran code has been developed based on the finite volume cell vertex formulation. The formulation is tested on a number of geometrically nonlinear problems. In comparison with FE, the results reveal that FV can reach the FE results in a higher mesh density.

Numerical modelling and validation of Marangoni and surface tension phenomena using the finite volume method

Surface tension induced flow is implemented into a numerical modelling framework and validated for a number of test cases. Finite volume unstructured mesh techniques are used to discretize the mass, momentum and energy conservation equations in three dimensions. An explicit approach is used to include the effect of surface tension forces on the flow profile and final shape of a liquid domain. Validation of this approach is made against both analytical and experimental data. Finally, the method is used to model the wetting balance test for solder alloy material, where model predictions are used to gain a greater insight into this process. Copyright © 2000 John Wiley & Sons, Ltd.

Results of parallelisation of existing electromagnetic finite codes on some different parallel architectures

In this paper the results obtained from the parallelisation of some 3D industrial electromagnetic Finite Element codes within the ESPRIT Europort 2 project PARTEL are presented. The basic guidelines for the parallelisation procedure, based on the Bulk Synchronous Parallel approach, are presented and the encouraging results obtained in terms of speed-up on some selected test cases of practical design significance are outlined and discussed.

Viscoelastic flow through a planar contraction using a semi-Lagrangian finite volume method

A semi-Lagrangian finite volume scheme for solving viscoelastic flow problems is presented. A staggered grid arrangement is used in which the dependent variables are located at different mesh points in the computational domain. The convection terms in the momentum and constitutive equations are treated using a semi-Lagrangian approach in which particles on a regular grid are traced backwards over a single time-step. The method is applied to the 4 : 1 planar contraction problem for an Oldroyd B fluid for both creeping and inertial flow conditions. The development of vortex behaviour with increasing values of We is analyzed.

Conservative semi-Lagrangian finite volume schemes

Semi-Lagrangian finite volume schemes for the numerical approximation of linear advection equations are presented. These schemes are constructed so that the conservation properties are preserved by the numerical approximation. This is achieved using an interpolation procedure based on area-weighting. Numerical results are presented illustrating some of the features of these schemes.

A semi-Lagrangian finite volume method for Newtonian contraction flows

A new finite volume method for solving the incompressible Navier--Stokes equations is presented. The main features of this method are the location of the velocity components and pressure on different staggered grids and a semi-Lagrangian method for the treatment of convection. An interpolation procedure based on area-weighting is used for the convection part of the computation. The method is applied to flow through a constricted channel, and results are obtained for Reynolds numbers, based on half the flow rate, up to 1000. The behavior of the vortex in the salient corner is investigated qualitatively and quantitatively, and excellent agreement is found with the numerical results of Dennis and Smith [Proc. Roy. Soc. London A, 372 (1980), pp. 393-414] and the asymptotic theory of Smith [J. Fluid Mech., 90 (1979), pp. 725-754].