Maximum principle preserving high order schemes for convection-dominated diffusion equations

The maximum principle is an important property of solutions to PDE. Correspondingly, it's of great interest for people to design a high order numerical scheme solving PDE with this property maintained. In this thesis, our particular interest is solving convection-dominated diffusion equation. We first review a nonconventional maximum principle preserving(MPP) high order finite volume(FV) WENO scheme, and then propose a new parametrized MPP high order finite difference(FD) WENO framework, which is generalized from the one solving hyperbolic conservation laws. A formal analysis is presented to show that a third order finite difference scheme with this parametrized MPP flux limiters maintains the third order accuracy without extra CFL constraint when the low order monotone flux is chosen appropriately. Numerical tests in both one and two dimensional cases are performed on the simulation of the incompressible Navier-Stokes equations in vorticity stream-function formulation and several other problems to show the effectiveness of the proposed method.

Influence of Mechanical and Thermal Boundary Conditions on Stabilizing/Destabilizing Mechanisms in Evaporating Liquid Films

Liquid films, evaporating or non-evaporating, are ubiquitous in nature and technology. The dynamics of evaporating liquid films is a study applicable in several industries such as water recovery, heat exchangers, crystal growth, drug design etc. The theory describing the dynamics of liquid films crosses several fields such as engineering, mathematics, material science, biophysics and volcanology to name a few. Interfacial instabilities typically manifest by the undulation of an interface from a presumed flat state or by the onset of a secondary flow state from a primary quiescent state or both. To study the instabilities affecting liquid films, an evaporating/non-evaporating Newtonian liquid film is subject to a perturbation. Numerical analysis is conducted on configurations of such liquid films being heated on solid surfaces in order to examine the various stabilizing and destabilizing mechanisms that can cause the formation of different convective structures. These convective structures have implications towards heat transfer that occurs via this process. Certain aspects of this research topic have not received attention, as will be obvious from the literature review. Static, horizontal liquid films on solid surfaces are examined for their resistance to long wave type instabilities via linear stability analysis, method of normal modes and finite difference methods. The spatiotemporal evolution equation, available in literature, describing the time evolution of a liquid film heated on a solid surface, is utilized to analyze various stabilizing/destabilizing mechanisms affecting evaporating and non-evaporating liquid films. The impact of these mechanisms on the film stability and structure for both buoyant and non-buoyant films will be examined by the variation of mechanical and thermal boundary conditions. Films evaporating in zero gravity are studied using the evolution equation. It is found that films that are stable to long wave type instabilities in terrestrial gravity are prone to destabilization via long wave instabilities in zero gravity.

The pollen tube: a soft shell with a hard core

Plant cell expansion is controlled by a fine-tuned balance between intracellular turgor pressure, cell wall loosening and cell wall biosynthesis. To understand these processes, it is important to gain in-depth knowledge of cell wall mechanics. Pollen tubes are tip-growing cells that provide an ideal system to study mechanical properties at the single cell level. With the available approaches it was not easy to measure important mechanical parameters of pollen tubes, such as the elasticity of the cell wall. We used a cellular force microscope (CFM) to measure the apparent stiffness of lily pollen tubes. In combination with a mechanical model based on the finite element method (FEM), this allowed us to calculate turgor pressure and cell wall elasticity, which we found to be around 0.3 MPa and 20–90 MPa, respectively. Furthermore, and in contrast to previous reports, we showed that the difference in stiffness between the pollen tube tip and the shank can be explained solely by the geometry of the pollen tube. CFM, in combination with an FEM-based model, provides a powerful method to evaluate important mechanical parameters of single, growing cells. Our findings indicate that the cell wall of growing pollen tubes has mechanical properties similar to rubber. This suggests that a fully turgid pollen tube is a relatively stiff, yet flexible cell that can react very quickly to obstacles or attractants by adjusting the direction of growth on its way through the female transmitting tissue.

Discontinuous Galerkin finite element approximation of quasilinear elliptic boundary value problems II: Strongly monotone quasi-Newtonian flows

In this article, we develop the a priori and a posteriori error analysis of hp-version interior penalty discontinuous Galerkin finite element methods for strongly monotone quasi-Newtonian fluid flows in a bounded Lipschitz domain Ω ⊂ ℝd, d = 2, 3. In the latter case, computable upper and lower bounds on the error are derived in terms of a natural energy norm, which are explicit in the local mesh size and local polynomial degree of the approximating finite element method. A series of numerical experiments illustrate the performance of the proposed a posteriori error indicators within an automatic hp-adaptive refinement algorithm.

MATHEMATICAL STUDIES ON THE EVOLUTIONARY CHANGE OF DNA SEQUENCES

With the aim of understanding the mechanism of molecular evolution, mathematical problems on the evolutionary change of DNA sequences are studied. The problems studied and the results obtained are as follows: (1) Estimation of evolutionary distance between nucleotide sequences. Studying the pattern of nucleotide substitution for the case of unequal substitution rates, a new mathematical formula for estimating the average number of nucleotide substitutions per site between two homologous DNA sequences is developed. It is shown that this formula has a wider applicability than currently available formulae. A statistical method for estimating the number of nucleotide changes due to deletion and insertion is also developed. (2) Biases of the estimates of nucleotide substitutions obtained by the restriction enzyme method. The deviation of the estimate of nucleotide substitutions obtained by the restriction enzyme method from the true value is investigated theoretically. It is shown that the amount of the deviation depends on the nucleotides in the recognition sequence of the restriction enzyme used, unequal rates of substitution among different nucleotides, and nucleotide frequences, but the primary factor is the unequal rates of nucleotide substitution. When many different kinds of enzymes are used, however, the amount of average deviation is generally small. (3) Distribution of restriction fragment lengths. To see the effect of undetectable restriction fragments and fragment differences on the estimate of nucleotide differences, the theoretical distribution of fragment lengths is studied. This distribution depends on the type of restriction enzymes used as well as on the relative frequencies of four nucleotides. It is shown that undetectability of small fragments or fragment differences gives a serious underestimate of nucleotide substitutions when the length-difference method of estimation is used, but the extent of underestimation is small when the site-difference method is used. (4) Evolutionary relationships of DNA sequences in finite populations. A mathematical theory on the expected evolutionary relationships among DNA sequences (nucleons) randomly chosen from the same or different populations is developed under the assumption that the evolutionary change of nucleons is determined solely by mutation and random genetic drift. . . . (Author's abstract exceeds stipulated maximum length. Discontinued here with permission of author). UMI ^

Optimization of a label-free biosensor vertically characterized based on a periodic lattice of high aspect ratio SU-8 nano-pillars with a simplified 2D theoretical model

We have recently demonstrated a biosensor based on a lattice of SU8 pillars on a 1 μm SiO2/Si wafer by measuring vertically reflectivity as a function of wavelength. The biodetection has been proven with the combination of Bovine Serum Albumin (BSA) protein and its antibody (antiBSA). A BSA layer is attached to the pillars; the biorecognition of antiBSA involves a shift in the reflectivity curve, related with the concentration of antiBSA. A detection limit in the order of 2 ng/ml is achieved for a rhombic lattice of pillars with a lattice parameter (a) of 800 nm, a height (h) of 420 nm and a diameter(d) of 200 nm. These results correlate with calculations using 3D-finite difference time domain method. A 2D simplified model is proposed, consisting of a multilayer model where the pillars are turned into a 420 nm layer with an effective refractive index obtained by using Beam Propagation Method (BPM) algorithm. Results provided by this model are in good correlation with experimental data, reaching a reduction in time from one day to 15 minutes, giving a fast but accurate tool to optimize the design and maximizing sensitivity, and allows analyzing the influence of different variables (diameter, height and lattice parameter). Sensitivity is obtained for a variety of configurations, reaching a limit of detection under 1 ng/ml. Optimum design is not only chosen because of its sensitivity but also its feasibility, both from fabrication (limited by aspect ratio and proximity of the pillars) and fluidic point of view. (© 2011 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)

On the Extension of the Analytic Nodal Diffusion Solver ANDES to Sodium Fast Reactors

Within the framework of the Collaborative Project for a European Sodium Fast Reactor, the reactor physics group at UPM is working on the extension of its in-house multi-scale advanced deterministic code COBAYA3 to Sodium Fast Reactors (SFR). COBAYA3 is a 3D multigroup neutron kinetics diffusion code that can be used either as a pin-by-pin code or as a stand-alone nodal code by using the analytic nodal diffusion solver ANDES. It is coupled with thermalhydraulics codes such as COBRA-TF and FLICA, allowing transient analysis of LWR at both fine-mesh and coarse-mesh scales. In order to enable also 3D pin-by-pin and nodal coupled NK-TH simulations of SFR, different developments are in progress. This paper presents the first steps towards the application of COBAYA3 to this type of reactors. ANDES solver, already extended to triangular-Z geometry, has been applied to fast reactor steady-state calculations. The required cross section libraries were generated with ERANOS code for several configurations. The limitations encountered in the application of the Analytic Coarse Mesh Finite Difference (ACMFD) method –implemented inside ANDES– to fast reactors are presented and the sensitivity of the method when using a high number of energy groups is studied. ANDES performance is assessed by comparison with the results provided by ERANOS, using a mini-core model in 33 energy groups. Furthermore, a benchmark from the NEA for a small 3D FBR in hexagonal-Z geometry and 4 energy groups is also employed to verify the behavior of the code with few energy groups.

A mathematical framework for finite strain elastoplastic consolidation. Part 1: Balance laws, variational formulation, and linearization

A mathematical formulation for finite strain elasto plastic consolidation of fully saturated soil media is presented. Strong and weak forms of the boundary-value problem are derived using both the material and spatial descriptions. The algorithmic treatment of finite strain elastoplasticity for the solid phase is based on multiplicative decomposition and is coupled with the algorithm for fluid flow via the Kirchhoff pore water pressure. Balance laws are written for the soil-water mixture following the motion of the soil matrix alone. It is shown that the motion of the fluid phase only affects the Jacobian of the solid phase motion, and therefore can be characterized completely by the motion of the soil matrix. Furthermore, it is shown from energy balance consideration that the effective, or intergranular, stress is the appropriate measure of stress for describing the constitutive response of the soil skeleton since it absorbs all the strain energy generated in the saturated soil-water mixture. Finally, it is shown that the mathematical model is amenable to consistent linearization, and that explicit expressions for the consistent tangent operators can be derived for use in numerical solutions such as those based on the finite element method.

Efficient design and optimization of bio-photonic sensing cells (BICELLs) for label free biosensing

In previous works we demonstrated the benefits of using micro–nano patterning materials to be used as bio-photonic sensing cells (BICELLs), referred as micro–nano photonic structures having immobilized bioreceptors on its surface with the capability of recognizing the molecular binding by optical transduction. Gestrinone/anti-gestrinone and BSA/anti-BSA pairs were proven under different optical configurations to experimentally validate the biosensing capability of these bio-sensitive photonic architectures. Moreover, Three-Dimensional Finite Difference Time Domain (FDTD) models were employed for simulating the optical response of these structures. For this article, we have developed an effective analytical simulation methodology capable of simulating complex biophotonic sensing architectures. This simulation method has been tested and compared with previous experimental results and FDTD models. Moreover, this effective simulation methodology can be used for efficiently design and optimize any structure as BICELL. In particular for this article, six different BICELL's types have been optimized. To carry out this optimization we have considered three figures of merit: optical sensitivity, Q-factor and signal amplitude. The final objective of this paper is not only validating a suitable and efficient optical simulation methodology but also demonstrating the capability of this method for analyzing the performance of a given number of BICELLs for label-free biosensing.

3D hp-adaptive finite element simulations of a magic-T electromagnetic waveguide structure

This paper employs a 3D hp self-adaptive grid-refinement finite element strategy for the solution of a particular electromagnetic waveguide structure known as Magic-T. This structure is utilized as a power divider/combiner in communication systems as well as in other applications. It often incorporates dielectrics, metallic screws, round corners, and so on, which may facilitate its construction or improve its design, but significantly difficult its modeling when employing semi-analytical techniques. The hp-adaptive finite element method enables accurate modeling of a Magic-T structure even in the presence of these undesired materials/geometries. Numerical results demonstrate the suitability of the hp-adaptive method for modeling a Magic-T rectangular waveguide structure, delivering errors below 0.5% with a limited number of unknowns. Solutions of waveguide problems delivered by the self-adaptive hp-FEM are comparable to those obtained with semi-analytical techniques such as the Mode Matching method, for problems where the latest methods can be applied. At the same time, the hp-adaptive FEM enables accurate modeling of more complex waveguide structures.

Order 10 4 speedup in global linear instability analysis using matrix formation

A unified solution framework is presented for one-, two- or three-dimensional complex non-symmetric eigenvalue problems, respectively governing linear modal instability of incompressible fluid flows in rectangular domains having two, one or no homogeneous spatial directions. The solution algorithm is based on subspace iteration in which the spatial discretization matrix is formed, stored and inverted serially. Results delivered by spectral collocation based on the Chebyshev-Gauss-Lobatto (CGL) points and a suite of high-order finite-difference methods comprising the previously employed for this type of work Dispersion-Relation-Preserving (DRP) and Padé finite-difference schemes, as well as the Summationby- parts (SBP) and the new high-order finite-difference scheme of order q (FD-q) have been compared from the point of view of accuracy and efficiency in standard validation cases of temporal local and BiGlobal linear instability. The FD-q method has been found to significantly outperform all other finite difference schemes in solving classic linear local, BiGlobal, and TriGlobal eigenvalue problems, as regards both memory and CPU time requirements. Results shown in the present study disprove the paradigm that spectral methods are superior to finite difference methods in terms of computational cost, at equal accuracy, FD-q spatial discretization delivering a speedup of ð (10 4). Consequently, accurate solutions of the three-dimensional (TriGlobal) eigenvalue problems may be solved on typical desktop computers with modest computational effort.

Consolidation problems

The analysis of deformation in soils is of paramount importance in geotechnical engineering. For a long time the complex behaviour of natural deposits defied the ingenuity of engineers. The time has come that, with the aid of computers, numerical methods will allow the solution of every problem if the material law can be specified with a certain accuracy. Boundary Techniques (B.E.) have recently exploded in a splendid flowering of methods and applications that compare advantegeously with other well-established procedures like the finite element method (F.E.). Its application to soil mechanics problems (Brebbia 1981) has started and will grow in the future. This paper tries to present a simple formulation to a classical problem. In fact, there is already a large amount of application of B.E. to diffusion problems (Rizzo et al, Shaw, Chang et al, Combescure et al, Wrobel et al, Roures et al, Onishi et al) and very recently the first specific application to consolidation problems has been published by Bnishi et al. Here we develop an alternative formulation to that presented in the last reference. Fundamentally the idea is to introduce a finite difference discretization in the time domain in order to use the fundamental solution of a Helmholtz type equation governing the neutral pressure distribution. Although this procedure seems to have been unappreciated in the previous technical literature it is nevertheless effective and straightforward to implement. Indeed for the special problem in study it is perfectly suited, because a step by step interaction between the elastic and flow problems is needed. It allows also the introduction of non-linear elastic properties and time dependent conditions very easily as will be shown and compares well with performances of other approaches.

Numerical methods for option pricing.

This thesis aims to introduce some fundamental concepts underlying option valuation theory including implementation of computational tools. In many cases analytical solution for option pricing does not exist, thus the following numerical methods are used: binomial trees, Monte Carlo simulations and finite difference methods. First, an algorithm based on Hull and Wilmott is written for every method. Then these algorithms are improved in different ways. For the binomial tree both speed and memory usage is significantly improved by using only one vector instead of a whole price storing matrix. Computational time in Monte Carlo simulations is reduced by implementing a parallel algorithm (in C) which is capable of improving speed by a factor which equals the number of processors used. Furthermore, MatLab code for Monte Carlo was made faster by vectorizing simulation process. Finally, obtained option values are compared to those obtained with popular finite difference methods, and it is discussed which of the algorithms is more appropriate for which purpose.

Impedance of foundations using the Boundary Integral Equation Method

Dynamic soil-structure interaction has been for a long time one of the most fascinating areas for the engineering profession. The building of large alternating machines and their effects on surrounding structures as well as on their own functional behavior, provided the initial impetus; a large amount of experimental research was done,and the results of the Russian and German groups were especially worthwhile. Analytical results by Reissner and Sehkter were reexamined by Quinlan, Sung, et. al., and finally Veletsos presented the first set of reliable results. Since then, the modeling of the homogeneous, elastic halfspace as a equivalent set of springs and dashpots has become an everyday tool in soil engineering practice, especially after the appearance of the fast Fourier transportation algorithm, which makes possible the treatment of the frequency-dependent characteristics of the equivalent elements in a unified fashion with the general method of analysis of the structure. Extensions to the viscoelastic case, as well as to embedded foundations and complicated geometries, have been presented by various authors. In general, they used the finite element method with the well known problems of geometric truncations and the subsequent use of absorbing boundaries. The properties of boundary integral equation methods are, in our opinion, specially well suited to this problem, and several of the previous results have confirmed our opinion. In what follows we present the general features related to steady-state elastodynamics and a series of results showing the splendid results that the BIEM provided. Especially interesting are the outputs obtained through the use of the so-called singular elements, whose description is incorporated at the end of the paper. The reduction in time spent by the computer and the small number of elements needed to simulate realistically the global properties of the halfspace make this procedure one of the most interesting applications of the BIEM.

Experimental and numerical investigation of effect of sawn timber dimensions in ultrasonic velocity measurements of Spanish softwoods

Ultrasonic sound velocity measurements with hand-held equipment remain due to their simplicity among the most used methods for non-destructive grading of sawn woods, yet a dedicated normalization effort with respect to strength classes for Spanish species is still required. As part of an ongoing project with the aim of definition of standard testing methods, the effect of the dimensions of commonly tested Scots pine (Pinus sylvestris L.) timbers and equipment testing frequency on ultrasonic velocity were investigated. A dedicated full-wave finite-difference time-domain software allowed simulation of pulse propagation through timbers of representative length and section combinations. Sound velocity measurements vL were performed along the grain with the indirect method at 22 kHz and 45 kHz for grids of measurement points at specific distances. For sample sections larger than the cross-sectional wavelength ?RT, the simulated sound velocity vL converges to vL = (CL/?)0.5. For smaller square sections the sound velocity drops down to vL = (EL/?)0.5, where CL, EL and ? are the stiffness, E-modul and density, respectively. The experiments confirm a linear regression between time of flight and measurement distance even at less than two wavelength menor que2?L distance, the fitted sound speed values increased by 15% between the two tested frequencies.