Forward Smoothing Using Sequential Monte Carlo

Sequential Monte Carlo (SMC) methods are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. We propose a new SMC algorithm to compute the expectation of additive functionals recursively. Essentially, it is an on-line or "forward only" implementation of a forward filtering backward smoothing SMC algorithm proposed by Doucet, Godsill and Andrieu (2000). Compared to the standard \emph{path space} SMC estimator whose asymptotic variance increases quadratically with time even under favorable mixing assumptions, the non asymptotic variance of the proposed SMC estimator only increases linearly with time. We show how this allows us to perform recursive parameter estimation using an SMC implementation of an on-line version of the Expectation-Maximization algorithm which does not suffer from the particle path degeneracy problem.

Study Of Mechanical Properties Of Amorphous Copper With Molecular Dynamics Simulation

The formation and mechanical properties of amorphous copper are studied using molecular dynamics simulation. The simulations of tension and shearing show that more pronounced plasticity is found under shearing, compared to tension. Apparent strain hardening and strain rate effect are observed. Interestingly, the variations of number density of atoms during deformation indicate free volume creation, especially under higher strain rate. In particular, it is found that shear induced dilatation does appear in the amorphous metal.

Effects Of Subgrid-Scale Modeling On Lagrangian Statistics In Large-Eddy Simulation

The application of large-eddy simulation (LES) to turbulent transport processes requires accurate prediction of the Lagrangian statistics of flow fields. However, in most existing SGS models, no explicit consideration is given to Lagrangian statistics. In this paper, we focus on the effects of SGS modeling on Lagrangian statistics in LES ranging from statistics determining single-particle dispersion to those of pair dispersion and multiparticle dispersion. Lagrangian statistics in homogeneous isotropic turbulence are extracted from direct numerical simulation (DNS) and the LES with a spectral eddy-viscosity model. For the case of longtime single-particle dispersion, it is shown that, compared to DNS, LES overpredicts the time scale of the Lagrangian velocity correlation but underpredicts the Lagrangian velocity fluctuation. These two effects tend to cancel one another leading to an accurate prediction of the longtime turbulent dispersion coefficient. Unlike the single-particle dispersion, LES tends to underestimate significantly the rate of relative dispersion of particle pairs and multiple-particles, when initial separation distances are less than the minimum resolved scale due to the lack of subgrid fluctuations. The overprediction of LES on the time scale of the Lagrangian velocity correlation is further confirmed by a theoretical analysis using a turbulence closure theory.

Thermal fatigue on pistons induced by shaped high power laser. Part II: Design of spatial intensity distribution via numerical simulation

In the laser induced thermal fatigue simulation test on pistons, the high power laser was transformed from the incident Gaussian beam into a concentric multi-circular pattern with specific intensity ratio. The spatial intensity distribution of the shaped beam, which determines the temperature field in the piston, must be designed before a diffractive optical element (DOE) can be manufactured. In this paper, a reverse method based on finite element model (FEM) was proposed to design the intensity distribution in order to simulate the thermal loadings on pistons. Temperature fields were obtained by solving a transient three-dimensional heat conduction equation with convective boundary conditions at the surfaces of the piston workpiece. The numerical model then was validated by approaching the computational results to the experimental data. During the process, some important parameters including laser absorptivity, convective heat transfer coefficient, thermal conductivity and Biot number were also validated. Then, optimization procedure was processed to find favorable spatial intensity distribution for the shaped beam, with the aid of the validated FEM. The analysis shows that the reverse method incorporated with numerical simulation can reduce design cycle and design expense efficiently. This method can serve as a kind of virtual experimental vehicle as well, which makes the thermal fatigue simulation test more controllable and predictable. (C) 2007 Elsevier Ltd. All rights reserved.

Direct Numerical Simulation Of Three-Dimensional Richtmyer-Meshkov Instability

Direct numerical simulation (DNS) is used to study flow characteristics after interaction of a planar shock with a spherical media interface in each side of which the density is different. This interfacial instability is known as the Richtmyer-Meshkov (R-M) instability. The compressible Navier-Stoke equations are discretized with group velocity control (GVC) modified fourth order accurate compact difference scheme. Three-dimensional numerical simulations are performed for R-M instability installed passing a shock through a spherical interface. Based on numerical results the characteristics of 3D R-M instability are analysed. The evaluation for distortion of the interface, the deformation of the incident shock wave and effects of refraction, reflection and diffraction are presented. The effects of the interfacial instability on produced vorticity and mixing is discussed.

Computer simulation of influence of sedimentation on rapid coagulation

A computer simulation was performed to explore the features and effects of sedimentation on rapid coagulation. To estimate the accumulated influence of gravity on coagulation for dispersions, a sedimentation influence ratio is defined. Some factors possibly related to the influence of sedimentation were considered in the simulation and analysed by comparing the size distribution of aggregates, the change in collision number, and coagulation rates at different gravity levels (0 g, 1 g and more with g being the gravitational constant).

Examination of the LBM in simulation of microchannel flow in transitional regime

The gas flows in micro-electro-mechanical systems possess relatively large Knudsen number and usually belong to the slip flow and transitional flow regimes. Recently the lattice Boltzmann method (LBM) was proposed by Nie et al. in Journal of Statistical Physics, vol. 107, pp. 279-289, in 2002 to simulate the microchannel and microcavity flows in the transitional flow regime. The present article intends to test the feasibility of doing so. The results of using the lattice Boltzmann method and the direct simulation Monte Carlo method show good agreement between them for small Kn (Kn = 0.0194), poor agreement for Kn = 0.194, and large deviation for Kn = 0.388 in simulating microchannel flows. This suggests that the present version of the lattice Boltzmann method is not feasible to simulate the transitional channel flow.

On the computation of space-time correlations by large-eddy simulation

The effect of subgrid-scale (SGS) modeling on velocity (space-) time correlations is investigated in decaying isotropic turbulence. The performance of several SGS models is evaluated, which shows superiority of the dynamic Smagorinsky model used in conjunction with the multiscale large-eddy simulation (LES) procedure. Compared to the results of direct numerical simulation, LES is shown to underpredict the (un-normalized) correlation magnitude and slightly overpredict the decorrelation time scales. This can lead to inaccurate solutions in applications such as aeroacoustics. The underprediction of correlation functions is particularly severe for higher wavenumber modes which are swept by the most energetic modes. The classic sweeping hypothesis for stationary turbulence is generalized for decaying turbulence and used to analyze the observed discrepancies. Based on this analysis, the time correlations are determined by the wavenumber energy spectra and the sweeping velocity, which is the square root of the total energy. Hence, an accurate prediction of the instantaneous energy spectra is most critical to the accurate computation of time correlations. (C) 2004 American Institute of Physics.

Numerical simulation of Richtmyer-Meshkov instability

The compressible Navier-Stokes equations discretized with a fourth order accurate compact finite difference scheme with group velocity control are used to simulate the Richtmyer-Meshkov (R-M) instability problem produced by cylindrical shock-cylindrical material interface with shock Mach number Ms = 1.2 and density ratio 1:20 (interior density/outer density). Effect of shock refraction, reflection, interaction of the reflected shock with the material interface, and effect of initial perturbation modes on R-M instability are investigated numerically. It is noted that the shock refraction is a main physical mechanism of the initial phase changing of the material surface. The multiple interactions of the reflected shock from the origin with the interface and the R-M instability near the material interface are the reason for formation of the spike-bubble structures. Different viscosities lead to different spike-bubble structure characteristics. The vortex pairing phenomenon is found in the initial double mode simulation. The mode interaction is the main factor of small structures production near the interface.

Modeling, numerical methods, and simulation for particle-fluid two-phase flow problems

In this paper, we study the issues of modeling, numerical methods, and simulation with comparison to experimental data for the particle-fluid two-phase flow problem involving a solid-liquid mixed medium. The physical situation being considered is a pulsed liquid fluidized bed. The mathematical model is based on the assumption of one-dimensional flows, incompressible in both particle and fluid phases, equal particle diameters, and the wall friction force on both phases being ignored. The model consists of a set of coupled differential equations describing the conservation of mass and momentum in both phases with coupling and interaction between the two phases. We demonstrate conditions under which the system is either mathematically well posed or ill posed. We consider the general model with additional physical viscosities and/or additional virtual mass forces, both of which stabilize the system. Two numerical methods, one of them is first-order accurate and the other fifth-order accurate, are used to solve the models. A change of variable technique effectively handles the changing domain and boundary conditions. The numerical methods are demonstrated to be stable and convergent through careful numerical experiments. Simulation results for realistic pulsed liquid fluidized bed are provided and compared with experimental data. (C) 2004 Elsevier Ltd. All rights reserved.

MD simulation of the effect of contact area and tip radius on nanoindentation

Molecular dynamics simulations of nanoindentation are performed on monocrystal copper. A new "contact atoms" method is presented for calculating the contact area. Compared with conventional methods, this method can provide the contact area more accurately not only for sink-in but also for pile-up situation. The effect of tip radius on indentation is investigated too. The results indicate that the measured hardness of the material will become higher as the tip radius increases.

Numerical simulation of drop Marangoni migration under microgravity

Thermocapillary motion of a drop in a uniform temperature gradient is investigated numerically. The three-dimensional incompressible Navier-Stokes and energy equations are solved by the finite-element method. The front tracking technique is employed to describe the drop interface. To simplify the calculation, the drop shape is assumed to be a sphere. It has been verified that the assumption is reasonable under the microgravity environment. Some calculations have been performed to deal with the thermocapillary motion for the drops of different sizes. It has been verified that the calculated results are in good agreement with available experimental and numerical results. (C) 2003 Elsevier Ltd. All rights reserved.