Uniformly convergent finite element and finite difference methods for singularly perturbed ordinary differential equations

This thesis is concerned with uniformly convergent finite element and finite difference methods for numerically solving singularly perturbed two-point boundary value problems. We examine the following four problems: (i) high order problem of reaction-diffusion type; (ii) high order problem of convection-diffusion type; (iii) second order interior turning point problem; (iv) semilinear reaction-diffusion problem. Firstly, we consider high order problems of reaction-diffusion type and convection-diffusion type. Under suitable hypotheses, the coercivity of the associated bilinear forms is proved and representation results for the solutions of such problems are given. It is shown that, on an equidistant mesh, polynomial schemes cannot achieve a high order of convergence which is uniform in the perturbation parameter. Piecewise polynomial Galerkin finite element methods are then constructed on a Shishkin mesh. High order convergence results, which are uniform in the perturbation parameter, are obtained in various norms. Secondly, we investigate linear second order problems with interior turning points. Piecewise linear Galerkin finite element methods are generated on various piecewise equidistant meshes designed for such problems. These methods are shown to be convergent, uniformly in the singular perturbation parameter, in a weighted energy norm and the usual L2 norm. Finally, we deal with a semilinear reaction-diffusion problem. Asymptotic properties of solutions to this problem are discussed and analysed. Two simple finite difference schemes on Shishkin meshes are applied to the problem. They are proved to be uniformly convergent of second order and fourth order respectively. Existence and uniqueness of a solution to both schemes are investigated. Numerical results for the above methods are presented.

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.

Effect of lithotripter focal width on stone comminution in shock wave lithotripsy.

Using a reflector insert, the original HM-3 lithotripter field at 20 kV was altered significantly with the peak positive pressure (p(+)) in the focal plane increased from 49 to 87 MPa while the -6 dB focal width decreased concomitantly from 11 to 4 mm. Using the original reflector, p(+) of 33 MPa with a -6 dB focal width of 18 mm were measured in a pre-focal plane 15-mm proximal to the lithotripter focus. However, the acoustic pulse energy delivered to a 28-mm diameter area around the lithotripter axis was comparable ( approximately 120 mJ). For all three exposure conditions, similar stone comminution ( approximately 70%) was produced in a mesh holder of 15 mm after 250 shocks. In contrast, stone comminution produced by the modified reflector either in a 15-mm finger cot (45%) or in a 30-mm membrane holder (14%) was significantly reduced from the corresponding values (56% and 26%) produced by the original reflector (no statistically significant differences were observed between the focal and pre-focal planes). These observations suggest that a low-pressure/broad focal width lithotripter field will produce better stone comminution than its counterpart with high-pressure/narrow focal width under clinically relevant in vitro comminution conditions.

Recognition of Planar Segments in Point Cloud Based on Wavelet Transform

© 2005-2012 IEEE.Within industrial automation systems, three-dimensional (3-D) vision provides very useful feedback information in autonomous operation of various manufacturing equipment (e.g., industrial robots, material handling devices, assembly systems, and machine tools). The hardware performance in contemporary 3-D scanning devices is suitable for online utilization. However, the bottleneck is the lack of real-time algorithms for recognition of geometric primitives (e.g., planes and natural quadrics) from a scanned point cloud. One of the most important and the most frequent geometric primitive in various engineering tasks is plane. In this paper, we propose a new fast one-pass algorithm for recognition (segmentation and fitting) of planar segments from a point cloud. To effectively segment planar regions, we exploit the orthonormality of certain wavelets to polynomial function, as well as their sensitivity to abrupt changes. After segmentation of planar regions, we estimate the parameters of corresponding planes using standard fitting procedures. For point cloud structuring, a z-buffer algorithm with mesh triangles representation in barycentric coordinates is employed. The proposed recognition method is tested and experimentally validated in several real-world case studies.

Peptide interfacial biomaterials improve endothelial cell adhesion and spreading on synthetic polyglycolic acid materials.

Resorbable scaffolds such as polyglycolic acid (PGA) are employed in a number of clinical and tissue engineering applications owing to their desirable property of allowing remodeling to form native tissue over time. However, native PGA does not promote endothelial cell adhesion. Here we describe a novel treatment with hetero-bifunctional peptide linkers, termed "interfacial biomaterials" (IFBMs), which are used to alter the surface of PGA to provide appropriate biological cues. IFBMs couple an affinity peptide for the material with a biologically active peptide that promotes desired cellular responses. One such PGA affinity peptide was coupled to the integrin binding domain, Arg-Gly-Asp (RGD), to build a chemically synthesized bimodular 27 amino acid peptide that mediated interactions between PGA and integrin receptors on endothelial cells. Quartz crystal microbalance with dissipation monitoring (QCMD) was used to determine the association constant (K (A) 1 x 10(7) M(-1)) and surface thickness (~3.5 nm). Cell binding studies indicated that IFBM efficiently mediated adhesion, spreading, and cytoskeletal organization of endothelial cells on PGA in an integrin-dependent manner. We show that the IFBM peptide promotes a 200% increase in endothelial cell binding to PGA as well as 70-120% increase in cell spreading from 30 to 60 minutes after plating.

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.

Exploitation of symbolic information in interprocedural dependence analysis

The requirement for a very accurate dependence analysis to underpin software tools to aid the generation of efficient parallel implementations of scalar code is argued. The current status of dependence analysis is shown to be inadequate for the generation of efficient parallel code, causing too many conservative assumptions to be made. This paper summarises the limitations of conventional dependence analysis techniques, and then describes a series of extensions which enable the production of a much more accurate dependence graph. The extensions include analysis of symbolic variables, the development of a symbolic inequality disproof algorithm and its exploitation in a symbolic Banerjee inequality test; the use of inference engine proofs; the exploitation of exact dependence and dependence pre-domination attributes; interprocedural array analysis; conditional variable definition tracing; integer array tracing and division calculations. Analysis case studies on typical numerical code is shown to reduce the total dependencies estimated from conventional analysis by up to 50%. The techniques described in this paper have been embedded within a suite of tools, CAPTools, which combines analysis with user knowledge to produce efficient parallel implementations of numerical mesh based codes.

Automatic parallel code generation for message passing on distributed memory systems

The availability of a very accurate dependence graph for a scalar code is the basis for the automatic generation of an efficient parallel implementation. The strategy for this task which is encapsulated in a comprehensive data partitioning code generation algorithm is described. This algorithm involves the data partition, calculation of assignment ranges for partitioned arrays, addition of a comprehensive set of execution control masks, altering loop limits, addition and optimisation of communications for all data. In this context, the development and implementation of strategies to merge communications wherever possible has proved an important feature in producing efficient parallel implementations for numerical mesh based codes. The code generation strategies described here are embedded within the Computer Aided Parallelisation tools (CAPTools) software as a key part of a toolkit for automating as much as possible of the parallelisation process for mesh based numerical codes. The algorithms used enables parallelisation of real computational mechanics codes with only minor user interaction and without any prior manual customisation of the serial code to suit the parallelisation tool.

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.

Discretisation procedures for multi-physics phenomena

Procedures are described for solving the equations governing a multi-physics process. Finite volume techniques are used to discretise, using the same unstructured mesh, the equations of fluid flow, heat transfer with solidification, and solid deformation. These discretised equations are then solved in an integrated manner. The computational mechanics environment, PHYSICA, which facilitates the building of multi-physics models, is described. Comparisons between model predictions and experimental data are presented for the casting of metal components.

Modeling the dynamics of Magnetic Semilevitation Melting

In semilevitation melting, a cylindrical metal ingot is melted by a coaxial a.c. induction coil. A watercooled solid base supports the ingot, while the top and side free surface is confined by the magnetic forces as the melting front progresses. The dynamic interplay between gravity, hydrodynamic stress, and the Lorentz force in the fluid determines the instantaneous free surface shape. The coupled nonstationary equations for turbulent flow, heat with phase change, and high-frequency electromagnetic field are solved numerically for the axisymmetric time-dependent domain by a continuous mesh transformation, using a pseudospectral method. Results are obtained for the two actually existing coil configurations and several validation cases.

Multiphysics modelling of the metals casting process

Metals casting is a process governed by the interaction of a range of physical phenomena. Most computational models of this process address only what are conventionally regarded as the primary phenomena-heat conduction and solidification. However, to predict the formation of porosity (a factor of key importance in cast quality) requires the modelling of the interaction of the fluid flow, heat transfer, solidification and the development of stress-deformation in the solidified part of a component. In this paper, a model of the casting process is described which addresses all the main continuum phenomena involved in a coupled manner. The model is solved numerically using novel finite volume unstructured mesh techniques, and then applied to both the prediction of shape deformation (plus the subsequent formation of a gap at the metal-mould interface and its impact on the heat transfer behaviour) and porosity formation in solidifying metal components. Although the porosity prediction model is phenomenologically simplistic it is based on the interaction of the continuum phenomena and yields good comparisons with available experimental results. This work represents the first of the next generation of casting simulation tools to predict aspects of the structure of cast components.

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.

The implementation of an aeronautical CFD flow code onto distributed memory parallel systems

The parallelization of an industrially important in-house computational fluid dynamics (CFD) code for calculating the airflow over complex aircraft configurations using the Euler or Navier–Stokes equations is presented. The code discussed is the flow solver module of the SAUNA CFD suite. This suite uses a novel grid system that may include block-structured hexahedral or pyramidal grids, unstructured tetrahedral grids or a hybrid combination of both. To assist in the rapid convergence to a solution, a number of convergence acceleration techniques are employed including implicit residual smoothing and a multigrid full approximation storage scheme (FAS). Key features of the parallelization approach are the use of domain decomposition and encapsulated message passing to enable the execution in parallel using a single programme multiple data (SPMD) paradigm. In the case where a hybrid grid is used, a unified grid partitioning scheme is employed to define the decomposition of the mesh. The parallel code has been tested using both structured and hybrid grids on a number of different distributed memory parallel systems and is now routinely used to perform industrial scale aeronautical simulations. Copyright © 2000 John Wiley & Sons, Ltd.

Bulk synchronous parallelization of industrial electromagentic software

The parallelization of existing/industrial electromagnetic software using the bulk synchronous parallel (BSP) computation model is presented. The software employs the finite element method with a preconditioned conjugate gradient-type solution for the resulting linear systems of equations. A geometric mesh-partitioning approach is applied within the BSP framework for the assembly and solution phases of the finite element computation. This is combined with a nongeometric, data-driven parallel quadrature procedure for the evaluation of right-hand-side terms in applications involving coil fields. A similar parallel decomposition is applied to the parallel calculation of electron beam trajectories required for the design of tube devices. The BSP parallelization approach adopted is fully portable, conceptually simple, and cost-effective, and it can be applied to a wide range of finite element applications not necessarily related to electromagnetics.