Flow stabilization with active hydrodynamic cloaks

We demonstrate that fluid flow cloaking solutions, based on active hydrodynamic metamaterials, exist for two-dimensional flows past a cylinder in a wide range of Reynolds numbers (Re's), up to approximately 200. Within the framework of the classical Brinkman equation for homogenized porous flow, we demonstrate using two different methods that such cloaked flows can be dynamically stable for Re's in the range of 5-119. The first highly efficient method is based on a linearization of the Brinkman-Navier-Stokes equation and finding the eigenfrequencies of the least stable eigenperturbations; the second method is a direct numerical integration in the time domain. We show that, by suppressing the von Kármán vortex street in the weakly turbulent wake, porous flow cloaks can raise the critical Reynolds number up to about 120 or five times greater than for a bare uncloaked cylinder. © 2012 American Physical Society.

Multigrid for American option pricing with stochastic volatility

The paper describes an implicit finite difference approach to the pricing of American options on assets with a stochastic volatility. A multigrid procedure is described for the fast iterative solution of the discrete linear complementarity problems that result. The accuracy and performance of this approach is improved considerably by a strike-price related analytic transformation of asset prices and adaptive time-stepping.

Multiscale modelling of dendrite growth during vacuum arc remelting

Vacuum Arc Remelting (VAR) is the accepted method for producing homogeneous, fine microstructures that are free of inclusions required for rotating grade applications. However, as ingot sizes are increasing INCONEL 718 becomes increasingly susceptible to defects such as freckles, tree rings, and white spots increases for large diameter billets. Therefore, predictive models of these defects are required to allow optimization of process parameters. In this paper, a multiscale and multi-physics model is presented to predict the development of microstructures in the VAR ingot during solidification. At the microscale, a combined stochastic nucleation approach and finite difference solution of the solute diffusion is applied in the semi-solid zone of the VAR ingot. The micromodel is coupled with a solution of the macroscale heat transfer, fluid flow and electromagnetism in the VAR process through the temperature, pressure and fluid flow fields. The main objective of this study is to achieve a better understanding of the formation of the defects in VAR by quantifying the influence of VAR processing parameters on grain nucleation and dendrite growth. In particular, the effect of different ingot growth velocities on the microstructure formation was investigated. It was found that reducing the velocity produces significantly more coarse grains.

Three-dimensional simulation of the influence of convection on dendritic solidification

Bulk and interdendritic flow during solidification alters the microstructure development, potentially leading to the formation of defects. In this paper, a 3D numerical model is presented for the simulation of dendritic growth in the presence of fluid flow in both liquid and semi-solid zones during solidification. The dendritic growth was solved by the combination of a stochastic nucleation approach with a finite difference solution of the solute diffusion equation and. a projection method solution of the Navier-Stokes equations. The technique was applied first to simulate the growth of a single dendrite in 2D and 3D in an isothermal environment with forced fluid flow. Significant differences were found in the evolution of dendritic morphology when comparing the 2D and 3D results. In 3D the upstream arm has a faster growth velocity due to easier flow around the perpendicular arms. This also promotes secondary arm formation on the upstream arm. The effect of fluid flow on columnar dendritic growth and micro-segregation in constrained solidification conditions is then simulated. For constrained growth, 2D simulations lead to even greater inaccuracies as compared to 3D.