Numerical solution of the incompressible Navier-Stokes equations with an upwind compact difference scheme

A new finite difference method for the discretization of the incompressible Navier-Stokes equations is presented. The scheme is constructed on a staggered-mesh grid system. The convection terms are discretized with a fifth-order-accurate upwind compact difference approximation, the viscous terms are discretized with a sixth-order symmetrical compact difference approximation, the continuity equation and the pressure gradient in the momentum equations are discretized with a fourth-order difference approximation on a cell-centered mesh. Time advancement uses a three-stage Runge-Kutta method. The Poisson equation for computing the pressure is solved with preconditioning. Accuracy analysis shows that the new method has high resolving efficiency. Validation of the method by computation of Taylor's vortex array is presented.

Mapping Closure Approximation for Reactive Scalars in Random Flows

The Mapping Closure Approximation (MCA) approach is developed to describe the statistics of both conserved and reactive scalars in random flows. The statistics include Probability Density Function (PDF), Conditional Dissipation Rate (CDR) and Conditional Laplacian (CL). The statistical quantities are calculated using the MCA and compared with the results of the Direct Numerical Simulation (DNS). The results obtained from the MCA are in agreement with those from the DNS. It is shown that the MCA approach can predict the statistics of reactive scalars in random flows.

Scheme Construction with Numerical Flux Residual Correction (NFRC) and Group Velocity Control (GVC)

For simulating multi-scale complex flow fields like turbulent flows, the high order accurate schemes are preferred. In this paper, a scheme construction with numerical flux residual correction (NFRC) is presented. Any order accurate difference approximation can be obtained with the NFRC. To improve the resolution of the shock, the constructed schemes are modified with group velocity control (GVC) and weighted group velocity control (WGVC). The method of scheme construction is simple, and it is used to solve practical problems.

Seismic Responses of a Hemispherical Alluvial Valley to SV Waves: A Three-Dimensional Analytical Approximation

An analytical solution to the three-dimensional scattering and diffraction of plane SV-waves by a saturated hemispherical alluvial valley in elastic half-space is obtained by using Fourier-Bessel series expansion technique. The hemispherical alluvial valley with saturated soil deposits is simulated with Biot's dynamic theory for saturated porous media. The following conclusions based on numerical results can be drawn: (1) there are a significant differences in the seismic response simulation between the previous single-phase models and the present two-phase model; (2) the normalized displacements on the free surface of the alluvial valley depend mainly on the incident wave angles, the dimensionless frequency of the incident SV waves and the porosity of sediments; (3) with the increase of the incident angle, the displacement distributions become more complicated; and the displacements on the free surface of the alluvial valley increase as the porosity of sediments increases.

Uniform stability of a particle approximation of the optimal filter derivative

Sequential Monte Carlo methods, also known as particle methods, are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. In many applications it may be necessary to compute the sensitivity, or derivative, of the optimal filter with respect to the static parameters of the state-space model; for instance, in order to obtain maximum likelihood model parameters of interest, or to compute the optimal controller in an optimal control problem. In Poyiadjis et al. [2011] an original particle algorithm to compute the filter derivative was proposed and it was shown using numerical examples that the particle estimate was numerically stable in the sense that it did not deteriorate over time. In this paper we substantiate this claim with a detailed theoretical study. Lp bounds and a central limit theorem for this particle approximation of the filter derivative are presented. It is further shown that under mixing conditions these Lp bounds and the asymptotic variance characterized by the central limit theorem are uniformly bounded with respect to the time index. We demon- strate the performance predicted by theory with several numerical examples. We also use the particle approximation of the filter derivative to perform online maximum likelihood parameter estimation for a stochastic volatility model.

Compact difference approximation with consistent boundary condition

For simulating multi-scale complex flow fields it should be noted that all the physical quantities we are interested in must be simulated well. With limitation of the computer resources it is preferred to use high order accurate difference schemes. Because of their high accuracy and small stencil of grid points computational fluid dynamics (CFD) workers pay more attention to compact schemes recently. For simulating the complex flow fields the treatment of boundary conditions at the far field boundary points and near far field boundary points is very important. According to authors' experience and published results some aspects of boundary condition treatment for far field boundary are presented, and the emphasis is on treatment of boundary conditions for the upwind compact schemes. The consistent treatment of boundary conditions at the near boundary points is also discussed. At the end of the paper are given some numerical examples. The computed results with presented method are satisfactory.

Numerical simulation of condensation of bubbles under microgravity conditions by moving mesh method in the double-staggered grid

A numerical 2D method for simulation of two-phase flows including phase change under microgravity conditions is presented in this paper, with a level set method being coupled with the moving mesh method in the double-staggered grid systems. When the grid lines bend very much in a curvilinear grid, great errors may be generated by using the collocated grid or the staggered grid. So the double-staggered grid was adopted in this paper. The level set method is used to track the liquid-vapor interface. The numerical analysis is fulfilled by solving the Navier-Stokes equations using the SIMPLER method, and the surface tension force is modeled by a continuum surface force approximation. A comparison of the numerical results obtained with different numerical strategies shows that the double-staggered grid moving-mesh method presented in this paper is more accurate than that used previously in the collocated grid system. Based on the method presented in this paper, the condensation of a single bubble in the cold water under different level of gravity is simulated. The results show that the condensation process under the normal gravity condition is different from the condensation process under microgravity conditions. The whole condensation time is much longer under the normal gravity than under the microgravity conditions.

Topics in randomized numerical linear algebra

This thesis studies three classes of randomized numerical linear algebra algorithms, namely: (i) randomized matrix sparsification algorithms, (ii) low-rank approximation algorithms that use randomized unitary transformations, and (iii) low-rank approximation algorithms for positive-semidefinite (PSD) matrices.

Randomized matrix sparsification algorithms set randomly chosen entries of the input matrix to zero. When the approximant is substituted for the original matrix in computations, its sparsity allows one to employ faster sparsity-exploiting algorithms. This thesis contributes bounds on the approximation error of nonuniform randomized sparsification schemes, measured in the spectral norm and two NP-hard norms that are of interest in computational graph theory and subset selection applications.

Low-rank approximations based on randomized unitary transformations have several desirable properties: they have low communication costs, are amenable to parallel implementation, and exploit the existence of fast transform algorithms. This thesis investigates the tradeoff between the accuracy and cost of generating such approximations. State-of-the-art spectral and Frobenius-norm error bounds are provided.

The last class of algorithms considered are SPSD "sketching" algorithms. Such sketches can be computed faster than approximations based on projecting onto mixtures of the columns of the matrix. The performance of several such sketching schemes is empirically evaluated using a suite of canonical matrices drawn from machine learning and data analysis applications, and a framework is developed for establishing theoretical error bounds.

In addition to studying these algorithms, this thesis extends the Matrix Laplace Transform framework to derive Chernoff and Bernstein inequalities that apply to all the eigenvalues of certain classes of random matrices. These inequalities are used to investigate the behavior of the singular values of a matrix under random sampling, and to derive convergence rates for each individual eigenvalue of a sample covariance matrix.

The accuracy of Kirchhoff's approximation in describing the far field speckles produced by random self-affine fractal surfaces

Based on the rigorous formulation of integral equations for the propagations of light waves at the medium interface, we carry out the numerical solutions of the random light field scattered from self-affine fractal surface samples. The light intensities produced by the same surface samples are also calculated in Kirchhoff's approximation, and their comparisons with the corresponding rigorous results show directly the degree of the accuracy of the approximation. It is indicated that Kirchhoff's approximation is of good accuracy for random surfaces with small roughness value w and large roughness exponent alpha. For random surfaces with larger w and smaller alpha, the approximation results in considerable errors, and detailed calculations show that the inaccuracy comes from the simplification that the transmitted light field is proportional to the incident field and from the neglect of light field derivative at the interface.

FIRST PASSAGE APPROXIMATION FOR NORMAL STATIONARY RANDOM PROCESSES.

A new approximate solution for the first passage probability of a stationary Gaussian random process is presented which is based on the estimation of the mean clump size. A simple expression for the mean clump size is derived in terms of the cumulative normal distribution function, which avoids the lengthy numerical integrations which are required by similar existing techniques. The method is applied to a linear oscillator and an ideal bandpass process and good agreement with published results is obtained. By making a slight modification to an existing analysis it is shown that a widely used empirical result for the asymptotic form of the first passage probability can be deduced theoretically.

Numerical and theoretical analysis of the crosstalk in linear optical amplifiers

The dynamic characteristics, including the crosstalk and relaxation oscillation, of linear optical amplifiers (LOAs) are investigated by small-signal analysis under an averaging carrier density approximation and compared with the results of numerical simulation. The good agreement between the numerical simulation and the small-signal analysis indicated the averaging carrier density is an appropriate approximation for analyzing LOAs. Theoretical analyzes also show that the dynamic properties of the vertical laser fields dominate the dynamic performance of LOAs. Based on the small-signal analysis, a concise equation for the crosstalk under high bit rate was derived, which can be applied to measure the differential gain of LOAs.

Analysis and numerical simulation of eigenmode characteristics for semiconductor lasers with an equilateral triangle micro-resonator

The eigenmodes confined in the equilateral triangle resonator (ETR) are analyzed by deriving the eigenvalues and the mode field distributions and by the finite difference time domain (FDTD) technique. The analytical results show that the one-period-length for the mode light rays inside the ETR is the perimeter of the ETR, and the number of transverse modes is limited by the condition of total internal reflection. In addition, the sum of the longitudinal mode index and the transverse mode index should be an even number, which limits the number of confined modes again. Based on the FDTD technique and the Pade approximation, we calculate the mode resonant frequencies and the quality factors from the local maximum and the width of the spectral distribution of the intensity The numerical results of mode frequencies agree very well with the analytical results, and the quality factor of the fundamental mode is usually higher than that of the higher order transverse modes. The results show that the ETR is suitable to realize single-made operation as semiconductor microcavity lasers.

Resonant frequencies and quality factors for optical equilateral triangle resonators calculated by FDTD technique and the Pade approximation

The mode wavelength and quality factor (Q-factor) for resonant modes in optical equilateral triangle resonators (ETR's) are calculated by the finite-difference time-domain (FDTD) technique and the Pade approximation, For an ETR with the side length of 3 mu m and the refractive index of 3.2, we get the mode wavelength interval of about 70 nm and the Q-factor of the fundamental mode over 10(3), The results show that the ETR is suitable to realize single-mode operation, and that the radiation loss in the corner regions of ETR is rather low, In addition, the numerical results of the mode wavelength agree very well with our analytical formula.

Calculation of valence subband structures for strained GaInP/AlGaInP quantum wells without axial approximation

Usually in the calculation of valence subband structure for III-V direct bandgap material, axial approximation had been used in the Luttinger-Kohn model to simplify the computational efforts. In this letter, the valence subband structure for the GaInP/AlGaInP strained and lattice-matched quantum wells was calculated without axial approximation, on the basis of 6x6 Luttinger-Kohn Hamiltonian including strain and spin-orbit splitting effects. The numerical simulation results were presented with help of the finite-difference methods. The calculation results with/without axial approximation were compared and the effect of axial approximation on the valence subband structure was discussed in detail. The results indicated that there was a strong warping in the GaInP valence band, and axial approximation can lead to an error when k was not equal to zero, especially for compressively strained and lattice-matched GaInP/AlGaInP quantum wells.

Calculation of Light Delay by FDTD Technique and Pade Approximation

The time delay for light transmission in a coupled microring waveguide structure is calculated from the phase shift of the transmission coefficient obtained by Pade approximation with Baker's algorithm from FDTD Output. The results show that the Pade approximation is a powerful tool for saving time in FDTD simulation.