Numerical simulation of some viscoelastic fluids

Numerical simulation of the Oldroyd-B type viscoelastic fluids is a very challenging problem. rnThe well-known High Weissenberg Number Problem" has haunted the mathematicians, computer scientists, and rnengineers for more than 40 years. rnWhen the Weissenberg number, which represents the ratio of elasticity to viscosity, rnexceeds some limits, simulations done by standard methods break down exponentially fast in time. rnHowever, some approaches, such as the logarithm transformation technique can significantly improve rnthe limits of the Weissenberg number until which the simulations stay stable. rnrnWe should point out that the global existence of weak solutions for the Oldroyd-B model is still open. rnLet us note that in the evolution equation of the elastic stress tensor the terms describing diffusive rneffects are typically neglected in the modelling due to their smallness. However, when keeping rnthese diffusive terms in the constitutive law the global existence of weak solutions in two-space dimension rncan been shown. rnrnThis main part of the thesis is devoted to the stability study of the Oldroyd-B viscoelastic model. rnFirstly, we show that the free energy of the diffusive Oldroyd-B model as well as its rnlogarithm transformation are dissipative in time. rnFurther, we have developed free energy dissipative schemes based on the characteristic finite element and finite difference framework. rnIn addition, the global linear stability analysis of the diffusive Oldroyd-B model has also be discussed. rnThe next part of the thesis deals with the error estimates of the combined finite element rnand finite volume discretization of a special Oldroyd-B model which covers the limiting rncase of Weissenberg number going to infinity. Theoretical results are confirmed by a series of numerical rnexperiments, which are presented in the thesis, too.

Analysis and numerical solution of the Peterlin viscoelastic model

Liquids and gasses form a vital part of nature. Many of these are complex fluids with non-Newtonian behaviour. We introduce a mathematical model describing the unsteady motion of an incompressible polymeric fluid. Each polymer molecule is treated as two beads connected by a spring. For the nonlinear spring force it is not possible to obtain a closed system of equations, unless we approximate the force law. The Peterlin approximation replaces the length of the spring by the length of the average spring. Consequently, the macroscopic dumbbell-based model for dilute polymer solutions is obtained. The model consists of the conservation of mass and momentum and time evolution of the symmetric positive definite conformation tensor, where the diffusive effects are taken into account. In two space dimensions we prove global in time existence of weak solutions. Assuming more regular data we show higher regularity and consequently uniqueness of the weak solution. For the Oseen-type Peterlin model we propose a linear pressure-stabilized characteristics finite element scheme. We derive the corresponding error estimates and we prove, for linear finite elements, the optimal first order accuracy. Theoretical error of the pressure-stabilized characteristic finite element scheme is confirmed by a series of numerical experiments.

Dynamic characterisation of four nine-story large-panel R.C. buildings in Bishkek (Kyrgyzstan): A comparison between experimental ambient vibration analysis and numerical finite element modeling

With the outlook of improving seismic vulnerability assessment for the city of Bishkek (Kyrgyzstan), the global dynamic behaviour of four nine-storey r.c. large-panel buildings in elastic regime is studied. The four buildings were built during the Soviet era within a serial production system. Since they all belong to the same series, they have very similar geometries both in plan and in height. Firstly, ambient vibration measurements are performed in the four buildings. The data analysis composed of discrete Fourier transform, modal analysis (frequency domain decomposition) and deconvolution interferometry, yields the modal characteristics and an estimate of the linear impulse response function for the structures of the four buildings. Then, finite element models are set up for all four buildings and the results of the numerical modal analysis are compared with the experimental ones. The numerical models are finally calibrated considering the first three global modes and their results match the experimental ones with an error of less then 20%.

Fading pdf of free-space optical communication system with pointing error

A free-space optical (FSO) laser communication system with perfect fast-tracking experiences random power fading due to atmospheric turbulence. For a FSO communication system without fast-tracking or with imperfect fast-tracking, the fading probability density function (pdf) is also affected by the pointing error. In this thesis, the overall fading pdfs of FSO communication system with pointing errors are calculated using an analytical method based on the fast-tracked on-axis and off-axis fading pdfs and the fast-tracked beam profile of a turbulence channel. The overall fading pdf is firstly studied for the FSO communication system with collimated laser beam. Large-scale numerical wave-optics simulations are performed to verify the analytically calculated fading pdf with collimated beam under various turbulence channels and pointing errors. The calculated overall fading pdfs are almost identical to the directly simulated fading pdfs. The calculated overall fading pdfs are also compared with the gamma-gamma (GG) and the log-normal (LN) fading pdf models. They fit better than both the GG and LN fading pdf models under different receiver aperture sizes in all the studied cases. Further, the analytical method is expanded to the FSO communication system with beam diverging angle case. It is shown that the gamma pdf model is still valid for the fast-tracked on-axis and off-axis fading pdfs with point-like receiver aperture when the laser beam is propagated with beam diverging angle. Large-scale numerical wave-optics simulations prove that the analytically calculated fading pdfs perfectly fit the overall fading pdfs for both focused and diverged beam cases. The influence of the fast-tracked on-axis and off-axis fading pdfs, the fast-tracked beam profile, and the pointing error on the overall fading pdf is also discussed. At last, the analytical method is compared with the previous heuristic fading pdf models proposed since 1970s. Although some of previously proposed fading pdf models provide close fit to the experiment and simulation data, these close fits only exist under particular conditions. Only analytical method shows accurate fit to the directly simulated fading pdfs under different turbulence strength, propagation distances, receiver aperture sizes and pointing errors.

An efficient nonlinear transformation for the numerical computation of the singular integrals appearing in the 2-D Boundary Element Method

We discuss several methods, based on coordinate transformations, for the evaluation of singular and quasisingular integrals in the direct Boundary Element Method. An intrinsec error of some of these methods is detected. Two new transformations are suggested which improve on those currently available.

Efficient adaptive methods based on adjoint equations and truncation error estimation for unstructured grids

El propósito de esta tesis es la implementación de métodos eficientes de adaptación de mallas basados en ecuaciones adjuntas en el marco de discretizaciones de volúmenes finitos para mallas no estructuradas. La metodología basada en ecuaciones adjuntas optimiza la malla refinándola adecuadamente con el objetivo de mejorar la precisión de cálculo de un funcional de salida dado. El funcional suele ser una magnitud escalar de interés ingenieril obtenida por post-proceso de la solución, como por ejemplo, la resistencia o la sustentación aerodinámica. Usualmente, el método de adaptación adjunta está basado en una estimación a posteriori del error del funcional de salida mediante un promediado del residuo numérico con las variables adjuntas, “Dual Weighted Residual method” (DWR). Estas variables se obtienen de la solución del problema adjunto para el funcional seleccionado. El procedimiento habitual para introducir este método en códigos basados en discretizaciones de volúmenes finitos involucra la utilización de una malla auxiliar embebida obtenida por refinamiento uniforme de la malla inicial. El uso de esta malla implica un aumento significativo de los recursos computacionales (por ejemplo, en casos 3D el aumento de memoria requerida respecto a la que necesita el problema fluido inicial puede llegar a ser de un orden de magnitud). En esta tesis se propone un método alternativo basado en reformular la estimación del error del funcional en una malla auxiliar más basta y utilizar una técnica de estimación del error de truncación, denominada _ -estimation, para estimar los residuos que intervienen en el método DWR. Utilizando esta estimación del error se diseña un algoritmo de adaptación de mallas que conserva los ingredientes básicos de la adaptación adjunta estándar pero con un coste computacional asociado sensiblemente menor. La metodología de adaptación adjunta estándar y la propuesta en la tesis han sido introducidas en un código de volúmenes finitos utilizado habitualmente en la industria aeronáutica Europea. Se ha investigado la influencia de distintos parámetros numéricos que intervienen en el algoritmo. Finalmente, el método propuesto se compara con otras metodologías de adaptación de mallas y su eficiencia computacional se demuestra en una serie de casos representativos de interés aeronáutico. ABSTRACT The purpose of this thesis is the implementation of efficient grid adaptation methods based on the adjoint equations within the framework of finite volume methods (FVM) for unstructured grid solvers. The adjoint-based methodology aims at adapting grids to improve the accuracy of a functional output of interest, as for example, the aerodynamic drag or lift. The adjoint methodology is based on the a posteriori functional error estimation using the adjoint/dual-weighted residual method (DWR). In this method the error in a functional output can be directly related to local residual errors of the primal solution through the adjoint variables. These variables are obtained by solving the corresponding adjoint problem for the chosen functional. The common approach to introduce the DWR method within the FVM framework involves the use of an auxiliary embedded grid. The storage of this mesh demands high computational resources, i.e. over one order of magnitude increase in memory relative to the initial problem for 3D cases. In this thesis, an alternative methodology for adapting the grid is proposed. Specifically, the DWR approach for error estimation is re-formulated on a coarser mesh level using the _ -estimation method to approximate the truncation error. Then, an output-based adaptive algorithm is designed in such way that the basic ingredients of the standard adjoint method are retained but the computational cost is significantly reduced. The standard and the new proposed adjoint-based adaptive methodologies have been incorporated into a flow solver commonly used in the EU aeronautical industry. The influence of different numerical settings has been investigated. The proposed method has been compared against different grid adaptation approaches and the computational efficiency of the new method has been demonstrated on some representative aeronautical test cases.

Adaptation Strategies for Discontinuous Galerkin Spectral Element Methods by means of Truncation Error Estimations

In this work a p-adaptation (modification of the polynomial order) strategy based on the minimization of the truncation error is developed for high order discontinuous Galerkin methods. The truncation error is approximated by means of a truncation error estimation procedure and enables the identification of mesh regions that require adaptation. Three truncation error estimation approaches are developed and termed a posteriori, quasi-a priori and quasi-a priori corrected. Fine solutions, which are obtained by enriching the polynomial order, are required to solve the numerical problem with adequate accuracy. For the three truncation error estimation methods the former needs time converged solutions, while the last two rely on non-converged solutions, which lead to faster computations. Based on these truncation error estimation methods, algorithms for mesh adaptation were designed and tested. Firstly, an isotropic adaptation approach is presented, which leads to equally distributed polynomial orders in different coordinate directions. This first implementation is improved by incorporating a method to extrapolate the truncation error. This results in a significant reduction of computational cost. Secondly, the employed high order method permits the spatial decoupling of the estimated errors and enables anisotropic p-adaptation. The incorporation of anisotropic features leads to meshes with different polynomial orders in the different coordinate directions such that flow-features related to the geometry are resolved in a better manner. These adaptations result in a significant reduction of degrees of freedom and computational cost, while the amount of improvement depends on the test-case. Finally, this anisotropic approach is extended by using error extrapolation which leads to an even higher reduction in computational cost. These strategies are verified and compared in terms of accuracy and computational cost for the Euler and the compressible Navier-Stokes equations. The main result is that the two quasi-a priori methods achieve a significant reduction in computational cost when compared to a uniform polynomial enrichment. Namely, for a viscous boundary layer flow, we obtain a speedup of a factor of 6.6 and 7.6 for the quasi-a priori and quasi-a priori corrected approaches, respectively. RESUMEN En este trabajo se ha desarrollado una estrategia de adaptación-p (modificación del orden polinómico) para métodos Galerkin discontinuo de alto orden basada en la minimización del error de truncación. El error de truncación se estima utilizando el método tau-estimation. El estimador permite la identificación de zonas de la malla que requieren adaptación. Se distinguen tres técnicas de estimación: a posteriori, quasi a priori y quasi a priori con correción. Todas las estrategias requieren una solución obtenida en una malla fina, la cual es obtenida aumentando de manera uniforme el orden polinómico. Sin embargo, mientras que el primero requiere que esta solución esté convergida temporalmente, el resto utiliza soluciones no convergidas, lo que se traduce en un menor coste computacional. En este trabajo se han diseñado y probado algoritmos de adaptación de malla basados en métodos tau-estimation. En primer lugar, se presenta un algoritmo de adaptacin isótropo, que conduce a discretizaciones con el mismo orden polinómico en todas las direcciones espaciales. Esta primera implementación se mejora incluyendo un método para extrapolar el error de truncación. Esto resulta en una reducción significativa del coste computacional. En segundo lugar, el método de alto orden permite el desacoplamiento espacial de los errores estimados, permitiendo la adaptación anisotropica. Las mallas obtenidas mediante esta técnica tienen distintos órdenes polinómicos en cada una de las direcciones espaciales. La malla final tiene una distribución óptima de órdenes polinómicos, los cuales guardan relación con las características del flujo que, a su vez, depenen de la geometría. Estas técnicas de adaptación reducen de manera significativa los grados de libertad y el coste computacional. Por último, esta aproximación anisotropica se extiende usando extrapolación del error de truncación, lo que conlleva un coste computational aún menor. Las estrategias se verifican y se comparan en téminors de precisión y coste computacional utilizando las ecuaciones de Euler y Navier Stokes. Los dos métodos quasi a priori consiguen una reducción significativa del coste computacional en comparación con aumento uniforme del orden polinómico. En concreto, para una capa límite viscosa, obtenemos una mejora en tiempo de computación de 6.6 y 7.6 respectivamente, para las aproximaciones quasi-a priori y quasi-a priori con corrección.

Asymptotic estimation of errors and derivatives for the numerical solution of ordinary differential equations,

"Supported in part by contract US AEC AT(11-1)2383."

Numerical simulation of stochastic ordinary differential equations in biomathematical modelling

In this work we discuss the effects of white and coloured noise perturbations on the parameters of a mathematical model of bacteriophage infection introduced by Beretta and Kuang in [Math. Biosc. 149 (1998) 57]. We numerically simulate the strong solutions of the resulting systems of stochastic ordinary differential equations (SDEs), with respect to the global error, by means of numerical methods of both Euler-Taylor expansion and stochastic Runge-Kutta type. (C) 2003 IMACS. Published by Elsevier B.V. All rights reserved.

Numerical evaluation of three dimensional effects in planar flow birefringence

The influence of three dimensional effects on isochromatic birefringence is evaluated for planar flows by means of numerical simulation. Two fluid models are investigated in channel and abrupt contraction geometries. In practice, the flows are confined by viewing windows, which alter the stresses along the optical path. The observed optical properties differ therefore from their counterpart in an ideal two-dimensional flow. To investigate the influence of these effects, the stress optical rule and the differential propagation Mueller matrix are used. The material parameters are selected so that a retardation of multiple orders is achieved, as is typical for highly birefringent melts. Errors due to three dimensional effects are mainly found on the symmetry plane, and increase significantly with the flow rate. Increasing the geometric aspect ratio improve the accuracy provided that the error on the retardation is less than one order. (C) 2004 Elsevier B.V. All rights reserved.

Effective cell-centred time-domain Maxwell's equations numerical solvers

This research work analyses techniques for implementing a cell-centred finite-volume time-domain (ccFV-TD) computational methodology for the purpose of studying microwave heating. Various state-of-the-art spatial and temporal discretisation methods employed to solve Maxwell's equations on multidimensional structured grid networks are investigated, and the dispersive and dissipative errors inherent in those techniques examined. Both staggered and unstaggered grid approaches are considered. Upwind schemes using a Riemann solver and intensity vector splitting are studied and evaluated. Staggered and unstaggered Leapfrog and Runge-Kutta time integration methods are analysed in terms of phase and amplitude error to identify which method is the most accurate and efficient for simulating microwave heating processes. The implementation and migration of typical electromagnetic boundary conditions. from staggered in space to cell-centred approaches also is deliberated. In particular, an existing perfectly matched layer absorbing boundary methodology is adapted to formulate a new cell-centred boundary implementation for the ccFV-TD solvers. Finally for microwave heating purposes, a comparison of analytical and numerical results for standard case studies in rectangular waveguides allows the accuracy of the developed methods to be assessed. © 2004 Elsevier Inc. All rights reserved.

Numerical and statistical analysis of long-haul undersea optical communication systems

Firstly, we numerically model a practical 20 Gb/s undersea configuration employing the Return-to-Zero Differential Phase Shift Keying data format. The modelling is completed using the Split-Step Fourier Method to solve the Generalised Nonlinear Schrdinger Equation. We optimise the dispersion map and per-channel launch power of these channels and investigate how the choice of pre/post compensation can influence the performance. After obtaining these optimal configurations, we investigate the Bit Error Rate estimation of these systems and we see that estimation based on Gaussian electrical current systems is appropriate for systems of this type, indicating quasi-linear behaviour. The introduction of narrower pulses due to the deployment of quasi-linear transmission decreases the tolerance to chromatic dispersion and intra-channel nonlinearity. We used tools from Mathematical Statistics to study the behaviour of these channels in order to develop new methods to estimate Bit Error Rate. In the final section, we consider the estimation of Eye Closure Penalty, a popular measure of signal distortion. Using a numerical example and assuming the symmetry of eye closure, we see that we can simply estimate Eye Closure Penalty using Gaussian statistics. We also see that the statistics of the logical ones dominates the statistics of the logical ones dominates the statistics of signal distortion in the case of Return-to-Zero On-Off Keying configurations.

Comparative analysis of BER estimation methods in numerical simulation of 40-Gb/s RZ-DPSK transmission with in-line SOAs

Applying direct error counting, we compare the accuracy and evaluate the validity of different available numerical approaches to the estimation of the bit-error rate (BER) in 40-Gb/s return-to-zero differential phase-shift-keying transmission. As a particular example, we consider a system with in-line semiconductor optical amplifiers. We demonstrate that none of the existing models has an absolute superiority over the others. We also reveal the impact of the duty cycle on the accuracy of the BER estimates through the differently introduced Q-factors.

Comparative analysis of BER estimation methods in numerical simulation of 40-Gb/s RZ-DPSK transmission with in-line SOAs

Applying direct error counting, we compare the accuracy and evaluate the validity of different available numerical approaches to the estimation of the bit-error rate (BER) in 40-Gb/s return-to-zero differential phase-shift-keying transmission. As a particular example, we consider a system with in-line semiconductor optical amplifiers. We demonstrate that none of the existing models has an absolute superiority over the others. We also reveal the impact of the duty cycle on the accuracy of the BER estimates through the differently introduced Q-factors. © 2007 IEEE.