A combination of implicit and adaptative upwind tools for the numerical solution of incompressible free surface flows

This paper is concerned with the numerical solutions of time dependent two-dimensional incompressible flows. By using the primitive variables of velocity and pressure, the Navier-Stokes and mass conservation equations are solved by a semi-implicit finite difference projection method. A new bounded higher order upwind convection scheme is employed to deal with the non-linear (advective) terms. The procedure is an adaptation of the GENSMAC (J. Comput. Phys. 1994; 110: 171-186) methodology for calculating confined and free surface fluid flows at both low and high Reynolds numbers. The calculations were performed by using the 2D version of the Freeflow simulation system (J. Comp. Visual. Science 2000; 2:199-210). In order to demonstrate the capabilities of the numerical method, various test cases are presented. These are the fully developed flow in a channel, the flow over a backward facing step, the die-swell problem, the broken dam flow, and an impinging jet onto a flat plate. The numerical results compare favourably with the experimental data and the analytical solutions. Copyright (c) 2006 John Wiley & Sons, Ltd.

Dissipative three-wave structures in stimulated backscattering. I. A subluminous solitary attractor

We present a solitary solution of the three-wave nonlinear partial differential equation (PDE) model - governing resonant space-time stimulated Brillouin or Raman backscattering - in the presence of a cw pump and dissipative material and Stokes waves. The study is motivated by pulse formation in optical fiber experiments. As a result of the instability any initial bounded Stokes signal is amplified and evolves to a subluminous backscattered Stokes pulse whose shape and velocity are uniquely determined by the damping coefficients and the cw-pump level. This asymptotically stable solitary three-wave structure is an attractor for any initial conditions in a compact support, in contrast to the known superluminous dissipative soliton solution which calls for an unbounded support. The linear asymptotic theory based on the Kolmogorov-Petrovskii-Piskunov assertion allows us to determine analytically the wave-front slope and the subluminous velocity, which are in remarkable agreement with the numerical computation of the nonlinear PDE model when the dynamics attains the asymptotic steady regime. © 1997 The American Physical Society.

Application of a bounded upwinding scheme to complex fluid dynamics problems

This paper is concerned with an overview of upwinding schemes, and further nonlinear applications of a recently introduced high resolution upwind differencing scheme, namely the ADBQUICKEST [V.G. Ferreira, F.A. Kurokawa, R.A.B. Queiroz, M.K. Kaibara, C.M. Oishi, J.A.Cuminato, A.F. Castelo, M.F. Tomé, S. McKee, assessment of a high-order finite difference upwind scheme for the simulation of convection-diffusion problems, International Journal for Numerical Methods in Fluids 60 (2009) 1-26]. The ADBQUICKEST scheme is a new TVD version of the QUICKEST [B.P. Leonard, A stable and accurate convective modeling procedure based on quadratic upstream interpolation, Computer Methods in Applied Mechanics and Engineering 19 (1979) 59-98] for solving nonlinear balance laws. The scheme is based on the concept of NV and TVD formalisms and satisfies a convective boundedness criterion. The accuracy of the scheme is compared with other popularly used convective upwinding schemes (see, for example, Roe (1985) [19], Van Leer (1974) [18] and Arora & Roe (1997) [17]) for solving nonlinear conservation laws (for example, Buckley-Leverett, shallow water and Euler equations). The ADBQUICKEST scheme is then used to solve six types of fluid flow problems of increasing complexity: namely, 2D aerosol filtration by fibrous filters; axisymmetric flow in a tubular membrane; 2D two-phase flow in a fluidized bed; 2D compressible Orszag-Tang MHD vortex; axisymmetric jet onto a flat surface at low Reynolds number and full 3D incompressible flows involving moving free surfaces. The numerical simulations indicate that this convective upwinding scheme is a good generic alternative for solving complex fluid dynamics problems. © 2012.

Comparison of different designs of implant-retained overdentures and fixed full-arch implant-supported prosthesis on stress distribution in edentulous mandible - A computed tomography-based three-dimensional finite element analysis

A finite element analysis was used to compare the effect of different designs of implant-retained overdentures and fixed full-arch implant-supported prosthesis on stress distribution in edentulous mandible. Four models of an human mandible were constructed. In the OR (O'ring) group, the mandible was restored with an overdenture retained by four unsplinted implants with O'ring attachment; in the BC (bar-clip) -C and BC groups, the mandibles were restored with overdentures retained by four splinted implants with bar-clip anchor associated or not with two distally placed cantilevers, respectively; in the FD (fixed denture) group, the mandible was restored with a fixed full-arch four-implant-supported prosthesis. Models were supported by the masticatory muscles and temporomandibular joints. A 100-N oblique load was applied on the left first molar. Von Mises (σvM), maximum (σmax) and minimum (σmin) principal stresses (in MPa) analyses were obtained. BC-C group exhibited the highest stress values (σvM=398.8, σmax=580.5 and σmin=-455.2) while FD group showed the lowest one (σvM=128.9, σmax=185.9 and σmin=-172.1). Within overdenture groups, the use of unsplinted implants reduced the stress level in the implant/prosthetic components (59.4% for σvM, 66.2% for σmax and 57.7% for σmin versus BC-C group) and supporting tissues (maximum stress reduction of 72% and 79.5% for σmax, and 15.7% and 85.7% for σmin on the cortical and trabecular bones, respectively). Cortical bone exhibited greater stress concentration than the trabecular bone for all groups. The use of fixed implant dentures and removable dentures retained by unsplinted implants to rehabilitate edentulous mandible reduced the stresses in the periimplant bone tissue, mucosa and implant/prosthetic components. © 2013 Elsevier Ltd.

Modelagem sísmica via métodos das diferenças finitas: caso da bacia do Amazonas

Este trabalho tem por objetivo apresentar os resultados da modelagem sísmica em meios com fortes descontinuidades de propriedades físicas, com ênfase na existência de difrações e múltiplas reflexões, tendo a Bacia do Amazonas como referência à modelagem. As condições de estabilidade e de fronteiras utilizadas no cálculo do campo de ondas sísmicas foram analisadas numericamente pelo método das diferenças finitas, visando melhor compreensão e controle da interpretação de dados sísmicos. A geologia da Bacia do Amazonas é constituída por rochas sedimentares depositadas desde o Ordoviciano até o Recente que atingem espessuras da ordem de 5 km. Os corpos de diabásio, presentes entre os sedimentos paleozóicos, estão dispostos na forma de soleiras, alcançam espessuras de centenas de metros e perfazem um volume total de aproximadamente 90000 Km³. A ocorrência de tais estruturas é responsável pela existência de reflexões múltiplas durante a propagação da onda sísmica o que impossibilita melhor interpretação dos horizontes refletores que se encontram abaixo destas soleiras. Para representar situações geológicas desse tipo foram usados um modelo (sintético) acústico de velocidades e um código computacional elaborado via método das diferenças finitas com aproximação de quarta ordem no espaço e no tempo da equação da onda. A aplicação dos métodos de diferenças finitas para o estudo de propagação de ondas sísmicas melhorou a compreensão sobre a propagação em meios onde existem heterogeneidades significativas, tendo como resultado boa resolução na interpretação dos eventos de reflexão sísmica em áreas de interesse. Como resultado dos experimentos numéricos realizados em meio de geologia complexa, foi observada a influência significativa das reflexões múltiplas devido à camada de alta velocidade, isto provocou maior perda de energia e dificultou a interpretação dos alvos. Por esta razão recomenda-se a integração de dados de superfície com os de poço, com o objetivo de obter melhor imagem dos alvos abaixo das soleiras de diabásio.

Técnica para dedução do modelo algébrico PTT, aplicações e análises numéricas em escoamentos bidimensionais

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Nonlinear formulation based on FEM, Mazars damage criterion and Fick's law applied to failure assessment of reinforced concrete structures subjected to chloride ingress and reinforcements corrosion

Structural durability is an important design criterion, which must be assessed for every type of structure. In this regard, especial attention must be addressed to the durability of reinforced concrete (RC) structures. When RC structures are located in aggressive environments, its durability is strongly reduced by physical/chemical/mechanical processes that trigger the corrosion of reinforcements. Among these processes, the diffusion of chlorides is recognized as one of major responsible of corrosion phenomenon start. To accurate modelling the corrosion of reinforcements and to assess the durability of RC structures, a mechanical model that accounts realistically for both concrete and steel mechanical behaviour must be considered. In this context, this study presents a numerical nonlinear formulation based on the finite element method applied to structural analysis of RC structures subjected to chloride penetration and reinforcements corrosion. The physical nonlinearity of concrete is described by Mazars damage model whereas for reinforcements elastoplastic criteria are adopted. The steel loss along time due to corrosion is modelled using an empirical approach presented in literature and the chloride concentration growth along structural cover is represented by Fick's law. The proposed model is applied to analysis of bended structures. The results obtained by the proposed numerical approach are compared to responses available in literature in order to illustrate the evolution of structural resistant load after corrosion start. (C) 2014 Elsevier Ltd. All rights reserved.

Additional scaled solutions to Richards' equation for infiltration and drainage

Warrick and Hussen developed in the nineties of the last century a method to scale Richards' equation (RE) for similar soils. In this paper, new scaled solutions are added to the method of Warrick and Hussen considering a wider range of soils regardless of their dissimilarity. Gardner-Kozeny hydraulic functions are adopted instead of Brooks-Corey functions used originally by Warrick and Hussen. These functions allow to reduce the dependence of the scaled RE on the soil properties. To evaluate the proposed method (PM), the scaled RE was solved numerically using a finite difference method with a fully implicit scheme. Three cases were considered: constant-head infiltration, constant-flux infiltration, and drainage of an initially uniform wet soil. The results for five texturally different soils ranging from sand to clay (adopted from the literature) showed that the scaled solutions were invariant to a satisfactory degree. However, slight deviations were observed mainly for the sandy soil. Moreover, the scaled solutions deviated when the soil profile was initially wet in the infiltration case or when deeply wet in the drainage condition. Based on the PM, a Philip-type model was also developed to approximate RE solutions for the constant-head infiltration. The model showed a good agreement with the scaled RE for the same range of soils and conditions, however only for Gardner-Kozeny soils. Such a procedure reduces numerical calculations and provides additional opportunities for solving the highly nonlinear RE for unsaturated water flow in soils. (C) 2011 Elsevier B.V. All rights reserved.

Stochastic local volatility model for fx markets

Questa tesi verte sullo studio di un modello a volatilità stocastica e locale, utilizzato per valutare opzioni esotiche nei mercati dei cambio. La difficoltà nell'implementare un modello di tal tipo risiede nella calibrazione della leverage surface e uno degli scopi principali di questo lavoro è quello di mostrarne la procedura.

Orthogonal gamma-based expansions for volatility option prices under jump-diffusion dynamics

In my work I derive closed-form pricing formulas for volatility based options by suitably approximating the volatility process risk-neutral density function. I exploit and adapt the idea, which stands behind popular techniques already employed in the context of equity options such as Edgeworth and Gram-Charlier expansions, of approximating the underlying process as a sum of some particular polynomials weighted by a kernel, which is typically a Gaussian distribution. I propose instead a Gamma kernel to adapt the methodology to the context of volatility options. VIX vanilla options closed-form pricing formulas are derived and their accuracy is tested for the Heston model (1993) as well as for the jump-diffusion SVJJ model proposed by Duffie et al. (2000).

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.

Numerical solutions of elliptic inverse problems via the equation error method

To estimate a parameter in an elliptic boundary value problem, the method of equation error chooses the value that minimizes the error in the PDE and boundary condition (the solution of the BVP having been replaced by a measurement). The estimated parameter converges to the exact value as the measured data converge to the exact value, provided Tikhonov regularization is used to control the instability inherent in the problem. The error in the estimated solution can be bounded in an appropriate quotient norm; estimates can be derived for both the underlying (infinite-dimensional) problem and a finite-element discretization that can be implemented in a practical algorithm. Numerical experiments demonstrate the efficacy and limitations of the method.

Maximum principle preserving high order schemes for convection-dominated diffusion equations

The maximum principle is an important property of solutions to PDE. Correspondingly, it's of great interest for people to design a high order numerical scheme solving PDE with this property maintained. In this thesis, our particular interest is solving convection-dominated diffusion equation. We first review a nonconventional maximum principle preserving(MPP) high order finite volume(FV) WENO scheme, and then propose a new parametrized MPP high order finite difference(FD) WENO framework, which is generalized from the one solving hyperbolic conservation laws. A formal analysis is presented to show that a third order finite difference scheme with this parametrized MPP flux limiters maintains the third order accuracy without extra CFL constraint when the low order monotone flux is chosen appropriately. Numerical tests in both one and two dimensional cases are performed on the simulation of the incompressible Navier-Stokes equations in vorticity stream-function formulation and several other problems to show the effectiveness of the proposed method.

Global Linear Instability at the Dawn of its 4th Decade: A List of Challenges (A Practical Guide on how to Contain the Euphoria and Avoid the Oversell)

Global linear instability theory is concerned with the temporal or spatial development of small-amplitude perturbations superposed upon laminar steady or time-periodic threedimensional flows, which are inhomogeneous in two (and periodic in one) or all three spatial directions.1 The theory addresses flows developing in complex geometries, in which the parallel or weakly nonparallel basic flow approximation invoked by classic linear stability theory does not hold. As such, global linear theory is called to fill the gap in research into stability and transition in flows over or through complex geometries. Historically, global linear instability has been (and still is) concerned with solution of multi-dimensional eigenvalue problems; the maturing of non-modal linear instability ideas in simple parallel flows during the last decade of last century2–4 has given rise to investigation of transient growth scenarios in an ever increasing variety of complex flows. After a brief exposition of the theory, connections are sought with established approaches for structure identification in flows, such as the proper orthogonal decomposition and topology theory in the laminar regime and the open areas for future research, mainly concerning turbulent and three-dimensional flows, are highlighted. Recent results obtained in our group are reported in both the time-stepping and the matrix-forming approaches to global linear theory. In the first context, progress has been made in implementing a Jacobian-Free Newton Krylov method into a standard finite-volume aerodynamic code, such that global linear instability results may now be obtained in compressible flows of aeronautical interest. In the second context a new stable very high-order finite difference method is implemented for the spatial discretization of the operators describing the spatial BiGlobal EVP, PSE-3D and the TriGlobal EVP; combined with sparse matrix treatment, all these problems may now be solved on standard desktop computers.

Neighborhood-corrected interface discontinuity factors for multi-group pin-by-pin diffusion calculations for LWR

Performing three-dimensional pin-by-pin full core calculations based on an improved solution of the multi-group diffusion equation is an affordable option nowadays to compute accurate local safety parameters for light water reactors. Since a transport approximation is solved, appropriate correction factors, such as interface discontinuity factors, are required to nearly reproduce the fully heterogeneous transport solution. Calculating exact pin-by-pin discontinuity factors requires the knowledge of the heterogeneous neutron flux distribution, which depends on the boundary conditions of the pin-cell as well as the local variables along the nuclear reactor operation. As a consequence, it is impractical to compute them for each possible configuration; however, inaccurate correction factors are one major source of error in core analysis when using multi-group diffusion theory. An alternative to generate accurate pin-by-pin interface discontinuity factors is to build a functional-fitting that allows incorporating the environment dependence in the computed values. This paper suggests a methodology to consider the neighborhood effect based on the Analytic Coarse-Mesh Finite Difference method for the multi-group diffusion equation. It has been applied to both definitions of interface discontinuity factors, the one based on the Generalized Equivalence Theory and the one based on Black-Box Homogenization, and for different few energy groups structures. Conclusions are drawn over the optimal functional-fitting and demonstrative results are obtained with the multi-group pin-by-pin diffusion code COBAYA3 for representative PWR configurations.