Abordagens do tipo livre de jacobiana na simulação do escoamento de fluidos compressíveis em meios porosos

O desenvolvimento de software livre de Jacobiana para a resolução de problemas formulados por equações diferenciais parciais não-lineares é de interesse crescente para simular processos práticos de engenharia. Este trabalho utiliza o chamado algoritmo espectral livre de derivada para equações não-lineares na simulação de fluxos em meios porosos. O modelo aqui considerado é aquele empregado para descrever o deslocamento do fluido compressível miscível em meios porosos com fontes e sumidouros, onde a densidade da mistura de fluidos varia exponencialmente com a pressão. O algoritmo espectral utilizado é um método moderno para a solução de sistemas não-lineares de grande porte, o que não resolve sistemas lineares, nem usa qualquer informação explícita associados com a matriz Jacobiana, sendo uma abordagem livre de Jacobiana. Problemas bidimensionais são apresentados, juntamente com os resultados numéricos comparando o algoritmo espectral com um método de Newton inexato livre de Jacobiana. Os resultados deste trabalho mostram que este algoritmo espectral moderno é um método confiável e eficiente para a simulação de escoamentos compressíveis em meios porosos.

A Novel High Order Space-Time Spectral Method for the Time Fractional Fokker--Planck Equation

The fractional Fokker-Planck equation is an important physical model for simulating anomalous diffusions with external forces. Because of the non-local property of the fractional derivative an interesting problem is to explore high accuracy numerical methods for fractional differential equations. In this paper, a space-time spectral method is presented for the numerical solution of the time fractional Fokker-Planck initial-boundary value problem. The proposed method employs the Jacobi polynomials for the temporal discretization and Fourier-like basis functions for the spatial discretization. Due to the diagonalizable trait of the Fourier-like basis functions, this leads to a reduced representation of the inner product in the Galerkin analysis. We prove that the time fractional Fokker-Planck equation attains the same approximation order as the time fractional diffusion equation developed in [23] by using the present method. That indicates an exponential decay may be achieved if the exact solution is sufficiently smooth. Finally, some numerical results are given to demonstrate the high order accuracy and efficiency of the new numerical scheme. The results show that the errors of the numerical solutions obtained by the space-time spectral method decay exponentially.

Comparison of free spectral range and quality factor for two-dimensional square and circular microcavities

Free spectral range of whispering-gallery (WG)-like modes in a two-dimensional (2D) square microcavity is found to be twice that in a 2D circular microcavity. The quality factor of the WG-like mode with the low mode number in a 2D square microcavity, calculated by the finite-difference time-domain (FDTD) technique and the Pade approximation method, is found to exceed that of the WG mode in 2D circular microcavity with the same cavity dimension and close mode wavelength.

Derivative-free optimization and filter methods to solve nonlinear constrained problems

In real optimization problems, usually the analytical expression of the objective function is not known, nor its derivatives, or they are complex. In these cases it becomes essential to use optimization methods where the calculation of the derivatives, or the verification of their existence, is not necessary: the Direct Search Methods or Derivative-free Methods are one solution. When the problem has constraints, penalty functions are often used. Unfortunately the choice of the penalty parameters is, frequently, very difficult, because most strategies for choosing it are heuristics strategies. As an alternative to penalty function appeared the filter methods. A filter algorithm introduces a function that aggregates the constrained violations and constructs a biobjective problem. In this problem the step is accepted if it either reduces the objective function or the constrained violation. This implies that the filter methods are less parameter dependent than a penalty function. In this work, we present a new direct search method, based on simplex methods, for general constrained optimization that combines the features of the simplex method and filter methods. This method does not compute or approximate any derivatives, penalty constants or Lagrange multipliers. The basic idea of simplex filter algorithm is to construct an initial simplex and use the simplex to drive the search. We illustrate the behavior of our algorithm through some examples. The proposed methods were implemented in Java.

Fast and accurate SCFT calculations for periodic block-copolymer morphologies using the spectral method with Anderson mixing

We study the numerical efficiency of solving the self-consistent field theory (SCFT) for periodic block-copolymer morphologies by combining the spectral method with Anderson mixing. Using AB diblock-copolymer melts as an example, we demonstrate that this approach can be orders of magnitude faster than competing methods, permitting precise calculations with relatively little computational cost. Moreover, our results raise significant doubts that the gyroid (G) phase extends to infinite $\chi N$. With the increased precision, we are also able to resolve subtle free-energy differences, allowing us to investigate the layer stacking in the perforated-lamellar (PL) phase and the lattice arrangement of the close-packed spherical (S$_{cp}$) phase. Furthermore, our study sheds light on the existence of the newly discovered Fddd (O$^{70}$) morphology, showing that conformational asymmetry has a significant effect on its stability.

A Crank--Nicolson ADI spectral method for a two-dimensional riesz space fractional nonlinear reaction-diffusion equation

In this paper, a new alternating direction implicit Galerkin--Legendre spectral method for the two-dimensional Riesz space fractional nonlinear reaction-diffusion equation is developed. The temporal component is discretized by the Crank--Nicolson method. The detailed implementation of the method is presented. The stability and convergence analysis is strictly proven, which shows that the derived method is stable and convergent of order $2$ in time. An optimal error estimate in space is also obtained by introducing a new orthogonal projector. The present method is extended to solve the fractional FitzHugh--Nagumo model. Numerical results are provided to verify the theoretical analysis.

Extended Kalman filters using explicit and derivative-free local linearizations

We propose three variants of the extended Kalman filter (EKF) especially suited for parameter estimations in mechanical oscillators under Gaussian white noises. These filters are based on three versions of explicit and derivative-free local linearizations (DLL) of the non-linear drift terms in the governing stochastic differential equations (SDE-s). Besides a basic linearization of the non-linear drift functions via one-term replacements, linearizations using replacements through explicit Euler and Newmark expansions are also attempted in order to ensure higher closeness of true solutions with the linearized ones. Thus, unlike the conventional EKF, the proposed filters do not need computing derivatives (tangent matrices) at any stage. The measurements are synthetically generated by corrupting with noise the numerical solutions of the SDE-s through implicit versions of these linearizations. In order to demonstrate the effectiveness and accuracy of the proposed methods vis-à-vis the conventional EKF, numerical illustrations are provided for a few single degree-of-freedom (DOF) oscillators and a three-DOF shear frame with constant parameters.

Two-Stage Extended Kalman Filters with Derivative-Free Local Linearizations

This paper proposes a derivative-free two-stage extended Kalman filter (2-EKF) especially suited for state and parameter identification of mechanical oscillators under Gaussian white noise. Two sources of modeling uncertainties are considered: (1) errors in linearization, and (2) an inadequate system model. The state vector is presently composed of the original dynamical/parameter states plus the so-called bias states accounting for the unmodeled dynamics. An extended Kalman estimation concept is applied within a framework predicated on explicit and derivative-free local linearizations (DLL) of nonlinear drift terms in the governing stochastic differential equations (SDEs). The original and bias states are estimated by two separate filters; the bias filter improves the estimates of the original states. Measurements are artificially generated by corrupting the numerical solutions of the SDEs with noise through an implicit form of a higher-order linearization. Numerical illustrations are provided for a few single- and multidegree-of-freedom nonlinear oscillators, demonstrating the remarkable promise that 2-EKF holds over its more conventional EKF-based counterparts. DOI: 10.1061/(ASCE)EM.1943-7889.0000255. (C) 2011 American Society of Civil Engineers.

A novel variable resolution global spectral method on the sphere

A variable resolution global spectral method is created on the sphere using High resolution Tropical Belt Transformation (HTBT). HTBT belongs to a class of map called reparametrisation maps. HTBT parametrisation of the sphere generates a clustering of points in the entire tropical belt; the density of the grid point distribution decreases smoothly in the domain outside the tropics. This variable resolution method creates finer resolution in the tropics and coarser resolution at the poles. The use of FFT procedure and Gaussian quadrature for the spectral computations retains the numerical efficiency available with the standard global spectral method. Accuracy of the method for meteorological computations are demonstrated by solving Helmholtz equation and non-divergent barotropic vorticity equation on the sphere. (C) 2011 Elsevier Inc. All rights reserved.

Efficient gradient-free simplex method for estimation of optical properties in image-guided diffuse optical tomography

Typical image-guided diffuse optical tomographic image reconstruction procedures involve reduction of the number of optical parameters to be reconstructed equal to the number of distinct regions identified in the structural information provided by the traditional imaging modality. This makes the image reconstruction problem less ill-posed compared to traditional underdetermined cases. Still, the methods that are deployed in this case are same as those used for traditional diffuse optical image reconstruction, which involves a regularization term as well as computation of the Jacobian. A gradient-free Nelder-Mead simplex method is proposed here to perform the image reconstruction procedure and is shown to provide solutions that closely match ones obtained using established methods, even in highly noisy data. The proposed method also has the distinct advantage of being more efficient owing to being regularization free, involving only repeated forward calculations. (C) 2013 Society of Photo-Optical Instrumentation Engineers (SPIE)

Compact finite difference - Fourier spectral method for three-dimensional incompressible Navier-Stokes equations

A new compact finite difference-Fourier spectral hybrid method for solving the three dimensional incompressible Navier-Stokes equations is developed in the present paper. The fifth-order upwind compact finite difference schemes for the nonlinear convection terms in the physical space, and the sixth-order center compact schemes for the derivatives in spectral space are described, respectively. The fourth-order compact schemes in a single nine-point cell for solving the Helmholtz equations satisfied by the velocities and pressure in spectral space is derived and its preconditioned conjugate gradient iteration method is studied. The treatment of pressure boundary conditions and the three dimensional non-reflecting outflow boundary conditions are presented. Application to the vortex dislocation evolution in a three dimensional wake is also reported.

Spring-to-Spring Balancing as Energy-Free Adjustment Method in Gravity Equilibrators

Generally, adjustment of gravity equilibrator to a new payload requires energy, e.g. to increase the pre-load of the balancing spring. A novel way of energy-free adjustment of gravity equilibrators is possible by introducing the concept of a storage spring. The storage spring supplies or stores the energy necessary to adjust the balancer spring of the gravity equilibrator. In essence the storage spring mechanism maintains a constant potential energy within the spring mechanism; energy is exchanged between the storage and balancer spring when needed. Various conceptual designs using both zero-free-length springs and regular extension springs are proposed. Two models were manufactured demonstrating the practical embodiments and functionality.

A comparison of stress intensity factors through crack closure integral and other approaches using eXtended element-free Galerkin method

In this paper, a new approach for extracting stress intensity factors (SIFs) by the extended element-free Galerkin method, through a crack closure integral (CCI) scheme, is proposed. The CCI calculation is used in conjunction with a local smoothing technique to improve the accuracy of the computed SIFs in a number of case studies of linear elastic fracture mechanics. The cases involve problems of mixed-mode, curved crack and thermo-mechanical loading. The SIFs by CCI, displacement and stress methods are compared with those based on the M-integral technique reported in the literature. The proposed CCI method involves very simple relations, and still gives good accuracy. The convergence of the results is also examined.