Stability of numerical schemes on staggered grids

This paper considers the stability of explicit, implicit and Crank-Nicolson schemes for the one-dimensional heat equation on a staggered grid. Furthemore, we consider the cases when both explicit and implicit approximations of the boundary conditions arc employed. Why we choose to do this is clearly motivated and arises front solving fluid flow equations with free surfaces when the Reynolds number can be very small. in at least parts of the spatial domain. A comprehensive stability analysis is supplied: a novel result is the precise stability restriction on the Crank-Nicolson method when the boundary conditions are approximated explicitly, that is, at t =n delta t rather than t = (n + 1)delta t. The two-dimensional Navier-Stokes equations were then solved by a marker and cell approach for two simple problems that had analytic solutions. It was found that the stability results provided in this paper were qualitatively very similar. thereby providing insight as to why a Crank-Nicolson approximation of the momentum equations is only conditionally, stable. Copyright (C) 2008 John Wiley & Sons, Ltd.

Efficient solutions to robust, semi-implicit discretizations of the immersed boundary method

The immersed boundary method is a versatile tool for the investigation of flow-structure interaction. In a large number of applications, the immersed boundaries or structures are very stiff and strong tangential forces on these interfaces induce a well-known, severe time-step restriction for explicit discretizations. This excessive stability constraint can be removed with fully implicit or suitable semi-implicit schemes but at a seemingly prohibitive computational cost. While economical alternatives have been proposed recently for some special cases, there is a practical need for a computationally efficient approach that can be applied more broadly. In this context, we revisit a robust semi-implicit discretization introduced by Peskin in the late 1970s which has received renewed attention recently. This discretization, in which the spreading and interpolation operators are lagged. leads to a linear system of equations for the inter-face configuration at the future time, when the interfacial force is linear. However, this linear system is large and dense and thus it is challenging to streamline its solution. Moreover, while the same linear system or one of similar structure could potentially be used in Newton-type iterations, nonlinear and highly stiff immersed structures pose additional challenges to iterative methods. In this work, we address these problems and propose cost-effective computational strategies for solving Peskin`s lagged-operators type of discretization. We do this by first constructing a sufficiently accurate approximation to the system`s matrix and we obtain a rigorous estimate for this approximation. This matrix is expeditiously computed by using a combination of pre-calculated values and interpolation. The availability of a matrix allows for more efficient matrix-vector products and facilitates the design of effective iterative schemes. We propose efficient iterative approaches to deal with both linear and nonlinear interfacial forces and simple or complex immersed structures with tethered or untethered points. One of these iterative approaches employs a splitting in which we first solve a linear problem for the interfacial force and then we use a nonlinear iteration to find the interface configuration corresponding to this force. We demonstrate that the proposed approach is several orders of magnitude more efficient than the standard explicit method. In addition to considering the standard elliptical drop test case, we show both the robustness and efficacy of the proposed methodology with a 2D model of a heart valve. (C) 2009 Elsevier Inc. All rights reserved.

Estudio y desarrollo de un preproceso basado en la difusión no lineal para la segmentación en imágenes

En esta Tesis Doctoral se aborda la utilización de filtros de difusión no lineal para obtener imágenes constantes a trozos como paso previo al proceso de segmentación. En una primera parte se propone un formulación intrínseca para la ecuación de difusión no lineal que proporcione las condiciones de diseño necesarias sobre los filtros de difusión. A partir del marco teórico propuesto, se proporciona una nueva familia de difusividades; éstas son obtenidas a partir de técnicas de difusión no lineal relacionadas con los procesos de difusión regresivos. El objetivo es descomponer la imagen en regiones cerradas que sean homogéneas en sus niveles de grises sin contornos difusos. Asimismo, se prueba que la función de difusividad propuesta satisface las condiciones de un correcto planteamiento semi-discreto. Esto muestra que mediante el esquema semi-implícito habitualmente utilizado, realmente se hace un proceso de difusión no lineal directa, en lugar de difusión inversa, conectando con proceso de preservación de bordes. Bajo estas condiciones establecidas, se plantea un criterio de parada para el proceso de difusión, para obtener imágenes constantes a trozos con un bajo coste computacional. Una vez aplicado todo el proceso al caso unidimensional, se extienden los resultados teóricos, al caso de imágenes en 2D y 3D. Para el caso en 3D, se detalla el esquema numérico para el problema evolutivo no lineal, con condiciones de contorno Neumann homogéneas. Finalmente, se prueba el filtro propuesto para imágenes reales en 2D y 3D y se ilustran los resultados de la difusividad propuesta como método para obtener imágenes constantes a trozos. En el caso de imágenes 3D, se aborda la problemática del proceso previo a la segmentación del hígado, mediante imágenes reales provenientes de Tomografías Axiales Computarizadas (TAC). En ese caso, se obtienen resultados sobre la estimación de los parámetros de la función de difusividad propuesta. This Ph.D. Thesis deals with the case of using nonlinear diffusion filters to obtain piecewise constant images as a previous process for segmentation techniques. I have first shown an intrinsic formulation for the nonlinear diffusion equation to provide some design conditions on the diffusion filters. According to this theoretical framework, I have proposed a new family of diffusivities; they are obtained from nonlinear diffusion techniques and are related with backward diffusion. Their goal is to split the image in closed contours with a homogenized grey intensity inside and with no blurred edges. It has also proved that the proposed filters satisfy the well-posedness semi-discrete and full discrete scale-space requirements. This shows that by using semi-implicit schemes, a forward nonlinear diffusion equation is solved, instead of a backward nonlinear diffusion equation, connecting with an edgepreserving process. Under the conditions established for the diffusivity and using a stopping criterion I for the diffusion time, I have obtained piecewise constant images with a low computational effort. The whole process in the one-dimensional case is extended to the case where 2D and 3D theoretical results are applied to real images. For 3D, develops in detail the numerical scheme for nonlinear evolutionary problem with homogeneous Neumann boundary conditions. Finally, I have tested the proposed filter with real images for 2D and 3D and I have illustrated the effects of the proposed diffusivity function as a method to get piecewise constant images. For 3D I have developed a preprocess for liver segmentation with real images from CT (Computerized Tomography). In this case, I have obtained results on the estimation of the parameters of the given diffusivity function.

Runge-Kutta IMEX schemes for the Horizontally Explicit/Vertically Implicit (HEVI) solution of wave equations

Many operational weather forecasting centres use semi-implicit time-stepping schemes because of their good efficiency. However, as computers become ever more parallel, horizontally explicit solutions of the equations of atmospheric motion might become an attractive alternative due to the additional inter-processor communication of implicit methods. Implicit and explicit (IMEX) time-stepping schemes have long been combined in models of the atmosphere using semi-implicit, split-explicit or HEVI splitting. However, most studies of the accuracy and stability of IMEX schemes have been limited to the parabolic case of advection–diffusion equations. We demonstrate how a number of Runge–Kutta IMEX schemes can be used to solve hyperbolic wave equations either semi-implicitly or HEVI. A new form of HEVI splitting is proposed, UfPreb, which dramatically improves accuracy and stability of simulations of gravity waves in stratified flow. As a consequence it is found that there are HEVI schemes that do not lose accuracy in comparison to semi-implicit ones. The stability limits of a number of variations of trapezoidal implicit and some Runge–Kutta IMEX schemes are found and the schemes are tested on two vertical slice cases using the compressible Boussinesq equations split into various combinations of implicit and explicit terms. Some of the Runge–Kutta schemes are found to be beneficial over trapezoidal, especially since they damp high frequencies without dropping to first-order accuracy. We test schemes that are not formally accurate for stiff systems but in stiff limits (nearly incompressible) and find that they can perform well. The scheme ARK2(2,3,2) performs the best in the tests.

Numerical analyses of Runge–Kutta implicit–explicit schemes for horizontally explicit, vertically implicit solutions of atmospheric models

With the prospect of exascale computing, computational methods requiring only local data become especially attractive. Consequently, the typical domain decomposition of atmospheric models means horizontally-explicit vertically-implicit (HEVI) time-stepping schemes warrant further attention. In this analysis, Runge-Kutta implicit-explicit schemes from the literature are analysed for their stability and accuracy using a von Neumann stability analysis of two linear systems. Attention is paid to the numerical phase to indicate the behaviour of phase and group velocities. Where the analysis is tractable, analytically derived expressions are considered. For more complicated cases, amplification factors have been numerically generated and the associated amplitudes and phase diagnosed. Analysis of a system describing acoustic waves has necessitated attributing the three resultant eigenvalues to the three physical modes of the system. To do so, a series of algorithms has been devised to track the eigenvalues across the frequency space. The result enables analysis of whether the schemes exactly preserve the non-divergent mode; and whether there is evidence of spurious reversal in the direction of group velocities or asymmetry in the damping for the pair of acoustic modes. Frequency ranges that span next-generation high-resolution weather models to coarse-resolution climate models are considered; and a comparison is made of errors accumulated from multiple stability-constrained shorter time-steps from the HEVI scheme with a single integration from a fully implicit scheme over the same time interval. Two schemes, “Trap2(2,3,2)” and “UJ3(1,3,2)”, both already used in atmospheric models, are identified as offering consistently good stability and representation of phase across all the analyses. Furthermore, according to a simple measure of computational cost, “Trap2(2,3,2)” is the least expensive.

The role of implicit contracts: Building public works in the 1840s in Portugal

Business History, Vol 50 No 2, p147-162

Admission control schemes for TCP elastic traffic in class-based networks

En aquesta tesi proposem dos esquemes de xarxa amb control d'admissió per al trànsit elàstic TCP amb mecanismes senzills. Ambdós esquemes són capaços de proporcionar throughputs diferents i aïllament entre fluxos, on un "flux" es defineix com una seqüència de paquets relacionats dins d'una connexió TCP. Quant a l'arquitectura, ambdós fan servir classes de paquets amb diferents prioritats de descart, i un control d'admissió implícit, edge-to-edge i basat en mesures. En el primer esquema, les mesures són per flux, mentre que en el segon, les mesures són per agregat. El primer esquema aconsegueix un bon rendiment fent servir una modificació especial de les fonts TCP, mentre que el segon aconsegueix un bon rendiment amb fonts TCP estàndard. Ambdós esquemes han estat avaluats satisfactòriament a través de simulació en diferents topologies de xarxa i càrregues de trànsit.

An implicit pole-assignment self-tuning regulator

A new self-tuning implicit pole-assignment algorithm is presented which, through the use of a pole compression factor and different RLS model and control structures, overcomes stability and convergence problems encountered in previously available algorithms. Computational requirements of the technique are much reduced when compared to explicit pole-assignment schemes, whereas the inherent robustness of the strategy is retained.

An implicit technique for solving 3D low Reynolds number moving free surface flows

This paper describes the development of an implicit finite difference method for solving transient three-dimensional incompressible free surface flows. To reduce the CPU time of explicit low-Reynolds number calculations, we have combined a projection method with an implicit technique for treating the pressure on the free surface. The projection method is employed to uncouple the velocity and the pressure fields, allowing each variable to be solved separately. We employ the normal stress condition on the free surface to derive an implicit technique for calculating the pressure at the free surface. Numerical results demonstrate that this modification is essential for the construction of methods that are more stable than those provided by discretizing the free surface explicitly. In addition, we show that the proposed method can be applied to viscoelastic fluids. Numerical results include the simulation of jet buckling and extrudate swell for Reynolds numbers in the range [0.01, 0.5]. (C) 2008 Elsevier Inc. All rights reserved.

Extension of the Nambu-Jona-Lasinio model predictions at high densities and temperatures using an implicit regularization scheme

Traditional cutoff regularization schemes of the Nambu-Jona-Lasinio model limit the applicability of the model to energy-momentum scales much below the value of the regularizing cutoff. In particular, the model cannot be used to study quark matter with Fermi momenta larger than the cutoff. In the present work, an extension of the model to high temperatures and densities recently proposed by Casalbuoni, Gatto, Nardulli, and Ruggieri is used in connection with an implicit regularization scheme. This is done by making use of scaling relations of the divergent one-loop integrals that relate these integrals at different energy-momentum scales. Fixing the pion decay constant at the chiral symmetry breaking scale in the vacuum, the scaling relations predict a running coupling constant that decreases as the regularization scale increases, implementing in a schematic way the property of asymptotic freedom of quantum chromodynamics. If the regularization scale is allowed to increase with density and temperature, the coupling will decrease with density and temperature, extending in this way the applicability of the model to high densities and temperatures. These results are obtained without specifying an explicit regularization. As an illustration of the formalism, numerical results are obtained for the finite density and finite temperature quark condensate and applied to the problem of color superconductivity at high quark densities and finite temperature.

A generalized alternating-direction implicit scheme for incompressible magnetohydrodynamic viscous flows at low magnetic Reynolds number

This paper presents numerical simulations of incompressible fluid flows in the presence of a magnetic field at low magnetic Reynolds number. The equations governing the flow are the Navier-Stokes equations of fluid motion coupled with Maxwell's equations of electromagnetics. The study of fluid flows under the influence of a magnetic field and with no free electric charges or electric fields is known as magnetohydrodynamics. The magnetohydrodynamics approximation is considered for the formulation of the non-dimensional problem and for the characterization of similarity parameters. A finite-difference technique is used to discretize the equations. In particular, an extension of the generalized Peaceman and Rachford alternating-direction implicit (ADI) scheme for simulating two-dimensional fluid flows is presented. The discretized conservation equations are solved in stream function-vorticity formulation. We compare the ADI and generalized ADI schemes, and show that the latter is more efficient in simulating low Reynolds number and magnetic Reynolds number problems. Numerical results demonstrating the applicability of this technique are also presented. The simulation of incompressible magneto hydrodynamic fluid flows is illustrated by numerical solution for two-dimensional cases. (c) 2007 Elsevier B.V. All rights reserved.

Stability analysis of Crank-Nicolson and Euler schemes for time-dependent diffusion equations

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

All-regime Lagrangian-Remap numerical schemes for the gas dynamics equations. Applications to the large friction and low Mach coefficients

In this talk, we propose an all regime Lagrange-Projection like numerical scheme for the gas dynamics equations. By all regime, we mean that the numerical scheme is able to compute accurate approximate solutions with an under-resolved discretization with respect to the Mach number M, i.e. such that the ratio between the Mach number M and the mesh size or the time step is small with respect to 1. The key idea is to decouple acoustic and transport phenomenon and then alter the numerical flux in the acoustic approximation to obtain a uniform truncation error in term of M. This modified scheme is conservative and endowed with good stability properties with respect to the positivity of the density and the internal energy. A discrete entropy inequality under a condition on the modification is obtained thanks to a reinterpretation of the modified scheme in the Harten Lax and van Leer formalism. A natural extension to multi-dimensional problems discretized over unstructured mesh is proposed. Then a simple and efficient semi implicit scheme is also proposed. The resulting scheme is stable under a CFL condition driven by the (slow) material waves and not by the (fast) acoustic waves and so verifies the all regime property. Numerical evidences are proposed and show the ability of the scheme to deal with tests where the flow regime may vary from low to high Mach values.

Semi-implicit finite strain constitutive integration and mixed strain/stress control based on intermediate configurations

A new semi-implicit stress integration algorithm for finite strain plasticity (compatible with hyperelas- ticity) is introduced. Its most distinctive feature is the use of different parameterizations of equilibrium and reference configurations. Rotation terms (nonlinear trigonometric functions) are integrated explicitly and correspond to a change in the reference configuration. In contrast, relative Green–Lagrange strains (which are quadratic in terms of displacements) represent the equilibrium configuration implicitly. In addition, the adequacy of several objective stress rates in the semi-implicit context is studied. We para- metrize both reference and equilibrium configurations, in contrast with the so-called objective stress integration algorithms which use coinciding configurations. A single constitutive framework provides quantities needed by common discretization schemes. This is computationally convenient and robust, as all elements only need to provide pre-established quantities irrespectively of the constitutive model. In this work, mixed strain/stress control is used, as well as our smoothing algorithm for the complemen- tarity condition. Exceptional time-step robustness is achieved in elasto-plastic problems: often fewer than one-tenth of the typical number of time increments can be used with a quantifiable effect in accuracy. The proposed algorithm is general: all hyperelastic models and all classical elasto-plastic models can be employed. Plane-stress, Shell and 3D examples are used to illustrate the new algorithm. Both isotropic and anisotropic behavior is presented in elasto-plastic and hyperelastic examples.

Wavelets And Adaptive Grids For The Discontinuous Galerkin Method

In this paper, space adaptivity is introduced to control the error in the numerical solution of hyperbolic systems of conservation laws. The reference numerical scheme is a new version of the discontinuous Galerkin method, which uses an implicit diffusive term in the direction of the streamlines, for stability purposes. The decision whether to refine or to unrefine the grid in a certain location is taken according to the magnitude of wavelet coefficients, which are indicators of local smoothness of the numerical solution. Numerical solutions of the nonlinear Euler equations illustrate the efficiency of the method. © Springer 2005.