Spectral viscosity for convection dominated flow

A stabilized treatment of convection dominated flow problems with a high order spectral viscosity method is presented. This method stabilizes the spectral scheme and remains the high spectral accuracy by introducing some viscosity only to the highest Fourier or Chebyshev modes. In the practical computation the method is employed to the Chebyshev pseudospectral (or collocation) discretization of some singular perturbation problems.     

Large eddy simulations of round jet with spectral element method

This paper studies round jet with large eddy simulation (LES) method, in which spectral element technique is used as spacial discritization for the large eddy simulation Navier-Stokes equations. A local spectral discretization associated with Legendre polynomials is employed on each element of the structured mesh, which allows for high accurate simulations of turbulent flows. Discontinuities across the interfaces of the elements are resolved using a Riemann solver. An isoparametric representation of the geometry is implemented, with boundaries of the domain discretized to the same order of accuracy as the solution, and explicit low-storage Runge-Kutta methods are used for time integration. LES results of round jet are presented, in which the instantaneous and statistical turbulence structures of the round jet have been captured. The probability density function, and the spectral density function of the round jet that can reflect properties of turbulence have also been estimated. The work serves the purpose of allowing fast, convenient computations and comparisons with theoretical results and the ultimate goal is to develop it into an LES code featuring spectral accuracy with minimum dissipation and dispersion, a valuable tool for round jet computations.     

Analysis of an extended pressure finite element space for two-phase incompressible flows

We consider a standard model for incompressible two-phase flows in which a localized force at the interface describes the effect of surface tension. If a level set (or VOF) method is applied then the interface, which is implicitly given by the zero level of the level set function, is in general not aligned with the triangulation that is used in the discretization of the flow problem. This non-alignment causes severe difficulties w.r.t. the discretization of the localized surface tension force and the discretization of the flow variables. In cases with large surface tension forces the pressure has a large jump across the interface. In standard finite element spaces, due to the non-alignment, the functions are continuous across the interface and thus not appropriate for the approximation of the discontinuous pressure. In many simulations these effects cause large oscillations of the velocity close to the interface, so-called spurious velocities. In [6] it is shown that an extended finite element space (XFEM) is much better suited for the discretization of the pressure variable. In this paper we derive important properties of the XFEM space. We present (optimal) approximation error bounds and prove that the diagonally scaled mass matrix has a uniformly bounded spectral condition number. Results of numerical experiments are presented that illustrate properties of the XFEM space.     

Structure-preserving infinite dimensional model reduction: Application to adsorption processes

This paper deals with the spatial discretization of distributed parameter systems. The originality of the proposed approach is to combine geometrical modelling and finite element discretization method to preserve the model structure associated with both mass and energy balances during the reduction. The approach is presented through the example of an adsorption process whose main feature is that it is an heterogeneous system. The methodology is described on the microporous phase and simulations are carried out on the full multilevel adsorption column.     

Early‐ and late‐lumping observer designs for long hydraulic pipelines: Application to pumped‐storage power plants

Pumped‐storage power plants typically feature very long hydraulic pipelines, which can be modeled by a set of partial differential equations. The estimation of the pressure and volumetric flow along the pipes is an important task for the operation of such a plant. Therefore, this work compares different early‐ and late‐lumping–based observer designs for this system. Two late‐lumping observers, ie, a Lyapunov‐based design and an observer using the backstepping design method, are examined. The Lyapunov‐based approach uses a simple boundary correction to stabilize the estimation error dynamics. In contrast, the backstepping‐based approach allows utilizing additional in‐domain correction to obtain a faster rate of convergence. For the implementation of these distributed‐parameter observers, the spectral element method as a flexible and computationally efficient discretization method is introduced. It is shown that, compared with that of the Lyapunov‐based design, the discretization of the backstepping‐based design requires additional spatial grid points for the accurate approximation of its feedback gains. For the early‐lumping approach, the spectral element method is used to approximate the model equations by a system of differential equations. Based on this approximation, an extended Kalman filter is designed. All observer designs are validated and compared for a representative test case.     

Level Set Based Simulations of Two-Phase Oil–Water Flows in Pipes

We simulate the axisymmetric pipeline transportation of oil and water numerically under the assumption that the densities of the two fluids are different and that the viscosity of the oil core is very large. We develop the appropriate equations for core-annular flows using the level set methodology. Our method consists of a finite difference scheme for solving the model equations, and a level set approach for capturing the interface between two liquids (oil and water). A variable density projection method combined with a TVD Runge–Kutta scheme is used to advance the computed solution in time. The simulations succeed in predicting the spatially periodic waves called bamboo waves, which have been observed in the experiments of [Bai et al. (1992) J. Fluid Mech. 240, 97–142.] on up-flow in vertical core flow. In contrast to the stable case, our simulations succeed in cases where the oil breaks up in the water, and then merging occurs. Comparisons are made with other numerical methods and with both theoretical and experimental results.     

A Finite Element Method on Convex Polyhedra

We present a method for animating deformable objects using a novel finite element discretization on convex polyhedra. Our finite element approach draws upon recently introduced 3D mean value coordinates to define smooth interpolants within the elements. The mathematical properties of our basis functions guarantee convergence. Our method is a natural extension to linear interpolants on tetrahedra: for tetrahedral elements, the methods are identical. For fast and robust computations, we use an elasticity model based on Cauchy strain and stiffness warping. This more flexible discretization is particularly useful for simulations that involve topological changes, such as cutting or fracture. Since splitting convex elements along a plane produces convex elements, remeshing or subdivision schemes used in simulations based on tetrahedra are not necessary, leading to less elements after such operations. We propose various operators for cutting the polyhedral discretization. Our method can handle arbitrary cut trajectories, and there is no limit on how often elements can be split.     

On Solving an Acoustic Wave Problem Via Frequency-Domain Approach and Tensorial Spline Galerkin Method

In this paper, we introduce a numerical method for solving the dynamical acoustic wave propagation problem with Robin boundary conditions. The method used here is divided into two stages. In the first stage, the equations are transformed, via the Fourier Transform, into an equivalent problem for the frequency variables. This allow us to avoid a discretization of the time variable in the considered system. Existence and uniqueness for the equation in frequency-domain are given. An approximation of the acoustic density in frequency-domain approach is also proposed by using a tensorial spline finite element Galerkin method. In the second stage, a Gauss–Hermite quadrature method is used for the computation of inverse Fourier transform of the frequency acoustic density to obtain the time-dependent solution of the acoustic wave problem. Error estimates in Sobolev spaces and convergence behavior of the presented methods are studied. Several numerical test examples are given to illustrate the performance of the proposed method, effectiveness and good resolution properties for smooth and discontinuous heterogeneous solutions.     

On testing for serial correlation of unknown form using wavelet thresholding

Omnibus procedures for testing serial correlation are developed, using spectral density estimation and wavelet shrinkage. The asymptotic distributions of the wavelet coefficients under the null hypothesis of no serial correlation are derived. Under some general conditions on the wavelet basis, the wavelet coefficients asymptotically follow a normal distribution. Furthermore, they are asymptotically uncorrelated. Adopting a spectral approach and using results on wavelet shrinkage, new one-sided test statistics are proposed. As a spatially adaptive estimation method, wavelets can effectively detect fine features in the spectral density, such as sharp peaks and high frequency alternations. Using an appropriate thresholding parameter, shrinkage rules are applied to the empirical wavelet coefficients, resulting in a non-linear wavelet-based spectral density estimator. Consequently, the advocated approach avoids the need to select the finest scale J, since the noise in the wavelet coefficients is naturally suppressed. Simple data-dependent threshold parameters are also considered. In general, the convergence of the spectral test statistics toward their respective asymptotic distributions appears to be relatively slow. In view of that, Monte Carlo methods are investigated. In a small simulation study, several spectral test statistics are compared, with respect to level and power, including versions of these test statistics using Monte Carlo simulations.     

Comparative study of finite difference approaches in simulation of magnetohydrodynamic turbulence at low magnetic Reynolds number

Two approaches to finite difference approximation of turbulent flows of electrically conducting incompressible fluids in the presence of a steady magnetic field are analyzed. One is based on high-order approximations and upwind-biased discretization of the nonlinear term. Another is consistently of the second order and nearly fully conservative in regard of mass, momentum, kinetic energy, and electric charge conservation principles. The analysis is conducted using comparison with high-accuracy spectral direct numerical simulations of channel flows with wall-normal and spanwise magnetic fields. Focus of the analysis is on the quality of finite difference approximation in the situation when the magnetic field leads to significant transformation of the flow structure. In the case of turbulent flows at moderate magnetic fields, the conservative scheme approach offers better stability and equal or higher accuracy than the approach based on the upwind discretization. The conservation property is expected to become increasingly important and even indispensable at stronger magnetic fields.     

Surface Couplings for Subdomain-Wise Isoviscous Gradient Based Stokes Finite Element Discretizations

The Stokes system with constant viscosity can be cast into different formulations by exploiting the incompressibility constraint. For instance, the rate of strain tensor in the weak formulation can be replaced by the velocity-gradient yielding a decoupling of the velocity components in the different coordinate directions. Consequently, the discretization of this partly decoupled formulation leads to fewer nonzero entries in the stiffness matrix. This is of particular interest in large scale simulations where a reduced memory bandwidth requirement can help to significantly accelerate the computations. In the case of a piecewise constant viscosity, as it typically arises in multi-phase flows, or when the boundary conditions involve traction, the situation is more complex, and one has to treat the cross derivatives in the original Stokes system with care. A naive application of the standard vectorial Laplacian results in a physically incorrect solution, while formulations based on the rate of strain tensor increase the computational effort globally. Here, we propose a new approach that is consistent with the stress-divergence formulation and preserves the decoupling advantages of the velocity-gradient-divergence formulation in isoviscous subdomains. The modification is equivalent to locally changing the discretization stencils at interfaces or boundaries. Hence, the more expensive discretization is of lower complexity, making the additional computational cost in large scale simulations negligible. We establish consistency and convergence properties and show that in a massively parallel setup, the multigrid solution of the resulting discrete systems is faster than for the classical stress-divergence formulation.     

A reduced spectral function approach for the stochastic finite element analysis

The stochastic finite element analysis of elliptic type partial differential equations with non-Gaussian random fields are considered. A novel approach by projecting the solution of the discretized equation into a reduced finite dimensional orthonormal vector basis is investigated. It is shown that the solution can be obtained using a finite series comprising functions of random variables and orthonormal vectors. These functions, called as the spectral functions, can be expressed in terms of the spectral properties of the deterministic coefficient matrices arising due to the discretization of the governing partial differential equation. Based on the projection in a reduced orthonormal vector basis, a Galerkin error minimization approach is proposed. The constants appearing in the Galerkin method are solved from a system of linear equations which has much smaller dimension compared to the original discretized equation. A hybrid analytical and simulation based computational approach is proposed to obtain the moments and probability density function of the solution. The method is illustrated using the stochastic nanomechanics of a zinc oxide (ZnO) nanowire deflected under the atomic force microscope (AFM) tip. The results are compared with the results obtained using direct Monte Carlo simulation, classical Neumann expansion and polynomial chaos approach for different correlation lengths and strengths of randomness.     

A Least-Squares Spectral Element Formulation for the Stokes Problem

Least-squares spectral element methods seem very promising since they combine the generality of finite element methods with the accuracy of the spectral methods and also the theoretical and computational advantages in the algorithmic design and implementation of the least-squares methods. The new element in this work is the choice of spectral elements for the discretization of the least-squares formulation for its superior accuracy due to the high-order basis-functions. The main issue of this paper is the derivation of a least-squares spectral element formulation for the Stokes equations and the role of the boundary conditions on the coercivity relations. The numerical simulations confirm the usual exponential rate of convergence when p-refinement is applied which is typical for spectral element discretization.     

Pricing American bond options using a penalty method

We develop a novel numerical method to price American options on a discount bond under the Cox–Ingrosll–Ross (CIR) model which is governed by a partial differential complementarity problem. We first propose a penalty approach to this complementarity problem, resulting in a nonlinear partial differential equation (PDE). To numerically solve this nonlinear PDE, we develop a novel fitted finite volume method for the spatial discretization, coupled with a fully implicit time-stepping scheme. We show that this full discretization scheme is consistent, stable and monotone, and hence the convergence of the numerical solution to the viscosity solution of the continuous problem is guaranteed. To solve the discretized nonlinear system, we design an iterative method and prove that the method is convergent. Numerical results are presented to demonstrate the accuracy, efficiency and robustness of our methods.     

Polygonal multiresolution topology optimization (PolyMTOP) for structural dynamics

We use versatile polygonal elements along with a multiresolution scheme for topology optimization to achieve computationally efficient and high resolution designs for structural dynamics problems. The multiresolution scheme uses a coarse finite element mesh to perform the analysis, a fine design variable mesh for the optimization and a fine density variable mesh to represent the material distribution. The finite element discretization employs a conforming finite element mesh. The design variable and density discretizations employ either matching or non-matching grids to provide a finer discretization for the density and design variables. Examples are shown for the optimization of structural eigenfrequencies and forced vibration problems.     

A simulation-and-regression approach for stochastic dynamic programs with endogenous state variables

We investigate the optimum control of a stochastic system, in the presence of both exogenous (control-independent) stochastic state variables and endogenous (control-dependent) state variables. Our solution approach relies on simulations and regressions with respect to the state variables, but also grafts the endogenous state variable into the simulation paths. That is, unlike most other simulation approaches found in the literature, no discretization of the endogenous variable is required. The approach is meant to handle several stochastic variables, offers a high level of flexibility in their modeling, and should be at its best in non time-homogenous cases, when the optimal policy structure changes with time. We provide numerical results for a dam-based hydropower application, where the exogenous variable is the stochastic spot price of power, and the endogenous variable is the water level in the reservoir.     

Torsional vibrations of composite bars of variable cross-section by BEM

In this paper a boundary element method is developed for the nonuniform torsional vibration problem of doubly symmetric composite bars of arbitrary variable cross-section. The composite bar consists of materials in contact, each of which can surround a finite number of inclusions. The materials have different elasticity and shear moduli and are firmly bonded together. The beam is subjected to an arbitrarily distributed dynamic twisting moment, while its edges are restrained by the most general linear torsional boundary conditions. A distributed mass model system is employed which leads to the formulation of three boundary value problems with respect to the variable along the beam angle of twist and to the primary and secondary warping functions. These problems are solved employing a pure BEM approach that is only boundary discretization is used. Both free and forced torsional vibrations are considered and numerical examples are presented to illustrate the method and demonstrate its efficiency and wherever possible its accuracy. The discrepancy in the analysis of a thin-walled cross-section composite beam employing the BEM after calculating the torsion and warping constants adopting the thin tube theory demonstrates the importance of the proposed procedure even in thin-walled beams, since it approximates better the torsion and warping constants and takes also into account the warping of the walls of the cross-section.     

一种基于熵的连续属性离散化算法

连续属性离散化的关键在于合理确定离散化划分点的个数和位置。为了提高无监督离散化的效率,给出一种基于熵的连续属性离散化方法。该方法利用连续属性的信息量 (熵 )的特性,通过对连续属性变量的自身划分,最小化信息熵的减少和区间数,并寻求熵的损失与适度的区间数之间的最佳平衡,以便得到优化的离散值。实验表明该算法是行之有效的。     

基于连续时间模型的多智能体系统采样数据一致性（英文）

This paper discusses the sampled-data consensus problem of multi-agent systems with general linear dynamics and timevarying sampling intervals. To investigate the allowable upper bound of sampling intervals, we employ the property of discretization of sampled-data to identify the upper bound on the variable sampling intervals via a continuous-time model. Without considering the states in the sampling intervals, the decrease of Lyapunov function is guaranteed only at each sampling time. Consequently, it results in a more robust sampling interval which is obtained by verifying the feasibility of LMIs. Subsequently, provided a limited matrix variable, the control gain matrix K is solved by the LMI approach. Numerical simulations are provided to demonstrate the effectiveness of theoretical results.     

基于连续时间模型的多智能体系统采样数据一致性

讨论了一般线性模型的多智能体系统具有时变采样间隔的采样数据一致性问题.首先基于连续时间模型,利用采样数据的离散时间特性分析时变采样间隔允许的上界.由于不考虑采样间隔之间的状态,Lyapunov函数仅需要在每个采样时刻保证递减.由此得到了一个利用线性矩阵不等式求解更低保守性的时变采样间隔上界的方法.接着通过参数化矩阵变量得到了基于线性矩阵不等式的控制器设计方法.最后数值仿真展示了理论结果的正确性.