A finite difference solution of non‐linear systems of radiative–conductive heat transfer equations

A finite difference solution for a system of non‐linear integro–differential equations modelling the steady‐state combined radiative–conductive heat transfer is proposed. A new backward–forward finite difference scheme is formulated for the Radiative Transfer Equation. The non‐linear heat conduction equation is solved using the Kirchhoff transformation associated with a centred finite difference scheme. The coupled system of equations is solved using a fixed‐point method, which relates to the temperature field. An application on a real insulator composed of silica fibres is illustrated. The results show that the method is very efficient. Copyright © 2002 John Wiley & Sons, Ltd.     

Multi‐time‐step explicit–implicit method for non‐linear structural dynamics

We present a method with domain decomposition to solve time‐dependent non‐linear problems. This method enables arbitrary numeric schemes of the Newmark family to be coupled with different time steps in each subdomain: this coupling is achieved by prescribing continuity of velocities at the interface. We are more specifically interested in the coupling of implicit/explicit numeric schemes taking into account material and geometric non‐linearities. The interfaces are modelled using a dual Schur formulation where the Lagrange multipliers represent the interfacial forces. Unlike the continuous formulation, the discretized formulation of the dynamic problem is unable to verify simultaneously the continuity of displacements, velocities and accelerations at the interfaces. We show that, within the framework of the Newmark family of numeric schemes, continuity of velocities at the interfaces enables the definition of an algorithm which is stable for all cases envisaged. To prove this stability, we use an energy method, i.e. a global method over the whole time interval, in order to verify the algorithms properties. Then, we propose to extend this to non‐linear situations in the following cases: implicit linear/explicit non‐linear, explicit non‐linear/explicit non‐linear and implicit non‐linear/explicit non‐linear. Finally, we present some examples showing the feasibility of the method. Copyright © 2001 John Wiley & Sons, Ltd.     

Numerical modelling of fluids mixing,heat transfer and non‐equilibrium redox chemical reactions in fluid‐saturated porous rocks

Non‐equilibrium redox chemical reactions of high orders are ubiquitous in fluid‐saturated porous rocks within the crust of the Earth. The numerical modelling of such high‐order chemical reactions becomes a challenging problem because these chemical reactions are not only produced strong non‐linear source/sink terms for reactive transport equations, but also often coupled with the fluids mixing, heat transfer and reactive mass transport processes. In order to solve this problem effectively and efficiently, it is desirable to reduce the total number of reactive transport equations with strong non‐linear source/sink terms to a minimum in a computational model. For this purpose, the concept of the chemical reaction rate invariant is used to develop a numerical procedure for dealing with fluids mixing, heat transfer and non‐equilibrium redox chemical reactions in fluid‐saturated porous rocks. Using the proposed concept and numerical procedure, only one reactive transport equation, which is used to describe the distribution of the chemical product and has a strong non‐linear source/sink term, needs to be solved for each of the non‐equilibrium redox chemical reactions. The original reactive transport equations of the chemical reactants with strong non‐linear source/sink terms are turned into the conventional mass transport equations of the chemical reaction rate invariants without any non‐linear source/sink terms. A testing example, for some aspects of which the analytical solutions are available, is used to validate the proposed numerical procedure. The related numerical solutions have demonstrated that (1) the proposed numerical procedure is useful and applicable for dealing with the coupled problem between fluids mixing, heat transfer and non‐equilibrium redox chemical reactions of high orders in fluid‐saturated porous rocks; (2) the interaction between the solute diffusion, solute advection and chemical kinetics is an important mechanism to control distribution patterns of chemical products in an ore‐forming process; and (3) if the pore‐fluid pressure gradient is lithostatic, it is difficult for the chemical equilibrium to be attained within permeable cracks and geological faults within the crust of the Earth. Copyright © 2005 John Wiley & Sons, Ltd.     

Non‐linear model reduction for uncertainty quantification in large‐scale inverse problems

We present a model reduction approach to the solution of large‐scale statistical inverse problems in a Bayesian inference setting. A key to the model reduction is an efficient representation of the non‐linear terms in the reduced model. To achieve this, we present a formulation that employs masked projection of the discrete equations; that is, we compute an approximation of the non‐linear term using a select subset of interpolation points. Further, through this formulation we show similarities among the existing techniques of gappy proper orthogonal decomposition, missing point estimation, and empirical interpolation via coefficient‐function approximation. The resulting model reduction methodology is applied to a highly non‐linear combustion problem governed by an advection–diffusion‐reaction partial differential equation (PDE). Our reduced model is used as a surrogate for a finite element discretization of the non‐linear PDE within the Markov chain Monte Carlo sampling employed by the Bayesian inference approach. In two spatial dimensions, we show that this approach yields accurate results while reducing the computational cost by several orders of magnitude. For the full three‐dimensional problem, a forward solve using a reduced model that has high fidelity over the input parameter space is more than two million times faster than the full‐order finite element model, making tractable the solution of the statistical inverse problem that would otherwise require many years of CPU time. Copyright © 2009 John Wiley & Sons, Ltd.     

A discrete splitting finite element method for numerical simulations of incompressible Navier–Stokes flows

The presence of the pressure and the convection terms in incompressible Navier–Stokes equations makes their numerical simulation a challenging task. The indefinite system as a consequence of the absence of the pressure in continuity equation is ill‐conditioned. This difficulty has been overcome by various splitting techniques, but these techniques incur the ambiguity of numerical boundary conditions for the pressure as well as for the intermediate velocity (whenever introduced). We present a new and straightforward discrete splitting technique which never resorts to numerical boundary conditions. The non‐linear convection term can be treated by four different approaches, and here we present a new linear implicit time scheme. These two new techniques are implemented with a finite element method and numerical verifications are made. Copyright © 2005 John Wiley & Sons, Ltd.     

A two‐grid method for expanded mixed finite‐element solution of semilinear reaction–diffusion equations

We present a scheme for solving two‐dimensional semilinear reaction–diffusion equations using an expanded mixed finite element method. To linearize the mixed‐method equations, we use a two‐grid algorithm based on the Newton iteration method. The solution of a non‐linear system on the fine space is reduced to the solution of two small (one linear and one non‐linear) systems on the coarse space and a linear system on the fine space. It is shown that the coarse grid can be much coarser than the fine grid and achieve asymptotically optimal approximation as long as the mesh sizes satisfy H=O(h^1/3). As a result, solving such a large class of non‐linear equation will not be much more difficult than solving one single linearized equation. Copyright © 2003 John Wiley & Sons, Ltd.     

Two‐dimensional unsteady heat conduction analysis with heat generation by triple‐reciprocity BEM

If the initial temperature is assumed to be constant, a domain integral is not needed to solve unsteady heat conduction problems without heat generation using the boundary element method (BEM).However, with heat generation or a non‐uniform initial temperature distribution, the domain integral is necessary. This paper demonstrates that two‐dimensional problems of unsteady heat conduction with heat generation and a non‐uniform initial temperature distribution can be solved approximately without the domain integral by the triple‐reciprocity boundary element method. In this method, heat generation and the initial temperature distribution are interpolated using the boundary integral equation. Copyright © 2001 John Wiley & Sons, Ltd.     

An implicit–explicit solution method for electro‐osmotic flow through three‐dimensional micro‐channels

This paper presents a comprehensive finite‐element modelling approach to electro‐osmotic flows on unstructured meshes. The non‐linear equation governing the electric potential is solved using an iterative algorithm. The employed algorithm is based on a preconditioned GMRES scheme. The linear Laplace equation governing the external electric potential is solved using a standard pre‐conditioned conjugate gradient solver. The coupled fluid dynamics equations are solved using a fractional step‐based, fully explicit, artificial compressibility scheme. This combination of an implicit approach to the electric potential equations and an explicit discretization to the Navier–Stokes equations is one of the best ways of solving the coupled equations in a memory‐efficient manner. The local time‐stepping approach used in the solution of the fluid flow equations accelerates the solution to a steady state faster than by using a global time‐stepping approach. The fully explicit form and the fractional stages of the fluid dynamics equations make the system memory efficient and free of pressure instability. In addition to these advantages, the proposed method is suitable for use on both structured and unstructured meshes with a highly non‐uniform distribution of element sizes. The accuracy of the proposed procedure is demonstrated by solving a basic micro‐channel flow problem and comparing the results against an analytical solution. The comparisons show excellent agreement between the numerical and analytical data. In addition to the benchmark solution, we have also presented results for flow through a fully three‐dimensional rectangular channel to further demonstrate the application of the presented method. Copyright © 2007 John Wiley & Sons, Ltd.     

Transient non‐linear heat conduction–radiation problems—a boundary element formulation

A novel boundary‐only formulation for transient temperature fields in bodies of non‐linear material properties and arbitrary non‐linear boundary conditions has been developed. The option for self‐irradiating boundaries has been included in the formulation. Heat conduction equation has been partially linearized by Kirchhoff's transformation. The result has been discretized by the dual reciprocity boundary element method. The integral equation of heat radiation has been discretized by the standard boundary element method. The coupling of the resulting two sets of equations has been accomplished by static condensation of the radiative heat fluxes arising in both sets. The final set of ordinary differential equations has been solved using the Runge–Kutta solver with automatic time step adjustment. The algorithm proved to be robust and stable. Numerical examples are included. Copyright © 1999 John Wiley & Sons, Ltd.     

Numerical solution of second‐order,two‐point boundary value problems using continuous genetic algorithms

Second‐order, two‐point boundary‐value problems are encountered in many engineering applications including the study of beam deflections, heat flow, and various dynamic systems. Two classical numerical techniques are widely used in the engineering community for the solution of such problems; the shooting method and finite difference method. These methods are suited for linear problems. However, when solving the non‐linear problems, these methods require some major modifications that include the use of some root‐finding technique. Furthermore, they require the use of other basic numerical techniques in order to obtain the solution. In this paper, the author introduces a novel method based on continuous genetic algorithms for numerically approximating a solution to this problem. The new method has the following characteristics; first, it does not require any modification while switching from the linear to the non‐linear case; as a result, it is of versatile nature. Second, this approach does not resort to more advanced mathematical tools and is thus easily accepted in the engineering application field. Third, the proposed methodology has an implicit parallel nature which points to its implementation on parallel machines. However, being a variant of the finite difference scheme with truncation error of the order O(h²), the method provides solutions with moderate accuracy. Numerical examples presented in the paper illustrate the applicability and generality of the proposed method. Copyright © 2004 John Wiley & Sons, Ltd.     

Global space–time multiquadric method for inverse heat conduction problem

In this paper, a radial basis collocation method (RBCM) based on the global space–time multiquadric (MQ) is proposed to solve the inverse heat conduction problem (IHCP). The global MQ is simply constructed by incorporating time dimension into the MQ function as a new variable in radial coordinate. The method approximates the IHCP as an over‐determined linear system with the use of two sets of collocation points: one is satisfied with the governing equation and another is for the given conditions. The least‐square technique is introduced to find the solution of the over‐determined linear system. The present work investigates two types of the ill‐posed heat conduction problems: the IHCP to recover the surface temperature and heat flux history on a source point from the measurement data at interior locations, and the backward heat conduction problem (BHCP) to retrieve the initial temperature distribution from the known temperature distribution at a given time. Numerical results of four benchmark examples show that the proposed method can provide accurate and stable numerical solutions for one‐dimensional and two‐dimensional IHCP problems. The sensitivity of the method with respect to the measured data, location of measurement, time step, shape parameter and scaling factor is also investigated. Copyright © 2010 John Wiley & Sons, Ltd.     

A finite difference scheme for solving a three‐dimensional heat transport equation in a thin film with microscale thickness

Heat transport at the microscale is of vital importance in microtechnology applications. The heat transport equation is different from the traditional heat diffusion equation since a second‐order derivative of temperature with respect to time and a third‐order mixed derivative of temperature with respect to space and time are introduced. In this study, we develop a finite difference scheme with two levels in time for the three‐dimensional heat transport equation. It is shown by the discrete energy method that the scheme is unconditionally stable. The three‐dimensional implicit scheme is then solved by using a preconditioned Richardson iteration, so that only a tridiagonal linear system is solved each iteration. Numerical results show that the solution is accurate. Copyright © 2001 John Wiley & Sons, Ltd.     

The method of fundamental solutions for inverse source problems associated with the steady‐state heat conduction

This paper presents the use of the method of fundamental solutions (MFS) for recovering the heat source in steady‐state heat conduction problems from boundary temperature and heat flux measurements. It is well known that boundary data alone do not determine uniquely a general heat source and hence some a priori knowledge is assumed in order to guarantee the uniqueness of the solution. In the present study, the heat source is assumed to satisfy a second‐order partial differential equation on a physical basis, thereby transforming the problem into a fourth‐order partial differential equation, which can be conveniently solved using the MFS. Since the matrix arising from the MFS discretization is severely ill‐conditioned, a regularized solution is obtained by employing the truncated singular value decomposition, whilst the optimal regularization parameter is determined by the L‐curve criterion. Numerical results are presented for several two‐dimensional problems with both exact and noisy data. The sensitivity analysis with respect to two solution parameters, i.e. the number of source points and the distance between the fictitious and physical boundaries, and one problem parameter, i.e. the measure of the accessible part of the boundary, is also performed. The stability of the scheme with respect to the amount of noise added into the data is analysed. The numerical results obtained show that the proposed numerical algorithm is accurate, convergent, stable and computationally efficient for solving inverse source problems in steady‐state heat conduction. Copyright © 2006 John Wiley & Sons, Ltd.     

A fast convergent and accurate temperature model for phase‐change heat conduction

This work proposes a temperature‐based finite element model for transient heat conduction involving phase‐change. Like preceding temperature‐based models, it is characterized by the discontinuous spatial integration over the elements affected by the phase‐change. Using linear triangles or tetrahedrals, integration can be performed in a closed analytical way, assuring an exact evaluation of the discrete balance equation. Because of its unconditional stability, an Euler‐backward time‐stepping scheme is implemented. A crucial fact is the computation of the exact tangent matrices for the Newton–Raphson solution of the non‐linear system of discretized equations. Efficiency of the model is tested by means of the results obtained for the Neumann problem and the solidification of a steel ingot. Copyright © 1999 John Wiley & Sons, Ltd.     

Truncation error and stability analysis of iterative and non‐iterative Thomas–Gladwell methods for first‐order non‐linear differential equations

The consistency and stability of a Thomas–Gladwell family of multistage time‐stepping schemes for the solution of first‐order non‐linear differential equations are examined. It is shown that the consistency and stability conditions are less stringent than those derived for second‐order governing equations. Second‐order accuracy is achieved by approximating the solution and its derivative at the same location within the time step. Useful flexibility is available in the evaluation of the non‐linear coefficients and is exploited to develop a new non‐iterative modification of the Thomas–Gladwell method that is second‐order accurate and unconditionally stable. A case study from applied hydrogeology using the non‐linear Richards equation confirms the analytic convergence assessment and demonstrates the efficiency of the non‐iterative formulation. Copyright © 2004 John Wiley & Sons, Ltd.     

A non‐physical enthalpy method for the numerical solution of isothermal solidification

In this paper, a new formulation for the solution of the discontinuous isothermal solidification problem is presented. The formulation has similarities with the now classical capacitance and source methods traditionally used in commercial software. However, the new approach focuses on the solution of the governing enthalpy‐transport equation rather than the governing parabolic partial differential heat equation. The advantage is that discontinuous physics can be accounted for without approximation and the arbitrariness common to classic approaches is avoided. Also introduced is the concept of non‐physical enthalpy, which unlike physical enthalpy has numerical values that are not moving‐frame invariant. Understanding the behaviour of the non‐physical enthalpy is central to the successful treatment of discontinuities. A particular drawback is that non‐physical enthalpy is non‐intuitive and new mathematical constructs are required to describe its behaviour. This involves the introduction of transport equations, which provide the new concept of relative moving‐frame invariance for the non‐physical enthalpy. The principal advantage, however, is that a unified methodology is established for the treatment of discontinuities. This is shown to establish real rigour and in many respects the formulation highlights the erroneous choices made with established classical approaches and casts in a totally new light a somewhat traditional problem. The new methodology is applied to a range of simple problems not only to provide an in‐depth treatment and for ease of understanding but also to best describe the behaviour of the non‐intuitive non‐physical enthalpy. Demonstrated in the paper is the methods' remarkable accuracy and stability. Copyright © 2010 John Wiley & Sons, Ltd.     

Time‐step constraints in transient coupled finite element analysis

In transient finite element analysis, reducing the time‐step size improves the accuracy of the solution. However, a lower bound to the time‐step size exists, below which the solution may exhibit spatial oscillations at the initial stages of the analysis. This numerical ‘shock’ problem may lead to accumulated errors in coupled analyses. To satisfy the non‐oscillatory criterion, a novel analytical approach is presented in this paper to obtain the time‐step constraints using the θ‐method for the transient coupled analysis, including both heat conduction–convection and coupled consolidation analyses. The expressions of the minimum time‐step size for heat conduction–convection problems with both linear and quadratic elements reduce to those applicable to heat conduction problems if the effect of heat convection is not taken into account. For coupled consolidation analysis, time‐step constraints are obtained for three different types of elements, and the one for composite elements matches that in the literature. Finally, recommendations on how to handle the numerical ‘shock’ issues are suggested. Copyright © 2015 John Wiley & Sons, Ltd.     

Trefftz‐based dual reciprocity method for hyperbolic boundary value problems

A new dual reciprocity‐type approach to approximating the solution of non‐homogeneous hyperbolic boundary value problems is presented in this paper. Typical variants of the dual reciprocity method obtain approximate particular solutions of boundary value problems in two steps. In the first step, the source function is approximated, typically using radial basis, trigonometric or polynomial functions. In the second step, the particular solution is obtained by analytically solving the non‐homogeneous equation having the approximation of the source function as the non‐homogeneous term. However, the particular solution trial functions obtained in this way typically have complicated expressions and, in the case of hyperbolic problems, points of singularity. Conversely, the method presented here uses the same trial functions for both source function and particular solution approximations. These functions have simple expressions and need not be singular, unless a singular particular solution is physically justified. The approximation is shown to be highly convergent and robust to mesh distortion. Any boundary method can be used to approximate the complementary solution of the boundary value problem, once its particular solution is known. The option here is to use hybrid‐Trefftz finite elements for this purpose. This option secures a domain integral‐free formulation and endorses the use of super‐sized finite elements as the (hierarchical) Trefftz bases contain relevant physical information on the modeled problem. Copyright © 2015 John Wiley & Sons, Ltd.     

Implementation of an exact finite reduction scheme for steady‐state reaction‐diffusion equations

In this paper we propose the numerical solution of a steady‐state reaction‐diffusion problem by means of application of a non‐local Lyapunov–Schmidt type reduction originally devised for field theory. A numerical algorithm is developed on the basis of the discretization of the differential operator by means of simple finite differences. The eigendecomposition of the resulting matrix is used to implement a discrete version of the reduction process. By the new algorithm the problem is decomposed into two coupled subproblems of different dimensions. A large subproblem is solved by means of a fixed point iteration completely controlled by the features of the original equation, and a second problem, with dimensions that can be made much smaller than the former, which inherits most of the non‐linear difficulties of the original system. The advantage of this approach is that sophisticated linearization strategies can be used to solve this small non‐linear system, at the expense of a partial eigendecomposition of the discretized linear differential operator. The proposed scheme is used for the solution of a simple non‐linear one‐dimensional problem. The applicability of the procedure is tested and experimental convergence estimates are consolidated. Numerical results are used to show the performance of the new algorithm. Copyright © 2006 John Wiley & Sons, Ltd.     

A time‐parallel implicit method for accelerating the solution of non‐linear structural dynamics problems

The parallel implicit time‐integration algorithm (PITA) is among a very limited number of time‐integrators that have been successfully applied to the time‐parallel solution of linear second‐order hyperbolic problems such as those encountered in structural dynamics. Time‐parallelism can be of paramount importance to fast computations, for example, when space‐parallelism is unfeasible as in problems with a relatively small number of degrees of freedom in general, and reduced‐order model applications in particular, or when reaching the fastest possible CPU time is desired and requires the exploitation of both space‐ and time‐parallelisms. This paper extends the previously developed PITA to the non‐linear case. It also demonstrates its application to the reduction of the time‐to‐solution on a Linux cluster of sample non‐linear structural dynamics problems. Copyright © 2008 John Wiley & Sons, Ltd.