An Eulerian‐Lagrangian Concept for the Numerical Simulation of Flat Steady‐State Hot Rolling Processes

For the finite element analysis of stationary flat hot rolling processes, a new and efficient mathematical model was developed. The method is based on an intermediary Eulerian‐Lagrangian concept, where an Eulerian coordinate is employed in the rolling direction, while Lagrangian coordinates are used in the direction of the thickness and width of the strip. This approach yields an efficient algorithm, where the time is eliminated as an independent variable in the steady‐state case. Further, the vector of independent field variables consists of a velocity component in Eulerian and of displacement components in Lagrangian directions. Due to this concept, the free surface deformations can be accounted for directly and the problems encountered with pure Eulerian or Lagrangian models now appear with reduced complexity and can thus be tackled more easily. The general formalism was applied to different practical hot rolling situations, ranging from thick slabs to ultra‐thin hot strips. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

On frequency–amplitude dependences for surface and internal standing waves

The analytic approach proposed by Sekerzh-Zenkovich [On the theory of standing waves of finite amplitude, Dokl. Akad. Nauk USSR 58 (1947) 551–554] is developed in the present study of standing waves. Generalizing the solution method, a set of standing wave problems are solved, namely, the infinite- and finite-depth surface standing waves and the infinite- and finite-depth internal standing waves. Two-dimensional wave motion of an irrotational incompressible fluid in a rectangular domain is considered to study weakly nonlinear surface and internal standing waves. The Lagrangian formulation of the problems is used and the fifth-order perturbation solutions are determined. Since most of the approximate analytic solutions to these problems were obtained using the Eulerian formulation, the comparison of the results, as an example the analytic frequency–amplitude dependences, obtained in Lagrangian variables with the corresponding ones known in Eulerian variables has been carried out in the paper. The analytic frequency–amplitude dependences are in complete agreement with previous results known in the literature. Computer algebra procedures were written for the construction of asymptotic solutions. The application of the model constructed in Lagrangian formulation to a set of different problems shows the ability to correctly reproduce and predict a wide range of situations with different characteristics and some advantages of Lagrangian particle models (for example, the bigger radius of convergence of an expansion parameter than in Eulerian variables, simplification of the boundary conditions, parametrization of a free boundary).     

A numerical study on statistical temporal scales in inertia particle dispersion

The statistical temporal scales involved in inertia particle dispersion are analyzed numerically. The numerical method of large eddy simulation, solving a filtered Navier-Stokes equation, is utilized to calculate fully developed turbulent channel flows with Reynolds numbers of 180 and 640, and the particle Lagrangian trajectory method is employed to track inertia particles released into the flow fields. The Lagrangian and Eulerian temporal scales are obtained statistically for fluid tracer particles and three different inertia particles with Stokes numbers of 1, 10 and 100. The Eulerian temporal scales, decreasing with the velocity of advection from the wall to the channel central plane, are smaller than the Lagrangian ones. The Lagrangian temporal scales of inertia particles increase with the particle Stokes number. The Lagrangian temporal scales of the fluid phase ‘seen’ by inertia particles are separate from those of the fluid phase, where inertia particles travel in turbulent vortices, due to the particle inertia and particle trajectory crossing effects. The effects of the Reynolds number on the integral temporal scales are also discussed. The results are worthy of use in examining and developing engineering prediction models of particle dispersion.     

Eulerian and Lagrangian predictions of particulate two-phase flows: a numerical study

To predict particulate two-phase flows, two approaches are possible. One treats the fluid phase as a continuum and the particulate second phase as single particles. This approach, which predicts the particle trajectories in the fluid phase as a result of forces acting on particles, is called the Lagrangian approach. Treating the solid as some kind of continuum, and solving the appropriate continuum equations for the fluid and particle phases, is referred to as the Eulerian approach.Both approaches are discussed and their basic equations for the particle and fluid phases as well as their numerical treatment are presented. Particular attention is given to the interactions between both phases and their mathematical formulations. The resulting computer codes are discussed.The following cases are presented in detail: vertical pipe flow with various particle concentrations; and sudden expansion in a vertical pipe flow. The results show good agreement between both types of approach.The Lagrangian approach has some advantages for predicting those particulate flows in which large particle accelerations occur. It can also handle particulate two-phase flows consisting of polydispersed particle size distributions. The Eulerian approach seems to have advantages in all flow cases where high particle concentrations occur and where the high void fraction of the flow becomes a dominating flow controlling parameter.     

Perturbation analysis of short-crested waves in Lagrangian coordinates

A new second-order asymptotic solution that describes short-crested waves is derived in Lagrangian coordinates. The analytical Lagrangian solution that is uniformly valid satisfies the irrotational condition and there being zero pressure at the free surface, in contrast with the Eulerian solution, in which there is residual pressure at the free surface. The explicit parametric solution highlights the trajectory of a water particle and the wave kinematics above the mean water level. The mass transport velocity and Lagrangian mean level associated with particle displacement can also be obtained directly. In particular, the mean level of the particle motion in a Lagrangian form differs that of the Eulerian form. The new formulation reduces to second-order standing or progressive wave solutions in Lagrangian coordinates at the limiting angles of approach. Expressions for kinematic quantities are also presented.     

An Eulerian‐Lagrangian control volume scheme for two‐dimensional unsteady advection‐diffusion problems

We develop a mass conservative Eulerian‐Lagrangian control volume scheme (ELCVS) for the solution of the transient advection‐diffusion equations in two space dimensions. This method uses finite volume test functions over the space‐time domain defined by the characteristics within the framework of the class of Eulerian‐Lagrangian localized adjoint characteristic methods (ELLAM). It, therefore, maintains the advantages of characteristic methods in general, and of this class in particular, which include global mass conservation as well as a natural treatment of all types of boundary conditions. However, it differs from other methods in that class in the treatment of the mass storage integrals at the previous time step defined on deformed Lagrangian regions. This treatment is especially attractive for orthogonal rectangular Eulerian grids composed of block elements. In the algorithm, each deformed region is approximated by an eight‐node region with sides drawn parallel to the Eulerian grid, which significantly simplifies the integration compared with the approach used in finite volume ELLAM methods, based on backward tracking, while retaining local mass conservation at no additional expenses in terms of accuracy or CPU consumption. This is verified by numerical tests which show that ELCVS performs as well as standard finite volume ELLAM methods, which have previously been shown to outperform many other well‐received classes of numerical methods for the equations considered. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2012     

Developments in modelling of gas injection and slag foaming

Gas injection into metallurgical ladles has been an active area of CFD modelling for many years. Recent work with both Eulerian and Lagrangian frameworks is presented for bottom stirring in ladle and steelmaking electric furnace configurations. Comparison with water and liquid metal results shows that the Lagrangian models provide a better representation of the systems. Slag foaming is an important phenomenon in smelting–reduction processes and electric furnace steelmaking. The void fraction in the foam is generally greater than 0.9, a regime that has received considerably less attention than bottom stirring where the local void fraction is less than 0.1. Again, it was found, by comparison with experimental data, that Lagrangian models were generally preferable over Eulerian models.     

Higher-order asymptotic solutions in fluids of various configurations

Applying perturbation methods, symbolic computation, and generalizing the solution method, higher-order asymptotic solutions are constructed in Lagrangian variables for several models describing 2D standing wave motions in fluids of various configurations. Three main parameters of the fluid configuration, depth, capillarity, and stratification layer, are considered. The frequency-amplitude dependences are obtained and compared with those known in the literature in Eulerian and Lagrangian variables. The comparison shows that the analytical frequency-amplitude dependences are in complete agreement with previous results known in the literature and with the results obtained for other models. A generalization allows us to investigate critical phenomena for standing waves in fluids of various configurations. Namely, special attention is focused on critical values of one parameter, the fluid depth. The frequency-amplitude dependences are analyzed from the point of view of critical values: critical points and critical curves are determined for several models describing standing waves in fluids of various configurations.     

Transport Equation with Nonlocal Velocity in Wasserstein Spaces: Convergence of Numerical Schemes

Motivated by pedestrian modelling, we study evolution of measures in the Wasserstein space. In particular, we consider the Cauchy problem for a transport equation, where the velocity field depends on the measure itself. We deal with numerical schemes for this problem and prove convergence of a Lagrangian scheme to the solution, when the discretization parameters approach zero. We also prove convergence of an Eulerian scheme, under more strict hypotheses. Both schemes are discretizations of the push-forward formula defined by the transport equation. As a by-product, we obtain existence and uniqueness of the solution. All the results of convergence are proved with respect to the Wasserstein distance. We also show that L ¹ spaces are not natural for such equations, since we lose uniqueness of the solution.     

Lower and upper bounds for the spanning tree with minimum branch vertices

We study a variant of the spanning tree problem where we require that, for a given connected graph, the spanning tree to be found has the minimum number of branch vertices (that is vertices of the tree whose degree is greater than two). We provide four different formulations of the problem and compare different relaxations of them, namely Lagrangian relaxation, continuous relaxation, mixed integer-continuous relaxation. We approach the solution of the Lagrangian dual both by means of a standard subgradient method and an ad-hoc finite ascent algorithm based on updating one multiplier at the time. We provide numerical result comparison of all the considered relaxations on a wide set of benchmark instances. A useful follow-up of tackling the Lagrangian dual is the possibility of getting a feasible solution for the original problem with no extra costs. We evaluate the quality of the resulting upper bound by comparison either with the optimal solution, whenever available, or with the feasible solution provided by some existing heuristic algorithms.     

On the Eulerian–Lagrangian formulation of balance equations in porous media

The article presents a general approach to modeling the transport of extensive quantities in the case of flow of multiple multicomponent fluid phases in a deformable porous medium domain under nonisothermal conditions. The models are written in a modified Eulerian–Lagrangian formulation. In this modified formulation, the material derivatives are written in terms of modified velocities. These are the velocities at which the various phase and component variables propagate in the domain, along their respective characteristic curves. It is shown that these velocities depend on the heterogeneity of various solid matrix and fluid properties. The advantage of this formulation, with respect to the usually employed Eulerian one, is that numerical dispersion, associated with the advective fluxes of extensive quantities, are eliminated. The methodology presented in the article shows how the Eulerian–Lagrangian formulation is written in terms of the relatively small number of primary variables of a transport problem. © 1997 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 13: 505–530, 1997     

Nonstandard methods for the convective‐dispersive transport equation with nonlinear reactions

A new nonstandard Eulerian‐Lagrangian method is constructed for the one‐dimensional, transient convective‐dispersive transport equation with nonlinear reaction terms. An “exact” difference scheme is applied to the convection‐reaction part of the equation to produce a semi‐discrete approximation with zero local truncation errors with respect to time. The spatial derivatives involved in the remaining dispersion term are then approximated using standard numerical methods. This approach leads to significant, qualitative improvements in the behavior of the numerical solution. It suppresses the numerical instabilities that arise from the incorrect modeling of derivatives and nonlinear reaction terms. Numerical experiments demonstrate the scheme's ability to model convection‐dominated, reactive transport problems. © 1999 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 15: 617–624, 1999     

Modeling and analysis of reactive solute transport in deformable channels with wall adsorption–desorption

We show well posedness for a model of nonlinear reactive transport of chemical in a deformable channel. The channel walls deform due to fluid–structure interaction between an unsteady flow of an incompressible, viscous fluid inside the channel and elastic channel walls. Chemical solutes, which are dissolved in the viscous, incompressible fluid, satisfy a convection–diffusion equation in the bulk fluid, while on the deforming walls, the solutes undergo nonlinear adsorption–desorption physico‐chemical reactions. The problem addresses scenarios that arise, for example, in studies of drug transport in blood vessels. We show the existence of a unique weak solution with solute concentrations that are non‐negative for all times. The analysis of the problem is carried out in the context of semi‐linear parabolic PDEs on moving domains. The arbitrary Lagrangian–Eulerian approach is used to address the domain movement, and the Galerkin method with the Picard–Lindelöf theorem is used to prove existence and uniqueness of approximate solutions. Energy estimates combined with the compactness arguments based on the Aubin–Lions lemma are used to prove convergence of the approximating sequences to the unique weak solution of the problem. It is shown that the solution satisfies the positivity property, that is, that the density of the solute remains non‐negative at all times, as long as the prescribed fluid domain motion is ‘reasonable’. This is the first well‐posedness result for reactive transport problems defined on moving domains of this type. Copyright © 2015 John Wiley & Sons, Ltd.     

An Eulerian–Lagrangian mixed discrete least squares meshfree method for incompressible multiphase flow problems

Mixed discrete least squares meshfree (MDLSM) method has been developed as a truly meshfree method and successfully used to solve single-phase flow problems. In the MDLSM, a residual functional is minimized in terms of the nodal unknown parameters leading to a set of positive-definite system of algebraic equations. The functional is defined using a least square summation of the residual of the governing partial differential equations and its boundary conditions at all nodal points discretizing the computational domain. Unlike the discrete least squares meshfree (DLSM) which uses an irreducible form of the governing equations, the MDLSM uses a mixed form of the original governing equations allowing for direct calculation of the gradients leading to more accurate computational results. In this study, an Eulerian–Lagrangian MDLSM method is proposed to solve incompressible multiphase flow problems. In the Eulerian step, the MDLSM method is used to solve the governing phase averaged Navier–Stokes equations discretized at fixed nodal points to get the velocity and pressure fields. A Lagrangian based approach is then used to track different flow phases indexed by a set of marker points. The velocities of marker points are calculated by interpolating the velocity of fixed nodal points using a kernel approximation, which are then used to move the marker points as Lagrangian particles to track phases. To avoid unphysical clustering and dispersing of the marker points, as a common drawback of Lagrangian point tracking methods, a new approach is proposed to smooth the distribution of marker points. The hybrid Eulerian and Lagrangian characteristics of the approach used here provides clear advantages for the proposed method. Since the nodal points are static on the Eulerian step, the time-consuming moving least squares (MLS) approximation is implemented only once making the proposed method more efficient than corresponding fully Lagrangian methods. Furthermore, phases can be simply tracked using the Lagrangian phase tracking procedure. Efficiency of the proposed MDLSM multiphase method is evaluated using several benchmark problems and the results are presented and discussed. The results verify the efficiency and accuracy of the proposed method for solving multiphase flow problems.     

Computing arbitrary Lagrangian Eulerian maps for evolving surfaces

The good mesh quality of a discretized closed evolving surface is often compromised during time evolution. In recent years this phenomenon has been theoretically addressed in a few ways, one of them uses arbitrary Lagrangian Eulerian (ALE) maps. However, the numerical computation of such maps still remained an unsolved problem in the literature. An approach, using differential algebraic problems, is proposed here to numerically compute an arbitrary Lagrangian Eulerian map, which preserves the mesh properties over time. The ALE velocity is obtained by finding an equilibrium of a simple spring system, based on the connectivity of the nodes in the mesh. We also consider the algorithmic question of constructing acute surface meshes. We present various numerical experiments illustrating the good properties of the obtained meshes and the low computational cost of the proposed approach.     

A Geometric Heat-Flow Theory of Lagrangian Coherent Structures

We consider Lagrangian coherent structures (LCSs) as the boundaries of material subsets whose advective evolution is metastable under weak diffusion. For their detection, we first transform the Eulerian advection–diffusion equation to Lagrangian coordinates, in which it takes the form of a time-dependent diffusion or heat equation. By this coordinate transformation, the reversible effects of advection are separated from the irreversible joint effects of advection and diffusion. In this framework, LCSs express themselves as (boundaries of) metastable sets under the Lagrangian diffusion process. In the case of spatially homogeneous isotropic diffusion, averaging the time-dependent family of Lagrangian diffusion operators yields Froyland’s dynamic Laplacian. In the associated geometric heat equation, the distribution of heat is governed by the dynamically induced intrinsic geometry on the material manifold, to which we refer as the geometry of mixing. We study and visualize this geometry in detail, and discuss connections between geometric features and LCSs viewed as diffusion barriers in two numerical examples. Our approach facilitates the discovery of connections between some prominent methods for coherent structure detection: the dynamic isoperimetry methodology, the variational geometric approaches to elliptic LCSs, a class of graph Laplacian-based methods and the effective diffusivity framework used in physical oceanography.

     

An iterative langevin solution for turbulent dispersion in the atmosphere

In this work we present an alternative hybrid method to solve the Langevin equation and we apply it to simulate air pollution dispersion in inhomogeneous turbulence conditions. The method solves the Langevin equation, in semi-analytical manner, by the method of successive approximations or Picard's Iterative Method. Solutions for Gaussian and non-Gaussian turbulence conditions, considering Gaussian, bi-Gaussian and Gram–Charlier probability density functions are obtained. The models are applied to study the pollutant dispersion in all atmospheric stability and in low-wind speed condition. The proposed approach is evaluated through the comparison with experimental data and results from other different dispersion models. A statistical analysis reveals that the model simulates very well the experimental data and presents results comparable or even better than ones obtained by the other models.     

An Eulerian–Lagrangian method for coupled parabolic-hyperbolic equations

We present an Eulerian–Lagrangian method for the numerical solution of coupled parabolic-hyperbolic equations. The method combines advantages of the modified method of characteristics to accurately solve the hyperbolic equations with an Eulerian method to discretize the parabolic equations. The Runge–Kutta Chebyshev scheme is used for the time integration. The implementation of the proposed method differs from its Eulerian counterpart in the fact that it is applied during each time step, along the characteristic curves rather than in the time direction. The focus is on constructing explicit schemes with a large stability region to solve coupled radiation hydrodynamics models. Numerical results are presented for two test examples in coupled convection-radiation and conduction–radiation problems.     

An Eulerian‐Lagrangian method for option pricing in finance

This article is devoted to the development and application of an Eulerian‐Lagrangian method (ELM) for the solution of the Black‐Scholes partial differential equation for the valuation of European option contracts. This method fully utilizes the transient behavior of the governing equations and generates very accurate option's fair values and their derivatives also known as option Greeks, even if coarse spatial grids and large time steps are used. Numerical experiments on two standard option contracts are presented which show that the ELM method (favorably) compares in terms of accuracy and efficiency to many other well‐perceived methods. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 23: 293–329, 2007