A spectral–finite difference solution of the Navier–Stokes equations in three dimensions

A new computational code for the numerical integration of the three-dimensional Navier–Stokes equations in their non-dimensional velocity–pressure formulation is presented. The system of non-linear partial differential equations governing the time-dependent flow of a viscous incompressible fluid in a channel is managed by means of a mixed spectral–finite difference method, in which different numerical techniques are applied: Fourier decomposition is used along the homogeneous directions, second-order Crank–Nicolson algorithms are employed for the spatial derivatives in the direction orthogonal to the solid walls and a fourth-order Runge–Kutta procedure is implemented for both the calculation of the convective term and the time advancement. The pressure problem, cast in the Helmholtz form, is solved with the use of a cyclic reduction procedure. No-slip boundary conditions are used at the walls of the channel and cyclic conditions are imposed at the other boundaries of the computing domain. Results are provided for different values of the Reynolds number at several time steps of integration and are compared with results obtained by other authors. © 1998 John Wiley & Sons, Ltd.     

Post-buckling analysis of slender elastic vertical rods subjected to terminal forces and self-weight

This article presents the behavior of slender elastic rods subjected to axial terminal forces and self-weight. The mathematical formulation is presented, a solution is sought for a double-hinged boundary condition and the analysis is carried out for different values of non-dimensional weight. The formulation derives from geometrical compatibility, equilibrium of forces and moments and constitutive relations yielding a set of six first order non-linear ordinary differential equations with boundary conditions specified at both ends, which characterizes a complex two-point boundary value problem. Furthermore, a perturbation method is used to find the critical buckling loads and initial post-buckling solutions. A numerical integration scheme based on a three parameter shooting method is employed in the post-buckling solutions.     

A frequency-domain FEM approach based on implicit Green’s functions for non-linear dynamic analysis

The present paper describes an efficient algorithm to integrate the equations of motion implicitly in the frequency domain. The standard FEM displacement model (Galerkin formulation) is employed to perform space discretization, and the time-marching process is carried out through an algorithm based on the Green’s function of the mechanical system in nodal coordinates. In the present formulation, mechanical system Green’s functions are implicitly calculated in the frequency domain. Once the Green’s functions related matrices are computed, a time integration procedure, which demands low computational effort when applied to non-linear mechanical systems, becomes available. At the end of the paper numerical examples are presented in order to illustrate the accuracy of the present approach.     

Post-buckling analysis of slender elastic rods subjected to terminal forces

This paper presents formulation and solutions for the elastica of slender rods subjected to axial terminal forces and boundary conditions assumed hinged and elastically restrained with a rotational spring. The set of five first-order non-linear ordinary differential equations with boundary conditions specified at both ends constitutes a complex two-point boundary value problem. Solutions for buckling, initial post-buckling (perturbation), large loads (asymptotic) and numerical integration are developed. Results are presented in non-dimensional graphs for a range of rotational spring stiffness, tuning the analysis from double-hinged to hinged-built-in rods.     

A moving grid method applied to one-dimensional non-stationary flame propagation

The paper presents applications of a moving grid method to the combined problem of ignition and premixed flame propagation in a closed vessel. This method belongs to the general class of adaptive grid techniques for the numerical integration of evolutionary partial differential equations and is based on the method of lines with variable node position. In the present case the motion of the grid and the solution of the partial differential equations are strongly coupled by an implicit formulation. The problem is reduced to an initial value problem for a stiff differential-algebraic system. The continuously moving grid is determined by the equidistribution of a positive function which depends on the solution of the partial differential equations. A differential-algebraic system solver is used for the time integration of the initial value problem. The numerical results of the test problems demonstrate the computational efficiency and the capability of the method to resolve the main features of the solution.     

A method for solving the factorized vorticity-stream function equations by finite elements

A new finite element method for solving the time-dependent incompressible Navier-Stokes equations with general boundary conditions is presented. The two second-order partial differential equations for the vorticity and the stream function are factorized, apart from the non-linear advection term, by eliminating the coupling due to the double specification on the stream function at (a part of) the boundary. This is achieved by reducing the no-slip boundary conditions to projection integral conditions for the vorticity field and by evaluating the relevant quantities involved according to an extension of the method of Glowinski and Pironneau for the biharmonic problem. Time integration schemes and iterative algorithms are introduced which require the solution only of banded linear systems of symmetric type. The proposed finite element formulation is compared with its finite difference equivalent by means of a few numerical examples. The results obtained using 4-noded bilinear elements provide an illustration of the superiority of the finite element based spatial discretization.     

Time-dependent liquid metal flows with free convection and a deformable free surface

The finite element method is employed to investigate time-dependent liquid metal flows with free convection, free surfaces and Marangoni effects. The liquid circulates in a two-dimensional shallow trough with differentially heated vertical walls. The spatial formulation incorporates mixed Lagrangian approximations to the velocity, pressure, temperature and free surface position. The time integration is performed with the backward Euler and trapezoid rule methods with step size control. The Galerkin method is used to reduce the problem to a set of non-linear equations which are solved with the Newton–Raphson method. Calculations are performed for conditions relevant to the electron beam vaporization of refractory metals. The Prandtl number is 0·015 and Grashof number are in the transition range between laminar and turbulent flow. The results reveal the effects of flow intensity, surface tension gradients, mesh refinement and time integration strategy.     

Large deflection of unsymmetric laminates with mixed boundary conditions

This paper is analytically concerned with non-linear bending of an unsymmetrically laminated angle-ply rectangular plate under lateral load. The plate edges are subjected to the varying rotational constraints. A series solution satisfying the von Karman-type non-linear equations and the required boundary conditions of the plate is presented. In the formulation the edge moments are replaced by an equivalent lateral pressure near the plate edges. Governing equations are reduced to a set of algebraic equations. Numerical results for maximum deflection, bending moment and inplane force of unsymmetric angle-ply plates are graphically presented for various high-modulus materials, aspect ratios, geometries of lamination and boundary conditions. Present results are also compared with available data.     

A novel statistical linearization solution for randomly excited coupled bending-torsional beams resting on non-linear supports

A novel statistical linearization technique is developed for computing stationary response statistics of randomly excited coupled bending-torsional beams resting on non-linear elastic supports. The key point of the proposed technique consists in representing the non-linear coupled response in terms of constrained linear modes. The resulting set of non-linear equations governing the modal amplitudes is then replaced by an equivalent linear one via a classical statistical error minimization procedure, which provides algebraic non-linear equations for the second-order statistics of the beam response, readily solved by a simple iterative scheme. Data from Monte Carlo simulations, generated by a pertinent boundary integral method in conjunction with a Newmark numerical integration scheme, are used as benchmark solutions to check accuracy and reliability of the proposed statistical linearization technique.

     

Finite element implementation of a generalised non-local rate-dependent crystallographic formulation for finite strains

This work describes the finite element implementation of a generalised strain gradient and rate-dependent crystallographic formulation for finite strains and general anisothermal conditions based on a multiplicative decomposition of the deformation gradient. The implementation involved the development of both a novel finite element formulation to determine the spatial slip rate gradients at each material point, and an implicit numerical integration scheme at the constitutive level to update the stresses and solution dependent variables. The time-integration procedure uses a Newton–Raphson scheme with a single level of iteration to solve the incremental non-linear equations associated with the non-local constitutive formulation. Closed-form solutions for the relevant fourth-order Jacobian tensors are given. The proposed numerical scheme is formulated in a general form and hence should be applicable to most existing crystallographic models. The crystallographic formulation is then used to investigate the effect of the morphology and volume fraction of the reinforcing phase of a two-phase single crystal on its macroscopic behaviour.     

On the elastoplastic cyclic analysis of plane beam structures using a flexibility-based finite element approach

This paper presents the extension of a flexibility-based large increment method (LIM) for the case of cyclic loading. In the last few years, LIM has been successfully tested for solving a range of non-linear structural problems involving elastoplastic material models under monotonic loading. In these analyses, the force-based LIM algorithm provided robust solutions and significant computational savings compared to the displacement-based finite element approach by using fewer elements and integration points. Although in cyclic analysis a step-by-step solution procedure has to be adopted to account for the plastic history, LIM will still have many advantages over the traditional finite element method. Before going into the basic idea of this extension, a brief discussion regarding LIM governing equations is presented followed by the proposed solution procedure. Next, the formulation is specified for the treatment of the elastic perfectly plastic beam element. The local stage for the beam behavior is discussed in detail and the required improvement for the LIM methodology is described. Illustrative truss and beam examples are presented for different non-linear material models. The results are compared with those obtained from a standard displacement method and again highlight the potential benefits of the proposed flexibility-based approach.     

Nonlinear transient transfinite element thermal analysis of thick-walled FGM cylinders with temperature-dependent material properties

An algorithm for investigation of nonlinear systems by the transfinite element method is presented. Basically, the transformation techniques have been developed for linear systems. Nonlinear transient heat transfer of a thick FGM cylinder with temperature-dependent material properties is investigated in the present paper to clarify the proposed algorithm. Two main novelties of the present research are: (1) incorporating the temperature-dependency of the material properties in the thermal analysis which lead to highly non-linear governing equations and (2) proposing an updating numerical transfinite element procedure to solve the resulted highly nonlinear governing equations. To reduce the effect of the artificial local heat source generation at the mutual boundaries of the elements, second order elements are used. Influences of various boundary conditions, geometric parameters, and volume fraction indices on the temperature distribution are investigated. Results of the proposed transfinite element technique show a good agreement with those obtained using the iterative time integration or analytical method. Furthermore, results reveal the significant effect of the temperature-dependency of the material properties. The present solution algorithm prevents numerical oscillations and damping, and accumulated time integration errors. The present technique may be used to obtain relatively accurate and stable results in a less computational time.     

A General Formulation and Solution Scheme for Fractional Optimal Control Problems

Accurate modeling of many dynamic systems leads to a set of Fractional Differential Equations (FDEs). This paper presents a general formulation and a solution scheme for a class of Fractional Optimal Control Problems (FOCPs) for those systems. The fractional derivative is described in the Riemann–Liouville sense. The performance index of a FOCP is considered as a function of both the state and the control variables, and the dynamic constraints are expressed by a set of FDEs. The Calculus of Variations, the Lagrange multiplier, and the formula for fractional integration by parts are used to obtain Euler–Lagrange equations for the FOCP. The formulation presented and the resulting equations are very similar to those that appear in the classical optimal control theory. Thus, the present formulation essentially extends the classical control theory to fractional dynamic system. The formulation is used to derive the control equations for a quadratic linear fractional control problem. An approach similar to a variational virtual work coupled with the Lagrange multiplier technique is presented to find the approximate numerical solution of the resulting equations. Numerical solutions for two fractional systems, a time-invariant and a time-varying, are presented to demonstrate the feasibility of the method. It is shown that (1) the solutions converge as the number of approximating terms increase, and (2) the solutions approach to classical solutions as the order of the fractional derivatives approach to 1. The formulation presented is simple and can be extended to other FOCPs. It is hoped that the simplicity of this formulation will initiate a new interest in the area of optimal control of fractional systems.     

p-version least squares finite element formulation for two-dimensional,incompressible, non-Newtonian isothermal and non-isothermal fluid flow

This paper presents a p- version least squares finite element formulation (LSFEF) for two-dimensional, incompressible, non-Newtonian fluid flow under isothermal and non-isothermal conditions. The dimensionless forms of the diffential equations describing the fluid motion and heat transfer are cast into a set of first-order differential equations using non-Newtonian stresses and heat fluxes as auxiliary variables. The velocities, pressure and temperature as well as the stresses and heat fluxes are interpolated using equal-order, C⁰-continuous, p-version hierarchical approximation functions. The application of least squares minimization to the set of coupled first-order non-linear partial differential equations results in finding a solution vector {δ} which makes the partial derivatives of the error functional with respect to {δ} a null vector. This is accomplished by using Newton's method with a line search. The paper presents the implementation of a power-law model for the non-Newtonian Viscosity. For the non-isothermal case the fluid properties are considered to be a function of temperature. Three numerical examples (fully developed flow between parallel plates, symmetric sudden expansion and lid-driven cavity) are presented for isothermal power-law fluid flow. The Couette shear flow problem and the 4:1 symmetric sudden expansion are used to present numerical results for non-isothermal power-law fluid flow. The numerical examples demonstrate the convergence characteristics and accuracy of the formulation.     

A General Formulation and Solution Scheme for Fractional Optimal Control Problems

Accurate modeling of many dynamic systems leads to a set of Fractional Differential Equations (FDEs). This paper presents a general formulation and a solution scheme for a class of Fractional Optimal Control Problems (FOCPs) for those systems. The fractional derivative is described in the Riemann–Liouville sense. The performance index of a FOCP is considered as a function of both the state and the control variables, and the dynamic constraints are expressed by a set of FDEs. The Calculus of Variations, the Lagrange multiplier, and the formula for fractional integration by parts are used to obtain Euler–Lagrange equations for the FOCP. The formulation presented and the resulting equations are very similar to those that appear in the classical optimal control theory. Thus, the present formulation essentially extends the classical control theory to fractional dynamic system. The formulation is used to derive the control equations for a quadratic linear fractional control problem. An approach similar to a variational virtual work coupled with the Lagrange multiplier technique is presented to find the approximate numerical solution of the resulting equations. Numerical solutions for two fractional systems, a time-invariant and a time-varying, are presented to demonstrate the feasibility of the method. It is shown that (1) the solutions converge as the number of approximating terms increase, and (2) the solutions approach to classical solutions as the order of the fractional derivatives approach to 1. The formulation presented is simple and can be extended to other FOCPs. It is hoped that the simplicity of this formulation will initiate a new interest in the area of optimal control of fractional systems.     

Macroscopical non-linear material model for ferroelectric materials inside a hybrid finite element formulation

A new approach for modeling hysteretic non-linear ferroelectric ceramics is presented, based on a fully ferroelectric/ferroelastic coupled macroscopic material model. The material behavior is described by a set of yield functions and the history dependence is stored in internal state variables representing the remanent polarization and the remanent strain. For the solution of the electromechanical coupled boundary value problem, a hybrid finite element formulation is used. Inside this formulation the electric displacement is available as nodal quantity (i.e. degree of freedom) which is used instead of the electric field to determine the evolution of remanent polarization. This involves naturally the electromechanical coupling. A highly efficient integration technique of the constitutive equations, defining a system of ordinary differential equations, is obtained by a customized return mapping algorithm. Due to some simplifications of the algorithm, an analytical solution can be calculated. The automatic differentiation technique is used to obtain the consistent tangent operator. Altogether this has been implemented into the finite element code FEAP via a user element. Extensive verification tests are performed in this work to evaluate the behavior of the material model under pure electrical and mechanical as well as coupled and multi-axial loading conditions.     

Fundamental solutions of the streamfunction–vorticity formulation of the Navier–Stokes equations

A new boundary element procedure is developed for the solution of the streamfunction–vorticity formulation of the Navier–Stokes equations in two dimensions. The differential equations are stated in their transient version and then discretized via finite differences with respect to time. In this discretization, the non-linear inertial terms are evaluated in a previous time step, thus making the scheme explicit with respect to them. In the resulting discretized equations, fundamental solutions that take into account the coupling between the equations are developed by treating the non-linear terms as in homogeneities. The resulting boundary integral equations are solved by the regular boundary element method, in which the singular points are placed outside the solution domain.     

Aerodynamic shape optimization for unsteady three-dimensional flows

This paper presents an adjoint method for the optimum shape design of unsteady flows. The goal is to develop a set of discrete unsteady adjoint equations and the corresponding boundary condition for the non-linear frequency domain method. First, this paper presents the complete formulation of the time dependent optimal design problem. Second, we present the non-linear frequency domain adjoint equations for three-dimensional flows. Third, we present results that demonstrate the application of the theory to a three-dimensional wing.     

Stable second-order accurate iterative solutions for second-order elliptic problems

The paper describes a numerical scheme for solving a convection–diffusion elliptic system with very small diffusion coefficients. This iterative numerical procedure is unconditionally stable and converges very rapidly. Although only linear equations are considered here, this technique can be easily extended to non-linear equations, while keeping its main features as for the linear case. The numerical experiments presented are quite general and confirm most of these features. These examples also show a good way of implementing this scheme.     

Two-equation (k, ϵ) turbulence computations by the use of a finite element model

A finite element technique is presented and applied to some one- and two-dimensional turbulent flow problems. The basic equations are the Reynolds averaged momentum equations in conjunction with a two-equation (k, ?) turbulence model. The equations are written in time-dependent form and stationary problems are solved by a time iteration procedure. The advection parts of the equations are treated by the use of a method of characteristics, while the continuity requirement is satisfied by a penalty function approach. The general numerical formulation is based on Galerkin's method. Computational results are presented for one-dimensional steady-state and oscillatory channel flow problems and for steady-state flow over a two-dimensional backward-facing step.