Relative energy approach to a diffuse interface model of a compressible two‐phase flow

We propose a simple model for a two‐phase flow with a diffuse interface. The model couples the compressible Navier‐Stokes system governing the evolution of the fluid density and the velocity field with the Allen‐Cahn equation for the order parameter. We show that the model is thermodynamically consistent, in particular, a variant of the relative energy inequality holds. As a corollary, we show the weak‐strong uniqueness principle, meaning any weak solution coincides with the strong solution emanating from the same initial data on the life span of the latter. Such a result plays a crucial role in the analysis of the associated numerical schemes. Finally, we perform the low Mach number limit obtaining the standard incompressible model.     

On stability of the P n mod /P n element for incompressible flow problems

It is well known that finite element spaces used for approximating the velocity and the pressure in an incompressible flow problem have to be stable in the sense of the inf-sup condition of Babuška and Brezzi if a stabilization of the incompressibility constraint is not applied. In this paper we consider a recently introduced class of triangular nonconforming finite elements of nth order accuracy in the energy norm called P _n ^mod elements. For n ≤ 3 we show that the stability condition holds if the velocity space is constructed using the P _n ^mod elements and the pressure space consists of continuous piecewise polynomial functions of degree n. This research has been supported by the Grant Agency of the Czech Republic under the grant No. 201/05/0005 and by the grant MSM 0021620839.     

Homogenization results for a coupled system modelling immiscible compressible two-phase flow in porous media by the concept of global pressure

A model for immiscible compressible two-phase flow in heterogeneous porous media is considered. Such models appear in gas migration through engineered and geological barriers for a deep repository for radioactive waste. The main feature of this model is the introduction of a new global pressure and it is fully equivalent to the original equations. The resulting equations are written in a fractional flow formulation and lead to a coupled degenerate system which consists of a nonlinear parabolic (the global pressure) equation and a nonlinear diffusion–convection one (the saturation) equation with rapidly oscillating porosity function and absolute permeability tensor. The major difficulties related to this model are in the nonlinear degenerate structure of the equations, as well as in the coupling in the system. Under some realistic assumptions on the data, we obtain a nonlinear homogenized problem with effective coefficients which are computed via a cell problem and give a rigorous mathematical derivation of the upscaled model by means of two-scale convergence.     

Existence and asymptotic behavior for an incompressible Newtonian flow with intrinsic degree of freedom

We consider the Cauchy problem of a mathematical model for an incompressible, homogeneous, Newtonian fluid taking into account internal degrees of freedom. We first show that there exists a unique global strong solution when the given initial data are small in some sense. Then, we deduce the optimal decay rates for velocity vector in L² ? norm and L^p ? norm for p > n. These decay estimates depend only on the spatial dimension and the decay properties of the heat solution with the same data. Copyright © 2013 John Wiley & Sons, Ltd.     

Well‐posedness for the density‐dependent incompressible flow of liquid crystals

In this paper, we are concerned with the Cauchy problem for the density‐dependent incompressible flow of liquid crystals in thewhole space (N ≥ 2).We prove the localwell‐posedness for large initial velocity field and director field of the system in critical Besov spaces if the initial density is close to a positive constant. We show also the global well‐posedness for this system under a smallness assumption on initial data. In particular, this result allows us to work in Besov space with negative regularity indices, where the initial velocity becomes small in the presence of the strong oscillations. Copyright © 2014 John Wiley & Sons, Ltd.     

Conceptual linearization of Euler governing equations to solve high speed compressible flow using a pressure‐based method

The main objective of the current work is to introduce a new conceptual linearization strategy to improve the performance of a primitive shock‐capturing pressure‐based finite‐volume method. To avoid a spurious oscillatory solution in the chosen collocated grids, both the primitive and extended methods utilize two convecting and convected momentum expressions at each cell face. The expressions are obtained via a physical‐based discretization of two inclusive statements, which are constructed via a novel incorporation of the continuity and momentum governing equations. These two expressions in turn provide a strong coupling among the Euler conservative statements. Contrary to the primitive work, the linearization in the current work respects the definitions and essence of physics behind deriving the Euler governing equations. The accuracy and efficiency of the new formulation are then investigated by solving the shock tube as a problem with moving normal and expansion waves and the converging‐diverging nozzle as a problem with strong stationary normal shock. The results show that there is good improvement in performance of the primitive pressure‐based shock‐capturing method while its superior accuracy is not deteriorated at all. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2008     

On weak solution to the steady compressible flow of nematic liquid crystals

In this paper, we study the three‐dimensional‐simplified Ericksen‐Leslie system for the steady compressible flow of nematic liquid crystals in a bounded domain. It is proved that the existence of a weak solution for the adiabatic exponent γ > 1 provided the initial direction field in the upper hemisphere.     

The existence,uniqueness, and regularity for an incompressible Newtonian flow with intrinsic degree of freedom

We consider the regularity and uniqueness of solution to the Cauchy problem of a mathematical model for an incompressible, homogeneous, Newtonian fluid, taking into account internal degree of freedom. We first show there exist uniquely a local strong solution. Then we show this solution can be extend to the whole interval [0,T] if the velocity u, or its gradient ? u, or the pressure p belongs to some function class, which are similar with that of incompressible Navier–Stokes equations. Our result shows that the solution is unique in these classes, and that velocity field plays a more prominent role in the existence theory of strong solution than the angular velocity field. Finally, if the L^{3 ∕ 2}‐norm of the initial angular velocity vector and some homogeneous Besov norm of initial velocity field are small, then there exists uniquely a global strong solution. Copyright © 2012 John Wiley & Sons, Ltd.     

Algebraic multigrid and 4th‐order discrete‐difference equations of incompressible fluid flow

This paper investigates the effectiveness of two different Algebraic Multigrid (AMG) approaches to the solution of 4th‐order discrete‐difference equations for incompressible fluid flow (in this case for a discrete, scalar, stream‐function field). One is based on a classical, algebraic multigrid, method (C‐AMG) the other is based on a smoothed‐aggregation method for 4th‐order problems (SA‐AMG). In the C‐AMG case, the inter‐grid transfer operators are enhanced using Jacobi relaxation. In the SA‐AMG case, they are improved using a constrained energy optimization of the coarse‐grid basis functions. Both approaches are shown to be effective for discretizations based on uniform, structured and unstructured, meshes. They both give good convergence factors that are largely independent of the mesh size/bandwidth. The SA‐AMG approach, however, is more costly both in storage and operations. The Jacobi‐relaxed C‐AMG approach is faster, by a factor of between 2 and 4 for two‐dimensional problems, even though its reduction factors are inferior to those of SA‐AMG. For non‐uniform meshes, the accuracy of this particular discretization degrades from 2nd to 1st order and the convergence factors for both methods then become mesh dependent. Copyright © 2009 John Wiley & Sons, Ltd.     

Existence and asymptotic behavior to the incompressible nematic liquid crystal flow in the whole space

In this article, first of all, the global existence and asymptotic stability of solutions to the incompressible nematic liquid crystal flow is investigated when initial data are a small perturbation near the constant steady state (0,δ₀); here, δ₀ is a constant vector with |δ₀|=1. Precisely, we show the existence and asymptotic stability with small initial data for . The initial data class of us is not entirely included in the space BMO^?1×BMO and contains strongly singular functions and measures. As an application, we obtain a class of asymptotic existence of a basin of attraction for each self‐similar solution with homogeneous initial data. We also study global existence of a large class of decaying solutions and construct an explicit asymptotic formula for ∣x∣→∞, relating the self‐similar profile (U(x),D(x)) to its corresponding initial data (u₀,d₀). In two dimensions, we obtain higher‐order asymptotics of (u(x),d(x)). Copyright © 2016 John Wiley & Sons, Ltd.     

Global entropy solutions to the compressible Euler equations in the isentropic nozzle flow for large data: Application of the generalized invariant regions and the modified Godunov scheme

We study the motion of isentropic gas in nozzles. This is a major subject in fluid dynamics. In fact, the nozzle is utilized to increase the thrust of rocket engines. Moreover, the nozzle flow is closely related to astrophysics. These phenomena are governed by the compressible Euler equations, which are one of crucial equations in inhomogeneous conservation laws.In this paper, we consider its unsteady flow and devote to proving the global existence and stability of solutions to the Cauchy problem for the general nozzle. The theorem has been proved in Tsuge (2013). However, this result is limited to small data. Our aim in the present paper is to remove this restriction, that is, we consider large data. Although the subject is important in Mathematics, Physics and engineering, it remained open for a long time. The problem seems to rely on a bounded estimate of approximate solutions, because we have only method to investigate the behavior with respect to the time variable. To solve this, we first introduce a generalized invariant region. Compared with the existing ones, its upper and lower bounds are extended constants to functions of the space variable. However, we cannot apply the new invariant region to the traditional difference method. Therefore, we invent the modified Godunov scheme. The approximate solutions consist of some functions corresponding to the upper and lower bounds of the invariant regions. These methods enable us to investigate the behavior of approximate solutions with respect to the space variable. The ideas are also applicable to other nonlinear problems involving similar difficulties.     

Valuation of employee stock options using the exercise multiple approach and life tables

Employee stock options (ESOs) are common in performance-based employee remuneration. Financial reporting standards such as IFRS2 and AASB2 require public corporations to report on the cost of providing ESOs, and mandate the incorporation of voluntary and involuntary early exercise. In this paper we extend the exercise multiple approach of Hull and White (2004) and decompose the attrition unadjusted voluntary exercise ESO into a gap call option and two partial-time barrier options. We use exit probabilities obtained from empirically determined multiple decrement or life tables to model involuntary early exercise or forfeiture. We provide a new analytic valuation formula which expresses the ESO value in terms of a portfolio of exotic European bivariate power options and which correctly accounts for both voluntary exercise and employee attrition. Recent approaches seek to model employee attrition using a constant hazard rate. Our approach uses an empirically driven actuarial method for incorporating employee attrition in the valuation.     

The blow‐up criteria of smooth solutions to the generalized and ideal incompressible viscoelastic flow

In this paper, we prove two blow‐up criteria of smooth solution: one for the generalized incompressible Oldroyd model with fractional Laplacian velocity dissipation (?Δ)^αu in the space and one for the inviscid Oldroyd model. Assume that (u(t,x),F(t,x)) is a smooth solution to the generalized Oldroyd model in [0,T); then, the solution (u(t,x),F(t,x)) does not develop singularity until t = T provided . For the ideal impressible viscoelastic flow, it is shown that the smooth solution (u,F) can be extended beyond T if , which is an improvement of the result given by Hu and Hynd (A blowup criterion for ideal viscoelastic flow, J. Math. Fluid Mech., 15(2013), 431–437). Copyright © 2015 John Wiley & Sons, Ltd.     

A phase decomposition approach and the Riemann problem for a model of two-phase flows

We present a phase decomposition approach to deal with the generalized Rankine–Hugoniot relations and then the Riemann problem for a model of two-phase flows. By investigating separately the jump relations for equations in conservative form in the solid phase, we show that the volume fractions can change only across contact discontinuities. Then, we prove that the generalized Rankine–Hugoniot relations are reduced to the usual form. It turns out that shock waves and rarefaction waves remain on one phase only, and the contact waves serve as a bridge between the two phases. By decomposing Riemann solutions into each phase, we show that Riemann solutions can be constructed for large initial data. Furthermore, the Riemann problem admits a unique solution for an appropriate choice of initial data.     

Asymptotic behaviour of commutation errors and the divergence of the Reynolds stress tensor near the wall in the turbulent channel flow

The derivation of the space averaged Navier–Stokes equations for the large eddy simulation (LES) of turbulent incompressible flows introduces two groups of terms which do not depend only on the space averaged flow field variables: the divergence of the Reynolds stress tensor and commutation errors. Whereas the former is studied intensively in the literature, the latter terms are usually neglected. This note studies the asymptotic behaviour of these terms for the turbulent channel flow at a wall in the case that the commutation errors arise from the application of a non‐uniform box filter. To perform analytical calculations, the unknown flow field is modelled by a wall law (Reichardt law and 1/αth power law) for the mean velocity profile and highly oscillating functions model the turbulent fluctuations. The asymptotics show that near the wall, the commutation errors are at least as important as the divergence of the Reynolds stress tensor. Copyright © 2006 John Wiley & Sons, Ltd.     

Pinning sampled‐data synchronization of complex dynamical networks with Markovian jumping and mixed delays using multiple integral approach

This study deals with the pinning synchronization problem for complex dynamical networks (CDNs) with Markovian jumping parameters and mixed delays under sampled‐data control technique. The mixed delays cover both discrete and distributed delays. The Markovian jumping parameters are modeled as a continuous‐time, finite‐state Markov chain. The sufficient conditions for asymptotic synchronization of considered networks are obtained by utilizing novel Lyapunov‐Krasovskii functional and multiple integral approach. The obtained criteria is formulated in terms of LMIs, which can be checked for feasibility by making use of available softwares. Lastly, numerical simulation results are presented to validate the advantage of the propound theoretical results. © 2016 Wiley Periodicals, Inc. Complexity 21: 622–632, 2016     

Extension theorems for Stokes and Lamé equations for nearly incompressible media and their applications to numerical solution of problems with highly discontinuous coefficients

We prove extension theorems in the norms described by Stokes and Lamé operators for the three‐dimensional case with periodic boundary conditions. For the Lamé equations, we show that the extension theorem holds for nearly incompressible media, but may fail in the opposite limit, i.e. for case of absolutely compressible media. We study carefully the latter case and associate it with the Cosserat problem. Extension theorems serve as an important tool in many applications, e.g. in domain decomposition and fictitious domain methods, and in analysis of finite element methods. We consider an application of established extension theorems to an efficient iterative solution technique for the isotropic linear elasticity equations for nearly incompressible media and for the Stokes equations with highly discontinuous coefficients. The iterative method involves a special choice for an initial guess and a preconditioner based on solving a constant coefficient problem. Such preconditioner allows the use of well‐known fast algorithms for preconditioning. Under some natural assumptions on smoothness and topological properties of subdomains with small coefficients, we prove convergence of the simplest Richardson method uniform in the jump of coefficients. For the Lamé equations, the convergence is also uniform in the incompressible limit. Our preliminary numerical results for two‐dimensional diffusion problems show fast convergence uniform in the jump and in the mesh size parameter. Copyright © 2002 John Wiley & Sons, Ltd.     

Triple-deck analysis of formation of supersonic and local separation regions in transonic steady flow over a roughness element on the surface of a body of revolution

Transonic axisymmetric flow over a body of rotation with a small roughness element located on its surface is considered. The body is manly cylindrical. The roughness height is assumed to be much smaller than the radius of the cylinder and such that a triple-deck flow is induced in its neighborhood. The goal of the work is to study the effect of the cylinder radius and the roughness shape on the triple-deck flow when the cylinder radius is of the same order as the transverse size of the triple-deck interaction region. In this case, the effect of three-dimensionality of the flow is exhibited even in the first approximation. Special attention is given to the structure of supersonic regions and closing shock waves arising in the outer potential region, as well as to local separation regions if they develop in the lower viscous boundary sublayer. Specifically, it is shown that, as the radius of the cylinder increases at a fixed roughness height, the shock intensity grows considerably, whereas the position of the main shock varies little.