Application of finite element method in aeroelasticity

The subject of this paper is the numerical simulation of the interaction of two-dimensional incompressible viscous flow and a vibrating airfoil, which can rotate around the elastic axis and oscillate in the vertical direction. The numerical simulation consists of the finite element approximation of the Navier–Stokes equations coupled with the system of ordinary differential equations describing the airfoil motion. The arbitrary Lagrangian–Eulerian (ALE) formulation of the Navier–Stokes equations, stabilization the finite element discretization and coupling of both models is discussed. Moreover, the Reynolds averaged Navier–Stokes (RANS) system of equations together with the Spallart–Almaras turbulence model is also discussed. The computational results of aeroelastic calculations are presented and compared with the NASTRAN code solutions.     

Strong predictor–corrector Euler–Maruyama methods for stochastic differential equations with Markovian switching

In this paper numerical methods for solving stochastic differential equations with Markovian switching (SDEwMSs) are developed by pathwise approximation. The proposed family of strong predictor–corrector Euler–Maruyama methods is designed to overcome the propagation of errors during the simulation of an approximate path. This paper not only shows the strong convergence of the numerical solution to the exact solution but also reveals the order of the error under some conditions on the coefficient functions. A natural analogue of the p$p$-stability criterion is studied. Numerical examples are given to illustrate the computational efficiency of the new predictor–corrector Euler–Maruyama approximation.     

Adaptive finite element methods for Cahn–Hilliard equations

We develop a method for adaptive mesh refinement for steady state problems that arise in the numerical solution of Cahn–Hilliard equations with an obstacle free energy. The problem is discretized in time by the backward-Euler method and in space by linear finite elements. The adaptive mesh refinement is performed using residual based a posteriori estimates; the time step is adapted using a heuristic criterion. We describe the space–time adaptive algorithm and present numerical experiments in two and three space dimensions that demonstrate the usefulness of our approach.     

Mean-square stability analysis of numerical schemes for stochastic differential systems

For ordinary differential systems, the study of A-stability for a numerical method reduces to the scalar case by means of a transformation that uncouples the linear test system as well as the difference system provided by the method. For stochastic differential equations (SDEs), mean-square stability (MS-stability) has been successfully proposed as the generalization of A-stability, and numerical MS-stability has been analyzed for one-dimensional equations. However, unlike the deterministic case, the extension of this analysis to multi-dimensional systems is not straightforward. In this paper we give necessary and sufficient conditions for the MS-stability of multi-dimensional systems with one Wiener noise. The criterion presented does not depend on any norm. Based on the Routh–Hurwitz theorem, we offer a particular criterion of MS-stability for two-dimensional systems in terms of their coefficients. In addition, a counterpart criterion of MS-stability is given for numerical schemes applied to multi-dimensional systems. The MS-stability behavior of a stochastic numerical method is determined by the comparison of its stability region with the stability region of the system. As an application, the numerical MS-stability of θ$\theta$-methods applied to bi-dimensional systems is investigated.     

Recent results on blow-up and quenching for nonlinear Volterra equations

In this survey paper, the author examines nonlinear Volterra integral equations of the second kind with solutions that blow-up or quench. The focus is on analytical results, although a few words about numerical solutions for such equations are provided. The integral equations arise in the mathematical modeling of thermal processes within a reactive–diffusive medium. The scope of this review is on the published literature between 1997 and 2005, serving as an update to a previous review by the same author.     

Numerical simulation two phase flows of casting filling process using SOLA particle level set method

Mould filling process is a typical gas–liquid metal two phase flow phenomenon. Numerical simulation of the two phase flows of mould filling process can be used to properly predicate the back pressure effect, the gas entrapment defects, and better understand the complex motions of the gas phase and the liquid phase. In this paper, a novel sharp interface incompressible two phase numerical model for mould filling process is presented. A simple ghost fluid method like discretization method and a density evaluation method at face centers of finite difference staggered grid are proposed to overcome the difficulties when solving two phase Navier–Stokes equations with large-density ratio and large-viscosity ratio. A new mass conservation particle level set method is developed to capture the gas–liquid metal phase interface. The classical pressure-correction based SOLA algorithm is modified to solve the two phase Navier–Stokes equations. Two numerical tests including the Zalesak disk problem and the broken dam problem are used to demonstrate the accuracy of the present method. The numerical method is then adopted to simulate three mould filling examples including two high speed CCD camera imaging water filling experiments and an in situ X-ray imaging experiment of pure aluminum filling. The simulation results are in good agreement with the experiments.     

A communication-less parallel algorithm for tridiagonal Toeplitz systems

Diagonally dominant tridiagonal Toeplitz systems of linear equations arise in many application areas and have been well studied in the past. Modern interest in numerical linear algebra is often focusing on solving classic problems in parallel. In McNally [Fast parallel algorithms for tri-diagonal symmetric Toeplitz systems, MCS Thesis, University of New Brunswick, Saint John, 1999], an m processor Split & Correct algorithm was presented for approximating the solution to a symmetric tridiagonal Toeplitz linear system of equations. Nemani [Perturbation methods for circulant-banded systems and their parallel implementation, Ph.D. Thesis, University of New Brunswick, Saint John, 2001] and McNally (2003) adapted the works of Rojo [A new method for solving symmetric circulant tri-diagonal system of linear equations, Comput. Math. Appl. 20 (1990) 61–67], Yan and Chung [A fast algorithm for solving special tri-diagonal systems, Computing 52 (1994) 203–211] and McNally et al. [A split-correct parallel algorithm for solving tri-diagonal symmetric Toeplitz systems, Internat. J. Comput. Math. 75 (2000) 303–313] to the non-symmetric case. In this paper we present relevant background from these methods and then introduce an m processor scalable communication-less approximation algorithm for solving a diagonally dominant tridiagonal Toeplitz system of linear equations.     

A staggered-grid numerical algorithm for the extended Boussinesq equations

A second-order accurate numerical scheme is developed to solve Nwogu’s extended Boussinesq equations. A staggered-grid system is introduced with the first-order spatial derivatives being discretized by the fourth-order accurate finite-difference scheme. For the time derivatives, the fourth-order accurate Adams predictor–corrector method is used. The numerical method is validated against available analytical solutions, other numerical results of Navier–Stokes equations, and experimental data for both 1D and 2D nonlinear wave transformation problems. It is shown that the new algorithm has very good conservative characteristics for mass calculation. As a result, the model can provide accurate and stable results for long-term simulation. The model has proven to be a useful modeling tool for a wide range of water wave problems.     

Numerical simulation of thermal problems coupled with magnetohydrodynamic effects in aluminium cell

A system of partial differential equations describing the thermal behavior of aluminium cell coupled with magnetohydrodynamic effects is numerically solved. The thermal model is considered as a two-phases Stefan problem which consists of a non-linear convection–diffusion heat equation with Joule effect as a source. The magnetohydrodynamic fields are governed by Navier–Stokes and by static Maxwell equations. A pseudo-evolutionary scheme (Chernoff) is used to obtain the stationary solution giving the temperature and the frozen layer profile for the simulation of the ledges in the cell. A numerical approximation using a finite element method is formulated to obtain the fluid velocity, electrical potential, magnetic induction and temperature. An iterative algorithm and 3-D numerical results are presented.     

Short memory principle and a predictor–corrector approach for fractional differential equations

Fractional differential equations are increasingly used to model problems in acoustics and thermal systems, rheology and modelling of materials and mechanical systems, signal processing and systems identification, control and robotics, and other areas of application. This paper further analyses the underlying structure of fractional differential equations. From a new point of view, we apprehend the short memory principle of fractional calculus and farther apply a Adams-type predictor–corrector approach for the numerical solution of fractional differential equation. And the detailed error analysis is presented. Combining the short memory principle and the predictor–corrector approach, we gain a good numerical approximation of the true solution of fractional differential equation at reasonable computational cost. A numerical example is provided and compared with the exact analytical solution for illustrating the effectiveness of the short memory principle.     

Derivation of continuous explicit two-step Runge–Kutta methods of order three

We describe a construction of continuous extensions to a new representation of two-step Runge–Kutta methods for ordinary differential equations. This representation makes possible the accurate and reliable estimation of local discretization error, facilitates the efficient implementation of these methods in variable stepsize environment, and adapts readily to the numerical solution of a class of delay differential equations. A number of numerical tests carried out on the obtained methods of order 3 with quadratic interpolants show their efficiency and robust performance which allow them to compete with the state-of-the-art dde23 code from Matlab.     

Stability of a Runge-Kutta method for the Navier-Stokes equation

We investigate the linear stability properties of a Runge-Kutta method for the Navier-Stokes equations. The theoretical stability limit is compared with that encountered in numerical simulations of an initial-boundary value problem. Numerical results from simulation in 3D are presented.     

A prediction of the acoustical properties of induction cookers based on an FVM–LES-acoustic analogy method

The FVM–LES-acoustic analogy method (FVM–LES-AAM), which is a hybrid prediction technique for the acoustical property computation, is presented and performed in this paper. The FVM–LES-AAM was developed by combining the finite volume method (FVM), the large eddy simulation (LES), and the Ffowcs Williams-Hawkings analogy algorithm (FWH-AA). To predict the acoustical properties of induction cookers, the FVM is used for discretizing the calculation field and building numerical equations, and the LES and FWH-AA are performed for computing the sound sources and predicting the far-field sound, respectively. Using the FVM with the unstructured grids method to discretize the control equation of Navier–Stokes was introduced for illuminating the above numerical simulation procedure. To prove the FVM–LES-AAM method is feasible for predicting the acoustical property of induction cookers, the simulated results were compared with some measured experimental data. The comparisons suggest that the hybrid method is accurate and reliable for the aeroacoustics analysis of induction cookers. Considering the temperature performance, furthermore, some new configurations for the noise reduction of induction cookers were designed, simulated, and discussed. The FVM–LES-AAM prediction technique shows promise as a feasible and computationally affordable approach for not only noise analysis of induction cookers, but also for other aeroacoustics problems in engineering.     

A contractive operator solution of an airfoil design inverse problem

This paper deals with a numerical method for an airfoil design which was presented in [3, 5]. This method is intended for design of an airfoil from a given velocity distribution along a mean camber line. The method is based on searching for a fixed point of a contractive operator. This operator combines an inexact inverse operator and equations describing the flow. A subsonic flow is assumed, the flow is described by a system of the Euler equations which is solved by an implicit finite volume method. The Newton method is applied to the solution of the nonlinear system. The resulting system of linear algebraic equations is solved by GMRES method, the Jacobian-free version is described. The inexact inverse operator consists of a middle curve function and a thickness function, both depending on the given velocity distribution. In addition to the velocity distribution the velocity in infinity is given. The angle of attack is determined so that the stagnation point is in a specific position. Successful numerical results are presented. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A differential quadrature analysis of unsteady open channel flow

A rapid, convergent and accurate differential quadrature method (DQM) is employed for numerical simulation of unsteady open channel flow. To the best of authors’ knowledge, this is the first attempt to use the DQM in open channel hydraulics. The Saint-Venant equations and the related nonhomogenous, time dependent boundary conditions are discretized in spatial and temporal domain by DQ rules. The unknowns in the entire domain are computed by satisfying governing equations, boundary and initial conditions simultaneously. By employing DQM, accurate results can be obtained using dramatically less grid points in spatial and time domain. The stability of DQM solution is not sensitive to choosing time step or Courant number unlike other methods. Although numerical problems such as instability, oscillation and underestimation near critical depth can be seen by using other methods but DQM solution is smooth and accurate in this case. The results are sensitive to grid distribution in time domain. In light of this, Chebyshev–Gauss–Lobatto distribution performance is excellent. To validate the DQM solutions, the obtained results are compared with those of the characteristic method. In conclusion, DQM is a potential powerful method with minimum computational effort for unsteady flow simulation.     

Saturation-free numerical scheme for computing the flow past a lattice of airfoils and the determination of separation points in a viscous fluid

A numerical method for computing the potential flow past a lattice of airfoils is described. The problem is reduced to a linear integrodifferential equation on the lattice contour, which is then approximated by a linear system of equations with the help of specially derived quadrature formulas. The quadrature formulas exhibit exponential convergence in the number of points on an airfoil and have a simple analytical form. Due to its fast convergence and high accuracy, the method can be used to directly optimize the airfoils as based on any given integral characteristics. The shear stress distribution and the separation points are determined from the velocity distribution at the airfoil boundary calculated by solving the boundary layer equations. The method proposed is free of laborious grid generation procedures and does not involve difficulties associated with numerical viscosity at high Reynolds numbers.     

Block mesh refinement for incompressible flows in curvilinear domains

A method for the solution of the Navier–Stokes equation for the prediction of flows inside domains of arbitrary shaped bounds by the use of Cartesian grids with block-refinement in space is presented. In order to avoid the complexity of the body fitted numerical grid generation procedure, we use a saw tooth method for the curvilinear geometry approximation. By using block-nested refinement, we achieved the desired geometry Cartesian approximation in order to find an accurate solution of the N–S equations. The method is applied to incompressible laminar flows and is based on a cell-centred approximation. We present the numerical simulation of the flow field for two geometries, driven cavity and stenosed tubes. The utility of the algorithm is tested by comparing the convergence characteristics and accuracy to those of the standard single grid algorithm. The Cartesian block refinement algorithm can be used in any complex curvilinear geometry simulation, to accomplish a reduction in memory requirements and the computational time effort.     

Point estimation of simultaneous methods for solving polynomial equations: A survey (II)

The construction of computationally verifiable initial conditions which provide both the guaranteed and fast convergence of the numerical root-finding algorithm is one of the most important problems in solving nonlinear equations. Smale's “point estimation theory” from 1981 was a great advance in this topic; it treats convergence conditions and the domain of convergence in solving an equation f(z)=0$f(z)=0$ using only the information of f   at the initial point _z0$z_0$. The study of a general problem of the construction of initial conditions of practical interest providing guaranteed convergence is very difficult, even in the case of algebraic polynomials. In the light of Smale's point estimation theory, an efficient approach based on some results concerning localization of polynomial zeros and convergent sequences is applied in this paper to iterative methods for the simultaneous determination of simple zeros of polynomials. We state new, improved initial conditions which provide the guaranteed convergence of frequently used simultaneous methods for solving algebraic equations: Ehrlich–Aberth's method, Ehrlich–Aberth's method with Newton's correction, Börsch-Supan's method with Weierstrass’ correction and Halley-like (or Wang–Zheng) method. The introduced concept offers not only a clear insight into the convergence analysis of sequences generated by the considered methods, but also explicitly gives their order of convergence. The stated initial conditions are of significant practical importance since they are computationally verifiable; they depend only on the coefficients of a given polynomial, its degree n and initial approximations to polynomial zeros.     

Global polynomial approximation for Symm's equation on polygons

Summary. To solve 1D linear integral equations on bounded intervals with nonsmooth input functions and solutions, we have recently proposed a quite general procedure, that is essentially based on the introduction of a nonlinear smoothing change of variable into the integral equation and on the approximation of the transformed solution by global algebraic polynomials. In particular, the new procedure has been applied to weakly singular equations of the second kind and to solve the generalized air foil equation for an airfoil with a flap. In these cases we have obtained arbitrarily high orders of convergence through the solution of very-well conditioned linear systems. In this paper, to enlarge the domain of applicability of our technique, we show how the above procedure can be successfully used also to solve the classical Symm's equation on a piecewise smooth curve. The collocation method we propose, applied to the transformed equation and based on Chebyshev polynomials of the first kind, has shown to be stable and convergent. A comparison with some recent numerical methods using splines or trigonometric polynomials shows that our method is highly competitive. Received October 1, 1998 / Revised version received September 27, 1999 / Published online June 21, 2000