Syntactic forcing models for coherent logic

We present three syntactic forcing models for coherent logic. These are based on sites whose underlying category only depends on the signature of the coherent theory, and they do not presuppose that the logic has equality. As an application we give a coherent theory $T$ and a sentence $\psi$ which is $T$-redundant (for any geometric implication $?$, possibly with equality, if $T+\psi ??$, then $T??$), yet false in the generic model of $T$. This answers in the negative a question by Wraith.     

Continuous source in tidal flow: A numerical study of the transport equation

A detailed comparative numerical study of a continuous source discharging in a tidal flow has been performed. The advective term in the one-dimensional transport equation consists of a constant freshwater velocity and an isotropic oscillating component. Various finite element solutions are investigated. Compared to the analytical solution of the dynamic steady state concentration, the numerical results for typical estuarine conditions clearly indicate the superiority of the collocation method with Hermite basis functions. An extended Fourier series analysis that accounts for the source condition is developed to explain the numerical behaviour of the different schemes.     

On the forcing relation for surface homeomorphisms

Publications mathématiques de l'IHÉS -     

Pressure and flow in two dimensional numerical bifurcation models

The finite element method has been used to solve the Navier-Strokes equations for steady flow conditions in bifurcations. The results are presented as pressure, velocity and streamline plots at different Reynolds number. The three bifurcations considered have rigid walls and bifurcation angles of 0°, 20° and 180°. For the bifurcation with branch angles 0° and 20° there is flow separation along the inner wall of the outlet branches and large spatial pressure variations, these phenomena being more pronounced at the higher Reynolds numbers. For the bifurcation with a branch angle of 180° the high pressure gradients occured at the outer corner and for the high Reynolds number a vortex formation developed downstream of this corner.     

Meshless method for shallow water equations with free surface flow

Solving problems with free surface often encounters numerical difficulties related to excessive mesh distortion as is the case of dambreak or breaking waves. In this paper the Natural element method (NEM) is used to simulate a 2D shallow water flows in the presence of theses strong gradients. This particle-based method used a fully Lagrangian formulation based on the notion of natural neighbors. In the present study we consider the full non-linear set of Shallow Water Equations, with a transient flow under the Coriolis effect. For the numerical treatment of the nonlinear terms we used a Lagrangian technique based on the method of characteristics. This will allow avoiding divergence of Newton-Raphson scheme, when dealing with the convective terms. We also define a thin area close to the boundaries and a computational domain dedicated for nodal enrichment at each time step. Two numerical test cases were performed to verify the well-founded hopes for the future of this method in real applications.     

Flow models and numerical schemes for single/two-phase transient flow in one dimension

In the two-phase flow field, a traditional mathematical model for simulating the transition of severe slugging flow presents a challenge when liquid slugs completely block pipelines. Accordingly, an advanced and practical slug model that is derived from a mixture model associated with a slip closure is essential to solving the problem in cooperation with the two-fluid model. The model can offset numerical instability that arises from the discontinuous function of the friction factor across the transition from one flow pattern to the other. Two numerical schemes, the non-iterative and the iterative, are developed, and the proposed schemes can stably predict the transient problems under the Courant–Friedrichs–Lewy (CFL) condition for semi-implicit/implicit schemes. In the present work, pressure transients produced by a complex phenomenon, named water hammer effect, are captured using the single-phase flow model in one-dimension to verify the applicability of the numerical schemes and the friction factor model. At last, the analysis of the two-phase transient flow in a pipeline-riser system indicates that the significant advantage of the present schemes is the robustness that the numerical prediction of the severe slugging behaviour is accurate and stable.     

Operator splitting for the numerical solution of free surface flow at low capillary numbers

Free surface flows are pervasive in engineering and biomedical applications. In many interesting cases—particularly when small length scales are involved—surface forces (capillarity) dominate the flow dynamics. In these cases, computing the flow together with the shape of the surfaces, requires specialized solution techniques. This article investigates the capabilities of an operator splitting/finite elements method at handling accurately incompressible viscous flow with free surfaces at low capillary numbers. The test case of flow in the downstream section of a slot coater is used for three reasons: (1) it is an established benchmark; (2) it represents an idealized, yet industrially relevant flow; (3) high-fidelity results obtained with monolithic algorithms are available in literature. The flow and free surface shape attained with the new operator splitting scheme agree very satisfactorily with the results obtained with monolithic solvers. Because of its inherent computational simplicity, the new operator splitting scheme is attractive for large-scale simulations, three-dimensional flows, and flows of complex fluids.     

Identification of ground water flow patterns using particle models

Particle models are often used to simulate transport processes in ground water. The ground water flow pattern is one of the driving parameters of the transport model. In this paper a parameter identification algorithm is developed for particle type models to identify the underlying flow pattern from concentration measurements. The estimation problem is solved with a gradient based algorithm. For each generated particle track, the adjoint track is determined to efficiently compute gradient of the criterion.     

Adaptive stochastic numerical scheme in parallel random walk models for transport problems in shallow water

This paper deals with the simulation of transport of pollutants in shallow water using random walk models and develops several computation techniques to speed up the numerical integration of the stochastic differential equations (SDEs). This is achieved by using both random time stepping and parallel processing.We start by considering a basic stochastic Euler scheme for integration of the diffusion and drift terms of the SDEs, with a strong order 1 in the strong sense. The errors due to this scheme depend on the location of the pollutant; it is dominated by the diffusion term near boundaries, and by the deterministic drift further away from the boundaries. Using a pair of integration schemes, one of strong order 1.5 near the boundary and one of strong order 2.0 elsewhere, we can estimate the error and approximate an optimal step size for a given error tolerance. The resulting algorithm is developed such that it allows for complete flexibility of the step size, while guaranteeing the correct Brownian behaviour.Modelling pollutants by non-interacting particles enables the use of parallel processing in the simulation. We take advantage of this by implementing the algorithm using the MPI library. The inherent asynchronic nature of the particle simulation, in addition to the parallel processing, makes it difficult to get a coherent picture of the results at any given points. However, by inserting internal synchronisation points in the temporal discretisation, the code allows pollution snapshots and particle counts to be made at times specified by the user.     

Neumann boundary value problem for general curvature flow with forcing term

Geometriae Dedicata - We consider the evolution of a strictly convex hypersurface by a class of general curvature. We prove that given some Neumann boundary condition, the flow exists for all time...     

Soil water redistribution and extraction flow models: Conservation laws

We determine all the nontrivial conservation laws for soil water redistribution and extraction flow equations which are modelled by a class of (2+1) nonlinear evolution partial differential equations with three arbitrary elements. It is shown that for arbitrary elements in the model equation there exist trivial conservation laws. We point out that nontrivial conservation laws exist for certain classes of equations which admit point symmetries.     

Potential flow simulations of Peregrine-type deep water surface gravity wave packets

Applying a higher order spectral method for potential flow we numerically determine the time evolution of non-linear deep water wave packets originating from initial conditions derived from the Peregrine breather solution of the non-linear Schrödinger equation (NLS). The spatio-temporal evolution of the wave packets qualitatively agrees well with what would be expected from lowest order weakly nonlinear estimates (NLS). Some quantitative discrepancies do, however, exist: The maximum wave envelope amplification appears retarded with respect to the NLS predictions. The amplification factor slightly exceeds the factor known from the NLS solution. (© 2015 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A comparison of numerical models for one-dimensional Stefan problems

In this paper, we present a critical comparison of the suitability of several numerical methods, level set, moving grid and phase field model, to address two well-known Stefan problems in phase transformation studies: melting of a pure phase and diffusional solid-state phase transformations in a binary system. Similarity solutions are applied to verify the numerical results. The comparison shows that the type of phase transformation considered determines the convenience of the numerical techniques. Finally, it is shown both numerically and analytically that the solid-solid phase transformation is a limiting case of the solid–liquid transformation.     

Coupling strategies for the numerical simulation of blood flow in deformable arteries by 3D and 1D models

The fluid structure interaction mechanism in vascular dynamics can be described by either 3D or 1D models, depending on the level of detail of the flow and pressure patterns needed for analysis. A successful strategy that has been proposed in the past years is the so-called geometrical multiscale approach, which consists of coupling both 3D and 1D models so as to use the former only in those regions where details of the fluid flow are needed and describe the remaining part of the vascular network by the simplified 1D model.In this paper we review recently proposed strategies to couple the 3D and 1D models, and within the 3D model, to couple the fluid and structure sub-problems. The 3D/1D coupling strategy relies on the imposition of the continuity of flow rate and total normal stress at the interface. On the other hand, the fluid–structure coupling strategy employs Robin transmission conditions. We present some numerical results and show the effectiveness of the new approaches.     

Cash flow models for pricing mortgages

A number of recent trends have led academics and practitionersto question the separation in theory, practice and regulationbetween the insurance and banking industries. These trends haveincluded corporate integration and the creation of financialconglomerates, the creation of products such as credit derivativesand credit insurance, which involve underwriting similar risksin both banks and non-banks, and the recent development of morestandardized accounting practices. Until recently, the methodologiesfor pricing insurance and banking products were quite separate.This paper presents an approach to pricing mortgages that iscommonly used for pricing insurance products. Pricing the twoshould not be radically different, since the fundamental financialcharacteristics of the products offered are similar. The modelexplicitly identifies different elements of the cash flows tothe providers of equity capital and prices the loan to achievean appropriate risk-adjusted rate of return on equity capital.Expenses, size of loan, term of loan and special ‘features’(such as cash backs) can be as, or more, important than defaultrisk when pricing mortgages. Methodologies similar to the oneproposed are now used in the banking sector for analysing theprofitability of a new product prior to launch. However, creditscoring techniques would still generally be used in taking lendingdecisions in individual cases.     

A numerical procedure for viscous free surface flows

We present a numerical procedure for two-dimensional unsteady viscous free surface flow problems with surface tension. The procedure is based on a finite difference approach to a primitive variable formulation; a coordinate transformation is used to transform the irregularly shaped flow domain onto a fixed rectangular domain. The procedure is tested on a standing wave problem and a cavity flow problem with a free surface. Satisfactory numerical solutions are obtained for both problems for Reynolds numbers up to 200.     

Crank-Nicolson method for the numerical solution of models of excitability

We analyze a Crank-Nicolson scheme for a family of nonlinear parabolic partial differential equations. These equations cover a wide class of models of excitability, in particular the Hodgkin Huxley equations. To do the analysis, we have in mind the general discretization framework introduced by López-Marcos and Sanz-Serna [in Numerical Treatment of Differential Equations, K. Strehemel, Ed., Teubner-Texte zur Mathematik, Leipzig, 1988, p. 216]. We study consistency, stability and convergence properties of the scheme. We use a technique of modified functions, introduced by Strang [Numer. Math. 6 , 37 (1964)], in the study of consistency. Stability is derived by means of the energy method. Finally we obtain existence and convergence of numerical approximations by means of a result due to Stetter (Analysis of Discretization Methods for Ordinary Differential Equations. Springer-Verlag, Berlin, 1973). We show that the method has optimal order of accuracy in the discrete H¹ norm. © 1994 John Wiley & Sons, Inc.     

A second order numerical method for solving advection-diffusion models

The space–time conservation element and solution element (CE-SE) scheme is a method that improves the well-established methods, like finite differences or finite elements: the integral form of the problem exploits the physical properties of conservation of flow, unlike the differential form. Also, this explicit scheme evaluates the variable and its derivative simultaneously in each knot of the partitioned domain. The CE-SE method can be used for solving the advection-diffusion equation.In this paper, a new numerical method for solving the advection-diffusion equation, based in the CE-SE method is developed. This method increases the spatial precision and it is validated with an analytical solution.