Dynamics of liquid membranes. II: Adaptive finite difference methods

Two domain-adaptive finite difference methods are presented and applied to study the dynamic response of incompressible, inviscid, axisymmetric liquid membranes subject to imposed sinusoidal pressure oscillations. Both finite difference methods map the time-dependent physical domain whose downstream boundary is unknown onto a fixed computational domain. The location of the unknown time-dependent downstream boundary of the physical domain is determined from the continuity equation and results in an integrodifferential equation which is non-linearly coupled with the partial differential equations which govern the conservation of mass and linear momentum and the radius of the liquid membrane. One of the finite difference methods solves the non-conservative form of the governing equations by means of a block implicit iterative method. This method possesses the property that the Jacobian matrix of the convection fluxes has an eigenvalue of algebraic multiplicity equal to four and of geometric multiplicity equal to one. The second finite difference procedure also uses a block implicit iterative method, but the governing equations are written in conservation law form and contain an axial velocity which is the difference between the physical axial velocity and the grid speed. It is shown that these methods yield almost identical results and are more accurate than the non-adaptive techniques presented in Part I. It is also shown that the actual value of the pressure coefficient determined from linear analyses can be exceeded without affecting the stability and convergence of liquid membranes if the liquid membranes are subjected to sinusoidal pressure variations of sufficiently high frequencies.     

Optimized analysis of the critical behavior in polymer mixtures from Monte Carlo simulations

A complete outline is given for how to determine the critical properties of polymer mixtures with extrapolation methods similar to the Ferrenberg-Swendsen techniques recently devised for spin systems. By measuring not only averages but the whole distribution of the quantities of interest, it is possible to extrapolate the data obtained in only a few simulations nearT _c over the entire critical region, thereby saving at least 90% of the computer time normally needed to locate susceptibility peaks or cumulant intersections and still getting more precise results. A complete picture of the critical properties of polymer mixtures in the thermodynamic limit is then obtained with finite-size scaling functions. Since the amount of information extracted from a simulation in this way is drastically increased as compared to conventional methods, the investigation of mixtures with long chains or built-in asymmetries is now possible. As an example, the critical points, exponents, and amplitudes of dense, symmetric polymer mixtures with chain lengths ranging fromN=16 up toN=256 are determined within the framework of the 3D bond fluctuation model using grand canonical simulation techniques. As an example for an asymmetry, the generalization of the method to asymmetric monomer potentials is briefly discussed.     

A Particle-Mesh Method for the Shallow Water Equations Near Geostrophic Balance

In this paper we outline a new particle-mesh method for rapidly rotating shallow water flows based on a set of regularized equations of motion. The time-stepping method uses an operator splitting of the equations into an Eulerian gravity wave part and a Lagrangian advection part. An essential ingredient is the advection of absolute vorticity by means of translated radial basis functions. We show that this implies exact conservation of enstrophy. The method is tested on two model problems based on the qualitative features of the solutions obtained (i.e., dispersion or smoothness of potential vorticity contours) as well as on the increase in mean divergence level.     

Numerical treatment of an asset price model with non-stochastic uncertainty

In contrast to stochastic differential equation models used for the calculation of the term structure of interest rates, we develop an approach based on linear dynamical systems under non-stochastic uncertainty with perturbations. The uncertainty is described in terms of known feasible sets of varying parameters. Observations are used in order to estimate these parameters by minimizing the maximum of the absolute value of measurement errors, which leads to a linear or nonlinear semi-infinite programming problem. A regularized logarithmic barrier method for solving (ill-posed) convex semi-infinite programming problems is suggested. In this method a multi-step proximal regularization is coupled with an adaptive discretization strategy in the framework of an interior point approach. A special deleting rule permits one to use only a part of the constraints of the discretized problems. Convergence of the method and its stability with respect to data perturbations in the cone of convexC ¹-functions are studied. On the basis of the solutions of the semi-infinite programming problems a technical trading system for future contracts of the German DAX is suggested and developed. Supported by the Stiftung Rheinland/Pfalz für Innovation, No. 8312-386261/307.     

The Photochemical Synthesis of Fine Chemicals with Sunlight

The light of the sun can be used directly for changing chemical structures photochemically. Any industrial application must conform to the limitations imposed by the spectral distribution of the photons from the sun, the interruptions to the radiation due to the day/night rhythm, and the weather. In this review, we describe the photochemical potential of the sun, give a fundamental treatment of the concept of photoreactors driven by sunlight (abbreviated to solar photoreactors), and give an account of the realization of this concept in the first pilot plant on the “Plataforma Solar de Almeria” in southern Spain and in other activities in this field. Based on experimental data from photochemical investigations on the pilot plant scale, possibilities, limitations, and the potential growth of solar photochemistry are described. Solar photochemistry, in our opinion, is a technique which could make a contribution to the chemistry of the future because of its photochemical synthesis potential, the avoidance of waste products, and the direct utilization of the sun, not only as a primary energy source, but also as a reaction partner.     

A note on stability of the Douglas splitting method

In this note some stability results are derived for the Douglas splitting method. The relevance of the theoretical results is tested for an advection-reaction equation.

     

Differential–algebraic equations in multibody system modeling

Numerical methods for the efficient integration of both stiff and nonstiff equations of motion of multibody systems having the form of differential-algebraic equations (DAE) of index 3 are discussed. Linear multi-step ABM and BDF methods are considered for the non-iterational integration of nonstiff DAE. The Park method is proposed for integration of stiff equations. This revised version was published online in June 2006 with corrections to the Cover Date.     

On superlinear convergence of quasi-Newton methods for nonsmooth equations

We show that strong differentiability at solutions is not necessary for superlinear convergence of quasi-Newton methods for solving nonsmooth equations. We improve the superlinear convergence result of Ip and Kyparisis for general quasi-Newton methods as well as the Broyden method. For a special example, the Newton method is divergent but the Broyden method is superlinearly convergent.     

An algorithm for the computation of consistent initial values for differential–algebraic equations

We use boundary value methods to compute consistent initial values for fully implicit nonlinear differential-algebraic equations. The obtained algorithm uses variable order formulae and a deferred correction technique to evaluate the error. A rigorous theory is stated for nonlinear index 1, 2 and 3 DAEs of Hessenberg form. Numerical tests on classical index 1, 2 and 3 DAE problems are reported. This revised version was published online in June 2006 with corrections to the Cover Date.     

Inexact Newton methods for the nonlinear complementarity problem

An exact Newton method for solving a nonlinear complementarity problem consists of solving a sequence of linear complementarity subproblems. For problems of large size, solving the subproblems exactly can be very expensive. In this paper we study inexact Newton methods for solving the nonlinear, complementarity problem. In such an inexact method, the subproblems are solved only up to a certain degree of accuracy. The necessary accuracies that are needed to preserve the nice features of the exact Newton method are established and analyzed. We also discuss some extensions as well as an application. This research was based on work supported by the National Science Foundation under grant ECS-8407240.