Development and applications of the Finite Point Method to compressible aerodynamics problems

This work deals with the development and application of the Finite Point Method (FPM) to compressible aerodynamics problems. The research focuses mainly on investigating the capabilities of the meshless technique to address practical problems, one of the most outstanding issues in meshless methods. The FPM spatial approximation is studied firstly, with emphasis on aspects of the methodology that can be improved to increase its robustness and accuracy. Suitable ranges for setting the relevant approximation parameters and the performance likely to be attained in practice are determined. An automatic procedure to adjust the approximation parameters is also proposed to simplify the application of the method, reducing problem- and user-dependence without affecting the flexibility of the meshless technique. The discretization of the flow equations is carried out following wellestablished approaches, but drawing on the meshless character of the methodology. In order to meet the requirements of practical applications, the procedures are designed and implemented placing emphasis on robustness and efficiency (a simplification of the basic FPM technique is proposed to this end). The flow solver is based on an upwind spatial discretization of the convective fluxes (using the approximate Riemann solver of Roe) and an explicit time integration scheme. Two additional artificial diffusion schemes are also proposed to suit those cases of study in which computational cost is a major concern. The performance of the flow solver is evaluated in order to determine the potential of the meshless approach. The accuracy, computational cost and parallel scalability of the method are studied in comparison with a conventional FEM-based technique. Finally, practical applications and extensions of the flow solution scheme are presented. The examples provided are intended not only to show the capabilities of the FPM, but also to exploit meshless advantages. Automatic hadaptive procedures, moving domain and fluid-structure interaction problems, as well as a preliminary approach to solve high-Reynolds viscous flows, are a sample of the topics explored. All in all, the results obtained are satisfactorily accurate and competitive in terms of computational cost (if compared with a similar mesh-based implementation). This indicates that meshless advantages can be exploited with efficiency and constitutes a good starting point towards more challenging applications.En este trabajo se aborda el desarrollo del Método de Puntos Finitos (MPF) y su aplicación a problemas de aerodinámica de flujos compresibles. El objetivo principal es investigar el potencial de la técnica sin malla para la solución de problemas prácticos, lo cual constituye una de las limitaciones más importantes de los métodos sin malla. En primer lugar se estudia la aproximación espacial en el MPF, haciendo hincapié en aquéllos aspectos que pueden ser mejorados para incrementar la robustez y exactitud de la metodología. Se determinan rangos adecuados para el ajuste de los parámetros de la aproximación y su comportamiento en situaciones prácticas. Se propone además un procedimiento de ajuste automático de estos parámetros a fin de simplificar la aplicación del método y reducir la dependencia de factores como el tipo de problema y la intervención del usuario, sin afectar la flexibilidad de la técnica sin malla. A continuación se aborda el esquema de solución de las ecuaciones del flujo. La discretización de las mismas se lleva a cabo siguiendo métodos estándar, pero aprovechando las características de la técnica sin malla. Con el objetivo de abordar problemas prácticos, se pone énfasis en la robustez y eficiencia de la implementación numérica (se propone además una simplificación del procedimiento de solución). El comportamiento del esquema se estudia en detalle para evaluar su potencial y se analiza su exactitud, coste computacional y escalabilidad, todo ello en comparación con un método convencional basado en Elementos Finitos. Finalmente se presentan distintas aplicaciones y extensiones de la metodología desarrollada. Los ejemplos numéricos pretenden demostrar las capacidades del método y también aprovechar las ventajas de la metodología sin malla en áreas en que la misma puede ser de especial interés. Los problemas tratados incluyen, entre otras características, el refinamiento automático de la discretización, la presencia de fronteras móviles e interacción fluido-estructura, como así también una aplicación preliminar a flujos compresibles de alto número de Reynolds. Los resultados obtenidos muestran una exactitud satisfactoria. Además, en comparación con una técnica similar basada en Elementos Finitos, demuestran ser competitivos en términos del coste computacional. Esto indica que las ventajas de la metodología sin malla pueden ser explotadas con eficiencia, lo cual constituye un buen punto de partida para el desarrollo de ulteriores aplicaciones.Postprint (published version

Mesh free methods for differential models in financial mathematics

Philosophiae Doctor - PhDMany problems in financial world are being modeled by means of differential equation. These problems are time dependent, highly nonlinear, stochastic and heavily depend on the previous history of time. A variety of financial products exists in the market, such as forwards, futures, swaps and options. Our main focus in this thesis is to use the numerical analysis tools to solve some option pricing problems. Depending upon the inter-relationship of the financial derivatives, the dimension of the associated problem increases drastically and hence conventional methods (for example, the finite difference methods or finite element methods) for solving them do not provide satisfactory results. To resolve this issue, we use a special class of numerical methods, namely, the mesh free methods. These methods are often better suited to cope with changes in the geometry of the domain of interest than classical discretization techniques. In this thesis, we apply these methods to solve problems that price standard and non-standard options. We then extend the proposed approach to solve Heston' volatility model. The methods in each of these cases are analyzed for stability and thorough comparative numerical results are provided.South Afric

Meshless Modeling of Flow Dispersion and Progressive Piping in Poroelastic Levees

Performance data on earth dams and levees continue to indicate that piping is one of the major causes of failure. Current criteria for prevention of piping in earth dams and levees have remained largely empirical. This paper aims at developing a mechanistic understanding of the conditions necessary to prevent piping and to enhance the likelihood of self-healing of cracks in levees subjected to hydrodynamic loading from astronomical and meteorological (including hurricane storm surge-induced) forces. Systematic experimental investigations are performed to evaluate erosion in finite-length cracks as a result of transient hydrodynamic loading. Here, a novel application of the localized collocation meshless method (LCMM) to the hydrodynamic and poroelastic problem is introduced to arrive at high-fidelity field solutions. Results from the LCMM numerical simulations are designed to be used as an input, along with the soil and erosion parameters obtained experimentally, to characterize progressive piping