An Arnoldi-frontal approach for the stability analysis of flows in a collapsible channel

In this paper, we present a new approach based on a combination of the Arnoldi and frontal methods for solving large sparse asymmetric and generalized complex eigenvalue problems. The new eigensolver seeks the most unstable eigensolution in the Krylov subspace and makes use of the efficiency of the frontal solver developed for the finite element methods. The approach is used for a stability analysis of flows in a collapsible channel and is found to significantly improve the computational efficiency compared to the traditionally used QZ solver or a standard Arnoldi method. With the new approach, we are able to validate the previous results obtained either on a much coarser mesh or estimated from unsteady simulations. New neutral stability solutions of the system have been obtained which are beyond the limits of previously used methods

A Framework for Robust Assessment of Power Grid Stability and Resiliency

Security assessment of large-scale, strongly nonlinear power grids containing thousands to millions of interacting components is a computationally expensive task. Targeting at reducing the computational cost, this paper introduces a framework for constructing a robust assessment toolbox that can provide mathematically rigorous certificates for the grids' stability in the presence of variations in power injections, and for the grids' ability to withstand a bunch sources of faults. By this toolbox we can "off-line" screen a wide range of contingencies or power injection profiles, without reassessing the system stability on a regular basis. In particular, we formulate and solve two novel robust stability and resiliency assessment problems of power grids subject to the uncertainty in equilibrium points and uncertainty in fault-on dynamics. Furthermore, we bring in the quadratic Lyapunov functions approach to transient stability assessment, offering real-time construction of stability/resiliency certificates and real-time stability assessment. The effectiveness of the proposed techniques is numerically illustrated on a number of IEEE test cases

The proper generalized decomposition for the simulation of delamination using cohesive zone model

The use of cohesive zone models is an efficient way to treat the damage, especially when the crack path is known a priori. This is the case in the modeling of delamination in composite laminates. However, the simulations using cohesive zone models are expensive in a computational point of view. When using implicit time integration scheme or when solving static problems, the non-linearity related to the cohesive model requires many iterations before reaching convergence. In explicit approaches, the time step stability condition also requires an important number of iterations. In this article, a new approach based on a separated representation of the solution is proposed. The Proper Generalized Decomposition is used to build the solution. This technique, coupled with a cohesive zone model, allows a significant reduction of the computational cost. The results approximated with the PGD are very close to the ones obtained using the classical finite element approach

Global Solutions of Shock Reflection by Large-Angle Wedges for Potential Flow

When a plane shock hits a wedge head on, it experiences a reflection-diffraction process and then a self-similar reflected shock moves outward as the original shock moves forward in time. Experimental, computational, and asymptotic analysis has shown that various patterns of shock reflection may occur, including regular and Mach reflection. However, most of the fundamental issues for shock reflection have not been understood, including the global structure, stability, and transition of the different patterns of shock reflection. Therefore, it is essential to establish the global existence and structural stability of solutions of shock reflection in order to understand fully the phenomena of shock reflection. On the other hand, there has been no rigorous mathematical result on the global existence and structural stability of shock reflection, including the case of potential flow which is widely used in aerodynamics. Such problems involve several challenging difficulties in the analysis of nonlinear partial differential equations such as mixed equations of elliptic-hyperbolic type, free boundary problems, and corner singularity where an elliptic degenerate curve meets a free boundary. In this paper we develop a rigorous mathematical approach to overcome these difficulties involved and establish a global theory of existence and stability for shock reflection by large-angle wedges for potential flow. The techniques and ideas developed here will be useful for other nonlinear problems involving similar difficulties.Comment: 108 page

High-order compact schemes for parabolic problems with mixed derivatives in multiple space dimensions

We present a high-order compact finite difference approach for a rather general class of parabolic partial differential equations with time and space dependent coefficients as well as with mixed second-order derivative terms in n spatial dimensions. Problems of this type arise frequently in computational fluid dynamics and computational finance. We derive general conditions on the coefficients which allow us to obtain a high-order compact scheme which is fourth-order accurate in space and second-order accurate in time. Moreover, we perform a thorough von Neumann stability analysis of the Cauchy problem in two and three spatial dimensions for vanishing mixed derivative terms, and also give partial results for the general case. The results suggest unconditional stability of the scheme. As an application example we consider the pricing of European Power Put Options in the multidimensional Black-Scholes model for two and three underlying assets. Due to the low regularity of typical initial conditions we employ the smoothing operators of Kreiss et al. to ensure high-order convergence of the approximations of the smoothed problem to the true solution