Computational and numerical analysis of differential equations using spectral based collocation method.

Doctoral Degree. University of KwaZulu-Natal, Pietermaritzburg.In this thesis, we develop accurate and computationally efficient spectral collocation-based methods, both modified and new, and apply them to solve differential equations. Spectral collocation-based methods are the most commonly used methods for approximating smooth solutions of differential equations defined over simple geometries. Procedurally, these methods entail transforming the gov erning differential equation(s) into a system of linear algebraic equations that can be solved directly. Owing to the complexity of expanding the numerical algorithms to higher dimensions, as reported in the literature, researchers often transform their models to reduce the number of variables or narrow them down to problems with fewer dimensions. Such a process is accomplished by making a series of assumptions that limit the scope of the study. To address this deficiency, the present study explores the development of numerical algorithms for solving ordinary and partial differential equations defined over simple geometries. The solutions of the differential equations considered are approximated using interpolating polynomials that satisfy the given differential equation at se lected distinct collocation points preferably the Chebyshev-Gauss-Lobatto points. The size of the computational domain is particularly emphasized as it plays a key role in determining the number of grid points that are used; a feature that dictates the accuracy and the computational expense of the spectral method. To solve differential equations defined on large computational domains much effort is devoted to the development and application of new multidomain approaches, based on decomposing large spatial domain(s) into a sequence of overlapping subintervals and a large time interval into equal non-overlapping subintervals. The rigorous analysis of the numerical results con firms the superiority of these multiple domain techniques in terms of accuracy and computational efficiency over the single domain approach when applied to problems defined over large domains. The structure of the thesis indicates a smooth sequence of constructing spectral collocation method algorithms for problems across different dimensions. The process of switching between dimensions is explained by presenting the work in chronological order from a simple one-dimensional problem to more complex higher-dimensional problems. The preliminary chapter explores solutions of or dinary differential equations. Subsequent chapters then build on solutions to partial differential i equations in order of increasing computational complexity. The transition between intermediate dimensions is demonstrated and reinforced while highlighting the computational complexities in volved. Discussions of the numerical methods terminate with development and application of a new method namely; the trivariate spectral collocation method for solving two-dimensional initial boundary value problems. Finally, the new error bound theorems on polynomial interpolation are presented with rigorous proofs in each chapter to benchmark the adoption of the different numerical algorithms. The numerical results of the study confirm that incorporating domain decomposition techniques in spectral collocation methods work effectively for all dimensions, as we report highly accurate results obtained in a computationally efficient manner for problems defined on large do mains. The findings of this study thus lay a solid foundation to overcome major challenges that numerical analysts might encounter

A RBF partition of unity collocation method based on finite difference for initial-boundary value problems

Meshfree radial basis function (RBF) methods are popular tools used to numerically solve partial differential equations (PDEs). They take advantage of being flexible with respect to geometry, easy to implement in higher dimensions, and can also provide high order convergence. Since one of the main disadvantages of global RBF-based methods is generally the computational cost associated with the solution of large linear systems, in this paper we focus on a localizing RBF partition of unity method (RBF-PUM) based on a finite difference (FD) scheme. Specifically, we propose a new RBF-PUM-FD collocation method, which can successfully be applied to solve time-dependent PDEs. This approach allows to significantly decrease ill-conditioning of traditional RBF-based methods. Moreover, the RBF-PUM-FD scheme results in a sparse matrix system, reducing the computational effort but maintaining at the same time a high level of accuracy. Numerical experiments show performances of our collocation scheme on two benchmark problems, involving unsteady convection-diffusion and pseudo-parabolic equations

On multivariate overlapping grid spectral quasilinearization methods for problems in cavity flow.

Masters Degree. University of KwaZulu-Natal, Pietermaritzburg.We investigate fluid flow in cavities with different boundary conditions. Three cavity flow problems of varying complexity are investigated in this study. In the first problem, a flow filled with a porous medium, and with adiabatic and impermeable walls is considered. The left wall is heated. For the second problem, we investigate free convection in an enclosed square with porous medium and nanofluid. We assume that the side walls have a high fixed temperature and a lower fixed temperature for the horizontal walls. The third problem is more complex, and it involves investigating a square enclosure with porous medium, a top moving wall, and the side walls heated with a sinusoidally varying temperature. We analyze the effect of fluid parameters on the fluid flow characteristics such as the streamline distribution, isoconcentration, isotherms, local Nusselt number, skin friction, and the local Sherwood number. The flow equations are solved using two recent numerical techniques, namely the multivariate overlapping grid spectral quasilinearization method (MOGSQLM) and the multivariate spectral quasilinearization method (MSQLM). The MOGSQLM is an extension of the MSQLM with improved accuracy. Using the two methods we determine the solution, the residual solution errors and the computational time to achieve a converged solution. The MOGSQLM is found to be more accurate, and for this reason, only the MOGSQLM is used to numerically solve the third problem. The MOGSQLM was found to be the better method in terms of convergence, accuracy, and CPU time. The changes in the Rayleigh number alter the flow pattern from circular to elliptic with stronger circulation in the core region

Doctor of Philosophy

dissertationVolumetric parameterization is an emerging field in computer graphics, where volumetric representations that have a semi-regular tensor-product structure are desired in applications such as three-dimensional (3D) texture mapping and physically-based simulation. At the same time, volumetric parameterization is also needed in the Isogeometric Analysis (IA) paradigm, which uses the same parametric space for representing geometry, simulation attributes and solutions. One of the main advantages of the IA framework is that the user gets feedback directly as attributes of the NURBS model representation, which can represent geometry exactly, avoiding both the need to generate a finite element mesh and the need to reverse engineer the simulation results from the finite element mesh back into the model. Research in this area has largely been concerned with issues of the quality of the analysis and simulation results assuming the existence of a high quality volumetric NURBS model that is appropriate for simulation. However, there are currently no generally applicable approaches to generating such a model or visualizing the higher order smooth isosurfaces of the simulation attributes, either as a part of current Computer Aided Design or Reverse Engineering systems and methodologies. Furthermore, even though the mesh generation pipeline is circumvented in the concept of IA, the quality of the model still significantly influences the analysis result. This work presents a pipeline to create, analyze and visualize NURBS geometries. Based on the concept of analysis-aware modeling, this work focusses in particular on methodologies to decompose a volumetric domain into simpler pieces based on appropriate midstructures by respecting other relevant interior material attributes. The domain is decomposed such that a tensor-product style parameterization can be established on the subvolumes, where the parameterization matches along subvolume boundaries. The volumetric parameterization is optimized using gradient-based nonlinear optimization algorithms and datafitting methods are introduced to fit trivariate B-splines to the parameterized subvolumes with guaranteed order of accuracy. Then, a visualization method is proposed allowing to directly inspect isosurfaces of attributes, such as the results of analysis, embedded in the NURBS geometry. Finally, the various methodologies proposed in this work are demonstrated on complex representations arising in practice and research

ADVANCES IN SYSTEM RELIABILITY-BASED DESIGN AND PROGNOSTICS AND HEALTH MANAGEMENT (PHM) FOR SYSTEM RESILIENCE ANALYSIS AND DESIGN

Failures of engineered systems can lead to significant economic and societal losses. Despite tremendous efforts (e.g., $200 billion annually) denoted to reliability and maintenance, unexpected catastrophic failures still occurs. To minimize the losses, reliability of engineered systems must be ensured throughout their life-cycle amidst uncertain operational condition and manufacturing variability. In most engineered systems, the required system reliability level under adverse events is achieved by adding system redundancies and/or conducting system reliability-based design optimization (RBDO). However, a high level of system redundancy increases a system's life-cycle cost (LCC) and system RBDO cannot ensure the system reliability when unexpected loading/environmental conditions are applied and unexpected system failures are developed. In contrast, a new design paradigm, referred to as resilience-driven system design, can ensure highly reliable system designs under any loading/environmental conditions and system failures while considerably reducing systems' LCC. In order to facilitate the development of formal methodologies for this design paradigm, this research aims at advancing two essential and co-related research areas: Research Thrust 1 - system RBDO and Research Thrust 2 - system prognostics and health management (PHM). In Research Thrust 1, reliability analyses under uncertainty will be carried out in both component and system levels against critical failure mechanisms. In Research Thrust 2, highly accurate and robust PHM systems will be designed for engineered systems with a single or multiple time-scale(s). To demonstrate the effectiveness of the proposed system RBDO and PHM techniques, multiple engineering case studies will be presented and discussed. Following the development of Research Thrusts 1 and 2, Research Thrust 3 - resilience-driven system design will establish a theoretical basis and design framework of engineering resilience in a mathematical and statistical context, where engineering resilience will be formulated in terms of system reliability and restoration and the proposed design framework will be demonstrated with a simplified aircraft control actuator design problem

An isogeometric coupled boundary element method and finite element method for structural-acoustic analysis through loop subdivision surfaces

This present thesis proposes a novel approach for coupling finite element and boundary element formulations using a Loop subdivision surface discretisation to allow efficient acoustic scattering analysis over shell structures. The analysis of underwater structures has always been a challenge for engineers because it couples shell structural dynamics and acoustic scattering. In the present work, a finite element implementation of the Kirchhoff-Love formulation is used for shell structural dynamic analysis and the boundary element method is adopted to solve the Helmholtz equation for acoustic scattering analysis. The boundary element formulation is chosen as it can handle infinite domains without volumetric meshes. In the conventional engineering workflow, generating meshes of complex geometries to represent the underwater structures, e.g. submarines or torpedoes, is very time consuming and costly even if it is only a data conversion process. Isogeometric analysis (IGA) is a recently developed concept which aims to integrate computer aided design (CAD) and numerical analysis by using the same geometry model. Non-uniform rational B-splines~(NURBS), the most commonly used CAD technique, were considered in early IGA developments. However, NURBS have limitations when used in analysis because of their tensor-product nature. Subdivision surfaces discretisation is an alternative to overcome NURBS limitation. The new method adopts a triangular Loop subdivision surface discretisation for both geometry and analysis. The high order subdivision basis functions have $C^1$ continuity, which satisfies the requirements of the Kirchhoff-Love formulation and are highly efficient for the acoustic field computations. The control meshes for the shell analysis and the acoustic analysis have the same resolution, which provides a fully integrated isogeometric approach for coupled structural-acoustic analysis of shells. The method is verified by the example of an acoustic plane wave which scatters over an elastic spherical shell. The ability of the presented method to handle complex geometries is also demonstrated

A numerical study of entropy generation in nanofluid flow in different flow geometries.

This thesis is concerned with the mathematical modelling and numerical solution of equations for boundary layer flows in different geometries with convective and slip boundary conditions. We investigate entropy generation, heat and mass transport mechanisms in non-Newtonian fluids by determining the influence of important physical and chemical parameters on nanofluid flows in various flow geometries, namely, an Oldroyd-B nanofluid flow past a Riga plate; the combined thermal radiation and magnetic field effects on entropy generation in unsteady fluid flow in an inclined cylinder; the impact of irreversibility ratio and entropy generation on a three-dimensional Oldroyd-B fluid flow along a bidirectional stretching surface; entropy generation in a double-diffusive convective nanofluid flow in the stagnation region of a spinning sphere with viscous dissipation and a study of the fluid velocity, heat and mass transfer in an unsteady nanofluid flow past parallel porous plates. We assumed that the nanofluids are electrically conducting and that the velocity slip and shear stress at the boundary have a linear relationship. We also consider different boundary conditions for all the flow models. The study further analyzes and quantifies the influence of each source of irreversibility on the overall entropy generation. The transport equations are solved using two recent numerical methods, the overlapping grid spectral collocation method and the bivariate spectral quasilinearization method, first to determine which of these methods is the most accurate, and secondly to authenticate the numerical accuracy of the results. Further, we determine the skin friction coefficient and the changes in the heat and mass transfer coefficients with various system parameters. The results show, inter alia that reducing the heat transfer coefficient, the particle Brownian motion parameter, chemical reaction parameter, Brinkman number, thermophoresis parameter and the Hartman number all lead individually to a reduction in entropy generation. The overlapping grid spectral collocation method gives better computational accuracy and converge faster than the bivariate spectral quasilinearization method. The fluid flow problems have engineering and industrial applications, particularly in the design of cooling systems and in aerodynamics

Overlapping grid spectral collocation methods for nonlinear differential equations modelling fluid flow problems.

Doctoral Degree. University of KwaZulu-Natal, Durban.The focus of this thesis is on computational grid-manipulation to enhance the accuracy, convergence and computational efficiency of spectral collocation methods for the solution of differential equations in fluid mechanics. The need to develop highly accurate, convergent and computationally efficient numerical techniques for solving nonlinear problems is an ever-recurring theme in numerical mathematics. Spectral methods have been shown in the literature to be more accurate and efficient than some common numerical methods, such as finite difference methods. However, their accuracy deteriorates as the computational domain increases and when the number of grid points reaches a certain critical value. The spectral collocation algorithm produces dense matrix equations, for which there is no known efficient solution method. These deficiencies necessitate the development of spectral techniques that produce less dense matrix equations using fewer grid points. This thesis presents a new improvement in spectral collocation methods with particular application to nonlinear differential equations that model problems arising in fluid mechanics. The improvement described in this thesis requires the use of overlapping grids when descritizing the solution domain for Chebyshev spectral collocation method. The thesis is presented in two related subdivisions. In Part A, the overlapping grid approach is used only in space variable when solving nonlinear ordinary and partial differential equations. Subsequently, the overlapping grid approach is used in both the space and time variables in the solution of partial differential equations. This thesis is also devoted to analysing solutions of fluid flow models through various practical geometries with particular interest in non-Newtonian fluid flows. The physics of these fluid flows is studied through parametric studies on the effects of diverse thermophysical parameters on the fluid properties, changes in shear stresses, and heat and mass transport. Key findings, are inter alia, that the overlapping multi-domain spectral techniques are computationally efficient, produce stable and accurate results using a small number of grid points in each subinterval and in the entire computational domain. Using the overlapping grids yields less dense coefficient matrices that invert easily. Changes in thermophysical parameters has significant consequences for the fluid properties, and heat and mass transfer processes

Eine gitterfreie Raum-Zeit-Kollokationsmethode für gekoppelte Probleme auf Gebieten mit komplizierten Rändern

In der vorliegenden Arbeit wird eine neuartige gitterfreie Raum-Zeit-Kollokationsmethode (engl. STMCM) zur Lösung von Systemen partieller und gewöhnlicher Differentialgleichungen durch eine konsistente Diskretisierung in Raum und Zeit als Alternative zu den etablierten netzbasierten Verfahren vorgeschlagen. Die STMCM gehört zur Klasse der tatsächlich gitterfreien Methoden, die nur mit Punktwolken ohne a priori Netzkonnektivität arbeiten und kein Diskretisierungsnetz benötigen. Das Verfahren basiert auf der Interpolating Moving Least Squares Methode, die eine vereinfachte Erfüllung der Randbedingungen durch die von den Kernfunktionen erfüllte Kronecker-Delta-Eigenschaft ermöglicht, was beim größten Teil anderer netzfreier Verfahren nicht der Fall ist. Ein Regularisierungsverfahren zur Bewältigung des beim Aufbau der Kernfunktionen auftretenden Singularitätsproblems, sowie zur Berechnung aller benötigten Ableitungen der Kernfunktionen wird dargelegt. Ziel ist es dabei, eine Methode zu entwickeln, die die Einfachheit der Verfahren zur Lösung partieller Differentialgleichungen in starker Form mit den Vorteilen der gitterfreien Verfahren, insbesondere mit Blick auf gekoppelte Probleme des Ingenieurwesens mit sich bewegenden Grenzflächen, verknüpft. Die vorgeschlagene Methode wird zunächst zur Lösung linearer und nichtlinearer partieller sowie gewöhnlicher Differentialgleichungen angewendet. Dabei werden deren Konvergenz- und Genauigkeitseigenschaften untersucht. Die implizite Rekonstruktion der Gebiete mit komplizierten Rändern als Abbildungsstrategie zur Punktwolken-Streuung wird durch die Interpolation von Punktwolkendaten in zwei und drei Raumdimensionen demonstriert. Anhand der Modelle zur Simulation von Biofilm- und Tumor-Wachstumsprozessen werden Anwendungsbeispiele aus dem Bereich der Umweltwissenschaften und der Medizintechnik dargestellt.In this thesis an innovative Space-Time Meshfree Collocation Method (STMCM) for solving systems of nonlinear ordinary and partial differential equations by a consistent discretization in both space and time is proposed as an alternative to established mesh-based methods. The STMCM belongs to the class of truly meshfree methods, i.e. the methods which do not have any underlying mesh, but work on a set of nodes only without an a priori node-to-node connectivity. The STMCM is constructed using the Interpolating Moving Least Squares technique, allowing a simplified implementation of boundary conditions due to fulfilment of the Kronecker delta property by the kernel functions, which is not the case for the major part of other meshfree methods. A regularization technique to overcome the singularity-by-construction problem and compute all necessary derivatives of the kernel functions is presented. The goal is to design a method that combines the simplicity and straightforwardness of the strong-form computational techniques with the advantages of meshfree methods over the classical ones, especially for coupled engineering problems involving moving interfaces. The proposed STMCM is applied to linear and nonlinear partial and ordinary differential equations of different types and its accuracy and convergence properties are studied. The power of the technique is demonstrated by implicit reconstruction of domains with complex boundaries via interpolation of point cloud data in two and three space dimensions as a `mapping' strategy for distribution of computational points within such domains. Applications from the fields of environmental and medical engineering are presented by means of a mathematical model for simulating a biofilm growth and a nonlinear model of tumour growth processes

Multivariate Splines and Algebraic Geometry

Multivariate splines are effective tools in numerical analysis and approximation theory. Despite an extensive literature on the subject, there remain open questions in finding their dimension, constructing local bases, and determining their approximation power. Much of what is currently known was developed by numerical analysts, using classical methods, in particular the so-called Bernstein-B´ezier techniques. Due to their many interesting structural properties, splines have become of keen interest to researchers in commutative and homological algebra and algebraic geometry. Unfortunately, these communities have not collaborated much. The purpose of the half-size workshop is to intensify the interaction between the different groups by bringing them together. This could lead to essential breakthroughs on several of the above problems