Multigrid waveform relaxation for the time-fractional heat equation

In this work, we propose an efficient and robust multigrid method for solving the time-fractional heat equation. Due to the nonlocal property of fractional differential operators, numerical methods usually generate systems of equations for which the coefficient matrix is dense. Therefore, the design of efficient solvers for the numerical simulation of these problems is a difficult task. We develop a parallel-in-time multigrid algorithm based on the waveform relaxation approach, whose application to time-fractional problems seems very natural due to the fact that the fractional derivative at each spatial point depends on the values of the function at this point at all earlier times. Exploiting the Toeplitz-like structure of the coefficient matrix, the proposed multigrid waveform relaxation method has a computational cost of $O(N M \log(M))$ operations, where $M$ is the number of time steps and $N$ is the number of spatial grid points. A semi-algebraic mode analysis is also developed to theoretically confirm the good results obtained. Several numerical experiments, including examples with non-smooth solutions and a nonlinear problem with applications in porous media, are presented

On 3-D inelastic analysis methods for hot section components (base program)

A 3-D Inelastic Analysis Method program is described. This program consists of a series of new computer codes embodying a progression of mathematical models (mechanics of materials, special finite element, boundary element) for streamlined analysis of: (1) combustor liners, (2) turbine blades, and (3) turbine vanes. These models address the effects of high temperatures and thermal/mechanical loadings on the local (stress/strain)and global (dynamics, buckling) structural behavior of the three selected components. Three computer codes, referred to as MOMM (Mechanics of Materials Model), MHOST (Marc-Hot Section Technology), and BEST (Boundary Element Stress Technology), have been developed and are briefly described in this report

A single-domain spectral method for black hole puncture data

We calculate puncture initial data corresponding to both single and binary black hole solutions of the constraint equations by means of a pseudo-spectral method applied in a single spatial domain. Introducing appropriate coordinates, these methods exhibit rapid convergence of the conformal factor and lead to highly accurate solutions. As an application we investigate small mass ratios of binary black holes and compare these with the corresponding test mass limit that we obtain through a semi-analytical limiting procedure. In particular, we compare the binding energy of puncture data in this limit with that of a test particle in the Schwarzschild spacetime and find that it deviates by 50% from the Schwarzschild result at the innermost stable circular orbit of Schwarzschild, if the ADM mass at each puncture is used to define the local black hole masses.Comment: 13 pages, 6 figures; published version with one important change, see Fig. 4 and the corresponding changes to the tex

Diagonally Implicit Runge-Kutta Methods for Ordinary Differential Equations. A Review

A review of diagonally implicit Runge-Kutta (DIRK) methods applied to rst-order ordinary di erential equations (ODEs) is undertaken. The goal of this review is to summarize the characteristics, assess the potential, and then design several nearly optimal, general purpose, DIRK-type methods. Over 20 important aspects of DIRKtype methods are reviewed. A design study is then conducted on DIRK-type methods having from two to seven implicit stages. From this, 15 schemes are selected for general purpose application. Testing of the 15 chosen methods is done on three singular perturbation problems. Based on the review of method characteristics, these methods focus on having a stage order of two, sti accuracy, L-stability, high quality embedded and dense-output methods, small magnitudes of the algebraic stability matrix eigenvalues, small values of aii, and small or vanishing values of the internal stability function for large eigenvalues of the Jacobian. Among the 15 new methods, ESDIRK4(3)6L[2]SA is recommended as a good default method for solving sti problems at moderate error tolerances

Regularized maxwell equations and nodal finite elements for electromagnetic field computations in frequency domain

In this work we present an alternative approach to the usual finite element formulation based on edge elements and double-curl Maxwell equations. This alternative approach is based on nodal elements and regularized Maxwell equations. The advantages are that, without adding extra unknowns (such as Lagrange multipliers), it provides spurious-free solutions and well-conditioned matrices. Besides, its integral representation involves a less singular kernel (order 1 instead of 3), which makes this approach best suited to hybridization with integral numerical techniques. On the other hand, a new set of difficulties arises that were not present in the classical formulation. The main drawback is that a globally wrong solution is obtained when the electromagnetic field has a singularity in the problem domain. Also, boundary conditions and field discontinuities are more laborious to implement. This work explains how to overcome these difficulties and demonstrates that accurate solutions can be obtained with nodal elements and the regularized formulation. We also present ERMES, the C++ implementation of the finite element approach depicted above and the main deliverable of this work. We compute with ERMES the scattering parameters of microwave filters and the specific absorption rate induced in a body when exposed to electromagnetic fields. ERMES is also the computational tool used in two novel numerical models introduced in this work. The first one characterizes electromagnetic metal forming processes and the second one the transfer impedance of cable shields. The electromagnetic metal forming model calculates the driving Lorentz force and estimates the optimum frequency at which it is attained the maximum workpiece deformation. The main advantage of the approach is that it provides an explicit relation between the capacitance of the capacitor bank and the frequency of the discharge, which is a key parameter in the design of an electromagnetic forming system. The successful application of the regularized formulation in this model reveals its excellent behavior in the low-frequency (quasi-static) regime. The second numerical model introduced in this work computes the transfer impedance of cable shields. The model reproduces the high frequency behavior of the transfer impedance more accurately than the approaches found in the literature and, moreover, it is able to analyze a wider variety of geometries and materials

Explicit alternating direction methods for problems in fluid dynamics

Recently an iterative method was formulated employing a new splitting strategy for the solution of tridiagonal systems of difference equations. The method was successful in solving the systems of equations arising from one dimensional initial boundary value problems, and a theoretical analysis for proving the convergence of the method for systems whose constituent matrices are positive definite was presented by Evans and Sahimi [22]. The method was known as the Alternating Group Explicit (AGE) method and is referred to as AGE-1D. The explicit nature of the method meant that its implementation on parallel machines can be very promising. The method was also extended to solve systems arising from two and three dimensional initial-boundary value problems, but the AGE-2D and AGE-3D algorithms proved to be too demanding in computational cost which largely reduces the advantages of its parallel nature. In this thesis, further theoretical analyses and experimental studies are pursued to establish the convergence and suitability of the AGE-1D method to a wider class of systems arising from univariate and multivariate differential equations with symmetric and non symmetric difference operators. Also the possibility of a Chebyshev acceleration of the AGE-1D algorithm is considered. For two and three dimensional problems it is proposed to couple the use of the AGE-1D algorithm with an ADI scheme or an ADI iterative method in what is called the Explicit Alternating Direction (EAD) method. It is then shown through experimental results that the EAD method retains the parallel features of the AGE method and moreover leads to savings of up to 83 % in the computational cost for solving some of the model problems. The thesis also includes applications of the AGE-1D algorithm and the EAD method to solve some problems of fluid dynamics such as the linearized Shallow Water equations, and the Navier Stokes' equations for the flow in an idealized one dimensional Planetary Boundary Layer. The thesis terminates with conclusions and suggestions for further work together with a comprehensive bibliography and an appendix containing some selected programs