Finite-difference methods for simulation models incorporating non-conservative forces

We discuss algorithms applicable to the numerical solution of second-order ordinary differential equations by finite-differences. We make particular reference to the solution of the dissipative particle dynamics fluid model, and present extensive results comparing one of the algorithms discussed with the standard method of solution. These results show the successful modeling of phase separation and surface tension in a binary immiscible fluid mixture.Comment: 27 pages RevTeX, 9 figures, J. Chem. Phys. (in press

Staggered Schemes for Fluctuating Hydrodynamics

We develop numerical schemes for solving the isothermal compressible and incompressible equations of fluctuating hydrodynamics on a grid with staggered momenta. We develop a second-order accurate spatial discretization of the diffusive, advective and stochastic fluxes that satisfies a discrete fluctuation-dissipation balance, and construct temporal discretizations that are at least second-order accurate in time deterministically and in a weak sense. Specifically, the methods reproduce the correct equilibrium covariances of the fluctuating fields to third (compressible) and second (incompressible) order in the time step, as we verify numerically. We apply our techniques to model recent experimental measurements of giant fluctuations in diffusively mixing fluids in a micro-gravity environment [A. Vailati et. al., Nature Communications 2:290, 2011]. Numerical results for the static spectrum of non-equilibrium concentration fluctuations are in excellent agreement between the compressible and incompressible simulations, and in good agreement with experimental results for all measured wavenumbers.Comment: Submitted. See also arXiv:0906.242

Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations

Influenced by Higham, Mao and Stuart [9], several numerical methods have been developed to study the strong convergence of the numerical solutions to stochastic differential equations (SDEs) under the local Lipschitz condition. These numerical methods include the tamed Euler–Maruyama (EM) method, the tamed Milstein method, the stopped EM, the backward EM, the backward forward EM, etc. Recently, we developed a new explicit method in [23], called the truncated EM method, for the nonlinear SDE dx(t) = f (x(t))dt + g(x(t))dB(t) and established the strong convergence theory under the local Lip- schitz condition plus the Khasminskii-type condition xT f (x) + p−1 |g(x)|2 ≤ K(1 + |x|2). However, due to the page limit there, we did not study the convergence rates for the method, which is the aim of this paper. We will, under some additional conditions, discuss the rates of Lq -convergence of the truncated EM method for 2 ≤ q < p and show that the order of Lq -convergence can be arbitrarily close to q/2

The Effect of Malaysia General Election on Financial Network: An Evidence from Shariah-Compliant Stocks on Bursa Malaysia

Instead of focusing the volatility of the market, the market participants should consider on how the general election affects the correlation between the stocks during 14th general election Malaysia. The 14th general election of Malaysia was held on 9th May 2018. This event has a great impact towards the stocks listed on Bursa Malaysia. Thus, this study investigates the effect of 14th general election Malaysia towards the correlation between stock in Bursa Malaysia specifically the shariah-compliant stock. In addition, this paper examines the changes in terms of network topology for the duration, sixth months before and after the general election. The minimum spanning tree was used to visualize the correlation between the stocks. Also, the centrality measure, namely degree, closeness and betweenness were computed to identify if any changes of stocks that plays a crucial role in the network for the duration of before and after 14th general election Malaysia

Modelling and numerical simulation of combustion and multi-phase flows using finite volume methods on unstructured meshes

The present thesis is devoted to the development and implementation of mathematical models and numerical methods in order to carry out computational simulations of complex heat and mass transfer phenomena. Several areas and topics in the field of Computational Fluid Dynamics (CFD) have been treated and covered during the development of the current thesis, specially combustion and dispersed multi-phase flows. This type of simulations requires the implementation and coupling of different physics. The numerical simulation of multiphysics phenomena is challenging due to the wide range of spatial and temporal scales which can characterize each one of the physics involved in the problem. Moreover, when solving turbulent flows, turbulence itself is a very complex physical phenomenon that can demand a huge computational effort. Hence, in order to make turbulent flow simulations computationally affordable, the turbulence should be modelled. Therefore, throughout this thesis different numerical methods and algorithms have been developed and implemented aiming to perform multiphysics simulations in turbulent flows. The first topic addressed is turbulent combustion. Chapter 2 presents a combustion model able to notably reduce the computational cost of the simulation. The model, namely the Progress-Variable (PV) model, relies on a separation of the spatio-temporal scales between the flow and the chemistry. Moreover, in order to account for the influence of the sub-grid species concentrations and energy fluctuations, the PV model is coupled to the Presumed Conditional Moment (PCM) model. Chapter 2 also shows the development of a smart load-balancing method for the evaluation of chemical reaction rates in parallel combustion simulations. Chapter 3 is devoted to dispersed multiphase flows. This type of flows are composed of a continuous phase and a dispersed phase in the form of unconnected particles or droplets. In this thesis, the Eulergian-Lagrangian approach has been selected. This type of model is the best-suited for dispersed multiphase flows with thousands or millions of particles, and with a flow regime ranging from the very dilute up to relatively dense. In Chapter 4, a new method capable of performing parallel numerical simulations using non-overlapping disconnected mesh domains with adjacent boundaries is presented. The presented algorithm stitches at each iteration independent meshes and solves them as a unique domain. Finally, Chapter 5 addresses a transversal aspect to the previously covered topics throughout the thesis. In this chapter, a self-adaptive strategy for the maximisation of the time-step for the numerical solution of convection-diffusion equations is discussed. The method is capable of determining dynamically at each iteration which is the maximum allowable time-step which assures a stable time integration. Moreover, the method also smartly modifies the temporal integration scheme in order to maximize its stability region depending on the properties of the system matrix.La present tesis està dedicada al desenvolupament e implementació de models matemàtics i mètodes numèrics amb l’objectiu de realitzar simulacions computacionals de fenòmens complexos de transferència de calor i massa. Diverses àrees i temes en el camp de la Dinàmica de Fluids Computacional (CFD) han sigut tractats i coberts durant el desenvolupament de la present tesi, en especial, la combustió i els fluxos multi-fase dispersos. Aquest tipus de simulacions de fenòmens multi-físics es desafiant degut al gran rang d’escales espaio-temporals que poden caracteritzar cada una de les físiques involucrades en el problema. D’altra banda, quan es resolen fluxos turbulents, la pròpia turbulència ja és un fenomen físic molt complex que pot requerir un gran esforç computacional. Per tant, amb l’objectiu de fer les simulacions computacionals de fluxos turbulents computacionalment assequibles, la turbulència ha de ser modelada. Per tant, durant aquesta tesis diferents mètodes i algoritmes han sigut desenvolupats e implementats amb l’objectiu de realitzar simulacions multi-físiques en fluxos turbulents. El primer tema abordat és la combustió turbulenta. El Capítol 2 presenta un model de combustió capaç de reduir notablement el cost computacional de la simulació. El model, anomenat el model Progress-Variable (PV), està basat en la separació d’escales espaio-temporals entre el fluid i la química. A més, amb l’objectiu de tenir en compte l’influencia de les fluctuacions a nivell sub-grid d’energia i concentracions d'espècies, el model PV s’acobla amb el model Presumed Conditional Moment (PCM). El Capítol 2 també mostra el desenvolupament d’un mètode intel·ligent de balanceig de càrrega per l'avaluació de el rati de reacció químic en simulacions de combustió paral·leles. El Capítol 3 està dedicat als fluxos multi-fase dispersos. Aquest tipus de fluids estan formats per una fase continua i una fase dispersa en forma de partícules o gotes inconnexes. En aquesta tesis, l’aproximació Euleriana-Lagrangiana ha sigut la seleccionada. Aquest tipus de model és el més adequat per fluxos multi-fase dispersos amb milers o milions de partícules, i amb règims que van des del molt diluït fins al relativament dens. Al Capítol 4, es presenta un nou mètode capaç de realitzar simulacions numèriques paral·leles utilitzant malles inconnexes no solapades que tenen fronteres adjacents. L’algoritme presentat cus a cada iteració les malles independents i les resol com un únic domini. Finalment, el Capítol 5 tracta un aspecte transversal a tots els temes coberts al llarg de la tesi. En aquest capítol es discuteix una estratègia auto-adaptativa destinada a la maximització del pas de temps per a la solució numèrica d’equacions de convecció-difusió. El mètode es capaç de determinar dinàmicament a cada iteració quin és el màxim pas de temps possible que assegura una integració temporal estable. A més, el mètode també modifica de forma intel·ligent la regió d’estabilitat en funció de les propietats de la matriu del sistema.Postprint (published version

Glosarium Matematika

273 p.; 24 cm