An Accurate and Robust Numerical Scheme for Transport Equations

En esta tesis se presenta una nueva técnica de discretización para ecuaciones de transporte en problemas de convección-difusión para el rango completo de números de Péclet. La discretización emplea el flujo exacto de una ecuación de transporte unidimensional en estado estacionario para deducir una ecuación discreta de tres puntos en problemas unidimensionales y cinco puntos en problemas bidimensionales. Con "flujo exacto" se entiende que se puede obtener la solución exacta en función de integrales de algunos parámetros del fluido y flujo, incluso si estos parámetros son vari- ables en un volumen de control. Las cuadraturas de alto orden se utilizan para lograr resultados numéricos cercanos a la precisión de la máquina, incluso con mallas bastas.Como la discretización es esencialmente unidimensional, no está garantizada una solución con precisión de máquina para problemas multidimensionales, incluso en los casos en que las integrales a lo largo de cada coordenada cartesiana tienen una primitiva. En este sentido, la contribución principal de esta tesis consiste en una forma simple y elegante de obtener soluciones en problemas multidimensionales sin dejar de utilizar la formulación unidimensional. Además, si el problema es tal que la solución tiene precisión de máquina en el problema unidimensional a lo largo de las líneas coordenadas, también la tendrá para el dominio multidimensional.In this thesis, we present a novel discretization technique for transport equations in convection-diffusion problems across the whole range of Péclet numbers. The discretization employs the exact flux of a steady-state one-dimensional transport equation to derive a discrete equation with a three-point stencil in one-dimensional problems and a five-point stencil in two-dimensional ones. With "exact flux" it is meant that the exact solution can be obtained as a function of integrals of some fluid and flow parameters, even if these parameters are variable across a control volume. High-order quadratures are used to achieve numerical results close to machine- accuracy even with coarse grids. As the discretization is essentially one-dimensional, getting the machine- accurate solution of multidimensional problems is not guaranteed even in cases where the integrals along each Cartesian coordinate have a primitive. In this regard, the main contribution of this thesis consists in a simple and elegant way of getting solutions in multidimensional problems while still using the one-dimensional formulation. Moreover, if the problem is such that the solution is machine-accurate in the one-dimensional problem along coordinate lines, it will also be for the multidimensional domain.<br /

Computational Engineering

This Workshop treated a variety of finite element methods and applications in computational engineering and expanded their mathematical foundation in engineering analysis. Among the 53 participants were mathematicians and engineers with focus on mixed and nonstandard finite element schemes and their applications

Wavelet Methods for the Solutions of Partial and Fractional Differential Equations Arising in Physical Problems

The subject of fractional calculus has gained considerable popularity and importance during the past three decades or so, mainly due to its demonstrated applications in numerous seemingly diverse and widespread fields of science and engineering. It deals with derivatives and integrals of arbitrary orders. The fractional derivative has been occurring in many physical problems, such as frequency-dependent damping behavior of materials, motion of a large thin plate in a Newtonian fluid, creep and relaxation functions for viscoelastic materials, the PI D controller for the control of dynamical systems etc. Phenomena in electromagnetics, acoustics, viscoelasticity, electrochemistry, control theory, neutron point kinetic model, anomalous diffusion, Brownian motion, signal and image processing, fluid dynamics and material science are well described by differential equations of fractional order. Generally, nonlinear partial differential equations of fractional order are difficult to solve. So for the last few decades, a great deal of attention has been directed towards the solution (both exact and numerical) of these problems. The aim of this dissertation is to present an extensive study of different wavelet methods for obtaining numerical solutions of mathematical problems occurring in disciplines of science and engineering. This present work also provides a comprehensive foundation of different wavelet methods comprising Haar wavelet method, Legendre wavelet method, Legendre multi-wavelet methods, Chebyshev wavelet method, Hermite wavelet method and Petrov-Galerkin method. The intension is to examine the accuracy of various wavelet methods and their efficiency for solving nonlinear fractional differential equations. With the widespread applications of wavelet methods for solving difficult problems in diverse fields of science and engineering such as wave propagation, data compression, image processing, pattern recognition, computer graphics and in medical technology, these methods have been implemented to develop accurate and fast algorithms for solving integral, differential and integro-differential equations, especially those whose solutions are highly localized in position and scale. The main feature of wavelets is its ability to convert the given differential and integral equations to a system of linear or nonlinear algebraic equations, which can be solved by numerical methods. Therefore, our main focus in the present work is to analyze the application of wavelet based transform methods for solving the problem of fractional order partial differential equations. The introductory concept of wavelet, wavelet transform and multi-resolution analysis (MRA) have been discussed in the preliminary chapter. The basic idea of various analytical and numerical methods viz. Variational Iteration Method (VIM), Homotopy Perturbation Method (HPM), Homotopy Analysis Method (HAM), First Integral Method (FIM), Optimal Homotopy Asymptotic Method (OHAM), Haar Wavelet Method, Legendre Wavelet Method, Chebyshev Wavelet Method and Hermite Wavelet Method have been presented in chapter 1. In chapter 2, we have considered both analytical and numerical approach for solving some particular nonlinear partial differential equations like Burgers’ equation, modified Burgers’ equation, Huxley equation, Burgers-Huxley equation and modified KdV equation, which have a wide variety of applications in physical models. Variational Iteration Method and Haar wavelet Method are applied to obtain the analytical and numerical approximate solution of Huxley and Burgers-Huxley equations. Comparisons between analytical solution and numerical solution have been cited in tables and also graphically. The Haar wavelet method has also been applied to solve Burgers’, modified Burgers’, and modified KdV equations numerically. The results thus obtained are compared with exact solutions as well as solutions available in open literature. Error of collocation method has been presented in this chapter. Methods like Homotopy Perturbation Method (HPM) and Optimal Homotopy Asymptotic Method (OHAM) are very powerful and efficient techniques for solving nonlinear PDEs. Using these methods, many functional equations such as ordinary, partial differential equations and integral equations have been solved. We have implemented HPM and OHAM in chapter 3, in order to obtain the analytical approximate solutions of system of nonlinear partial differential equation viz. the Boussinesq-Burgers’ equations. Also, the Haar wavelet method has been applied to obtain the numerical solution of BoussinesqBurgers’ equations. Also, the convergence of HPM and OHAM has been discussed in this chapter. The mathematical modeling and simulation of systems and processes, based on the description of their properties in terms of fractional derivatives, naturally leads to differential equations of fractional order and the necessity to solve such equations. The mathematical preliminaries of fractional calculus, definitions and theorems have been presented in chapter 4. Next, in this chapter, the Haar wavelet method has been analyzed for solving fractional differential equations. The time-fractional Burgers-Fisher, generalized Fisher type equations, nonlinear time- and space-fractional Fokker-Planck equations have been solved by using two-dimensional Haar wavelet method. The obtained results are compared with the Optimal Homotopy Asymptotic Method (OHAM), the exact solutions and the results available in open literature. Comparison of obtained results with OHAM, Adomian Decomposition Method (ADM), VIM and Operational Tau Method (OTM) has been demonstrated in order to justify the accuracy and efficiency of the proposed schemes. The convergence of two-dimensional Haar wavelet technique has been provided at the end of this chapter. In chapter 5, the fractional differential equations such as KdV-Burger-Kuramoto (KBK) equation, seventh order KdV (sKdV) equation and Kaup-Kupershmidt (KK) equation have been solved by using two-dimensional Legendre wavelet and Legendre multi-wavelet methods. The main focus of this chapter is the application of two-dimensional Legendre wavelet technique for solving nonlinear fractional differential equations like timefractional KBK equation, time-fractional sKdV equation in order to demonstrate the efficiency and accuracy of the proposed wavelet method. Similarly in chapter 6, twodimensional Chebyshev wavelet method has been implemented to obtain the numerical solutions of the time-fractional Sawada-Kotera equation, fractional order Camassa-Holm equation and Riesz space-fractional sine-Gordon equations. The convergence analysis has been done for these wavelet methods. In chapter 7, the solitary wave solution of fractional modified Fornberg-Whitham equation has been attained by using first integral method and also the approximate solutions obtained by optimal homotopy asymptotic method (OHAM) are compared with the exact solutions acquired by first integral method. Also, the Hermite wavelet method has been implemented to obtain approximate solutions of fractional modified Fornberg-Whitham equation. The Hermite wavelet method is implemented to system of nonlinear fractional differential equations viz. the fractional Jaulent-Miodek equations. Convergence of this wavelet methods has been discussed in this chapter. Chapter 8 emphasizes on the application of Petrov-Galerkin method for solving the fractional differential equations such as the fractional KdV-Burgers’ (KdVB) equation and the fractional Sharma-TassoOlver equation with a view to exhibit the capabilities of this method in handling nonlinear equation. The main objective of this chapter is to establish the efficiency and accuracy of Petrov-Galerkin method in solving fractional differential equtaions numerically by implementing a linear hat function as the trial function and a quintic B-spline function as the test function. Various wavelet methods have been successfully employed to numerous partial and fractional differential equations in order to demonstrate the validity and accuracy of these procedures. Analyzing the numerical results, it can be concluded that the wavelet methods provide worthy numerical solutions for both classical and fractional order partial differential equations. Finally, it is worthwhile to mention that the proposed wavelet methods are promising and powerful methods for solving fractional differential equations in mathematical physics. This work also aimed at, to make this subject popular and acceptable to engineering and science community to appreciate the universe of wonderful mathematics, which is in between classical integer order differentiation and integration, which till now is not much acknowledged, and is hidden from scientists and engineers. Therefore, our goal is to encourage the reader to appreciate the beauty as well as the usefulness of these numerical wavelet based techniques in the study of nonlinear physical system

Splines and local approximation of the earth's gravity field

Bibliography: pages 214-220.The Hilbert space spline theory of Delvos and Schempp, and the reproducing kernel theory of L. Schwartz, provide the conceptual foundation and the construction procedure for rotation-invariant splines on Euclidean spaces, splines on the circle, and splines on the sphere and harmonic outside the sphere. Spherical splines and surface splines such as multi-conic functions, Hardy's multiquadric functions, pseudo-cubic splines, and thin-plate splines, are shown to be largely as effective as least squares collocation in representing geoid heights or gravity anomalies. A pseudo-cubic spline geoid for southern Africa is given, interpolating Doppler-derived geoid heights and astro-geodetic deflections of the vertical. Quadrature rules are derived for the thin-plate spline approximation (over a circular disk, and to a planar approximation) of Stokes's formula, the formulae of Vening Meinesz, and the L₁ vertical gradient operator in the analytical continuation series solution of Molodensky's problem

Wavelet Particle Hydrodynamics for Less Smooth Flow

The purpose of this research was to improve the smoothing operation in smoothed particle hydrodynamics, SPH, when the flow of matter is not smooth. Our main focuses are on the kernel selection, identifying the discontinuities in the sequences to be smoothed, and use of the Laplacian as opposed to artificial viscosity for improved physical accuracy. The results show that alternative kernels result in differences in how matter flows. These effects are explained by the kernels\u27 gradient and Laplacian properties. Five alternative kernels were included in our analysis and our SPH-based simulation cases. Further, the sequences to be smoothed by the kernel function were found to contain numerous discontinuities. As it is well known from multiple areas of science, such discontinuities lead to degraded accuracy if the smoothing is performed without taking discontinuities into consideration. Several methods are introduced to detect discontinuities and perform smoothing by individually and independently smoothing the segments between discontinuities. We analyzed results from sloshing tank SPH simulations and found such segmentwise smoothing impacts the flow. Discontinuities were identified by first-generation wavelets. We found that in about 24 to 27 percent of the fluid particles have sequences containing discontinuities, independent of time step. A second-generation wavelet analysis showed coherent vorticity structure in the flow, and the fluid particles with discontinuous sequences combined with coherent vorticity were the focus of our quantification of effects on particle movement. The research work presented here serves as a tool for further improvement of the SPH method, and is substantiated by the results obtained herein

Investigating anharmonic effects in condensed matter systems

This thesis presents work done on the calculation of the effects of anharmonic nuclear motion on the properties of solid materials from first principles. Such anharmonic effects can be significant in many cases. A vibrational self-consistent field (VSCF) method is used as the basis for these calculations, which is then improved and applied to a variety of solid state systems. Firstly, work done to improve the efficiency of the VSCF method is presented. The standard VSCF method involves using density functional theory (DFT) to map the Born-Oppenheimer (BO) energy surface that the nuclei move in, a computationally expensive process. It is shown that the accurate forces available in plane-wave basis DFT can be used to help map the BO surface more accurately and reduce the computational cost. This improved VSCF+f method is tested on molecular and solid hydrogen, as well as lithium and zirconium, and is found to give a speed-up of up to 40%. The VSCF method is then applied to two different systems of physical interest. It is first applied to the case of the neutral vacancy in diamond, in order to resolve a known discrepancy between harmonic ab initio calculations and experiment -- the former predict a static Jahn-Teller distortion, whilst the latter leads to a dynamic Jahn-Teller effect. By including anharmonic corrections to the energy and nuclear wavefunction, we show that the inclusion of these effects results in agreement between first-principles calculations and experiment for the first time. Lastly, the VSCF method is applied to barium titanate, a prototypical ferroelectric material which undergoes a series of phase transitions from around 400 K downwards. The nature of these phase transitions is still unclear, and understanding them is an active area of research. We describe the physics of the phase transitions of barium titanate, including both anharmonicity and the effect of polarisation caused by long wavelength vibrations, to help understand the important physics from first principles

Basis Sets in Galactic Dynamics

Since their introduction in 1972 by Clutton-Brock, so-called biorthogonal basis sets have become a popular tool in galactic dynamics. They provide a method of solving Poisson's equation that scales linearly with the number of particles in a galaxy or halo simulation, and have also received wide attention in the perturbation theory of disk galaxies. This thesis begins by discussing the theory behind such basis sets, and the context of their applications. Some introductory results are presented, deriving the possible functional forms that basis sets can take, and identifying the lack of suitably flexible basis sets in the literature as a stumbling block to further usage of the technique. Subsequently, several new families of basis sets are derived, whose free parameters and resemblance to classic double-power law formulas provide a much needed increase in flexibility for the modelling of realistic galaxies and haloes. Along the way a simple yet under studied spherical double-power model is described that interpolates between the properties of the more famous NFW and Hernquist models. Finally, we turn to an application of the new basis sets: the problem of efficiently re-simulating cosmological dark matter haloes. The ability to place new objects in a realistic time-evolving gravitational potential is desirable from a modelling point of view, as it permits us to constrain the properties of massive, unseen galactic components (dark haloes) via visible dynamical tracers such as stellar streams. The thesis concludes by suggesting some further practical applications of the basis set technique in astronomy, as well as some pointers towards future theoretical developments and applications to other areas of physics

Direct Numerical Simulation of Incompressible Pipe Flow Using a B-Spline Spectral Method

A numerical method based on b-spline polynomials was developed to study incompressible flows in cylindrical geometries. A b-spline method has the advantages of possessing spectral accuracy and the flexibility of standard finite element methods. Using this method it was possible to ensure regularity of the solution near the origin, i.e. smoothness and boundedness. Because b-splines have compact support, it is also possible to remove b-splines near the center to alleviate the constraint placed on the time step by an overly fine grid. Using the natural periodicity in the azimuthal direction and approximating the streamwise direction as periodic, so-called time evolving flow, greatly reduced the cost and complexity of the computations. A direct numerical simulation of pipe flow was carried out using the method described above at a Reynolds number of 5600 based on diameter and bulk velocity. General knowledge of pipe flow and the availability of experimental measurements make pipe flow the ideal test case with which to validate the numerical method. Results indicated that high flatness levels of the radial component of velocity in the near wall region are physical; regions of high radial velocity were detected and appear to be related to high speed streaks in the boundary layer. Budgets of Reynolds stress transport equations showed close similarity with those of channel flow. However contrary to channel flow, the log layer of pipe flow is not homogeneous for the present Reynolds number. A topological method based on a classification of the invariants of the velocity gradient tensor was used. Plotting iso-surfaces of the discriminant of the invariants proved to be a good method for identifying vortical eddies in the flow field

Applied Mathematics and Fractional Calculus

In the last three decades, fractional calculus has broken into the field of mathematical analysis, both at the theoretical level and at the level of its applications. In essence, the fractional calculus theory is a mathematical analysis tool applied to the study of integrals and derivatives of arbitrary order, which unifies and generalizes the classical notions of differentiation and integration. These fractional and derivative integrals, which until not many years ago had been used in purely mathematical contexts, have been revealed as instruments with great potential to model problems in various scientific fields, such as: fluid mechanics, viscoelasticity, physics, biology, chemistry, dynamical systems, signal processing or entropy theory. Since the differential and integral operators of fractional order are nonlinear operators, fractional calculus theory provides a tool for modeling physical processes, which in many cases is more useful than classical formulations. This is why the application of fractional calculus theory has become a focus of international academic research. This Special Issue "Applied Mathematics and Fractional Calculus" has published excellent research studies in the field of applied mathematics and fractional calculus, authored by many well-known mathematicians and scientists from diverse countries worldwide such as China, USA, Canada, Germany, Mexico, Spain, Poland, Portugal, Iran, Tunisia, South Africa, Albania, Thailand, Iraq, Egypt, Italy, India, Russia, Pakistan, Taiwan, Korea, Turkey, and Saudi Arabia