A Multiscale Thermo-Fluid Computational Model for a Two-Phase Cooling System

In this paper, we describe a mathematical model and a numerical simulation method for the condenser component of a novel two-phase thermosyphon cooling system for power electronics applications. The condenser consists of a set of roll-bonded vertically mounted fins among which air flows by either natural or forced convection. In order to deepen the understanding of the mechanisms that determine the performance of the condenser and to facilitate the further optimization of its industrial design, a multiscale approach is developed to reduce as much as possible the complexity of the simulation code while maintaining reasonable predictive accuracy. To this end, heat diffusion in the fins and its convective transport in air are modeled as 2D processes while the flow of the two-phase coolant within the fins is modeled as a 1D network of pipes. For the numerical solution of the resulting equations, a Dual Mixed-Finite Volume scheme with Exponential Fitting stabilization is used for 2D heat diffusion and convection while a Primal Mixed Finite Element discretization method with upwind stabilization is used for the 1D coolant flow. The mathematical model and the numerical method are validated through extensive simulations of realistic device structures which prove to be in excellent agreement with available experimental data

Central Schemes for Porous Media Flows

We are concerned with central differencing schemes for solving scalar hyperbolic conservation laws arising in the simulation of multiphase flows in heterogeneous porous media. We compare the Kurganov-Tadmor, 2000 semi-discrete central scheme with the Nessyahu-Tadmor, 1990 central scheme. The KT scheme uses more precise information about the local speeds of propagation together with integration over nonuniform control volumes, which contain the Riemann fans. These methods can accurately resolve sharp fronts in the fluid saturations without introducing spurious oscillations or excessive numerical diffusion. We first discuss the coupling of these methods with velocity fields approximated by mixed finite elements. Then, numerical simulations are presented for two-phase, two-dimensional flow problems in multi-scale heterogeneous petroleum reservoirs. We find the KT scheme to be considerably less diffusive, particularly in the presence of high permeability flow channels, which lead to strong restrictions on the time step selection; however, the KT scheme may produce incorrect boundary behavior

Convergence of adaptive mixed finite element method for convection-diffusion-reaction equations

We prove the convergence of an adaptive mixed finite element method (AMFEM) for (nonsymmetric) convection-diffusion-reaction equations. The convergence result holds from the cases where convection or reaction is not present to convection-or reaction-dominated problems. A novel technique of analysis is developed without any quasi orthogonality for stress and displacement variables, and without marking the oscillation dependent on discrete solutions and data. We show that AMFEM is a contraction of the error of the stress and displacement variables plus some quantity. Numerical experiments confirm the theoretical results.Comment: arXiv admin note: text overlap with arXiv:1312.645

Pricing European and American Options under Heston Model using Discontinuous Galerkin Finite Elements

This paper deals with pricing of European and American options, when the underlying asset price follows Heston model, via the interior penalty discontinuous Galerkin finite element method (dGFEM). The advantages of dGFEM space discretization with Rannacher smoothing as time integrator with nonsmooth initial and boundary conditions are illustrated for European vanilla options, digital call and American put options. The convection dominated Heston model for vanishing volatility is efficiently solved utilizing the adaptive dGFEM. For fast solution of the linear complementary problem of the American options, a projected successive over relaxation (PSOR) method is developed with the norm preconditioned dGFEM. We show the efficiency and accuracy of dGFEM for option pricing by conducting comparison analysis with other methods and numerical experiments

Space-time domain decomposition for advection-diffusion problems in mixed formulations

This paper is concerned with the numerical solution of porous-media flow and transport problems , i. e. heterogeneous, advection-diffusion problems. Its aim is to investigate numerical schemes for these problems in which different time steps can be used in different parts of the domain. Global-in-time, non-overlapping domain-decomposition methods are coupled with operator splitting making possible the different treatment of the advection and diffusion terms. Two domain-decomposition methods are considered: one uses the time-dependent Steklov--Poincar{\'e} operator and the other uses optimized Schwarz waveform relaxation (OSWR) based on Robin transmission conditions. For each method, a mixed formulation of an interface problem on the space-time interface is derived, and different time grids are employed to adapt to different time scales in the subdomains. A generalized Neumann-Neumann preconditioner is proposed for the first method. To illustrate the two methods numerical results for two-dimensional problems with strong heterogeneities are presented. These include both academic problems and more realistic prototypes for simulations for the underground storage of nuclear waste

Finite elements for scalar convection-dominated equations and incompressible flow problems - A never ending story?

The contents of this paper is twofold. First, important recent results concerning finite element methods for convection-dominated problems and incompressible flow problems are described that illustrate the activities in these topics. Second, a number of, in our opinion, important problems in these fields are discussed

Numerical simulation of electrophoresis separation processes

A new Petrov-Galerkin finite element formulation has been proposed for transient convection-diffusion problems. Most Petrov-Galerkin formulations take into account the spatial discretization, and the weighting functions so developed give satisfactory solutions for steady state problems. Though these schemes can be used for transient problems, there is scope for improvement. The schemes proposed here, which consider temporal as well as spatial discretization, provide improved solutions. Electrophoresis, which involves the motion of charged entities under the influence of an applied electric field, is governed by equations similiar to those encountered in fluid flow problems, i.e., transient convection-diffusion equations. Test problems are solved in electrophoresis and fluid flow. The results obtained are satisfactory. It is also expected that these schemes, suitably adapted, will improve the numerical solutions of the compressible Euler and the Navier-Stokes equations

A temporally adaptive hybridized discontinuous Galerkin method for time-dependent compressible flows

The potential of the hybridized discontinuous Galerkin (HDG) method has been recognized for the computation of stationary flows. Extending the method to time-dependent problems can, e.g., be done by backward difference formulae (BDF) or diagonally implicit Runge-Kutta (DIRK) methods. In this work, we investigate the use of embedded DIRK methods in an HDG solver, including the use of adaptive time-step control. Numerical results demonstrate the performance of the method for both linear and nonlinear (systems of) time-dependent convection-diffusion equations