Multiscale modeling of physical and biological systems

This paper was presented at the 3rd Micro and Nano Flows Conference (MNF2011), which was held at the Makedonia Palace Hotel, Thessaloniki in Greece. The conference was organised by Brunel University and supported by the Italian Union of Thermofluiddynamics, Aristotle University of Thessaloniki, University of Thessaly, IPEM, the Process Intensification Network, the Institution of Mechanical Engineers, the Heat Transfer Society, HEXAG - the Heat Exchange Action Group, and the Energy Institute

Uncertainty quantification (UQ)

This paper was presented at the 3rd Micro and Nano Flows Conference (MNF2011), which was held at the Makedonia Palace Hotel, Thessaloniki in Greece. The conference was organised by Brunel University and supported by the Italian Union of Thermofluiddynamics, Aristotle University of Thessaloniki, University of Thessaly, IPEM, the Process Intensification Network, the Institution of Mechanical Engineers, the Heat Transfer Society, HEXAG - the Heat Exchange Action Group, and the Energy Institute.Uncertainty Quantification (UQ) is an emerging field in computational engineering that can provide certificates of fidelity in a simulation beyond the standard numerical error, and it includes uncertainty in boundary conditions, constitutive laws, materials properties and geometries. UQ is particularly impornat at microscales where geometric roughness and material properties cannot be readily quantified experimentally. Here we present a general framework for UQ based on the generalized polynomial chaos approach and various extensions that do not require modification of existing codes and are particularly effective in Microsystems with many uncertain parameters (e.g. high dimensionality)

Numerical methods for high-dimensional probability density function equations

In this paper we address the problem of computing the numerical solution to kinetic partial differential equations involving many phase variables. These types of equations arise naturally in many different areas of mathematical physics, e.g., in particle systems (Liouville and Boltzmann equations), stochastic dynamical systems (Fokker-Planck and Dostupov-Pugachev equations), random wave theory (Malakhov-Saichev equations) and coarse-grained stochastic systems (Mori-Zwanzig equations). We propose three different classes of new algorithms addressing high-dimensionality: The first one is based on separated series expansions resulting in a sequence of low-dimensional problems that can be solved recursively and in parallel by using alternating direction methods. The second class of algorithms relies on truncation of interaction in low-orders that resembles the Bogoliubov-Born-Green-Kirkwood-Yvon (BBGKY) framework of kinetic gas theory and it yields a hierarchy of coupled probability density function equations. The third class of algorithms is based on high-dimensional model representations, e.g., the ANOVA method and probabilistic collocation methods. A common feature of all these approaches is that they are reducible to the problem of computing the solution to high-dimensional equations via a sequence of low-dimensional problems. The effectiveness of the new algorithms is demonstrated in numerical examples involving nonlinear stochastic dynamical systems and partial differential equations, with up to 120 variables

Algorithms for propagating uncertainty across heterogeneous domains

We address an important research area in stochastic multiscale modeling, namely, the propagation of uncertainty across heterogeneous domains characterized by partially correlated processes with vastly different correlation lengths. This class of problems arises very often when computing stochastic PDEs and particle models with stochastic/stochastic domain interaction but also with stochastic/deterministic coupling. The domains may be fully embedded, adjacent, or partially overlapping. The fundamental open question we address is the construction of proper transmission boundary conditions that preserve global statistical properties of the solution across different subdomains. Often, the codes that model different parts of the domains are black box and hence a domain decomposition technique is required. No rigorous theory or even effective empirical algorithms have yet been developed for this purpose, although interfaces defined in terms of functionals of random fields (e.g., multipoint cumulants) can overcome the computationally prohibitive problem of preserving sample-path continuity across domains. The key idea of the different methods we propose relies on combining local reduced-order representations of random fields with multilevel domain decomposition. Specifically, we propose two new algorithms: The first one enforces the continuity of the conditional mean and variance of the solution across adjacent subdomains by using Schwarz iterations. The second algorithm is based on PDE-constrained multiobjective optimization, and it allows us to set more general interface conditions. The effectiveness of these new algorithms is demonstrated in numerical examples involving elliptic problems with random diffusion coefficients, stochastically advected scalar fields, and nonlinear advection-reaction problems with random reaction rates

Molecular dynamics simulations of oscillatory Couette flows with slip boundary conditions

The effect of interfacial slip on steady-state and time-periodic flows of monatomic liquids is investigated using non-equilibrium molecular dynamics simulations. The fluid phase is confined between atomically smooth rigid walls, and the fluid flows are induced by moving one of the walls. In steady shear flows, the slip length increases almost linearly with shear rate. We found that the velocity profiles in oscillatory flows are well described by the Stokes flow solution with the slip length that depends on the local shear rate. Interestingly, the rate dependence of the slip length obtained in steady shear flows is recovered when the slip length in oscillatory flows is plotted as a function of the local shear rate magnitude. For both types of flows, the friction coefficient at the liquid-solid interface correlates well with the structure of the first fluid layer near the solid wall.Comment: 31 pages, 11 figure

A unified approach for a posteriori high-order curved mesh generation using solid mechanics

The paper presents a unified approach for the a posteriori generation of arbitrary high-order curvilinear meshes via a solid mechanics analogy. The approach encompasses a variety of methodologies, ranging from the popular incremental linear elastic approach to very sophisticated non-linear elasticity. In addition, an intermediate consistent incrementally linearised approach is also presented and applied for the first time in this context. Utilising a consistent derivation from energy principles, a theoretical comparison of the various approaches is presented which enables a detailed discussion regarding the material characterisation (calibration) employed for the different solid mechanics formulations. Five independent quality measures are proposed and their relations with existing quality indicators, used in the context of a posteriori mesh generation, are discussed. Finally, a comprehensive range of numerical examples, both in two and three dimensions, including challenging geometries of interest to the solids, fluids and electromagnetics communities, are shown in order to illustrate and thoroughly compare the performance of the different methodologies. This comparison considers the influence of material parameters and number of load increments on the quality of the generated high-order mesh, overall computational cost and, crucially, the approximation properties of the resulting mesh when considering an isoparametric finite element formulation