Dynamics of particle sedimentation in viscoelastic fluids: A numerical study on particle chain in two-dimensional narrow channel

In this article we present a numerical method for simulating the sedimentation of circular particles in two-dimensional channel filled with a viscoelastic fluid of FENE-CR type, which is generalized from a domain/distributed Lagrange multiplier method with a factorization approach for Oldroyd-B fluids developed in [J. Non-Newtonian Fluid Mech. 156 (2009) 95]. Numerical results suggest that the polymer extension limit L for the FENE-CR fluid has no effect on the final formation of vertical chain for the cases of two disks and three disks in two-dimensional narrow channel, at least for the values of L considered in this article; but the intermediate dynamics of particle interaction before having a vertical chain can be different for the smaller values of L when increasing the relaxation time. For the cases of six particles sedimenting in FENE-CR type viscoelastic fluid, the formation of chain of 4 to 6 disks does depend on the polymer extension limit L. For the smaller values of L, FENE-CR type viscoelastic fluid can not bring them together like the case of these particles settling in a vertical chain formation in Oldroyd-B fluid; but two separated chains of three disks are formed. Similar results for the case of ten disks are also obtained. The numerical results of several more particle cases suggest that for smaller values of L, the length of the vertical chain is shorter and the size of cluster is smaller.Comment: 20 pages and 13 figures. arXiv admin note: text overlap with arXiv:1607.0600

Option Pricing Accuracy for Estimated Heston Models

We consider assets for which price $X_t$ and squared volatility $Y_t$ are jointly driven by Heston joint stochastic differential equations (SDEs). When the parameters of these SDEs are estimated from $N$ sub-sampled data $(X_{nT}, Y_{nT})$, estimation errors do impact the classical option pricing PDEs. We estimate these option pricing errors by combining numerical evaluation of estimation errors for Heston SDEs parameters with the computation of option price partial derivatives with respect to these SDEs parameters. This is achieved by solving six parabolic PDEs with adequate boundary conditions. To implement this approach, we also develop an estimator $\hat \lambda$ for the market price of volatility risk, and we study the sensitivity of option pricing to estimation errors affecting $\hat \lambda$. We illustrate this approach by fitting Heston SDEs to 252 daily joint observations of the S\&P 500 index and of its approximate volatility VIX, and by numerical applications to European options written on the S\&P 500 index

Circular band formation for incompressible viscous fluid--rigid particle mixtures in a rotating cylinder

In this paper we have investigated a circular band formation of fluid-rigid particle mixtures in a fully filled cylinder horizontally rotating about its cylinder axis by direct numerical simulation. These phenomena are modeled by the Navier-Stokes equations coupled to the Euler-Newton equations describing the rigid solid motion of the non-neutrally particles. The formation of circular bands studied in this paper is not resulted by mutual interaction between the particles and the periodic inertial waves in the cylinder axis direction (as suggested in Phys. Rev. E, 72, 021407 (2005)), but due to the interaction of particles. When a circular band is forming, the part of the band formed by the particles moving downward becomes more compact due to the particle interaction strengthened by the downward acceleration from the gravity. The part of a band formed by the particles moving upward is always loosening up due to the slow down of the particle motion by the counter effect of the gravity. To form a compact circular band (not a loosely one), enough particles are needed to interact among themselves continuously through the entire circular band at a rotating rate so that the upward diffusion of particles can be balanced by the compactness process when these particles moving downward.Comment: 12 pages; 12 figure

Computational Techniques for Simulating Natural Convection in Three-Dimensional Enclosures with Tetrahedral Finite Elements

This article discusses computational techniques for simulating natural convection in three-dimensional domains using finite element methods with tetrahedral elements. These techniques form a new numerical procedure for this kind of problems. In this procedure, the treatment of advection by a wave equation approach is extended to three-dimensional unstructured meshes with tetrahedra. Numerical results of natural convection of an incompressible Newtonian fluid in a cubical enclosure at Rayleigh numbers in the range $10^3$ to $10 ^6$ are obtained and they are in good agreement with those in literature obtained by other methods

A 3D DLM/FD method for simulating the motion of spheres in a bounded shear flow of Oldroyd-B fluids

We present a novel distributed Lagrange multiplier/fictitious domain (DLM/FD) method for simulating fluid-particle interaction in Oldroyd-B fluids under creeping conditions. The results concerning two ball interaction in a three dimensional (3D) bounded shear flow are obtained for Weissenberg numbers up to 1 . The pass and return trajectories of the two ball mass centers are similar to those in a Newtonian fluid; but they lose the symmetry due to the effect of elastic force arising from viscoelastic fluids. A tumbling chain of two balls (a dipole) may occur, depending on the value of the Weissenberg number and the initial vertical displacement of the ball mass center to the middle plane between two walls.Comment: 26 pages and 14 Figure

A New Operator Splitting Method for Euler's Elastica Model

Euler's elastica model has a wide range of applications in Image Processing and Computer Vision. However, the non-convexity, the non-smoothness and the nonlinearity of the associated energy functional make its minimization a challenging task, further complicated by the presence of high order derivatives in the model. In this article we propose a new operator-splitting algorithm to minimize the Euler elastica functional. This algorithm is obtained by applying an operator-splitting based time discretization scheme to an initial value problem (dynamical flow) associated with the optimality system (a system of multivalued equations). The sub-problems associated with the three fractional steps of the splitting scheme have either closed form solutions or can be handled by fast dedicated solvers. Compared with earlier approaches relying on ADMM (Alternating Direction Method of Multipliers), the new method has, essentially, only the time discretization step as free parameter to choose, resulting in a very robust and stable algorithm. The simplicity of the sub-problems and its modularity make this algorithm quite efficient. Applications to the numerical solution of smoothing test problems demonstrate the efficiency and robustness of the proposed methodology

The dynamics of inextensible capsules in shear flow under the effect of the nature state

The effect of the nature state on the motion of an inextensible capsule in simple shear flow has been studied in this paper. Besides the viscosity ratio of the internal fluid and external fluid of the capsule, the nature state effect also plays a role for having the transition between two well known motions, tumbling and tank-treading (TT) with the long axis oscillating about a fixed inclination angle (a swinging mode), when varying the shear rate. The intermittent region between tumbling and TT with a swinging mode of the capsule with a biconcave rest shape has been obtained in a narrow range of the capillary number. In such region, the dynamics of the capsule is a mixture of tumbling and TT with a swinging mode; when having the tumbling motion, the membrane tank-tread backward and forward within a small range. As the capillary number is very close to and below the threshold for the pure TT with a swinging mode, the capsule tumbles once after several TT periods in each cycle. The number of TT periods in one cycle decreases with respect to the decreasing of the capillary number, until the capsule has one tumble and one TT period alternatively and such alternating motion exists over a range of the capillary number; and then the capsule performs more tumbling between two consecutive TT periods when reducing the capillary number further, and finally shows pure tumbling. The critical value of the swelling ratio for having the intermittent region has been estimated

An oscillating motion of a red blood cell and a neutrally buoyant particle in Poiseuille flow in a narrow channel

Two motions of oscillation and vacillating breathing (swing) of a red blood cell have been observed in bounded Poiseuille flows (Phys. Rev. E 85, 16307 (2012)). To understand such motions, we have studied the oscillating motion of a neutrally buoyant rigid particle of the same shape in Poiseuille flow in a narrow channel and obtained that the crucial point is to have the particle interacting with Poiseuille flow with its mass center moving up and down in the channel central region. Since the mass center of the cell migrates toward the channel central region, its oscillating motion of the inclination angle is similar to the aforementioned motion as long as the cell keeps the shape of long body. But as the up-and-down oscillation of the cell mass center damps out, the oscillating motion of the inclination angle also damps out and the cell inclination angle approaches to a fixed angle.Comment: 15 pages, 17 figure

A Modular, Operator Splitting Scheme for Fluid-Structure Interaction Problems with Thick Structures

We present an operator-splitting scheme for fluid-structure interaction (FSI) problems in hemodynamics, where the thickness of the structural wall is comparable to the radius of the cylindrical fluid domain. The equations of linear elasticity are used to model the structure, while the Navier-Stokes equations for an incompressible viscous fluid are used to model the fluid. The operator splitting scheme, based on Lie splitting, separates the elastodynamics structure problem, from a fluid problem in which structure inertia is included to achieve unconditional stability. We prove energy estimates associated with unconditional stability of this modular scheme for the full nonlinear FSI problem defined on a moving domain, without requiring any sub-iterations within time steps. Two numerical examples are presented, showing excellent agreement with the results of monolithic schemes. First-order convergence in time is shown numerically. Modularity, unconditional stability without temporal sub-iterations, and simple implementation are the features that make this operator-splitting scheme particularly appealing for multi-physics problems involving fluid-structure interaction.Comment: International Journal for Numerical Methods in Fluid

Discrete Dynamical System Approaches For Boolean Polynomial Optimization

In this article, we discuss the numerical solution of Boolean polynomial programs by algorithms borrowing from numerical methods for differential equations, namely the Houbolt and Lie schemes, and a Runge-Kutta scheme. We first introduce a quartic penalty functional (of Ginzburg-Landau type) to approximate the Boolean program by a continuous one and prove some convergence results as the penalty parameter $\varepsilon$ converges to $0$. We prove also that, under reasonable assumptions, the distance between local minimizers of the penalized problem and the (finite) set of solutions of the Boolean program is of order $O(\varepsilon)$. Next, we introduce algorithms for the numerical solution of the penalized problem, these algorithms relying on the Houbolt, Lie and Runge-Kutta schemes, classical methods for the numerical solution of ordinary or partial differential equations. We performed numerical experiments to investigate the impact of various parameters on the convergence of the algorithms. Numerical tests on random generated problems show good performances for our approaches. Indeed, our algorithms converge to local minimizers often close to global minimizers of the Boolean program, and the relative approximation error being of order $O(10^{-1})$.Comment: 29 pages, 30 figure