Showing papers on "Numerical analysis published in 2000"

Robust solutions of Linear Programming problems contaminated with uncertain data

Abstract: Optimal solutions of Linear Programming problems may become severely infeasible if the nominal data is slightly perturbed. We demonstrate this phenomenon by studying 90 LPs from the well-known NETLIB collection. We then apply the Robust Optimization methodology (Ben-Tal and Nemirovski [1–3]; El Ghaoui et al. [5, 6]) to produce “robust” solutions of the above LPs which are in a sense immuned against uncertainty. Surprisingly, for the NETLIB problems these robust solutions nearly lose nothing in optimality.

Robust Computational Techniques for Boundary Layers

Abstract: Introduction to Numerical Methods for Problems with Boundary Layers Numerical Methods on Uniform Meshes Layer Resolving Methods for Convection-Diffusion Problems in One Dimension The Limitations of Non-Monotone Numerical Methods Convection-Diffusion Problems in a Moving Medium Convection-Diffusion Problems with Frictionless Walls Convection-Diffusion Problems with No Slip Boundary Conditions Experimental Estimation of Errors Non-Monotone Methods in Two Dimensions Linear and Nonlinear Reaction-Diffusion Problems Prandtl Flow past a Flat Plate-Blasius' Method Prandtl Flow past a Flat Plate-Direct Method References.

Large Eddy Simulation and the variational multiscale method

Abstract: A Large Eddy Simulation (LES) formulation is developed from the variational multiscale method. Modeling is confined to the effect of a small-scale Reynolds stress, in contrast with classical LES in which the entire subgrid-scale stress is modeled. All other effects are accounted for exactly. It is argued that many shortcomings of the classical LES/constant-coefficient Smagorinsky model are eliminated by the scale separation inherent ab initio in the present approach.

A Full Numerical Solution to the Mixed Lubrication in Point Contacts

Abstract: A full numerical solution for the mixed elastohydrodynamic lubrication (EHL) in point contacts is presented in this paper, using a new numerical approach that is simple and robust, capable of handling three-dimensional measured engineering rough surfaces moving at different rolling and sliding velocities. The equation system and the numerical procedure are unified for a full coverage of all the lubrication regions including the full film, mixed and boundary lubrication, In the hydrodynamically lubricated areas the Reynolds equation is used. In the asperity contact areas, where the film thickness is zero, the Reynolds equation is reduced to an expression equivalent to the mathematical description of dry contact problem. In order to save computing time, a multi-level integration method is used to calculate surface deformation. Sample cases under severe condition show that this approach is capable of analyzing different cases in a full range of λ ratio, from infinitely large down to nearly zero (less than 0.03).

Stiffness design of geometrically nonlinear structures using topology optimization

Abstract: The paper deals with topology optimization of structures undergoing large deformations. The geometrically nonlinear behaviour of the structures are modelled using a total Lagrangian finite element formulation and the equilibrium is found using a Newton-Raphson iterative scheme. The sensitivities of the objective functions are found with the adjoint method and the optimization problem is solved using the Method of Moving Asymptotes. A filtering scheme is used to obtain checkerboard-free and mesh-independent designs and a continuation approach improves convergence to efficient designs. Different objective functions are tested. Minimizing compliance for a fixed load results in degenerated topologies which are very inefficient for smaller or larger loads. The problem of obtaining degenerated "optimal" topologies which only can support the design load is even more pronounced than for structures with linear response. The problem is circumvented by optimizing the structures for multiple loading conditions or by minimizing the complementary elastic work. Examples show that differences in stiffnesses of structures optimized using linear and nonlinear modelling are generally small but they can be large in certain cases involving buckling or snap-through effects.

Numerical investigation of transitional and weak turbulent flow past a sphere

Abstract: This work reports results of numerical simulations of viscous incompressible flow past a sphere. The primary objective is to identify transitions that occur with increasing Reynolds number, as well as their underlying physical mechanisms. The numerical method used is a mixed spectral element/Fourier spectral method developed for applications involving both Cartesian and cylindrical coordinates. In cylindrical coordinates, a formulation, based on special Jacobi-type polynomials, is used close to the axis of symmetry for the efficient treatment of the ‘pole’ problem. Spectral convergence and accuracy of the numerical formulation are verified. Many of the computations reported here were performed on parallel computers. It was found that the first transition of the flow past a sphere is a linear one and leads to a three-dimensional steady flow field with planar symmetry, i.e. it is of the ‘exchange of stability’ type, consistent with experimental observations on falling spheres and linear stability analysis results. The second transition leads to a single-frequency periodic flow with vortex shedding, which maintains the planar symmetry observed at lower Reynolds number. As the Reynolds number increases further, the planar symmetry is lost and the flow reaches a chaotic state. Small scales are first introduced in the flow by Kelvin–Helmholtz instability of the separating cylindrical shear layer; this shear layer instability is present even after the wake is rendered turbulent.

Mean-Square and Asymptotic Stability of the Stochastic Theta Method

Abstract: Stability analysis of numerical methods for ordinary differential equations (ODEs) is motivated by the question "for what choices of stepsize does the numerical method reproduce the characteristics of the test equation?" We study a linear test equation with a multiplicative noise term, and consider mean-square and asymptotic stability of a stochastic version of the theta method. We extend some mean-square stability results in [Saito and Mitsui, SIAM. J. Numer. Anal., 33 (1996), pp. 2254--2267]. In particular, we show that an extension of the deterministic A-stability property holds. We also plot mean-square stability regions for the case where the test equation has real parameters. For asymptotic stability, we show that the issue reduces to finding the expected value of a parametrized random variable. We combine analytical and numerical techniques to get insights into the stability properties. For a variant of the method that has been proposed in the literature we obtain precise analytic expressions for the asymptotic stability region. This allows us to prove a number of results. The technique introduced is widely applicable, and we use it to show that a fully implicit method suggested by [Kloeden and Platen, Numerical Solution of Stochastic Differential Equations, Springer-Verlag, 1992] has an asymptotic stability extension of the deterministic A-stability property. We also use the approach to explain some numerical results reported in [Milstein, Platen, and Schurz, SIAM J. Numer. Anal., 35 (1998), pp. 1010--1019.]

Mathematical Aspects of Numerical Solution of Hyperbolic Systems

Abstract: A number of physical phenomena are described by nonlinear hyperbolic equations Presence of discontinuous solutions motivates the necessity of development of reliable numerical methods based on the fundamental mathematical properties of hyperbolic systems Construction of such methods for systems more complicated than the Euler gas dynamic equations requires the investigation of existence and uniqueness of the self-similar solutions to be used in the development of discontinuity-capturing high-resolution numerical methods This frequently necessitates the study of the behavior of discontinuities under vanishing viscosity and dispersion We discuss these problems in the application to the magnetohydrodynamic equations, nonlinear waves in elastic media, and electromagnetic wave propagation in magnetics

A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities

Abstract: In this paper we take a new look at smoothing Newton methods for solving the nonlinear complementarity problem (NCP) and the box constrained variational inequalities (BVI). Instead of using an infinite sequence of smoothing approximation functions, we use a single smoothing approximation function and Robinson’s normal equation to reformulate NCP and BVI as an equivalent nonsmooth equation H(u,x)=0, where H:ℜ 2n →ℜ 2n , u∈ℜ n is a parameter variable and x∈ℜ n is the original variable. The central idea of our smoothing Newton methods is that we construct a sequence {z k =(u k ,x k )} such that the mapping H(·) is continuously differentiable at each z k and may be non-differentiable at the limiting point of {z k }. We prove that three most often used Gabriel-More smoothing functions can generate strongly semismooth functions, which play a fundamental role in establishing superlinear and quadratic convergence of our new smoothing Newton methods. We do not require any function value of F or its derivative value outside the feasible region while at each step we only solve a linear system of equations and if we choose a certain smoothing function only a reduced form needs to be solved. Preliminary numerical results show that the proposed methods for particularly chosen smoothing functions are very promising.

Adjoint Recovery of Superconvergent Functionals from PDE Approximations

Abstract: Motivated by applications in computational fluid dynamics, a method is presented for obtaining estimates of integral functionals, such as lift or drag, that have twice the order of accuracy of the computed flow solution on which they are based. This is achieved through error analysis that uses an adjoint PDE to relate the local errors in approximating the flow solution to the corresponding global errors in the functional of interest. Numerical evaluation of the local residual error together with an approximate solution to the adjoint equations may thus be combined to produce a correction for the computed functional value that yields the desired improvement in accuracy. Numerical results are presented for the Poisson equation in one and two dimensions and for the nonlinear quasi-one-dimensional Euler equations. The theory is equally applicable to nonlinear equations in complex multi-dimensional domains and holds great promise for use in a range of engineering disciplines in which a few integral quantities are a key output of numerical approximations.

The meshless local Petrov-Galerkin (MLPG) approach for solving problems in elasto-statics

Abstract: The meshless local Petrov-Galerkin (MLPG) approach is an effective method for solving boundary value problems, using a local symmetric weak form and shape functions from the moving least squares approximation. In the present paper, the MLPG method for solving problems in elasto-statics is developed and numerically implemented. The present method is a truly meshless method, as it does not need a “finite element mesh”, either for purposes of interpolation of the solution variables, or for the integration of the energy. All integrals in the formulation can be easily evaluated over regularly shaped domains (in general, spheres in three-dimensional problems) and their boundaries. The essential boundary conditions in the present formulation are imposed by a penalty method, as the essential boundary conditions can not be enforced directly when the non-interpolative moving least squares approximation is used. Several numerical examples are presented to illustrate the implementation and performance of the present MLPG method. The numerical examples show that the present MLPG approach does not exhibit any volumetric locking for nearly incompressible materials, and that high rates of convergence with mesh refinement for the displacement and energy norms are achievable. No post-processing procedure is required to compute the strain and stress, since the original solution from the present method, using the moving least squares approximation, is already smooth enough.

Biomechanical analysis of the three-dimensional foot structure during gait: a basic tool for clinical applications

Abstract: A novel three-dimensional numerical model of the foot, incorporating, for the first time in the literature, realistic geometric and material properties of both skeletal and soft tissue components of the foot, was developed for biomechanical analysis of its structural behavior during gait. A system of experimental methods, integrating the optical Contact Pressure Display (CPD) method for plantar pressure measurements and a Digital Radiographic Fluoroscopy (DRF) instrument for acquisition of skeletal motion during gait, was also developed in this study and subsequently used to build the foot model and validate its predictions. Using a Finite Element solver, the stress distribution within the foot structure was obtained and regions of elevated stresses for six subphases of the stance (initial-contact, heel-strike, midstance, forefoot-contact, push-off, and toe-off) were located. For each of these subphases, the model was adapted according to the corresponding fluoroscopic data, skeletal dynamics, and active muscle force loading. Validation of the stress state was achieved by comparing model predictions of contact stress distribution with respective CPD measurements. The presently developed measurement and numerical analysis tools open new approaches for clinical applications, from simulation of the development mechanisms of common foot disorders to pre- and post-interventional evaluation of their treatment.

Prolate Spheroidal Wave Functions, Quadrature, and Interpolation

Abstract: Polynomials are one of the principal tools of classical numerical analysis. When a function needs to be interpolated, integrated, differentiated, etc, it is assumed to be approximated by a polynomial of a certain fixed order (though the polynomial is almost never constructed explicitly), and a treatment appropriate to such a polynomial is applied. We introduce analogous techniques based on the assumption that the function to be dealt with is band-limited, and use the well developed apparatus of prolate spheroidal wavefunctions to construct quadratures, interpolation and differentiation formulae, etc, for band-limited functions. Since band-limited functions are often encountered in physics, engineering, statistics, etc, the apparatus we introduce appears to be natural in many environments. Our results are illustrated with several numerical examples.

Numerical Solution of Acoustic Propagation Problems Using Linearized Euler Equations

Abstract: The goal of this work is to study some numerical solutions of acoustic propagation problems using linearized Eider's equations. The two-dimensional Euler's equations are linearized around a stationary mean flow. The solution is obtained by using a dispersion-relation-preserving scheme in space, combined with a fourth-order Runge-Kutta algorithm in time. This numerical integration leads to very good results in terms of accuracy, stability and low storage. The radiation of a source hi a subsonic and supersonic uniform mean flow is investigated. The numerical estimates are shown to be in excellent agreement with the analytical solutions. Next, a typical problem in jet noise is considered, the propagation of acoustic waves in a sheared mean flow, and the numerical solution compares favorably with ray tracing. The final goal of this work is to improve and to validate the Stochastic Noise Generation and Radiation (SNGR) model. In this model, the turbulent velocity field is modeled by a sum of random Fourier modes through a source term in the linearized Euler's equations. The implementation of acoustic sources in the linearized Euler's equations is thus an important point. This is discussed with emphasis on the ability of the method to describe correctly the multipolar structure of aeroacoustic sources. Finally, a nonlinear formulation of Euler's equations is solved hi order to limit the growth of instability waves excited by the acoustic source terms.

Anisotropic geometric diffusion in surface processing

Abstract: A new multiscale method in surface processing is presented which combines the image processing methodology based on nonlinear diffusion equations and the theory of geometric evolution problems. Its aim is to smooth discretized surfaces while simultaneously enhancing geometric features such as edges and corners. This is obtained by an anisotropic curvature evolution, where time is the multiscale parameter. Here, the diffusion tensor depends on the shape operator of the evolving surface. A spatial finite element discretization on arbitrary unstructured triangular meshes and a semi-implicit finite difference discretization in time are the building blocks of the easy to code algorithm presented. The systems of linear equations in each timestep are solved by appropriate, preconditioned iterative solvers. Different applications underline the efficiency and flexibility of the presented type of surface processing tool.

Long-Time Energy Conservation of Numerical Methods for Oscillatory Differential Equations

Abstract: We consider second-order differential systems where high-frequency oscillations are generated by a linear part. We present a frequency expansion of the solution, and we discuss two invariants of the system that determine the coefficients of the frequency expansion. These invariants are related to the total energy and the oscillatory harmonic energy of the original system. For the numerical solution we study a class of symmetric methods that discretize the linear part without error. We are interested in the case where the product of the step size with the highest frequency can be large. In the sense of backward error analysis we represent the numerical solution by a frequency expansion where the coefficients are the solution of a modified system. This allows us to prove the near-conservation of the total and the oscillatory energy over very long time intervals.

Algebraic Multigrid Based on Element Interpolation (AMGe)

Abstract: We introduce AMGe, an algebraic multigrid method for solving the discrete equations that arise in Ritz-type finite element methods for partial differential equations. Assuming access to the element stiffness matrices, we have that AMGe is based on the use of two local measures, which are derived from global measures that appear in existing multigrid theory. These new measures are used to determine local representations of algebraically "smooth" error components that provide the basis for constructing effective interpolation and, hence, the coarsening process for AMG. Here, we focus on the interpolation process; choice of the coarse "grids" based on these measures is the subject of current research. We develop a theoretical foundation for AMGe and present numerical results that demonstrate the efficacy of the method.

Residual based a posteriori error estimators for eddy current computation

Abstract: We consider H (curl ;Ω)-elliptic problems that have been discretized by means of Nedelec's edge elements on tetrahedral meshes. Such problems occur in the numerical computation of eddy currents. From the defect equation we derive localized expressions that can be used as a posteriori error estimators to control adaptive refinement. Under certain assumptions on material parameters and computational domains, we derive local lower bounds and a global upper bound for the total error measured in the energy norm. The fundamental tool in the numerical analysis is a Helmholtz-type decomposition of the error into an irrotational part and a weakly solenoidal part.

Discrete velocity model and implicit scheme for the bgk equation of rarefied gas dynamics

Abstract: We present a numerical method for computing transitional flows as described by the BGK equation of gas kinetic theory. Using the minimum entropy principle to define a discrete equilibrium function, a discrete velocity model of this equation is proposed. This model, like the continuous one, ensures positivity of solutions, conservation of moments, and dissipation of entropy. The discrete velocity model is then discretized in space and time by an explicit finite volume scheme which is proved to satisfy the previous properties. A linearized implicit scheme is then derived to efficiently compute steady-states; this method is then verified with several test cases.