O estudo de métodos de modelagem de escoamentos aerodinâmicos em regime transônico é de grande importância para a engenharia aeronáutica. O maior desafio no tratamento desses escoamentos está na sua característica não linear devido aos efeitos de compressibilidade e formação de ondas de choque. Tais efeitos não lineares influenciam no desempenho de superfícies aerodinâmicas em geral, bem como são responsáveis pelo aparecimento de fenômenos danosos para a resposta aeroelástica de aeronaves. O equacionamento para esses tipos de escoamentos pode ser obtido via as equações básicas da mecânica dos fluidos. No entanto, apenas soluções numéricas de tais equações são possíveis de ser obtidas de forma prática no presente momento. Para o caso específico do tratamento de problemas transônicos, as equações de Euler formam um conjunto de equações diferenciais a derivadas parciais capazes de capturar os efeitos não lineares de escoamentos compressíveis, porém os efeitos da viscosidade não são levados em consideração. O objetivo desse trabalho é implementar uma rotina computacional capaz de resolver numericamente escoamentos em regime transônico em torno de aerofólios. Para isso as equações de Euler não lineares são utilizadas e o campo de fluido ao redor de um perfil aerodinâmico é discretizado pelo método das diferenças finitas. Uma malha estruturada do tipo C discretizando o fluido ao redor de um aerofólio NACA0012 é considerada. A metodologia para solução numérica é baseada no método explícito de MacCormack de segunda ordem de precisão no tempo e espaço. Baseados na aproximação upwind...

A Teoria das equações diferenciais faz parte de uma área da Matemática muito rica em aplicações. Os métodos numéricos para a solução de equações diferenciais ordinárias são, da mesma forma que as próprias equações, fontes importantes de problemas a serem pesquisados. Como destaque tem-se os métodos multiderivadas de passo múltiplo, que são importantes na solução de problemas stiff. Os métodos numéricos mais conhecidos para a solução desses problemas são os BDF, que compõem, para L = 1, a família dos métodos (K, L) de Brown. Algumas questões relacionadas à estabilidade dos métodos (K, L) ainda não foram solucionadas como, por exemplo, uma conjectura de Jeltsch. Para analisá-la, é necessário estudar o comportamento dos zeros dos polinômios característicos associados aos métodos (K, L). Neste trabalho é apresentado um estudo sobre zeros de polinômios com o objetivo de demonstrar a validade da conjectura de Jeltsch para K '< OU =' 'K IND; L' . As regiões de estabilidade para alguns valores de K e L fixos são apresentadas e também é utilizada a teoria das order stars para mostrar algumas propriedades dos métodos (K, L). Portanto, este trabalho apresenta um estudo sobre os métodos (K, L) de Brown e usa uma ferramenta pouco utilizada na literatura...

Este trabalho estuda a técnica de reconstrução de imagens conhecido como tomografia por impedância elétrica em um domínio bidimensional. Esta técnica consiste na alocação de eletrodos na fronteira do volume e uma fonte injeta padrões de corrente através dos eletrodos e medem-se as voltagens resultantes na fronteira. Com estes dados estima-se a condutividade (ou resistividade) do interior do domínio criando-se uma imagem do mesmo. A tomografia por impedância elétrica é um problema inverso e mal posto no sentido de Hadamard. Estudam-se diversos métodos de solução para resolver o problema direto usando métodos numéricos como diferenças finitas e volumes finitos. Proporemos os métodos numéricos a serem aplicados na solução do problema direto os quais serão testados com problemas onde a solução analítica é conhecida. Posteriormente aplicaremos os métodos propostos ao problema especifico. Uma questão importante na reconstrução de imagens é propor a maneira como aproximar o Jacobiano (ou matriz de sensibilidade) do problema, assim desenvolvemos uma técnica para a aproximação do mesmo usando os dados fornecidos pelo problema direto.; In this work is studied the technique of reconstruction of images known as electrical impedance tomography for a two-dimensional domain. This technique consists in the allocation of electrodes on the border of the volume and a source injects patterns of current through the electrodes and then measuring voltages through the other electrodes. With these data it is estimated the conductivity (or resistivity) on the interior of the domain and an image is create of it. The electrical impedance tomography is an inverse and ill conditioned problem in the Hadamard sense. In this work...

Numerical methods for solving problems arising in heat and mass transfer, fluid mechanics, chemical reaction engineering, and molecular simulation. Topics: numerical linear algebra, solution of nonlinear algebraic equations and ordinary differential equations, solution of partial differential equations (e.g. Navier-Stokes), numerical methods in molecular simulation (dynamics, geometry optimization). All methods are presented within the context of chemical engineering problems. Familiarity with structured programming is assumed. From the course home page: Course Description This course focuses on the use of modern computational and mathematical techniques in chemical engineering. Starting from a discussion of linear systems as the basic computational unit in scientific computing, methods for solving sets of nonlinear algebraic equations, ordinary differential equations, and differential-algebraic (DAE) systems are presented. Probability theory and its use in physical modeling is covered, as is the statistical analysis of data and parameter estimation. The finite difference and finite element techniques are presented for converting the partial differential equations obtained from transport phenomena to DAE systems. The use of these techniques will be demonstrated throughout the course in the MATLAB® computing environment.

Introduction to numerical methods: interpolation, differentiation, integration, systems of linear equations. Solution of differential equations by numerical integration, partial differential equations of inviscid hydrodynamics: finite difference methods, panel methods. Fast Fourier Transforms. Numerical representation of sea waves. Computation of the motions of ships in waves. Integral boundary layer equations and numerical solutions.

Advanced introduction to applications and theory of numerical methods for solution of differential equations, especially of physically-arising partial differential equations, with emphasis on the fundamental ideas underlying various methods. Topics include finite differences, spectral methods, finite elements, well-posedness and stability, particle methods and lattice gases, boundary and nonlinear instabilities.

This thesis comprises nine published papers on an integrated geomechanical evaluation of cap and fault-seal for risking petroleum trap integrity using distinct element and boundary element numerical methods. Paper 1 provides back-ground information and an introduction to the body of research presented in this thesis. In some parts of the Penola Trough, South Australia, the seal lithotype is fractured providing structural permeability and thereby compromising seal competency. This work inferred that existing geomechanical techniques, which only considered stresses on the fault plane, had limited application in the prediction of fracture generation within the country rock away from the well-bore. It also suggested that computational stress modelling techniques may provide a useful tool in this area and similar tectonic provinces. An important stage of the modelling workflow is analysing the sensitivity of the numerical models to various input parameters. Papers 2 and 3 show that the models are particularly sensitive to fault parameters such as friction angle (o) and cohesion (C). However, fault rock properties are not well understood in petroleum exploration due to depths of investigation and the expense of acquiring core samples. This thesis develops a new technique...

European Congress on Computational Methods in Applied Sciences and Engineering, Barcelona 11-14 september 2000; In this paper, a study of three FE numerical formulations (Galerkin, Least Squares and Galerkin/Least Squares) applied to the convective-diffuse problem is presented, focusing our attention in high Péclet-number problems. The election of these three approaches is not arbitrary, but based on the relations among them. First, we review the causes of appearance of numerical oscillations when a Galerkin formulation is used. Contrasting with the nature of the Galerkin method, the Least Squares methos has a rigorous foundation on the basis of minimizing the square residual, which ensures best numerical results. However, this improvement in the numerical solution implies an increment of the computational cost, wich normally becomes unaffordable in practice. The last one, know as GLS, is based on a stabilization of the Galerkin Method. GLS can be interpreted as a combination of the last two methods, being one to solve convective problems, because it unifies the advantages of the Galerkin and Least Squares Methods and cancels its disadventages. For each numerical method, a brief review is presented, the continuity and derivability requirements on the trial functions are stablished...

Approved for public release; distribution is unlimited; There are numerous numerical methods for solving different types of partial differential equations (PDEs) that describe the physical dynamics of the world. For instance, PDEs are used to understand fluid flow for aerodynamics, wave dynamics for seismic exploration, and orbital mechanics. The goal of these numerical methods is to approximate the solution to a continuous PDE with an accurate discrete representation. The focus of this thesis is to explore a new Discontinuous Galerkin (DG) method for approximating the second order wave equation in complex geometries with curved elements. We begin by briefly highlighting some of the numerical methods used to solve PDEs and discuss the necessary concepts to understand DG methods. These concepts are used to develop a one- and two-dimensional DG method with an upwind flux, boundary conditions, and curved elements. We demonstrate convergence numerically and prove discrete stability of the method through an energy analysis.; ; Captain, United States Army

peer-reviewed; Turbulent wing-tip vortices are an extremely important fluid dynamics phenomena for their negative impact in several applications. Despite the many numerical and experimental studies conducted on this particular flow, there are still parameters that require further research to advance the current understanding and provide a benchmark for future prediction methods and computational studies. In this study, the near-field (up to three chord lengths) development of a wing-tip vortex is investigated at two angles of attack (five and ten degrees) using experimental and numerical methods. The experimental study was conducted a priori to the numerical simulations to provide a base case and inlet boundary conditions for the numerical models. The vortex shed from a straight rectangular wing with squared tips was investigated to identify the main mechanisms involved in the near-field roll up of the vortex. The combination of experimental measurement techniques, such as hot-wire anemometry and a five-hole pressure probe, gave great insight into the behaviour of the mean and turbulent characteristics of the vortex during roll up and near-field formation. The experimental measurements revealed both wake-like and jet-like axial velocity profiles depending on the angle of attack and the presence of a secondary counter rotating vortex just behind the wing (x/c = 0) for both angles of attack. The vortex was also characterized by high levels of vorticity in the core and a circulation parameter that increased with downstream distance. Turbulence levels in the vortex were found to be highest on the core periphery just behind the wing (x/c = 0) but decayed with downstream distance in the core of the vortex due to the relaminarizing effect of the core solid body rotation. The numerical investigation utilised finite volume flow solver Star- CCM+ and consisted of Steady and Unsteady Reynolds Averaged Navier-Stokes (RANS/URANS) modelling using a Reynolds stress model...

Presented here are two related numerical methods, one for the inverse eigenvalue problem for nonnegative or stochastic matrices and another for the inverse eigenvalue problem for symmetric nonnegative matrices. The methods are iterative in nature and util

As a basic example in nonlinear theories of discrete complex analysis, we explore various numerical methods for the accurate evaluation of the discrete map $Z^a$ introduced by Agafonov and Bobenko. The methods are based either on a discrete Painlev\'e equation or on the Riemann-Hilbert method. In the latter case, the underlying structure of a triangular Riemann-Hilbert problem with a non-triangular solution requires special care in the numerical approach. Complexity and numerical stability are discussed, the results are illustrated by numerical examples; Comment: added references and a conclusion; 24 pages, 10 figures

We resume the recent successes of the grid-based tensor numerical methods and discuss their prospects in real-space electronic structure calculations. These methods, based on the low-rank representation of the multidimensional functions and integral operators, led to entirely grid-based tensor-structured 3D Hartree-Fock eigenvalue solver. It benefits from tensor calculation of the core Hamiltonian and two-electron integrals (TEI) in $O(n\log n)$ complexity using the rank-structured approximation of basis functions, electron densities and convolution integral operators all represented on 3D $n\times n\times n $ Cartesian grids. The algorithm for calculating TEI tensor in a form of the Cholesky decomposition is based on multiple factorizations using algebraic 1D ``density fitting`` scheme. The basis functions are not restricted to separable Gaussians, since the analytical integration is substituted by high-precision tensor-structured numerical quadratures. The tensor approaches to post-Hartree-Fock calculations for the MP2 energy correction and for the Bethe-Salpeter excited states, based on using low-rank factorizations and the reduced basis method, were recently introduced. Another direction is related to the recent attempts to develop a tensor-based Hartree-Fock numerical scheme for finite lattice-structured systems...

We present and analyze several numerical methods for the discretization of the nonlinear Dirac equation in the nonrelativistic limit regime, involving a small dimensionless parameter $0<\varepsilon\ll 1$ which is inversely proportional to the speed of light. In this limit regime, the solution is highly oscillatory in time, i.e. there are propagating waves with wavelength $O(\varepsilon^2)$ and $O(1)$ in time and space, respectively. We begin with four frequently used finite difference time domain (FDTD) methods and establish rigorously error estimates for the FDTD methods, which depend explicitly on the mesh size $h$ and time step $\tau$ as well as the small parameter $0<\varepsilon\le 1$. Based on the error bounds, in order to obtain `correct' numerical solutions in the nonrelativistic limit regime, i.e. $0<\varepsilon\ll 1$, the FDTD methods share the same $\varepsilon$-scalability: $\tau=O(\varepsilon^3)$ and $h=O(\sqrt{\varepsilon})$. Then we propose and analyze two numerical methods for the discretization of the nonlinear Dirac equation by using the Fourier spectral discretization for spatial derivatives combined with the exponential wave integrator and time-splitting technique for temporal derivatives, respectively. Rigorous error bounds for the two numerical methods show that their $\varepsilon$-scalability is improved to $\tau=O(\varepsilon^2)$ and $h=O(1)$ when $0<\varepsilon\ll 1$ compared with the FDTD methods. Extensive numerical results are reported to confirm our error estimates.; Comment: 1 figure. arXiv admin note: substantial text overlap with arXiv:1504.02881

Among the efficient numerical methods based on atomistic models, the quasicontinuum (QC) method has attracted growing interest in recent years. The QC method was first developed for crystalline materials with Bravais lattice and was later extended to multilattices (Tadmor et al, 1999). Another existing numerical approach to modeling multilattices is homogenization. In the present paper we review the existing numerical methods for multilattices and propose another concurrent macro-to-micro method in the numerical homogenization framework. We give a unified mathematical formulation of the new and the existing methods and show their equivalence. We then consider extensions of the proposed method to time-dependent problems and to random materials.; Comment: 31 pages

We analyze rigorously error estimates and compare numerically spatial/temporal resolution of various numerical methods for the discretization of the Dirac equation in the nonrelativistic limit regime, involving a small dimensionless parameter $0<\varepsilon\ll 1$ which is inversely proportional to the speed of light. In this limit regime, the solution is highly oscillatory in time, i.e. there are propagating waves with wavelength $O(\varepsilon^2)$ and $O(1)$ in time and space, respectively. We begin with several frequently used finite difference time domain (FDTD) methods and obtain rigorously their error estimates in the nonrelativistic limit regime by paying particular attention to how error bounds depend explicitly on mesh size $h$ and time step $\tau$ as well as the small parameter $\varepsilon$. Based on the error bounds, in order to obtain `correct' numerical solutions in the nonrelativistic limit regime, i.e. $0<\varepsilon\ll 1$, the FDTD methods share the same $\varepsilon$-scalability on time step: $\tau=O(\varepsilon^3)$. Then we propose and analyze two numerical methods for the discretization of the Dirac equation by using the Fourier spectral discretization for spatial derivatives combined with the exponential wave integrator and time-splitting technique for temporal derivatives...

In this paper, motivated by applications in computer graphics and animation, we study the numerical methods for checking $C^k-$regularity of vector multivariate subdivision schemes with dilation 2I. These numerical methods arise from the joint spectral radius and restricted spectral radius approaches, which were shown in Charina (Charina, 2011) to characterize $W^k_p-$regularity of subdivision in terms of the same quantity. Namely, the $(k,p)-$joint spectral radius and the $(k,p)-$restricted spectral radius are equal. We show that the corresponding numerical methods in the univariate scalar and vector cases even yield the same upper estimate for the $(k,\infty)-$joint spectral radius for a certain choice of a matrix norm. The difference between the two approaches becomes apparent in the multivariate case and we confirm that they indeed offer different numerical schemes for estimating the regularity of subdivision. We illustrate our results with several examples.

A review of the most popular Linear Multistep (LM) Methods for solving Ordinary Differential Equations numerically is presented. These methods are first derived from first principles, and are discussed in terms of their order, consistency, and various types of stability. Particular varieties of stability that may not be familiar, are briefly defined first. The methods that are included are the Adams-Bashforth Methods, Adams-Moulton Methods, and Backwards Differentiation Formulas. Advantages and disadvantages of these methods are also described. Not much prior knowledge of numerical methods or ordinary differential equations is required, although knowledge of basic topics from calculus is assumed.; Comment: A general review that does not require much prior knowledge in numerical ODEs. 10 pages

We present a brief survey on the modern tensor numerical methods for multidimensional stationary and time-dependent partial differential equations (PDEs). The guiding principle of the tensor approach is the rank-structured separable approximation of multivariate functions and operators represented on a grid. Recently, the traditional Tucker, canonical, and matrix product states (tensor train) tensor models have been applied to the grid-based electronic structure calculations, to parametric PDEs, and to dynamical equations arising in scientific computing. The essential progress is based on the quantics tensor approximation method proved to be capable to represent (approximate) function related $d$-dimensional data arrays of size $N^d$ with log-volume complexity, $O(d \log N)$. Combined with the traditional numerical schemes, these novel tools establish a new promising approach for solving multidimensional integral and differential equations using low-parametric rank-structured tensor formats. As the main example, we describe the grid-based tensor numerical approach for solving the 3D nonlinear Hartree-Fock eigenvalue problem, that was the starting point for the developments of tensor-structured numerical methods for large-scale computations in solving real-life multidimensional problems. We also address new results on tensor approximation of the dynamical Fokker-Planck and master equations in many dimensions up to $d=20$. Numerical tests demonstrate the benefits of the rank-structured tensor approximation on the aforementioned examples of multidimensional PDEs. In particular...

Current research made contribution to the numerical analysis of highly oscillatory ordinary differential equations. Highly oscillatory functions appear to be at the forefront of the research in numerical analysis. In this work we developed efficient numerical algorithms for solving highly oscillatory differential equations. The main important achievements are: to the contrary of classical methods, our numerical methods share the feature that asymptotically the approximation to the exact solution improves as the frequency of oscillation grows; also our methods are computationally feasible and as such do not require fine partition of the integration interval. In this work we show that our methods introduce better accuracy of approximation as compared with the state of the art solvers in Matlab and Maple.; This thesis presents methods for efficient numerical approximation of linear and non-linear systems of highly oscillatory ordinary differential equations. Phenomena of high oscillation is considered a major computational problem occurring in Fourier analysis, computational harmonic analysis, quantum mechanics, electrodynamics and fluid dynamics. Classical methods based on Gaussian quadrature fail to approximate oscillatory integrals. In this work we introduce numerical methods which share the remarkable feature that the accuracy of approximation improves as the frequency of oscillation increases. Asymptotically...