To finite-difference model elastic wave propagation in a combined structure with solid, fluid and porous subregions, a set of modified Biot’s equations are used, which can be reduced to the governing equations in solids, fluids as well as fluid-saturated porous media. Based on the modified Biot’s equations, the field quantities are finite-difference discretized into unified forms in the whole structure, including those on any interface between the solid, fluid and porous subregions. For the discrete equations on interfaces, however, the harmonic mean of shear modulus and the arithmetic mean of the other parameters on both sides of the interfaces are used. These parameter averaging equations are validated by deriving from the continuity conditions on the interfaces. As an example of using the parameter averaging technique, a 2-D finite-difference scheme with a velocity-stress staggered grid in cylindrical coordinates is implemented to simulate the acoustic logs in porous formations. The finite-difference simulations of the acoustic logging in a homogeneous formation agree well with those obtained by the analytical method. The acoustic logs with mud cakes clinging to the borehole well are simulated for investigating the effect of mud cake on the acoustic logs. The acoustic logs with a varying radius borehole embedded in a horizontally stratified formation are also simulated by using the proposed finite-difference scheme.

We describe a numerical model to simulate the non-linear elasto-plastic dynamics of compressible materials. The model is fully Eulerian and it is discretized on a fixed Cartesian mesh. The hyperelastic constitutive law considered is neohookean and the plasticity model is based on a multiplicative decomposition of the inverse deformation tensor. The model is thermodynamically consistent and it is shown to be stable in the sense that the norm of the deviatoric stress tensor beyond yield is non increasing. The multimaterial integration scheme is based on a simple numerical flux function that keeps the interfaces sharp. Numerical illustrations in one to three space dimensions of high-speed multimaterial impacts in air are presented.

In this paper, we numerically investigate the effects of surfactant on drop-drop interactions in a 2D shear flow using a coupled level-set and immersed interface approach proposed in (Xu et al., J. Comput. Phys., 212 (2006), 590-616). We find that surfactant plays a critical and nontrivial role in drop-drop interactions. In particular, we find that the minimum distance between the drops is a non-monotone function of the surfactant coverage and Capillary number. This non-monotonic behavior, which does not occur for clean drops, is found to be due to the presence of Marangoni forces along the drop interfaces. This suggests that there are non-monotonic conditions for coalescence of surfactant-laden drops, as observed in recent experiments of Leal and co-workers. Although our study is two-dimensional, we believe that drop-drop interactions in three-dimensional flows should be qualitatively similar as the Maragoni forces in the near contact region in 3D should have a similar effect.

The development of high-order schemes has been mostly concentrated on the limiters and high-order reconstruction techniques. In this paper, the effect of the flux functions on the performance of high-order schemes will be studied. Based on the same WENO reconstruction, two schemes with different flux functions, i.e., the fifth-order WENO method and the WENO-Gas-kinetic scheme (WENO-GKS), will be compared. The fifth-order finite difference WENO-SW scheme is a characteristic variable reconstruction based method which uses the Steger-Warming flux splitting for inviscid terms, the sixth-order central difference for viscous terms, and three stages Runge-Kutta time stepping for the time integration. On the other hand, the finite volume WENO-GKS is a conservative variable reconstruction based method with the same WENO reconstruction. But, it evaluates a time dependent gas distribution function along a cell interface, and updates the flow variables inside each control volume by integrating the flux function along the boundary of the control volume in both space and time. In order to validate the robustness and accuracy of the schemes, both methods are tested under a wide range of flow conditions: vortex propagation, Mach 3 step problem, and the cavity flow at Reynolds number 3200. Our study shows that both WENO-SW and WENO-GKS yield quantitatively similar results and agree with each other very well provided a sufficient grid resolution is used. With the reduction of mesh points, the WENO-GKS behaves to have less numerical dissipation and present more accurate solutions than those from the WENO-SW in all test cases. For the Navier-Stokes equations, since the WENO-GKS couples inviscid and viscous terms in a single flux evaluation, and the WENO-SW uses an operator splitting technique, it appears that the WENO-SW is more sensitive to the WENO reconstruction and boundary treatment. In terms of efficiency, the finite volume WENO-GKS is about 4 times slower than the finite differenceWENO-SW in two dimensional simulations. The current study clearly shows that besides high-order reconstruction, an accurate gas evolution model or flux function in a high-order scheme is also important in the capturing of physical solutions. In a physical flow, the transport, stress deformation, heat conduction, and viscous heating are all coupled in a single gas evolution process. Therefore, it is preferred to develop such a scheme with multi-dimensionality, and unified treatment of inviscid and dissipative terms. A high-order scheme does prefer a high-order gas evolution model. Even with the rapid advances of high-order reconstruction techniques, the first-order dynamics of the Riemann solution becomes the bottleneck for the further development of high-order schemes. In order to avoid the weakness of the low order flux function, the development of high-order schemes relies heavily on the weak solution of the original governing equations for the update of additional degree of freedom, such as the non-conservative gradients of flow variables, which cannot be physically valid in discontinuous regions.

In this paper we propose a general framework for the uncertainty quantification of quantities of interest for high-contrast single-phase flow problems. It is based on the generalized multiscale finite element method (GMsFEM) and multilevel Monte Carlo (MLMC) methods. The former provides a hierarchy of approximations of different resolution, whereas the latter gives an efficient way to estimate quantities of interest using samples on different levels. The number of basis functions in the online GMsFEM stage can be varied to determine the solution resolution and the computational cost, and to efficiently generate samples at different levels. In particular, it is cheap to generate samples on coarse grids but with low resolution, and it is expensive to generate samples on fine grids with high accuracy. By suitably choosing the number of samples at different levels, one can leverage the expensive computation in larger fine-grid spaces toward smaller coarse-grid spaces, while retaining the accuracy of the final Monte Carlo estimate. Further, we describe a multilevel Markov chain Monte Carlo method, which sequentially screens the proposal with different levels of approximations and reduces the number of evaluations required on fine grids, while combining the samples at different levels to arrive at an accurate estimate. The framework seamlessly integrates the multiscale features of the GMsFEM with the multilevel feature of the MLMC methods following the work in [26], and our numerical experiments illustrate its efficiency and accuracy in comparison with standard Monte Carlo estimates.

High intensity focused ultrasound is a rapidly developing technology for the ablation of tumors. Liver cancer is one of the most common malignancies worldwide. Since liver has a large number of blood vessels, blood flow cooling can reduce the necrosed volume and may cause regeneration of the tumor to occur. All cancer cells should be ablated without damaging of the critical tissues. Today, treatment planning tools consider liver as a homogeneous organ. This paper is a step towards the development of surgical planning platform for a non-invasive HIFU tumor ablative therapy in a real liver geometry based on CT/MRI image. This task requires coupling of different physical fields: acoustic, thermal and hydrodynamic. These physical fields can influence each other. In this paper we illustrate how a computational model can be used to improve the treatment efficiency. In large blood vessel both convective cooling and acoustic streaming can change the temperature considerably near blood vessel. The whole tumor ablation took only 30 seconds in the considered simulation case, which is very small comparing with the current treatment time of several hours. Through this study we are convinced that high ultrasound power and nonlinear propagation effects with appropriate treatment planning can sufficiently reduce the treatment time.

A second order Ghost Fluid method is proposed for the treatment of interface problems of elliptic equations with discontinuous coefficients. By appropriate use of auxiliary virtual points, physical jump conditions are enforced at the interface. The signed distance function is used for the implicit description of irregular domain. With the additional unknowns, high order approximation considering the discontinuity can be built. To avoid the ill-conditioned matrix, the interpolation stencils are selected adaptively to balance the accuracy and the numerical stability. Additional equations containing the jump restrictions are assembled with the original discretized algebraic equations to form a new sparse linear system. Several Krylov iterative solvers are tested for the newly derived linear system. The results of a series of 1-D, 2-D tests show that the proposed method possesses second order accuracy in L∞ norm. Besides, the method can be extended to the 3-D problems straightforwardly. Numerical results reveal the present method is highly efficient and robust in dealing with the interface problems of elliptic equations.

The paper is concerned with the numerical solution of Schrödinger equations on an unbounded spatial domain. High-order absorbing boundary conditions for one-dimensional domain are derived, and the stability of the reduced initial boundary value problem in the computational interval is proved by energy estimate. Then a second order finite difference scheme is proposed, and the convergence of the scheme is established as well. Finally, numerical examples are reported to confirm our error estimates of the numerical methods.

A straightforward method is presented for computing three-dimensional Stokes flow, due to forces on a surface, with high accuracy at points near the surface. The flow quantities are written as boundary integrals using the free-space Green’s function. To evaluate the integrals near the boundary, the singular kernels are regularized and a simple quadrature is applied in coordinate charts. High order accuracy is obtained by adding special corrections for the regularization and discretization errors, derived here using local asymptotic analysis. Numerical tests demonstrate the uniform convergence rates of the method.

Various works from the literature aimed at accelerating Bayesian inference in inverse problems. Stochastic spectral methods have been recently proposed as surrogate approximations of the forward uncertainty propagation model over the support of the prior distribution. These representations are efficient because they allow affordable simulation of a large number of samples from the posterior distribution. Unfortunately, they do not perform well when the forward model exhibits strong nonlinear behavior with respect to its input.

In this work, we first relate the fast (exponential) L2-convergence of the forward approximation to the fast (exponential) convergence (in terms of Kullback-Leibler divergence) of the approximate posterior. In particular, we prove that in case the prior distribution is uniform, the posterior is at least twice as fast as the convergence rate of the forwardmodel in those norms. The Bayesian inference strategy is developed in the framework of a stochastic spectral projectionmethod. The predicted convergence rates are then demonstrated for simple nonlinear inverse problems of varying smoothness.

We then propose an efficient numerical approach for the Bayesian solution of inverse problems presenting strongly nonlinear or discontinuous systemresponses. This comes with the improvement of the forward model that is adaptively approximated by an iterative generalized Polynomial Chaos-based representation. The numerical approximations and predicted convergence rates of the former approach are compared to the new iterative numericalmethod for nonlinear time-dependent test cases of varying dimension and complexity, which are relevant regarding our hydrodynamics motivations and therefore regarding hyperbolic conservation laws and the apparition of discontinuities in finite time.

With the use of temporal derivative of flux function, a two-stage temporal discretization has been recently proposed in the design of fourth-order schemes based on the generalized Riemann problem (GRP) [21] and gas-kinetic scheme (GKS) [28]. In this paper, the fourth-order gas-kinetic scheme will be extended to solve the compressible multicomponent flow equations, where the two-stage temporal discretization and fifth-order WENO reconstruction will be used in the construction of the scheme. Based on the simplified two-species BGK model [41], the coupled Euler equations for individual species will be solved. Each component has its individual gas distribution function and the equilibrium states for each component are coupled by the physical requirements of total momentum and energy conservation in particle collisions. The second-order flux function is used to achieve the fourth-order temporal accuracy, and the robustness is as good as the second-order schemes. At the same time, the source terms, such as the gravitational force and the chemical reaction, will be explicitly included in the two-stage temporal discretization through their temporal derivatives. Many numerical tests from the shock-bubble interaction to ZND detonative waves are presented to validate the current approach.

It is known that large time-stepping method are useful for simulating phase field models. In this work, an adaptive time-stepping strategy is proposed based on numerical energy stability and equi-distribution principle. The main idea is to use the energy variation as an indicator to update the time step, so that the resulting algorithm is free of user-defined parameters, which is different from several existing approaches. Some numerical experiments are presented to illustrate the effectiveness of the algorithms.

A new class of supersonic nonequilibrium flows is studied on the basis of solving the Boltzmann and model kinetic equations with the aim to consider new non-linear structures in open systems and to study anomalous transfer properties in relaxation zones. The Unified Flow Solver is applied for numerical simulations. Simple gases and gases with inner degrees of freedom are considered. The experimental data related to the influence of the so-called optical lattices on the supersonic molecular beams are considered and numerical analysis of the nonequilibrium states obtained on this basis is made. The nonuniform relaxation problem with these distributions is simulated numerically and anomalous transport is confirmed. The conditions for strong changes of the temperature in the anomalous transfer zones are discussed and are realized in computations.

Numerical methods of a 3D multiphysics, two-phase transport model of proton exchange membrane fuel cell (PEMFC) is studied in this paper. Due to the coexistence of multiphase regions, the standard finite element/finite volume method may fail to obtain a convergent nonlinear iteration for a two-phase transport model of PEMFC [49,50]. By introducing Kirchhoff transformation technique and a combined finite element-upwind finite volume approach, we efficiently achieve a fast convergence and reasonable solutions for this multiphase, multiphysics PEMFC model. Numerical implementation is done by using a novel automated finite element/finite volume program generator (FEPG). By virtue of a high-level algorithm description language (script), component programming and human intelligence technologies, FEPG can quickly generate finite element/finite volume source code for PEMFC simulation. Thus, one can focus on the efficient algorithm research without being distracted by the tedious computer programming on finite element/finite volume methods. Numerical success confirms that FEPG is an efficient tool for both algorithm research and software development of a 3D, multiphysics PEMFC model with multicomponent and multiphase mechanism.

Stent placement is considered as a promising and minimally invasive technique to prevent rupture of aneurysm and favor coagulation mechanism inside the aneurysm. Many scholars study the effect of the stent on blood flow in cerebral aneurysm by numerical simulations, and usually regard blood as the Newtonian fluid, blood, however, is a kind of non-Newtonian fluid in practice. The main purpose of the present paper is to investigate the effect of non-Newtonian behavior on the hemodynamic characteristics of blood flow in stented cerebral aneurysm with lattice Boltzmann method. The Casson model is used to describe the blood non-Newtonian character, which is one of the most popular models in depicting blood fluid. In particular, hemodynamic characteristics derived with Newtonian and non-Newtonian models are studied, and compared in detail. The results show that the non-Newtonian effect gives a great influence on hemodynamic characteristics of blood flow in stented cerebral aneurysm, especially in small necked ones.

We present a parallel Cartesian method to solve elliptic problems with complex immersed interfaces. This method is based on a finite-difference scheme and is second-order accurate in the whole domain. The originality of the method lies in the use of additional unknowns located on the interface, allowing to express straightforwardly the interface transmission conditions. We describe the method and the details of its parallelization performed with the PETSc library. Then we present numerical validations in two dimensions, assorted with comparisons to other related methods, and a numerical study of the parallelized method.

In this work, we concern with the numerical comparison between different kinds of design points in least square (LS) approach on polynomial spaces. Such a topic is motivated by uncertainty quantification (UQ). Three kinds of design points are considered, which are the Sparse Grid (SG) points, the Monte Carlo (MC) points and the Quasi Monte Carlo (QMC) points. We focus on three aspects during the comparison: (i) the convergence properties; (ii) the stability, i.e. the properties of the resulting condition number of the design matrix; (iii) the robustness when numerical noises are present in function values. Several classical high dimensional functions together with a random ODE model are tested. It is shown numerically that (i) neither the MC sampling nor the QMC sampling introduce the low convergence rate, namely, the approach achieves high order convergence rate for all cases provided that the underlying functions admit certain regularity and enough design points are used; (ii)The use of SG points admits better convergence properties only for very low dimensional problems (say d ≤ 2); (iii)The QMC points, being deterministic, seem to be a good choice for higher dimensional problems not only for better convergence properties but also in the stability point of view.

This work is a follow-up to our previous work. It extends and complements, both theoretically and experimentally, the results presented there. Under consideration is the homogenization of a model of a weakly random heterogeneous material. The material consists of a reference periodic material randomly perturbed by another periodic material, so that its homogenized behavior is close to that of the reference material. We consider laws for the random perturbations more general than in. We prove the validity of an asymptotic expansion in a certain class of settings. We also extend the formal approach introduced in. Our perturbative approach shares common features with a defect-type theory of solid state physics. The computational efficiency of the approach is demonstrated.

Moment equations provide a flexible framework for the approximation of the Boltzmann equation in kinetic gas theory. While moments up to second order are sufficient for the description of equilibrium processes, the inclusion of higher order moments, such as the heat flux vector, extends the validity of the Euler equations to non-equilibrium gas flows in a natural way.

Unfortunately, the classical closure theory proposed by Grad leads to moment equations, which suffer not only from a restricted hyperbolicity region but are also affected by non-physical sub-shocks in the continuous shock-structure problem if the shock velocity exceeds a critical value. Amore recently suggested closure theory based on the maximum entropy principle yields symmetric hyperbolic moment equations. However, if moments higher than second order are included, the computational demand of this closure can be overwhelming. Additionally, it was shown for the 5-moment system that the closing flux becomes singular on a subset of moments including the equilibrium state.

Motivated by recent promising results of closed-form, singular closures based on the maximum entropy approach, we study regularized singular closures that become singular on a subset of moments when the regularizing terms are removed. In order to study some implications of singular closures, we use a recently proposed explicit closure for the 5-moment equations. We show that this closure theory results in a hyperbolic system that can mitigate the problem of sub-shocks independent of the shock wave velocity and handle strongly non-equilibrium gas flows.

Despite its demonstrated importance in the deformation and dynamics of red blood cells, membrane viscosity has not received the same attention in computational models as elasticity and bending stiffness. Recent experiments on red blood cells indicated a power law response due to membrane viscosity. This is potentially much different from the solid viscoelastic models, such as Kelvin-Voigt and standard linear solid (SLS), currently used in computation to describe this aspect of the membrane. Within the context of a framework based on lattice Boltzmann and immersed boundary methods, we introduce SLS and power law models for membrane viscosity. We compare how the Kelvin-Voigt (as approximated by SLS) and power law models alter the deformation and dynamics of a spherical capsule in shear flows.