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In this thesis we present TREVR (Tree-based Reverse Ray Tracing), a general algo- rithm for computing the radiation field, including absorption, in astrophysical sim- ulations. TREVR is designed to handle large numbers of sources and absorbers; it is based on a tree data structure and is thus suited to codes that use trees for their gravity or hydrodynamics solvers (e.g. Adaptive Mesh Refinement). It achieves com- putational speed while maintaining a specified accuracy via controlled lowering of resolution of both sources and rays from each source. TREVR computes the radiation field in O(N log(N)) time without absorption and O (Nlog(N)log(N)) time with absorption. These claims are substantiated by mathematically predicting and testing the algorithm’s general scaling. The scalings arise from merging sources of radiation according to an opening angle criterion and walking the tree structure to trace a ray to a depth that gives the chosen accuracy for absorption. The absorption-depth refinement criterion is unique to TREVR and is presented here for the first time. We provide a suite of tests demonstrating the algorithm’s ability to accurately compute fluxes, ionization fronts and shadows. Two novel test cases are presented here for the first time as part of this suite. / Thesis / Master of Science (MSc) / In this thesis we present TREVR (Tree-based Reverse Ray Tracing), a general method for computing the effects of of radiation in astrophysical simulations.

The problem of rough surface scattering and propagation over rough terrain in ducting environments has been receiving considerable attention in the literature. One popular method of modeling this problem is the parabolic wave equation (PWE) method. In this method, the Helmholtz wave equation is replaced by a PWE under the assumption of predominant forward propagation and scattering. The resulting PWE subjected to the appropriate boundary condition(s) is then solved, given an initial field distribution, using marching techniques such as the split-step Fourier algorithm. As is obvious from the assumption on which it is based, the accuracy of the PWE approximation deteriorates in situations involving appreciable scattering away from the near-forward direction, i.e. when the terrain under consideration is considerably rough. The backscattered field is neglected in all PWE-based models. An alternative and more rigorous method for modeling the problem under consideration is the boundary integral equation (BIE) method, which is formulated in two steps. The first step involves setting up an integral equation (the magnetic field integral equation, MFIE, or the electric field integral equation EFIE) governing currents induced on the rough surface by the incident field and solving for these currents numerically. The resulting currents are then used in the appropriate radiation integrals to calculate the field scattered by the surface everywhere in space. The BIE method accounts for all orders of multiple scattering on the rough surface and predicts the scattered field in all directions in space (including the backscattering direction) in an exact manner. In homogeneous media, the implementation of the BIE approach is straightforward since the kernel (Green's function or its normal derivative) which appears in the integral equation and the radiation integrals is well known. This is not the case, however, in inhomogeneous media (ducting environments) where the Green's function is not readily known. Due to this fact, there has been no attempt, up to our knowledge, at using the BIE (except under the parabolic approximation) to model the problem under consideration prior to the work presented in this thesis. In this thesis, a closed-form approximation of the Green's function for a two-dimensional ducting environment formed by the presence of a linear-square refractivity profile is derived using the asymptotic methods of stationary phase and steepest descents. This Green's function is then modified to more closely model the one associated with a physical ducting medium, in which the refractivity profile decreases up to a certain height, beyond which it becomes constant. This modified Green's function is then used in the BIE approach to study low grazing angle (LGA) propagation over rough surfaces in the aforementioned ducting environment. The numerical method used to solve the MFIE governing the surface currents is MOMI, which is a very robust and efficient method that does not require matrix storage or inversion. The proposed method is meant as a benchmark for people studying forward propagation over rough surfaces using the parabolic wave equation (PWE). Rough surface scattering results obtained via the PWE/split-step approach are compared to those obtained via the BIE/MOMI approach in ducting environments. These comparisons clearly show the shortcomings of the PWE/split-step approach. / Ph. D.

The Burgers equation, and related partial differential equations (PDEs), can be numerically challenging for small values of the viscosity parameter. For example, these equations can develop discontinuous solutions (or solutions with large gradients) from smooth initial data. Aside from numerical stability issues, standard numerical methods can also give rise to spurious oscillations near these discontinuities. In this study, we consider an equivalent form of the Burgers equation given by Constantin and Iyer, whose solution can be written as the expected value of a stochastic differential equation. This equivalence is used to develop a numerical method for approximating solutions to Burgers equation. Our preliminary analysis of the algorithm reveals that it is a natural generalization of the method of characteristics and that it produces approximate solutions that actually improve as the viscosity parameter vanishes. We present three examples that compare our algorithm to a recently published reference method as well as the vanishing viscosity/entropy solution for decreasing values of the viscosity. / Master of Science / Burgers equation is a Partial Differential Equation (PDE) used to model how fluids evolve in time based on some initial condition and viscosity parameter. This viscosity parameter helps describe how the energy in a fluid dissipates. When studying partial differential equations, it is often hard to find a closed form solution to the problem, so we often approximate the solution with numerical methods. As our viscosity parameter approaches 0, many numerical methods develop problems and may no longer accurately compute the solution. Using random variables, we develop an approximation algorithm and test our numerical method on various types of initial conditions with small viscosity coefficients.

Modeling and simulation have played an essential role in understanding the effects of blast waves. However, a broad area of engineering problems, such as vehicle structures, buildings, bridges, or even the human body, can benefit by accurately predicting the response to blasts with little need for test or event data. This thesis reviews fundamental concepts of blast waves and explosives and discusses research in blast scaling. Blast scaling is a method that reduces the computational costs associated with modeling blasts by using empirical data and numerically calculating blast field parameters over time for various types and sizes of explosives. This computational efficiency is critical in studying blast waves' near and far-field effects. This thesis also reviews research to differentiate between free-air blasts and gun muzzle blasts and the progress of modeling the muzzle blast-structure interaction. The main focus of this thesis covers an investigation of different numerical and analytical solutions to a simple aerospace structure subjected to blast pressure. The thesis finally presents a tool that creates finite element loads utilizing muzzle blast scaling methods. This tool reduces modeling complexity and the need for multiple domains such as coupled computational fluid dynamics and finite element models by coupling blast scaling methods to a finite element model. / Master of Science / {Numerical integration methods have helped solve many complex problems in engineering and science due to their ability to solve non-linear equations that describe many phenomena. These methods are beneficial because of how well they lend to programming into a computer, and their impact has grown with the increases in computing power. In this thesis, ``modeling and simulation" refers to the characterization and prediction of an event's outcome through the use of computers and numerical techniques. Modeling and simulation play important roles in studying the effects of blast waves in many areas of engineering research such as aerospace, biomedical, naval, and civil. Their capability to predict the outcome of the interaction of a blast wave to vehicle structures, buildings, bridges, or even the human body while requiring limited experimental data has the chance to benefit a wide area of engineering problems. This thesis reviews fundamental concepts of blast waves, explosives, and research that has applied blast loading in modeling and simulation. This thesis describes the complexity of modeling an axially symmetric blast wave interaction by comparing the numerical and theoretical response blast loaded structure.

The performance of aircraft engines can be significantly affected by the variety of foreign particles that are mixed into the air while operating under miscellaneous conditions. In particular, aircraft engines that operate in sandy or dusty conditions may fail within minutes of exposure to particle-laden flow due to foreign particle deposition on hot section components or erosion occurring on the compressor and turbine blades. For these reasons, the effect of sand ingestion on erosion, which may occur in the turbine and compressor blades, was studied in this master's thesis. In this master's thesis, the effect of sand ingestion on erosion on the M250 turboshaft engine's compressor blades will be investigated with the aid of numerical methods. In this study, we used the OpenFOAM software to solve the multiphase flow problem from the standpoint of finite control methods and the Eulerian-Lagrangian framework. The initial sand distribution conditions were taken from the Ph.D. thesis written by Olshefski, K. T. (2023) [1]. The compressor blade was modeled as 2D, which has a NACA 6510 profile shape, with a chord length of 63 mm. The results show that the leading edge and the suction side of the compressor, i.e. the upper half of the compressor, eroded more compared to the trailing edge, and the pressure side. Results also show that as the sand particle distribution becomes non-uniform the most eroded region shifts toward the trailing edge. In addition, for varying angles of attack, the region where the erosion occurs alters periodically. We observed that as the angle of attack increases, the eroded region shifts toward the trailing edge, but when the angle of attack is kept increasing the eroded region shifts back to the leading edge again. In conclusion, the non-uniformity of sand particle loading has a strong effect on the determination of the eroded regions. Furthermore, the variation of the angle of attack has a huge role in both the determination of eroded regions and the amount of eroded material. / Master of Science / In this master's thesis, the effect of sand ingestion on compressor blade erosion was investigated with the help of numerical methods. The compressor is one of the vital parts of air-breathing engines such as turboshaft, turbofan, turbojet, and turboprop engines. Therefore, the erosion on the compressor blades may cause pressure surges, which could cause severe problems in the operation of aircraft or airplanes operating under dusty conditions. Historically, it is reported that a TransAmerican aircraft propelled by Alison T-56 engines lost two of its four engines after 3 to 4 minutes of exposure to volcanic ash while flying over Mt. St. Helens in 1980. Another example of the effects of sand ingestion is an MV-22 Osprey crash that happened during a training exercise in Hawaii, claiming the lives of two US Marines and injuring twenty other personnel in 2015. It was attributed that the cause of the fatal accident was the ingestion of dust that caused engine failure. Therefore, our intention in studying this field is to have an understanding of the regions of compressor blades that are vulnerable to erosion. In this master's thesis, numerical methods based on the finite volume method were used to obtain numerical solutions to estimate erosion on the compressor blade by utilizing OpenFOAM. We would like to recommend a nice OpenFOAM tutorial for those who are interested in applying numerical methods using OpenFOAM, taught by Jozsef Nagy accessible on YouTube, https://www.youtube.com/@OpenFOAMJozsefNagy. Also, for creating geometry and mesh generation of an airfoil for the use of OpenFOAM, we would like to recommend the tutorial presented by Ali Ikhsanul, accessible on YouTube via this link https://www.youtube.com/@aliikhsanul7982. These tutorial videos could help those who are interested in Openfoam but do not have much experience with Openfoam. The work in this master's thesis indicates that the leading edge of the compressor blade is more prone to be eroded than the trailing edge. In addition, it is shown that the eroded region distribution is highly dependent on the angle of attack of sand particles.

Many problems in financial world are being modeled by means of differential equation. These problems are time dependent, highly nonlinear, stochastic and heavily depend on the previous history of time. A variety of financial products exists in the market, such as forwards, futures, swaps and options. Our main focus in this thesis is to use the numerical analysis tools to solve some option pricing problems. Depending upon the inter-relationship of the financial derivatives, the dimension of the associated problem increases drastically and hence conventional methods (for example, the finite difference methods or finite element methods) for solving them do not provide satisfactory results. To resolve this issue, we use a special class of numerical methods, namely, the mesh free methods. These methods are often better suited to cope with changes in the geometry of the domain of interest than classical discretization techniques. In this thesis, we apply these methods to solve problems that price standard and non-standard options. We then extend the proposed approach to solve Heston' volatility model. The methods in each of these cases are analyzed for stability and thorough comparative numerical results are provided.

Many problems in financial world are being modeled by means of differential equation. These problems are time dependent, highly nonlinear, stochastic and heavily depend on the previous history of time. A variety of financial products exists in the market, such as forwards, futures, swaps and options. Our main focus in this thesis is to use the numerical analysis tools to solve some option pricing problems. Depending upon the inter-relationship of the financial derivatives, the dimension of the associated problem increases drastically and hence conventional methods (for example, the finite difference methods or finite element methods) for solving them do not provide satisfactory results. To resolve this issue, we use a special class of numerical methods, namely, the mesh free methods. These methods are often better suited to cope with changes in the geometry of the domain of interest than classical discretization techniques. In this thesis, we apply these methods to solve problems that price standard and non-standard options. We then extend the proposed approach to solve Heston' volatility model. The methods in each of these cases are analyzed for stability and thorough comparative numerical results are provided.

Philosophiae Doctor - PhD / Many problems in financial world are being modeled by means of differential equation. These problems are time dependent, highly nonlinear, stochastic and heavily depend on the previous history of time. A variety of financial products exists in the market, such as forwards, futures, swaps and options. Our main focus in this thesis is to use the numerical analysis tools to solve some option pricing problems. Depending upon the inter-relationship of the financial derivatives, the dimension of the associated problem increases drastically and hence conventional methods (for example, the finite difference methods or finite element methods) for solving them do not provide satisfactory results. To resolve this issue, we use a special class of numerical methods, namely, the mesh free methods. These methods are often better suited to cope with changes in the geometry of the domain of interest than classical discretization techniques. In this thesis, we apply these methods to solve problems that price standard and non-standard options. We then extend the proposed approach to solve Heston' volatility model. The methods in each of these cases are analyzed for stability and thorough comparative numerical results are provided. / South Africa

Philosophiae Doctor - PhD / Many problems in financial world are being modeled by means of differential equation. These problems are time dependent, highly nonlinear, stochastic and heavily depend on the previous history of time. A variety of financial products exists in the market, such as forwards, futures, swaps and options. Our main focus in this thesis is to use the numerical analysis tools to solve some option pricing problems. Depending upon the inter-relationship of the financial derivatives, the dimension of the associated problem increases drastically and hence conventional methods (for example, the finite difference methods or finite element methods) for solving them do not provide satisfactory results. To resolve this issue, we use a special class of numerical methods, namely, the mesh free methods. These methods are often better suited to cope with changes in the geometry of the domain of interest than classical discretization techniques. In this thesis, we apply these methods to solve problems that price standard and non-standard options. We then extend the proposed approach to solve Heston's volatility model. The methods in each of these cases are analyzed for stability and thorough comparative numerical results are provided.