The most commonly used method for the time-domain Maxwell equations is the Finite-Difference Time-Domain method (FDTD). This is an explicit, second-order accurate method, which is used on a staggered Cartesian grid. The main drawback with the FDTD method is its inability to accurately model curved objects and small geometrical features. This is due to the Cartesian grid, which leads to a staircase approximation of the geometry and small details are not resolved at all. This thesis presents different ways to circumvent this drawback, but still take advantage of the benefits of the FDTD method. An approach to avoid staircasing errors but still retain the efficiency of the FDTD method is to use a hybrid grid. A few layers of unstructured cells are used close to curved objects and a Cartesian grid is used for the rest of the domain. For the choice of solver on the unstructured grid two different alternatives are compared: an explicit Finite-Volume Time-Domain (FVTD) solver and an implicit Finite-Element Time-Domain (FETD) solver. The hybrid solvers calculate the scattering from complex objects much more efficiently compared to using FDTD on highly resolved Cartesian grids. For the same accuracy in the solution roughly a factor of 10 in memory requirements and a factor of 20 in execution time are gained. The ability to model features that are small relative to the cell size is often important in electromagnetic simulations. In this thesis a technique to generalize a well-known subcell model for thin wires, in order to take arbitrarily oriented wires in FETD and FDTD into account, is proposed. The method gives considerable modeling flexibility compared to earlier methods and is proven stable. The results show excellent consistency and very good accuracy on different antenna configurations. The recursive convolution method is often used to model frequency dispersive materials in FDTD. This method is used to enable modeling of such materials in the unstructured FVTD and FETD solvers. The stability of both solvers is analyzed and their accuracy is demonstrated by computing the radar cross section for homogeneous as well as layered spheres with frequency dependent permittivity.

Currently, in the field of reactor physics, there is a drive for high fidelity, numerical simulations of reactors for the purposes of design and analysis. Since the behavior of a reactor is dependent on various physical phenomena, high fidelity simulations must be able to accurately couple these different types of physics. This is the essence of multiphysics simulations. In order to accurately simulate the thermal behavior of a reactor, the physics of neutron transport must be coupled to the fluid flow and solid phase conduction occurring within the reactor. This thesis develops a computational fluid dynamics solver for this purpose. The solver is based on the PCICE solution algorithm and employs cell-centered finite volumes. In addition to the fluid dynamics solver, a newly developed form of conjugate heat transfer is implemented. This implementation tightly couples the physics of solid phase heat conduction with the fluid dynamics in an efficient and consistent manner. Finally, the radiation transport code EVENT is used to provide heat generation data to the fluids solver. Using this fluids solver, several benchmark problems are analyzed and the formulation is validated.

In this thesis, the numerical solution of time-dependent partial differential equations (PDE) is studied. In particular high-order finite difference methods on Summation-by-parts (SBP) form are analysed and applied to model problems as well as the PDEs governing aerodynamics. The SBP property together with an implementation of boundary conditions called SAT (Simultaneous Approximation Term), yields stability by energy estimates. The first derivative SBP operators were originally derived for Cartesian grids. Since aerodynamic computations are the ultimate goal, the scheme must also be stable on curvilinear grids. We prove that stability on curvilinear grids is only achieved for a subclass of the SBP operators. Furthermore, aerodynamics often requires addition of artificial dissipation and we derive an SBP version. With the SBP-SAT technique it is possible to split the computational domain into a multi-block structure which simplifies grid generation and more complex geometries can be resolved. To resolve extremely complex geometries an unstructured discretisation method must be used. Hence, we have studied a finite volume approximation of the Laplacian. It can be shown to be on SBP form and a new boundary treatment is derived. Based on the Laplacian scheme, we also derive an SBP artificial dissipation for finite volume schemes. We derive a new set of boundary conditions that leads to an energy estimate for the linearised three-dimensional Navier-Stokes equations. The new boundary conditions will be used to construct a stable SBP-SAT discretisation. To obtain an energy estimate for the discrete equation, it is necessary to discretise all the second derivatives by using the first derivative approximation twice. According to previous theory that would imply a degradation of formal accuracy but we present a proof that this is not the case.

In this thesis, stable and efficient hybrid methods which combine high order finite difference methods and unstructured finite volume methods for time-dependent initial boundary value problems have been developed. The hybrid methods make it possible to combine the efficiency of the finite difference method and the flexibility of the finite volume method. We carry out a detailed analysis of the stability of the hybrid methods, and in particular the stability of interface treatments between structured and unstructured blocks. Both the methods employ so called summation-by-parts operators and impose boundary and interface conditions weakly, which lead to an energy estimate and stability. We have constructed and analyzed first-, second- and fourth-order Laplacian based artificial dissipation operators for finite volume methods on unstructured grids. The first-order artificial dissipation can handle shock waves, and the fourth-order artificial dissipation eliminates non-physical numerical oscillations efficiently. A stable hybrid method for hyperbolic problems has been developed. It is shown that the stability at the interface can be obtained by modifying the dual grid of the unstructured finite volume method close to the interface. The hybrid method is applied to the Euler equation by the coupling of two stand-alone CFD codes. Since the coupling is administered by a third separate coupling code, the hybrid method allows for individual development of the stand-alone codes. It is shown that the hybrid method is an accurate, efficient and practically useful computational tool that can handle complex geometries and wave propagation phenomena. Stable and accurate interface treatments for the linear advection–diffusion equation have been studied. Accurate high-order calculation are achieved in multiple blocks with interfaces. Three stable interface procedures — the Baumann–Oden method, the “borrowing” method and the local discontinuous Galerkin method, have been investigated. The analysis shows that only minor differences separate the different interface handling procedures. A conservative stable and efficient hybrid method for a parabolic model problem has been developed. The hybrid method has been applied to the full Navier–Stokes equations. The numerical experiments support the theoretical conclusions and show that the interface coupling is stable and converges at the correct order for the Navier–Stokes equations.

Ce travail a été consacré à la simulation numérique des équations de la mécanique des fluides par des méthodes de volumes finis implicites. Tout d’abord, nous avons étudié et mis en place une version implicite du schéma de Roe pour les écoulements monophasiques et diphasiques compressibles. Grâce à la méthode de Newton utilisée pour résoudre les systèmes nonlinéaires, nos schémas sont conservatifs. Malheureusement, la résolution de ces systèmes est très coûteuse. Il est donc impératif d’utiliser des algorithmes de résolution performants. Pour des matrices de grande taille, on utilise souvent des méthodes itératives dont la convergence dépend de leur spectre. Nous avons donc étudié le spectre du système linéaire et proposé une stratégie de Scaling pour améliorer le conditionnement de la matrice. Combinée avec le préconditionneur classique ILU, notre stratégie de Scaling a réduit de façon significative le nombre d’itérations GMRES du système local et le temps de calcul. Nous avons également montré l’intérêt du schéma centré pour la simulation de certains écoulements à faible nombre de Mach. Nous avons ensuite étudié et implémenté la méthode de décomposition de domaine pour les écoulements compressibles. Nous avons proposé une nouvelle variable interface qui rend la méthode du complément de Schur plus facile à construire et nous permet de traiter les termes de diffusion. L’utilisation du solveur itératif GMRES plutôt que Richardson pour le système interface apporte aussi une amélioration des performances par rapport aux autres méthodes. Nous pouvons également découper notre domaine de calcul en un nombre quelconque de sous-domaines. En utilisant la stratégie de Scaling pour le système interface, nous avons amélioré le conditionnement de la matrice et réduit le nombre d’itérations GMRES de ce système. En comparaison avec le calcul distribué classique, nous avons montré que notre méthode est robuste et efficace. / This thesis deals with numerical simulations of compressible fluid flows by implicit finite volume methods. Firstly, we studied and implemented an implicit version of the Roe scheme for compressible single-phase and two-phase flows. Thanks to Newton method for solving nonlinear systems, our schemes are conservative. Unfortunately, the resolution of nonlinear systems is very expensive. It is therefore essential to use an efficient algorithm to solve these systems. For large size matrices, we often use iterative methods whose convergence depends on the spectrum. We have studied the spectrum of the linear system and proposed a strategy, called Scaling, to improve the condition number of the matrix. Combined with the classical ILU preconditioner, our strategy has reduced significantly the GMRES iterations for local systems and the computation time. We also show some satisfactory results for low Mach-number flows using the implicit centered scheme. We then studied and implemented a domain decomposition method for compressible fluid flows. We have proposed a new interface variable which makes the Schur complement method easy to build and allows us to treat diffusion terms. Using GMRES iterative solver rather than Richardson for the interface system also provides a better performance compared to other methods. We can also decompose the computational domain into any number of subdomains. Moreover, the Scaling strategy for the interface system has improved the condition number of the matrix and reduced the number of GMRES iterations. In comparison with the classical distributed computing, we have shown that our method is more robust and efficient.

No description available.

Conservation laws with uncertain initial and boundary conditions are approximated using a generalized polynomial chaos expansion approach where the solution is represented as a generalized Fourier series of stochastic basis functions, e.g. orthogonal polynomials or wavelets. The stochastic Galerkin method is used to project the governing partial differential equation onto the stochastic basis functions to obtain an extended deterministic system. The stochastic Galerkin and collocation methods are used to solve an advection-diffusion equation with uncertain viscosity. We investigate well-posedness, monotonicity and stability for the stochastic Galerkin system. High-order summation-by-parts operators and weak imposition of boundary conditions are used to prove stability. We investigate the impact of the total spatial operator on the convergence to steady-state.  Next we apply the stochastic Galerkin method to Burgers' equation with uncertain boundary conditions. An analysis of the truncated polynomial chaos system presents a qualitative description of the development of the solution over time. An analytical solution is derived and the true polynomial chaos coefficients are shown to be smooth, while the corresponding coefficients of the truncated stochastic Galerkin formulation are shown to be discontinuous. We discuss the problematic implications of the lack of known boundary data and possible ways of imposing stable and accurate boundary conditions. We present a new fully intrusive method for the Euler equations subject to uncertainty based on a Roe variable transformation. The Roe formulation saves computational cost compared to the formulation based on expansion of conservative variables. Moreover, it is more robust and can handle cases of supersonic flow, for which the conservative variable formulation fails to produce a bounded solution. A multiwavelet basis that can handle  discontinuities in a robust way is used. Finally, we investigate a two-phase flow problem. Based on regularity analysis of the generalized polynomial chaos coefficients, we present a hybrid method where solution regions of varying smoothness are coupled weakly through interfaces. In this way, we couple smooth solutions solved with high-order finite difference methods with non-smooth solutions solved for with shock-capturing methods.

In recent years, there has been an increasing interest in modeling crowd and evacuation dynamics. Pedestrian models are based on macroscopic or microscopic behavior. In this work, we are interested in developing models that can be used for evacuation control strategies. Hence, we use macroscopic modeling approach, where pedestrians are treated in an aggregate way and detailed interactions are overlooked. In this dissertation, we developed two-dimensional space crowd dynamic models to allow bi-directional low by modifying and enhancing various features of existing traffic and fluid dynamic models. In this work, four models based on continuum theory are developed, and conservation laws such as the continuity and momentum equations are used. The first model uses a single hyperbolic partial differential equation with a velocity-density relationship, while the other three models are systems of hyperbolic partial differential equations. For one of the system models presented, we show how it can be derived independently from a microscopic crowd model. The models are nonlinear, time-varying, hyperbolic partial differential equations, and the numerical simulation results given for the four macroscopic models were based on computational fluid dynamics schemes. We also started an initial control design that synthesizes the feedback linearization method for the one-dimensional traffic flow problem applied directly on the distributed parameter system. In addition, we suggest and discuss the information technology requirements for an evacuation system. This research was supported in part from the National Science Foundation through grant no. CMS-0428196 with Dr. S. C. Liu as the Program Director. This support is gratefully acknowledged. Any opinion, findings, and conclusions or recommendations expressed in this study are those of the writer and do not necessarily reflect the views of the National Science Foundation. / Ph. D.

On considère l'équation de convection--diffusion--réaction instationnaire. On s'intéresse à la dérivation d'estimations d'erreur a posteriori pour la discrétisation de cette équation par la méthode des volumes finis centrés par mailles en espace et un schéma d'Euler implicite en temps. Les estimations, qui sont établies dans la norme d'énergie, bornent l'erreur entre la solution exacte et une solution post-traitée à l'aide de reconstructions $Hdiv$-conformes du flux diffusif et du flux convectif, et d'une reconstruction $H^1_0(Omega)$-conforme du potentiel. On propose un algorithme adaptatif qui permet d'atteindre une précision relative fixée par l'utilisateur en raffinant les maillages adaptativement et en équilibrant les contributions en espace et en temps de l'erreur. On présente également des essais numériques. Enfin, on dérive une estimation d'erreur a posteriori dans la norme d'énergie augmentée d'une norme duale de la dérivée en temps et de la partie antisymétrique de l'opérateur différentiel. Cette nouvelle estimation est robuste dans des régimes dominés par la convection et des bornes inférieures locales en temps et globales en espace sont également obtenues / We consider the time-dependent convection--diffusion--reaction equation. We derive a posteriori error estimates for the discretization of this equation by the cell-centered finite volume scheme in space and a backward Euler scheme in time. The estimates are established in the energy norm and they bound the error between the exact solution and a locally post processed approximate solution, based on $Hdiv$-conforming diffusive and convective flux reconstructions, as well as an $H^1_0(Omega)$-conforming potential reconstruction. We propose an adaptive algorithm which ensures the control of the total error with respect to a user-defined relative precision by refining the meshes adaptively while equilibrating the time and space contributions to the error. We also present numerical experiments. Finally, we derive another a posteriori error estimate in the energy norm augmented by a dual norm of the time derivative and the skew symmetric part of the differential operator. The new estimate is robust in convective-dominated regimes and local-in-time and global-in-space lower bounds are also derived

This work is a numerical and analytical study of wave motion through dynamic materials (DM). This work focuses on showing several results that greatly extend the applicability of the checkerboard focusing effect. First, it is shown that it is possible to simultaneously focus dilatation and shear waves propagating through a linear elastic checkerboard structure. Next, it is shown that the focusing effect found for the original €œperfect€� checkerboard extends to the case of the checkerboard with smooth transitions between materials, this is termed a functionally graded (FG) checkerboard. With the additional assumption of a linear transition region, it is shown that there is a region of existence for limit cycles that takes the shape of a parallelogram in (m,n)-space. Similar to the perfect case, this is termed a €œplateau€� region. This shows that the robustness of the characteristic focusing effect is preserved even when the interfaces between materials are relaxed. Lastly, by using finite volume methods with limiting and adaptive mesh refinement, it is shown that energy accumulation is present for the functionally graded checkerboard as well as for the checkerboard with non-matching wave impedances. The main contribution of this work was to show that the characteristic focusing effect is highly robust and exists even under much more general assumptions than originally made. Furthermore, it provides a tool to assist future material engineers in constructing such structures. To this effect, exact bounds are given regarding how much the original perfect checkerboard structure can be spoiled before losing the expected characteristic focusing behavior.