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This thesis is devoted to the numerical analysis of mesh-free methods and, in particular, to the study of the possible advantages of the EFG (Element Free Galerkin) mesh-free method against the well-known FE (Finite Element) method. More precisely, the EFG method and the FE method behavior are compared in two particular interesting problems: (1) analysis of volumetric locking in mechanical problems and (2) accurate resolution of transient convection dominated problems. In both cases the good properties and possibilities of mesh-free methods become apparent. However, in several situations the FE method is still more competitive: for instance, the computation of the FE shape functions and its integrals are less costly, and essential boundary conditions can be easily imposed. Thus, in order to take advantage of the good properties of both methods, a mixed interpolation combining FE and EFG is proposed. This formulation can be applied in two useful situations: (i) enrichment of finite elements with EFG, and (ii) coupling of FE and EFG. An a priori error estimate for the first one is presented and proved. Several examples show the applicability of the mixed interpolation in adaptive computations. / Aquesta tesi està dedicada a l'anàlisi numèrica dels mètodes sense malla i, en particular, a l'estudi dels possibles avantatges del mètode EFG (Element Free Galerkin) davant del ben conegut MEF (Mètode dels Elements Finits). Concretament, es comparen el mètode EFG i el MEF en dos problemes concrets d'interès: (1) l'anàlisi del bloqueig volumètric en problemes mecànics i (2) la resolució precisa de problemes transitoris amb convecció dominant. Les bones propietats i possibilitats dels mètodes sense malla es fan evidents en tots dos casos.Tot i així, en varis aspectes el MEF resulta més competitiu: per exemple, el càlcul de les funcions de forma i de les seves integrals es menys costós, i les condicions de contorn essencials es poden imposar fàcilment. Amb l'objectiu d'aprofitar les bones qualitats dels dos mètodes, es proposa una interpolació mixta combinant elements finits y EFG, aplicable en dues situacions: (i) enriquiment d'elements finits amb EFG i (ii) acoblament d'elements finits i EFG. Per al primer cas, es presenta i demostra una cota a priori de l'error. L'aplicabilitat d'aquesta interpolació mixta en processos adaptatius es mostra amb varis exemples. / Esta tesis está dedicada al análisis numérico de los métodos sin malla y, en particular, al estudio de las posibles ventajas del método EFG (Element Free Galerkin) frente al bien conocido MEF (Método de los Elementos Finitos). Concretamente, se comparan el método EFG y el MEF en dos problemas concretos de interés: (1) el análisis del bloqueo volumétrico en problemas mecánicos y (2) la resolución precisa de problemas transitorios con convección dominante. Las buenas propiedades y posibilidades de los métodos sin malla se hacen evidentes en ambos casos.Sin embargo, en varios aspectos el MEF resulta más competitivo: por ejemplo, el cálculo de las funciones de forma y sus integrales es menos costoso, y las condiciones de contorno esenciales se pueden imponer fácilmente. Con el objetivo de aprovechar las buenas cualidades de ambos métodos, se propone una interpolación mixta combinando elementos finitos y EFG, aplicable en dos situaciones: (i) enriquecimiento de elementos finitos con EFG, y (ii) acoplamiento de elementos finitos y EFG. Para el primer caso, se presenta y demuestra una cota a priori del error. La aplicabilidad de esta interpolación mixta en procesos adaptativos se muestra con varios ejemplos.

In this study, the Element-Free Galerkin (EFG) method has been used for the analysis of plane stress problems. A computer program has been developed by using FORTRAN language. The moving least squares (MLS) approximation has been used in generating shape functions. The results obtained by the EFG method have been compared with analytical solution and the numerical results obtained by MSC. Patran/Nastran. The comparisons show that the mesh free method gives more accurate results than the finite element approximation with less computational effort.

No / The standard shallow water equations (SWEs) model is often considered to provide weak solutions to the dam-break flows due to its depth-averaged shock-capturing scheme assumptions. In this study, an improved SWEs model using a recently proposed Surface Gradient Upwind Method (SGUM) is used to compute dam-break flows in the presence of a triangular hump. The SGUM allows the SWEs model to stably and accurately reproduce the highly complex shock currents caused by the dam-break event, as it improves the treatment of SWEs numerical source terms, which is particularly crucial for simulating the wet/dry front interface of the dam-break flow. Besides, an Incompressible Smoothed Particle Hydrodynamics (ISPH) modeling technique is also employed in this study to compare with the performance of the SGUM-SWEs model. The SPH method is totally mesh free and thus it can efficiently track the large free surface deformation. The ISPH approach uses a strictly incompressible two-step semi-implicit solution method. By reproducing a documented experimental dam-break flow, it has demonstrated that both model simulation results gave good agreement with the experimental data at different measurement locations. However, the ISPH simulations showed a better prediction of the dam-break peak wave building-up time, where its superiority was demonstrated. Furthermore, the ISPH model could also predict more detailed flow surface profiles across the streamwise flow direction and the velocity and pressure structures.

The vortex particle method (VPM) is a mesh-free approach to computational fluid dynamics (CFD) solving the Navier-Stokes equations in their velocity-vorticity form. The VPM uses a Lagrangian scheme, which not only avoids the hurdles of mesh generation, but it also conserves vortical structures over long distances with minimal numerical dissipation while being orders of magnitude faster than conventional mesh-based CFD. However, VPM is known to be numerically unstable when vortical structures break down close to the turbulent regime. In this study, we reformulate the VPM as a large eddy simulation (LES) in a scheme that is numerically stable, without increasing its computational cost. A new set of VPM governing equations are derived from the LES-filtered Navier-Stokes equations. The new equations reinforce conservation of mass and angular momentum by reshaping the vortex elements subject to vortex stretching. In addition to the VPM reformulation, a new anisotropic dynamic model of subfilter-scale (SFS) vortex stretching is developed. This SFS model is well suited for turbulent flows with coherent vortical structures where the predominant cascade mechanism is vortex stretching. Extensive validation is presented, asserting the scheme comprised of the reformulated VPM and SFS model as a meshless LES that accurately resolves large-scale features of turbulent flow. Advection, viscous diffusion, and vortex stretching are validated through simulation of isolated and leapfrogging vortex rings. Mean and fluctuating components of turbulent flow are validated through simulation of a turbulent round jet, in which Reynolds stresses are resolved directly and compared to experimental measurements. Finally, the computational efficiency of the scheme is showcased in the simulation of an aircraft rotor in hover, showing our meshless LES to be 100x faster than a mesh-based LES with similar fidelity. The ability to accurately and rapidly assess unsteady interactional aerodynamics is a shortcoming and bottleneck in the design of various next-generation aerospace systems: from electric vertical takeoff and landing (eVTOL) aircraft to airborne wind energy and wind farms. For instance, current models used in preliminary design fail to predict and assess configurations that may lead to the wake of a rotor impinging on another rotor or a wing during an eVTOL transition maneuver. In the second part of this dissertation, we address this shortcoming as we present a variable-fidelity CFD framework based on the reformulated VPM for simulating complex interactional aerodynamics. We further develop our meshless LES scheme to include rotors and wings in the computational domain through actuator models. A novel, vorticity-based, actuator surface model (ASM) is developed for wings, which is suitable for rotor-wing interactions when a wake impinges on the surface of a wing. This ASM imposes the no-flow-through condition at the airfoil centerline by calculating the circulation that meets this condition and by immersing the associated vorticity following a pressure-like distribution. Extensive validation of rotor-rotor and rotor-wing interactions predicted with our LES is presented, simulating two side-by-side rotors in hover, a tailplane with tip-mounted propellers, and a wing with propellers mounted mid-span. To conclude, the capabilities of the framework are showcased through the simulation of a multirotor tiltwing vehicle. The vehicle is simulated mid maneuver as it transitions from powered lift to wing-borne flight, featuring rotors with variable RPM and variable pitch, tilting of wings and rotors, and significant rotor-rotor and rotor-wing interactions from hover to cruise. Thus, the reformulated VPM provides aircraft designers with a high-fidelity LES tool that is orders of magnitude faster than mesh-based CFD, while also featuring variable-fidelity capabilities.

abstract: Current trends in the Computer Aided Engineering (CAE) involve the integration of legacy mesh-based finite element software with newer solid-modeling kernels or full CAD systems in order to simplify laborious or highly specialized tasks in engineering analysis. In particular, mesh generation is becoming increasingly automated. In addition, emphasis is increasingly placed on full assembly (multi-part) models, which in turn necessitates an automated approach to contact analysis. This task is challenging due to increases in algebraic system size, as well as increases in the number of distorted elements - both of which necessitate manual intervention to maintain accuracy and conserve computer resources. In this investigation, it is demonstrated that the use of a mesh-free B-Spline finite element basis for structural contact problems results in significantly smaller algebraic systems than mesh-based approaches for similar grid spacings. The relative error in calculated contact pressure is evaluated for simple two dimensional smooth domains at discrete points within the contact zone and compared to the analytical Hertz solution, as well as traditional mesh-based finite element solutions for similar grid spacings. For smooth curved domains, the relative error in contact pressure is shown to be less than for bi-quadratic Serendipity elements. The finite element formulation draws on some recent innovations, in which the domain to be analyzed is integrated with the use of transformed Gauss points within the domain, and boundary conditions are applied via distance functions (R-functions). However, the basis is stabilized through a novel selective normalization procedure. In addition, a novel contact algorithm is presented in which the B-Spline support grid is re-used for contact detection. The algorithm is demonstrated for two simple 2-dimensional assemblies. Finally, a modified Penalty Method is demonstrated for connecting elements with incompatible bases. / Dissertation/Thesis / Ph.D. Mechanical Engineering 2010

Yes / Seeking efficient solutions to nonlinear boundary value problems is a crucial challenge in the mathematical modelling of many physical phenomena. A well-known example of this is solving the Biharmonic equation relating to numerous problems in fluid and solid mechanics. One must note that, in general, it is challenging to solve such boundary value problems due to the higher-order partial derivatives in the differential operators. An artificial neural network is thought to be an intelligent system that learns by example. Therefore, a well-posed mathematical problem can be solved using such a system. This paper describes a mesh free method based on a suitably crafted deep neural network architecture to solve a class of well-posed nonlinear boundary value problems. We show how a suitable deep neural network architecture can be constructed and trained to satisfy the associated differential operators and the boundary conditions of the nonlinear problem. To show the accuracy of our method, we have tested the solutions arising from our method against known solutions of selected boundary value problems, e.g., comparison of the solution of Biharmonic equation arising from our convolutional neural network subject to the chosen boundary conditions with the corresponding analytical/numerical solutions. Furthermore, we demonstrate the accuracy, efficiency, and applicability of our method by solving the well known thin plate problem and the Navier-Stokes equation.

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.

The application of polynomial reproducing methods has been explored in the context of linear and non linear problems. Of specific interest is the application of a recently developed reproducing scheme, referred to as the error reproducing kernel method (ERKM), which uses non-uniform rational B-splines (NURBS) to construct the basis functions, an aspect that potentially helps bring in locall support, convex approximation and variation diminishing properties in the functional approximation. Polynomial reproducing methods have been applied to solve problems coming under the class of a simplified theory called Cosserat theory. Structures such as a rod which have special geometric properties can be modeled with the aid of such simplified theories. It has been observed that the application of mesh-free methods to solve the aforementioned problems has the advantage that large deformations and exact cross-sectional deformations in a rod could be captured exactly by modeling the rod just in one dimension without the problem of distortion of elements or element locking which would have had some effect if the problem were to be solved using mesh based methods. Polynomial reproducing methods have been applied to problems in fracture mechanics to study the propagation of crack in a structure. As it is often desirable to limit the use of the polynomial reproducing methods to some parts of the domain where their unique advantages such as fast convergence, good accuracy, smooth derivatives, and trivial adaptivity are beneficial, a coupling procedure has been adopted with the objective of using the advantages of both FEM and polynomial reproducing methods. Exploration of SMW (Sherman-Morrison-Woodbury) in the context of polynomial reproducing methods has been done which would assist in calculating the inverse of a perturbed matrix (stiffness matrix in our case). This would to a great extent reduce the cost of computation. In this thesis, as a first step attempts have been made to apply Mesh free cosserat theory to one dimensional problems. The idea was to bring out the advantages and limitations of mesh free cosserat theory and then extend it to 2D problems.

Among the presently known numerical solvers of integral equations, two main categories of approaches can be traced: mesh-free approaches, mesh-based approaches. We will propose some techniques to process geometric data so that they can be efficiently used in subsequent numerical treatments of integral equations. In order to prepare geometric information so that the above two approaches can be automatically applied, we need the following items: (1) Splitting a given surface into several four-sided patches, (2) Generating a diffeomorphism from the unit square to a foursided patch, (3) Generating a mesh M on a given surface, (4) Patching of a given triangulation. In order to have a splitting, we need to approximate the surfaces first by polygonal regions. We use afterwards quadrangulation techniques by removing quadrilaterals repeatedly. We will generate the diffeomorphisms by means of transfinite interpolations of Coons and Gordon types. The generation of a mesh M from a piecewise Riemannian surface will use some generalized Delaunay techniques in which the mesh size will be determined with the help of the Laplace-Beltrami operator. We will describe our experiences with the IGES format because of two reasons. First, most of our implementations have been done with it. Next, some of the proposed methodologies assume that the curve and surface representations are similar to those of IGES. Patching a mesh consists in approximating or interpolating it by a set of practical surfaces such as B-spline patches. That approach proves useful when we want to utilize a mesh-free integral equation solver but the input geometry is represented as a mesh.