In this work the previously developed Lattice Boltzmann-Direct Forcing/ Fictitious Domain (LB-DF/FD) method is adopted to simulate the sedimentation of eight circular particles under gravity at an intermediate Reynolds number of about 248. The particle clustering and the resulting Drafting-Kissing-Tumbling (DKT) motion which takes place for the first time are explored. The effects of initial particle-particle gap on the DKT motion are found significant. In addition, the trajectories of particles are presented under different initial particle-particle gaps, which display totally three kinds of falling patterns provided that no DKT motion takes place, i.e. the concave-down shape, the shape of letter “M” and “in-line” shape. Furthermore, the lateral and vertical hydrodynamic forces on the particles are investigated. It has been found that the value of Strouhal number for all particles is the same which is about 0.157 when initial particle-particle gap is relatively large. The wall effects on falling patterns and particle expansions are examined in the final.

A multiple-image method is proposed to approximate the reaction-field potential of a source charge inside a finite length cylinder due to the electric polarization of the surrounding membrane and bulk water. When applied to a hybrid ion-channel model, this method allows a fast and accurate treatment of the electrostatic interactions of protein with membrane and solvent. To treat the channel/membrane interface boundary conditions of the electric potential, an optimization approach is used to derive image charges by fitting the reaction-field potential expressed in terms of cylindric harmonics. Meanwhile, additional image charges are introduced to satisfy the boundary conditions at the planar membrane interfaces. In the end, we convert the electrostatic interaction problem in a complex inhomogeneous system of ion channel/membrane/water into one in a homogeneous free space embedded with discrete charges (the source charge and image charges). The accuracy of this method is then validated numerically in calculating the solvation self-energy of a point charge.

Assumed having axial symmetry, the streamer discharge is often described by a fluid model in cylindrical coordinate system, which consists of convection dominated (diffusion) equations with source terms, coupled with a Poisson’s equation. Without additional care for a stricter CFL condition or special treatment to the negative source term, popular methods used in streamer discharge simulations, e.g., FEM-FCT, FVM, cannot ensure the positivity of the particle densities for the cases in attaching gases. By introducing the positivity-preserving limiter proposed by Zhang and Shu [15] and Strang operator splitting, this paper proposes a finite difference scheme with a provable positivity-preserving property in cylindrical coordinate system, for the numerical simulation of streamer discharges in non-attaching and attaching gases. Numerical examples in non-attaching gas (N2) and attaching gas (SF6) are given to illustrate the effectiveness of the scheme.

In this paper, we develop a formulation for solving equations containing higher spatial derivative terms in a spectral volume (SV) context; more specifically the emphasis is on handling equations containing third derivative terms. This formulation is based on the LDG (Local Discontinuous Galerkin) flux discretization method, originally employed for viscous equations containing second derivatives. A linear Fourier analysis was performed to study the dispersion and the dissipation properties of the new formulation. The Fourier analysis was utilized for two purposes: firstly to eliminate all the unstable SV partitions, secondly to obtain the optimal SV partition. Numerical experiments are performed to illustrate the capability of this formulation. Since this formulation is extremely local, it can be easily parallelized and a h-p adaptation is relatively straightforward to implement. In general, the numerical results are very promising and indicate that the approach has a great potential for higher dimension Korteweg-de Vries (KdV) type problems.

We construct a nonlinear monotone finite volume scheme for three-dimensional diffusion equation on tetrahedral meshes. Since it is crucial important to eliminate the vertex unknowns in the construction of the scheme, we present a new efficient eliminating method. The scheme has only cell-centered unknowns and can deal with discontinuous or tensor diffusion coefficient problems on distorted meshes rigorously. The numerical results illustrate that the resulting scheme can preserve positivity on distorted tetrahedral meshes, and also show that our scheme appears to be approximate second-order accuracy for solution.

Consider the inverse diffraction problem to determine a two-dimensional periodic structure from scattered elastic waves measured above the structure. We formulate the inverse problem as a least squares optimization problem, following the two-step algorithm by G. Bruckner and J. Elschner [Inverse Probl., 19 (2003), 315-329] for electromagnetic diffraction gratings. Such a method is based on the Kirsch-Kress optimization scheme and consists of two parts: a linear severely ill-posed problem and a nonlinear well-posed one. We apply this method to both smooth (C2) and piecewise linear gratings for the Dirichlet boundary value problem of the Navier equation. Numerical reconstructions from exact and noisy data illustrate the feasibility of the method.

This paper proposes a variational binary level set method for shape and topology optimization of structural. First, a topology optimization problem is pre-sented based on the level set method and an algorithm based on binary level set method is proposed to solve such problem. Considering the difficulties of coordination between the various parameters and efficient implementation of the proposed method, we present a fast algorithm by reducing several parameters to only one parameter, which would substantially reduce the complexity of computation and make it easily and quickly to get the optimal solution. The algorithm we constructed does not need to re-initialize and can produce many new holes automatically. Furthermore, the fast algorithm allows us to avoid the update of Lagrange multiplier and easily deal with constraints, such as piecewise constant, volume and length of the interfaces. Finally, we show several optimum design examples to confirm the validity and efficiency of our method.

Explicit time stepping schemes for the immersed boundary method require very small time steps in order to maintain stability. Solving the equations that arise from an implicit discretization is difficult. Recently, several different approaches have been proposed, but a complete understanding of this problem is still emerging. A multigrid method is developed and explored for solving the equations in an implicit-time discretization of a model of the immersed boundary equations. The model problem consists of a scalar Poisson equation with conformation-dependent singular forces on an immersed boundary. This model does not include the inertial terms or the incompressibility constraint. The method is more efficient than an explicit method, but the efficiency gain is limited. The multigrid method alone may not be an effective solver, but when used as a preconditioner for Krylov methods, the speed-up over the explicit-time method is substantial. For example, depending on the constitutive law for the boundary force, with a time step 100 times larger than the explicit method, the implicit method is about 15-100 times more efficient than the explicit method. A very attractive feature of this method is that the efficiency of the multigrid preconditioned Krylov solver is shown to be independent of the number of immersed boundary points.

We show the methodology and advantages of asymptotic analysis when applied to lattice Boltzmann outflow treatments. On the one hand, one can analyze outflow algorithms formulated directly in terms of the lattice Boltzmann variables, like the extrapolation method, to find the induced outflow conditions in terms of the Navier-Stokes variables. On the other hand, one can check the consistency and accuracy of lattice Boltzmann outflow treatments to given hydrodynamic outflow conditions like the Neumann or average pressure condition. As example how the gained insight can be used, we propose an improvement of the well known extrapolation method.

A novel Eulerian Gaussian beam method was developed in [8] to compute the Schrödinger equation efficiently in the semiclassical regime. In this paper, we introduce an efficient semi-Eulerian implementation of this method. The new algorithm inherits the essence of the Eulerian Gaussian beam method where the Hessian is computed through the derivatives of the complexified level set functions instead of solving the dynamic ray tracing equation. The difference lies in that, we solve the ray tracing equations to determine the centers of the beams and then compute quantities of interests only around these centers. This yields effectively a local level set implementation, and the beam summation can be carried out on the initial physical space instead of the phase plane. As a consequence, it reduces the computational cost and also avoids the delicate issue of beam summation around the caustics in the Eulerian Gaussian beam method. Moreover, the semi-Eulerian Gaussian beam method can be easily generalized to higher order Gaussian beam methods, which is the topic of the second part of this paper. Several numerical examples are provided to verify the accuracy and efficiency of both the first order and higher order semi-Eulerian methods.

Factorization of the incompressible Stokes operator linking pressure and velocity is revisited. The main purpose is to use the inverse of the Stokes operator with a large time step as a preconditioner for Newton and Arnoldi iterations applied to computation of steady three-dimensional flows and study of their stability. It is shown that the Stokes operator can be inversed within an acceptable computational effort. This inverse includes fast direct inverses of several Helmholtz operators and iterative inverse of the pressure matrix. It is shown, additionally, that fast direct solvers can be attractive for the inverse of the Helmholtz and Laplace operators on fine grids and at large Reynolds numbers, as well as for other problems where convergence of iterative methods slows down. Implementation of the Stokes operator inverse to time-stepping-based formulation of the Newton and Arnoldi iterations is discussed.

In this paper, the second in a series, we improve the discretization of the higher spatial derivative terms in a spectral volume (SV) context. The motivation for the above comes from [J. Sci. Comput., 46(2), 314-328], wherein the authors developed a variant of the LDG (Local Discontinuous Galerkin) flux discretization method. This variant (aptly named LDG2), not only displayed higher accuracy than the LDG approach, but also vastly reduced its unsymmetrical nature. In this paper, we adapt the LDG2 formulation for discretizing third derivative terms. A linear Fourier analysis was performed to compare the dispersion and the dissipation properties of the LDG2 and the LDG formulations. The results of the analysis showed that the LDG2 scheme (i) is stable for 2nd and 3rd orders and (ii) generates smaller dissipation and dispersion errors than the LDG formulation for all the orders. The 4th order LDG2 scheme is however mildly unstable: as the real component of the principal eigen value briefly becomes positive. In order to circumvent the above, a weighted average of the LDG and the LDG2 fluxes was used as the final numerical flux. Even a weight of 1.5% for the LDG (i.e., 98.5% for the LDG2) was sufficient to make the scheme stable. This weighted scheme is still predominantly LDG2 and hence generated smaller dissipation and dispersion errors than the LDG formulation. Numerical experiments are performed to validate the analysis. In general, the numerical results are very promising and indicate that the approach has a great potential for higher dimension Kortewegde Vries (KdV) type problems.

Water management is a key to ensuring high performance and durability of polymer electrolyte fuel cell (PEFC), and it is important to understand the behavior of liquid water in PEFC. In this study, the two-phase lattice Boltzmann method is applied to the simulations of water discharge from gas diffusion layers (GDL) to gas channels. The GDL is porous media composed of carbon fibers with hydrophobic treatment, and the gas channels are hydrophilic micro-scale ducts. In the simulations, arbitrarily generated porous materials are used as the structures of the GDL. We investigate the effects of solid surface wettabilities on water distribution in the gas channels and the GDL. Moreover, the results of X-ray computed tomography images in the operating PEFC are compared with the numerical simulations, and the mechanism of the water transport in PEFC is considered.

A uniaxial perfectly matched layer (PML) method is proposed for solving the scattering problem with multiple cavities. By virtue of the integral representation of the scattering field, we decompose the problem into a system of single-cavity scattering problems which are coupled with Dirichlet-to-Neumann maps. A PML is introduced to truncate the exterior domain of each cavity such that the computational domain does not intersect those for other cavities. Based on the a posteriori error estimates, an adaptive finite element algorithm is proposed to solve the coupled system. The novelty of the proposed method is that its computational complexity is comparable to that for solving uncoupled single-cavity problems. Numerical experiments are presented to demonstrate the efficiency of the adaptive PML method.

Classical facet elements do not provide an optimal rate of convergence of the numerical solution toward the solution of the exact problem in H(div-norm for general unstructured meshes containing hexahedra and prisms. We propose two new families of high-order elements for hexahedra, triangular prisms and pyramids that recover the optimal convergence. These elements have compatible restrictions with each other, such that they can be used directly on general hybrid meshes. Moreover the H(div) proposed spaces are completing the De Rham diagram with optimal elements previously constructed for H1 and H(curl) approximation. The obtained pyramidal elements are compared theoretically and numerically with other elements of the literature. Eventually, numerical results demonstrate the efficiency of the finite elements constructed.

Finite-difference Lattice Boltzmann (LB) models are proposed for simulating gas flows in devices with microscale geometries. The models employ the roots of half-range Gauss-Hermite polynomials as discrete velocities. Unlike the standard LB velocity-space discretizations based on the roots of full-range Hermite polynomials, using the nodes of a quadrature defined in the half-space permits a consistent treatment of kinetic boundary conditions. The possibilities of the proposed LB models are illustrated by studying the one-dimensional Couette flow and the two-dimensional square driven cavity flow. Numerical and analytical results show an improved accuracy in finite Knudsen flows as compared with standard LB models.

In this paper, we are concerned with probabilistic high order numerical schemes for Cauchy problems of fully nonlinear parabolic PDEs. For such parabolic PDEs, it is shown by Cheridito, Soner, Touzi and Victoir [4] that the associated exact solutions admit probabilistic interpretations, i.e., the solution of a fully nonlinear parabolic PDE solves a corresponding second order forward backward stochastic differential equation (2FBSDEs). Our numerical schemes rely on solving those 2FBSDEs, by extending our previous results [W. Zhao, Y. Fu and T. Zhou, SIAM J. Sci. Comput., 36 (2014), pp. A1731-A1751.]. Moreover, in our numerical schemes, one has the flexibility to choose the associated forward SDE, and a suitable choice can significantly reduce the computational complexity. Various numerical examples including the HJB equations are presented to show the effectiveness and accuracy of the proposed numerical schemes.

A new boundary condition, aimed at inhibiting near-wall condensation effects in lattice Boltzmann simulations of capillary flows in micro-corrugated channels, is introduced. The new boundary condition is validated against analytical solutions for smooth channels and demonstrated for the case of three-dimensional microflows over randomly corrugated walls.

In the late stage of the mitotic cycle of eukaryotic cells, cytokinesis ensues during which a parent cell replicates its nucleus with the necessary genetical substances (i.e., DNAs and chromosomes) and splits into two similar offspring cells. This mitotic process involves complex chemical, biophysical andmechanical processes whose details are just beginning to be unfolded experimentally. In this paper, we propose a full 3-D hydrodynamical model using a phase field approach to study the cellular morphological change during cytokinesis. In this model, the force along the contracting ring induced by remodeling of actin-myosin filament on cell cortex layer at the division plane of the parent cell during cytokinesis, is approximated using a proxy force anchored on the newly formed nuclei. The symmetric or asymmetric cell division is simulated numerically with the model. Our numerical results show that the location of the division plane and the contracting force along the cytokinetic ring on the division plane are essential for the cell division. In addition, our numerical study also shows that, during cytokinesis, surface tension of the cell membrane also contributes to this process by retaining the morphological integrity of the offspring cells. This model and the accompanying numerical simulation tool provide a solid framework to build upon with more sophisticated whole cell models to probe the cell mitotic process.

Flexible discretization techniques for the approximative solution of coupled wave propagation problems are investigated. In particular, the advantages of using non-matching grids are presented, when one subregion has to be resolved by a substantially finer grid than the other subregion. We present the non-matching grid technique for the case of a mechanical-acoustic coupled as well as for acoustic-acoustic coupled systems. For the first case, the problem formulation remains essentially the same as for the matching situation, while for the acoustic-acoustic coupling, the formulation is enhanced with Lagrange multipliers within the framework of Mortar Finite Element Methods. The applications will clearly demonstrate the superiority of the Mortar Finite Element Method over the standard Finite Element Method both concerning the flexibility for the mesh generation as well as the computational time.