The important task of evaluating the impact of random parameters on the output of stochastic ordinary differential equations (SODE) can be computationally very demanding, in particular for problems with a high-dimensional parameter space. In this work we consider this problem in some detail and demonstrate that by combining several techniques one can dramatically reduce the overall cost without impacting the predictive accuracy of the output of interests. We discuss how the combination of ANOVA expansions, different sparse grid techniques, and the total sensitivity index (TSI) as a pre-selective mechanism enables the modeling of problems with hundreds of parameters. We demonstrate the accuracy and efficiency of this approach on a number of challenging test cases drawn from engineering and science.

In multi-physics computations where a compressible fluid is coupled with a linearly elastic solid, it is standard to enforce continuity of the normal velocities and of the normal stresses at the interface between the fluid and the solid. In a numerical scheme, there are many ways that velocity- and stress-continuity can be enforced in the discrete approximation. This paper performs a normal mode stability analysis of the linearized problem to investigate the stability of different numerical interface conditions for a model problem approximated by upwind type finite difference schemes. The analysis shows that depending on the ratio of densities between the solid and the fluid, some numerical interface conditions are stable up to the maximal CFL-limit, while other numerical interface conditions suffer from a severe reduction of the stable CFL-limit. The paper also presents a new interface condition, obtained as a simplified characteristic boundary condition, that is proved to not suffer from any reduction of the stable CFL-limit. Numerical experiments in one space dimension show that the new interface condition is stable also for computations with the non-linear Euler equations of compressible fluid flow coupled with a linearly elastic solid.

We propose a deterministic solver for the time-dependent multi-subband Boltzmann transport equation (MSBTE) for the two dimensional (2D) electron gas in double gate metal oxide semiconductor field effect transistors (MOSFETs) with flared out source/drain contacts. A realistic model with six-valleys of the conduction band of silicon and both intra-valley and inter-valley phonon-electron scattering is solved. We propose a second order finite volume method based on the positive and flux conservative (PFC) method to discretize the Boltzmann transport equations (BTEs). The transport part of the BTEs is split into two problems. One is a 1D transport problem in the position space, and the other is a 2D transport problem in the wavevector space. In order to reduce the splitting error, the 2D transport problem in the wavevector space is solved directly by using the PFC method instead of splitting into two 1D problems. The solver is applied to a nanoscale double gate MOSFET and the current-voltage characteristic is investigated. Comparison of the numerical results with ballistic solutions show that the scattering influence is not ignorable even when the size of a nanoscale semiconductor device goes to the scale of the electron mean free path.

We present a novel adaptive finite element method (AFEM) for elliptic equations which is based upon the Centroidal Voronoi Tessellation (CVT) and superconvergent gradient recovery. The constructions of CVT and its dual Centroidal Voronoi Delaunay Triangulation (CVDT) are facilitated by a localized Lloyd iteration to produce almost equilateral two dimensional meshes. Working with finite element solutions on such high quality triangulations, superconvergent recovery methods become particularly effective so that asymptotically exact a posteriori error estimations can be obtained. Through a seamless integration of these techniques, a convergent adaptive procedure is developed. As demonstrated by the numerical examples, the new AFEM is capable of solving a variety of model problems and has great potential in practical applications.

We present a new Finite Volume Evolution Galerkin (FVEG) scheme for the solution of the shallow water equations (SWE) with the bottom topography as a source term. Our new scheme will be based on the FVEG methods presented in (Noelle and Kraft, J. Comp. Phys., 221 (2007)), but adds the possibility to handle dry boundaries. The most important aspect is to preserve the positivity of the water height. We present a general approach to ensure this for arbitrary finite volume schemes. The main idea is to limit the outgoing fluxes of a cell whenever they would create negative water height. Physically, this corresponds to the absence of fluxes in the presence of vacuum. Well-balancing is then re-established by splitting gravitational and gravity driven parts of the flux. Moreover, a new entropy fix is introduced that improves the reproduction of sonic rarefaction waves.

Computations of microscopic circular pipe flow in a rarefied quantum gas are presented using a semiclassical axisymmetric lattice Boltzmann method. The method is first derived by directly projecting the Uehling-Uhlenbeck Boltzmann-BGK equations in two-dimensional rectangular coordinates onto the tensor Hermite polynomials using moment expansion method and then the forcing strategy of Halliday et al. [Phys. Rev. E., 64 (2001), 011208] is adopted by adding forcing terms into the resulting microdynamic evolution equation. The determination of the forcing terms is dictated by yielding the emergent macroscopic equations toward a particular target form. The correct macroscopic equations of the incompressible axisymmetric viscous flows are recovered through the Chapman-Enskog expansion. The velocity profiles and the mass flow rates of pipe flows with several Knudsen numbers covering different flow regimes are presented. It is found the Knudsen minimum can be captured in all three statistics studied. The results also indicate distinct characteristics of the effects of quantum statistics.

The low temperature properties of double exchange model in triangular lattice are investigated via truncated polynomial expansion method (TPEM), which reduces the computational complexity and enables parallel computation. We found that for the half-filling case a stable 120^◦spin configuration phase occurs owing to the frustration of triangular lattice and is further stabilized by antiferromagnetic (AF) superexchange interaction, while a transition between a stable ferromagnetic (FM) phase and a unique flux phase with small finite-size effect is induced by AF superexchange interaction for the quarter-filling case.

A high-order discretization consisting of a tensor product of the Fourier collocation and discontinuous Galerkin methods is presented for numerical modeling of magma dynamics. The physical model is an advection-reaction type system consisting of two hyperbolic equations and one elliptic equation. The high-order solution basis allows for accurate and efficient representation of compaction-dissolution waves that are predicted from linear theory. The discontinuous Galerkin method provides a robust and efficient solution to the eigenvalue problem formed by linear stability analysis of the physical system. New insights into the processes of melt generation and segregation, such as melt channel bifurcation, are revealed from two-dimensional time-dependent simulations.

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.

In this paper, we develop, analyze and test local discontinuous Galerkin (LDG) methods for solving the Degasperis-Procesi equation which contains nonlinear high order derivatives, and possibly discontinuous or sharp transition solutions. The LDG method has the flexibility for arbitrary h and p adaptivity. We prove the L² stability for general solutions. The proof of the total variation stability of the schemes for the piecewise constant P⁰ case is also given. The numerical simulation results for different types of solutions of the nonlinear Degasperis-Procesi equation are provided to illustrate the accuracy and capability of the LDG method.