## Fraunhofer (ITWM)

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#### Keywords

- numerical upscaling (6)
- Darcy’s law (3)
- effective heat conductivity (3)
- facility location (3)
- non-Newtonian flow in porous media (3)
- poroelasticity (3)
- virtual material design (3)
- American options (2)
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- Multiscale Finite Element Coarse Spaces for the Analysis of Linear Elastic Composites (2012)
- In this work we extend the multiscale finite element method (MsFEM) as formulated by Hou and Wu in [14] to the PDE system of linear elasticity. The application, motivated from the multiscale analysis of highly heterogeneous composite materials, is twofold. Resolving the heterogeneities on the finest scale, we utilize the linear MsFEM basis for the construction of robust coarse spaces in the context of two-level overlapping Domain Decomposition preconditioners. We motivate and explain the construction and present numerical results validating the approach. Under the assumption that the material jumps are isolated, that is they occur only in the interior of the coarse grid elements, our experiments show uniform convergence rates independent of the contrast in the Young's modulus within the heterogeneous material. Elsewise, if no restrictions on the position of the high coefficient inclusions are imposed, robustness can not be guaranteed any more. These results justify expectations to obtain coefficient-explicit condition number bounds for the PDE system of linear elasticity similar to existing ones for scalar elliptic PDEs as given in the work of Graham, Lechner and Scheichl [12]. Furthermore, we numerically observe the properties of the MsFEM coarse space for linear elasticity in an upscaling framework. Therefore, we present experimental results showing the approximation errors of the multiscale coarse space w.r.t. the fine-scale solution.

- A Two-Dimensional Model of the Pressing Section of a Paper Machine Including Dynamic Capillary Effects (2012)
- The paper production is a problem with significant importance for the society and it is a challenging topic for scientific investigations. This study is concerned with the simulations of the pressing section of a paper machine. A two-dimensional model is developed to account for the water flow within the pressing zone. Richards’ type equation is used to describe the flow in the unsaturated zone. The dynamic capillary pressure–saturation relation proposed by Hassanizadeh and co-workers (Hassanizadeh et al., 2002; Hassanizadeh, Gray, 1990, 1993a) is adopted for the paper production process. The mathematical model accounts for the co-existence of saturated and unsaturated zones in a multilayer computational domain. The discretization is performed by the MPFA-O method. The numerical experiments are carried out for parameters which are typical for the production process. The static and dynamic capillary pressure–saturation relations are tested to evaluate the influence of the dynamic capillary effect.

- Multibody dynamics simulation of geometrically exact Cosserat rods (2011)
- In this paper, we present a viscoelastic rod model that is suitable for fast and accurate dynamic simulations. It is based on Cosserat’s geometrically exact theory of rods and is able to represent extension, shearing (‘stiff’ dof), bending and torsion (‘soft’ dof). For inner dissipation, a consistent damping potential proposed by Antman is chosen. We parametrise the rotational dof by unit quaternions and directly use the quaternionic evolution differential equation for the discretisation of the Cosserat rod curvature. The discrete version of our rod model is obtained via a finite difference discretisation on a staggered grid. After an index reduction from three to zero, the right-hand side function f and the Jacobian \(\partial f/\partial(q, v, t)\) of the dynamical system \(\dot{q} = v, \dot{v} = f(q, v, t)\) is free of higher algebraic (e. g. root) or transcendental (e. g. trigonometric or exponential) functions and therefore cheap to evaluate. A comparison with Abaqus finite element results demonstrates the correct mechanical behavior of our discrete rod model. For the time integration of the system, we use well established stiff solvers like RADAU5 or DASPK. As our model yields computational times within milliseconds, it is suitable for interactive applications in ‘virtual reality’ as well as for multibody dynamics simulation.

- On convergence of a discrete problem describing transport processes in the pressing section of a paper machine including dynamic capillary effects: one-dimensional case (2011)
- This work presents a proof of convergence of a discrete solution to a continuous one. At first, the continuous problem is stated as a system of equations which describe filtration process in the pressing section of a paper machine. Two flow regimes appear in the modeling of this problem. The model for the saturated flow is presented by the Darcy’s law and the mass conservation. The second regime is described by the Richards approach together with a dynamic capillary pressure model. The finite volume method is used to approximate the system of PDEs. Then the existence of a discrete solution to proposed finite difference scheme is proven. Compactness of the set of all discrete solutions for different mesh sizes is proven. The main Theorem shows that the discrete solution converges to the solution of continuous problem. At the end we present numerical studies for the rate of convergence.

- Structure and pressure drop of real and virtual metal wire meshes (2009)
- An efficient mathematical model to virtually generate woven metal wire meshes is presented. The accuracy of this model is verified by the comparison of virtual structures with three-dimensional images of real meshes, which are produced via computer tomography. Virtual structures are generated for three types of metal wire meshes using only easy to measure parameters. For these geometries the velocity-dependent pressure drop is simulated and compared with measurements performed by the GKD - Gebr. Kufferath AG. The simulation results lie within the tolerances of the measurements. The generation of the structures and the numerical simulations were done at GKD using the Fraunhofer GeoDict software.

- Geometric characterization of particles in 3d with an application to technical cleanliness (2011)
- Continuously improving imaging technologies allow to capture the complex spatial geometry of particles. Consequently, methods to characterize their three dimensional shapes must become more sophisticated, too. Our contribution to the geometric analysis of particles based on 3d image data is to unambiguously generalize size and shape descriptors used in 2d particle analysis to the spatial setting. While being defined and meaningful for arbitrary particles, the characteristics were actually selected motivated by the application to technical cleanliness. Residual dirt particles can seriously harm mechanical components in vehicles, machines, or medical instruments. 3d geometric characterization based on micro-computed tomography allows to detect dangerous particles reliably and with high throughput. It thus enables intervention within the production line. Analogously to the commonly agreed standards for the two dimensional case, we show how to classify 3d particles as granules, chips and fibers on the basis of the chosen characteristics. The application to 3d image data of dirt particles is demonstrated.

- Invariant input loads for full vehicle multibody system simulation (2011)
- Input loads are essential for the numerical simulation of vehicle multibody system (MBS)- models. Such load data is called invariant, if it is independent of the specific system under consideration. A digital road profile, e.g., can be used to excite MBS models of different vehicle variants. However, quantities efficiently obtained by measurement such as wheel forces are typically not invariant in this sense. This leads to the general task to derive invariant loads on the basis of measurable, but system-dependent quantities. We present an approach to derive input data for full-vehicle simulation that can be used to simulate different variants of a vehicle MBS model. An important ingredient of this input data is a virtual road profile computed by optimal control methods.

- A one-dimensional model of the pressing section of a paper machine including dynamic capillary effects (2011)
- This work presents the dynamic capillary pressure model (Hassanizadeh, Gray, 1990, 1993a) adapted for the needs of paper manufacturing process simulations. The dynamic capillary pressure-saturation relation is included in a one-dimensional simulation model for the pressing section of a paper machine. The one-dimensional model is derived from a two-dimensional model by averaging with respect to the vertical direction. Then, the model is discretized by the finite volume method and solved by Newton’s method. The numerical experiments are carried out for parameters typical for the paper layer. The dynamic capillary pressure-saturation relation shows significant influence on the distribution of water pressure. The behaviour of the solution agrees with laboratory experiments (Beck, 1983).

- Modeling profit sharing in combinatorial exchanges by network flows (2011)
- In this paper we study the possibilities of sharing profit in combinatorial procurement auctions and exchanges. Bundles of heterogeneous items are offered by the sellers, and the buyers can then place bundle bids on sets of these items. That way, both sellers and buyers can express synergies between items and avoid the well-known risk of exposure (see, e.g., [3]). The reassignment of items to participants is known as the Winner Determination Problem (WDP). We propose solving the WDP by using a Set Covering formulation, because profits are potentially higher than with the usual Set Partitioning formulation, and subsidies are unnecessary. The achieved benefit is then to be distributed amongst the participants of the auction, a process which is known as profit sharing. The literature on profit sharing provides various desirable criteria. We focus on three main properties we would like to guarantee: Budget balance, meaning that no more money is distributed than profit was generated, individual rationality, which guarantees to each player that participation does not lead to a loss, and the core property, which provides every subcoalition with enough money to keep them from separating. We characterize all profit sharing schemes that satisfy these three conditions by a monetary flow network and state necessary conditions on the solution of the WDP for the existence of such a profit sharing. Finally, we establish a connection to the famous VCG payment scheme [2, 8, 19], and the Shapley Value [17].

- Pricing American options in the Heston model: a close look on incorporating correlation (2011)
- We introduce a refined tree method to compute option prices using the stochastic volatility model of Heston. In a first step, we model the stock and variance process as two separate trees and with transition probabilities obtained by matching tree moments up to order two against the Heston model ones. The correlation between the driving Brownian motions in the Heston model is then incorporated by the node-wise adjustment of the probabilities. This adjustment, leaving the marginals fixed, optimizes the match between tree and model correlation. In some nodes, we are even able to further match moments of higher order. Numerically this gives convergence orders faster than 1/N, where N is the number of dis- cretization steps. Accuracy of our method is checked for European option prices against a semi closed-form, and our prices for both European and American options are compared to alternative approaches.