## Berichte des Fraunhofer-Instituts für Techno- und Wirtschaftsmathematik (ITWM Report)

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#### Erscheinungsjahr

#### Dokumenttyp

- Bericht (198)
- Preprint (19)
- Arbeitspapier (1)

#### Schlagworte

- 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)
- Bartlett spectrum (2)
- HJB equation (2)

- 220
- Construction of discrete shell models by geometric finite differences (2012)
- In the presented work, we make use of the strong reciprocity between kinematics and geometry to build a geometrically nonlinear, shearable low order discrete shell model of Cosserat type defined on triangular meshes, from which we deduce a rotation–free Kirchhoff type model with the triangle vertex positions as degrees of freedom. Both models behave physically plausible already on very coarse meshes, and show good convergence properties on regular meshes. Moreover, from the theoretical side, this deduction provides a common geometric framework for several existing models.

- 219
- Integration of nonlinear models of flexible body deformation in Multibody System Dynamics (2012)
- A simple transformation of the Equation of Motion (EoM) allows us to directly integrate nonlinear structural models into the recursive Multibody System (MBS) formalism of SIMPACK. This contribution describes how the integration is performed for a discrete Cosserat rod model which has been developed at the ITWM. As a practical example, the run-up of a simplified three-bladed wind turbine is studied where the dynamic deformations of the three blades are calculated by the Cosserat rod model.

- 218
- Geometrically exact Cosserat rods with Kelvin-Voigt type viscous damping (2012)
- We present the derivation of a simple viscous damping model of Kelvin–Voigt type for geometrically exact Cosserat rods from three–dimensional continuum theory. Assuming a homogeneous and isotropic material, we obtain explicit formulas for the damping parameters of the model in terms of the well known stiffness parameters of the rod and the retardation time constants defined as the ratios of bulk and shear viscosities to the respective elastic moduli. We briefly discuss the range of validity of our damping model and illustrate its behaviour with a numerical example.

- 217
- Multi-level Monte Carlo methods using ensemble level mixed MsFEM for two-phase flow and transport simulations (2012)
- In this paper, we propose multi-level Monte Carlo(MLMC) methods that use ensemble level mixed multiscale methods in the simulations of multi-phase flow and transport. The main idea of ensemble level multiscale methods is to construct local multiscale basis functions that can be used for any member of the ensemble. We consider two types of ensemble level mixed multiscale finite element methods, (1) the no-local-solve-online ensemble level method (NLSO) and (2) the local-solve-online ensemble level method (LSO). Both mixed multiscale methods use a number of snapshots of the permeability media to generate a multiscale basis. As a result, in the offline stage, we construct multiple basis functions for each coarse region where basis functions correspond to different realizations. In the no-local-solve-online ensemble level method one uses the whole set of pre-computed basis functions to approximate the solution for an arbitrary realization. In the local-solve-online ensemble level method one uses the pre-computed functions to construct a multiscale basis for a particular realization. With this basis the solution corresponding to this particular realization is approximated in LSO mixed MsFEM. In both approaches the accuracy of the method is related to the number of snapshots computed based on different realizations that one uses to pre-compute a multiscale basis. We note that LSO approaches share similarities with reduced basis methods [11, 21, 22]. In multi-level Monte Carlo methods ([14, 13]), more accurate (and expensive) forward simulations are run with fewer samples while less accurate(and inexpensive) forward simulations are run with a larger number of samples. Selecting the number of expensive and inexpensive simulations carefully, one can show that MLMC methods can provide better accuracy at the same cost as MC methods. In our simulations, our goal is twofold. First, we would like to compare NLSO and LSO mixed MsFEMs. In particular, we show that NLSO mixed MsFEM is more accurate compared to LSO mixed MsFEM. Further, we use both approaches in the context of MLMC to speed-up MC calculations. We present basic aspects of the algorithm and numerical results for coupled flow and transport in heterogeneous porous media.

- 216
- A direction splitting approach for incompressible Brinkmann flow (2012)
- The direction splitting approach proposed earlier in [6], aiming at the efficient solution of Navier-Stokes equations, is extended and adopted here to solve the Navier-Stokes-Brinkman equations describing incompressible flows in plain and in porous media. The resulting pressure equation is a perturbation of the incompressibility constrained using a direction-wise factorized operator as proposed in [6]. We prove that this approach is unconditionally stable for the unsteady Navier-Stokes-Brinkman problem. We also provide numerical illustrations of the method's accuracy and efficiency.

- 215
- Constitutive models for static granular systems and focus to the Jiang-Liu hyperelastic law (2012)
- Granular systems in solid-like state exhibit properties like stiffness dependence on stress, dilatancy, yield or incremental non-linearity that can be described within the continuum mechanical framework. Different constitutive models have been proposed in the literature either based on relations between some components of the stress tensor or on a quasi-elastic description. After a brief description of these models, the hyperelastic law recently proposed by Jiang and Liu [1] will be investigated. In this framework, the stress-strain relation is derived from an elastic strain energy density where the stable proper- ties are linked to a Drucker-Prager yield criteria. Further, a numerical method based on the finite element discretization and Newton- Raphson iterations is presented to solve the force balance equation. The 2D numerical examples presented in this work show that the stress distributions can be computed not only for triangular domains, as previoulsy done in the literature, but also for more complex geometries. If the slope of the heap is greater than a critical value, numerical instabilities appear and no elastic solution can be found, as predicted by the theory. As main result, the dependence of the material parameter Xi on the maximum angle of repose is established.

- 214
- An overview on the usage of some model reduction approaches for simulations of Li-ion transport in batteries (2012)
- In this work, some model reduction approaches for performing simulations with a pseudo-2D model of Li-ion battery are presented. A full pseudo-2D model of processes in Li-ion batteries is presented following [3], and three methods to reduce the order of the full model are considered. These are: i) directly reduce the model order using proper orthogonal decomposition, ii) using fractional time step discretization in order to solve the equations in decoupled way, and iii) reformulation approaches for the diffusion in the solid phase. Combinations of above methods are also considered. Results from numerical simulations are presented, and the efficiency and the accuracy of the model reduction approaches are discussed.

- 213
- Residual Demand Modeling and Application to Electricity Pricing (2012)
- Worldwide the installed capacity of renewable technologies for electricity production is rising tremendously. The German market is particularly progressive and its regulatory rules imply that production from renewables is decoupled from market prices and electricity demand. Conventional generation technologies are to cover the residual demand (defined as total demand minus production from renewables) but set the price at the exchange. Existing electricity price models do not account for the new risks introduced by the volatile production of renewables and their effects on the conventional demand curve. A model for residual demand is proposed, which is used as an extension of supply/demand electricity price models to account for renewable infeed in the market. Infeed from wind and solar (photovoltaics) is modeled explicitly and withdrawn from total demand. The methodology separates the impact of weather and capacity. Efficiency is transformed on the real line using the logit-transformation and modeled as a stochastic process. Installed capacity is assumed a deterministic function of time. In a case study the residual demand model is applied to the German day-ahead market using a supply/demand model with a deterministic supply-side representation. Price trajectories are simulated and the results are compared to market future and option prices. The trajectories show typical features seen in market prices in recent years and the model is able to closely reproduce the structure and magnitude of market prices. Using the simulated prices it is found that renewable infeed increases the volatility of forward prices in times of low demand, but can reduce volatility in peak hours. Prices for different scenarios of installed wind and solar capacity are compared and the meritorder effect of increased wind and solar capacity is calculated. It is found that wind has a stronger overall effect than solar, but both are even in peak hours.

- 212
- 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.

- 211
- 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.