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

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

- 1
- A Finite - Volume Particle Method for CompressibleFlows (1998)
- We derive a new class of particle methods for conservation laws, which are based on numerical flux functions to model the interactions between moving particles. The derivation is similar to that of classical Finite-Volume methods; except that the fixed grid structure in the Finite-Volume method is substituted by so-called mass packets of particles. We give some numerical results on a shock wave solution for Burgers equation as well as the well-known one-dimensional shock tube problem.

- 2
- Damage Diagnosis of Rotors: Application of Hilbert Transform and Multi-Hypothesis Testing (1998)
- In this paper, a combined approach to damage diagnosis of rotors is proposed. The intention is to employ signal-based as well as model-based procedures for an improved detection of size and location of the damage. In a first step, Hilbert transform signal processing techniques allow for a computation of the signal envelope and the instantaneous frequency, so that various types of non-linearities due to a damage may be identified and classified based on measured response data. In a second step, a multi-hypothesis bank of Kalman Filters is employed for the detection of the size and location of the damage based on the information of the type of damage provided by the results of the Hilbert transform.

- 3
- Robust Reliability of Diagnostic Multi-Hypothesis Algorithms: Application to Rotating Machinery (1998)
- Damage diagnosis based on a bank of Kalman filters, each one conditioned on a specific hypothesized system condition, is a well recognized and powerful diagnostic tool. This multi-hypothesis approach can be applied to a wide range of damage conditions. In this paper, we will focus on the diagnosis of cracks in rotating machinery. The question we address is: how to optimize the multi-hypothesis algorithm with respect to the uncertainty of the spatial form and location of cracks and their resulting dynamic effects. First, we formulate a measure of the reliability of the diagnostic algorithm, and then we discuss modifications of the diagnostic algorithm for the maximization of the reliability. The reliability of a diagnostic algorithm is measured by the amount of uncertainty consistent with no-failure of the diagnosis. Uncertainty is quantitatively represented with convex models.

- 4
- Three-dimensional Radiative Heat Transfer in Glass Cooling Processes (1998)
- For the numerical simulation of 3D radiative heat transfer in glasses and glass melts, practically applicable mathematical methods are needed to handle such problems optimal using workstation class computers. Since the exact solution would require super-computer capabilities we concentrate on approximate solutions with a high degree of accuracy. The following approaches are studied: 3D diffusion approximations and 3D ray-tracing methods.

- 5,1
- A hierarchy of models for multilane vehicular traffic PART I: Modeling (1998)
- In the present paper multilane models for vehicular traffic are considered. A microscopic multilane model based on reaction thresholds is developed. Based on this model an Enskog like kinetic model is developed. In particular, care is taken to incorporate the correlations between the vehicles. From the kinetic model a fluid dynamic model is derived. The macroscopic coefficients are deduced from the underlying kinetic model. Numerical simulations are presented for all three levels of description in [10]. Moreover, a comparison of the results is given there.

- 5,2
- A hierarchy of models for multilane vehicular traffic PART II: Numerical and stochastic investigations (1998)
- In this paper the work presented in [6] is continued. The present paper contains detailed numerical investigations of the models developed there. A numerical method to treat the kinetic equations obtained in [6] are presented and results of the simulations are shown. Moreover, the stochastic correlation model used in [6] is described and investigated in more detail.

- 6
- Boundary Layers and Domain Decomposition for Radiative Heat Transfer and Diffusion Equations: Applications to Glass Manufacturing Processes (1998)
- In this paper domain decomposition methods for radiative transfer problems including conductive heat transfer are treated. The paper focuses on semi-transparent materials, like glass, and the associated conditions at the interface between the materials. Using asymptotic analysis we derive conditions for the coupling of the radiative transfer equations and a diffusion approximation. Several test cases are treated and a problem appearing in glass manufacturing processes is computed. The results clearly show the advantages of a domain decomposition approach. Accuracy equivalent to the solution of the global radiative transfer solution is achieved, whereas computation time is strongly reduced.

- 7
- Heterogeneous catalysis modelling and numerical simulation in rarefied gas flows (1998)
- A new approach is proposed to model and simulate numerically heterogeneous catalysis in rarefied gas flows. It is developed to satisfy all together the following points: i) describe the gas phase at the microscopic scale, as required in rarefied flows, ii) describe the wall at the macroscopic scale, to avoid prohibitive computational costs and consider not only crystalline but also amorphous surfaces, iii) reproduce on average macroscopic laws correlated with experimental results and iv) derive ana- lytic models in a systematic and exact way. The problem is stated in the general framework of a non static flow in the vicinity of a catalytic and non porous surface (without ageing). It is shown that the exact and systematic resolution method based on the Laplace transform, introduced previously by the author to model collisions in the gas phase, can be extended to the present problem. The proposed approach is applied to the modelling of the Eley-Rideal and Langmuir-Hinshelwood recombinations, assuming that the coverage is locally at equilibrium. The models are developed considering one atomic species and extended to the gen eral case of several atomic species. Numerical calculations show that the models derived in this way reproduce with accuracy behaviours observed experimentally.

- 8
- Efficient Texture Analysis of Binary Images (1998)
- A new method of determining some characteristics of binary images is proposed based on a special linear filtering. This technique enables the estimation of the area fraction, the specific line length, and the specific integral of curvature. Furthermore, the specific length of the total projection is obtained, which gives detailed information about the texture of the image. The influence of lateral and directional resolution depending on the size of the applied filter mask is discussed in detail. The technique includes a method of increasing directional resolution for texture analysis while keeping lateral resolution as high as possible.

- 9
- Homogenization for viscoelasticity of the integral type with aging and shrinkage (1998)
- A multi-phase composite with periodic distributed inclusions with a smooth boundary is considered in this contribution. The composite component materials are supposed to be linear viscoelastic and aging (of the non-convolution integral type, for which the Laplace transform with respect to time is not effectively applicable) and are subjected to isotropic shrinkage. The free shrinkage deformation can be considered as a fictitious temperature deformation in the behavior law. The procedure presented in this paper proposes a way to determine average (effective homogenized) viscoelastic and shrinkage (temperature) composite properties and the homogenized stress-field from known properties of the components. This is done by the extension of the asymptotic homogenization technique known for pure elastic non-homogeneous bodies to the non-homogeneous thermo-viscoelasticity of the integral non-convolution type. Up to now, the homogenization theory has not covered viscoelasticity of the integral type. Sanchez-Palencia (1980), Francfort & Suquet (1987) (see [2], [9]) have consid- ered homogenization for viscoelasticity of the differential form and only up to the first derivative order. The integral-modeled viscoelasticity is more general then the differential one and includes almost all known differential models. The homogenization procedure is based on the construction of an asymptotic solution with respect to a period of the composite structure. This reduces the original problem to some auxiliary boundary value problems of elasticity and viscoelasticity on the unit periodic cell, of the same type as the original non-homogeneous problem. The existence and uniqueness results for such problems were obtained for kernels satisfying some constrain conditions. This is done by the extension of the Volterra integral operator theory to the Volterra operators with respect to the time, whose 1 kernels are space linear operators for any fixed time variables. Some ideas of such approach were proposed in [11] and [12], where the Volterra operators with kernels depending additionally on parameter were considered. This manuscript delivers results of the same nature for the case of the space-operator kernels.