| TWO-PHASE MODELING OF A FLUID MIXING LAYER | James Glimm, David Saltz, David H. Sharp |
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We analyse and improve a recently-proposed two-phase flow model for the statistical evolution of two-fluid mixing. A hyperbolic equation for the volume fraction, whose characteristic speed is the average interface velocity $v^*$, plays a central role. We propose a new model for $v^*$ in terms of the volume fraction and fluid velocities, which can be interpreted as a constitutive law for two-fluid mixing. In the incompressible limit, the two-phase equations admit a self-similar solution for an arbitrary scaling of lengths. We show that the constitutive law for $v^*$ can be expressed directly in terms of the volume fraction, and thus it is an experimentally measurable quantity. For incompressible Rayleigh-Taylor mixing, we examine the self-similar solution based on a simple zero-parameter model for $v^*$. It is shown that the present approach gives improved agreement with experimental data for the growth rate of a Rayleigh-Taylor mixing layer. Closure of the two-phase flow model requires boundary conditions for the surfaces that separate the two-phase and single-phase regions, \ie the edges of the mixing layer. We propose boundary conditions for Rayleigh-Taylor mixing based on the inertial, drag, and buoyant forces on the furthest penetrating structures which define these edges. Our analysis indicates that the compatibility of the boundary conditions with the two-phase flow model is an important consideration. The closure assumptions introduced here and their consequences in relation to experimental data are compared to the work of others.
Preprint #SUNYSB-AMS-97-01, to appear in J. Fluid Mech.| OPTIMUM TREATMENT ALLOCATION IN CLINICAL TRIALS USING HETEROSCEDASTIC LINEAR MODELS | Wei Zhu and W.K. Wong |
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In clinical trials comparing several treatments, it is often the case that the response variance varies from treatment to treatment. This paper discusses the optimal treatment allocation scheme in this situation. For the one-objective scenario, i.e$.$, pariwise comparison of all treatments, three allocation rules, namely, the optimal rule, the equal allocation rule and the naive rule, are given and compared. A rule of thumb is given consequently. For the multiple-objective scenario, several example are discussed and optimal allocation rules are derived.
Preprint #SUNYSB-AMS-97-02| OPTIMUM TREATMENT ALLOCATION FOR DUAL-OBJECTIVE CLINICAL TRIALS WITH BINARY OUTCOMES | Wei Zhu and W.K. Wong |
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One common problem in many randomized clinical trials is how to assign patients to several treatment protocols in an optimal way. The traditional optimal design is usually derived under a single criterion, although in reality, there are usually several objectives in a clinical trial. In this paper, optimal treatment allocation schemes are derived for multiple-objective clinical trials with binary outcome measurement. A graphical method for finding the optimal strategy is proposed and several illustrative examples are discussed.
Preprint #SUNYSB-AMS-97-03| OPTIMUM DOSAGE ALLOCATION IN MULTIPLE-OBJECTIVE QUANTAL DOSE RESPONSE EXPERIMENTS | Wei Zhu and W.K. Wong |
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The toxicity of a potential drug must be studied before it can go on to the clinical trial stage. Quantal dose-response experiments are conducted to relate the drug dose level to the probability of a response. The binary response denotes whether the drug is toxic or not at the given dose level. The results of quantal dose-response experiments are often summarized by estimates of dose levels at which the probabilities of being poisoned are 0.25, 0.50 and 0.75. The corresponding dose levels are the three quartiles in the logit scale. One of the research questions addressed here is to find the optimal dosage allocation scheme for the estimation of the second quartile, also called the ``median lethal dose'', subject to the efficiencies for estimating the other two quartiles are not too low. A searching strategy for such an optimal design is proposed and several illustrative examples are given.
Preprint #SUNYSB-AMS-97-04| STATISTICAL EVOLUTION OF CHAOTIC FLUID MIXING | James Glimm, David Saltz, David H. Sharp |
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We describe a new constitutive theory for two-phase flow models of chaotic mixing layers, which form as two incompressible fluids interpenetrate. This theory is compatible with arbitrary velocities of the edges of a mixing layer, and it gives analytic solutions for the distribution of fluid variables across the layer in terms of these velocities. Our results are in agreement with all available data from planar Rayleigh-Taylor instability experiments. The model that we discuss can be embedded in a larger system of two-phase flow equations in order to predict other important physical quantities, such as the fluid pressures and internal energies in compressible mixing.
Preprint #SUNYSB-AMS-97-05, Phys. Rev. Lett. 80(4), 712-715 (1998)| FRONT TRACKING SIMULATIONS OF ION DEPOSITION AND RESPUTTERING | James Glimm, Santiago Simanca , Dechun Tan , Folkert Tangerman, Glenn Vanderwoude |
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This paper describes surface evolution formulated in terms of a Hamilton-Jacobi equation and a solution algorithm based on a three-dimensional front tracking algorithm. Our method achieves sharp resolution in the evolution of surface edges and corners.
This study is motivated by semiconductor chip evolution during deposition and resputtering processes. For this reason, we discuss here the effects of diffuse rescattering on surface features.
We illustrate some of the three-dimensional capabilities of the front tracking algorithm. We also present a validation study by display of two-dimensional cross sections of three-dimensional simulations of a finite length trench. The cross sections correspond to two-dimensional simulations of S. Hamaguchi and S. M. Rossnagel.
Preprint #SUNYSB-AMS-97-06, accepted for publication in SIAM Journal of Scientific Computing.
| CLASSIFICATION OF CODIMENSION-ONE RIEMANN SOLUTIONS | Stephen Schecter, Bradley J. Plohr, and Dan Marchesin |
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We investigate solutions of Riemann problems for systems of two conservation laws in one spatial dimension. Our approach is to organize Riemann solutions into strata of successively higher codimension. The codimension-zero stratum consists of Riemann solutions that are structurally stable: the number and types of waves in a solution are preserved under small perturbations of the flux function and initial data. Codimension-one Riemann solutions, which constitute most of the boundary of the codimension-zero stratum, violate structural stability in a minimal way. At the codimension-one stratum, either the qualitative structure of Riemann solutions changes or solutions fail to be parameterized smoothly by the flux function and the initial data.
In this paper, we give an overview of the phenomena associated with codimension-one Riemann solutions. We list the different kinds of codimension-one solutions, and we classify them according to their geometric properties, their roles in solving Riemann problems, and their relationships to wave curves.
Preprint #SUNYSB-AMS-97-07,
submitted to the Journal of Dynamics and Differential Equations.
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| A GENERAL CLOSURE RELATION FOR INCOMPRESSIBLE MIXING LAYERS INDUCED BY INTERFACE INSTABILITIES | James Glimm, David Saltz, David H. Sharp |
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We describe a generalization of a recently-proposed two-phase flow model for the statistical evolution of an incompressible mixing layer. This model, which was originally developed for application to Rayleigh-Taylor mixing, predicts the distribution of volume fractions and fluid velocities across the mixing layer in terms of the trajectories of the edges. Our previous analysis of this model is extended to flows that are not self-similar.
Preprint #SUNYSB-AMS-97-11,
submitted to Proceedings of the 6th International Conference on the Physics
of Compressible Turbulent Mixing.
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| A NUMERICAL STUDY OF A FULLY CONSERVATIVE METHOD FOR HYPER-VISCOPLASTIC MATERIALS | Xiao Lin, James Glimm, John Grove, Hyun-Cheol Hwang, David H. Sharp, and John Walter |
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We present a numerical algorithm for the simulation of the impact of hyperelastic-viscoplastic materials in two dimensions. There are several distinctive aspects of our approach. The governing equations are based on a fully conservative Eulerian formulation due to Plohr and Sharp and our modification of the Steinberg - Lund rate dependent plasticity model. An approximate 2D Riemann solver is constructed in a directionally unsplit manner to resolve the complex elasto-plastic wave structure. The front tracking method provides sharp resolution of interfaces in multi-material problems while eliminating spurious numerical diffusion and the need for mixed material cell constitutive models. Several example problems are presented as a test of our algorithm.
Preprint #SUNYSB-AMS-97-12.
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| INSTABILITY OF ACCELERATED ELASTIC METAL PLATES | Bradley J. Plohr and David H. Sharp |
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When subjected to rapid acceleration, a metal plate that is not perfectly flat displays a type of Rayleigh-Taylor instability, which is affected by shear strength. We investigate the initial stage of this instability assuming that the deviation from flatness is small and the pressure producing the acceleration is moderate. Under these assumptions, the plate can be modeled as elastic and incompressible, and the linearized form of the governing are valid. We derive a linear initial/boundary-value problem that models the flow and obtain analytical formulae for the solutions. Our solutions exhibit vorticity inside the plate, an important feature caused by shear strength that was omitted in previous solutions. The theoretical relationship between the acceleration and the critical perturbation wave length, beyond which the flow is unstable, agrees quantitatively with results of numerical simulations.
Preprint #SUNYSB-AMS-97-13, Zeit. angew. Math. Phys.,
vol. 49, 1998, pp. 786-804.
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| A TWO-WAY ANALYSIS OF COVARIANCE MODEL FOR CLASSIFICATION OF STABILITY DATA | Hongshik Ahn, James J. Chen, Tsae-Yun D. Lin. |
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This paper proposes a procedure for testing and classifying stability data with multiple factors. A multi-way analysis of covariance is used to classify the differences among the batches as well as another factor such as package type and/or product strength. In the test procedure, slopes and intercepts of the main effects are tested using a combination of simultaneous and sequential $F$-tests. Based on the test procedure results, the data are classified into one of four different groups. For each group, shelf life can be calculated accordingly. We examine if the procedure produces satisfactory control of the probability of a Type I error and the power of detecting the difference of degradation rates and intercepts for different nominal levels. The method is evaluated with a Monte Carlo simulation study. The proposed procedure is compared with the current FDA procedure using real data.
Preprint #SUNYSB-AMS-97-14.
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| TWO-PRESSURE TWO-PHASE FLOW | J. Glimm, David Saltz, David Sharp |
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We analyze a recently proposed model for two-phase flow. This model has independent phase pressures, and for finite compressibility it has independent temperatures as well. It allows the combination of turbulence and multiphase flow modeling to describe the macroscopic structure of chaotic mixing layers formed in the late stages of interface instability growth.
In this paper, we present three new results. The first is a new closure theory for all of the interface averages that couple the individual phases, generalizing a previous result for the average interface velocity. The major physics assumption underlying this closure theory is clearly identified: an absence of length scales beyond those contained in the primitive variables which define the interface average. The second result is a closed form solution of the two-phase flow model in the incompressible limit, which is valid for arbitrary trajectories of the mixing layer boundaries. The third result is an exact balance of forces relation for each such boundary, relating its acceleration to buoyancy, drag, and other forces. By replacing certain terms in this relation with phenomenological laws, one can close the model and thus uniquely specify the two-phase flow.
Preprint #SUNYSB-AMS-97-15, to appear in Nonlinear Partial Diiferential Equations, edited by G.Q. Chen, Y. Li, and X. Zhu , World Scientific, Singapore, 1998.| MARGINAL MODELS WITH MULTIPLICATIVE VARIANCE COMPONENTS FOR OVER_DISPERSED BINOMIAL DATA | Hongshik Ahn, James J. Chen. |
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A marginal model for the analysis of binomial data involving one or two random factors is presented. Two variance-covariance models are derived based on the multiplicative error formulation. The parameters of mean and variance components are estimated using the quasi-likelihood and method of moments, respectively. An application of the model is illustrated by an analysis of multivariate over-dispersed binomial data from a developmental toxicity experiment.
Key words: Extra-binomial variation; mixed effects model; nested design; random effects model; two-way layout.
Preprint #SUNYSB-AMS-97-16.
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| A STOCHASTIC ANALYSIS OF THE SCALE UP PROBLEM FOR FLOW IN POROUS MEDIA | James Glimm, Hongjoong Kim, David Sharp, Timothy Wallstrom |
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We present a numerical study of the scale up problem for the fractional flow function in the Buckley-Leverett equation for flow in porous media. The scale up problem is to define an averaged equation by local spatial averages, mapping from a micro-physical description to a meso-physical description and from a fine discretization grid to a coarser one. Scale up leads to the closure problem, which is the definition of the nonlinear terms in the averaged equation, as these terms are not respected by the averaging process. If the micro-physics is specified by a geostatistical probability ensemble, we see that the scaled up and closed fractional flow function is also a random variable. Numerical studies presented here show that its variance is greatly reduced relative to the variance in the geostatistical micro-physics which defines it. Properties of the scaled up fractional flow are given in terms of the geostatistical parameters which define the ensemble of permeabilities.
Preprint #SUNYSB-AMS-97-17.
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| STOCHASTIC METHODS FOR THE PREDICTION OF COMPLEX MULTISCALE PHENOMENA | James Glimm, David Sharp. |
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The purpose of this paper is to develop a general framework for the prediction of complex multiscale phenomena and to illustrate this framework through comparison to two examples of current interest to the authors. Prediction involves a two step process of inverse prediction to describe the system, given observations of its behavior, and forward prediction, to specify system behavior, given its description.
Preprint #SUNYSB-AMS-97-18,
submitted to Quarterly Journal of Applied Mathematics.
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| MULTISCALE SCIENCE | James Glimm, David Sharp. |
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This article appeared in SIAM News, October 1997, and is a discussion of some of the main concepts of multiscale science.
Preprint #SUNYSB-AMS-97-19,
appeared in SIAM News, October 1997.
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| BIFURCATION OF NONCLASSICAL VISCOUS SHOCK PROFILES FROM THE CONSTANT STATE | A. V. Azevedo, D. Marchesin, B. Plohr, K. Zumbrun |
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We determine the bifurcation from the constant solution of nonclassical transitional and overcompressive viscous shock profiles, in regions of strict hyperbolicity. Whereas classical shock waves in systems of conservation laws involve a single characteristic field, nonclassical waves involve two fields in an essential way. This feature is reflected in the viscous profile differential equation, which undergoes codimension-three bifurcation of the kind studied by Dumortier et al., as opposed to the codimension-one bifurcation occurring in the classical case. We carry out a complete bifurcation analysis for systems of two quadratic conservation laws with constant, strictly parabolic viscosity matrices by reducing to a canonical form introduced by Fiddelaers. We show that all such systems, except possibly those on a codimension-one variety in parameter space, give rise to nonclassical shock waves, and we classify the number and types of their bifurcation points. One consequence of our analysis is that weak transitional waves arise in pairs, with profiles forming a 2-cycle configuration previously shown to lead to nonuniqueness of Riemann solutions and to nontrivial asymptotic dynamics of the conservation laws. Another consequence is that appearance of weak nonclassical waves is necessarily associated with change of stability in constant solutions of the parabolic system of conservation laws, rather than with change of type in the associated hyperbolic system.
Preprint #SUNYSB-AMS-97-28,
to appear in Communications in Mathematical Physics.
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