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Continuous Modelling in

Metrology




A Report for


National Measurement System
Software Support for Metrology
Programme







Project No: NPL030300

Report No: 058/2000
(Rev 1)

Date: 29 June 2000





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Report No: 058/2000 (Rev 1)

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Continuous Modelling in Metrology



A Report for


National Measurement System
Software Support for Metrology Programme







Prepared by: Dr M J Reader-Harris

Dr C D Stewart


Mr A B Forbes, NPL ........................................................


Dr G J Lord, Heriot-Watt University ........................................................

Approved by: Dr B C Millington


Date: 29 June 2000
for Dr F C Kinghorn
Director

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EXECUTIVE SUMMARY

Metrology requires the determination of estimates of physical quantities from measurements.
To do this it is necessary to build a valid model of the measurement system. For example, it
is obvious in calibrating an orifice plate flowmeter that the discharge coefficient is affected
by the flowrate; to use the flowmeter in a different fluid or at a different temperature it is
essential to understand that in fact the discharge coefficient is a function of the Reynolds
number. Physical reasoning alone may supply the model. In many situations the system is
best described by a set of ordinary or partial differential equations - a continuous model.
Typical applications of these models are to give accurate estimates of system parameters,
guidance on experimental design or measurement predictions.

There are a number of aspects that must be considered in a continuous model: the physical
model as a system of equations, the discretization of that model by a particular method,
algorithmic and numerical techniques, and the implementation as a piece of software.

As input to this report, workshops have been held at NPL. Conclusions from these
workshops summarize the key points in the application of continuous modelling in
metrology:

Some use continuous modelling to calculate numbers which are an input to the calculation
of a measurement; others use continuous modelling to give understanding of the physics
of the metrology process.

It is necessary to explore the sensitivity of the solution to input parameters (for example,
boundary conditions); there are advantages to be gained from exploring the sensitivity.

Among barriers to the use of continuous modelling are problems in obtaining the
boundary conditions, the time to build the model, and the costs of validation of the model.

It is necessary to be able to provide a statement of uncertainty to accompany the results
produced by continuous modelling. This uncertainty depends both on the model itself
(how well it describes the physics) and on the solution of the partial differential equations
(how accurately they are solved). To determine the former by comparison with
experimental data it is necessary to know the latter. The latter requires identification of
sources of error (discretization, etc). It is necessary to try to convince the producers of
commercial codes that a high-quality code should provide uncertainty information. A
common way of calculating uncertainties is desirable.

The aim of this report is to survey continuous modelling in metrology, and to guide the
development and promotion of best practice in continuous modelling through information
and metrology case studies.

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CONTENTS
Page

EXECUTIVE SUMMARY ............................................................................ 2

1 INTRODUCTION: MEASUREMENT OF PHYSICAL QUANTITIES .. 4
1.1 Software in metrology ...................................................................................... 4
1.2 Modelling .......................................................................................................... 4

2 COMPONENTS OF CONTINUOUS MODELLING ................................. 5
2.1 Physical Description ......................................................................................... 6
2.2 Developing a Method ....................................................................................... 6
2.3 Solution Schemes ............................................................................................. 8
2.4 Validation of a Method ..................................................................................... 9

3 TECHNIQUES FOR CONTINUOUS MODELLING ................................ 9
3.1 Discretization of the Partial Differential Equation ........................................... 10
3.2 Solution Methods .............................................................................................. 10
3.3 Solution of the Discretized Equations .............................................................. 16

4 OVERVIEW .................................................................................................... 19
4.1 Foundation ........................................................................................................ 19
4.2 Acoustics .......................................................................................................... 20
4.3 Electrical ........................................................................................................... 22
4.4 Flow .................................................................................................................. 22
4.5 Length ............................................................................................................... 22
4.6 Mass .................................................................................................................. 23
4.7 Optical Radiation .............................................................................................. 23
4.8 Photonics .......................................................................................................... 23
4.9 Ionising Radiation ............................................................................................. 24
4.10 Thermal ............................................................................................................. 24
4.11 Time and Frequency ......................................................................................... 25
4.12 Valid Analytical Measurement ......................................................................... 25

5 CASE STUDIES .............................................................................................. 25
5.1 Computational Fluid Dynamics ........................................................................ 25
5.2 Adhesive Joints Under Impact .......................................................................... 31
5.3 Heat Flow in a Calorimeter .............................................................................. 41
5.4 Design of a Non-contact Probe ......................................................................... 44

6 DISCUSSION OF THE CASE STUDIES .................................................... 47

7 CONCLUSIONS ............................................................................................. 49
7.1 Role of Continuous Modelling in Metrology ................................................... 49
7.2 Key Requirements for Application in Metrology ............................................. 50

ACKNOWLEDGEMENTS ........................................................................... 51

REFERENCES ............................................................................................... 51
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1 INTRODUCTION: MEASUREMENT OF PHYSICAL QUANTITIES

1.1 Software in Metrology

Almost all areas of metrology are increasingly dependent upon software. Software is used in
data acquisition, data analysis, modelling of physical processes, data visualisation,
presentation of measurement and calibration results, calculation of uncertainties, and
information systems for the effective management of laboratories. The accuracy,
interpretation and reporting of measurements are all dependent upon the correctness of the
software used.

The UK's Software Support for Metrology Programme is designed to tackle a wide range of
generic issues associated with mathematics, statistics, numerical computation and software
engineering in metrology. The current Programme, running from April 1998 to March 2001,
is organised into four themes:

Modelling techniques: Modelling discrete and continuous data, uncertainties and statistical
modelling, visual modelling and data visualisation, data fusion,

Validation and testing: Testing spreadsheets and other packages used in metrology, model
validation, measurement system validation, validation of simulated instruments,

Metrology software development techniques: Guidance on developing software for
metrology, software re-use libraries, mixed language programming and legacy software,
development of virtual instruments,

Support for measurement and calibration processes: automation of measurement and
calibration processes, format standards for measurement data.

In addition there are two further strands of activity concerning i) the assessment of the status
of mathematics and software in the various metrology areas and ii) technology transfer.

The overall objective of the programme is the development and promotion of best practice in
mathematical and computational disciplines throughout metrology through the publication of
reports, case studies and best practice guides (BPGs) and organisation of seminars,
workshops and training courses. This report is a deliverable associated with the first theme,
modelling techniques.

1.2 Modelling

Metrology, the science of measurement, involves the determination of quantitative estimates
of physical quantities from experiment, along with estimates of their associated uncertainties.
This process typically involves building a model for the measurement system.

Developing a mathematical model of the experimental system in terms of mathematical
equations involves parameters that describe the relevant aspects of the system. The model
needs to specify how the system is expected to respond to input data and how uncertainties in
the measured quantities contribute to uncertainties in the parameters of interest. It is useful
to classify the types of data arising in metrology into three categories: i) continuous, ii)
discrete and iii) hybrid. Continuous data are defined to be data that define one or more
attributes of
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the system over a continuum, for example the measurement of a particular state continuously
with respect to the independent variable. Discrete data are defined to be data that represent a
finite number of attributes of the physical system in a finite number of states, whereas
hybrid data have both discrete and continuous components. These distinctions are best
illustrated by a simple example: consider the distribution of heat in a rectangular plate.

Modelling: continuous data version. Two adjacent edges of the plate are held at
temperatures g(x) and h(y) where g and h are known functions defined at distances x and y
along the edges. The data analysis problem is to determine the steady-state temperature
T(x,y) at each point on the plate, given the coefficient of heat conduction of the material.
The data analysis problem will involve the solution of the heat equation, a partial differential
equation, subject to the boundary conditions. The data is continuous in the sense that g and h
are defined at each point along the edge, not at a finite number of points. In practice, these
functions will be specified by a finite amount of information, for example, the coefficients of
polynomial representations of the functions. The numerical solution will also involve a
discretization of the equations to be solved.

Modelling: discrete data version. In a measurement experiment, the temperatures T
j
are
measured simultaneously at a fixed number n of locations (x
j
,y
j
) on a rectangular plate in a
steady state. The data can be represented in a finite array whose jth row is (x
j
,y
j
,T
j
). The data
analysis problem is to find a function T(x,y,a) describing the temperature as a function of
position and model parameters a. The measurement strategy is discrete in the sense that only
a finite number of measurements are taken; however the model involves continuous
phenomena.

Modelling: hybrid data version. Two adjacent edges of the plate are held at temperatures
g(x) and h(y) where g and h are known functions defined at distances x and y along the edges.
The temperatures T
i,j
and T
i,k
along the other two edges are measured at a finite number of
locations (x
j
,y
0
) and (x
0
,y
k
) at a finite number of times t
i
. The data analysis problem is to
determine the coefficient of heat conduction of the material. The data are both discrete
and continuous. The method of solution will involve both the solution of the heat equation to
determine the temperature distribution T(x,y,t, ) as a function of position, time and and
the minimization of a sum of squares to find the best value of that fits the measurement
data.

This report concerns the modelling of continuous data. Modelling discrete data is
considered in [1]. In Section 2 the modelling procedure and its components are considered,
and in Section 3 numerical techniques used in continuous modelling are explored. In Section
4 the uses of continuous modelling in the different areas of metrology are surveyed. In
Section 5 four case studies, drawn from different fields of metrology are presented. In the
final sections continuous modelling for metrology is discussed in a more general context.

2 COMPONENTS OF CONTINUOUS MODELLING

Typical applications of continuous modelling in metrology are:

to optimize the design of experimental equipment,
to increase understanding and gain insight into a physical phenomenon,
as part of a correction to measured data,
to obtain predictions from measured data.
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The key components in the modelling process are described by the following five concepts.

Physical Description: This gives a clear statement of the problem in terms of the physics
and engineering involved.
Model Development: The physical description is formulated as a mathematical statement of
the problem.
Solution Scheme: A solution is sought to the mathematical problem posed. This may be an
analytic, semi-analytic or numerical solution. A numerical scheme is a discretization of the
mathematical model to an algebraic system of equations.
Implementation: Once a solution scheme is identified it remains to implement it in an
efficient and stable way.
Validation: Unless the model is validated in some way little or no confidence can be placed
in the results from the model.

A mathematical statement of the problem is given as a system of equations for which it is
also necessary to specify additional data such as:

the domain (or geometry) for the problem
boundary conditions and any initial conditions
parameters for the problem.

These data may either be well defined and verifiable by experiment or may be unknown and
need to be estimated as part of the modelling process. Often, these data are what we are
interested in varying to examine the response of the model of the system under different
conditions.

2.1 Physical Description

This is supplied by the metrologist and consists of a description of the experimental set up
and all influences on the totality of the system.

2.2 Developing a Model

In any modelling a number of assumptions have to be made about the system, and these
should be clearly stated since each assumption adds an element to the uncertainty in the
modelling process. Good physical intuition is essential for formulating a good model. The
form of the model developed depends not only on the system and the detail of modelling
required but also on the solution process that is likely to be applied. Mathematical models
of physical systems are likely to come in one of the following forms:

Partial Differential Equations (PDEs): These are common in metrology and model a
wide range of phenomena. PDEs can be divided into three classes i) Elliptic (e.g.
Laplace's Equation), ii) Parabolic (e.g. the heat equation) and iii) Hyperbolic (e.g. the
wave equation).
Ordinary Differential Equations (ODEs): A simple example is an elastic model of a
bending beam which can be modelled by a fourth order ODE.
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Integral Equations: Often solutions are sought in a volume or across a boundary in
which case the system can often be posed as an integral (e.g. the Helmholtz Equation in
acoustics).
Integro-Differential Equations: Examples in metrology arise in the materials research
into crack-propagation.
Differential-Algebraic Equations: These differential equations have algebraic
constraints and hence the solutions are restricted to lie on manifolds.

More recent moves include the direct modelling of continuous physical systems by a
discrete process such as a map or lattice, particularly for phase transition equations and gas
equations. The National Institute of Standards and Technology (NIST) is currently working
in this area [1-3].

In some fields of physics the governing equations are well known and may be taken as
given, whereas in others models are incomplete. A model should incorporate physical
features that are important for the process. The question then is how good (or bad) is the
physical description for the purposes it is intended. Although taking a well respected model
for a physical phenomenon lends confidence, it is essential to appreciate the assumptions that
have gone into the model. For the same physical phenomenon, different assumptions will
change the nature of the model and can be used to investigate what the important factors in a
process are, for example homogenising a heterogeneous material or assuming flow in only
one direction.

2.2.1 Boundary and initial conditions

To achieve a well-posed problem it is essential to impose boundary and/or initial conditions.
In some cases the model may be robust when small changes occur in either the boundary or
the initial conditions, whereas in others a small change may have a dramatic effect on the
solution obtained. A sensitive dependence on initial conditions is one of the defining
features of a chaotic system. Determining boundary and initial conditions is an interesting
problem as often these are tricky to determine from experiments. In some cases it may be the
boundary that we wish to determine (known as a free boundary problem). This type of
problem can occur, for example, when there is an interface between two substances.

2.2.2 Geometry

The geometry or domain in which the problem is to be solved is subject to errors in a
number of different ways. The geometry is often idealized for convenience and hence may
deviate from the experimental set up. Geometry is often related to symmetries in the
problem. These symmetries can be exploited to reduce the complexity, but in so doing it is
possible to miss features that will break the symmetry. Preservation of known symmetries
may be used as part of the validation of obtained solutions.

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2.3 Solution Schemes

2.3.1 Analytic and semi-analytic solutions

Some physical problems have exact solutions (typically under some simplifying
assumptions). Exact solutions often arise as a series solution in terms of special functions
(for example Bessel functions) that were introduced for specifically that purpose. These can
then be exploited using discrete modelling techniques to fit the parameters in the system (see
[1]). However, for most physical systems the situation is less satisfactory. It is sometimes
still possible to exploit exact solutions from closely related problems either directly in the
numerics (for example as an initial starting point) or as a check on the numerics.

A classical approach to problems is the application of asymptotics to construct solutions.
Alternatively it is often possible to analyse the equations and obtain results on the qualitative
nature of the solutions, and these qualitative features may be used to validate solutions
obtained numerically.

2.3.2 Numerical approximation

From a continuous model discretization is used in order to obtain a numerical scheme, and
this reduces the continuous system to an algebraic problem. Traditionally, numerical
schemes rely on results characterized by

Consistent + Stable Convergent

Essentially, a consistent scheme will approximate the set of equations as mesh sizes tend to
zero. There are a number of different forms of stability that can be considered (see for
example [4, 5]). These lead to the basic approach to validation of a numerical scheme:

halve the discretization and re-solve
or,
halve the tolerances and re-solve.

The commentary above on discretization may not in practice be sufficient. Some schemes
which are highly stable, e.g. upwind difference schemes, introduce sufficient numerical
diffusion that extremely refined grids may be required to give an accurate solution. It may be
more efficient to use a quadratic upwind scheme [6] which is much less diffusive and
provides better accuracy on a less refined grid. However, a quadratic upwind scheme is more
difficult to implement and less stable than an upwind one.

Numerical methods are often validated against the classical problems. Thus for parabolic
PDEs the heat equation is a typical test problem. In more complicated systems the ability to
reproduce the solution over a range of parameters (for example picking out bifurcation
points accurately) is used for validation purposes. Recently there has been work on a
posteriori error estimation. These types of error estimates have been implemented in one
form or another in some commercially available software (e.g. ANSYS [7]).

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2.4 Validation of a Model

Having developed a model it would be ideal to include, as part of the validation exercise, a
comparison of results with

experimental evidence,
theoretical predictions,
simplified or more complicated models,
alternative models.

Clearly it is often not possible to compare directly the desired quantity estimated from the
model with experiments in which case other approaches should be considered. For example
if it is desired to model the strain in a material in an area that cannot be measured, then the
results should be validated against a quantity that can be observed, for example the overall
displacement. The robustness of the model can be tested by the ability to make accurate
predictions, and hence as part of the model validation it is useful to make a prediction and to
confirm this experimentally.

Given a model it is in general possible to make theoretical predictions using the model. It
may be that as some parameter is varied different physical limits are reached and this can be
verified. It is also possible to verify that the physical model has the correct qualitative
features as the physics that it represents - for example conservation of mass or dissipation of
energy.


3 TECHNIQUES FOR CONTINUOUS MODELLING

The three main and distinct classes of solution technique are the finite volume method
(FVM), the finite element method (FEM) and the spectral method. Common to all of these
numerical methods is the basic procedure: the unknown variables are approximated by simple
functions, these functions are discretized, and the resulting algebraic equations are then
solved. The differences between the techniques lie in the manner in which the variables are
approximated and in the discretization process.

Many commercial and in-house codes have been developed for the solution of PDEs since the
advent of powerful computing. Probably the most mature of these are those used in structural
analysis using the FE method. In fact, finite element techniques are now almost synonymous
with structural analysis, but they can be applied to a variety of other problems such as heat
transfer, electromagnetic problems, and acoustic problems. A more recent development has
been the application of finite volume techniques to the equations of fluid motion to produce
the field of computational fluid dynamics (CFD), which has produced a large number of
commercial software packages.

In addition to these main classes there are other techniques available, such as direct
application of the finite difference method (FDM) [8], and the boundary element method
(BEM). It could be argued that the BEM is part of the FE class of techniques as it involves
splitting the solution domain into elements. It is mainly used where the problem is one of
evaluating an integral over a closed surface and then using the surface values to calculate
values in other parts of the domain (generally the interior or exterior of the surface). The
technique is often used in acoustics and electromagnetics.
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3.1 Discretization of the Partial Differential Equation

Both finite volume and finite element methods fall into the class of weighted residual
methods in which the assumption is made that the solution can be represented by an
appropriate combination of analytical functions over the whole of the solution region. In one
dimension, for example, a solution of the form

( ) ( ) T a t x
i
i I
I
i

(1)

would be assumed, where a
i
(t) are coefficients which in general may be time-dependent and
which must be evaluated during the solution process, and where
i
(x) are trial functions
whose form might be chosen, at least in part, to be compatible with some anticipated features
of the solution. The challenge is to choose appropriate functions and then to find the
coefficients a such that Equation (1) satisfies the given differential equation and its boundary
and initial conditions as well as possible at all points in the solution domain.

Suppose that the differential equation to be solved is written

L T

_
,
0 (2)

where L is a differential operator, and the overbar denotes the exact solution. If an
approximate solution T is inserted in Equation (2) it will not, in general, evaluate to zero but
to some residual R:

L(T) = R (3)

The coefficients a
i
(t) are found by requiring that the integral of the weighted residual over
the solution region is zero:

( ) W x y z R dx dy dz
m

, , . 0 (4)

This represents a system of M equations, m = 1,2,3, M, from which the coefficients a
i
may
be obtained. If these coefficients are (as implied here) functions of t, the system is comprised
of ordinary differential equations. In steady problems, a system of algebraic equations is
obtained.

3.2 Solution Methods

With different choices of weighting functions W
m
, different weighted residual methods are
obtained. In the finite volume method, the solution region is divided into M subdomains D
m

within which W
m
=1 and beyond which W
m
=0. In the collocation method, W
m
= (x-x
m
)
where is the Dirac delta function; substitution into Equation (4) then leads to the conclusion
that finite difference methods are a form of collocation method. In the least squares method,
W
m
= R/ a
m
, from which follows the requirement that the integral of R
2
over the solution
region will be a minimum. In the Galerkin method, the weighting functions are chosen from
the same family as the trial functions themselves, and these are usually linear or low order
polynomial functions.
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The finite volume and Galerkin finite element methods are considered in a little more detail.

3.2.1 Finite volume method

In the finite volume method the domain is split up into small volumes and the governing
equations are integrated over each volume. These equations are then discretized by a variety
of finite difference type approximations (see [8]); this results in a system of algebraic
equations that are solved by iterative methods. This method has been primarily developed
for use in CFD and is central to four of the main commercially available codes, namely
FLUENT, CFX, PHOENICS and STAR-CD.

The first step in the finite volume method, the control volume integration, distinguishes it
from the other numerical techniques. The resulting equations represent the exact
conservation of relevant properties for each finite volume, and this is a major attraction to
engineers since the clear relationship between the numerical algorithm and the underlying
physical conservation principle is easier to understand than it is using finite element or
spectral methods.

The conservation of a general flow variable within a control volume can be expressed as a
balance between the various processes increasing or decreasing it:

[Rate of change of in the control volume with respect to time] =
[Net flux of due to convection into the control volume]
+ [Net flux of due to diffusion into the control volume]
+ [Net rate of creation of inside the control volume]

As the full set of equations of fluid motion are quite complex a simpler example will be
considered to demonstrate the method.

Consider the problem of solving Laplaces Equation


2
2
2
2
0

+
x y
(5)

in a two-dimensional region which, as shown in Figure 1, is divided into a number of
quadrilateral elements. The directions of the computational grid lines have been deliberately
chosen not to be coincident with the directions of the axes to show the power and generality
of the method.
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Figure 1 - Finite volume mesh


Equation (5) is inserted into Equation (4), with W=1, and apply Greens theorem, replacing
the integral over the area ABCD with an integral around the contour ABCD, to obtain

0
2
2
2
2

,
_

+ ds dy dx
y x
ABCD ABCD
h.n


(6)

where
. dx
y
dy
x
ds

h.n (7)

Each derivative in Equation (6) must be approximated on each of the four edges of the
sub-domain ABCD. For example

x
dy
x
y
AB
j k
AB

1
]
1
, / 1 2
(8)

where


x S x
dx dy
S
dy
j k
A B C D A B C D

1
]
1

_
,

_
,

_
,


, / 1 2
1 1


and in turn


+ + +
A B C D j k A B B B C j k C D A D A
dy y y y y
, ,
.
1


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If the mesh is not too distorted, y
A

-y
C

y
AB
etc., so that


( ) ( )
etc.
, 1 , 1 ,
2 / 1 , AB
k k A B AB k j k j
k j
S
y y
x

1
]
1



After further algebraic manipulation, the following is obtained:

( ) ( )
[ ]
( )
( )
[ ]
( )
[ ]
( )
( )
[ ]
( )



j k CD DA j k CD BC DA j k BC CD j k
DA CD AB j k BC AB CD j k DA AB j k
AB DA BC j k AB BC j k
AB
P P Q P P P P
Q P P Q P P P P
Q P P P P
Q
, , , ,
, , ,
, ,
{ . . .
. . .
. . } /
+ + + +
+ + + + + +
+ + +
+ + + +
+
+
0 25 0 25 0 25
0 25 0 25 0 25
0 25 0 25
1 1 1 1 1
1 1 1 1
1 1 1
( ) + + + Q Q Q
BC CD DA

(9)

where
( )
Q x y S
AB
AB AB
AB
+
2 2
/ ,
( )
P x x y y S
AB AB k k AB k k AB
+


1 1 , ,
/

etc, and
A
, X
A
, y
A
, etc are evaluated as the averages of the respective four surrounding nodal
values. Equation (9) is in a form convenient for iterative solution by successive over-
relaxation.

It is now apparent that, in implementation, the finite volume method is very similar to the
finite difference method. However, the FVM, being derived from an integral form of the
governing equations, has better conservation properties than the FDM. It is also capable of
handling computational domains of a complex shape more easily. It should also be noted that
derivative boundary conditions can be easily implemented by direct substitution into one of
the approximations, Equation (7).

3.2.2 SIMPLE methods

An important and popular class of methods originated with the SIMPLE algorithm (Semi-
Implicit Method for Pressure-Linked Equations) due to Patankar and Spalding [9] and
described in Patankar [10]. They are FVMs, with the discretization of the primitive variable
equations performed on a staggered grid as illustrated in Figure 2. The control volume (CV)
associated with the point (i,j) is shown shaded. The different variables are identified with
different points in the control volume: pressure, temperature and any other scalar with the
centre of the CV, and the u and v velocity components with the centres of the upstream and
downstream faces of the CV in the x and y directions respectively.

The basis of the method is the use of discretized momentum equations to advance from a
known (or initial) state at time or iteration number n to estimate new velocities at time or
iteration number n+1. These estimates will not, in general, be accurate, as they do not satisfy
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continuity. Equations for corrections to the values of the pressure and the velocities are then
employed, and the corrected pressure used as the starting point for the next cycle of
calculations.


Figure 2 - Main grid (solid lines) and staggered grid (broken lines)

Improvements and extensions to SIMPLE, known as SIMPLER, SIMPLEC, SIMPLEX etc.,
have been developed since the original publication of the method in 1972.

3.2.3 Galerkin finite element method

In the FE method the solution domain is split up into small elements, and in each of these
elements simple piecewise functions describe the local variation of each variable. Since the
piecewise approximating functions cannot exactly represent the variations, there is a residual
defined to measure the error. Next the residuals are minimized by multiplying them by a set
of weighting functions and integrating. A set of algebraic equations is then obtained for the
unknown coefficients of the approximating functions. This method has been developed
primarily for structural FE stress analysis although it has also been applied in some CFD
codes such as FLOTRAN which is the CFD component of the ANSYS suite of packages.

The Galerkin FEM is probably the most widely used of the true FEMs although related
methods including collocation, least squares and boundary elements are also used. To
illustrate it, consider the Poisson Equation

2
2
2
2
1 0
w
x
w
y

+ + (10)

with w

=0 on the boundaries of a square region. In the Galerkin FEM, the approximate


solution of Equation (10) is written directly in terms of the nodal unknowns, i.e.

( ) w w x y
i
i
I
i

1
, (11)

where
i
(x,y) are interpolating or approximating functions of some assumed form. Normally,
linear or quadratic forms are used.
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Consider the portion of the solution region shown in Figure 3. In this two-dimensional
example, the local solution is interpolated or approximated, separately, in each of the four
elements A, B, C and D which surround the (j,k) node.



Figure 3 - Global and local notation


A coordinate system ( ,) such that -1 , 1 is introduced for each element, as illustrated
for element C in Figure 3. Then a suitable bi-linear form for each approximating function
i

is

( ) ( )( )
i i i
, . + + 0 25 1 1 (12)

Substitution of Equations (11) into (10), application of the Galerkin formulation Equation (4)
and some manipulation yields

BW = G (13)

where W is the vector of unknown nodal values w
i
; an element of B is given by

b
x x y y
dx dy
m i
i m i m
,
, +

1
]
1

1
1
1
1
(14)

and an element of G is given by

g dx dy
m m




1
1
1
1
(15)

The parameter m ranges over all the internal nodes, ie 2 j NX - 1, 2 k NY - 1. The
integrals in Equation (14) are best evaluated over each element, individually, using the
element-based co-ordinates ( ,). Only the four elements around node m make non-zero
contributions to the integrals in Equations (14) and (15).

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For a uniform grid, with h
x
= h
y
= h, the following is eventually obtained:


( ) ( )
( ) ( )
( ) ( )
w w w w w w
w w w w w w
w w w w w w h
j k j k j k j k j k j k
j k j k j k j k j k j k
j k j k j k j k j k j k
+ + + + +
+ + + + +
+ +
+ + + +
+ + + + +
+ + + + +
1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1
2
2 4 2
2 2
4 2 2 6 0
, , , , , ,
, , , , , ,
, , , , , ,
.

(16)

Equation 16 represents a system of linear equations which can be solved by, for example,
successive over-relaxation.

As a matter of interest, the finite difference representation of Equation (10), using central
difference approximations, would be

, 0 4
2
, 1 , 1 , , 1 , 1
+ + + +
+ +
h w w w w w
k j k j k j k j k j
(17)

which is a five point formula, compared with Equation (16) which is a nine point formula.

3.2.4 Spectral method

The spectral method [11] uses the same form of approximate solution as the traditional
Galerkin method. Like the latter, the trial functions and weighting functions are non-zero
throughout the computational domain. On the other hand, the unknown coefficients a
i
in
Equation (1) cannot be identified with nodal unknowns.

In the spectral method, the trial and weighting functions are orthogonal:


( ) ( )
i m
x y z x y z dx dy dz when m i
when m i
, , , ,
.



0
0


Fourier series, Legendre polynomials and Chebyshev polynomials are examples of
orthogonal functions often used in spectral methods.

Pseudo-spectral methods are described in [12].

3.3 Solution of the Discretized Equations

Any method of discretizing PDEs leads to a large system of algebraic equations (usually non-
linear) which, in matrix format, results in a large sparse matrix. Although any valid
procedure can be used to solve these algebraic equations, the available computer resources
set a powerful constraint. There are two families of solution techniques for algebraic
equations: direct methods and indirect or iterative methods. Simple examples of direct
methods are Cramers rule matrix inversion and Gaussian elimination. The number of

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operations to the solution of a system of N equations with N unknowns by means of a direct
method can be determined beforehand and is of the order of N
3
. The simultaneous storage of
all N
2
coefficients of the set of equations in core memory is required.

Iterative methods are based on the repeated application of a relatively simple algorithm
leading to eventual convergence after a - sometimes large - number of repetitions. Well-
known examples are the Jacobi and Gauss-Seidel point-by-point iteration methods. The total
number of operations, typically of the order of N per iteration cycle, cannot be predicted in
advance. Stronger still, it is not possible to guarantee convergence unless the system of
equations satisfies fairly exacting criteria. The main advantage of iterative solution methods
is that only non-zero coefficients of the equations need to be stored in core memory.

Jacobi and Gauss-Seidel iterative methods are easy to implement in simple computer
programs, but they can be slow to converge when the system of equations is large. Hence
they are in certain cases not suitable. Thomas [13] developed a technique for rapidly solving
tri-diagonal systems that is now called the Thomas algorithm or the tri-diagonal matrix
algorithm (TDMA). The TDMA is actually a direct method for one-dimensional situations,
but it can be applied iteratively, in a line-by-line fashion, to solve multi-dimensional
problems and is widely used in CFD programs. It is computationally inexpensive and has the
advantage that it requires a minimum amount of storage. The TDMA method is explained in
detail below.

Consider a system of equations that has a tri-diagonal form


1
= C
1
(18a)

-
2

1
+D
2

2
-
2

3
= C
2
(18b)

-
3

2
+ D
3

3 -

4
= C
3

(18c)

-
4

3
+ D
4

4 -

4
= C
4


. . . . = . .

-
n

n-1
+D
n

n
-
n

n+1
= C
n
(18n)


n+1
= C
n+1
(18n+1)

In the above set of equations
1
and
n+1
are known boundary values. The general form of
any single equation is

-
j

j-1
+ D
j

j
-
j

j+1
= C
j
(19)

Equation (18b) -n of the above set can be rewritten as


2
2
2
3
2
2
1
2
2
+ +
D D
C
D
(20a)

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3
3
2
3
3
4
3
3
3
D
C
D D
+ +

(20b)


4
4
4
5
4
4
3
4
4
+ +
D D
C
D
(20c)

.


n
n
n
n
n
n
n
n
n
D D
C
D
+ +
+ 1 1


These equations can be solved by forward elimination and back-substitution. The forward
elimination process starts by removing
2
from Equation (20b) by substitution from Equation
(20a) to give



3
3
3 3
2
2
4
3
2
2
1
2
2
3
3 3
2
2

_
,

+
+

_
,
+

_
,

D
D
D
C
D
C
D
D
(21a)

Adopting the notation

A
D
and C
D
C
D
2
2
2
2
2
2
1
2
2
+

(21b)

Equation (21a) can be written as


3
3
3 3 2
4
3 2 3
3 3 2

_
,
+
+

_
,

D A
C C
D A
(21c)

If

A
D A
and C
C C
D A
3
3
3 3 2
3
3 2 3
3 3 2



Equation (21c) can be re-cast as


3 3 4 3
+ A C (22)

Equation (22) can now be used to eliminate
3
from Equation (20c) and the procedure can be
repeated up to the last equation of the set. This constitutes the forward elimination process.

For the back-substitution the general form of recurrence relationship Equation (22) is used:


j j j j
A C +
+1
(23a)
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where
A
D A
j
j
j j j

1
(23b)


+

C
C C
D A
j
j j j
j j j

1
1
(23c)

The formulae can be made to apply at the boundary points j = 1 and j = n + 1 by setting the
following values for A and C :


1 1 1
and 0 C A


1 1 1
and 0
+ + +

n n n
C A

In order to solve a system of equations it is first arranged in the form of Equation (19) and
j
,

j
, D
j
and C
j
are identified. The values of A
j
and C
j
are subsequently calculated starting at
j = 2 and going up to j = n using Equations (23b-c). Since the value of is known at
boundary location (n + 1) the values for
j
can be obtained in reverse order (
n
,
n-1
,
n-2
,,
2
)
by means of the recurrence formula Equation (23a). The method is simple and easy to
incorporate in CFD programs.

In the above derivation of the TDMA method it was assumed that boundary values
1
and
n+1

were given. To implement a fixed gradient (or flux) boundary condition, for example at j =
1, the coefficient
2
in Equation (18b) is set to zero and the flux across the boundary is
incorporated in source term C
2
. The actual value of the variable at the boundary is now not
directly used in the formulation. The absence of the first or the last value does not pose a
problem in applying the TDMA method.


4 OVERVIEW

Prior to the description of the four case studies, an overview, based on the SSfM Interim
Status Reports for each area of metrology [14 25], is given here summarising the use of
continuous modelling throughout all the metrological disciplines.

4.1 Foundation

In the Foundation Metrology area, many of the quantities for which data are collected are
continuous variables (such as temperature and time). Often the data that are collected are
discrete. However, sometimes spectral techniques are used, in which case the raw data are
analogue. These analogue data may be used directly as continuous data or may be fed into an
A/D converter, resulting in large amounts of discrete data. In addition, occasionally, hybrid
data may be needed for some applications.

There is a wide range of modelling requirements in the Foundation Programme. In many
cases the need is to model the basic physics of various processes, and this tends to imply the
use of continuous modelling. Nevertheless, there are examples of discrete modelling, and
possibly also some hybrid modelling.
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The software package Mafia is used for solving Maxwells Equations using finite difference
methods to model the resonant frequencies of microwave resonators. This is an example of
very complex continuous models being solved by adaptive finite difference methods.
Modelling of radiation transfer is performed using Monte Carlo simulation methods
developed by Alexander Prokhorov which could be viewed as continuous modelling using
discrete methods (although some may prefer to call it hybrid modelling). Electromagnetic
modelling, relatively simple modelling of flow rates in a vacuum system, diffraction
modelling using Fraunhofer Equations, and the modelling of stresses are all further examples
of continuous modelling. On the other hand, thermodynamic temperature, the behaviour of
black bodies and the variations in electromagnetic flux in the moving coil kilogram project
are modelled by discrete methods.

4.2 Acoustics

The underlying phenomena being modelled in acoustics are continuous in nature, e.g.
acoustic intensity, fluid pressure, diaphragm displacements, etc. However, practical
measurements are discrete in nature, typically taking the form of digital signals.

The types of modelling used in the acoustics area comprise:

1) digital signal processing (mainly discrete data)
2) continuous models of acoustic field parameters (continuous and/or hybrid data).

The two types of model are complementary with continuous modelling being used largely for
design and simulation while discrete modelling is used as part of the measurement service
offered to laboratories and instrument manufacturers. The software package PAFEC is used
to undertake FEA modelling of acoustic fields.

The goal of the signal analysis is to choose suitable drive (input) signals and determine
transfer functions. The signal processing includes optimal (Wiener) filtering, hence
analysing errors which exhibit structure. Such filter methods employ convolution techniques.
In general, both time and frequency domain analyses are used in processing the signals.

NPL is investigating novel techniques, e.g., pulse methods in underwater acoustics. Such
methods overcome some of the difficulties experienced with long duration signals when there
is interference between the source and waves returning from the walls of the tank. Other
possible advanced methods include time-delayed spectrometry. It is not yet clear whether the
latter provides what is required, though it is claimed that many in the acoustics community
like it. Other novel techniques include the use of wavelet decomposition methods in addition
to traditional Fourier methods. The former are more appropriate for non-stationary signals
(i.e. where the frequency components are time-dependent).

The primary standard for sound in air is realized by determining the sensitivity of laboratory
standard microphones by the reciprocity technique. Reciprocity is an inherent property of
some transducers; it means they have the same sensitivity as receivers as they have as
transmitters. In underwater acoustics, the primary standard is based on the (ratiometric)
microphone response. Calibration of membrane and probe hydrophones at medical
ultrasound frequencies is conceptually easy: the output takes the form of ratios, but care is
needed with the use of correction factors. Generally simple plane/spherical waves are
assumed, and this needs to be confirmed by model validation.
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Precision requirements are high, particularly because of health and safety requirements in the
use of scanning equipment. EC 61157 (Medical Ultrasound) includes correction features
based on curve-fitting to parts of the waveform. This standard replaces IEC 60565 (from the
pre-digital era), which specified what was to be done but not how. A further standard, IEC
60866, has different corrections and reference Sections. Hence some flexibility needs to be
built into model building and validation.

Ultrasound uses a large amount of mathematical modelling. Ultrasonics in water generally
involve high frequencies in linear and nonlinear acoustics propagation algorithms and hence
fine discretization in the time domain in PAFEC simulations. Consequently, there are
performance issues, and trade-offs to be made which need to be validated.

Linear acoustic theory is generally well-understood following the pioneering work of
Rayleigh. Analysis of acoustic systems (as met in practice) can be difficult, hence there can
be discrepancies i) between theory and practice, and ii) between practitioners. NPL has
started to look at acoustic cavitation phenomena and is continuing to study nonlinear
behaviour (wave propagation, interactions, etc.) in general. NPLs work on nonlinear
ultrasonics began in the early 1980s and has progressed to the stage that it underlies the
existing UKAS-accredited hydrophone calibration service.

The Acoustic Area therefore uses mathematics and software as appropriate, and in modelling
terms is relatively advanced. Both discrete (FFT and regression methods) and continuous
(Finite Element Analysis) modelling is performed. Boundary Element Methods (BEM) may
be used. The main areas of concern, and hence research, in modelling terms relate to:

1) modelling the entire system
2) removal of assumptions in continuous models, e.g., to include nonlinear wave
phenomena
3) extracting more information from signals, by novel spectrometry and wavelet basis
techniques
4) statistical modelling, particularly of correlated and/or complex-valued data.

The models span the whole range, from simple to complex. Generally measuring devices are
designed so that the underlying model is as simple as possible, but the models used in
designing such measurement systems can be highly complicated (e.g. many parameters,
complicated relationships, errors not well-understood, etc.).

To a great extent, the models are accepted rather than speculative (and are codified in IEC
standards in some instances). However, regular intercomparison exercises indicate there is
some room for differences of implementation if not interpretation. Generally, uncertainty
modelling follows the GUM and M 3003, though there are some concerns about non-
Gaussian distributions, and identifying suitable distributions for complex-valued quantities.
The more speculative the model, the less comprehensive it is. However, using model
validation techniques, it is possible to identify the key features of the model. This is the
subject of some of the activity in the acoustics area. The methods of model solution tend to
perform as expected, which is confirmed by model validation.

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4.3 Electrical

Most quantitative data in the electrical area relates to essentially continuous variables.
Examples include voltage, current and power, which vary continuously with time. However,
such data are often collected and recorded as discrete data by digital sampling. Furthermore,
the recorded output of instruments used in the electrical area, such as digital voltmeters
(DVMs), may result from the processing of raw measurement data. For example, digital
filtering may be applied, so that the value output by the instrument is the arithmetic mean of
data collected over a short time period.

Finite difference and finite element techniques are both used when continuous modelling is
applied to the solution of systems of differential equations in the electrical area. For
example, in the RF and microwave free field theme, software for finite element analysis is
used in the solution of Maxwells Equations in a number of complex situations.

4.4 Flow

In flow measurement all models describing the calibration and assessment processes are
based on discrete data. Measurement of time, mass, volume and meter output produces
discrete data sets. This assumes that analogue readings from meters or instruments are
classified as discrete data sets. This is a valid assumption as any analogue signal coming
from a measurement transducer or transmitter is inherently averaged over a time period and
the average result usually defines a discrete value in the subsequent model.

The use of continuous data is confined to the research and modelling area of measurement.
Computational Fluid Dynamics (CFD) uses the equations governing the behaviour of fluids
to calculate velocity and pressure conditions within a flowing stream. In calibration work
this method is little used as the flow measurement community is very practically based, and
measurement of volume or mass is the prime concern. CFD is, however, used extensively to
predict the effect of changing flow conditions on measurement devices. It is in this area that
continuous modelling techniques are used successfully to model and to predict performance
of measuring devices and to predict changes in performance in areas where testing would be
impossible.

As continuous modelling is by nature a process by which a picture of the flow characteristics
and interaction with the flow devices or containment is produced, little application in real
time is possible. It is also clear that although the processes are becoming well understood, it
is still vital to test models against experimental measurements and, even then, levels of
agreement are still poor relative to experimental calibration of flow devices. The techniques
are however very useful in predicting and explaining trends and shifts in flow device
performance and in indicating levels of performance change. This allows extrapolation of
experimental data and significant cost reduction compared with experiment where facilities
may not exist for the conditions of interest.

4.5 Length

The wide range of activity within the Length area is reflected in the wide range of types of
measurement data and models. In a number of areas such as roundness and surface texture,
the instrument probe is in continuous contact with the profile or surface providing a
continuous sensor signal. Thus the measurand is generally a continuous curve and the
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measured data a finite representation of a discrete sample of points on this curve. In
interferometry, the fringe pattern can be a continuous two dimensional image describing the
phase of the wavefront as a function of two spatial co-ordinates.

Continuous modelling is important in the calculation of machine and artefact deflection. For
example, in the calibration of a 5 m long reference artefact the deflection of the artefact due
to gravitational loading can introduce significant changes in the distance between targets on
the artefact. In order to compensate for these deflections, a finite element model of an
artefact has been used to estimate the deflection during its calibration and subsequent use for
various support regimes. Finite element models are also used in experimental design to
predict material properties such as stiffness. Temperature distribution in artefacts is also
estimated using continuous modelling.
4.6 Mass
Most quantitative data in the Mass area relate to essentially continuous variables. Examples
include air temperature, pressure and humidity. However, such data are often collected and
recorded as discrete data by digital sampling; so the measurement data that is subsequently
processed consists of sets of discrete values. However, continuous modelling is used in the
design and understanding of experiments using both finite difference and finite element
techniques applied to the solution of systems of differential equations. This is undertaken in

the Pressure and Vacuum area to understand the deformation of the piston-cylinder
assembly of a pressure balance when under pressure, and
in the Force area in the optimal design of load cells.

4.7 Optical Radiation

In the Optical Radiation area, many of the measurements made are expressed in terms of
values at discrete wavelength points. However, this is simply a convenient way of expressing
what are actually continuous (but not necessarily smoothly or predictably varying) quantities
which vary with wavelength across the spectrum. Sometimes, when spectral techniques are
used, the raw data are an analogue signal. This analogue signal may be used directly as a
continuous signal or may be fed into an A/D converter, resulting in large amounts of discrete
data. In addition, occasionally, hybrid data may be needed for some applications.

4.8 Photonics

Wavelength is usually considered to be a continuous property, in the sense that it varies
across the spectrum. However, wavelength data are collected and recorded as discrete data
by digital sampling; so the measurement data that are subsequently processed consist of
discrete values. Another example of this type of consideration is the measurement of the
geometric parameters of fibres which can also be considered as continuous, but often are
recorded as discrete quantities with interpolation between points. Specific examples of this
are the major and minor axes of an ellipse which are considered as discrete quantities. The
radius and curvature of the internal region of the fibre are the derived quantities that are of
interest. The length of an optical fibre is, of course, always considered as a continuous
property.

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Continuous modelling in the photonics area includes the use of integral transforms, such as
Hankel transforms, to transform from direct images to diffraction patterns and vice-versa.
Other examples of continuous modelling are the mathematical models used to model two-
and three-dimensional objects that are geometric representations of optical fibres and the
effect that these have on attenuation of travelling waves.

4.9 Ionising Radiation

Typically, data in Ionising Radiation arise from observations of continuous phenomena and
hence continuous models are important. Where these observations are sampled at discrete
points, discrete models also play an important role.

Examples of modelling in use in the Ionising Radiation area include:

1) Monte-Carlo Simulations: these are based on two well respected Fortran public domain
codes originating from the Stanford Linear Accelerator (SLAC) and National Research
Council of Canada (NRCC). The EGS4 code is used for photon and electron radiation
and their transport through a wide range of materials. This code complements
experiments and is also used to predict instrument response outside the experimental
regime. A similar code, MCNP, is used for neutron radiation and the transport of
charged and uncharged particles resulting from neutron interactions in a range of
materials. Both these Monte Carlo codes are benchmarked and have a long development
history.
2) Finite element analysis is being used to model heat flow through calorimeters. The aim
is to investigate corrections required to measured temperature rises from radiation.
Currently, PAFEC is being used.
3) Finite difference methods are being used in codes developed at NPL and in the DiffPack
package. This code is being used for a similar purpose to the finite element code.

4.10 Thermal

Heat and temperature (and derived properties) are continuous quantities since they are
usually functions of space and time. The design of novel measurement systems, whether
generic (e.g., to measure the temperature of hot gases) or specific (e.g., to measure a given
thermophysical property of an artefact, material or system), requires continuous modelling.
Typically, the metrologist is faced with time-dependent differential equations, e.g., those
governing heat flow and/or electromagnetism (for laser systems) and/or fluid mechanics (for
liquids and gases). In practice, the data obtained will be discrete (sampled at fixed intervals
in time or space), and approximation problems need to be solved (discrete modelling).
Discrete modelling is often required at the design stage to take account of the effects of
sampling (discretization), and to assist in the estimation of the uncertainties of output
quantities. There is scope for hybrid modelling if data fusion techniques are used to combine
discrete (measured) data and continuous (simulated) data.

The techniques used in continuous modelling include:

a) Finite element analysis, using third-party products such as ANSYS.
b) Finite difference analysis of steady-state heat flow (a home-grown Pascal program)
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Particular problems include design of apparatus, where the metrologist is required to
model the steady-state response (typically governed by a Poisson partial differential
equation, e.g., in the case of the guarded hot plate) and transient responses (often with
non-linear boundary conditions) in problems involving diffusion and hot wires.

4.11 Time and Frequency

Much of the data collected in the time and frequency area relate to continuous variables (such
as satellite position, phase differences and, of course, time) but are generally dealt with in a
discrete form.

4.12 Valid Analytical Measurement

In the valid analytical measurement (VAM) area, although some of the quantities for which
data are collected are continuous variables (such as temperature and time), the data that are
collected are nearly always discrete. Sometimes the raw data are discrete. However, quite
commonly spectral techniques are used, in which case the raw data are analogue and hence
continuous, but these analogue data are fed into an analogue-to-digital (A/D) converter,
resulting in large amounts of discrete data. However, in some cases analogue data are
collected and used without A/D conversion as continuous data. In addition, occasionally,
hybrid data may be needed for some applications.

5 CASE STUDIES

Four case studies of continuous modelling have been considered to draw out some of the
generic features:

Computational Fluid Dynamics: The benefits that have been gained from using CFD in the
development of the discharge coefficient equation in ISO 5167-1 are discussed. This was
funded by the NMSPU.

Adhesive Joints under Impact: Different materials models and methods for solution are
examined and compared. These results are compared with experiments. The overall aim of
the work is to verify a new failure criterion for adhesives. This is a collaboration between
CMSC and the Centre for Materials Measurement and Technology at NPL.

Heat Flow in an Irradiated Calorimeter: The aim is design optimisation and verification.
This analysis has identified a possible improvement to the current uncertainty estimation.
This is collaborative work between CMSC and the Centre for Ionising Radiation Metrology
at NPL.

Proximity Probe Design: The aim is proof of concept. This is collaborative work between
CMSC and the Centre for Basic, Length and Thermal Metrology at NPL.

5.1 Computational Fluid Dynamics

One example of the value of continuous modelling in metrology has been the effect of
pipe roughness on orifice plates. There were many sets of experimental data on its
effect, but no generally accepted way of interpreting the data. Moreover all the data
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came from the same range of Reynolds numbers. Computational Fluid Dynamics
(CFD) made it possible to compute changes in discharge coefficient over a wider
range of Reynolds numbers including those which are achieved in high-pressure gas.

5.1.1 Physical description and assumptions

An orifice plate consists of a flat plate with a circular hole situated in a pipe as shown in
Figure 4 which shows the velocity vector field in the vicinity of the plate. The flow separates
from the walls and recirculating flow develops either side of the plate resulting in a pressure
drop. This pressure drop is used in an equation along with the discharge coefficient to
calculate the flowrate through an orifice plate. The equations of fluid flow that need to be
solved in the continuous model are complex although some simplifications can be made for
ease of solution. The major simplification to be made (in terms of computer memory and
calculation time) is that if the flow is fully developed with no swirl, the geometry can be
simplified to two-dimensions, thus producing an axisymmetric model. In the following case
study, the flow was also assumed to be single-phase, isothermal and incompressible.
Simplifications were also required to model the turbulence in the flow.



5.1.2 Development of the CFD model

CFD codes solve the Navier-Stokes Equations for conservation of mass and momentum. The
flow here is considered incompressible and isothermal. The equation for conservation of
mass (the continuity equation) is
( )
m
S U
x
+
i
i
t


(24)
where is density, t is time, x
i
is the co-ordinate direction, U
i
is the velocity component in
x
i
, and S
m
is a source term to account for mass added to the continuous phase from a
dispersed second phase (e.g. vaporisation of liquid droplets). Since the orifice plate model
considered a single-phase fluid, S
m
= 0 in this case.
Figure 4 - Velocity Vectors in the Region of an Orifice Plate
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The Navier-Stokes Equation for conservation of momentum in the i
th
direction is given by

( ) ( )
i
i
j
j
i
j i
j i
j
i
g
x
U
x
U
x x
P
U U
x
U
t

+
1
1
]
1

,
_

+ + + (25)

where P is the static pressure, is the molecular viscosity, and g
i
is the gravitational
body force.

When the flow is turbulent, as it is through an orifice plate, the velocities fluctuate and


i i i
u u U + (26)

where
i
u and
i
u are the mean and instantaneous velocity components. Substituting this
term and a similar term for pressure results in the following Reynolds-Averaged Navier-
Stokes momentum equation

( ) ( ) ( )
j i
j i i
j
j
i
j
j i
j
i
' ' u u
x x
p
x
u
x
u
x
u u
x
u
t

+
1
1
]
1

,
_

+ + (27)

This is the equation solved in the Reynolds Stress turbulence model, which is so named since
the effects of turbulence are represented by the Reynolds stresses,
j i
' ' u u .

Solution of the Reynolds stresses is computationally intensive; so they were modelled using
the k- turbulence model, which, in its standard form, models the stresses as follows


ij
i
j
j
i
t j i
3
2

k
x
u
x
u
u u

,
_

+ (28)

The eddy or turbulent viscosity,
t
, was computed using turbulent kinetic energy (k) and
its rate of dissipation ( ) from



2
t
C
k
(29)

k and were obtained from the solutions of their modelled transport equations

( ) ( )

+
1
1
]
1

,
_

+ +
k
k
G
x
k
x
k u
x
k
t
i
t
i
i
i
(30)

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and

( ) ( )
k
C G
k
C
x x
u
x t
k
2
2 1
i
t
i
i
i

+
1
1
]
1

,
_

+ + (31)

where G
k
is the generation of k due to the turbulent stress, and is given by

i
j
j i
x
u
u u G
k



The model constants C
1

, C
2

, C

,
k
and

had the following default values:

C
1

= 1.44, C
2

= 1.92, C

= 0.09,
k
= 1.0,

= 1.3.

These default values have been determined from experiments with air and water for
fundamental turbulent shear flows including homogeneous shear flows and isotropic grid
turbulence. They have been found to work well for a wide range of wall-bounded and free
shear flows; so their values were not modified in the orifice plate model.

5.1.3 Metrological impact

Computations of fluid flow through orifice plates downstream of pipes with different wall
roughnesses. Good agreement was achieved with experiment; moreover, since computations
could be carried out over a wide range of Reynolds number it became clear that the change in
discharge coefficient is proportional to the change in friction factor (rather than, for instance,
to the change in relative roughness). Only later were experimental data taken at higher
Reynolds number which confirmed that the new model was valid at higher Reynolds number.
CFD had provided a valid model. Both computed values and experimental data are shown in
Figure 5. The line shown on the figure is :

C = 3.5
3.5
, (32)

where C is the change in discharge coefficient due to wall roughness, is the diameter
ratio of the orifice plate (the ratio of the orifice diameter to the pipe diameter) and is the
change in friction factor due to wall roughness.

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The effect of rough pipe on the orifice plate discharge
coefficient
0
0.005
0.01
0.015
0.02
0.025
0.03
0.035
0 0.001 0.002 0.003 0.004 0.005 0.006 0.007 0.008
* ^3.5
C
h
a
n
g
e

i
n

d
i
s
c
h
a
r
g
e

c
o
e
f
f
i
c
i
e
n
t
,


C
COMPUTED: READER-HARRIS
EXPT: CLARK ET AL
EXPT: HERNING ET AL
EXPT: SPENCER ET AL
EXPT: THIBESSARD
EXPT: WITTE
EXPT: BEAN ET AL
EXPT: BRENNAN ET AL
EXPT: STUDZINSKI ET AL
EQUATION (32)

Figure 5 - Computed and experimental data used in the determination
of the orifice plate discharge coefficient equation.

One of the most important flow measurement tasks in the last 15 years has been the
production of a new discharge coefficient equation for uncalibrated orifice plate flowmeters
(orifice plate flowmeters are not normally calibrated; they are manufactured in accordance
with ISO 5167-1 [26] and the discharge coefficient is given by the equation in the Standard
or now in its Amendment 1). How to produce the best equation was much debated. However
this CFD work suggested that a term in the discharge coefficient equation could be calculated
on the basis of Figure 5: a term like 3.5
3.5
would be appropriate. Such a term is not
convenient for practical use, and so it was replaced by a term a
3.5
(10
6
/Re
D
)
n
, where Re
D
is
the pipe Reynolds number. This effectively assumes a particular relative roughness at each
Reynolds number. When the discharge coefficient equation was determined by fitting the
large numbers of experimental data, the equation essentially assumed a relative roughness for
each Reynolds number which is close to the mean relative roughness of the pipework used to
collect the data in the database at that Reynolds number. The term based on the velocity
profile/pipe roughness model does not provide a full description of the effect of Reynolds
number on the discharge coefficient. Both physical understanding and examination of the
discharge coefficient database once this term has been extracted show that a term which is
based on orifice Reynolds number is required also.

The use of CFD has made a significant contribution to the Reader-Harris/Gallagher Equation
for the discharge coefficient which is now included in Amendment 1 to the Standard. The
actual exponents and coefficients are determined from the experimental database; so the final
equation is a fit to experimental data, but the model arises from continuous modelling.

On the basis of Figure 5 limits on acceptable pipe roughness for the use of the discharge
coefficient equation can be calculated. The acceptable limits on roughness at Re
D
= 3 10
5

are similar to those in the present standard. However, unlike the limits in the present
standard there is a narrower band of acceptable roughness at higher Reynolds number. In the
past there had been installations within the Standard which showed unacceptable shifts.

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5.1.4 Further flow measurement applications of CFD

Sonic nozzles have also been modelled at NEL using a commercial CFD code, as have
various differential pressure devices such as ISA 1932 nozzles, Venturi nozzles, long radius
nozzles and classical Venturi tubes. It has been found that discharge coefficients within 1 per
cent of experiment [27] can be obtained with a sufficiently fine, well-structured grid and with
the relevant turbulence model. Flow through an ISA 1932 nozzle is shown in Figure 6.


Figure 6 - Flow through an ISA nozzle

Work has recently been completed on effect of pipework configurations on the performance
of various differential pressure devices with the aim of providing guidance in the update of
ISO 5167-1. Flow profiles produced by various installations have also been investigated in
previous work [28] and the results agreed well with experiment. Various header
configurations were modelled as have been various single and double bend configurations. In
these simulations the vortex structures produced downstream have been clearly demonstrated
as shown in Figures 7 and 8.






The decay of the disturbed velocity profiles was studied to predict the pipe length required to
provide a profile within the correct limits for an orifice plate. The flow field downstream of
bends is also being used to predict the effect of installations on ultrasonic meters by
integrating velocities along simulated sonic path lines. The benefit of using CFD in this
work is that data are available at any point in the pipe.

Figure 8 - Double Vortex Predicted
Downstream of single bend
Figure 7 - Swirl Predicted Downstream
of Double Bend
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A Coriolis meter is currently being modelled at NEL in a project which is combining finite
element analysis and CFD to model simultaneously the effect of the vibrating tube on the
fluid and the effect of the force of the fluid on the pipe.

Turbine meters were modelled recently
[29] to investigate installation and
viscosity effects on performance. A
single passageway through each
turbine was modelled (see Figure 9) in
a rotating reference frame and the
increase or decrease in angular
momentum of the fluid flowing
through the passage was calculated.
These results were then interpolated to
predict the flowrate that would give
zero angular momentum change from
inlet to outlet (or zero torque at the
hub). The resulting K factors were
within 9 per cent of experiment and
were consistently higher, which was as
expected since frictional torque was
not included in the model.

5.2 Adhesive Joints Under
Impact

As an illustrative example we consider models of a lapjoint (see Figure 10) under tension.
Experimental results are compared with predictions from a finite element analysis
implemented in the finite element code ABAQUS [30]. This is part of work carried out with
the Centre for Materials Metrology and Technology as part of the PAJ02 project. A full
report is available on this work [31].

5.2.1 Physical description and assumptions

The response of a steel lap joint consisting of two lengths of steel with an overlap length of
10 mm and total gauge length of 80 mm under tension has been investigated. The adherent
used was Ciba LMD 1142 Epoxy glue with a layer thickness of 5 mm. The tensile tests
were carried out over a range of speeds ranging from 10
-4
m/s to 5 m/s. In the non-
impacting experiments the extension of the lapjoint was measured by an extensometer over a
gauge length of 25 mm. For the impact cases the extension was measured over the whole
length of the joint. In the experimental results the force deflection curves obtained depend
on the speed of the experiment (see Figure 14), and this difference was investigated.
Finally, strain distribution was examined in the glue layer at the onset of failure of the joint.

5.2.2 Developing the model

In order to avoid singularities in the strain fields the steel arms in contact with the glue layer
were rounded, and a fillet of glue was in place. It was decided to perform a plane strain
analysis of the joint which reduces the problem to a two dimensional one. This is a standard
device that reduces the computational complexity of the problem. Essentially it is
equivalent

Figure 9 - Grid Used for Turbine Model
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to looking at a cross Section through the length of the lap joint, assuming no displacement
occurs out of this plane. This is a reasonable physical assumption since, in the experiments,
the lap joint is pulled uniformly across each face. Initial modelling ignored effects of the
housing and the force transducer. However, for the impact tensile tests it was necessary to
include these effects and to extend the model.

For the analysis presented here we took for the elastic analysis Young's Modulus and
Poisson's Ratio as indicated in Table 1. These values were found from accompanying
experiments.

Table 1 - Materials Parameters Taken For The Steel And Glue

Youngs
Modulus
(MPa)
Poissons Ratio Density
(kg/mm
3
)
Steel 207000.0 0.3 7.7 10
-6
Ciba LMD 1142 Epoxy 1680.0 0.44 1.2 10
-6

Two key cases are discussed: static (time-independent) and dynamic (time-dependent). The
dynamic case is split into non-impact in which two different time-stepping schemes will be
investigated (Section 5.2.4) and impact (Section 5.2.5). Thus different forms of analysis
are possible here.

5.2.3 Model A: Static case

Preliminary results were obtained for the lapjoint by a static analysis (i.e. without any time
dependence); such an analysis is considered valid for slow speeds.

5.2.3.1 Choice of materials model

For a static analysis ABAQUS has three materials models available of interest: a von Mises
model, a Drucker-Prager model with a linear shear condition and a Drucker-Prager model
with an exponent shear condition, see [30] for a full description of these models. The
choice of model depends on the materials present in the system.

The von Mises model is the simplest plasticity model, and perfect plasticity is obtained by
entering one yield stress value. For the linear Drucker-Prager model the yield criterion is
written as

0 tan
3
1
1 tan
,
_

+
t
p t F (33)

where

1
1
]
1

,
_

,
_

+
3
1
1
1
1
2
1
q
r
K K
q t .
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The parameter is the material friction angle in the p-t plane and was taken to be 30; K is the
ratio of flow stress in tension to compression and was taken as K=1. The final parameter is
the dilation angle in the p-t plane which was taken as 25.

The exponent Drucker-Prager model provides a more general yield criterion. The yield
function is given by

0
3
+
t b
t
b
a p aq

(34)

where a and b are material constants (1 b ensures a convex yield surface). In this analysis :

a = 0.0165 and b = 2.

The dilation angle was again taken as 25. All these values again originate from supporting
experimental work. From the preliminary work hardening curves at different rates were also
estimated; this allows rate dependence to be included in the material model. However, for
this static case only one such hardening curve was taken so that clear comparisons could be
made between the different types of analysis ignoring rate effects in the material.

5.2.3.2 Choice of boundary conditions

As a first attempt loading was applied to the specimen via a force on the left hand end of the
lapjoint in Figure 10 with the other end clamped in x but free to move in y. However, force
loading quickly led to a failure to converge. This was due to ABAQUS predicting a
displacement from the stiffness of the structure. The structure's position is then updated,
and the new stiffness calculated. For this new position two basic checks are made:

1. The forces at the nodes are calculated and the largest out of balance force is compared
against a tolerance (this defaults to 0.5% of the average force).
2. Any corrections to the displacement are compared to a tolerance (this defaults to 1% of
the largest increment in displacement).

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Figure 10 - Finite element mesh of a lap joint. An alternative mesh is shown in Figure 15
which also shows the details of a typical strain field.

Therefore under force loading ABAQUS has to predict the displacement of the structure.
When part of the structure deforms perfectly plastically it has no stiffness. Thus, when the
material used in modelling the adhesive layer becomes significantly plastic, the lapjoint has a
very low stiffness in a particular direction and it is difficult to predict the displacement.

This suggests that displacement loading of the lapjoint is preferable since it avoids having to
predict the displacement. This was implemented and sample results are displayed in Figure
11. The linear and explicit Drucker-Prager analysis both terminate with a failure to converge.
The von Mises analysis did not fail, although small steps were being taken, but the analysis
terminated with a maximum number of steps being taken.

Note that some other minor changes were implemented, such as setting an option for
asymmetric matrix storage to improve computational efficiency and turning on a non-linear
geometry option. Riks method was also implemented. This is an implementation of arc-
length continuation [32] and is particularly effective for non-linear materials. However this
only made a marginal difference to the total extension reached in the simulations.

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Figure 11: Force extension results with displacement loading for the three materials models.
Note that for all three models extension is considerably greater than with force loading.

5.2.4 Model B: Dynamic case

In ABAQUS there are two choices for a dynamic analysis, either to use the standard code
which uses an implicit solver in time or to use the explicit code which, as the name suggests,
uses an explicit time-stepping method. The choice of method depends on a number of
factors. In general the implicit solver (as implemented) is designed to analyse structures in
contrast to wave propagation problems localized in continua [18, 2.4.1 Theory Manual].

Implicit Solver. The advantage of an implicit time stepping algorithm is that the time step
is not (in general) restricted by a linear stability criterion. This does not mean, however, that
arbitrarily large time steps may be taken. The implicit time stepping code implemented in
ABAQUS uses a form of half-step residuals. When a solution at time t + t is calculated
the residuals at t + t/2 are estimated and used to correct the time step. Since the lap joint
has a thin adhesive layer in which wave effects may occur it was expected that the implicit
solution from ABAQUS may have some difficulties. This was indeed the case: Figure 12
shows the force extension curve for the linear Drucker-Prager model pulled at a speed of
0.01 m/s. Note that the model failed to converge (owing to time steps becoming too small) at
an extension less than was found in the static case.


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Figure 12 - Force extension diagram from an implicit dynamic simulation for the linear
Drucker-Pager. The joint is pulled at a speed of 0.01 m/s. A single hardening curve was
taken, as in the static case.

Explicit Solver. The explicit time stepping method can be attractive for large problems as
there are no non-linear equations to solve and hence the scheme may be more efficient.
However, for linear stability reasons the time steps are bounded to stop the growth of errors.
This bound is related to the time required for a stress wave to cross the smallest element
dimension. Therefore, if small elements are used (as used here in the adhesive layer) or if the
wave speed is high, then small time increments are required. Note that this can be
compensated for by taking an artificially high density for the materials which will lead to
faster computations. However this leads to oscillations from artificial inertial effects on the
force extension diagram.

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A further advantage of the ABAQUS explicit code is that a mesh adaption scheme became
available in version 5.8. The form of adaptive meshing adopted by ABAQUS [30] is a
mixture of a Lagrangian (when the mesh deforms like the material) and Eulerian (when the
material can flow through the mesh). The adaptive nature of the mesh helps maintain a better
quality mesh in areas where there is a severe distortion such as, for example, in the glue
layer.

Despite these advantages of the explicit analysis that is available in the explicit code of
ABAQUS, there is one distinct disadvantage. At present the material models that may be
applied are limited, and in particular the exponent shear condition Drucker-Prager model is
not available.

Rate dependence was therefore introduced into the material model, and in order to do so the
hardening curves had to be extended to higher rates by extrapolation. To achieve this for
each plastic strain data point the log of the yield stress was fitted linearly and this fit was then
used for extrapolation. Figure 13 shows the data taken for the rate-dependent material
simulations. Note that the slowest two rates are experimental whereas the others are all
extrapolated.


Figure 13 - Hardening curves and rates used in the dynamic analysis. The lowest two curves
are from experiments and the others are extrapolated from those
and other experimental curves.

Validation. As part of the validation of the model the results were compared with
experiments. In Figure 14 the experimental results are plotted along with the results from
the explicit analysis with rate-dependent data for the linear Drucker-Prager model. The
characteristic curves are as seen in the experiments; however the force predicted is higher
than that observed. It is conjectured that this is due to a small crack in the glue layer. These
cracks act to reduce the force, but the layer remains load bearing. The appearance of such
cracks has not been accounted for in the current model.
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5.2.5 Model C: Impact case

Thus far the impact case has not been dealt with and, as stated in the introduction, these
higher speeds yielded qualitatively different experimental results (compare the 4.4 m/s to the
other speeds in Figure 14a). To examine this it was necessary to change the model to include
wave effects from the housing and transducer in the experimental set up. These effects were
assumed to be insignificant at the slower rates, and to include them it was necessary to
change the boundary conditions and to include extra elements in the model. The transducer
was modelled as a mass on a spring on the right. This was held fixed and the mass of the
housing and anvil was accelerated and hit the right hand end of the assembly. The spring
constant taken for the spring was 430 kN/mm and the combined mass of the anvil and
housing on the joint was 13.02 kg. These results show qualitatively that the effects from the
housing and force transducer need to be included in the impact case and with some careful
fitting of the spring constants a good quantitative match was achievable. Results for 4.4 m/s
are shown in Figure 14.


(a)

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(b)
Figure 14 - Comparison of rate dependent predictions against experiments. (a) experimental
results and (b) predicted results from ABAQUS.

5.2.6 Validation and metrological impact

For validation the numerical results were compared with experimental results as in Figure
14. Consistent features were also looked for across material models in the strain contours,
and a typical contour map is shown in Figure 15. Two meshes were used to verify that
strain contours were independent of the mesh - one shown in Figure 15 and the other in
Figure 10.

This case study has

examined different forms of analysis, both time dependent and independent with
implicit and explicit time stepping schemes,
investigated the effects of different material models on the analysis,
explained the difference in the slow and fast experimental results through changing the
model,
noted that a more detail analysis is probably required to get a complete match to
experiments by including cracking.

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Figure 15 - Example strain map in joint for Linear Drucker-Prager Model
at a displacement of 0.1 mm.
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5.3 Heat Flow in a Calorimeter

The flow of heat through a graphite block with an embedded thermistor is considered in this
case study. This is an example of a calorimeter used to measure heat (key to the Thermal
NMSPU Programme). The description here originates from the Ionising Radiation NMSPU
Programme.

5.3.1 Physical description and assumptions

Thermistors are placed in a graphite core and surrounded by graphite blocks. These are in
turn surrounded by polystyrene and this by a further graphite horseshoe with the whole
assembly encased in polystyrene (see Figure 16). The assembly is then radiated and the
temperature rise monitored from the thermistors in the core. From this temperature rise the
radiation dose may be calculated. The aim of this study was to model the heat flow through
the system to reduce the error in the estimated heat rise from the radiation. A more complete
description of the physical set up may be found in [33].

Figure 16 - Diagram of set up for radiated calorimeter

In this example the governing equations for the flow of heat were required. The processes
and related equations are well known: heat transfer by conduction, convection and radiation
need to be considered (see for example [34]). There are several assumptions that may be
made: for example convection and radiation were considered to be negligible and the heat
flow was assumed to be dominated by conduction.

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Furthermore, material properties had to be considered; for example, each slab of graphite was
treated as isotropic. An initial temperature profile had to be assumed across the system and
appropriate boundary conditions imposed; for example, it might have been assumed that the
polystyrene inside the horseshoe surrounding the central slabs was perfectly insulating.

5.3.2 Developing the model

For the case of the calorimeter, heat flow by conduction was considered in each slab of the
main block. Around the block the condition was imposed that there was no heat flow, i.e. the
polystyrene layer was assumed to be perfectly insulating. Between slabs and for the air gaps
heat transfer was assumed to be proportional to the temperature difference. With these
boundary conditions the linear heat equation could be solved for each slab:

, 0

u
t
u
(35)

where it has been further assumed that the material properties are neither time nor
temperature dependent. Material properties (such as conductivity and specific heat) may
either be taken as book values or fitted as parameters from separate experiments.

It is often important to account for the uncertainty in the material constants and similar
parameters, and to consider their influence on the solution and their contribution to the
uncertainty of the measurand.

It is known that solutions to the heat equation decay exponentially fast to a constant value
that depends on the initial condition [34]. Plotting this decay, the appropriateness of the
model can be verified by comparing experimental results from the thermistor.

Given a valid conceptual model of the calorimeter, a discretized model can be developed.
Results are presented here for a Finite Element model for which several decisions had to be
made concerning order of basis functions, mesh discretization, etc. Note that the FEM
results presented here were validated against a one-dimensional finite difference model for
the heat flow in the calorimeter.

In Figure 17, the effect of a poor choice of step size can be seen when a Finite Element
Method is used, in that a linear stability criterion has not been met in the second plot, which
exhibits spurious local variations, reflecting the fact that the time steps and space grids are
unbalanced.


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Figure 17 - Heat distribution through the radiated calorimeter at time T = 1 using two
different meshes. By contrast with the first plot, a linear stability criterion is not satisfied in
the second and spurious wobbles appear.

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The heat flow equation can also be compared with the steady-state heat equation. This is
equivalent to comparing U
s
, the solution of Laplace's Equation u = 0, and U
d
, where

) ( lim t u U
t
d

(36)

and u(t) is a solution to the heat equation.

5.3.3 Metrological impact

From this modelling a number of useful results were established and it was shown that

positioning of the thermistor was not critical,
initially there was no cooling of the core; this highlighted a suspected problem in the data
analysis that could cause an error of up to 1%,
the design of a new calorimeter could be optimized.

5.4 Design of a Non-contact Probe

In making measurements, for example using a co-ordinate measuring machine, it is desirable
to minimize contact between the probe tip and the artefact being investigated, in particular to
avoid impact damage that would alter the measurements of the artefact. A probe tip that
detects proximity to the artefact would help to minimize the effects of impact and hence
improve the overall accuracy. The feasibility of a proximity probe based on changes in an
electrical field was investigated. The basic set up is illustrated in Figure 18.


Figure 18 - Geometry of example probe. In the simulations the distance between the shield
tip and artefact was varied.
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The two plates and the shield form the probe, and the change in the electric field between
plate 1 and plate 2 is of interest as the position of the whole probe assembly is varied. The
distance of the assembly is measured by considering the distance of the shield tip to the
artefact.

5.4.1 The conceptual model

The following assumptions were made in writing down a 2-dimensional model:

1. Artefact is made of a conducting material
2. No free charges in air
3. The potential difference between the plates and shield is known
4. The potential difference between the shield and conducting surface is known.
5. Edges of the boundary, other than the artefact, are non-conducting.

In this case the electrical potential may be found by solving Laplace's Equation:

U = 0 (37)

with boundary conditions imposed from the known potentials on the conducting surface,
shield and probes. In order to track the change in potential as the distance between the
shield tip and artefact varies, the potential is monitored around plate 1 at a distance of
25 m.

5.4.2 Numerics

A standard finite element code was tested on two examples (for which analytic solutions of
the potential are known) as a verification of the code. In these examples results were shown
to be correct to four decimal places (with a fixed and relatively coarse mesh).

In Figure 19 details from an example contour plot are plotted with a distance of 8m between
the shield tip and artefact with a voltage of -0.5V on plate 1.

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Figure 19 - Example run with a distance of 8m between the shield tip and artefact with a
voltage of -0.5V on plate 1.

The effect of decreasing the mesh size (and hence increasing the accuracy) was investigated
for the problem under consideration. Figure 20 shows the difference between the average
potential around plate 1 of 2000 and 4000 nodes as a function of distance from the artefact.
This gives an estimate of the error. It can be seen from the figure that the error was of the
order 10
-4
and that the error decreased with distance. Note that although it appears that at
the smallest distance the error was zero this is in fact due to the scale of the plot.


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Figure 20 - Error as the mesh is doubled as a function of distance from the artefact. Error
was measured as the difference between the average potential around plate 1 solved with
2000 and 4000 nodal points. Voltage on plate 1 was 0 Volts

5.4.3 Metrological impact

The continuous modelling proved the concept of the non-contacting probe, and this might be
taken further in future work.


6 DISCUSSION OF THE CASE STUDIES

The four case studies describe a range of metrological disciplines in which continuous
modelling has been applied, namely flow measurement, structural loading, heat flow and
electromagnetics. The latter three employed the Finite Element (FE) method to solve the
governing equations whereas the flow measurement example used the finite volume method
in a Computational Fluid Dynamics (CFD) code. Commercial codes are now available to
model each of these test cases: both the structural study and the electromagnetic example
refer to commercial codes, and, although the work referred to in the flow measurement
example did not use a commercially available code, more recent work undertaken at NEL on
similar work has used a commercial CFD code.

The choice of whether the finite element or the finite volume method was used in each of the
case studies reflects the applications for which commercial codes are sold. FE codes were
primarily developed for structural analysis to such an extent that FE is synonymous with

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structural modelling but commercial codes now also have modules for modelling heat
transfer, acoustics and electromagnetics. Some FE codes offer the ability to model fluid
flow, but they are rarely used. Instead, fluid flows are primarily modelled in CFD using the
finite volume method which is better suited to the highly non-linear equations encountered in
fluid dynamics; this is due mostly to the conservation properties of the method.

The four case studies are indicative of the typical use of continuous modelling in metrology.
In each case it has been used to enhance the understanding of an experiment:

The flow measurement study used CFD to understand better the effect of pipe roughness
on the discharge coefficient of an orifice plate. The final equation in the standard is still
based on experimental results, but CFD helped in the analysis of the experimental data.
In the structural example, modelling helped give a better understanding of the reason for
differences between fast and slow loading experiments.
In the heat flow example modelling showed that the positioning of the thermistor was not
critical, and this helped in the design of a new calorimeter.
In the electromagnetic example, modelling proved the feasibility of a non-contacting
probe.

In no case was continuous modelling used to derive a calibration value, although in the
measurement of length that might be done.

Several issues that are common to both the finite element method and the finite volume
method have been highlighted by the case studies. It is clear that even if a commercially
available, user-friendly code is used, the user requires a firm understanding of both the
physics involved in his problem and the numerical techniques used within the code. The
latter is less important, but is often beneficial in obtaining rapid convergence or sometimes in
obtaining convergence at all.

The case studies show that the need for a physical understanding starts with the assumptions
required in simplifying a problem. Both the flow measurement case study and the structural
study employed the most common simplification - the reduction of the model from three
dimensions to two. This greatly reduces the computational effort required but care has to be
taken to ensure that there are no end-effects as discussed in the structural study. All the case
studies also describe the decisions that were required to keep the equations as simple as
possible whilst maintaining a physically realistic model. Examples are the choice of
turbulence model in the flow measurement study and the choice of material model in the
structural study.

Decisions regarding the location of boundaries and the distribution of variables along them
also require a good technical understanding. Mean values of variables can be defined on
boundaries if they are sufficiently distant from the region of interest. However, the profile of
a variable along a boundary is required if the boundary is situated close to the region of
interest. An example would be the definition of a velocity profile along the inlet boundary of
a CFD model instead of a mean velocity. An incorrect choice of boundary type can also cause
problems as discussed in the structural study where displacement loading was found to be
successful and force loading led to divergence.

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The heat flow case study shows that initial conditions are important for the rate of
convergence of the solution to the heat equation. It is shown that the rate of convergence of
the numerical solution depends greatly on the initial conditions which, while being important
in all types of continuous modelling, is perhaps more noticeable in heat flow due to the
rapidity of solution.

It is common practice to vary the mesh density to establish a mesh-independent solution; as
the number of cells increases, the solution should head asymptotically towards the true
result. However, the structural case study also points out that an understanding of both the
physics and numerical method is required even for meshing. Two styles of mesh were used
to check for mesh independence. This concept of the style of mesh is particularly important
in fluid dynamics where it is good practice to align the mesh orthogonal to the flow. This
minimizes numerical diffusion and has been found to be particularly relevant in the accurate
modelling required in flow measurement applications.

The case studies describe a variety of validation methods. The most common is a
straightforward comparison with experiment such as is mentioned in the flow measurement
and structural studies. Once validation is undertaken in this way models are generally used to
simulate conditions for which there are no experimental data. However, even when there are
no data available it is still possible to undertake some form of validation by checking that
results are physically realistic as in the heat flow study where contours of temperature were
checked for discontinuities. Results predicted over a range of conditions can also be checked
for sensible trends such as were discussed in the structural example. The electromagnetic
case study discussed an alternative approach in which a simpler system was modelled and the
results compared with a known analytical solution. The heat flow study used yet another
method of validation by comparing the FE results with a one-dimensional finite difference
model.

Error estimation is a further issue to be addressed when modelling continuous media with
discretized equations. The electromagnetic study presents an error estimate obtained by
altering the mesh density, but this can only give an estimate of the effect of the mesh. Errors
due to the location of and values at boundaries can be difficult to estimate as are the errors
incurred in the simplification of equations. Perhaps even more difficult to put a figure on is
the effect of mesh style on the error. However, as in the case studies presented here,
continuous modelling is more often used as a design tool in which the relative value of results
is more important than the absolute value. This is still difficult to estimate without
comparison with experiment but in CFD it is usually found that errors in relative results are
less than errors in absolute results.


7 CONCLUSIONS

7.1 Role of Continuous Modelling in Metrology

Continuous modelling is finding an increasing role in metrology in the following areas:

1. Correction of measured data.
2. Design optimisation for experiments.
3. Increased physical insight into systems.
4. Making predictions from measured data.
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With the advent of greatly increased computing power the application of continuous
modelling to metrological situations has become more feasible. Larger meshes with
refinement in key areas and more complex physical models are now feasible since solution
times are now a fraction of what they were even a decade ago. Codes are also now available
which do not require any modifications in order to model systems to an acceptable degree of
accuracy. FE codes are generally more advanced than CFD codes, but CFD is now finding
an increasing role in flow measurement predictions. Although case studies have primarily
been on FE many other techniques are used at NPL e.g. finite differences and boundary
element methods [35, 36].

The main role of continuous modelling in metrology is the ability to gain a greater
understanding of the physical behaviour of a system. This can help interpret experimental
data and can be of benefit in defining the best form of curve fit. An increased physical
understanding can also help in the design of experiments such as the positioning of the
thermistor in the heat flow case study.

It is now also more feasible to use existing data for validation and to predict the performance
of a system under conditions in which it is either impossible or very expensive to undertake
experiments.

There are large costs in learning packages, but once mastered they can provide a powerful
tool for analysis. Packages can, however, limit flexibility in the modelling.

There is a potential for continuous modelling to give added benefit to calibrations and
testing services: it can give some basic predictions on the behaviour of the artefact in the
field.

Among barriers to the use of continuous modelling are problems in obtaining the boundary
conditions, the time to build the model, and the costs of validation of the model.

7.2 Key Requirements for Application in Metrology

The key requirement in metrological applications of continuous modelling is to estimate the
uncertainty associated with the predictions.

The uncertainty of a computed solution depends both on the model itself (how well it
describes the physics) and on the solution of the partial differential equations (how accurately
they are solved). To determine the former by comparison with experimental data it is
necessary to know the latter. In determining the latter the potential sources of error such as
the level of discretization and the boundary conditions need to be understood and tested.

Perhaps the simplest source of error that can be checked is that due to the level of
discretization. The exact solution to the equations will be obtained as the size of the cells in
the mesh approaches zero. This is, of course, impractical, and the common approach is
repeatedly to double the mesh size until the result asymptotically approaches a constant
value.

The sensitivity of a model to the input parameters such as the boundary conditions can also
be assessed by varying those conditions. A typical example in CFD is to define uniform flow
and fully developed flow conditions at an inlet boundary, and to compare the effect on, for
example, discharge coefficient.

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Analytical results for special cases are also very valuable in determining how accurately
equations are solved.

The uncertainty in the experimental data is also important in determining the uncertainty in
the computed solution. Traceability is required. Moreover, at the highest level data should
be collected by more than one laboratory in order to determine the experimental result as
accurately as possible. Sometimes data will need to be collected experimentally specially for
the purpose of validating the continuous model, since measurements of particular variables
are required.

Once the uncertainty has been evaluated, it is then generally safe within certain limits to
assume that approximately the same uncertainty will exist when producing results for which
there are no experimental results. This does, of course, require a good understanding of the
physics to ensure that the equations are still applicable under the new conditions.

Given that so much work is now undertaken using commercial packages it is necessary to
attempt to convince the producers of commercial codes that a high-quality code should
provide uncertainty information.

Work on the development of a comprehensive approach to uncertainty evaluation, taking into
account all the main components (functional model validation, statistical model validation,
discretization, software validation, etc.) is particularly required in the next SSfM programme.


ACKNOWLEDGEMENTS

In preparing this report the authors have been greatly assisted through discussion with
colleagues at NEL, NPL and other organizations, particularly at Workshops on Continuous
Models in Metrology held at NPL in November 1998 and December 1999. We are grateful
to Louise Wright, NPL, for her comments on the draft of this report.


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