A nonlinear elliptic problem with terms concentrating in the boundary

In this paper, we investigate the behavior of a family of steady-state solutions of a nonlinear reaction diffusion equation when some reaction and potential terms are concentrated in a e-neighborhood of a portion G of the boundary. We assume that this e-neighborhood shrinks to G as the small parameter e goes to zero. Also, we suppose the upper boundary of this e-strip presents a highly oscillatory behavior. Our main goal here was to show that this family of solutions converges to the solutions of a limit problem, a nonlinear elliptic equation that captures the oscillatory behavior. Indeed, the reaction term and concentrating potential are transformed into a flux condition and a potential on G, which depends on the oscillating neighborhood. Copyright (C) 2012 John Wiley & Sons, Ltd.

A transmission problem for beams on nonlinear supports

A transmission problem involving two Euler-Bernoulli equations modeling the vibrations of a composite beam is studied. Assuming that the beam is clamped at one extremity, and resting on an elastic bearing at the other extremity, the existence of a unique global solution and decay rates of the energy are obtained by adding just one damping device at the end containing the bearing mechanism.

A generalized finite element method with global-local enrichment functions for confined plasticity problems

The main feature of partition of unity methods such as the generalized or extended finite element method is their ability of utilizing a priori knowledge about the solution of a problem in the form of enrichment functions. However, analytical derivation of enrichment functions with good approximation properties is mostly limited to two-dimensional linear problems. This paper presents a procedure to numerically generate proper enrichment functions for three-dimensional problems with confined plasticity where plastic evolution is gradual. This procedure involves the solution of boundary value problems around local regions exhibiting nonlinear behavior and the enrichment of the global solution space with the local solutions through the partition of unity method framework. This approach can produce accurate nonlinear solutions with a reduced computational cost compared to standard finite element methods since computationally intensive nonlinear iterations can be performed on coarse global meshes after the creation of enrichment functions properly describing localized nonlinear behavior. Several three-dimensional nonlinear problems based on the rate-independent J (2) plasticity theory with isotropic hardening are solved using the proposed procedure to demonstrate its robustness, accuracy and computational efficiency.

Finite element methods for the Stokes system based on a Zienkiewicz type N-simplex

Hermite interpolation is increasingly showing to be a powerful numerical solution tool, as applied to different kinds of second order boundary value problems. In this work we present two Hermite finite element methods to solve viscous incompressible flows problems, in both two- and three-dimension space. In the two-dimensional case we use the Zienkiewicz triangle to represent the velocity field, and in the three-dimensional case an extension of this element to tetrahedra, still called a Zienkiewicz element. Taking as a model the Stokes system, the pressure is approximated with continuous functions, either piecewise linear or piecewise quadratic, according to the version of the Zienkiewicz element in use, that is, with either incomplete or complete cubics. The methods employ both the standard Galerkin or the Petrov–Galerkin formulation first proposed in Hughes et al. (1986) [18], based on the addition of a balance of force term. A priori error analyses point to optimal convergence rates for the PG approach, and for the Galerkin formulation too, at least in some particular cases. From the point of view of both accuracy and the global number of degrees of freedom, the new methods are shown to have a favorable cost-benefit ratio, as compared to velocity Lagrange finite elements of the same order, especially if the Galerkin approach is employed.

An algorithm for the strip packing problem using collision free region and exact fitting placement

The irregular shape packing problem is approached. The container has a fixed width and an open dimension to be minimized. The proposed algorithm constructively creates the solution using an ordered list of items and a placement heuristic. Simulated annealing is the adopted metaheuristic to solve the optimization problem. A two-level algorithm is used to minimize the open dimension of the container. To ensure feasible layouts, the concept of collision free region is used. A collision free region represents all possible translations for an item to be placed and may be degenerated. For a moving item, the proposed placement heuristic detects the presence of exact fits (when the item is fully constrained by its surroundings) and exact slides (when the item position is constrained in all but one direction). The relevance of these positions is analyzed and a new placement heuristic is proposed. Computational comparisons on benchmark problems show that the proposed algorithm generated highly competitive solutions. Moreover, our algorithm updated some best known results. (C) 2012 Elsevier Ltd. All rights reserved.

Error Upper Bounds for a Computational Method for Nonlinear Boundary and Initial-Value Problems

This work develops a computational approach for boundary and initial-value problems by using operational matrices, in order to run an evolutive process in a Hilbert space. Besides, upper bounds for errors in the solutions and in their derivatives can be estimated providing accuracy measures.

Effect of cellulose physical characteristics, especially the water sorption value, on the efficiency of its hydrolysis catalyzed by free or immobilized cellulase

Cellulase, an enzymatic complex that synergically promotes the degradation of cellulose to glucose and cellobiose, free or adsorbed onto Si/SiO(2) wafers at 60 degrees C has been employed as catalyst in the hydrolysis of microcrystalline cellulose (Avicel), microcrystalline cellulose pre-treated with hot phosphoric acid (CP), cotton cellulose (CC) and eucalyptus cellulose (EC). The physical characteristics such as index of crystallinity (I(C)), degree of polymerization (DP) and water sorption values were determined for all samples. The largest conversion rates of cellulose into the above-mentioned products using free cellulase were observed for samples with the largest water sorption values; conversion rates showed no correlation with either IC or DP of the biopolymer. Cellulose with large water sorption value possesses large pore volumes, hence higher accessibility. The catalytic efficiency of immobilized cellulase could not be correlated with the physical characteristics of cellulose samples. The hydrolysis rates of the same cellulose samples with immobilized cellulase were lower than those by the free enzyme, due to the diffusion barrier (biopolymer chains approaching to the immobilized enzyme) and less effective contact between the enzyme active site and its substrate. Immobilized cellulase, unlike its free counterpart, can be recycled at least six times without loss of catalytic activity, leading to higher overall cellulose conversion. (C) 2011 Elsevier B.V. All rights reserved.

One-dimensional point interaction with Griffiths' boundary conditions

Griffiths proposed a pair of boundary conditions that define a point interaction in one dimensional quantum mechanics. The conditions involve the nth derivative of the wave function where n is a non-negative integer. We re-examine the interaction so defined and explicitly confirm that it is self-adjoint for any even value of n and for n = 1. The interaction is not self-adjoint for odd n > 1. We then propose a similar but different pair of boundary conditions with the nth derivative of the wave function such that the ensuing point interaction is self-adjoint for any value of n.

Delay nonlinear boundary conditions as limit of reactions concentrating in the boundary

In this work, we are interested in the dynamic behavior of a parabolic problem with nonlinear boundary conditions and delay in the boundary. We construct a reaction-diffusion problem with delay in the interior, where the reaction term is concentrated in a neighborhood of the boundary and this neighborhood shrinks to boundary, as a parameter epsilon goes to zero. We analyze the limit of the solutions of this concentrated problem and prove that these solutions converge in certain continuous function spaces to the unique solution of the parabolic problem with delay in the boundary. This convergence result allows us to approximate the solution of equations with delay acting on the boundary by solutions of equations with delay acting in the interior and it may contribute to analyze the dynamic behavior of delay equations when the delay is at the boundary. (C) 2012 Elsevier Inc. All rights reserved.

Investigation of the optical absorption of a magnetic colloid from the thermal to the electronic time-scale regime: measurement of the free-carrier absorption cross-section

The free-carrier absorption cross-section sigma of a magnetic colloid composed of magnetite nanoparticles dispersed in oil is obtained by using the Z-scan technique in different experimental conditions of the laser beam. We show that it is possible to obtain sigma with picosecond pulsed and millisecond chopped beams with pulse frequencies smaller than about 30 Hz. For higher pulse frequencies, the heating of the colloidal system triggers the appearance of the Soret effect. This effect artificially increases the value of sigma calculated from the experimental results. The limits of the different experimental setups are discussed. (C) 2012 Optical Society of America

Arbitrage-Free Conditions and Hedging Strategies for Markets with Penalty Costs on Short Positions

We consider a discrete-time financial model in a general sample space with penalty costs on short positions. We consider a friction market closely related to the standard one except that withdrawals from the portfolio value proportional to short positions are made. We provide necessary and sufficient conditions for the nonexistence of arbitrages in this situation and for a self-financing strategy to replicate a contingent claim. For the finite-sample space case, this result leads to an explicit and constructive procedure for obtaining perfect hedging strategies.

Suppression of vortex-induced vibration using moving surface boundary-layer control

Experimental results of flow around a circular cylinder with moving surface boundary-layer control (MSBC) are presented. Two small rotating cylinders strategically located inject momentum in the boundary layer of the cylinder, which delays the separation of the boundary layer. As a consequence, the wake becomes narrower and the fluctuating transverse velocity is reduced, resulting in a recirculation free region that prevents the vortex formation. The control parameter is the ratio between the tangential velocity of the moving surface and the flow velocity (U-c/U). The main advantage of the MSBC is the possibility of combining the suppression of vortex-induced vibration (VIV) and drag reduction. The experimental tests are preformed at a circulating water channel facility and the circular cylinders are mounted on a low-damping air bearing base with one degree-of-freedom in the transverse direction of the channel flow. The mass ratio is 1.8. The Reynolds number ranges from 1600 to 7500, the reduced velocity varies up to 17, and the control parameter interval is U-c/U = 5-10. A significant decreasing in the maximum amplitude of oscillation for the cylinder with MSBC is observed. Drag measurements are obtained for statically mounted cylinders with and without MSBC. The use of the flow control results in a mean drag reduction at U-c/U = 5 of almost 60% compared to the plain cylinder. PIV velocity fields of the wake of static cylinders are measured at Re = 3000. The results show that the wake is highly organized and narrower compared to the one observed in cylinders without control. The calculation of the total variance of the fluctuating transverse velocity in the wake region allows the introduction of an active closed-loop control. The experimental results are in good agreement with the numerical simulation studies conducted by other researchers for cylinders with MSBC. (C) 2012 Elsevier Ltd. All rights reserved.

Application of the log-conformation tensor to three-dimensional time-dependent free surface flows

The numerical simulation of flows of highly elastic fluids has been the subject of intense research over the past decades with important industrial applications. Therefore, many efforts have been made to improve the convergence capabilities of the numerical methods employed to simulate viscoelastic fluid flows. An important contribution for the solution of the High-Weissenberg Number Problem has been presented by Fattal and Kupferman [J. Non-Newton. Fluid. Mech. 123 (2004) 281-285] who developed the matrix-logarithm of the conformation tensor technique, henceforth called log-conformation tensor. Its advantage is a better approximation of the large growth of the stress tensor that occur in some regions of the flow and it is doubly beneficial in that it ensures physically correct stress fields, allowing converged computations at high Weissenberg number flows. In this work we investigate the application of the log-conformation tensor to three-dimensional unsteady free surface flows. The log-conformation tensor formulation was applied to solve the Upper-Convected Maxwell (UCM) constitutive equation while the momentum equation was solved using a finite difference Marker-and-Cell type method. The resulting developed code is validated by comparing the log-conformation results with the analytic solution for fully developed pipe flows. To illustrate the stability of the log-conformation tensor approach in solving three-dimensional free surface flows, results from the simulation of the extrudate swell and jet buckling phenomena of UCM fluids at high Weissenberg numbers are presented. (C) 2012 Elsevier B.V. All rights reserved.

Probabilistic crack growth analyses using a boundary element model: Applications in linear elastic fracture and fatigue problems

This paper addresses the numerical solution of random crack propagation problems using the coupling boundary element method (BEM) and reliability algorithms. Crack propagation phenomenon is efficiently modelled using BEM, due to its mesh reduction features. The BEM model is based on the dual BEM formulation, in which singular and hyper-singular integral equations are adopted to construct the system of algebraic equations. Two reliability algorithms are coupled with BEM model. The first is the well known response surface method, in which local, adaptive polynomial approximations of the mechanical response are constructed in search of the design point. Different experiment designs and adaptive schemes are considered. The alternative approach direct coupling, in which the limit state function remains implicit and its gradients are calculated directly from the numerical mechanical response, is also considered. The performance of both coupling methods is compared in application to some crack propagation problems. The investigation shows that direct coupling scheme converged for all problems studied, irrespective of the problem nonlinearity. The computational cost of direct coupling has shown to be a fraction of the cost of response surface solutions, regardless of experiment design or adaptive scheme considered. (C) 2012 Elsevier Ltd. All rights reserved.

The tangential variation of a localized flux-type eigenvalue problem

In this work the differentiability of the principal eigenvalue lambda = lambda(1)(Gamma) to the localized Steklov problem -Delta u + qu = 0 in Omega, partial derivative u/partial derivative nu = lambda chi(Gamma)(x)u on partial derivative Omega, where Gamma subset of partial derivative Omega is a smooth subdomain of partial derivative Omega and chi(Gamma) is its characteristic function relative to partial derivative Omega, is shown. As a key point, the flux subdomain Gamma is regarded here as the variable with respect to which such differentiation is performed. An explicit formula for the derivative of lambda(1) (Gamma) with respect to Gamma is obtained. The lack of regularity up to the boundary of the first derivative of the principal eigenfunctions is a further intrinsic feature of the problem. Therefore, the whole analysis must be done in the weak sense of H(1)(Omega). The study is of interest in mathematical models in morphogenesis. (C) 2011 Elsevier Inc. All rights reserved.