Theoretical and numerical analysis of large-scale heat transfer problems with temperature-dependent pore-fluid densities

Purpose - In many scientific and engineering fields, large-scale heat transfer problems with temperature-dependent pore-fluid densities are commonly encountered. For example, heat transfer from the mantle into the upper crust of the Earth is a typical problem of them. The main purpose of this paper is to develop and present a new combined methodology to solve large-scale heat transfer problems with temperature-dependent pore-fluid densities in the lithosphere and crust scales. Design/methodology/approach - The theoretical approach is used to determine the thickness and the related thermal boundary conditions of the continental crust on the lithospheric scale, so that some important information can be provided accurately for establishing a numerical model of the crustal scale. The numerical approach is then used to simulate the detailed structures and complicated geometries of the continental crust on the crustal scale. The main advantage in using the proposed combination method of the theoretical and numerical approaches is that if the thermal distribution in the crust is of the primary interest, the use of a reasonable numerical model on the crustal scale can result in a significant reduction in computer efforts. Findings - From the ore body formation and mineralization points of view, the present analytical and numerical solutions have demonstrated that the conductive-and-advective lithosphere with variable pore-fluid density is the most favorite lithosphere because it may result in the thinnest lithosphere so that the temperature at the near surface of the crust can be hot enough to generate the shallow ore deposits there. The upward throughflow (i.e. mantle mass flux) can have a significant effect on the thermal structure within the lithosphere. In addition, the emplacement of hot materials from the mantle may further reduce the thickness of the lithosphere. Originality/value - The present analytical solutions can be used to: validate numerical methods for solving large-scale heat transfer problems; provide correct thermal boundary conditions for numerically solving ore body formation and mineralization problems on the crustal scale; and investigate the fundamental issues related to thermal distributions within the lithosphere. The proposed finite element analysis can be effectively used to consider the geometrical and material complexities of large-scale heat transfer problems with temperature-dependent fluid densities.

Numerical analysis of capacities for two-qubit unitary operations

We present numerical results on the capacities of two-qubit unitary operations for performing communication and creating entanglement. The capacities for communication considered are based upon the increase in Holevo information of an ensemble. Our results indicate that the capacity may be accurately estimated using ensemble sizes and ancilla dimensions of 4. In addition, the calculated values of these capacities were close to, and in some cases equal to, the similarly defined entangling capacities; this result indicates connections between these capacities.

Numerical analysis of gas and micro-particle interactions in a hand-held shock-tube device

A unique hand-held gene gun is employed for ballistically delivering biomolecules to key cells in the skin and mucosa in the treatment of the major diseases. One of these types of devices, called the Contoured Shock Tube (CST), delivers powdered micro-particles to the skin with a narrow and highly controllable velocity distribution and a nominally uniform spatial distribution. In this paper, we apply a numerical approach to gain new insights in to the behavior of the CST prototype device. The drag correlations proposed by Henderson (1976), Igra and Takayama (1993) and Kurian and Das (1997) were applied to predict the micro-particle transport in a numerically simulated gas flow. Simulated pressure histories agree well with the corresponding static and Pitot pressure measurements, validating the CFD approach. The calculated velocity distributions show a good agreement, with the best prediction from Igra & Takayama correlation (maximum discrepancy of 5%). Key features of the gas dynamics and gas-particle interaction are discussed. Statistic analyses show a tight free-jet particle velocity distribution is achieved (570 +/- 14.7 m/s) for polystyrene particles (39 +/- 1 mu m), representative of a drug payload.

A note on the Balanced method

Recently the Balanced method was introduced as a class of quasi-implicit methods for solving stiff stochastic differential equations. We examine asymptotic and mean-square stability for several implementations of the Balanced method and give a generalized result for the mean-square stability region of any Balanced method. We also investigate the optimal implementation of the Balanced method with respect to strong convergence.

Population pharmacokinetic analysis of mycophenolic acid in renal transplant recipients following oral administration of mycophenolate mofetil

Aim To develop a population pharmacokinetic model for mycophenolic acid in adult kidney transplant recipients, quantifying average population pharmacokinetic parameter values, and between- and within-subject variability and to evaluate the influence of covariates on the pharmacokinetic variability. Methods Pharmacokinetic data for mycophenolic acid and covariate information were previously available from 22 patients who underwent kidney transplantation at the Princess Alexandra Hospital. All patients received mycophenolate mofetil 1 g orally twice daily. A total of 557 concentration-time points were available. Data were analysed using the first-order method in NONMEM (version 5 level 1.1) using the G77 FORTRAN compiler. Results The best base model was a two-compartment model with a lag time (apparent oral clearance was 271 h(-1), and apparent volume of the central compartment 981). There was visual evidence of complex absorption and time-dependent clearance processes, but they could not be successfully modelled in this study. Weight was investigated as a covariate, but no significant relationship was determined. Conclusions The complexity in determining the pharmacokinetics of mycophenolic acid is currently underestimated. More complex pharmacokinetic models, though not supported by the limited data collected for this study, may prove useful in the future. The large between-subject and between-occasion variability and the possibility of nonlinear processes associated with the pharmacokinetics of mycophenolic acid raise questions about the value of the use of therapeutic monitoring and limited sampling strategies.

Transparent boundary conditions for wave propagation on unbounded domains

The numerical solution of the time dependent wave equation in an unbounded domain generally leads to a truncation of this domain, which requires the introduction of an artificial boundary with associated boundary conditions. Such nonreflecting conditions ensure the equivalence between the solution of the original problem in the unbounded region and the solution inside the artificial boundary. We consider the acoustic wave equation and derive exact transparent boundary conditions that are local in time and can be directly used in explicit methods. These conditions annihilate wave harmonics up to a given order on a spherical artificial boundary, and we show how to combine the derived boundary condition with a finite difference method. The analysis is complemented by a numerical example in two spatial dimensions that illustrates the usefulness and accuracy of transparent boundary conditions.

Adaptive stepsize based on control theory for stochastic differential equations

The numerical solution of stochastic differential equations (SDEs) has been focussed recently on the development of numerical methods with good stability and order properties. These numerical implementations have been made with fixed stepsize, but there are many situations when a fixed stepsize is not appropriate. In the numerical solution of ordinary differential equations, much work has been carried out on developing robust implementation techniques using variable stepsize. It has been necessary, in the deterministic case, to consider the best choice for an initial stepsize, as well as developing effective strategies for stepsize control-the same, of course, must be carried out in the stochastic case. In this paper, proportional integral (PI) control is applied to a variable stepsize implementation of an embedded pair of stochastic Runge-Kutta methods used to obtain numerical solutions of nonstiff SDEs. For stiff SDEs, the embedded pair of the balanced Milstein and balanced implicit method is implemented in variable stepsize mode using a predictive controller for the stepsize change. The extension of these stepsize controllers from a digital filter theory point of view via PI with derivative (PID) control will also be implemented. The implementations show the improvement in efficiency that can be attained when using these control theory approaches compared with the regular stepsize change strategy. (C) 2004 Elsevier B.V. All rights reserved.

Numerical methods for strong solutions of stochastic differential equations: an overview

This paper gives a review of recent progress in the design of numerical methods for computing the trajectories (sample paths) of solutions to stochastic differential equations. We give a brief survey of the area focusing on a number of application areas where approximations to strong solutions are important, with a particular focus on computational biology applications, and give the necessary analytical tools for understanding some of the important concepts associated with stochastic processes. We present the stochastic Taylor series expansion as the fundamental mechanism for constructing effective numerical methods, give general results that relate local and global order of convergence and mention the Magnus expansion as a mechanism for designing methods that preserve the underlying structure of the problem. We also present various classes of explicit and implicit methods for strong solutions, based on the underlying structure of the problem. Finally, we discuss implementation issues relating to maintaining the Brownian path, efficient simulation of stochastic integrals and variable-step-size implementations based on various types of control.

A multi-scaled approach for simulating chemical reaction systems

In this paper we give an overview of some very recent work, as well as presenting a new approach, on the stochastic simulation of multi-scaled systems involving chemical reactions. In many biological systems (such as genetic regulation and cellular dynamics) there is a mix between small numbers of key regulatory proteins, and medium and large numbers of molecules. In addition, it is important to be able to follow the trajectories of individual molecules by taking proper account of the randomness inherent in such a system. We describe different types of simulation techniques (including the stochastic simulation algorithm, Poisson Runge–Kutta methods and the balanced Euler method) for treating simulations in the three different reaction regimes: slow, medium and fast. We then review some recent techniques on the treatment of coupled slow and fast reactions for stochastic chemical kinetics and present a new approach which couples the three regimes mentioned above. We then apply this approach to a biologically inspired problem involving the expression and activity of LacZ and LacY proteins in E. coli, and conclude with a discussion on the significance of this work.

A genetic estimation algorithm for parameters of stochastic ordinary differential equations

A generic method for the estimation of parameters for Stochastic Ordinary Differential Equations (SODEs) is introduced and developed. This algorithm, called the GePERs method, utilises a genetic optimisation algorithm to minimise a stochastic objective function based on the Kolmogorov-Smirnov statistic. Numerical simulations are utilised to form the KS statistic. Further, the examination of some of the factors that improve the precision of the estimates is conducted. This method is used to estimate parameters of diffusion equations and jump-diffusion equations. It is also applied to the problem of model selection for the Queensland electricity market. (C) 2003 Elsevier B.V. All rights reserved.

A time-harmonic target-field method for designing unshielded RF coils in MRI

Time-harmonic methods are required in the accurate design of RF coils as operating frequency increases. This paper presents such a method to find a current density solution on the coil that will induce some desired magnetic field upon an asymmetrically located target region within. This inverse method appropriately considers the geometry of the coil via a Fourier series expansion, and incorporates some new regularization penalty functions in the solution process. A new technique is introduced by which the complex, time-dependent current density solution is approximated by a static coil winding pattern. Several winding pattern solutions are given, with more complex winding patterns corresponding to more desirable induced magnetic fields.

High-field magnetic resonance imaging with reduced field/tissue RF artefacts - A modeling study using hybrid MoM/FEM and FDTD technique

Due to complex field/tissue interactions, high-field magnetic resonance (MR) images suffer significant image distortions that result in compromised diagnostic quality. A new method that attempts to remove these distortions is proposed in this paper and is based on the use of transceiver-phased arrays. The proposed system uses, in the examples presented herein, a shielded four-element transceive-phased array head coil and involves performing two separate scans of the same slice with each scan using different excitations during transmission. By optimizing the amplitudes and phases for each scan, antipodal signal profiles can be obtained, and by combining both the images together, the image distortion can be reduced several fold. A combined hybrid method of moments (MoM)/finite element method (FEM) and finite-difference time-domain (FDTD) technique is proposed and used to elucidate the concept of the new method and to accurately evaluate the electromagnetic field (EMF) in a human head model. In addition, the proposed method is used in conjunction with the generalized auto-calibrating partially parallel acquisitions (GRAPPA) reconstruction technique to enable rapid imaging of the two scans. Simulation results reported herein for 11-T (470-MHz) brain imaging applications show that the new method with GRAPPA reconstruction theoretically results in improved image quality and that the proposed combined hybrid MoM/FEM and FDTD technique is. suitable for high-field magnetic resonance imaging (MRI) numerical analysis.

Stochastic modelling and simulations for solute transport in porous media

A stochastic model for solute transport in aquifers is studied based on the concepts of stochastic velocity and stochastic diffusivity. By applying finite difference techniques to the spatial variables of the stochastic governing equation, a system of stiff stochastic ordinary differential equations is obtained. Both the semi-implicit Euler method and the balanced implicit method are used for solving this stochastic system. Based on the Karhunen-Loeve expansion, stochastic processes in time and space are calculated by means of a spatial correlation matrix. Four types of spatial correlation matrices are presented based on the hydraulic properties of physical parameters. Simulations with two types of correlation matrices are presented.