Numerical Simulation of Stochastic Di erential Equations

Stochastic differential equation (SDE) is a differential equation in which some of the terms and its solution are stochastic processes. SDEs play a central role in modeling physical systems like finance, Biology, Engineering, to mention some. In modeling process, the computation of the trajectories (sample paths) of solutions to SDEs is very important. However, the exact solution to a SDE is generally difficult to obtain due to non-differentiability character of realizations of the Brownian motion. There exist approximation methods of solutions of SDE. The solutions will be continuous stochastic processes that represent diffusive dynamics, a common modeling assumption for financial, Biology, physical, environmental systems. This Masters' thesis is an introduction and survey of numerical solution methods for stochastic differential equations. Standard numerical methods, local linearization methods and filtering methods are well described. We compute the root mean square errors for each method from which we propose a better numerical scheme. Stochastic differential equations can be formulated from a given ordinary differential equations. In this thesis, we describe two kind of formulations: parametric and non-parametric techniques. The formulation is based on epidemiological SEIR model. This methods have a tendency of increasing parameters in the constructed SDEs, hence, it requires more data. We compare the two techniques numerically.

Biomass equations for European trees : addendum

Abstract

Simulation of Boundary Layers and Heat Transfer in the Entrance Region of Pipes

The study of fluid flow in pipes is one of the main topic of interest for engineers in industries. In this thesis, an effort is made to study the boundary layers formed near the wall of the pipe and how it behaves as a resistance to heat transfer. Before few decades, the scientists used to derive the analytical and empirical results by hand as there were limited means available to solve the complex fluid flow phenomena. Due to the increase in technology, now it has been practically possible to understand and analyze the actual fluid flow in any type of geometry. Several methodologies have been used in the past to analyze the boundary layer equations and to derive the expression for heat transfer. An integral relation approach is used for the analytical solution of the boundary layer equations and is compared with the FLUENT simulations for the laminar case. Law of the wall approach is used to derive the empirical correlation between dimensionless numbers and is then compared with the results from FLUENT for the turbulent case. In this thesis, different approaches like analytical, empirical and numerical are compared for the same set of fluid flow equations.

Calculation of Activity Coefficients of Uni-Univalent Electrolytes by Equations Containing No Adjustable Parameters in Aqueous Solutions at 298.15 K

Normally either the Güntelberg or Davies equation is used to predict activity coefficients of electrolytes in dilute solutions when no better equation is available. The validity of these equations and, additionally, of the parameter-free equations used in the Bates-Guggenheim convention and in the Pitzerformalism for activity coefficients were tested with experimentally determined activity coefficients of HCl, HBr, HI, LiCl, NaCl, KCl, RbCl, CsCl, NH4Cl, LiBr,NaBr and KBr in aqueous solutions at 298.15 K. The experimental activity coefficients of these electrolytes can be usually reproduced within experimental errorby means of a two-parameter equation of the Hückel type. The best Hückel equations were also determined for all electrolytes considered. The data used in the calculations of this study cover almost all reliable galvanic cell results available in the literature for the electrolytes considered. The results of the calculations reveal that the parameter-free activity coefficient equations can only beused for very dilute electrolyte solutions in thermodynamic studies.

Calculation of Activity Coefficients of Electrolytes of Other Charge Types than 1-1 by Equations Containing No Adjustable Parameters in Aqueous Solutions at 25 0C

Normally either the Güntelberg or Davies equation is used to predict activity coefficients of electrolytes in dilute solutions when no betterequation is available. The validity of these equations and, additionally, of the parameter-free equation used in the Bates-Guggenheim convention for activity coefficients were tested with experimentally determined activity coefficients of LaCl3, CaCl2, SrCl2 and BaCl2 in aqueous solutions at 298.15 K. The experimentalactivity coefficients of these electrolytes can be usually reproduced within experimental error by means of a two-parameter equation of the Hückel type. The best Hückel equations were also determined for all electrolytes considered. The data used in the calculations of this study cover almost all reliable galvanic cell results available in the literature for the electrolytes considered. The results of the calculations reveal that the parameter-free activity coefficient equations can only be used for very dilute electrolyte solutions in thermodynamic studies

Modeling of non-isothermalvapor membrane separation with thermodynamic models and generalized mass transfer equations

A rigorous unit operation model is developed for vapor membrane separation. The new model is able to describe temperature, pressure, and concentration dependent permeation as wellreal fluid effects in vapor and gas separation with hydrocarbon selective rubbery polymeric membranes. The permeation through the membrane is described by a separate treatment of sorption and diffusion within the membrane. The chemical engineering thermodynamics is used to describe the equilibrium sorption of vapors and gases in rubbery membranes with equation of state models for polymeric systems. Also a new modification of the UNIFAC model is proposed for this purpose. Various thermodynamic models are extensively compared in order to verify the models' ability to predict and correlate experimental vapor-liquid equilibrium data. The penetrant transport through the selective layer of the membrane is described with the generalized Maxwell-Stefan equations, which are able to account for thebulk flux contribution as well as the diffusive coupling effect. A method is described to compute and correlate binary penetrant¿membrane diffusion coefficients from the experimental permeability coefficients at different temperatures and pressures. A fluid flow model for spiral-wound modules is derived from the conservation equation of mass, momentum, and energy. The conservation equations are presented in a discretized form by using the control volume approach. A combination of the permeation model and the fluid flow model yields the desired rigorous model for vapor membrane separation. The model is implemented into an inhouse process simulator and so vapor membrane separation may be evaluated as an integralpart of a process flowsheet.

Isentropic Exergy and Pressure of the Shock Wave Caused by the Explosion of a Pressure Vessel

An accidental burst of a pressure vessel is an uncontrollable and explosion-like batch process. In this study it is called an explosion. The destructive effectof a pressure vessel explosion is relative to the amount of energy released in it. However, in the field of pressure vessel safety, a mutual understanding concerning the definition of explosion energy has not yet been achieved. In this study the definition of isentropic exergy is presented. Isentropic exergy is the greatest possible destructive energy which can be obtained from a pressure vessel explosion when its state changes in an isentropic way from the initial to the final state. Finally, after the change process, the gas has similar pressure and flow velocity as the environment. Isentropic exergy differs from common exergy inthat the process is assumed to be isentropic and the final gas temperature usually differs from the ambient temperature. The explosion process is so fast that there is no time for the significant heat exchange needed for the common exergy.Therefore an explosion is better characterized by isentropic exergy. Isentropicexergy is a characteristic of a pressure vessel and it is simple to calculate. Isentropic exergy can be defined also for any thermodynamic system, such as the shock wave system developing around an exploding pressure vessel. At the beginning of the explosion process the shock wave system has the same isentropic exergyas the pressure vessel. When the system expands to the environment, its isentropic exergy decreases because of the increase of entropy in the shock wave. The shock wave system contains the pressure vessel gas and a growing amount of ambient gas. The destructive effect of the shock wave on the ambient structures decreases when its distance from the starting point increases. This arises firstly from the fact that the shock wave system is distributed to a larger space. Secondly, the increase of entropy in the shock waves reduces the amount of isentropic exergy. Equations concerning the change of isentropic exergy in shock waves are derived. By means of isentropic exergy and the known flow theories, equations illustrating the pressure of the shock wave as a function of distance are derived. Amethod is proposed as an application of the equations. The method is applicablefor all shapes of pressure vessels in general use, such as spheres, cylinders and tubes. The results of this method are compared to measurements made by various researchers and to accident reports on pressure vessel explosions. The test measurements are found to be analogous with the proposed method and the findings in the accident reports are not controversial to it.

Theoretical Analysis and Simulations of Vertically Vibrated Granular Materials

The dynamical properties ofshaken granular materials are important in many industrial applications where the shaking is used to mix, segregate and transport them. In this work asystematic, large scale simulation study has been performed to investigate the rheology of dense granular media, in the presence of gas, in a three dimensional vertical cylinder filled with glass balls. The base wall of the cylinder is subjected to sinusoidal oscillation in the vertical direction. The viscoelastic behavior of glass balls during a collision, have been studied experimentally using a modified Newton's Cradle device. By analyzing the results of the measurements, using numerical model based on finite element method, the viscous damping coefficient was determinedfor the glass balls. To obtain detailed information about the interparticle interactions in a shaker, a simplified model for collision between particles of a granular material was proposed. In order to simulate the flow of surrounding gas, a formulation of the equations for fluid flow in a porous medium including particle forces was proposed. These equations are solved with Large Eddy Simulation (LES) technique using a subgrid-model originally proposed for compressible turbulent flows. For a pentagonal prism-shaped container under vertical vibrations, the results show that oscillon type structures were formed. Oscillons are highly localized particle-like excitations of the granular layer. This self-sustaining state was named by analogy with its closest large-scale analogy, the soliton, which was first documented by J.S. Russell in 1834. The results which has been reportedbyBordbar and Zamankhan(2005b)also show that slightly revised fluctuation-dissipation theorem might apply to shaken sand, which appears to be asystem far from equilibrium and could exhibit strong spatial and temporal variations in quantities such as density and local particle velocity. In this light, hydrodynamic type continuum equations were presented for describing the deformation and flow of dense gas-particle mixtures. The constitutive equation used for the stress tensor provides an effective viscosity with a liquid-like character at low shear rates and a gaseous-like behavior at high shear rates. The numerical solutions were obtained for the aforementioned hydrodynamic equations for predicting the flow dynamics ofdense mixture of gas and particles in vertical cylindrical containers. For a heptagonal prism shaped container under vertical vibrations, the model results were found to predict bubbling behavior analogous to those observed experimentally. This bubbling behavior may be explained by the unusual gas pressure distribution found in the bed. In addition, oscillon type structures were found to be formed using a vertically vibrated, pentagonal prism shaped container in agreement with computer simulation results. These observations suggest that the pressure distribution plays a key rolein deformation and flow of dense mixtures of gas and particles under vertical vibrations. The present models provide greater insight toward the explanation of poorly understood hydrodynamic phenomena in the field of granular flows and dense gas-particle mixtures. The models can be generalized to investigate the granular material-container wall interactions which would be an issue of high interests in the industrial applications. By following this approach ideal processing conditions and powder transport can be created in industrial systems.

Mass transfer and particleinteractions in granular systems and suspension flows

The purpose of this study was to investigate some important features of granular flows and suspension flows by computational simulation methods. Granular materials have been considered as an independent state ofmatter because of their complex behaviors. They sometimes behave like a solid, sometimes like a fluid, and sometimes can contain both phases in equilibrium. The computer simulation of dense shear granular flows of monodisperse, spherical particles shows that the collisional model of contacts yields the coexistence of solid and fluid phases while the frictional model represents a uniform flow of fluid phase. However, a comparison between the stress signals from the simulations and experiments revealed that the collisional model would result a proper match with the experimental evidences. Although the effect of gravity is found to beimportant in sedimentation of solid part, the stick-slip behavior associated with the collisional model looks more similar to that of experiments. The mathematical formulations based on the kinetic theory have been derived for the moderatesolid volume fractions with the assumption of the homogeneity of flow. In orderto make some simulations which can provide such an ideal flow, the simulation of unbounded granular shear flows was performed. Therefore, the homogeneous flow properties could be achieved in the moderate solid volume fractions. A new algorithm, namely the nonequilibrium approach was introduced to show the features of self-diffusion in the granular flows. Using this algorithm a one way flow can beextracted from the entire flow, which not only provides a straightforward calculation of self-diffusion coefficient but also can qualitatively determine the deviation of self-diffusion from the linear law at some regions nearby the wall inbounded flows. Anyhow, the average lateral self-diffusion coefficient, which was calculated by the aforementioned method, showed a desirable agreement with thepredictions of kinetic theory formulation. In the continuation of computer simulation of shear granular flows, some numerical and theoretical investigations were carried out on mass transfer and particle interactions in particulate flows. In this context, the boundary element method and its combination with the spectral method using the special capabilities of wavelets have been introduced as theefficient numerical methods to solve the governing equations of mass transfer in particulate flows. A theoretical formulation of fluid dispersivity in suspension flows revealed that the fluid dispersivity depends upon the fluid properties and particle parameters as well as the fluid-particle and particle-particle interactions.

Mitotic regulation by Polo-like kinase 1 and the Chromosomal Passenger Complex

During mitosis, the duplicated genome must be accurately divided between two daughter cells. Polo-like kinase 1 (Plk1) and Aurora B kinase, together with its binding partners Incenp, Survivin and Borealin (chromosomal passenger complex, CPC), have key roles in coordinating mitotic events. The accuracy of cell division is safeguarded by a signaling cascade termed the mitotic spindle checkpoint (SC), which ensures that chromosomes are not physically separated before correct bipolar attachments have been formed between kinetochores and spindle microtubules (MT). An inhibitory “wait anaphase” signal, which delays chromosome separation (anaphase onset), is created at individual kinetochores and broadcasted throughout the cell in response to lack of kinetochore-microtubule (kMT) attachment or proper interkinetochore tension. It is believed that the fast turnover of SC molecules at kinetochores contributes to the cell’s ability to produce this signal and enables rapid responses to changing cellular conditions. Kinetochores that lack MT attachment and tension express a certain phosphoepitope called the 3F3/2 phosphoepitope, which has been linked to SC signaling. In the experimental part, we investigated the regulation of the 3F3/2 phosphoepitope, analyzed whether CPC molecules turn over at centromeres, and dissected the mitotic roles of the CPC using a microinjection technique that allowed precise temporal control over its function. We found that the kinetochore 3F3/2 phosphoepitope is created by Plk1, and that CPC proteins exhibit constant exchange at centromeres. Moreover, we found that CPC function is necessary in the regulation of chromatid movements and spindle morphology in anaphase. In summary, we identified new functions of key mitotic regulators Plk1 and CPC, and provided insighs into the coordination of mitotic events.