Micro-simulation models at neighbourhood scale: the interplay of agents, buildings, activities and transport.

Urban systems consist of several interlinked sub-systems - social, economic, institutional and environmental – each representing a complex system of its own and affecting all the others at various structural and functional levels. An urban system is represented by a number of “human” agents, such as individuals and households, and “non-human” agents, such as buildings, establishments, transports, vehicles and infrastructures. These two categories of agents interact among them and simultaneously produce impact on the system they interact with. Try to understand the type of interactions, their spatial and temporal localisation to allow a very detailed simulation trough models, turn out to be a great effort and is the topic this research deals with. An analysis of urban system complexity is here presented and a state of the art review about the field of urban models is provided. Finally, six international models - MATSim, MobiSim, ANTONIN, TRANSIMS, UrbanSim, ILUTE - are illustrated and then compared.

Influence of advanced load simulation models on fatigue design of jackets for offshore wind turbines.

Constant developments in the field of offshore wind energy have increased the range of water depths at which wind farms are planned to be installed. Therefore, in addition to monopile support structures suitable in shallow waters (up to 30 m), different types of support structures, able to withstand severe sea conditions at the greater water depths, have been developed. For water depths above 30 m, the jacket is one of the preferred support types. Jacket represents a lightweight support structure, which, in combination with complex nature of environmental loads, is prone to highly dynamic behavior. As a consequence, high stresses with great variability in time can be observed in all structural members. The highest concentration of stresses occurs in joints due to their nature (structural discontinuities) and due to the existence of notches along the welds present in the joints. This makes them the weakest elements of the jacket in terms of fatigue. In the numerical modeling of jackets for offshore wind turbines, a reduction of local stresses at the chord-brace joints, and consequently an optimization of the model, can be achieved by implementing joint flexibility in the chord-brace joints. Therefore, in this work, the influence of joint flexibility on the fatigue damage in chord-brace joints of a numerical jacket model, subjected to advanced load simulations, is studied.

Testing of subgrid scale (SGS) models for large-eddy simulation (LES) of turbulent channel flow

Sub-grid scale (SGS) models are required in order to model the influence of the unresolved small scales on the resolved scales in large-eddy simulations (LES), the flow at the smallest scales of turbulence. In the following work two SGS models are presented and deeply analyzed in terms of accuracy through several LESs with different spatial resolutions, i.e. grid spacings. The first part of this thesis focuses on the basic theory of turbulence, the governing equations of fluid dynamics and their adaptation to LES. Furthermore, two important SGS models are presented: one is the Dynamic eddy-viscosity model (DEVM), developed by \cite{germano1991dynamic}, while the other is the Explicit Algebraic SGS model (EASSM), by \cite{marstorp2009explicit}. In addition, some details about the implementation of the EASSM in a Pseudo-Spectral Navier-Stokes code \cite{chevalier2007simson} are presented. The performance of the two aforementioned models will be investigated in the following chapters, by means of LES of a channel flow, with friction Reynolds numbers $Re_\tau=590$ up to $Re_\tau=5200$, with relatively coarse resolutions. Data from each simulation will be compared to baseline DNS data. Results have shown that, in contrast to the DEVM, the EASSM has promising potentials for flow predictions at high friction Reynolds numbers: the higher the friction Reynolds number is the better the EASSM will behave and the worse the performances of the DEVM will be. The better performance of the EASSM is contributed to the ability to capture flow anisotropy at the small scales through a correct formulation for the SGS stresses. Moreover, a considerable reduction in the required computational resources can be achieved using the EASSM compared to DEVM. Therefore, the EASSM combines accuracy and computational efficiency, implying that it has a clear potential for industrial CFD usage.

Electrolyte disorders in the human ventricle. A simulation study.

Ventricular cells are immersed in a bath of electrolytes and these ions are essential for a healthy heart and a regular rhythm. Maintaining physiological concentration of them is fundamental for reducing arrhythmias and risk of sudden cardiac death, especially in haemodialysis patients and in the heart diseases treatments. Models of electrically activity of the heart based on mathematical formulation are a part of the efforts to improve the understanding and prediction of heart behaviour. Modern models incorporate the extensive and ever increasing amounts of experimental data in incorporating biophysically detailed mechanisms to allow the detailed study of molecular and subcellular mechanisms of heart disease. The goal of this project was to simulate the effects of changes in potassium and calcium concentrations in the extracellular space between experimental data and and a description incorpored into two modern biophysically detailed models (Grandi et al. Model; O’Hara Rudy Model). Moreover the task was to analyze the changes in the ventricular electrical activity, in particular by studying the modifications on the simulated electrocardiographic signal. We used the cellular information obtained by the heart models in order to build a 1D tissue description. The fibre is composed by 165 cells, it is divided in four groups to differentiate the cell types that compound human ventricular tissue. The main results are the following: Grandi et al. (GBP) model is not even able to reproduce the correct action potential profile in hyperkalemia. Data from hospitalized patients indicates that the action potential duration (APD) should be shorter than physiological state but in this model we have the opposite. From the potassium point of view the results obtained by using O’Hara model (ORD) are in agreement with experimental data for the single cell action potential in hypokalemia and hyperkalemia, most of the currents follow the data from literature. In the 1D simulations we were able to reproduce ECGs signal in most the potassium concentrations we selected for this study and we collected data that can help physician in understanding what happens in ventricular cells during electrolyte disorder. However the model fails in the conduction of the stimulus under hyperkalemic conditions. The model emphasized the ECG modifications when the K+ is slightly more than physiological value. In the calcium setting using the ORD model we found an APD shortening in hypocalcaemia and an APD lengthening in hypercalcaemia, i.e. the opposite to experimental observation. This wrong behaviour is kept in one dimensional simulations bringing a longer QT interval in the ECG under higher [Ca2+]o conditions and vice versa. In conclusion it has highlighted that the actual ventricular models present in literature, even if they are useful in the original form, they need an improvement in the sensitivity of these two important electrolytes. We suggest an use of the GBP model with modifications introduced by Carro et al. who understood that the failure of this model is related to the Shannon et al. model (a rabbit model) from which the GBP model was built. The ORD model should be modified in the Ca2+ - dependent IcaL and in the influence of the Iks in the action potential for letting it him produce a correct action potential under different calcium concentrations. In the 1D tissue maybe a heterogeneity setting of intra and extracellular conductances for the different cell types should improve a reproduction of the ECG signal.

Investigation on laser shock peening capability by FE simulation

Laser shock peening is a technique similar to shot peening that imparts compressive residual stresses in materials for improving fatigue resistance. The ability to use a high energy laser pulse to generate shock waves, inducing a compressive residual stress field in metallic materials, has applications in multiple fields such as turbo-machinery, airframe structures, and medical appliances. The transient nature of the LSP phenomenon and the high rate of the laser's dynamic make real time in-situ measurement of laser/material interaction very challenging. For this reason and for the high cost of the experimental tests, reliable analytical methods for predicting detailed effects of LSP are needed to understand the potential of the process. Aim of this work has been the prediction of residual stress field after Laser Peening process by means of Finite Element Modeling. The work has been carried out in the Stress Methods department of Airbus Operations GmbH (Hamburg) and it includes investigation on compressive residual stresses induced by Laser Shock Peening, study on mesh sensitivity, optimization and tuning of the model by using physical and numerical parameters, validation of the model by comparing it with experimental results. The model has been realized with Abaqus/Explicit commercial software starting from considerations done on previous works. FE analyses are “Mesh Sensitive”: by increasing the number of elements and by decreasing their size, the software is able to probe even the details of the real phenomenon. However, these details, could be only an amplification of real phenomenon. For this reason it was necessary to optimize the mesh elements' size and number. A new model has been created with a more fine mesh in the trough thickness direction because it is the most involved in the process deformations. This increment of the global number of elements has been paid with an "in plane" size reduction of the elements far from the peened area in order to avoid too high computational costs. Efficiency and stability of the analyses has been improved by using bulk viscosity coefficients, a merely numerical parameter available in Abaqus/Explicit. A plastic rate sensitivity study has been also carried out and a new set of Johnson Cook's model coefficient has been chosen. These investigations led to a more controllable and reliable model, valid even for more complex geometries. Moreover the study about the material properties highlighted a gap of the model about the simulation of the surface conditions. Modeling of the ablative layer employed during the real process has been used to fill this gap. In the real process ablative layer is a super thin sheet of pure aluminum stuck on the masterpiece. In the simulation it has been simply reproduced as a 100µm layer made by a material with a yield point of 10MPa. All those new settings has been applied to a set of analyses made with different geometry models to verify the robustness of the model. The calibration of the model with the experimental results was based on stress and displacement measurements carried out on the surface and in depth as well. The good correlation between the simulation and experimental tests results proved this model to be reliable.

Electromagnetic simulation and measurement of diffuse scattering from building walls

Il fenomeno dello scattering diffuso è stato oggetto di numerosi studi nell’arco degli ultimi anni, questo grazie alla sua rilevanza nell’ambito della propagazione elettromagnetica così come in molti altri campi di applicazione (remote sensing, ottica, fisica, etc.), ma la compresione completa di questo effetto è lungi dall’essere raggiunta. Infatti la complessità nello studio e nella caratterizzazione della diffusione deriva dalla miriade di casistiche ed effetti che si possono incontrare in un ambiente di propagazione reale, lasciando intuire la necessità di trattarne probabilisticamente il relativo contributo. Da qui nasce l’esigenza di avere applicazioni efficienti dal punto di vista ingegneristico che coniughino la definizione rigorosa del fenomeno e la conseguente semplificazione per fini pratici. In tale visione possiamo descrivere lo scattering diffuso come la sovrapposizione di tutti quegli effetti che si scostano dalle classiche leggi dell’ottica geometrica (riflessione, rifrazione e diffrazione) che generano contributi del campo anche in punti dello spazio e direzioni in cui teoricamente, per oggetti lisci ed omogenei, non dovrebbe esserci alcun apporto. Dunque l’effetto principale, nel caso di ambiente di propagazione reale, è la diversa distribuzione spaziale del campo rispetto al caso teorico di superficie liscia ed omogenea in congiunzione ad effetti di depolarizzazione e redistribuzione di energia nel bilancio di potenza. Perciò la complessità del fenomeno è evidente e l’obiettivo di tale elaborato è di proporre nuovi risultati che permettano di meglio descrivere lo scattering diffuso ed individuare altresì le tematiche sulle quali concentrare l’attenzione nei lavori futuri. In principio è stato quindi effettuato uno studio bibliografico così da identificare i modelli e le teorie esistenti individuando i punti sui quali riflettere maggiormente; nel contempo si sono analizzate le metodologie di caratterizzazione della permittività elettrica complessa dei materiali, questo per valutare la possibilità di ricavare i parametri da utilizzare nelle simulazioni utilizzando il medesimo setup di misura ideato per lo studio della diffusione. Successivamente si è realizzato un setup di simulazione grazie ad un software di calcolo elettromagnetico (basato sul metodo delle differenze finite nel dominio del tempo) grazie al quale è stato possibile analizzare la dispersione tridimensionale dovuta alle irregolarità del materiale. Infine è stata condotta una campagna di misure in camera anecoica con un banco sperimentale realizzato ad-hoc per effettuare una caratterizzazione del fenomeno di scattering in banda larga.

Study of a wind-wave numerical model and its integration with ocean and oil-spill numerical models

The ability to represent the transport and fate of an oil slick at the sea surface is a formidable task. By using an accurate numerical representation of oil evolution and movement in seawater, the possibility to asses and reduce the oil-spill pollution risk can be greatly improved. The blowing of the wind on the sea surface generates ocean waves, which give rise to transport of pollutants by wave-induced velocities that are known as Stokes’ Drift velocities. The Stokes’ Drift transport associated to a random gravity wave field is a function of the wave Energy Spectra that statistically fully describe it and that can be provided by a wave numerical model. Therefore, in order to perform an accurate numerical simulation of the oil motion in seawater, a coupling of the oil-spill model with a wave forecasting model is needed. In this Thesis work, the coupling of the MEDSLIK-II oil-spill numerical model with the SWAN wind-wave numerical model has been performed and tested. In order to improve the knowledge of the wind-wave model and its numerical performances, a preliminary sensitivity study to different SWAN model configuration has been carried out. The SWAN model results have been compared with the ISPRA directional buoys located at Venezia, Ancona and Monopoli and the best model settings have been detected. Then, high resolution currents provided by a relocatable model (SURF) have been used to force both the wave and the oil-spill models and its coupling with the SWAN model has been tested. The trajectories of four drifters have been simulated by using JONSWAP parametric spectra or SWAN directional-frequency energy output spectra and results have been compared with the real paths traveled by the drifters.

Pricing in stochastic-local volatility models with default

In recent years is becoming increasingly important to handle credit risk. Credit risk is the risk associated with the possibility of bankruptcy. More precisely, if a derivative provides for a payment at cert time T but before that time the counterparty defaults, at maturity the payment cannot be effectively performed, so the owner of the contract loses it entirely or a part of it. It means that the payoff of the derivative, and consequently its price, depends on the underlying of the basic derivative and on the risk of bankruptcy of the counterparty. To value and to hedge credit risk in a consistent way, one needs to develop a quantitative model. We have studied analytical approximation formulas and numerical methods such as Monte Carlo method in order to calculate the price of a bond. We have illustrated how to obtain fast and accurate pricing approximations by expanding the drift and diffusion as a Taylor series and we have compared the second and third order approximation of the Bond and Call price with an accurate Monte Carlo simulation. We have analysed JDCEV model with constant or stochastic interest rate. We have provided numerical examples that illustrate the effectiveness and versatility of our methods. We have used Wolfram Mathematica and Matlab.

Modelling, simulation and optimization of maintenance considerations on condition based maintenance

Globalization has increased the pressure on organizations and companies to operate in the most efficient and economic way. This tendency promotes that companies concentrate more and more on their core businesses, outsource less profitable departments and services to reduce costs. By contrast to earlier times, companies are highly specialized and have a low real net output ratio. For being able to provide the consumers with the right products, those companies have to collaborate with other suppliers and form large supply chains. An effect of large supply chains is the deficiency of high stocks and stockholding costs. This fact has lead to the rapid spread of Just-in-Time logistic concepts aimed minimizing stock by simultaneous high availability of products. Those concurring goals, minimizing stock by simultaneous high product availability, claim for high availability of the production systems in the way that an incoming order can immediately processed. Besides of design aspects and the quality of the production system, maintenance has a strong impact on production system availability. In the last decades, there has been many attempts to create maintenance models for availability optimization. Most of them concentrated on the availability aspect only without incorporating further aspects as logistics and profitability of the overall system. However, production system operator’s main intention is to optimize the profitability of the production system and not the availability of the production system. Thus, classic models, limited to represent and optimize maintenance strategies under the light of availability, fail. A novel approach, incorporating all financial impacting processes of and around a production system, is needed. The proposed model is subdivided into three parts, maintenance module, production module and connection module. This subdivision provides easy maintainability and simple extendability. Within those modules, all aspect of production process are modeled. Main part of the work lies in the extended maintenance and failure module that offers a representation of different maintenance strategies but also incorporates the effect of over-maintaining and failed maintenance (maintenance induced failures). Order release and seizing of the production system are modeled in the production part. Due to computational power limitation, it was not possible to run the simulation and the optimization with the fully developed production model. Thus, the production model was reduced to a black-box without higher degree of details.

A framework for cyber-physical system simulation

In these last years, systems engineering has became one of the major research domains. The complexity of systems has increased constantly and nowadays Cyber-Physical Systems (CPS) are a category of particular interest: these, are systems composed by a cyber part (computer-based algorithms) that monitor and control some physical processes. Their development and simulation are both complex due to the importance of the interaction between the cyber and the physical entities: there are a lot of models written in different languages that need to exchange information among each other. Normally people use an orchestrator that takes care of the simulation of the models and the exchange of informations. This orchestrator is developed manually and this is a tedious and long work. Our proposition is to achieve to generate the orchestrator automatically through the use of Co-Modeling, i.e. by modeling the coordination. Before achieving this ultimate goal, it is important to understand the mechanisms and de facto standards that could be used in a co-modeling framework. So, I studied the use of a technology employed for co-simulation in the industry: FMI. In order to better understand the FMI standard, I realized an automatic export, in the FMI format, of the models realized in an existing software for discrete modeling: TimeSquare. I also developed a simple physical model in the existing open source openmodelica tool. Later, I started to understand how works an orchestrator, developing a simple one: this will be useful in future to generate an orchestrator automatically.