A method of lines approach for modelling saltwater intrusion in coastal aquifiers

The equations governing saltwater intrusion in coastal aquifers are complex. Backward Euler time stepping approaches are often used to advance the solution to these equations in time, which typically requires that small time steps be taken in order to ensure that an accurate solution is obtained. We show that a method of lines approach incorporating variable order backward differentiation formulas can greatly improve the efficiency of the time stepping process.

Efficient simulation of unsaturated flow using exponential time integration

We assess the performance of an exponential integrator for advancing stiff, semidiscrete formulations of the unsaturated Richards equation in time. The scheme is of second order and explicit in nature but requires the action of the matrix function φ(A) where φ(z) = [exp(z) - 1]/z on a suitability defined vector v at each time step. When the matrix A is large and sparse, φ(A)v can be approximated by Krylov subspace methods that require only matrix-vector products with A. We prove that despite the use of this approximation the scheme remains second order. Furthermore, we provide a practical variable-stepsize implementation of the integrator by deriving an estimate of the local error that requires only a single additional function evaluation. Numerical experiments performed on two-dimensional test problems demonstrate that this implementation outperforms second-order, variable-stepsize implementations of the backward differentiation formulae.

Performance assessment of exponential Rosenbrock method for large systems of ODE

This paper studies time integration methods for large stiff systems of ordinary differential equations (ODEs) of the form u'(t) = g(u(t)). For such problems, implicit methods generally outperform explicit methods, since the time step is usually less restricted by stability constraints. Recently, however, explicit so-called exponential integrators have become popular for stiff problems due to their favourable stability properties. These methods use matrix-vector products involving exponential-like functions of the Jacobian matrix, which can be approximated using Krylov subspace methods that require only matrix-vector products with the Jacobian. In this paper, we implement exponential integrators of second, third and fourth order and demonstrate that they are competitive with well-established approaches based on the backward differentiation formulas and a preconditioned Newton-Krylov solution strategy.

Efficient solution of two-sided nonlinear space-fractional diffusion equations using fast Poisson preconditioners

We develop a fast Poisson preconditioner for the efficient numerical solution of a class of two-sided nonlinear space fractional diffusion equations in one and two dimensions using the method of lines. Using the shifted Gr¨unwald finite difference formulas to approximate the two-sided(i.e. the left and right Riemann-Liouville) fractional derivatives, the resulting semi-discrete nonlinear systems have dense Jacobian matrices owing to the non-local property of fractional derivatives. We employ a modern initial value problem solver utilising backward differentiation formulas and Jacobian-free Newton-Krylov methods to solve these systems. For efficient performance of the Jacobianfree Newton-Krylov method it is essential to apply an effective preconditioner to accelerate the convergence of the linear iterative solver. The key contribution of our work is to generalise the fast Poisson preconditioner, widely used for integer-order diffusion equations, so that it applies to the two-sided space fractional diffusion equation. A number of numerical experiments are presented to demonstrate the effectiveness of the preconditioner and the overall solution strategy.

Exponential integrators and a dual-scale model for wood drying

For the timber industry, the ability to simulate the drying of wood is invaluable for manufacturing high quality wood products. Mathematically, however, modelling the drying of a wet porous material, such as wood, is a diffcult task due to its heterogeneous and anisotropic nature, and the complex geometry of the underlying pore structure. The well{ developed macroscopic modelling approach involves writing down classical conservation equations at a length scale where physical quantities (e.g., porosity) can be interpreted as averaged values over a small volume (typically containing hundreds or thousands of pores). This averaging procedure produces balance equations that resemble those of a continuum with the exception that effective coeffcients appear in their deffnitions. Exponential integrators are numerical schemes for initial value problems involving a system of ordinary differential equations. These methods differ from popular Newton{Krylov implicit methods (i.e., those based on the backward differentiation formulae (BDF)) in that they do not require the solution of a system of nonlinear equations at each time step but rather they require computation of matrix{vector products involving the exponential of the Jacobian matrix. Although originally appearing in the 1960s, exponential integrators have recently experienced a resurgence in interest due to a greater undertaking of research in Krylov subspace methods for matrix function approximation. One of the simplest examples of an exponential integrator is the exponential Euler method (EEM), which requires, at each time step, approximation of φ(A)b, where φ(z) = (ez - 1)/z, A E Rnxn and b E Rn. For drying in porous media, the most comprehensive macroscopic formulation is TransPore [Perre and Turner, Chem. Eng. J., 86: 117-131, 2002], which features three coupled, nonlinear partial differential equations. The focus of the first part of this thesis is the use of the exponential Euler method (EEM) for performing the time integration of the macroscopic set of equations featured in TransPore. In particular, a new variable{ stepsize algorithm for EEM is presented within a Krylov subspace framework, which allows control of the error during the integration process. The performance of the new algorithm highlights the great potential of exponential integrators not only for drying applications but across all disciplines of transport phenomena. For example, when applied to well{ known benchmark problems involving single{phase liquid ow in heterogeneous soils, the proposed algorithm requires half the number of function evaluations than that required for an equivalent (sophisticated) Newton{Krylov BDF implementation. Furthermore for all drying configurations tested, the new algorithm always produces, in less computational time, a solution of higher accuracy than the existing backward Euler module featured in TransPore. Some new results relating to Krylov subspace approximation of '(A)b are also developed in this thesis. Most notably, an alternative derivation of the approximation error estimate of Hochbruck, Lubich and Selhofer [SIAM J. Sci. Comput., 19(5): 1552{1574, 1998] is provided, which reveals why it performs well in the error control procedure. Two of the main drawbacks of the macroscopic approach outlined above include the effective coefficients must be supplied to the model, and it fails for some drying configurations, where typical dual{scale mechanisms occur. In the second part of this thesis, a new dual{scale approach for simulating wood drying is proposed that couples the porous medium (macroscale) with the underlying pore structure (microscale). The proposed model is applied to the convective drying of softwood at low temperatures and is valid in the so{called hygroscopic range, where hygroscopically held liquid water is present in the solid phase and water exits only as vapour in the pores. Coupling between scales is achieved by imposing the macroscopic gradient on the microscopic field using suitably defined periodic boundary conditions, which allows the macroscopic ux to be defined as an average of the microscopic ux over the unit cell. This formulation provides a first step for moving from the macroscopic formulation featured in TransPore to a comprehensive dual{scale formulation capable of addressing any drying configuration. Simulation results reported for a sample of spruce highlight the potential and flexibility of the new dual{scale approach. In particular, for a given unit cell configuration it is not necessary to supply the effective coefficients prior to each simulation.

A preconditioned numerical solver for stiff nonlinear reaction-diffusion equations with fractional Laplacians that avoids dense matrices

The numerical solution of fractional partial differential equations poses significant computational challenges in regard to efficiency as a result of the spatial nonlocality of the fractional differential operators. The dense coefficient matrices that arise from spatial discretisation of these operators mean that even one-dimensional problems can be difficult to solve using standard methods on grids comprising thousands of nodes or more. In this work we address this issue of efficiency for one-dimensional, nonlinear space-fractional reaction–diffusion equations with fractional Laplacian operators. We apply variable-order, variable-stepsize backward differentiation formulas in a Jacobian-free Newton–Krylov framework to advance the solution in time. A key advantage of this approach is the elimination of any requirement to form the dense matrix representation of the fractional Laplacian operator. We show how a banded approximation to this matrix, which can be formed and factorised efficiently, can be used as part of an effective preconditioner that accelerates convergence of the Krylov subspace iterative solver. Our approach also captures the full contribution from the nonlinear reaction term in the preconditioner, which is crucial for problems that exhibit stiff reactions. Numerical examples are presented to illustrate the overall effectiveness of the solver.

Efficient simulation of unsaturated flow in heterogeneous soils using an exponential integrator

- Provided a practical variable-stepsize implementation of the exponential Euler method (EEM). - Introduced a new second-order variant of the scheme that enables the local error to be estimated at the cost of a single additional function evaluation. - New EEM implementation outperformed sophisticated implementations of the backward differentiation formulae (BDF) of order 2 and was competitive with BDF of order 5 for moderate to high tolerances.

General-domain compressible Navier-Stokes solvers exhibiting quasi-unconditional stability and high-order accuracy in space and time

This thesis presents a new class of solvers for the subsonic compressible Navier-Stokes equations in general two- and three-dimensional spatial domains. The proposed methodology incorporates: 1) A novel linear-cost implicit solver based on use of higher-order backward differentiation formulae (BDF) and the alternating direction implicit approach (ADI); 2) A fast explicit solver; 3) Dispersionless spectral spatial discretizations; and 4) A domain decomposition strategy that negotiates the interactions between the implicit and explicit domains. In particular, the implicit methodology is quasi-unconditionally stable (it does not suffer from CFL constraints for adequately resolved flows), and it can deliver orders of time accuracy between two and six in the presence of general boundary conditions. In fact this thesis presents, for the first time in the literature, high-order time-convergence curves for Navier-Stokes solvers based on the ADI strategy---previous ADI solvers for the Navier-Stokes equations have not demonstrated orders of temporal accuracy higher than one. An extended discussion is presented in this thesis which places on a solid theoretical basis the observed quasi-unconditional stability of the methods of orders two through six. The performance of the proposed solvers is favorable. For example, a two-dimensional rough-surface configuration including boundary layer effects at Reynolds number equal to one million and Mach number 0.85 (with a well-resolved boundary layer, run up to a sufficiently long time that single vortices travel the entire spatial extent of the domain, and with spatial mesh sizes near the wall of the order of one hundred-thousandth the length of the domain) was successfully tackled in a relatively short (approximately thirty-hour) single-core run; for such discretizations an explicit solver would require truly prohibitive computing times. As demonstrated via a variety of numerical experiments in two- and three-dimensions, further, the proposed multi-domain parallel implicit-explicit implementations exhibit high-order convergence in space and time, useful stability properties, limited dispersion, and high parallel efficiency.

Simulación numérica de un problema de contaminación atmosférica

La ecuación en derivadas parciales de advección difusión con reacción química es la base de los modelos de dispersión de contaminantes en la atmósfera, y los diferentes métodos numéricos empleados para su resolución han sido objeto de amplios estudios a lo largo de su desarrollo. En esta Tesis se presenta la implementación de un nuevo método conservativo para la resolución de la parte advectiva de la ecuación en derivadas parciales que modela la dispersión de contaminantes dentro del modelo mesoescalar de transporte químico CHIMERE. Este método está basado en una técnica de volúmenes finitos junto con una interpolación racional. La ventaja de este método es la conservación exacta de la masa transportada debido al empleo de la ley de conservación de masas. Para ello emplea una formulación de flujo basado en el cálculo de la integral ponderada dentro de cada celda definida para la discretización del espacio en el método de volúmenes finitos. Los resultados numéricos obtenidos en las simulaciones realizadas (implementando el modelo conservativo para la advección en el modelo CHIMERE) se han comparado con los datos observados de concentración de contaminantes registrados en la red de estaciones de seguimiento y medición distribuidas por la Península Ibérica. Los datos estadísticos de medición del error, la media normalizada y la media absoluta normalizada del error, presentan valores que están dentro de los rangos propuestos por la EPA para considerar el modelo preciso. Además, se introduce un nuevo método para resolver la parte advectivadifusiva de la ecuación en derivadas parciales que modeliza la dispersión de contaminantes en la atmósfera. Se ha empleado un método de diferencias finitas de alto orden para resolver la parte difusiva de la ecuación de transporte de contaminantes junto con el método racional conservativo para la parte advectiva en una y dos dimensiones. Los resultados obtenidos de la aplicación del método a diferentes situaciones incluyendo casos académicos y reales han sido comparados con la solución analítica de la ecuación de advección-difusión, demostrando que el nuevo método proporciona un resultado preciso para aproximar la solución. Por último, se ha desarrollado un modelo completo que contempla los fenómenos advectivo y difusivo con reacción química, usando los métodos anteriores junto con una técnica de diferenciación regresiva (BDF2). Esta técnica consiste en un método implícito multipaso de diferenciación regresiva de segundo orden, que nos permite resolver los problemas rígidos típicos de la química atmosférica, modelizados a través de sistemas de ecuaciones diferenciales ordinarias. Este método hace uso de la técnica iterativa Gauss- Seidel para obtener la solución de la parte implícita de la fórmula BDF2. El empleo de la técnica de Gauss-Seidel en lugar de otras técnicas comúnmente empleadas, como la iteración por el método de Newton, nos proporciona rapidez de cálculo y bajo consumo de memoria, ideal para obtener modelos operativos para la resolución de la cinética química atmosférica. ABSTRACT Extensive research has been performed to solve the atmospheric chemicaladvection- diffusion equation and different numerical methods have been proposed. This Thesis presents the implementation of an exactly conservative method for the advection equation in the European scale Eulerian chemistry transport model CHIMERE based on a rational interpolation and a finite volume algorithm. The advantage of the method is that the cell-integrated average is predicted via a flux formulation, thus the mass is exactly conserved. Numerical results are compared with a set of observation registered at some monitoring sites in Spain. The mean normalized bias and the mean normalized absolute error present values that are inside the range to consider an accurate model performance. In addition, it has been introduced a new method to solve the advectiondiffusion equation. It is based on a high-order accurate finite difference method to solve de diffusion equation together with a rational interpolation and a finite volume to solve the advection equation in one dimension and two dimensions. Numerical results obtained from solving several problems include academic and real atmospheric problems have been compared with the analytical solution of the advection-diffusion equation, showing that the new method give an efficient algorithm for solving such problems. Finally, a complete model has been developed to solve the atmospheric chemical-advection-diffusion equation, adding the conservative method for the advection equation, the high-order finite difference method for the diffusion equation and a second-order backward differentiation formula (BDF2) to solve the atmospheric chemical kinetics. The BDF2 is an implicit, second order multistep backward differentiation formula used to solve the stiff systems of ordinary differential equations (ODEs) from atmospheric chemistry. The Gauss-Seidel iteration is used for approximately solving the implicitly defined BDF solution, giving a faster tool than the more commonly used iterative modified Newton technique. This method implies low start-up costs and a low memory demand due to the use of Gauss-Seidel iteration.

Off-line and On-line Affective Recognition of a Computer User through A Biosignal Processing Approach

Physiological signals, which are controlled by the autonomic nervous system (ANS), could be used to detect the affective state of computer users and therefore find applications in medicine and engineering. The Pupil Diameter (PD) seems to provide a strong indication of the affective state, as found by previous research, but it has not been investigated fully yet. In this study, new approaches based on monitoring and processing the PD signal for off-line and on-line affective assessment (“relaxation” vs. “stress”) are proposed. Wavelet denoising and Kalman filtering methods are first used to remove abrupt changes in the raw Pupil Diameter (PD) signal. Then three features (PDmean, PDmax and PDWalsh) are extracted from the preprocessed PD signal for the affective state classification. In order to select more relevant and reliable physiological data for further analysis, two types of data selection methods are applied, which are based on the paired t-test and subject self-evaluation, respectively. In addition, five different kinds of the classifiers are implemented on the selected data, which achieve average accuracies up to 86.43% and 87.20%, respectively. Finally, the receiver operating characteristic (ROC) curve is utilized to investigate the discriminating potential of each individual feature by evaluation of the area under the ROC curve, which reaches values above 0.90. For the on-line affective assessment, a hard threshold is implemented first in order to remove the eye blinks from the PD signal and then a moving average window is utilized to obtain the representative value PDr for every one-second time interval of PD. There are three main steps for the on-line affective assessment algorithm, which are preparation, feature-based decision voting and affective determination. The final results show that the accuracies are 72.30% and 73.55% for the data subsets, which were respectively chosen using two types of data selection methods (paired t-test and subject self-evaluation). In order to further analyze the efficiency of affective recognition through the PD signal, the Galvanic Skin Response (GSR) was also monitored and processed. The highest affective assessment classification rate obtained from GSR processing is only 63.57% (based on the off-line processing algorithm). The overall results confirm that the PD signal should be considered as one of the most powerful physiological signals to involve in future automated real-time affective recognition systems, especially for detecting the “relaxation” vs. “stress” states.

A traffic differentiation add-on to the IEEE 802.15.4 protocol: implementation and experimental validation over a real-time operating system

The IEEE 802.15.4 is the most widespread used protocol for Wireless Sensor Networks (WSNs) and it is being used as a baseline for several higher layer protocols such as ZigBee, 6LoWPAN or WirelessHART. Its MAC (Medium Access Control) supports both contention-free (CFP, based on the reservation of guaranteed time-slots GTS) and contention based (CAP, ruled by CSMA/CA) access, when operating in beacon-enabled mode. Thus, it enables the differentiation between real-time and best-effort traffic. However, some WSN applications and higher layer protocols may strongly benefit from the possibility of supporting more traffic classes. This happens, for instance, for dense WSNs used in time-sensitive industrial applications. In this context, we propose to differentiate traffic classes within the CAP, enabling lower transmission delays and higher success probability to timecritical messages, such as for event detection, GTS reservation and network management. Building upon a previously proposed methodology (TRADIF), in this paper we outline its implementation and experimental validation over a real-time operating system. Importantly, TRADIF is fully backward compatible with the IEEE 802.15.4 standard, enabling to create different traffic classes just by tuning some MAC parameters.

Elevated concentration of TNF-a induces trophoblast differentiation in mouse blastocyst outgrowths

Elevated expression of tumour necrosis factora (TNF-a) is associated with adverse pregnancy outcome. This study has examined the expression of TNF-a and its receptors (TNF-Rs) by mouse blastocysts and blastocyst outgrowths from day 4 to 9.5 of pregnancy and investigated the effects of elevated TNF-a on the inner cell mass (ICM) and trophoblast cells of blastocyst outgrowths. RTPCR demonstrated TNF-a mRNA expression from day 7.5 to 9.5, TNF-R1 from day 6.5 to 9.5 and TNF-R2 from day 5.5 to 7.5 of pregnancy, and in situ hybridisation revealed the trophoblast giant cells (TGCs) of the early placenta as the site of TNF-a expression. Day 4 blastocysts were cultured in a physiologically high concentration of TNF-a (100 ng/ml) for 72 h to the outgrowth stage and then compared to blastocysts cultured in media alone. TNF-a-treated blastocyst outgrowths exhibited a significant reduction in ICM cells (mean € SD 23.90€10.42 vs 9.37€7.45, t-test, P<0.0001) with no significant change in the numbers of trophoblast cells (19.97€8.14 vs 21.73€7.79, t-test, P=0.39). Within the trophoblast cell population, the TNF-a-treated outgrowths exhibited a significant increase in multinucleated cells (14.10€5.53 vs 6.37€5.80, t-test, P<0.0001) and a corresponding significant decrease in mononucleated cells (5.87€3.60 vs 15.37€5.87, t-test, P<0.0001). In summary, this study describes the expression of TNF-a and its receptors during the peri-implantation period in the mouse. It also reports that elevated TNF-a restricts ICM proliferation in the blastocyst and changes the ratio of mononucleated to multinucleated trophoblast cells. These findings suggest a mechanism by which increased

Structural differentiation and corporate venturing : the moderating role of formal and informal integration mechanisms

Research has suggested that corporate venturing is crucial to strategic renewal and firm performance, yet scholars still debate the appropriate organizational configurations to facilitate the creation of new businesses in existing organizations. Our study investigates the effectiveness of combining structural differentiation with formal and informal organizational as well as top management team integration mechanisms in establishing an appropriate context for venturing activities. Our findings suggest that structural differentiation has a positive effect on corporate venturing. In addition, our study indicates that a shared vision has a positive effect on venturing in a structurally differentiated context. Socially integrated senior teams and cross-functional interfaces, however, are ineffective integration mechanisms for establishing linkages across differentiated units and for successfully pursuing corporate venturing.

A forward and backward secure key management in wireless sensor networks for PCS/SCADA

Process Control Systems (PCSs) or Supervisory Control and Data Acquisition (SCADA) systems have recently been added to the already wide collection of wireless sensor networks applications. The PCS/SCADA environment is somewhat more amenable to the use of heavy cryptographic mechanisms such as public key cryptography than other sensor application environments. The sensor nodes in the environment, however, are still open to devastating attacks such as node capture, which makes designing a secure key management challenging. In this paper, a key management scheme is proposed to defeat node capture attack by offering both forward and backward secrecies. Our scheme overcomes the pitfalls which Nilsson et al.'s scheme suffers from, and is not more expensive than their scheme.