Resolución numérica de un problema de valor óptimo de una opción

The option value problem with two costs is written as a variational inequality. The advantage of this formulation is that it takes place in a fixed domain. Thus no front tracking is needed for numerical approximation of the free boundary. An iterative algorithm is proposed which can be used to solve the nonlinear system obtained by finite differences or finite elements procedures. Especial care has to be taken in the design of differences finites schemes o finite elements due to the degeneracy of the differential operator. These schemes can be absortion or convection dominated nearly to the axis. This is a preliminary note to the study of this kind of problems.

Modelling of landslides propagation with SPH : effects of rheology and pore water pressure

El estudio desarrollado en este trabajo de tesis se centra en la modelización numérica de la fase de propagación de los deslizamientos rápidos de ladera a través del método sin malla Smoothed Particle Hydrodynamics (SPH). Este método tiene la gran ventaja de permitir el análisis de problemas de grandes deformaciones evitando operaciones costosas de remallado como en el caso de métodos numéricos con mallas tal como el método de los Elementos Finitos. En esta tesis, particular atención viene dada al rol que la reología y la presión de poros desempeñan durante estos eventos. El modelo matemático utilizado se basa en la formulación de Biot-Zienkiewicz v - pw, que representa el comportamiento, expresado en términos de velocidad del esqueleto sólido y presiones de poros, de la mezcla de partículas sólidas en un medio saturado. Las ecuaciones que gobiernan el problema son: • la ecuación de balance de masa de la fase del fluido intersticial, • la ecuación de balance de momento de la fase del fluido intersticial y de la mezcla, • la ecuación constitutiva y • una ecuación cinemática. Debido a sus propiedades geométricas, los deslizamientos de ladera se caracterizan por tener una profundidad muy pequeña frente a su longitud y a su anchura, y, consecuentemente, el modelo matemático mencionado anteriormente se puede simplificar integrando en profundidad las ecuaciones, pasando de un modelo 3D a 2D, el cual presenta una combinación excelente de precisión, sencillez y costes computacionales. El modelo propuesto en este trabajo se diferencia de los modelos integrados en profundidad existentes por incorporar un ulterior modelo capaz de proveer información sobre la presión del fluido intersticial a cada paso computacional de la propagación del deslizamiento. En una manera muy eficaz, la evolución de los perfiles de la presión de poros está numéricamente resuelta a través de un esquema explicito de Diferencias Finitas a cada nodo SPH. Este nuevo enfoque es capaz de tener en cuenta la variación de presión de poros debida a cambios de altura, de consolidación vertical o de cambios en las tensiones totales. Con respecto al comportamiento constitutivo, uno de los problemas principales al modelizar numéricamente deslizamientos rápidos de ladera está en la dificultad de simular con la misma ley constitutiva o reológica la transición de la fase de iniciación, donde el material se comporta como un sólido, a la fase de propagación donde el material se comporta como un fluido. En este trabajo de tesis, se propone un nuevo modelo reológico basado en el modelo viscoplástico de Perzyna, pensando a la viscoplasticidad como a la llave para poder simular tanto la fase de iniciación como la de propagación con el mismo modelo constitutivo. Con el fin de validar el modelo matemático y numérico se reproducen tanto ejemplos de referencia con solución analítica como experimentos de laboratorio. Finalmente, el modelo se aplica a casos reales, con especial atención al caso del deslizamiento de 1966 en Aberfan, mostrando como los resultados obtenidos simulan con éxito estos tipos de riesgos naturales. The study developed in this thesis focuses on the modelling of landslides propagation with the Smoothed Particle Hydrodynamics (SPH) meshless method which has the great advantage of allowing to deal with large deformation problems by avoiding expensive remeshing operations as happens for mesh methods such as, for example, the Finite Element Method. In this thesis, special attention is given to the role played by rheology and pore water pressure during these natural hazards. The mathematical framework used is based on the v - pw Biot-Zienkiewicz formulation, which represents the behaviour, formulated in terms of soil skeleton velocity and pore water pressure, of the mixture of solid particles and pore water in a saturated media. The governing equations are: • the mass balance equation for the pore water phase, • the momentum balance equation for the pore water phase and the mixture, • the constitutive equation and • a kinematic equation. Landslides, due to their shape and geometrical properties, have small depths in comparison with their length or width, therefore, the mathematical model aforementioned can then be simplified by depth integrating the equations, switching from a 3D to a 2D model, which presents an excellent combination of accuracy, computational costs and simplicity. The proposed model differs from previous depth integrated models by including a sub-model able to provide information on pore water pressure profiles at each computational step of the landslide's propagation. In an effective way, the evolution of the pore water pressure profiles is numerically solved through a set of 1D Finite Differences explicit scheme at each SPH node. This new approach is able to take into account the variation of the pore water pressure due to changes of height, vertical consolidation or changes of total stress. Concerning the constitutive behaviour, one of the main issues when modelling fast landslides is the difficulty to simulate with the same constitutive or rheological model the transition from the triggering phase, where the landslide behaves like a solid, to the propagation phase, where the landslide behaves in a fluid-like manner. In this work thesis, a new rheological model is proposed, based on the Perzyna viscoplastic model, thinking of viscoplasticity as the key to close the gap between the triggering and the propagation phase. In order to validate the mathematical model and the numerical approach, benchmarks and laboratory experiments are reproduced and compared to analytical solutions when possible. Finally, applications to real cases are studied, with particular attention paid to the Aberfan flowslide of 1966, showing how the mathematical model accurately and successfully simulate these kind of natural hazards.

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.

Nonlinear Time-Fractional Differential Equations in Combustion Science

MSC 2010: 34A08 (main), 34G20, 80A25

A GEOBIA methodology for fragmented agricultural landscapes

Very high resolution remotely sensed images are an important tool for monitoring fragmented agricultural landscapes, which allows farmers and policy makers to make better decisions regarding management practices. An object-based methodology is proposed for automatic generation of thematic maps of the available classes in the scene, which combines edge-based and superpixel processing for small agricultural parcels. The methodology employs superpixels instead of pixels as minimal processing units, and provides a link between them and meaningful objects (obtained by the edge-based method) in order to facilitate the analysis of parcels. Performance analysis on a scene dominated by agricultural small parcels indicates that the combination of both superpixel and edge-based methods achieves a classification accuracy slightly better than when those methods are performed separately and comparable to the accuracy of traditional object-based analysis, with automatic approach.

Influência das tensões tectônicas na permeabilidade da formação Açu - Bacia Potiguar

The behavior of the fluid flux in oil fields is influenced by different factors and it has a big impact on the recovery of hydrocarbons. There is a need of evaluating and adapting the actual technology to the worldwide reservoirs reality, not only on the exploration (reservoir discovers) but also on the development of those that were already discovered, however not yet produced. The in situ combustion (ISC) is a suitable technique for these recovery of hydrocarbons, although it remains complex to be implemented. The main objective of this research was to study the application of the ISC as an advanced oil recovery technique through a parametric analysis of the process using vertical wells within a semi synthetic reservoir that had the characteristics from the brazilian northwest, in order to determine which of those parameters could influence the process, verifying the technical and economical viability of the method on the oil industry. For that analysis, a commercial reservoir simulation program for thermal processes was used, called steam thermal and advanced processes reservoir simulator (STARS) from the computer modeling group (CMG). This study aims, through the numerical analysis, find results that help improve mainly the interpretation and comprehension of the main problems related to the ISC method, which are not yet dominated. From the results obtained, it was proved that the mediation promoted by the thermal process ISC over the oil recovery is very important, with rates and cumulated production positively influenced by the method application. It was seen that the application of the method improves the oil mobility as a function of the heating when the combustion front forms inside the reservoir. Among all the analyzed parameters, the activation energy presented the bigger influence, it means, the lower the activation energy the bigger the fraction of recovered oil, as a function of the chemical reactions speed rise. It was also verified that the higher the enthalpy of the reaction, the bigger the fraction of recovered oil, due to a bigger amount of released energy inside the system, helping the ISC. The reservoir parameters: porosity and permeability showed to have lower influence on the ISC. Among the operational parameters that were analyzed, the injection rate was the one that showed a stronger influence on the ISC method, because, the higher the value of the injection rate, the higher was the result obtained, mainly due to maintaining the combustion front. In connection with the oxygen concentration, an increase of the percentage of this parameter translates into a higher fraction of recovered oil, because the quantity of fuel, helping the advance and the maintenance of the combustion front for a longer period of time. About the economic analysis, the ISC method showed to be economically feasible when evaluated through the net present value (NPV), considering the injection rates: the higher the injection rate, the higher the financial incomes of the final project

Action Of Essential Oils From Brazilian Native And Exotic Medicinal Species On Oral Biofilms.

Essential oils (EO) obtained from twenty medicinal and aromatic plants were evaluated for their antimicrobial activity against the oral pathogens Candida albicans, Fusobacterium nucleatum, Porphyromonas gingivalis, Streptococcus sanguis and Streptococcus mitis. The antimicrobial activity of the EO was evaluates by microdilution method determining Minimal Inhibitory Concentration. Chemical analysis of the oils compounds was performed by Gas chromatography-mass spectrometry (CG-MS). The most active EO were also investigated as to their actions on the biolfilm formation. The most of the essential oils (EO) presented moderate to strong antimicrobial activity against the oral pathogens (MIC--Minimal Inhibitory Concentrations values between 0.007 and 1.00 mg/mL). The essential oil from Coriandrum sativum inhibited all oral species with MIC values from 0.007 to 0.250 mg/mL, and MBC/MFC (Minimal Bactericidal/Fungicidal Concentrations) from 0.015 to 0.500 mg/mL. On the other hand the essential oil of C. articulatus inhibited 63.96% of S. sanguis biofilm formation. Through Scanning Eletronic Microscopy (SEM) images no changes were observed in cell morphology, despite a decrease in biofilm formation and changes on biofilm structure. Chemical analysis by Gas Chromatography-Mass Spectrometry (GC-MS) of the C. sativum essential oil revealed major compounds derivatives from alcohols and aldehydes, while Cyperus articulatus and Aloysia gratissima (EOs) presented mono and sesquiterpenes. In conclusion, the crude oil from C. articulatus exhibited the best results of antimicrobial activity e ability to control biofilm formation. The chemical analysis showed the presence of terpenes and monoterpenes such as a-pinene, a-bulnesene and copaene. The reduction of biofilms formation was confirmed from SEM images. The results of this research shows a great potential from the plants studied as new antimicrobial sources.

Determination Of Tetrakis(hydroxymethyl)phosphonium Sulfate In Commercial Formulations And Cooling Water By Capillary Electrophoresis With Contactless Conductivity Detection.

A novel capillary electrophoresis method using capacitively coupled contactless conductivity detection is proposed for the determination of the biocide tetrakis(hydroxymethyl)phosphonium sulfate. The feasibility of the electrophoretic separation of this biocide was attributed to the formation of an anionic complex between the biocide and borate ions in the background electrolyte. Evidence of this complex formation was provided by (11) B NMR spectroscopy. A linear relationship (R(2) = 0.9990) between the peak area of the complex and the biocide concentration (50-900 μmol/L) was found. The limit of detection and limit of quantification were 15.0 and 50.1 μmol/L, respectively. The proposed method was applied to the determination of tetrakis(hydroxymethyl)phosphonium sulfate in commercial formulations, and the results were in good agreement with those obtained by the standard iodometric titration method. The method was also evaluated for the analysis of tap water and cooling water samples treated with the biocide. The results of the recovery tests at three concentration levels (300, 400, and 600 μmol/L) varied from 75 to 99%, with a relative standard deviation no higher than 9%.

Proposição e avaliação de um método baseado em projeção de luz para reconstrução e análise da superfície do tronco durante a respiração

Universidade Estadual de Campinas . Faculdade de Educação Física

Futebol (tel)espetaculo como lazer : um exame sobre as manifestações do futebol brasileiro

Universidade Estadual de Campinas . Faculdade de Educação Física

Critical applications of SW 846 US EPA methods to evaluation of marine samples quality

Technical evaluation of analytical data is of extreme relevance considering it can be used for comparisons with environmental quality standards and decision-making as related to the management of disposal of dredged sediments and the evaluation of salt and brackish water quality in accordance with CONAMA 357/05 Resolution. It is, therefore, essential that the project manager discusses the environmental agency's technical requirements with the laboratory contracted for the follow-up of the analysis underway and even with a view to possible re-analysis when anomalous data are identified. The main technical requirements are: (1) method quantitation limits (QLs) should fall below environmental standards; (2) analyses should be carried out in laboratories whose analytical scope is accredited by the National Institute of Metrology (INMETRO) or qualified or accepted by a licensing agency; (3) chain of custody should be provided in order to ensure sample traceability; (4) control charts should be provided to prove method performance; (5) certified reference material analysis or, if that is not available, matrix spike analysis, should be undertaken and (6) chromatograms should be included in the analytical report. Within this context and with a view to helping environmental managers in analytical report evaluation, this work has as objectives the discussion of the limitations of the application of SW 846 US EPA methods to marine samples, the consequences of having data based on method detection limits (MDL) and not sample quantitation limits (SQL), and present possible modifications of the principal method applied by laboratories in order to comply with environmental quality standards.

A reliable measure of similarity based on dependency for short time series: an application to gene expression networks

Background: Microarray techniques have become an important tool to the investigation of genetic relationships and the assignment of different phenotypes. Since microarrays are still very expensive, most of the experiments are performed with small samples. This paper introduces a method to quantify dependency between data series composed of few sample points. The method is used to construct gene co-expression subnetworks of highly significant edges. Results: The results shown here are for an adapted subset of a Saccharomyces cerevisiae gene expression data set with low temporal resolution and poor statistics. The method reveals common transcription factors with a high confidence level and allows the construction of subnetworks with high biological relevance that reveals characteristic features of the processes driving the organism adaptations to specific environmental conditions. Conclusion: Our method allows a reliable and sophisticated analysis of microarray data even under severe constraints. The utilization of systems biology improves the biologists ability to elucidate the mechanisms underlying celular processes and to formulate new hypotheses.

Regional scale analysis of landform configuration with base-level (isobase) maps

Base-level maps (or ""isobase maps"", as originally defined by Filosofov, 1960), express a relationship between valley order and topography. The base-level map can be seen as a ""simplified"" version of the original topographic surface, from which the ""noise"" of the low-order stream erosion was removed. This method is able to identify areas with possible tectonic influence even within lithologically uniform domains. Base-level maps have been recently applied in semi-detail scale (e.g., 1:50 000 or larger) morphotectonic analysis. In this paper, we present an evaluation of the method's applicability in regional-scale analysis (e.g., 1:250 000 or smaller). A test area was selected in northern Brazil, at the lower course of the Araguaia and Tocantins rivers. The drainage network extracted from SRTM30_PLUS DEMs with spatial resolution of approximately 900 m was visually compared with available topographic maps and considered to be compatible with a 1:1,000 000 scale. Regarding the interpretation of regional-scale morphostructures, the map constructed with 2nd and 3rd-order valleys was considered to present the best results. Some of the interpreted base-level anomalies correspond to important shear zones and geological contacts present in the 1:5 000 000 Geological Map of South America. Others have no correspondence with mapped Precambrian structures and are considered to represent younger, probably neotectonic, features. A strong E-W orientation of the base-level lines over the inflexion of the Araguaia and Tocantins rivers, suggest a major drainage capture. A N-S topographic swath profile over the Tocantins and Araguaia rivers reveals a topographic pattern which, allied with seismic data showing a roughly N-S direction of extension in the area, lead us to interpret this lineament as an E-W, southward-dipping normal fault. There is also a good visual correspondence between the base-level lineaments and geophysical anomalies. A NW-SE lineament in the southeast of the study area partially corresponds to the northern border of the Mosquito lava field, of Jurassic age, and a NW-SE lineament traced in the northeastern sector of the study area can be interpreted as the Picos-Santa Ines lineament, identifiable in geophysical maps but with little expression in hypsometric or topographic maps.

A Study on Unconditionally Stable FDTD Methods for the Modeling of Metamaterials

We assess the performance of three unconditionally stable finite-difference time-domain (FDTD) methods for the modeling of doubly dispersive metamaterials: 1) locally one-dimensional FDTD; 2) locally one-dimensional FDTD with Strang splitting; and (3) alternating direction implicit FDTD. We use both double-negative media and zero-index media as benchmarks.

A BEM model applied to failure analysis of multi-fractured structures

Due to manufacturing or damage process, brittle materials present a large number of micro-cracks which are randomly distributed. The lifetime of these materials is governed by crack propagation under the applied mechanical and thermal loadings. In order to deal with these kinds of materials, the present work develops a boundary element method (BEM) model allowing for the analysis of multiple random crack propagation in plane structures. The adopted formulation is based on the dual BEM, for which singular and hyper-singular integral equations are used. An iterative scheme to predict the crack growth path and crack length increment is proposed. This scheme enables us to simulate the localization and coalescence phenomena, which are the main contribution of this paper. Considering the fracture mechanics approach, the displacement correlation technique is applied to evaluate the stress intensity factors. The propagation angle and the equivalent stress intensity factor are calculated using the theory of maximum circumferential stress. Examples of multi-fractured domains, loaded up to rupture, are considered to illustrate the applicability of the proposed method. (C) 2011 Elsevier Ltd. All rights reserved.