Active strain and activation models in cardiac electromechanics

We present a model for mechanical activation of the cardiac tissue depending on the evolution of the transmembrane electrical potential and certain gating/ionic variables that are available in most of electrophysiological descriptions of the cardiac membrane. The basic idea consists in adding to the chosen ionic model one ordinary differential equation for the kinetics of the mechanical activation function. A relevant example illustrates the desired properties of the proposed model, such as delayed muscle contraction and correct magnitude of the muscle fibers' shortening.

Monte Carlo Methods in Parameter Estimation of Nonlinear Models

Yksi keskeisimmistä tehtävistä matemaattisten mallien tilastollisessa analyysissä on mallien tuntemattomien parametrien estimointi. Tässä diplomityössä ollaan kiinnostuneita tuntemattomien parametrien jakaumista ja niiden muodostamiseen sopivista numeerisista menetelmistä, etenkin tapauksissa, joissa malli on epälineaarinen parametrien suhteen. Erilaisten numeeristen menetelmien osalta pääpaino on Markovin ketju Monte Carlo -menetelmissä (MCMC). Nämä laskentaintensiiviset menetelmät ovat viime aikoina kasvattaneet suosiotaan lähinnä kasvaneen laskentatehon vuoksi. Sekä Markovin ketjujen että Monte Carlo -simuloinnin teoriaa on esitelty työssä siinä määrin, että menetelmien toimivuus saadaan perusteltua. Viime aikoina kehitetyistä menetelmistä tarkastellaan etenkin adaptiivisia MCMC menetelmiä. Työn lähestymistapa on käytännönläheinen ja erilaisia MCMC -menetelmien toteutukseen liittyviä asioita korostetaan. Työn empiirisessä osuudessa tarkastellaan viiden esimerkkimallin tuntemattomien parametrien jakaumaa käyttäen hyväksi teoriaosassa esitettyjä menetelmiä. Mallit kuvaavat kemiallisia reaktioita ja kuvataan tavallisina differentiaaliyhtälöryhminä. Mallit on kerätty kemisteiltä Lappeenrannan teknillisestä yliopistosta ja Åbo Akademista, Turusta.

Absoluuttisten solmukoordinaattien menetelmä kuorimaisten kappaleiden mallinnuksessa

Työn tavoitteena oli kehittää nopeasti konvergoiva kuorielementti epälineaarisesti joustavien kappaleiden analysointiin. Kuorielementti perustuu absoluuttisten solmukoordinaattien menetelmään ja se hyödyntää kaarevuuden kuvausta elastisten voimien määrityksessä. Kehitettyä elementtiä verrattiin kontinuumimekaniikalla kehitettyyn kuorielementtiin ja kaupallisen elementtimenetelmän kuorielementtiin. Yksinkertaisimman kuormitustapauksen tuloksia verrattiin teknisen taivutusteorian mukaiseen analyyttiseen ratkaisuun. Staattisten testien tulokset tässä työssä kehitetyllä kuorielementillä vastasivat hyvin kaupallisella elementtimenetelmällä saatuja tuloksia. Deformaatioiden ollessa geometrisesti lineaarisella alueella, kehitetyllä kuorielementillä saadut tulokset vastasivat paremmin sekä analyyttistä ratkaisua että kaupallisella elementtimenetelmällä saatuja tuloksia kuin aiemman kontinuumimekaniikkaan perustuvan kuorielementin tulokset. Kehitetyn kuorielementin ongelmana verrattuna kontinuumimekaniikkaan perustuvaan elementtiin on monimutkaisempi kinematiikan kuvaus. Tästä on seurauksena laskenta-ajan huomattava kasvaminen. Jatkossa kannattaisi keskittyä numeeristen ratkaisumenetelmien kehittämiseen.

Sobre a primeira lei da termodinâmica: as diferenciais do calor e do trabalho

We treat some subtleties concerning the First Law of Thermodynamics and discuss the inherent difficulties, namely the interpretation of the heat and the work differentials. By proposing a new differential equation for the First Law, which is written using both system and neighborhood variables, we overcome the mentioned difficulties and establish a criterion for the definition of heat and work.

Description of diffusive and propagative behavior on fractals

The known properties of diffusion on fractals are reviewed in order to give a general outlook of these dynamic processes. After that, we propose a description developed in the context of the intrinsic metric of fractals, which leads us to a differential equation able to describe diffusion in real fractals in the asymptotic regime. We show that our approach has a stronger physical justification than previous works on this field. The most important result we present is the introduction of a dependence on time and space for the conductivity in fractals, which is deduced by scaling arguments and supported by computer simulations. Finally, the diffusion equation is used to introduce the possibility of reaction-diffusion processes on fractals and analyze their properties. Specifically, an analytic expression for the speed of the corresponding travelling fronts, which can be of great interest for application purposes, is derived

On the Application of Beam on Elastic Foundation Theory to the Analysis of Stiffened Plate Strips

The main objective of this thesis is to show that plate strips subjected to transverse line loads can be analysed by using the beam on elastic foundation (BEF) approach. It is shown that the elastic behaviour of both the centre line section of a semi infinite plate supported along two edges, and the free edge of a cantilever plate strip can be accurately predicted by calculations based on the two parameter BEF theory. The transverse bending stiffness of the plate strip forms the foundation. The foundation modulus is shown, mathematically and physically, to be the zero order term of the fourth order differential equation governing the behaviour of BEF, whereas the torsion rigidity of the plate acts like pre tension in the second order term. Direct equivalence is obtained for harmonic line loading by comparing the differential equations of Levy's method (a simply supported plate) with the BEF method. By equating the second and zero order terms of the semi infinite BEF model for each harmonic component, two parameters are obtained for a simply supported plate of width B: the characteristic length, 1/ λ, and the normalized sum, n, being the effect of axial loading and stiffening resulting from the torsion stiffness, nlin. This procedure gives the following result for the first mode when a uniaxial stress field was assumed (ν = 0): 1/λ = √2B/π and nlin = 1. For constant line loading, which is the superimposition of harmonic components, slightly differing foundation parameters are obtained when the maximum deflection and bending moment values of the theoretical plate, with v = 0, and BEF analysis solutions are equated: 1 /λ= 1.47B/π and nlin. = 0.59 for a simply supported plate; and 1/λ = 0.99B/π and nlin = 0.25 for a fixed plate. The BEF parameters of the plate strip with a free edge are determined based solely on finite element analysis (FEA) results: 1/λ = 1.29B/π and nlin. = 0.65, where B is the double width of the cantilever plate strip. The stress biaxial, v > 0, is shown not to affect the values of the BEF parameters significantly the result of the geometric nonlinearity caused by in plane, axial and biaxial loading is studied theoretically by comparing the differential equations of Levy's method with the BEF approach. The BEF model is generalised to take into account the elastic rotation stiffness of the longitudinal edges. Finally, formulae are presented that take into account the effect of Poisson's ratio, and geometric non linearity, on bending behaviour resulting from axial and transverse inplane loading. It is also shown that the BEF parameters of the semi infinite model are valid for linear elastic analysis of a plate strip of finite length. The BEF model was verified by applying it to the analysis of bending stresses caused by misalignments in a laboratory test panel. In summary, it can be concluded that the advantages of the BEF theory are that it is a simple tool, and that it is accurate enough for specific stress analysis of semi infinite and finite plate bending problems.

A temperature predicting model for manufacturing processes requiring coiling

A model for predicting temperature evolution for automatic controling systems in manufacturing processes requiring the coiling of bars in the transfer table is presented. Although the method is of a general nature, the presentation in this work refers to the manufacturing of steel plates in hot rolling mills. The predicting strategy is based on a mathematical model of the evolution of temperature in a coiling and uncoiling bar and is presented in the form of a parabolic partial differential equation for a shape changing domain. The mathematical model is solved numerically by a space discretization via geometrically adaptive finite elements which accomodate the change in shape of the domain, using a computationally novel treatment of the resulting thermal contact problem due to coiling. Time is discretized according to a Crank-Nicolson scheme. Since the actual physical process takes less time than the time required by the process controlling computer to solve the full mathematical model, a special predictive device was developed, in the form of a set of least squares polynomials, based on the off-line numerical solution of the mathematical model.

Stochastic approximation methods in stochastic optimization

Stochastic approximation methods for stochastic optimization are considered. Reviewed the main methods of stochastic approximation: stochastic quasi-gradient algorithm, Kiefer-Wolfowitz algorithm and adaptive rules for them, simultaneous perturbation stochastic approximation (SPSA) algorithm. Suggested the model and the solution of the retailer's profit optimization problem and considered an application of the SQG-algorithm for the optimization problems with objective functions given in the form of ordinary differential equation.

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.

Efficient Optimization Algorithms for Nonlinear Data Analysis

Identification of low-dimensional structures and main sources of variation from multivariate data are fundamental tasks in data analysis. Many methods aimed at these tasks involve solution of an optimization problem. Thus, the objective of this thesis is to develop computationally efficient and theoretically justified methods for solving such problems. Most of the thesis is based on a statistical model, where ridges of the density estimated from the data are considered as relevant features. Finding ridges, that are generalized maxima, necessitates development of advanced optimization methods. An efficient and convergent trust region Newton method for projecting a point onto a ridge of the underlying density is developed for this purpose. The method is utilized in a differential equation-based approach for tracing ridges and computing projection coordinates along them. The density estimation is done nonparametrically by using Gaussian kernels. This allows application of ridge-based methods with only mild assumptions on the underlying structure of the data. The statistical model and the ridge finding methods are adapted to two different applications. The first one is extraction of curvilinear structures from noisy data mixed with background clutter. The second one is a novel nonlinear generalization of principal component analysis (PCA) and its extension to time series data. The methods have a wide range of potential applications, where most of the earlier approaches are inadequate. Examples include identification of faults from seismic data and identification of filaments from cosmological data. Applicability of the nonlinear PCA to climate analysis and reconstruction of periodic patterns from noisy time series data are also demonstrated. Other contributions of the thesis include development of an efficient semidefinite optimization method for embedding graphs into the Euclidean space. The method produces structure-preserving embeddings that maximize interpoint distances. It is primarily developed for dimensionality reduction, but has also potential applications in graph theory and various areas of physics, chemistry and engineering. Asymptotic behaviour of ridges and maxima of Gaussian kernel densities is also investigated when the kernel bandwidth approaches infinity. The results are applied to the nonlinear PCA and to finding significant maxima of such densities, which is a typical problem in visual object tracking.

Stochastic particle models: mean reversion and burgers dynamics. An application to commodity markets

The aim of this study is to propose a stochastic model for commodity markets linked with the Burgers equation from fluid dynamics. We construct a stochastic particles method for commodity markets, in which particles represent market participants. A discontinuity in the model is included through an interacting kernel equal to the Heaviside function and its link with the Burgers equation is given. The Burgers equation and the connection of this model with stochastic differential equations are also studied. Further, based on the law of large numbers, we prove the convergence, for large N, of a system of stochastic differential equations describing the evolution of the prices of N traders to a deterministic partial differential equation of Burgers type. Numerical experiments highlight the success of the new proposal in modeling some commodity markets, and this is confirmed by the ability of the model to reproduce price spikes when their effects occur in a sufficiently long period of time.

Modelling the exothermic heat and the demand of cooling in paper and pulp industry biological wastewater treatment

This master thesis presents a study on the requisite cooling of an activated sludge process in paper and pulp industry. The energy consumption of paper and pulp industry and it’s wastewater treatment plant in particular is relatively high. It is therefore useful to understand the wastewater treatment process of such industries. The activated sludge process is a biological mechanism which degrades carbonaceous compounds that are present in waste. The modified activated sludge model constructed here aims to imitate the bio-kinetics of an activated sludge process. However, due to the complicated non-linear behavior of the biological process, modelling this system is laborious and intriguing. We attempt to find a system solution first using steady-state modelling of Activated Sludge Model number 1 (ASM1), approached by Euler’s method and an ordinary differential equation solver. Furthermore, an enthalpy study of paper and pulp industry’s vital pollutants was carried out and applied to revise the temperature shift over a period of time to formulate the operation of cooling water. This finding will lead to a forecast of the plant process execution in a cost-effective manner and management of effluent efficiency. The final stage of the thesis was achieved by optimizing the steady state of ASM1.

Simulation numérique de feux de forêt avec réinitialisation et contournement d’obstacles

Ce travail présente une technique de simulation de feux de forêt qui utilise la méthode Level-Set. On utilise une équation aux dérivées partielles pour déformer une surface sur laquelle est imbriqué notre front de flamme. Les bases mathématiques de la méthode Level-set sont présentées. On explique ensuite une méthode de réinitialisation permettant de traiter de manière robuste des données réelles et de diminuer le temps de calcul. On étudie ensuite l’effet de la présence d’obstacles dans le domaine de propagation du feu. Finalement, la question de la recherche du point d’ignition d’un incendie est abordée.

Classification analytique de systèmes différentiels linéaires déployant une singularité irrégulière de rang de Poincaré 1

Cette thèse traite de la classification analytique du déploiement de systèmes différentiels linéaires ayant une singularité irrégulière. Elle est composée de deux articles sur le sujet: le premier présente des résultats obtenus lors de l'étude de la confluence de l'équation hypergéométrique et peut être considéré comme un cas particulier du second; le deuxième contient les théorèmes et résultats principaux. Dans les deux articles, nous considérons la confluence de deux points singuliers réguliers en un point singulier irrégulier et nous étudions les conséquences de la divergence des solutions au point singulier irrégulier sur le comportement des solutions du système déployé. Pour ce faire, nous recouvrons un voisinage de l'origine (de manière ramifiée) dans l'espace du paramètre de déploiement $\epsilon$. La monodromie d'une base de solutions bien choisie est directement reliée aux matrices de Stokes déployées. Ces dernières donnent une interprétation géométrique aux matrices de Stokes, incluant le lien (existant au moins pour les cas génériques) entre la divergence des solutions à $\epsilon=0$ et la présence de solutions logarithmiques autour des points singuliers réguliers lors de la résonance. La monodromie d'intégrales premières de systèmes de Riccati correspondants est aussi interprétée en fonction des éléments des matrices de Stokes déployées. De plus, dans le second article, nous donnons le système complet d'invariants analytiques pour le déploiement de systèmes différentiels linéaires $x^2y'=A(x)y$ ayant une singularité irrégulière de rang de Poincaré $1$ à l'origine au-dessus d'un voisinage fixé $\mathbb{D}_r$ dans la variable $x$. Ce système est constitué d'une partie formelle, donnée par des polynômes, et d'une partie analytique, donnée par une classe d'équivalence de matrices de Stokes déployées. Pour chaque valeur du paramètre $\epsilon$ dans un secteur pointé à l'origine d'ouverture plus grande que $2\pi$, nous recouvrons l'espace de la variable, $\mathbb{D}_r$, avec deux secteurs et, au-dessus de chacun, nous choisissons une base de solutions du système déployé. Cette base sert à définir les matrices de Stokes déployées. Finalement, nous prouvons un théorème de réalisation des invariants qui satisfont une condition nécessaire et suffisante, identifiant ainsi l'ensemble des modules.

Vérification temporelle des systèmes cycliques et acycliques basée sur l’analyse des contraintes

Nous présentons une nouvelle approche pour formuler et calculer le temps de séparation des événements utilisé dans l’analyse et la vérification de différents systèmes cycliques et acycliques sous des contraintes linéaires-min-max avec des composants ayant des délais finis et infinis. Notre approche consiste à formuler le problème sous la forme d’un programme entier mixte, puis à utiliser le solveur Cplex pour avoir les temps de séparation entre les événements. Afin de démontrer l’utilité en pratique de notre approche, nous l’avons utilisée pour la vérification et l’analyse d’une puce asynchrone d’Intel de calcul d’équations différentielles. Comparée aux travaux précédents, notre approche est basée sur une formulation exacte et elle permet non seulement de calculer le maximum de séparation, mais aussi de trouver un ordonnancement cyclique et de calculer les temps de séparation correspondant aux différentes périodes possibles de cet ordonnancement.