932 resultados para stochastic local volatility model leverage surface Dupire formula for local volatility Gyöngy theorem nonlinear partial integro-differential Kolmogorov equation finite difference method


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In dieser Arbeit wird ein neuer Dynamikkern entwickelt und in das bestehendernnumerische Wettervorhersagesystem COSMO integriert. Für die räumlichernDiskretisierung werden diskontinuierliche Galerkin-Verfahren (DG-Verfahren)rnverwendet, für die zeitliche Runge-Kutta-Verfahren. Hierdurch ist ein Verfahrenrnhoher Ordnung einfach zu realisieren und es sind lokale Erhaltungseigenschaftenrnder prognostischen Variablen gegeben. Der hier entwickelte Dynamikkern verwendetrngeländefolgende Koordinaten in Erhaltungsform für die Orographiemodellierung undrnkoppelt das DG-Verfahren mit einem Kessler-Schema für warmen Niederschlag. Dabeirnwird die Fallgeschwindigkeit des Regens, nicht wie üblich implizit imrnKessler-Schema diskretisiert, sondern explizit im Dynamikkern. Hierdurch sindrndie Zeitschritte der Parametrisierung für die Phasenumwandlung des Wassers undrnfür die Dynamik vollständig entkoppelt, wodurch auch sehr große Zeitschritte fürrndie Parametrisierung verwendet werden können. Die Kopplung ist sowohl fürrnOperatoraufteilung, als auch für Prozessaufteilung realisiert.rnrnAnhand idealisierter Testfälle werden die Konvergenz und die globalenrnErhaltungseigenschaften des neu entwickelten Dynamikkerns validiert. Die Massernwird bis auf Maschinengenauigkeit global erhalten. Mittels Bergüberströmungenrnwird die Orographiemodellierung validiert. Die verwendete Kombination ausrnDG-Verfahren und geländefolgenden Koordinaten ermöglicht die Behandlung vonrnsteileren Bergen, als dies mit dem auf Finite-Differenzenverfahren-basierendenrnDynamikkern von COSMO möglich ist. Es wird gezeigt, wann die vollernTensorproduktbasis und wann die Minimalbasis vorteilhaft ist. Die Größe desrnEinflusses auf das Simulationsergebnis der Verfahrensordnung, desrnParametrisierungszeitschritts und der Aufteilungsstrategie wirdrnuntersucht. Zuletzt wird gezeigt dass bei gleichem Zeitschritt die DG-Verfahrenrnaufgrund der besseren Skalierbarkeit in der Laufzeit konkurrenzfähig zurnFinite-Differenzenverfahren sind.

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Este estudio aborda la recopilación de nuevas tendencias del diseño sismorresistente, enfocándose en la técnica del aislamiento de base, por ser la más efectiva, difundida y utilizada; y el análisis de las ventajas que puede tener una edificación que aplica dicha técnica, desde el punto de vista estructural y económico. Se elige la tipología más frecuente o común de edificios de hormigón armado propensos a ser aislados, que en este caso es un hospital, cuyo modelo empotrado se somete a varias normas sismorresistentes comparando principalmente fuerzas de cortante basal, y considerando la interacción suelo-estructura; para asistir a este cálculo se desarrolla un programa de elementos viga de 6 gdl por nodo en código Matlab. El modelo aislado incluye el análisis de tres combinaciones de tipos de aisladores HDR, LPR y FPS, alternando modelos lineales simplificados de 1 y 3 gdl por piso, evaluando diferencias de respuestas de la estructura, y procediendo a la elección de la combinación que de resultados más convenientes; para la modelación no lineal de cada sistema de aislamiento se utiliza el método explícito de diferencias centrales. Finalmente, se realiza un análisis comparativo de daños esperados en el caso de la ocurrencia del sismo de diseño, utilizando el método rápido y tomando como referencia el desplazamiento espectral del último piso; llegando a dar conclusiones y recomendaciones para el uso de sistemas de aislamiento. This study addresses the collection of new seismic design trends, focusing on base isolation technique, as the most effective and widely used, and the analysis of the advantages in buildings that apply this technique, from the structurally and economically point of view. Choosing the most common types of concrete buildings likely to be isolated, which in this case is a hospital, the fix model is subjected to various seismic codes mainly comparing base shear forces, and considering the soil-structure interaction; for this calculation attend a program of bars 6 dof per node is made in Matlab code. The isolated model includes analysis of three types of isolators combinations HDR, LPR and FPS, alternating simplified linear model of 1 and 3 dof per floor, evaluating differences in the response of the structure, and proceeding to the choice of the combination of results more convenient; for modeling nonlinear each insulation system, the explicit central difference method is used. Finally, a comparative analysis of expected damage in the case of the design earthquake, using a fast combined method and by reference to the spectral displacement of the top floor; reaching conclusions and give recommendations for the use of insulation systems.

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Performing three-dimensional pin-by-pin full core calculations based on an improved solution of the multi-group diffusion equation is an affordable option nowadays to compute accurate local safety parameters for light water reactors. Since a transport approximation is solved, appropriate correction factors, such as interface discontinuity factors, are required to nearly reproduce the fully heterogeneous transport solution. Calculating exact pin-by-pin discontinuity factors requires the knowledge of the heterogeneous neutron flux distribution, which depends on the boundary conditions of the pin-cell as well as the local variables along the nuclear reactor operation. As a consequence, it is impractical to compute them for each possible configuration; however, inaccurate correction factors are one major source of error in core analysis when using multi-group diffusion theory. An alternative to generate accurate pin-by-pin interface discontinuity factors is to build a functional-fitting that allows incorporating the environment dependence in the computed values. This paper suggests a methodology to consider the neighborhood effect based on the Analytic Coarse-Mesh Finite Difference method for the multi-group diffusion equation. It has been applied to both definitions of interface discontinuity factors, the one based on the Generalized Equivalence Theory and the one based on Black-Box Homogenization, and for different few energy groups structures. Conclusions are drawn over the optimal functional-fitting and demonstrative results are obtained with the multi-group pin-by-pin diffusion code COBAYA3 for representative PWR configurations.

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Una evolución del método de diferencias finitas ha sido el desarrollo del método de diferencias finitas generalizadas (MDFG) que se puede aplicar a mallas irregulares o nubes de puntos. En este método se emplea una expansión en serie de Taylor junto con una aproximación por mínimos cuadrados móviles (MCM). De ese modo, las fórmulas explícitas de diferencias para nubes irregulares de puntos se pueden obtener fácilmente usando el método de Cholesky. El MDFG-MCM es un método sin malla que emplea únicamente puntos. Una contribución de esta Tesis es la aplicación del MDFG-MCM al caso de la modelización de problemas anisótropos elípticos de conductividad eléctrica incluyendo el caso de tejidos reales cuando la dirección de las fibras no es fija, sino que varía a lo largo del tejido. En esta Tesis también se muestra la extensión del método de diferencias finitas generalizadas a la solución explícita de ecuaciones parabólicas anisótropas. El método explícito incluye la formulación de un límite de estabilidad para el caso de nubes irregulares de nodos que es fácilmente calculable. Además se presenta una nueva solución analítica para una ecuación parabólica anisótropa y el MDFG-MCM explícito se aplica al caso de problemas parabólicos anisótropos de conductividad eléctrica. La evidente dificultad de realizar mediciones directas en electrocardiología ha motivado un gran interés en la simulación numérica de modelos cardiacos. La contribución más importante de esta Tesis es la aplicación de un esquema explícito con el MDFG-MCM al caso de la modelización monodominio de problemas de conductividad eléctrica. En esta Tesis presentamos un algoritmo altamente eficiente, exacto y condicionalmente estable para resolver el modelo monodominio, que describe la actividad eléctrica del corazón. El modelo consiste en una ecuación en derivadas parciales parabólica anisótropa (EDP) que está acoplada con un sistema de ecuaciones diferenciales ordinarias (EDOs) que describen las reacciones electroquímicas en las células cardiacas. El sistema resultante es difícil de resolver numéricamente debido a su complejidad. Proponemos un método basado en una separación de operadores y un método sin malla para resolver la EDP junto a un método de Runge-Kutta para resolver el sistema de EDOs de la membrana y las corrientes iónicas. ABSTRACT An evolution of the method of finite differences has been the development of generalized finite difference (GFD) method that can be applied to irregular grids or clouds of points. In this method a Taylor series expansion is used together with a moving least squares (MLS) approximation. Then, the explicit difference formulae for irregular clouds of points can be easily obtained using a simple Cholesky method. The MLS-GFD is a mesh-free method using only points. A contribution of this Thesis is the application of the MLS-GFDM to the case of modelling elliptic anisotropic electrical conductivity problems including the case of real tissues when the fiber direction is not fixed, but varies throughout the tissue. In this Thesis the extension of the generalized finite difference method to the explicit solution of parabolic anisotropic equations is also given. The explicit method includes a stability limit formulated for the case of irregular clouds of nodes that can be easily calculated. Also a new analytical solution for homogeneous parabolic anisotropic equation has been presented and an explicit MLS- GFDM has been applied to the case of parabolic anisotropic electrical conductivity problems. The obvious difficulty of performing direct measurements in electrocardiology has motivated wide interest in the numerical simulation of cardiac models. The main contribution of this Thesis is the application of an explicit scheme based in the MLS-GFDM to the case of modelling monodomain electrical conductivity problems using operator splitting including the case of anisotropic real tissues. In this Thesis we present a highly efficient, accurate and conditionally stable algorithm to solve a monodomain model, which describes the electrical activity in the heart. The model consists of a parabolic anisotropic partial differential equation (PDE), which is coupled to systems of ordinary differential equations (ODEs) describing electrochemical reactions in the cardiac cells. The resulting system is challenging to solve numerically, because of its complexity. We propose a method based on operator splitting and a meshless method for solving the PDE together with a Runge-Kutta method for solving the system of ODE’s for the membrane and ionic currents.

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Situado en el límite entre Ingeniería, Informática y Biología, la mecánica computacional de las neuronas aparece como un nuevo campo interdisciplinar que potencialmente puede ser capaz de abordar problemas clínicos desde una perspectiva diferente. Este campo es multiescala por naturaleza, yendo desde la nanoescala (como, por ejemplo, los dímeros de tubulina) a la macroescala (como, por ejemplo, el tejido cerebral), y tiene como objetivo abordar problemas que son complejos, y algunas veces imposibles, de estudiar con medios experimentales. La modelización computacional ha sido ampliamente empleada en aplicaciones Neurocientíficas tan diversas como el crecimiento neuronal o la propagación de los potenciales de acción compuestos. Sin embargo, en la mayoría de los enfoques de modelización hechos hasta ahora, la interacción entre la célula y el medio/estímulo que la rodea ha sido muy poco explorada. A pesar de la tremenda importancia de esa relación en algunos desafíos médicos—como, por ejemplo, lesiones traumáticas en el cerebro, cáncer, la enfermedad del Alzheimer—un puente que relacione las propiedades electrofisiológicas-químicas y mecánicas desde la escala molecular al nivel celular todavía no existe. Con ese objetivo, esta investigación propone un marco computacional multiescala particularizado para dos escenarios respresentativos: el crecimiento del axón y el acomplamiento electrofisiológicomecánico de las neuritas. En el primer caso, se explora la relación entre los constituyentes moleculares del axón durante su crecimiento y sus propiedades mecánicas resultantes, mientras que en el último, un estímulo mecánico provoca deficiencias funcionales a nivel celular como consecuencia de sus alteraciones electrofisiológicas-químicas. La modelización computacional empleada en este trabajo es el método de las diferencias finitas, y es implementada en un nuevo programa llamado Neurite. Aunque el método de los elementos finitos es también explorado en parte de esta investigación, el método de las diferencias finitas tiene la flexibilidad y versatilidad necesaria para implementar mode los biológicos, así como la simplicidad matemática para extenderlos a simulaciones a gran escala con un coste computacional bajo. Centrándose primero en el efecto de las propiedades electrofisiológicas-químicas sobre las propiedades mecánicas, una versión adaptada de Neurite es desarrollada para simular la polimerización de los microtúbulos en el crecimiento del axón y proporcionar las propiedades mecánicas como función de la ocupación de los microtúbulos. Después de calibrar el modelo de crecimiento del axón frente a resultados experimentales disponibles en la literatura, las características mecánicas pueden ser evaluadas durante la simulación. Las propiedades mecánicas del axón muestran variaciones dramáticas en la punta de éste, donde el cono de crecimiento soporta las señales químicas y mecánicas. Bansándose en el conocimiento ganado con el modelo de diferencias finitas, y con el objetivo de ir de 1D a 3D, este esquema preliminar pero de una naturaleza innovadora allana el camino a futuros estudios con el método de los elementos finitos. Centrándose finalmente en el efecto de las propiedades mecánicas sobre las propiedades electrofisiológicas- químicas, Neurite es empleado para relacionar las cargas mecánicas macroscópicas con las deformaciones y velocidades de deformación a escala microscópica, y simular la propagación de la señal eléctrica en las neuritas bajo carga mecánica. Las simulaciones fueron calibradas con resultados experimentales publicados en la literatura, proporcionando, por tanto, un modelo capaz de predecir las alteraciones de las funciones electrofisiológicas neuronales bajo cargas externas dañinas, y uniendo lesiones mecánicas con las correspondientes deficiencias funcionales. Para abordar simulaciones a gran escala, aunque otras arquitecturas avanzadas basadas en muchos núcleos integrados (MICs) fueron consideradas, los solvers explícito e implícito se implementaron en unidades de procesamiento central (CPU) y unidades de procesamiento gráfico (GPUs). Estudios de escalabilidad fueron llevados acabo para ambas implementaciones mostrando resultados prometedores para casos de simulaciones extremadamente grandes con GPUs. Esta tesis abre la vía para futuros modelos mecánicos con el objetivo de unir las propiedades electrofisiológicas-químicas con las propiedades mecánicas. El objetivo general es mejorar el conocimiento de las comunidades médicas y de bioingeniería sobre la mecánica de las neuronas y las deficiencias funcionales que aparecen de los daños producidos por traumatismos mecánicos, como lesiones traumáticas en el cerebro, o enfermedades neurodegenerativas como la enfermedad del Alzheimer. ABSTRACT Sitting at the interface between Engineering, Computer Science and Biology, Computational Neuron Mechanics appears as a new interdisciplinary field potentially able to tackle clinical problems from a new perspective. This field is multiscale by nature, ranging from the nanoscale (e.g., tubulin dimers) to the macroscale (e.g., brain tissue), and aims at tackling problems that are complex, and sometime impossible, to study through experimental means. Computational modeling has been widely used in different Neuroscience applications as diverse as neuronal growth or compound action potential propagation. However, in the majority of the modeling approaches done in this field to date, the interactions between the cell and its surrounding media/stimulus have been rarely explored. Despite of the tremendous importance of such relationship in several medical challenges—e.g., traumatic brain injury (TBI), cancer, Alzheimer’s disease (AD)—a bridge between electrophysiological-chemical and mechanical properties of neurons from the molecular scale to the cell level is still lacking. To this end, this research proposes a multiscale computational framework particularized for two representative scenarios: axon growth and electrophysiological-mechanical coupling of neurites. In the former case, the relation between the molecular constituents of the axon during its growth and its resulting mechanical properties is explored, whereas in the latter, a mechanical stimulus provokes functional deficits at cell level as a consequence of its electrophysiological-chemical alterations. The computational modeling approach chosen in this work is the finite difference method (FDM), and was implemented in a new program called Neurite. Although the finite element method (FEM) is also explored as part of this research, the FDM provides the necessary flexibility and versatility to implement biological models, as well as the mathematical simplicity to extend them to large scale simulations with a low computational cost. Focusing first on the effect of electrophysiological-chemical properties on the mechanical proper ties, an adaptation of Neurite was developed to simulate microtubule polymerization in axonal growth and provide the axon mechanical properties as a function of microtubule occupancy. After calibrating the axon growth model against experimental results available in the literature, the mechanical characteristics can be tracked during the simulation. The axon mechanical properties show dramatic variations at the tip of the axon, where the growth cone supports the chemical and mechanical signaling. Based on the knowledge gained from the FDM scheme, and in order to go from 1D to 3D, this preliminary yet novel scheme paves the road for future studies with FEM. Focusing then on the effect of mechanical properties on the electrophysiological-chemical properties, Neurite was used to relate macroscopic mechanical loading to microscopic strains and strain rates, and simulate the electrical signal propagation along neurites under mechanical loading. The simulations were calibrated against experimental results published in the literature, thus providing a model able to predict the alteration of neuronal electrophysiological function under external damaging load, and linking mechanical injuries to subsequent acute functional deficits. To undertake large scale simulations, although other state-of-the-art architectures based on many integrated cores (MICs) were considered, the explicit and implicit solvers were implemented for central processing units (CPUs) and graphics processing units (GPUs). Scalability studies were done for both implementations showing promising results for extremely large scale simulations with GPUs. This thesis opens the avenue for future mechanical modeling approaches aimed at linking electrophysiological- chemical properties to mechanical properties. Its overarching goal is to enhance the bioengineering and medical communities knowledge on neuronal mechanics and functional deficits arising from damages produced by direct mechanical insults, such as TBI, or neurodegenerative evolving illness, such as AD.

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Se ha utilizado un programa de modelización de ondas sísmicas por métodos finitos en dos dimensiones para analizar el efecto Source Ghost en profundidades de 4, 14, 24 y 34 metros. Este efecto se produce cuando se dispara una fuente enterrada y, debido al contacto suelo-aire, se genera una onda reflejada que, en cierto momento, se superpone con la onda principal, produciéndose una disminución de la amplitud de la onda (Source Ghost). Los resultados teóricos del efecto se han comparado con los resultados prácticos del programa de modelización concluyéndose que es posible determinar el rango de frecuencias afectado por el efecto. Sin embargo, la distancia entre receptor y fuente es una nueva variable que desplaza el efecto hacia frecuencias más altas impidiendo su predicción. La utilización de una técnica de procesamiento básica como la corrección del Normal Move-Out (NMO) en el apilado de las trazas, contrarresta la variable distancia receptor-fuente, y por tanto es posible calcular el rango de frecuencias del efecto Source Ghost. Abstract A seismic wave forward modeling in two dimensions using finite-difference method has been used for analyzing the Source Ghost effect at depths between 4-34 meters. A shot from a buried source generates a down going reflection due to the free surface boundary and, at some point, it interferes with the main wave propagation causing a reduction of wave amplitude at some frequency range (Source Ghost). Theoretical results and experimental results provided by the forward modeling are compared for concluding that the forward modeling is able to identify the frequency range affected by the source ghost. Nevertheless, it has been found that the receiver-source distance (offset) is a new variable that modifies the frequency range to make it unpredictable. A basic seismic processing technique, Normal Move-Out (NMO) correction, has been used for a single twenty fold CMP gather. The final stack shows that the processing technique neutralize the offset effect and therefore the forward modeling is still capable to determine the affected frequency range by the source ghost regardless the distance between receiver and source.

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El objetivo de la tesis es la investigación de algoritmos numéricos para el desarrollo de herramientas numéricas para la simulación de problemas tanto de comportamiento en la mar como de resistencia al avance de buques y estructuras flotantes. La primera herramienta desarrollada resuelve el problema de difracción y radiación de olas. Se basan en el método de los elementos finitos (MEF) para la resolución de la ecuación de Laplace, así como en esquemas basados en MEF, integración a lo largo de líneas de corriente, y en diferencias finitas desarrollados para la condición de superficie libre. Se han desarrollado herramientas numéricas para la resolución de la dinámica de sólido rígido en sistemas multicuerpos con ligaduras. Estas herramientas han sido integradas junto con la herramienta de resolución de olas difractadas y radiadas para la resolución de problemas de interacción de cuerpos con olas. También se han diseñado algoritmos de acoplamientos con otras herramientas numéricas para la resolución de problemas multifísica. En particular, se han realizado acoplamientos con una herramienta numérica basada de cálculo de estructuras con MEF para problemas de interacción fluido-estructura, otra de cálculo de líneas de fondeo, y con una herramienta numérica de cálculo de flujos en tanques internos para problemas acoplados de comportamiento en la mar con “sloshing”. Se han realizado simulaciones numéricas para la validación y verificación de los algoritmos desarrollados, así como para el análisis de diferentes casos de estudio con aplicaciones diversas en los campos de la ingeniería naval, oceánica, y energías renovables marinas. ABSTRACT The objective of this thesis is the research on numerical algorithms to develop numerical tools to simulate seakeeping problems as well as wave resistance problems of ships and floating structures. The first tool developed is a wave diffraction-radiation solver. It is based on the finite element method (FEM) in order to solve the Laplace equation, as well as numerical schemes based on FEM, streamline integration, and finite difference method tailored for solving the free surface boundary condition. It has been developed numerical tools to solve solid body dynamics of multibody systems with body links across them. This tool has been integrated with the wave diffraction-radiation solver to solve wave-body interaction problems. Also it has been tailored coupling algorithms with other numerical tools in order to solve multi-physics problems. In particular, it has been performed coupling with a MEF structural solver to solve fluid-structure interaction problems, with a mooring solver, and with a solver capable of simulating internal flows in tanks to solve couple seakeeping-sloshing problems. Numerical simulations have been carried out to validate and verify the developed algorithms, as well as to analyze case studies in the areas of marine engineering, offshore engineering, and offshore renewable energy.

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Este trabalho apresenta uma discussão sobre o estudo dos efeitos térmicos e elásticos decorrentes da pressão de sustentação presentes nos mancais. Para tanto, propõe-se um modelo matemático baseado nas equações para mancais curtos considerando a região de cavitação e utilizando o princípio da continuidade de massa. Com isto, deduzem-se as equações para o mancal a partir das equações de Reynolds e da energia, aplicando uma solução modificada para a solução de Ocvirk, sendo as equações resolvidas numericamente pelo Método das Diferenças Finitas. Somado o tratamento de mecânica dos fluidos, o trabalho discute dois modelos térmicos de previsão de temperatura média do fluido e sua influência no campo de pressão, apresentando gráficos representativos do campo de pressão e de temperatura, assim como as diferenças e implicações das diferenças. Para o cálculo de deformação da estrutura, utiliza-se um Modelo de Elementos Finitos para uma dada geometria, fazendo-se uma avaliação da variação do campo de pressão e o quanto essa diferença afeta as demais propriedades do fluido. Por fim, com o modelo completo, calcula-se o quanto esse modelamento para mancais curtos se aproxima de soluções para mancais finitos, com base em resultados da literatura, chegando a desvios quase oito vezes menores que os previstos pela literatura. Além disso, pode-se estabelecer a abrangência do modelo, ou seja, prever as condições em que suas propriedades são válidas e podem ser utilizadas para estudos iniciais.

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The eardrum separates the external ear from the middle ear and it is responsible to convert the acoustical energy into mechanical energy. It is divided by pars tensa and pars flaccida. The aim of this work is to analyze the susceptibility of the four quadrants of the pars tensa under negative pressure, to different lamina propria fibers distribution. The development of associated ear pathology, in particular the formation of retraction pockets, is also evaluated. To analyze these effects, a computational biomechanical model of the tympano-ossicular chain was constructed using computerized tomography images and based on the finite element method. Three fibers distributions in the eardrum middle layer were compared: case 1 (eardrum with a circular band of fibers surrounding all quadrants equally), case 2 (eardrum with a circular band of fibers that decreases in thickness in posterior quadrants), case 3 (eardrum without circular fibers in the posterior/superior quadrant). A static analysis was performed by applying approximately 3000Pa in the eardrum. The pars tensa of the eardrum was divided in four quadrants and the displacement of a central point of each quadrant analyzed. The largest displacements of the eardrum were obtained for the eardrum without circular fibers in the posterior/superior quadrant.

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The eardrum separates the external ear from the middle ear and it is responsible to convert the acoustical energy into mechanical energy. It is divided by pars tensa and pars flaccida. The aim of this work is to analyze the susceptibility of the four quadrants of the pars tensa under negative pressure, to different lamina propria fibers distribution. The development of associated ear pathology, in particular the formation of retraction pockets, is also evaluated. To analyze these effects, a computational biomechanical model of the tympano-ossicular chain was constructed using computerized tomography images and based on the finite element method. Three fibers distributions in the eardrum middle layer were compared: case 1 (eardrum with a circular band of fibers surrounding all quadrants equally), case 2 (eardrum with a circular band of fibers that decreases in thickness in posterior quadrants), case 3 (eardrum without circular fibers in the posterior/superior quadrant). A static analysis was performed by applying approximately 3000Pa in the eardrum. The pars tensa of the eardrum was divided in four quadrants and the displacement of a central point of each quadrant analyzed. The largest displacements of the eardrum were obtained for the eardrum without circular fibers in the posterior/superior quadrant.

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The numerical solution of the time dependent wave equation in an unbounded domain generally leads to a truncation of this domain, which requires the introduction of an artificial boundary with associated boundary conditions. Such nonreflecting conditions ensure the equivalence between the solution of the original problem in the unbounded region and the solution inside the artificial boundary. We consider the acoustic wave equation and derive exact transparent boundary conditions that are local in time and can be directly used in explicit methods. These conditions annihilate wave harmonics up to a given order on a spherical artificial boundary, and we show how to combine the derived boundary condition with a finite difference method. The analysis is complemented by a numerical example in two spatial dimensions that illustrates the usefulness and accuracy of transparent boundary conditions.

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This research investigates a new structural system utilising modular construction. Five-sided boxes are cast on-site and stacked together to form a building. An analytical model was created of a typical building in each of two different analysis programs utilising the finite element method (Robot Millennium and ETABS). The pros and cons of both Robot Millennium and ETABS are listed at several key stages in the development of an analytical model utilising this structural system. Robot Millennium was initially utilised but created an analytical model too large to be successfully run. The computation requirements were too large for conventional computers. Therefore Robot Millennium was abandoned in favour of ETABS, whose more simplistic algorithms and assumptions permitted running this large computation model. Tips are provided as well as pitfalls signalled throughout the process of modelling such complex buildings of this type. ^ The building under high seismic loading required a new horizontal shear mechanism. This dissertation has proposed to create a secondary floor that ties to the modular box through the use of gunwales, and roughened surfaces with epoxy coatings. In addition, vertical connections necessitated a new type of shear wall. These shear walls consisted of waffled external walls tied through both reinforcement and a secondary concrete pour. ^ This structural system has generated a new building which was found to be very rigid compared to a conventional structure. The proposed modular building exhibited a period of 1.27 seconds, which is about one-fifth of a conventional building. The maximum lateral drift occurs under seismic loading with a magnitude of 6.14 inches which is one-quarter of a conventional building's drift. The deflected shape and pattern of the interstorey drifts are consistent with those of a coupled shear wall building. In conclusion, the computer analysis indicate that this new structure exceeds current code requirements for both hurricane winds and high seismic loads, and concomitantly provides a shortened construction time with reduced funding. ^

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In mixed sediment beds, erosion resistance can change relative to that of beds composed of a uniform sediment because of varying textural and/or other grain-size parameters, with effects on pore water flow that are difficult to quantify by means of analogue techniques. To overcome this difficulty, a three-dimensional numerical model was developed using a finite difference method (FDM) flow model coupled with a distinct element method (DEM) particle model. The main aim was to investigate, at a high spatial resolution, the physical processes occurring during the initiation of motion of single grains at the sediment-water interface and in the shallow subsurface of simplified sediment beds under different flow velocities. Increasing proportions of very fine sand (D50=0.08 mm) were mixed into a coarse sand matrix (D50=0.6 mm) to simulate mixed sediment beds, starting with a pure coarse sand bed in experiment 1 (0 wt% fines), and proceeding through experiment 2 (6.5 wt% fines), experiment 3 (10.5 wt% fines), and experiment 4 (28.7 wt% fines). All mixed beds were tested for their erosion behavior at predefined flow velocities varying in the range of U 1-5=10-30 cm/s. The experiments show that, with increasing fine content, the smaller particles increasingly fill the spaces between the larger particles. As a consequence, pore water inflow into the sediment is increasingly blocked, i.e., there is a decrease in pore water flow velocity and, hence, in the flow momentum available to entrain particles. These findings are portrayed in a new conceptual model of enhanced sediment bed stabilization.

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Timber is one of the most widely used structural material all over the world. Round timbers can be seen as a structural component in historical buildings, jetties, short span bridges and also as piles for foundation and poles for electrical and power distribution. To evaluate the current condition of these cylindrical type timber structures, guided wave has a great potential. However, the difficulties associated with the guided wave propagation in timber materials includes orthotropic behaviour of wood, moisture contents, temperature, grain direction, etc. In addition, the effect of fully or partially filled surrounding media, such as soil, water, etc. causes attenuation on the generated stress wave. In order to investigate the effects of these parameters on guided wave propagation, extensive numerical simulation is required to conduct parametric studies. Moreover, due to the presence of multi modes in guided wave propagation, dispersion curves are of great importance. Even though conventional finite element method (FEM) can determine dispersion curves along with wave propagation in time domain, it is highly computationally expensive. Furthermore, incorporating orthotropic behaviour and surrounding media to model a thick cylindrical wave (large diameter cylindrical structures) make conventional FEM inefficient for this purpose. In contrast, spectral finite element method (SFEM) is a semi analytical method to model the guided wave propagation which does not need fine meshes compared to the other methods, such as FEM or finite difference method (FDM). Also, even distribution of mass and stiffness of structures can be obtained with very few elements using SFEM. In this paper, the suitability of SFEM is investigated to model guided wave propagation through an orthotropic cylindrical waveguide with the presence of surrounding soil. Both the frequency domain analysis (dispersion curves) and time domain reconstruction for a multi-mode generated input signal are presented under different loading location. The dispersion curves obtained from SFEM are compared against analytical solution to verify its accuracy. Lastly, different numerical issues to solve for the dispersion curves and time domain results using SFEM are also discussed.

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In this paper we make use of some stochastic volatility models to analyse the behaviour of a weekly ozone average measurements series. The models considered here have been used previously in problems related to financial time series. Two models are considered and their parameters are estimated using a Bayesian approach based on Markov chain Monte Carlo (MCMC) methods. Both models are applied to the data provided by the monitoring network of the Metropolitan Area of Mexico City. The selection of the best model for that specific data set is performed using the Deviance Information Criterion and the Conditional Predictive Ordinate method.