Stabilized Petrov-Galerkin methods for the convection-diffusion-reaction and the Helmholtz equations

We present two new stabilized high-resolution numerical methods for the convection–diffusion–reaction (CDR) and the Helmholtz equations respectively. The work embarks upon a priori analysis of some consistency recovery procedures for some stabilization methods belonging to the Petrov–Galerkin framework. It was found that the use of some standard practices (e.g. M-Matrices theory) for the design of essentially non-oscillatory numerical methods is not feasible when consistency recovery methods are employed. Hence, with respect to convective stabilization, such recovery methods are not preferred. Next, we present the design of a high-resolution Petrov–Galerkin (HRPG) method for the 1D CDR problem. The problem is studied from a fresh point of view, including practical implications on the formulation of the maximum principle, M-Matrices theory, monotonicity and total variation diminishing (TVD) finite volume schemes. The current method is next in line to earlier methods that may be viewed as an upwinding plus a discontinuity-capturing operator. Finally, some remarks are made on the extension of the HRPG method to multidimensions. Next, we present a new numerical scheme for the Helmholtz equation resulting in quasi-exact solutions. The focus is on the approximation of the solution to the Helmholtz equation in the interior of the domain using compact stencils. Piecewise linear/bilinear polynomial interpolation are considered on a structured mesh/grid. The only a priori requirement is to provide a mesh/grid resolution of at least eight elements per wavelength. No stabilization parameters are involved in the definition of the scheme. The scheme consists of taking the average of the equation stencils obtained by the standard Galerkin finite element method and the classical finite difference method. Dispersion analysis in 1D and 2D illustrate the quasi-exact properties of this scheme. Finally, some remarks are made on the extension of the scheme to unstructured meshes by designing a method within the Petrov–Galerkin framework.

Particle transport method for convection-diffusion-reaction problems

Convective transport, both pure and combined with diffusion and reaction, can be observed in a wide range of physical and industrial applications, such as heat and mass transfer, crystal growth or biomechanics. The numerical approximation of this class of problemscan present substantial difficulties clue to regions of high gradients (steep fronts) of the solution, where generation of spurious oscillations or smearing should be precluded. This work is devoted to the development of an efficient numerical technique to deal with pure linear convection and convection-dominated problems in the frame-work of convection-diffusion-reaction systems. The particle transport method, developed in this study, is based on using rneshless numerical particles which carry out the solution along the characteristics defining the convective transport. The resolution of steep fronts of the solution is controlled by a special spacial adaptivity procedure. The serni-Lagrangian particle transport method uses an Eulerian fixed grid to represent the solution. In the case of convection-diffusion-reaction problems, the method is combined with diffusion and reaction solvers within an operator splitting approach. To transfer the solution from the particle set onto the grid, a fast monotone projection technique is designed. Our numerical results confirm that the method has a spacial accuracy of the second order and can be faster than typical grid-based methods of the same order; for pure linear convection problems the method demonstrates optimal linear complexity. The method works on structured and unstructured meshes, demonstrating a high-resolution property in the regions of steep fronts of the solution. Moreover, the particle transport method can be successfully used for the numerical simulation of the real-life problems in, for example, chemical engineering.

Business models enhancing the diffusion of mobile Internet in emerging markets

Tämän tutkimuksen päätavoitteena oli selvittää, millaiset liiketoimintamallit soveltuvat mobiilin internet-liiketoiminnan harjoittamiseen kehittyvillä markkinoilla. Tavoitteena oli myös selvittää tekijöitä, jotka vaikuttavat mobiilin internetin diffuusioon. Tutkimus tehtiin käyttäen sekä kvantitatiivista että kvalitatiivista tutkimusmenetelmää. Klusterianalyysin avulla 40 Euroopan maasta muodostettiin sisäisesti homogeenisiä maaklustereita. Näiden klustereiden avulla oli mahdollista suunnitella erityyppisille markkinoille soveltuvat liiketoimintamallit. Haastatteluissa selvitettiin asiantuntijoiden näkemyksiä tekijöistä, jotka vaikuttavat mobiilin internetin diffuusioon kehittyvillä markkinoilla. Tutkimuksessa saatiin selville, että tärkeimmät liiketoimintamallin elementit kehittyvillä markkinoilla ovat hinnoittelu, arvotarjooma ja arvoverkko. Puutteellisen kiinteän verkon todettiin olevan yksi tärkeimmistä mobiilin internetin diffuusiota edistävistä tekijöistä kehittyvillä markkinoilla.

Computational models for and from biology : simple gene assembly and reaction systems

The advancement of science and technology makes it clear that no single perspective is any longer sufficient to describe the true nature of any phenomenon. That is why the interdisciplinary research is gaining more attention overtime. An excellent example of this type of research is natural computing which stands on the borderline between biology and computer science. The contribution of research done in natural computing is twofold: on one hand, it sheds light into how nature works and how it processes information and, on the other hand, it provides some guidelines on how to design bio-inspired technologies. The first direction in this thesis focuses on a nature-inspired process called gene assembly in ciliates. The second one studies reaction systems, as a modeling framework with its rationale built upon the biochemical interactions happening within a cell. The process of gene assembly in ciliates has attracted a lot of attention as a research topic in the past 15 years. Two main modelling frameworks have been initially proposed in the end of 1990s to capture ciliates’ gene assembly process, namely the intermolecular model and the intramolecular model. They were followed by other model proposals such as templatebased assembly and DNA rearrangement pathways recombination models. In this thesis we are interested in a variation of the intramolecular model called simple gene assembly model, which focuses on the simplest possible folds in the assembly process. We propose a new framework called directed overlap-inclusion (DOI) graphs to overcome the limitations that previously introduced models faced in capturing all the combinatorial details of the simple gene assembly process. We investigate a number of combinatorial properties of these graphs, including a necessary property in terms of forbidden induced subgraphs. We also introduce DOI graph-based rewriting rules that capture all the operations of the simple gene assembly model and prove that they are equivalent to the string-based formalization of the model. Reaction systems (RS) is another nature-inspired modeling framework that is studied in this thesis. Reaction systems’ rationale is based upon two main regulation mechanisms, facilitation and inhibition, which control the interactions between biochemical reactions. Reaction systems is a complementary modeling framework to traditional quantitative frameworks, focusing on explicit cause-effect relationships between reactions. The explicit formulation of facilitation and inhibition mechanisms behind reactions, as well as the focus on interactions between reactions (rather than dynamics of concentrations) makes their applicability potentially wide and useful beyond biological case studies. In this thesis, we construct a reaction system model corresponding to the heat shock response mechanism based on a novel concept of dominance graph that captures the competition on resources in the ODE model. We also introduce for RS various concepts inspired by biology, e.g., mass conservation, steady state, periodicity, etc., to do model checking of the reaction systems based models. We prove that the complexity of the decision problems related to these properties varies from P to NP- and coNP-complete to PSPACE-complete. We further focus on the mass conservation relation in an RS and introduce the conservation dependency graph to capture the relation between the species and also propose an algorithm to list the conserved sets of a given reaction system.

Option pricing in market models driven by telegraph processes with jumps

Esta tesis está dividida en dos partes: en la primera parte se presentan y estudian los procesos telegráficos, los procesos de Poisson con compensador telegráfico y los procesos telegráficos con saltos. El estudio presentado en esta primera parte incluye el cálculo de las distribuciones de cada proceso, las medias y varianzas, así como las funciones generadoras de momentos entre otras propiedades. Utilizando estas propiedades en la segunda parte se estudian los modelos de valoración de opciones basados en procesos telegráficos con saltos. En esta parte se da una descripción de cómo calcular las medidas neutrales al riesgo, se encuentra la condición de no arbitraje en este tipo de modelos y por último se calcula el precio de las opciones Europeas de compra y venta.

Evaluation of data for atmospheric models: master equation/RRKM calculations on the combination reaction, BrO+NO2 -> BrONO2, a conundrum

Experimental data for the title reaction were modeled using master equation (ME)/RRKM methods based on the Multiwell suite of programs. The starting point for the exercise was the empirical fitting provided by the NASA (Sander, S. P.; Finlayson-Pitts, B. J.; Friedl, R. R.; Golden, D. M.; Huie, R. E.; Kolb, C. E.; Kurylo, M. J.; Molina, M. J.; Moortgat, G. K.; Orkin, V. L.; Ravishankara, A. R. Chemical Kinetics and Photochemical Data for Use in Atmospheric Studies, Evaluation Number 15; Jet Propulsion Laboratory: Pasadena, California, 2006)(1) and IUPAC (Atkinson, R.; Baulch, D. L.; Cox, R. A.: R. F. Hampson, J.; Kerr, J. A.; Rossi, M. J.; Troe, J. J. Phys. Chem. Ref. Data. 2000, 29, 167) 2 data evaluation panels, which represents the data in the experimental pressure ranges rather well. Despite the availability of quite reliable parameters for these calculations (molecular vibrational frequencies (Parthiban, S.; Lee, T. J. J. Chem. Phys. 2000, 113, 145)3 and a. value (Orlando, J. J.; Tyndall, G. S. J. Phys. Chem. 1996, 100,. 19398)4 of the bond dissociation energy, D-298(BrO-NO2) = 118 kJ mol(-1), corresponding to Delta H-0(circle) = 114.3 kJ mol(-1) at 0 K) and the use of RRKM/ME methods, fitting calculations to the reported data or the empirical equations was anything but straightforward. Using these molecular parameters resulted in a discrepancy between the calculations and the database of rate constants of a factor of ca. 4 at, or close to, the low-pressure limit. Agreement between calculation and experiment could be achieved in two ways, either by increasing Delta H-0(circle) to an unrealistically high value (149.3 kJ mol(-1)) or by increasing , the average energy transferred in a downward collision, to an unusually large value (> 5000 cm(-1)). The discrepancy could also be reduced by making all overall rotations fully active. The system was relatively insensitive to changing the moments of inertia in the transition state to increase the centrifugal effect. The possibility of involvement of BrOONO was tested and cannot account for the difficulties of fitting the data.

Lean construction: Arenas of enactment, models of diffusion and the meaning of 'leanness'

The existing literature on lean construction is overwhelmingly prescriptive with little recognition of the social and politicised nature of the diffusion process. The prevailing production-engineering perspective too often assumes that organizations are unitary entities where all parties strive for the common goal of 'improved performance'. An alternative perspective is developed that considers the diffusion of lean construction across contested pluralistic arenas. Different actors mobilize different storylines to suit their own localized political agendas. Multiple storylines of lean construction continuously compete for attention with other management fashions. The conceptualization and enactment of lean construction therefore differs across contexts, often taking on different manifestations from those envisaged. However, such localized enactments of lean construction are patterned and conditioned by pre-existing social and economic structures over which individual managers have limited influence. Taking a broader view, 'leanness' can be conceptualized in terms of a quest for structural flexibility involving restructuring, downsizing and outsourcing. From this perspective, the UK construction industry can be seen to have embarked upon leaner ways of working in the mid-1970s, long before the terminology of lean thinking came into vogue. Semi-structured interviews with construction sector policy-makers provide empirical support for the view that lean construction is a multifaceted concept that defies universal definition.

Kinetic multi-layer model of aerosol surface and bulk chemistry (KM-SUB): the influence of interfacial transport and bulk diffusion on the oxidation of oleic acid by ozone

We present a novel kinetic multi-layer model that explicitly resolves mass transport and chemical reaction at the surface and in the bulk of aerosol particles (KM-SUB). The model is based on the PRA framework of gas-particle interactions (Poschl-Rudich-Ammann, 2007), and it includes reversible adsorption, surface reactions and surface-bulk exchange as well as bulk diffusion and reaction. Unlike earlier models, KM-SUB does not require simplifying assumptions about steady-state conditions and radial mixing. The temporal evolution and concentration profiles of volatile and non-volatile species at the gas-particle interface and in the particle bulk can be modeled along with surface concentrations and gas uptake coefficients. In this study we explore and exemplify the effects of bulk diffusion on the rate of reactive gas uptake for a simple reference system, the ozonolysis of oleic acid particles, in comparison to experimental data and earlier model studies. We demonstrate how KM-SUB can be used to interpret and analyze experimental data from laboratory studies, and how the results can be extrapolated to atmospheric conditions. In particular, we show how interfacial and bulk transport, i.e., surface accommodation, bulk accommodation and bulk diffusion, influence the kinetics of the chemical reaction. Sensitivity studies suggest that in fine air particulate matter oleic acid and compounds with similar reactivity against ozone (carbon-carbon double bonds) can reach chemical lifetimes of many hours only if they are embedded in a (semi-)solid matrix with very low diffusion coefficients (< 10(-10) cm(2) s(-1)). Depending on the complexity of the investigated system, unlimited numbers of volatile and non-volatile species and chemical reactions can be flexibly added and treated with KM-SUB. We propose and intend to pursue the application of KM-SUB as a basis for the development of a detailed master mechanism of aerosol chemistry as well as for the derivation of simplified but realistic parameterizations for large-scale atmospheric and climate models.

Kinetic multi-layer model of aerosol surface and bulk chemistry (KM-SUB): the influence of interfacial transport and bulk diffusion on the oxidation of oleic acid by ozone

We present a novel kinetic multi-layer model that explicitly resolves mass transport and chemical reaction at the surface and in the bulk of aerosol particles (KM-SUB). The model is based on the PRA framework of gas–particle interactions (P¨oschl et al., 5 2007), and it includes reversible adsorption, surface reactions and surface-bulk exchange as well as bulk diffusion and reaction. Unlike earlier models, KM-SUB does not require simplifying assumptions about steady-state conditions and radial mixing. The temporal evolution and concentration profiles of volatile and non-volatile species at the gas-particle interface and in the particle bulk can be modeled along with surface 10 concentrations and gas uptake coefficients. In this study we explore and exemplify the effects of bulk diffusion on the rate of reactive gas uptake for a simple reference system, the ozonolysis of oleic acid particles, in comparison to experimental data and earlier model studies. We demonstrate how KM-SUB can be used to interpret and analyze experimental data from laboratory stud15 ies, and how the results can be extrapolated to atmospheric conditions. In particular, we show how interfacial transport and bulk transport, i.e., surface accommodation, bulk accommodation and bulk diffusion, influence the kinetics of the chemical reaction. Sensitivity studies suggest that in fine air particulate matter oleic acid and compounds with similar reactivity against ozone (C=C double bonds) can reach chemical lifetimes of 20 multiple hours only if they are embedded in a (semi-)solid matrix with very low diffusion coefficients (10−10 cm2 s−1). Depending on the complexity of the investigated system, unlimited numbers of volatile and non-volatile species and chemical reactions can be flexibly added and treated with KM-SUB. We propose and intend to pursue the application of KM-SUB 25 as a basis for the development of a detailed master mechanism of aerosol chemistry as well as for the derivation of simplified but realistic parameterizations for large-scale atmospheric and climate models.

Influence of mass diffusion in sea ice dynamical models

The mixing of floes of different thickness caused by repeated deformation of the ice cover is modeled as diffusion, and the mass balance equation for sea ice accounting for mass diffusion is developed. The effect of deformational diffusion on the ice thickness balance is shown to reach 1% of the divergence effect, which describes ridging and lead formation. This means that with the same accuracy the mass balance equation can be written in terms of mean velocity rather than mean mass-weighted velocity, which one should correctly use for a multicomponent fluid such as sea ice with components identified by floe thickness. Mixing (diffusion) of sea ice also occurs because of turbulent variations in wind and ocean drags that are unresolved in models. Estimates of the importance of turbulent mass diffusion on the dynamic redistribution of ice thickness are determined using empirical data for the turbulent diffusivity. For long-time-scale prediction (≫5 days), where unresolved atmospheric motion may have a length scale on the order of the Arctic basin and the time scale is larger than the synoptic time scale of atmospheric events, turbulent mass diffusion can exceed 10% of the divergence effect. However, for short-time-scale prediction, for example, 5 days, the unresolved scales are on the order of 100 km, and turbulent diffusion is about 0.1% of the divergence effect. Because inertial effects are small in the dynamics of the sea ice pack, diffusive momentum transfer can be disregarded.

THE ROLE OF DIFFUSIVITY QUENCHING IN FLUX-TRANSPORT DYNAMO MODELS

In the nonlinear phase of a dynamo process, the back-reaction of the magnetic field upon the turbulent motion results in a decrease of the turbulence level and therefore in a suppression of both the magnetic field amplification (the alpha-quenching effect) and the turbulent magnetic diffusivity (the eta-quenching effect). While the former has been widely explored, the effects of eta-quenching in the magnetic field evolution have rarely been considered. In this work, we investigate the role of the suppression of diffusivity in a flux-transport solar dynamo model that also includes a nonlinear alpha-quenching term. Our results indicate that, although for alpha-quenching the dependence of the magnetic field amplification with the quenching factor is nearly linear, the magnetic field response to eta-quenching is nonlinear and spatially nonuniform. We have found that the magnetic field can be locally amplified in this case, forming long-lived structures whose maximum amplitude can be up to similar to 2.5 times larger at the tachocline and up to similar to 2 times larger at the center of the convection zone than in models without quenching. However, this amplification leads to unobservable effects and to a worse distribution of the magnetic field in the butterfly diagram. Since the dynamo cycle period increases when the efficiency of the quenching increases, we have also explored whether the eta-quenching can cause a diffusion-dominated model to drift into an advection-dominated regime. We have found that models undergoing a large suppression in eta produce a strong segregation of magnetic fields that may lead to unsteady dynamo-oscillations. On the other hand, an initially diffusion-dominated model undergoing a small suppression in eta remains in the diffusion-dominated regime.

Coordinate and time-dependent diffusion dynamics in protein folding

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Mathematical models of generalized diffusion

We discuss in this paper equations describing processes involving non-linear and higher-order diffusion. We focus on a particular case (u(t) = 2 lambda (2)(uu(x))(x) + lambda (2)u(xxxx)), which is put into analogy with the KdV equation. A balance of nonlinearity and higher-order diffusion enables the existence of self-similar solutions, describing diffusive shocks. These shocks are continuous solutions with a discontinuous higher-order derivative at the shock front. We argue that they play a role analogous to the soliton solutions in the dispersive case. We also discuss several physical instances where such equations are relevant.

Genotype x environment interaction for age at first calving, scrotal circumference, and yearling weight in Nellore cattle using reaction norms in multitrait random regression models

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Reaction Control in Quiescent Systems of Free-Radical Retrograde-Precipitation Polymerization

Free-radical retrograde-precipitation polymerization, FRRPP in short, is a novel polymerization process discovered by Dr. Gerard Caneba in the late 1980s. The current study is aimed at gaining a better understanding of the reaction mechanism of the FRRPP and its thermodynamically-driven features that are predominant in controlling the chain reaction. A previously developed mathematical model to represent free radical polymerization kinetics was used to simulate a classic bulk polymerization system from the literature. Unlike other existing models, such a sparse-matrix-based representation allows one to explicitly accommodate the chain length dependent kinetic parameters. Extrapolating from the past results, mixing was experimentally shown to be exerting a significant influence on reaction control in FRRPP systems. Mixing alone drives the otherwise severely diffusion-controlled reaction propagation in phase-separated polymer domains. Therefore, in a quiescent system, in the absence of mixing, it is possible to retard the growth of phase-separated domains, thus producing isolated polymer nanoparticles (globules). Such a diffusion-controlled, self-limiting phenomenon of chain growth was also observed using time-resolved small angle x-ray scattering studies of reaction kinetics in quiescent systems of FRRPP. Combining the concept of self-limiting chain growth in quiescent FRRPP systems with spatioselective reaction initiation of lithography, microgel structures were synthesized in a single step, without the use of molds or additives. Hard x-rays from the bending magnet radiation of a synchrotron were used as an initiation source, instead of the more statistally-oriented chemical initiators. Such a spatially-defined reaction was shown to be self-limiting to the irradiated regions following a polymerization-induced self-assembly phenomenon. The pattern transfer aspects of this technique were, therefore, studied in the FRRP polymerization of N-isopropylacrylamide (NIPAm) and methacrylic acid (MAA), a thermoreversible and ionic hydrogel, respectively. Reaction temperature increases the contrast between the exposed and unexposed zones of the formed microgels, while the irradiation dose is directly proportional to the extent of phase separation. The response of Poly (NIPAm) microgels prepared from the technique described in this study was also characterized by small angle neutron scattering.