Spurious transients of projection methods in microflow simulations

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

A direct D-bar reconstruction algorithm for recovering a complex conductivity in 2D

A direct reconstruction algorithm for complex conductivities in W-2,W-infinity(Omega), where Omega is a bounded, simply connected Lipschitz domain in R-2, is presented. The framework is based on the uniqueness proof by Francini (2000 Inverse Problems 6 107-19), but equations relating the Dirichlet-to-Neumann to the scattering transform and the exponentially growing solutions are not present in that work, and are derived here. The algorithm constitutes the first D-bar method for the reconstruction of conductivities and permittivities in two dimensions. Reconstructions of numerically simulated chest phantoms with discontinuities at the organ boundaries are included.

Hirota method for oblique solitons in two-dimensional supersonic nonlinear Schrodinger flow

In a previous work El et al. (2006) [1] exact stable oblique soliton solutions were revealed in two-dimensional nonlinear Schrodinger flow. In this work we show that single soliton solution can be expressed within the Hirota bilinear formalism. An attempt to build two-soliton solutions shows that the system is "close" to integrability provided that the angle between the solitons is small and/or we are in the hypersonic limit. (C) 2012 Elsevier B.V. All rights reserved.

Decomposition and reformulation of integer linear programming problems

This thesis deals with an investigation of Decomposition and Reformulation to solve Integer Linear Programming Problems. This method is often a very successful approach computationally, producing high-quality solutions for well-structured combinatorial optimization problems like vehicle routing, cutting stock, p-median and generalized assignment . However, until now the method has always been tailored to the specific problem under investigation. The principal innovation of this thesis is to develop a new framework able to apply this concept to a generic MIP problem. The new approach is thus capable of auto-decomposition and autoreformulation of the input problem applicable as a resolving black box algorithm and works as a complement and alternative to the normal resolving techniques. The idea of Decomposing and Reformulating (usually called in literature Dantzig and Wolfe Decomposition DWD) is, given a MIP, to convexify one (or more) subset(s) of constraints (slaves) and working on the partially convexified polyhedron(s) obtained. For a given MIP several decompositions can be defined depending from what sets of constraints we want to convexify. In this thesis we mainly reformulate MIPs using two sets of variables: the original variables and the extended variables (representing the exponential extreme points). The master constraints consist of the original constraints not included in any slaves plus the convexity constraint(s) and the linking constraints(ensuring that each original variable can be viewed as linear combination of extreme points of the slaves). The solution procedure consists of iteratively solving the reformulated MIP (master) and checking (pricing) if a variable of reduced costs exists, and in which case adding it to the master and solving it again (columns generation), or otherwise stopping the procedure. The advantage of using DWD is that the reformulated relaxation gives bounds stronger than the original LP relaxation, in addition it can be incorporated in a Branch and bound scheme (Branch and Price) in order to solve the problem to optimality. If the computational time for the pricing problem is reasonable this leads in practice to a stronger speed up in the solution time, specially when the convex hull of the slaves is easy to compute, usually because of its special structure.

Visualisierung vergrabener Objekte: Ein Sampling-Verfahren für die Maxwell-Gleichungen

Wir untersuchen die numerische Lösung des inversen Streuproblems der Rekonstruktion der Form, Position und Anzahl endlich vieler perfekt leitender Objekte durch Nahfeldmessungen zeitharmonischer elektromagnetischer Wellen mit Hilfe von Metalldetektoren. Wir nehmen an, dass sich die Objekte gänzlich im unteren Halbraum eines unbeschränkten zweischichtigen Hintergrundmediums befinden. Wir nehmen weiter an, dass der obere Halbraum mit Luft und der untere Halbraum mit Erde gefüllt ist. Wir betrachten zuerst die physikalischen Grundlagen elektromagnetischer Wellen, aus denen wir zunächst ein vereinfachtes mathematisches Modell ableiten, in welchem wir direkt das elektromagnetische Feld messen. Dieses Modell erweitern wir dann um die Messung des elektromagnetischen Feldes von Sendespulen mit Hilfe von Empfangsspulen. Für das vereinfachte Modell entwickeln wir, unter Verwendung der Theorie des zugehörigen direkten Streuproblems, ein nichtiteratives Verfahren, das auf der Idee der sogenannten Faktorisierungsmethode beruht. Dieses Verfahren übertragen wir dann auf das erweiterte Modell. Wir geben einen Implementierungsvorschlag der Rekonstruktionsmethode und demonstrieren an einer Reihe numerischer Experimente die Anwendbarkeit des Verfahrens. Weiterhin untersuchen wir mehrere Abwandlungen der Methode zur Verbesserung der Rekonstruktionen und zur Verringerung der Rechenzeit.

Numerical analysis of the relation between interactions and structure in a molecular fluid

Coarse graining is a popular technique used in physics to speed up the computer simulation of molecular fluids. An essential part of this technique is a method that solves the inverse problem of determining the interaction potential or its parameters from the given structural data. Due to discrepancies between model and reality, the potential is not unique, such that stability of such method and its convergence to a meaningful solution are issues.rnrnIn this work, we investigate empirically whether coarse graining can be improved by applying the theory of inverse problems from applied mathematics. In particular, we use the singular value analysis to reveal the weak interaction parameters, that have a negligible influence on the structure of the fluid and which cause non-uniqueness of the solution. Further, we apply a regularizing Levenberg-Marquardt method, which is stable against the mentioned discrepancies. Then, we compare it to the existing physical methods - the Iterative Boltzmann Inversion and the Inverse Monte Carlo method, which are fast and well adapted to the problem, but sometimes have convergence problems.rnrnFrom analysis of the Iterative Boltzmann Inversion, we elaborate a meaningful approximation of the structure and use it to derive a modification of the Levenberg-Marquardt method. We engage the latter for reconstruction of the interaction parameters from experimental data for liquid argon and nitrogen. We show that the modified method is stable, convergent and fast. Further, the singular value analysis of the structure and its approximation allows to determine the crucial interaction parameters, that is, to simplify the modeling of interactions. Therefore, our results build a rigorous bridge between the inverse problem from physics and the powerful solution tools from mathematics. rn

Dirichlet-Neumann inverse spectral problem for a star graph of Stieltjes strings

We solve two inverse spectral problems for star graphs of Stieltjes strings with Dirichlet and Neumann boundary conditions, respectively, at a selected vertex called root. The root is either the central vertex or, in the more challenging problem, a pendant vertex of the star graph. At all other pendant vertices Dirichlet conditions are imposed; at the central vertex, at which a mass may be placed, continuity and Kirchhoff conditions are assumed. We derive conditions on two sets of real numbers to be the spectra of the above Dirichlet and Neumann problems. Our solution for the inverse problems is constructive: we establish algorithms to recover the mass distribution on the star graph (i.e. the point masses and lengths of subintervals between them) from these two spectra and from the lengths of the separate strings. If the root is a pendant vertex, the two spectra uniquely determine the parameters on the main string (i.e. the string incident to the root) if the length of the main string is known. The mass distribution on the other edges need not be unique; the reason for this is the non-uniqueness caused by the non-strict interlacing of the given data in the case when the root is the central vertex. Finally, we relate of our results to tree-patterned matrix inverse problems.

A hybrid method in combining treatment effects from matched and unmatched studies

In the biomedical studies, the general data structures have been the matched (paired) and unmatched designs. Recently, many researchers are interested in Meta-Analysis to obtain a better understanding from several clinical data of a medical treatment. The hybrid design, which is combined two data structures, may create the fundamental question for statistical methods and the challenges for statistical inferences. The applied methods are depending on the underlying distribution. If the outcomes are normally distributed, we would use the classic paired and two independent sample T-tests on the matched and unmatched cases. If not, we can apply Wilcoxon signed rank and rank sum test on each case. ^ To assess an overall treatment effect on a hybrid design, we can apply the inverse variance weight method used in Meta-Analysis. On the nonparametric case, we can use a test statistic which is combined on two Wilcoxon test statistics. However, these two test statistics are not in same scale. We propose the Hybrid Test Statistic based on the Hodges-Lehmann estimates of the treatment effects, which are medians in the same scale.^ To compare the proposed method, we use the classic meta-analysis T-test statistic on the combined the estimates of the treatment effects from two T-test statistics. Theoretically, the efficiency of two unbiased estimators of a parameter is the ratio of their variances. With the concept of Asymptotic Relative Efficiency (ARE) developed by Pitman, we show ARE of the hybrid test statistic relative to classic meta-analysis T-test statistic using the Hodges-Lemann estimators associated with two test statistics.^ From several simulation studies, we calculate the empirical type I error rate and power of the test statistics. The proposed statistic would provide effective tool to evaluate and understand the treatment effect in various public health studies as well as clinical trials.^

Hybrid topological derivative and gradient-based methods for electrical impedance tomography

We present a technique to reconstruct the electromagnetic properties of a medium or a set of objects buried inside it from boundary measurements when applying electric currents through a set of electrodes. The electromagnetic parameters may be recovered by means of a gradient method without a priori information on the background. The shape, location and size of objects, when present, are determined by a topological derivative-based iterative procedure. The combination of both strategies allows improved reconstructions of the objects and their properties, assuming a known background.

Don't blame the economists. It is an inverse problem!

The seriousness of the current crisis urgently demands new economic thinking that breaks the austerity vs. deficit spending circle in economic policy. The core tenet of the paper is that the most important problems that natural and social science are facing today are inverse problems, and that a new approach that goes beyond optimization is necessary. The approach presented here is radical in the sense that it identifies the roots in key assumptions in economic theory such as optimal behavior and stability to provide an inverse thinking perspective to economic modeling, of use in economic and financial stability policy. The inverse problem provides a truly multidisciplinary platform where related problems from different disciplines can be studied under a common approach with comparable results.

Simulación numérica de un problema de contaminación atmosférica

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

Explicit expressions for solar panel equivalent circuit parameters based on analytical formulation and the Lambert W - Function

Due to the high dependence of photovoltaic energy efficiency on environmental conditions (temperature, irradiation...), it is quite important to perform some analysis focusing on the characteristics of photovoltaic devices in order to optimize energy production, even for small-scale users. The use of equivalent circuits is the preferred option to analyze solar cells/panels performance. However, the aforementioned small-scale users rarely have the equipment or expertise to perform large testing/calculation campaigns, the only information available for them being the manufacturer datasheet. The solution to this problem is the development of new and simple methods to define equivalent circuits able to reproduce the behavior of the panel for any working condition, from a very small amount of information. In the present work a direct and completely explicit method to extract solar cell parameters from the manufacturer datasheet is presented and tested. This method is based on analytical formulation which includes the use of the Lambert W-function to turn the series resistor equation explicit. The presented method is used to analyze the performance (i.e., the I - V curve) of a commercial solar panel at different levels of irradiation and temperature. The analysis performed is based only on the information included in the manufacturer's datasheet.

Competitive exclusion in a two-especies chemotasis model

We consider a mathematical model for the spatio-temporal evolution of two biological species in a competitive situation. Besides diffusing, both species move toward higher concentrations of a chemical substance which is produced by themselves. The resulting system consists of two parabolic equations with Lotka–Volterra-type kinetic terms and chemotactic cross-diffusion, along with an elliptic equation describing the behavior of the chemical. We study the question in how far the phenomenon of competitive exclusion occurs in such a context. We identify parameter regimes for which indeed one of the species dies out asymptotically, whereas the other reaches its carrying capacity in the large time limit.

Numerical resolution of Emden's equation using Adomian polynomials

Purpose: In this paper the authors aim to show the advantages of using the decomposition method introduced by Adomian to solve Emden's equation, a classical non‐linear equation that appears in the study of the thermal behaviour of a spherical cloud and of the gravitational potential of a polytropic fluid at hydrostatic equilibrium. Design/methodology/approach: In their work, the authors first review Emden's equation and its possible solutions using the Frobenius and power series methods; then, Adomian polynomials are introduced. Afterwards, Emden's equation is solved using Adomian's decomposition method and, finally, they conclude with a comparison of the solution given by Adomian's method with the solution obtained by the other methods, for certain cases where the exact solution is known. Findings: Solving Emden's equation for n in the interval [0, 5] is very interesting for several scientific applications, such as astronomy. However, the exact solution is known only for n=0, n=1 and n=5. The experiments show that Adomian's method achieves an approximate solution which overlaps with the exact solution when n=0, and that coincides with the Taylor expansion of the exact solutions for n=1 and n=5. As a result, the authors obtained quite satisfactory results from their proposal. Originality/value: The main classical methods for obtaining approximate solutions of Emden's equation have serious computational drawbacks. The authors make a new, efficient numerical implementation for solving this equation, constructing iteratively the Adomian polynomials, which leads to a solution of Emden's equation that extends the range of variation of parameter n compared to the solutions given by both the Frobenius and the power series methods.