Necessary conditions for optimal impulsive control problems

A Maximum Principle is derived for a class of optimal control problems arising in midcourse guidance, in which certain controls are represented by measures and, the state trajectories are functions of bounded variation. The optimality conditions improves on previous optimality conditions by allowing nonsmooth data, measurable time dependence, and a possibly time varying constraint set for the conventional controls.

Energy and the AdS/CFT correspondence

We consider a scalar field theory on AdS in both minimally and non-minimally coupled cases. We show that there exist constraints which arise in the quantization of the scalar field theory on AdS which cannot be reproduced through the usual AdS/CFT prescription. We argue that the usual energy, defined through the stress-energy tensor, is not the natural one to be considered in the context of the AdS/CFT correspondence. We analyze a new definition of the energy which makes use of the Noether current corresponding to time displacements in global coordinates. We compute the new energy for Dirichlet, Neumann and mixed boundary conditions on the scalar field and for both the minimally and non-minimally coupled cases. Then, we perform the quantization of the scalar field theory on AdS showing that, for 'regular' and 'irregular' modes, the new energy is conserved, positive and finite. We show that the quantization gives rise, in a natural way, to a generalized AdS/CFT prescription which maps to the boundary all the information contained in the bulk. In particular, we show that the divergent local terms of the on-shell action contain information about the Legendre transformed generating functional, and that the new constraints for which the irregular modes propagate in the bulk are the same constraints for which such divergent local terms cancel out. In this situation, the addition of counterterms is not required. We also show that there exist particular cases for which the unitarity bound is reached, and the conformai dimension becomes independent of the effective mass. This phenomenon has no bulk counterpart.

Análise de métodos numéricos de diferenças finitas para solução da equação de Poisson em domínios irregulares

Pós-graduação em Matematica Aplicada e Computacional - FCT

Representation theorems for indefinite quadratic forms and applications

Diese Arbeit widmet sich den Darstellungssätzen für symmetrische indefinite (das heißt nicht-halbbeschränkte) Sesquilinearformen und deren Anwendungen. Insbesondere betrachten wir den Fall, dass der zur Form assoziierte Operator keine Spektrallücke um Null besitzt. Desweiteren untersuchen wir die Beziehung zwischen reduzierenden Graphräumen, Lösungen von Operator-Riccati-Gleichungen und der Block-Diagonalisierung für diagonaldominante Block-Operator-Matrizen. Mit Hilfe der Darstellungssätze wird eine entsprechende Beziehung zwischen Operatoren, die zu indefiniten Formen assoziiert sind, und Form-Riccati-Gleichungen erreicht. In diesem Rahmen wird eine explizite Block-Diagonalisierung und eine Spektralzerlegung für den Stokes Operator sowie eine Darstellung für dessen Kern erreicht. Wir wenden die Darstellungssätze auf durch (grad u, h() grad v) gegebene Formen an, wobei Vorzeichen-indefinite Koeffzienten-Matrizen h() zugelassen sind. Als ein Resultat werden selbstadjungierte indefinite Differentialoperatoren div h() grad mit homogenen Dirichlet oder Neumann Randbedingungen konstruiert. Beispiele solcher Art sind Operatoren die in der Modellierung von optischen Metamaterialien auftauchen und links-indefinite Sturm-Liouville Operatoren.

Edge states and zero modes in quadratic fermionic models on a 1-D lattice

In una formulazione rigorosa della teoria quantistica, la definizione della varietà Riemanniana spaziale su cui il sistema è vincolato gioca un ruolo fondamentale. La presenza di un bordo sottolinea l'aspetto quantistico del sistema: l'imposizione di condizioni al contorno determina la discretizzazione degli autovalori del Laplaciano, come accade con condizioni note quali quelle periodiche, di Neumann o di Dirichlet. Tuttavia, non sono le uniche possibili. Qualsiasi condizione al bordo che garantisca l'autoaggiunzione dell' operatore Hamiltoniano è ammissibile. Tutte le possibili boundary conditions possono essere catalogate a partire dalla richiesta di conservazione del flusso al bordo della varietà. Alcune possibili condizioni al contorno, permettono l'esistenza di stati legati al bordo, cioè autostati dell' Hamiltoniana con autovalori negativi, detti edge states. Lo scopo di questa tesi è quello di investigare gli effetti di bordo in sistemi unidimensionali implementati su un reticolo discreto, nella prospettiva di capire come simulare proprietà di edge in un reticolo ottico. Il primo caso considerato è un sistema di elettroni liberi. La presenza di edge states è completamente determinata dai parametri di bordo del Laplaciano discreto. Al massimo due edge states emergono, e possono essere legati all' estremità destra o sinistra della catena a seconda delle condizioni al contorno. Anche il modo in cui decadono dal bordo al bulk e completamente determinato dalla scelta delle condizioni. Ammettendo un' interazione quadratica tra siti primi vicini, un secondo tipo di stati emerge in relazione sia alle condizioni al contorno che ai parametri del bulk. Questi stati sono chiamati zero modes, in quanto esiste la possibilità che siano degeneri con lo stato fondamentale. Per implementare le più generali condizioni al contorno, specialmente nel caso interagente, è necessario utilizzare un metodo generale per la diagonalizzazione, che estende la tecnica di Lieb-Shultz-Mattis per Hamiltoniane quadratiche a matrici complesse.

Boundary condition identification of a bridge pier using experimental data and FEM modal updating

Over the past twenty years, new technologies have required an increasing use of mathematical models in order to understand better the structural behavior: finite element method is the one mostly used. However, the reliability of this method applied to different situations has to be tried each time. Since it is not possible to completely model the reality, different hypothesis must be done: these are the main problems of FE modeling. The following work deals with this problem and tries to figure out a way to identify some of the unknown main parameters of a structure. This main research focuses on a particular path of study and development, but the same concepts can be applied to other objects of research. The main purpose of this work is the identification of unknown boundary conditions of a bridge pier using the data acquired experimentally with field tests and a FEM modal updating process. This work doesn’t want to be new, neither innovative. A lot of work has been done during the past years on this main problem and many solutions have been shown and published. This thesis just want to rework some of the main aspects of the structural optimization process, using a real structure as fitting model.

hp-DGFEM for second-order mixed elliptic problems polyhedra

We prove exponential rates of convergence of hp-version discontinuous Galerkin (dG) interior penalty finite element methods for second-order elliptic problems with mixed Dirichlet-Neumann boundary conditions in axiparallel polyhedra. The dG discretizations are based on axiparallel, σ-geometric anisotropic meshes of mapped hexahedra and anisotropic polynomial degree distributions of μ-bounded variation. We consider piecewise analytic solutions which belong to a larger analytic class than those for the pure Dirichlet problem considered in [11, 12]. For such solutions, we establish the exponential convergence of a nonconforming dG interpolant given by local L 2 -projections on elements away from corners and edges, and by suitable local low-order quasi-interpolants on elements at corners and edges. Due to the appearance of non-homogeneous, weighted norms in the analytic regularity class, new arguments are introduced to bound the dG consistency errors in elements abutting on Neumann edges. The non-homogeneous norms also entail some crucial modifications of the stability and quasi-optimality proofs, as well as of the analysis for the anisotropic interpolation operators. The exponential convergence bounds for the dG interpolant constructed in this paper generalize the results of [11, 12] for the pure Dirichlet case.

Theoretical Analysis of the No-Slip Boundary Condition Enforcement in SPH Methods

The aim of the present work is to provide an in-depth analysis of the most representative mirroring techniques used in SPH to enforce boundary conditions (BC) along solid profiles. We specifically refer to dummy particles, ghost particles, and Takeda et al. [Prog. Theor. Phys. 92 (1994), 939] boundary integrals. The analysis has been carried out by studying the convergence of the first- and second-order differential operators as the smoothing length (that is, the characteristic length on which relies the SPH interpolation) decreases. These differential operators are of fundamental importance for the computation of the viscous drag and the viscous/diffusive terms in the momentum and energy equations. It has been proved that close to the boundaries some of the mirroring techniques leads to intrinsic inaccuracies in the convergence of the differential operators. A consistent formulation has been derived starting from Takeda et al. boundary integrals (see the above reference). This original formulation allows implementing no-slip boundary conditions consistently in many practical applications as viscous flows and diffusion problems.

On the non-slip boundary condition enforcement in SPH methods.

The implementation of boundary conditions is one of the points where the SPH methodology still has some work to do. The aim of the present work is to provide an in-depth analysis of the most representative mirroring techniques used in SPH to enforce boundary conditions (BC) along solid profiles. We specifically refer to dummy particles, ghost particles, and Takeda et al. [1] boundary integrals. A Pouseuille flow has been used as a example to gradually evaluate the accuracy of the different implementations. Our goal is to test the behavior of the second-order differential operator with the proposed boundary extensions when the smoothing length h and other dicretization parameters as dx/h tend simultaneously to zero. First, using a smoothed continuous approximation of the unidirectional Pouseuille problem, the evolution of the velocity profile has been studied focusing on the values of the velocity and the viscous shear at the boundaries, where the exact solution should be approximated as h decreases. Second, to evaluate the impact of the discretization of the problem, an Eulerian SPH discrete version of the former problem has been implemented and similar results have been monitored. Finally, for the sake of completeness, a 2D Lagrangian SPH implementation of the problem has been also studied to compare the consequences of the particle movement

Combining a Similar Coefficient Identification Algorithm with the Boundary Element Method

The boundary element method (BEM) has been applied successfully to many engineering problems during the last decades. Compared with domain type methods like the finite element method (FEM) or the finite difference method (FDM) the BEM can handle problems where the medium extends to infinity much easier than domain type methods as there is no need to develop special boundary conditions (quiet or absorbing boundaries) or infinite elements at the boundaries introduced to limit the domain studied. The determination of the dynamic stiffness of arbitrarily shaped footings is just one of these fields where the BEM has been the method of choice, especially in the 1980s. With the continuous development of computer technology and the available hardware equipment the size of the problems under study grew and, as the flop count for solving the resulting linear system of equations grows with the third power of the number of equations, there was a need for the development of iterative methods with better performance. In [1] the GMRES algorithm was presented which is now widely used for implementations of the collocation BEM. While the FEM results in sparsely populated coefficient matrices, the BEM leads, in general, to fully or densely populated ones, depending on the number of subregions, posing a serious memory problem even for todays computers. If the geometry of the problem permits the surface of the domain to be meshed with equally shaped elements a lot of the resulting coefficients will be calculated and stored repeatedly. The present paper shows how these unnecessary operations can be avoided reducing the calculation time as well as the storage requirement. To this end a similar coefficient identification algorithm (SCIA), has been developed and implemented in a program written in Fortran 90. The vertical dynamic stiffness of a single pile in layered soil has been chosen to test the performance of the implementation. The results obtained with the 3-d model may be compared with those obtained with an axisymmetric formulation which are considered to be the reference values as the mesh quality is much better. The entire 3D model comprises more than 35000 dofs being a soil region with 21168 dofs the biggest single region. Note that the memory necessary to store all coefficients of this single region is about 6.8 GB, an amount which is usually not available with personal computers. In the problem under study the interface zone between the two adjacent soil regions as well as the surface of the top layer may be meshed with equally sized elements. In this case the application of the SCIA leads to an important reduction in memory requirements. The maximum memory used during the calculation has been reduced to 1.2 GB. The application of the SCIA thus permits problems to be solved on personal computers which otherwise would require much more powerful hardware.

A code for direct numerical simulation of turbulent boundary layers at high Reynolds numbers in BG/P supercomputers

A new high-resolution code for the direct numerical simulation of a zero pressure gradient turbulent boundary layers over a flat plate has been developed. Its purpose is to simulate a wide range of Reynolds numbers from Reθ = 300 to 6800 while showing a linear weak scaling up to 32,768 cores in the BG/P architecture. Special attention has been paid to the generation of proper inflow boundary conditions. The results are in good agreement with existing numerical and experimental data sets.

Entrainment Effects in Turbulent Boundary Layers

Esta tesis estudia el comportamiento de la región exterior de una capa límite turbulenta sin gradientes de presiones. Se ponen a prueba dos teorías relativamente bien establecidas. La teoría de semejanza para la pared supone que en el caso de haber una pared rugosa, el fluido sólo percibe el cambio en la fricción superficial que causa, y otros efectos secundarios quedarán confinados a una zona pegada a la pared. El consenso actual es que dicha teoría es aproximadamente cierta. En el extremo exterior de la capa límite existe una región producida por la interacción entre las estructuras turbulentas y el flujo irrotacional de la corriente libre llamada interfaz turbulenta/no turbulenta. La mayoría de los resultados al respecto sugieren la presencia de fuerzas de cortadura ligeramente más intensa, lo que la hace distinta al resto del flujo turbulento. Las propiedades de esa región probablemente cambien si la velocidad de crecimiento de la capa límite aumenta, algo que puede conseguirse aumentando la fricción en la pared. La rugosidad y la ingestión de masa están entonces relacionadas, y el comportamiento local de la interfaz turbulenta/no turbulenta puede explicar el motivo por el que las capas límite sobre paredes rugosas no se comportan como en el caso de tener paredes lisas precisamente en la zona exterior. Para estudiar las capas límite a números de Reynolds lo suficientemente elevados, se ha desarrollado un nuevo código de alta resolución para la simulación numérica directa de capas límite turbulentas sin gradiente de presión. Dicho código es capaz de simular capas límite en un intervalo de números de Reynolds entre ReT = 100 — 2000 manteniendo una buena escalabilidad hasta los dos millones de hilos en superordenadores de tipo Blue Gene/Q. Se ha guardado especial atención a la generación de condiciones de contorno a la entrada correctas. Los resultados obtenidos están en concordancia con los resultados previos, tanto en el caso de simulaciones como de experimentos. La interfaz turbulenta/no turbulenta de una capa límite se ha analizado usando un valor umbral del módulo de la vorticidad. Dicho umbral se considera un parámetro para analizar cada superficie obtenida de un contorno del módulo de la vorticidad. Se han encontrado dos regímenes distintos en función del umbral escogido con propiedades opuestas, separados por una transición topológica gradual. Las características geométricas de la zona escalan con o99 cuando u^/isdgg es la unidad de vorticidad. Las propiedades del íluido relativas a la posición del contorno de vorticidad han sido analizados para una serie de umbrales utilizando el campo de distancias esféricas, que puede obtenerse con independencia de la complejidad de la superficie de referencia. Las propiedades del fluido a una distancia dada del inerfaz también dependen del umbral de vorticidad, pero tienen características parecidas con independencia del número de Reynolds. La interacción entre la turbulencia y el flujo no turbulento se restringe a una zona muy fina con un espesor del orden de la escala de Kolmogorov local. Hacia el interior del flujo turbulento las propiedades son indistinguibles del resto de la capa límite. Se ha simulado una capa límite sin gradiente de presiones con una fuerza volumétrica cerca de la pared. La el forzado ha sido diseñado para aumentar la fricción en la pared sin introducir ningún efecto geométrico obvio. La simulación consta de dos dominios, un primer dominio más pequeño y a baja resolución que se encarga de generar condiciones de contorno correctas, y un segundo dominio mayor y a alta resolución donde se aplica el forzado. El estudio de los perfiles y los coeficientes de autocorrelación sugieren que los dos casos, el liso y el forzado, no colapsan más allá de la capa logarítmica por la complejidad geométrica de la zona intermitente, y por el hecho que la distancia a la pared no es una longitud característica. Los efectos causados por la geometría de la zona intermitente pueden evitarse utilizando el interfaz como referencia, y la distancia esférica para el análisis de sus propiedades. Las propiedades condicionadas del flujo escalan con 5QQ y u/uT, las dos únicas escalas contenidas en el modelo de semejanza de pared de Townsend, consistente con estos resultados. ABSTRACT This thesis studies the characteristics of the outer region of zero-pressure-gradient turbulent boundary layers at moderate Reynolds numbers. Two relatively established theories are put to test. The wall similarity theory states that with the presence of roughness, turbulent motion is mostly affected by the additional drag caused by the roughness, and that other secondary effects are restricted to a region very close to the wall. The consensus is that this theory is valid, but only as a first approximation. At the edge of the boundary layer there is a thin layer caused by the interaction between the turbulent eddies and the irroational fluid of the free stream, called turbulent/non-turbulent interface. The bulk of results about this layer suggest the presence of some localized shear, with properties that make it distinguishable from the rest of the turbulent flow. The properties of the interface are likely to change if the rate of spread of the turbulent boundary layer is amplified, an effect that is usually achieved by increasing the drag. Roughness and entrainment are therefore linked, and the local features of the turbulent/non-turbulent interface may explain the reason why rough-wall boundary layers deviate from the wall similarity theory precisely far from the wall. To study boundary layers at a higher Reynolds number, a new high-resolution code for the direct numerical simulation of a zero pressure gradient turbulent boundary layers over a flat plate has been developed. This code is able to simulate a wide range of Reynolds numbers from ReT =100 to 2000 while showing a linear weak scaling up to around two million threads in the BG/Q architecture. Special attention has been paid to the generation of proper inflow boundary conditions. The results are in good agreement with existing numerical and experimental data sets. The turbulent/non-turbulent interface of a boundary layer is analyzed by thresholding the vorticity magnitude field. The value of the threshold is considered a parameter in the analysis of the surfaces obtained from isocontours of the vorticity magnitude. Two different regimes for the surface can be distinguished depending on the threshold, with a gradual topological transition across which its geometrical properties change significantly. The width of the transition scales well with oQg when u^/udgg is used as a unit of vorticity. The properties of the flow relative to the position of the vorticity magnitude isocontour are analyzed within the same range of thresholds, using the ball distance field, which can be obtained regardless of the size of the domain and complexity of the interface. The properties of the flow at a given distance to the interface also depend on the threshold, but they are similar regardless of the Reynolds number. The interaction between the turbulent and the non-turbulent flow occurs in a thin layer with a thickness that scales with the Kolmogorov length. Deeper into the turbulent side, the properties are undistinguishable from the rest of the turbulent flow. A zero-pressure-gradient turbulent boundary layer with a volumetric near-wall forcing has been simulated. The forcing has been designed to increase the wall friction without introducing any obvious geometrical effect. The actual simulation is split in two domains, a smaller one in charge of the generation of correct inflow boundary conditions, and a second and larger one where the forcing is applied. The study of the one-point and twopoint statistics suggest that the forced and the smooth cases do not collapse beyond the logarithmic layer may be caused by the geometrical complexity of the intermittent region, and by the fact that the scaling with the wall-normal coordinate is no longer present. The geometrical effects can be avoided using the turbulent/non-turbulent interface as a reference frame, and the minimum distance respect to it. The conditional analysis of the vorticity field with the alternative reference frame recovers the scaling with 5QQ and v¡uT already present in the logarithmic layer, the only two length-scales allowed if Townsend’s wall similarity hypothesis is valid.

Pulsatile blood flow interaction with arterial walls of aorta : autoregulation and impedance pressure boundary condition and its biomedical applications

Para las decisiones urgentes sobre intervenciones quirúrgicas en el sistema cardiovascular se necesitan simulaciones computacionales con resultados fiables y que consuman un tiempo de cálculo razonable. Durante años los investigadores han trabajado en diversos métodos numéricos de cálculo que resulten atractivos para los cirujanos. Estos métodos, precisos pero costosos desde el punto de vista del coste computacional, crean un desajuste entre la oferta de los ingenieros que realizan las simulaciones y los médicos que operan en el quirófano. Por otra parte, los métodos de cálculo más simplificados reducen el tiempo de cálculo pero pueden proporcionar resultados no realistas. El objetivo de esta tesis es combinar los conceptos de autorregulación e impedancia del sistema circulatorio, la interacción flujo sanguíneo-pared arterial y modelos geométricos idealizados tridimensionales de las arterias pero sin pérdida de realismo, con objeto de proponer una metodología de simulación que proporcione resultados correctos y completos, con tiempos de cálculo moderados. En las simulaciones numéricas, las condiciones de contorno basadas en historias de presión presentan inconvenientes por ser difícil conocerlas con detalle, y porque los resultados son muy sensibles ante pequeñas variaciones de dichas historias. La metodología propuesta se basa en los conceptos de autorregulación, para imponer la demanda de flujo aguas abajo del modelo en el ciclo cardiaco, y la impedancia, para representar el efecto que ejerce el flujo en el resto del sistema circulatorio sobre las arterias modeladas. De este modo las historias de presión en el contorno son resultados del cálculo, que se obtienen de manera iterativa. El método propuesto se aplica en una geometría idealizada del arco aórtico sin patologías y en otra geometría correspondiente a una disección Stanford de tipo A, considerando la interacción del flujo pulsátil con las paredes arteriales. El efecto de los tejidos circundantes también se incorpora en los modelos. También se hacen aplicaciones considerando la interacción en una geometría especifica de un paciente anciano que proviene de una tomografía computarizada. Finalmente se analiza una disección Stanford tipo B con tres modelos que incluyen la fenestración del saco. Clinicians demand fast and reliable numerical results of cardiovascular biomechanic simulations for their urgent pre-surgery decissions. Researchers during many years have work on different numerical methods in order to attract the clinicians' confidence to their colorful contours. Though precise but expensive and time-consuming methodologies create a gap between numerical biomechanics and hospital personnel. On the other hand, simulation simplifications with the aim of reduction in computational time may cause in production of unrealistic outcomes. The main objective of the current investigation is to combine ideas such as autoregulation, impedance, fluid-solid interaction and idealized geometries in order to propose a computationally cheap methodology without excessive or unrealistic simplifications. The pressure boundary conditions are critical and polemic in numerical simulations of cardiovascular system, in which a specific arterial site is of interest and the rest of the netwrok is neglected but represented by a boundary condition. The proposed methodology is a pressure boundary condition which takes advantage of numerical simplicity of application of an imposed pressure boundary condition on outlets, while it includes more sophisticated concepts such as autoregulation and impedance to gain more realistic results. Incorporation of autoregulation and impedance converts the pressure boundary conditions to an active and dynamic boundary conditions, receiving feedback from the results during the numerical calculations and comparing them with the physiological requirements. On the other hand, the impedance boundary condition defines the shapes of the pressure history curves applied at outlets. The applications of the proposed method are seen on idealized geometry of the healthy arotic arch as well as idealized Stanford type A dissection, considering the interaction of the arterial walls with the pulsatile blood flow. The effect of surrounding tissues is incorporated and studied in the models. The simulations continue with FSI analysis of a patient-specific CT scanned geometry of an old individual. Finally, inspiring of the statistic results of mortality rates in Stanford type B dissection, three models of fenestrated dissection sac is studied and discussed. Applying the developed boundary condition, an alternative hypothesis is proposed by the author with respect to the decrease in mortality rates in patients with fenestrations.

Sharp Sobolev inequality involving a critical nonlinearity on a boundary

We consider the solvability of the Neumann problem for the equation -Delta u + lambda u = 0, partial derivative u/partial derivative v = Q(x)vertical bar u vertical bar(q-2)u on partial derivative Omega, where Q is a positive and continuous coefficient on partial derivative Omega, lambda is a parameter and q = 2(N - 1)/(N - 2) is a critical Sobolev exponent for the trace embedding of H-1(Omega) into L-q(partial derivative Omega). We investigate the joint effect of the mean curvature of partial derivative Omega and the shape of the graph of Q on the existence of solutions. As a by product we establish a sharp Sobolev inequality for the trace embedding. In Section 6 we establish the existence of solutions when a parameter lambda interferes with the spectrum of -Delta with the Neumann boundary conditions. We apply a min-max principle based on the topological linking.

T-Q relation and exact solution for the XYZ chain with general non-diagonal boundary terms

We propose that the Baxter's Q-operator for the quantum XYZ spin chain with open boundary conditions is given by the j -> infinity limit of the corresponding transfer matrix with spin-j (i.e., (2j + I)-dimensional) auxiliary space. The associated T-Q relation is derived from the fusion hierarchy of the model. We use this relation to determine the Bethe Ansatz solution of the eigenvalues of the fundamental transfer matrix. The solution yields the complete spectrum of the Hamiltonian. (c) 2006 Elsevier B.V. All rights reserved.