Estudos de técnicas de reinicialização em métodos level-set e suas aplicações em escoamentos bifásicos

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

An inverse method to estimate the moving heat source in machining process

The present work propounds an inverse method to estimate the heat sources in the transient two-dimensional heat conduction problem in a rectangular domain with convective bounders. The non homogeneous partial differential equation (PDE) is solved using the Integral Transform Method. The test function for the heat generation term is obtained by the chip geometry and thermomechanical cutting. Then the heat generation term is estimated by the conjugated gradient method (CGM) with adjoint problem for parameter estimation. The experimental trials were organized to perform six different conditions to provide heat sources of different intensities. This method was compared with others in the literature and advantages are discussed. (C) 2012 Elsevier Ltd. All rights reserved.

ZETA DETERMINANT FOR DOUBLE SEQUENCES OF SPECTRAL TYPE

We study the spectral functions, and in particular the zeta function, associated to a class of sequences of complex numbers, called of spectral type. We investigate the decomposability of the zeta function associated to a double sequence with respect to some simple sequence, and we provide a technique for obtaining the first terms in the Laurent expansion at zero of the zeta function associated to a double sequence.

Vortices in the extended Skyrme-Faddeev model

We construct analytical and numerical vortex solutions for an extended Skyrme-Faddeev model in a (3 + 1) dimensional Minkowski space-time. The extension is obtained by adding to the Lagrangian a quartic term, which is the square of the kinetic term, and a potential which breaks the SO(3) symmetry down to SO(2). The construction makes use of an ansatz, invariant under the joint action of the internal SO(2) and three commuting U(1) subgroups of the Poincare group, and which reduces the equations of motion to an ordinary differential equation for a profile function depending on the distance to the x(3) axis. The vortices have finite energy per unit length, and have waves propagating along them with the speed of light. The analytical vortices are obtained for a special choice of potentials, and the numerical ones are constructed using the successive over relaxation method for more general potentials. The spectrum of solutions is analyzed in detail, especially its dependence upon special combinations of coupling constants.

Non-Markovian stochastic processes and their applications: from anomalous diffusion to time series analysis

This work provides a forward step in the study and comprehension of the relationships between stochastic processes and a certain class of integral-partial differential equation, which can be used in order to model anomalous diffusion and transport in statistical physics. In the first part, we brought the reader through the fundamental notions of probability and stochastic processes, stochastic integration and stochastic differential equations as well. In particular, within the study of H-sssi processes, we focused on fractional Brownian motion (fBm) and its discrete-time increment process, the fractional Gaussian noise (fGn), which provide examples of non-Markovian Gaussian processes. The fGn, together with stationary FARIMA processes, is widely used in the modeling and estimation of long-memory, or long-range dependence (LRD). Time series manifesting long-range dependence, are often observed in nature especially in physics, meteorology, climatology, but also in hydrology, geophysics, economy and many others. We deepely studied LRD, giving many real data examples, providing statistical analysis and introducing parametric methods of estimation. Then, we introduced the theory of fractional integrals and derivatives, which indeed turns out to be very appropriate for studying and modeling systems with long-memory properties. After having introduced the basics concepts, we provided many examples and applications. For instance, we investigated the relaxation equation with distributed order time-fractional derivatives, which describes models characterized by a strong memory component and can be used to model relaxation in complex systems, which deviates from the classical exponential Debye pattern. Then, we focused in the study of generalizations of the standard diffusion equation, by passing through the preliminary study of the fractional forward drift equation. Such generalizations have been obtained by using fractional integrals and derivatives of distributed orders. In order to find a connection between the anomalous diffusion described by these equations and the long-range dependence, we introduced and studied the generalized grey Brownian motion (ggBm), which is actually a parametric class of H-sssi processes, which have indeed marginal probability density function evolving in time according to a partial integro-differential equation of fractional type. The ggBm is of course Non-Markovian. All around the work, we have remarked many times that, starting from a master equation of a probability density function f(x,t), it is always possible to define an equivalence class of stochastic processes with the same marginal density function f(x,t). All these processes provide suitable stochastic models for the starting equation. Studying the ggBm, we just focused on a subclass made up of processes with stationary increments. The ggBm has been defined canonically in the so called grey noise space. However, we have been able to provide a characterization notwithstanding the underline probability space. We also pointed out that that the generalized grey Brownian motion is a direct generalization of a Gaussian process and in particular it generalizes Brownain motion and fractional Brownain motion as well. Finally, we introduced and analyzed a more general class of diffusion type equations related to certain non-Markovian stochastic processes. We started from the forward drift equation, which have been made non-local in time by the introduction of a suitable chosen memory kernel K(t). The resulting non-Markovian equation has been interpreted in a natural way as the evolution equation of the marginal density function of a random time process l(t). We then consider the subordinated process Y(t)=X(l(t)) where X(t) is a Markovian diffusion. The corresponding time-evolution of the marginal density function of Y(t) is governed by a non-Markovian Fokker-Planck equation which involves the same memory kernel K(t). We developed several applications and derived the exact solutions. Moreover, we considered different stochastic models for the given equations, providing path simulations.

Ein inverses Problem für die degeneriert parabolische Richardsgleichung

In der vorliegenden Arbeit werden zwei physikalischeFließexperimente an Vliesstoffen untersucht, die dazu dienensollen, unbekannte hydraulische Parameter des Materials, wiez. B. die Diffusivitäts- oder Leitfähigkeitsfunktion, ausMeßdaten zu identifizieren. Die physikalische undmathematische Modellierung dieser Experimente führt auf einCauchy-Dirichlet-Problem mit freiem Rand für die degeneriertparabolische Richardsgleichung in derSättigungsformulierung, das sogenannte direkte Problem. Ausder Kenntnis des freien Randes dieses Problems soll dernichtlineare Diffusivitätskoeffizient derDifferentialgleichung rekonstruiert werden. Für diesesinverse Problem stellen wir einOutput-Least-Squares-Funktional auf und verwenden zu dessenMinimierung iterative Regularisierungsverfahren wie dasLevenberg-Marquardt-Verfahren und die IRGN-Methode basierendauf einer Parametrisierung des Koeffizientenraumes durchquadratische B-Splines. Für das direkte Problem beweisen wirunter anderem Existenz und Eindeutigkeit der Lösung desCauchy-Dirichlet-Problems sowie die Existenz des freienRandes. Anschließend führen wir formal die Ableitung desfreien Randes nach dem Koeffizienten, die wir für dasnumerische Rekonstruktionsverfahren benötigen, auf einlinear degeneriert parabolisches Randwertproblem zurück.Wir erläutern die numerische Umsetzung und Implementierungunseres Rekonstruktionsverfahrens und stellen abschließendRekonstruktionsergebnisse bezüglich synthetischer Daten vor.

Parameterschätzung in zeitdiskreten ergodischen Markov-Prozessen am Beispiel des Cox-Ingersoll-Ross-Modells

In dieser Arbeit geht es um die Schätzung von Parametern in zeitdiskreten ergodischen Markov-Prozessen im allgemeinen und im CIR-Modell im besonderen. Beim CIR-Modell handelt es sich um eine stochastische Differentialgleichung, die von Cox, Ingersoll und Ross (1985) zur Beschreibung der Dynamik von Zinsraten vorgeschlagen wurde. Problemstellung ist die Schätzung der Parameter des Drift- und des Diffusionskoeffizienten aufgrund von äquidistanten diskreten Beobachtungen des CIR-Prozesses. Nach einer kurzen Einführung in das CIR-Modell verwenden wir die insbesondere von Bibby und Sørensen untersuchte Methode der Martingal-Schätzfunktionen und -Schätzgleichungen, um das Problem der Parameterschätzung in ergodischen Markov-Prozessen zunächst ganz allgemein zu untersuchen. Im Anschluss an Untersuchungen von Sørensen (1999) werden hinreichende Bedingungen (im Sinne von Regularitätsvoraussetzungen an die Schätzfunktion) für die Existenz, starke Konsistenz und asymptotische Normalität von Lösungen einer Martingal-Schätzgleichung angegeben. Angewandt auf den Spezialfall der Likelihood-Schätzung stellen diese Bedingungen zugleich lokal-asymptotische Normalität des Modells sicher. Ferner wird ein einfaches Kriterium für Godambe-Heyde-Optimalität von Schätzfunktionen angegeben und skizziert, wie dies in wichtigen Spezialfällen zur expliziten Konstruktion optimaler Schätzfunktionen verwendet werden kann. Die allgemeinen Resultate werden anschließend auf das diskretisierte CIR-Modell angewendet. Wir analysieren einige von Overbeck und Rydén (1997) vorgeschlagene Schätzer für den Drift- und den Diffusionskoeffizienten, welche als Lösungen quadratischer Martingal-Schätzfunktionen definiert sind, und berechnen das optimale Element in dieser Klasse. Abschließend verallgemeinern wir Ergebnisse von Overbeck und Rydén (1997), indem wir die Existenz einer stark konsistenten und asymptotisch normalen Lösung der Likelihood-Gleichung zeigen und lokal-asymptotische Normalität für das CIR-Modell ohne Einschränkungen an den Parameterraum beweisen.

Picard-Fuchs equations of dimensionally regulated Feynman integrals

Zusammenfassung In der vorliegenden Arbeit besch¨aftige ich mich mit Differentialgleichungen von Feynman– Integralen. Ein Feynman–Integral h¨angt von einem Dimensionsparameter D ab und kann f¨ur ganzzahlige Dimension als projektives Integral dargestellt werden. Dies ist die sogenannte Feynman–Parameter Darstellung. In Abh¨angigkeit der Dimension kann ein solches Integral divergieren. Als Funktion in D erh¨alt man eine meromorphe Funktion auf ganz C. Ein divergentes Integral kann also durch eine Laurent–Reihe ersetzt werden und dessen Koeffizienten r¨ucken in das Zentrum des Interesses. Diese Vorgehensweise wird als dimensionale Regularisierung bezeichnet. Alle Terme einer solchen Laurent–Reihe eines Feynman–Integrals sind Perioden im Sinne von Kontsevich und Zagier. Ich beschreibe eine neue Methode zur Berechnung von Differentialgleichungen von Feynman– Integralen. ¨ Ublicherweise verwendet man hierzu die sogenannten ”integration by parts” (IBP)– Identit¨aten. Die neue Methode verwendet die Theorie der Picard–Fuchs–Differentialgleichungen. Im Falle projektiver oder quasi–projektiver Variet¨aten basiert die Berechnung einer solchen Differentialgleichung auf der sogenannten Griffiths–Dwork–Reduktion. Zun¨achst beschreibe ich die Methode f¨ur feste, ganzzahlige Dimension. Nach geeigneter Verschiebung der Dimension erh¨alt man direkt eine Periode und somit eine Picard–Fuchs–Differentialgleichung. Diese ist inhomogen, da das Integrationsgebiet einen Rand besitzt und daher nur einen relativen Zykel darstellt. Mit Hilfe von dimensionalen Rekurrenzrelationen, die auf Tarasov zur¨uckgehen, kann in einem zweiten Schritt die L¨osung in der urspr¨unglichen Dimension bestimmt werden. Ich beschreibe außerdem eine Methode, die auf der Griffiths–Dwork–Reduktion basiert, um die Differentialgleichung direkt f¨ur beliebige Dimension zu berechnen. Diese Methode ist allgemein g¨ultig und erspart Dimensionswechsel. Ein Erfolg der Methode h¨angt von der M¨oglichkeit ab, große Systeme von linearen Gleichungen zu l¨osen. Ich gebe Beispiele von Integralen von Graphen mit zwei und drei Schleifen. Tarasov gibt eine Basis von Integralen an, die Graphen mit zwei Schleifen und zwei externen Kanten bestimmen. Ich bestimme Differentialgleichungen der Integrale dieser Basis. Als wichtigstes Beispiel berechne ich die Differentialgleichung des sogenannten Sunrise–Graphen mit zwei Schleifen im allgemeinen Fall beliebiger Massen. Diese ist f¨ur spezielle Werte von D eine inhomogene Picard–Fuchs–Gleichung einer Familie elliptischer Kurven. Der Sunrise–Graph ist besonders interessant, weil eine analytische L¨osung erst mit dieser Methode gefunden werden konnte, und weil dies der einfachste Graph ist, dessen Master–Integrale nicht durch Polylogarithmen gegeben sind. Ich gebe außerdem ein Beispiel eines Graphen mit drei Schleifen. Hier taucht die Picard–Fuchs–Gleichung einer Familie von K3–Fl¨achen auf.

Nucleation studies on graphics processing units

Ein System in einem metastabilen Zustand muss eine bestimmte Barriere in derrnfreien Energie überwinden um einen Tropfen der stabilen Phase zu formen.rnHerkömmliche Untersuchungen nehmen hierbei kugelförmige Tropfen an. Inrnanisotropen Systemen (wie z.B. Kristallen) ist diese Annahme aber nicht ange-rnbracht. Bei tiefen Temperaturen wirkt sich die Anisotropie des Systems starkrnauf die freie Energie ihrer Oberfläche aus. Diese Wirkung wird oberhalb derrnAufrauungstemperatur T R schwächer. Das Ising-Modell ist ein einfaches Mo-rndell, welches eine solche Anisotropie aufweist. Wir führen großangelegte Sim-rnulationen durch, um die Effekte, die mit einer endlichen Simulationsbox ein-rnhergehen, sowie statistische Ungenauigkeiten möglichst klein zu halten. DasrnAusmaß der Simulationen die benötigt werden um sinnvolle Ergebnisse zu pro-rnduzieren, erfordert die Entwicklung eines skalierbaren Simulationsprogrammsrnfür das Ising-Modell, welcher auf verschiedenen parallelen Architekturen (z.B.rnGrafikkarten) verwendet werden kann. Plattformunabhängigkeit wird durch ab-rnstrakte Schnittstellen erreicht, welche plattformspezifische Implementierungs-rndetails verstecken. Wir benutzen eine Systemgeometrie die es erlaubt eine Ober-rnfläche mit einem variablen Winkel zur Kristallebene zu untersuchen. Die Ober-rnfläche ist in Kontakt mit einer harten Wand, wobei der Kontaktwinkel Θ durchrnein Oberflächenfeld eingestellt werden kann. Wir leiten eine Differenzialglei-rnchung ab, welche das Verhalten der freien Energie der Oberfläche in einemrnanisotropen System beschreibt. Kombiniert mit thermodynamischer Integrationrnkann die Gleichung benutzt werden, um die anisotrope Oberflächenspannungrnüber einen großen Winkelbereich zu integrieren. Vergleiche mit früheren Mes-rnsungen in anderen Geometrien und anderen Methoden zeigen hohe Überein-rnstimung und Genauigkeit, welche vor allem durch die im Vergleich zu früherenrnMessungen wesentlich größeren Simulationsdomänen erreicht wird. Die Temper-rnaturabhängigkeit der Oberflächensteifheit κ wird oberhalb von T R durch diernKrümmung der freien Energie der Oberfläche für kleine Winkel gemessen. DiesernMessung lässt sich mit Simulationsergebnissen in der Literatur vergleichen undrnhat bessere Übereinstimmung mit theoretischen Voraussagen über das Skalen-rnverhalten von κ. Darüber hinaus entwickeln wir ein Tieftemperatur-Modell fürrndas Verhalten um Θ = 90 Grad weit unterhalb von T R. Der Winkel bleibt bis zu einemrnkritischen Feld H C quasi null; oberhalb des kritischen Feldes steigt der Winkelrnrapide an. H C wird mit der freien Energie einer Stufe in Verbindung gebracht,rnwas es ermöglicht, das kritische Verhalten dieser Größe zu analysieren. Die harternWand muss in die Analyse einbezogen werden. Durch den Vergleich freier En-rnergien bei geschickt gewählten Systemgrößen ist es möglich, den Beitrag derrnKontaktlinie zur freien Energie in Abhängigkeit von Θ zu messen. Diese Anal-rnyse wird bei verschiedenen Temperaturen durchgeführt. Im letzten Kapitel wirdrneine 2D Fluiddynamik Simulation für Grafikkarten parallelisiert, welche u. a.rnbenutzt werden kann um die Dynamik der Atmosphäre zu simulieren. Wir im-rnplementieren einen parallelen Evolution Galerkin Operator und erreichen

Evidence for a disaggregation of the universe.

Combining the kinematical definitions of the two dimensionless parameters, the deceleration q(x) and the Hubble t 0 H(x), we get a differential equation (where x=t/t 0 is the age of the universe relative to its present value t 0). First integration gives the function H(x). The present values of the Hubble parameter H(1) [approximately t 0 H(1)≈1], and the deceleration parameter [approximately q(1)≈−0.5], determine the function H(x). A second integration gives the cosmological scale factor a(x). Differentiation of a(x) gives the speed of expansion of the universe. The evolution of the universe that results from our approach is: an initial extremely fast exponential expansion (inflation), followed by an almost linear expansion (first decelerated, and later accelerated). For the future, at approximately t≈3t 0 there is a final exponential expansion, a second inflation that produces a disaggregation of the universe to infinity. We find the necessary and sufficient conditions for this disaggregation to occur. The precise value of the final age is given only with one parameter: the present value of the deceleration parameter [q(1)≈−0.5]. This emerging picture of the history of the universe represents an important challenge, an opportunity for the immediate research on the Universe. These conclusions have been elaborated without the use of any particular cosmological model of the universe

Mathematical analysis of a model of chemotaxis arising from morphogenesis

We consider non-negative solution of a chemotaxis system with non constant chemotaxis sensitivity function X. This system appears as a limit case of a model formorphogenesis proposed by Bollenbach et al. (Phys. Rev. E. 75, 2007).Under suitable boundary conditions, modeling the presence of a morphogen source at x=0, we prove the existence of a global and bounded weak solution using an approximation by problems where diffusion is introduced in the ordinary differential equation. Moreover,we prove the convergence of the solution to the unique steady state provided that ? is small and ? is large enough. Numerical simulations both illustrate these results and give rise to further conjectures on the solution behavior that go beyond the rigorously proved statements.

On a mathematical model arising in MHD perturbed equilibrium for Stellarator devices. A numerical approach.

Abstract?We consider a mathematical model related to the stationary regime of a plasma of fusion nuclear, magnetically confined in a Stellarator device. Using the geometric properties of the fusion device, a suitable system of coordinates and averaging methods, the mathematical problem may be reduced to a two dimensional free boundary problem of nonlocal type, where the corresponding differential equation is of the Grad?Shafranov type. The current balance within each flux magnetic gives us the possibility to define the third covariant magnetic field component with respect to the averaged poloidal flux function. We present here some numerical experiences and we give some numerical approach for the averaged poloidal flux and for the third covariant magnetic field component.

Some consistent finite element formulations of 1-D beam models: a comparative study

A consistent Finite Element formulation was developed for four classical 1-D beam models. This formulation is based upon the solution of the homogeneous differential equation (or equations) associated with each model. Results such as the shape functions, stiffness matrices and consistent force vectors for the constant section beam were found. Some of these results were compared with the corresponding ones obtained by the standard Finite Element Method (i.e. using polynomial expansions for the field variables). Some of the difficulties reported in the literature concerning some of these models may be avoided by this technique and some numerical sensitivity analysis on this subject are presented.

Design and development of compact optical systems = Diseño y desarrollo de sistemas ópticos compactos

Esta tesis considera dos tipos de aplicaciones del diseño óptico: óptica formadora de imagen por un lado, y óptica anidólica (nonimaging) o no formadora de imagen, por otro. Las ópticas formadoras de imagen tienen como objetivo la obtención de imágenes de puntos del objeto en el plano de la imagen. Por su parte, la óptica anidólica, surgida del desarrollo de aplicaciones de concentración e iluminación, se centra en la transferencia de energía en forma de luz de forma eficiente. En general, son preferibles los diseños ópticos que den como resultado sistemas compactos, para ambos tipos de ópticas (formadora de imagen y anidólica). En el caso de los sistemas anidólicos, una óptica compacta permite tener costes de producción reducidos. Hay dos razones: (1) una óptica compacta presenta volúmenes reducidos, lo que significa que se necesita menos material para la producción en masa; (2) una óptica compacta es pequeña y ligera, lo que ahorra costes en el transporte. Para los sistemas ópticos de formación de imagen, además de las ventajas anteriores, una óptica compacta aumenta la portabilidad de los dispositivos, que es una gran ventaja en tecnologías de visualización portátiles, tales como cascos de realidad virtual (HMD del inglés Head Mounted Display). Esta tesis se centra por tanto en nuevos enfoques de diseño de sistemas ópticos compactos para aplicaciones tanto de formación de imagen, como anidólicas. Los colimadores son uno de los diseños clásicos dentro la óptica anidólica, y se pueden utilizar en aplicaciones fotovoltaicas y de iluminación. Hay varios enfoques a la hora de diseñar estos colimadores. Los diseños convencionales tienen una relación de aspecto mayor que 0.5. Con el fin de reducir la altura del colimador manteniendo el área de iluminación, esta tesis presenta un diseño de un colimador multicanal. En óptica formadora de imagen, las superficies asféricas y las superficies sin simetría de revolución (o freeform) son de gran utilidad de cara al control de las aberraciones de la imagen y para reducir el número y tamaño de los elementos ópticos. Debido al rápido desarrollo de sistemas de computación digital, los trazados de rayos se pueden realizar de forma rápida y sencilla para evaluar el rendimiento del sistema óptico analizado. Esto ha llevado a los diseños ópticos modernos a ser generados mediante el uso de diferentes técnicas de optimización multi-paramétricas. Estas técnicas requieren un buen diseño inicial como punto de partida para el diseño final, que será obtenido tras un proceso de optimización. Este proceso precisa un método de diseño directo para superficies asféricas y freeform que den como resultado un diseño cercano al óptimo. Un método de diseño basado en ecuaciones diferenciales se presenta en esta tesis para obtener un diseño óptico formado por una superficie freeform y dos superficies asféricas. Esta tesis consta de cinco capítulos. En Capítulo 1, se presentan los conceptos básicos de la óptica formadora de imagen y de la óptica anidólica, y se introducen las técnicas clásicas del diseño de las mismas. El Capítulo 2 describe el diseño de un colimador ultra-compacto. La relación de aspecto ultra-baja de este colimador se logra mediante el uso de una estructura multicanal. Se presentará su procedimiento de diseño, así como un prototipo fabricado y la caracterización del mismo. El Capítulo 3 describe los conceptos principales de la optimización de los sistemas ópticos: función de mérito y método de mínimos cuadrados amortiguados. La importancia de un buen punto de partida se demuestra mediante la presentación de un mismo ejemplo visto a través de diferentes enfoques de diseño. El método de las ecuaciones diferenciales se presenta como una herramienta ideal para obtener un buen punto de partida para la solución final. Además, diferentes técnicas de interpolación y representación de superficies asféricas y freeform se presentan para el procedimiento de optimización. El Capítulo 4 describe la aplicación del método de las ecuaciones diferenciales para un diseño de un sistema óptico de una sola superficie freeform. Algunos conceptos básicos de geometría diferencial son presentados para una mejor comprensión de la derivación de las ecuaciones diferenciales parciales. También se presenta un procedimiento de solución numérica. La condición inicial está elegida como un grado de libertad adicional para controlar la superficie donde se forma la imagen. Basado en este enfoque, un diseño anastigmático se puede obtener fácilmente y se utiliza como punto de partida para un ejemplo de diseño de un HMD con una única superficie reflectante. Después de la optimización, dicho diseño muestra mejor rendimiento. El Capítulo 5 describe el método de las ecuaciones diferenciales ampliado para diseños de dos superficies asféricas. Para diseños ópticos de una superficie, ni la superficie de imagen ni la correspondencia entre puntos del objeto y la imagen pueden ser prescritas. Con esta superficie adicional, la superficie de la imagen se puede prescribir. Esto conduce a un conjunto de tres ecuaciones diferenciales ordinarias implícitas. La solución numérica se puede obtener a través de cualquier software de cálculo numérico. Dicho procedimiento también se explica en este capítulo. Este método de diseño da como resultado una lente anastigmática, que se comparará con una lente aplanática. El diseño anastigmático converge mucho más rápido en la optimización y la solución final muestra un mejor rendimiento. ABSTRACT We will consider optical design from two points of view: imaging optics and nonimaging optics. Imaging optics focuses on the imaging of the points of the object. Nonimaging optics arose from the development of concentrators and illuminators, focuses on the transfer of light energy, and has wide applications in illumination and concentration photovoltaics. In general, compact optical systems are necessary for both imaging and nonimaging designs. For nonimaging optical systems, compact optics use to be important for reducing cost. The reasons are twofold: (1) compact optics is small in volume, which means less material is needed for mass-production; (2) compact optics is small in size and light in weight, which saves cost in transportation. For imaging optical systems, in addition to the above advantages, compact optics increases portability of devices as well, which contributes a lot to wearable display technologies such as Head Mounted Displays (HMD). This thesis presents novel design approaches of compact optical systems for both imaging and nonimaging applications. Collimator is a typical application of nonimaging optics in illumination, and can be used in concentration photovoltaics as well due to the reciprocity of light. There are several approaches for collimator designs. In general, all of these approaches have an aperture diameter to collimator height not greater than 2. In order to reduce the height of the collimator while maintaining the illumination area, a multichannel design is presented in this thesis. In imaging optics, aspheric and freeform surfaces are useful in controlling image aberrations and reducing the number and size of optical elements. Due to the rapid development of digital computing systems, ray tracing can be easily performed to evaluate the performance of optical system. This has led to the modern optical designs created by using different multi-parametric optimization techniques. These techniques require a good initial design to be a starting point so that the final design after optimization procedure can reach the optimum solution. This requires a direct design method for aspheric and freeform surface close to the optimum. A differential equation based design method is presented in this thesis to obtain single freeform and double aspheric surfaces. The thesis comprises of five chapters. In Chapter 1, basic concepts of imaging and nonimaging optics are presented and typical design techniques are introduced. Readers can obtain an understanding for the following chapters. Chapter 2 describes the design of ultra-compact collimator. The ultra-low aspect ratio of this collimator is achieved by using a multichannel structure. Its design procedure is presented together with a prototype and its evaluation. The ultra-compactness of the device has been approved. Chapter 3 describes the main concepts of optimizing optical systems: merit function and Damped Least-Squares method. The importance of a good starting point is demonstrated by presenting an example through different design approaches. The differential equation method is introduced as an ideal tool to obtain a good starting point for the final solution. Additionally, different interpolation and representation techniques for aspheric and freeform surface are presented for optimization procedure. Chapter 4 describes the application of differential equation method in the design of single freeform surface optical system. Basic concepts of differential geometry are presented for understanding the derivation of partial differential equations. A numerical solution procedure is also presented. The initial condition is chosen as an additional freedom to control the image surface. Based on this approach, anastigmatic designs can be readily obtained and is used as starting point for a single reflective surface HMD design example. After optimization, the evaluation shows better MTF. Chapter 5 describes the differential equation method extended to double aspheric surface designs. For single optical surface designs, neither image surface nor the mapping from object to image can be prescribed. With one more surface added, the image surface can be prescribed. This leads to a set of three implicit ordinary differential equations. Numerical solution can be obtained by MATLAB and its procedure is also explained. An anastigmatic lens is derived from this design method and compared with an aplanatic lens. The anastigmatic design converges much faster in optimization and the final solution shows better performance.

Co-simulation Methodologies for Hybrid and Electric Vehicle Dynamics

In recent decades, full electric and hybrid electric vehicles have emerged as an alternative to conventional cars due to a range of factors, including environmental and economic aspects. These vehicles are the result of considerable efforts to seek ways of reducing the use of fossil fuel for vehicle propulsion. Sophisticated technologies such as hybrid and electric powertrains require careful study and optimization. Mathematical models play a key role at this point. Currently, many advanced mathematical analysis tools, as well as computer applications have been built for vehicle simulation purposes. Given the great interest of hybrid and electric powertrains, along with the increasing importance of reliable computer-based models, the author decided to integrate both aspects in the research purpose of this work. Furthermore, this is one of the first final degree projects held at the ETSII (Higher Technical School of Industrial Engineers) that covers the study of hybrid and electric propulsion systems. The present project is based on MBS3D 2.0, a specialized software for the dynamic simulation of multibody systems developed at the UPM Institute of Automobile Research (INSIA). Automobiles are a clear example of complex multibody systems, which are present in nearly every field of engineering. The work presented here benefits from the availability of MBS3D software. This program has proven to be a very efficient tool, with a highly developed underlying mathematical formulation. On this basis, the focus of this project is the extension of MBS3D features in order to be able to perform dynamic simulations of hybrid and electric vehicle models. This requires the joint simulation of the mechanical model of the vehicle, together with the model of the hybrid or electric powertrain. These sub-models belong to completely different physical domains. In fact the powertrain consists of energy storage systems, electrical machines and power electronics, connected to purely mechanical components (wheels, suspension, transmission, clutch…). The challenge today is to create a global vehicle model that is valid for computer simulation. Therefore, the main goal of this project is to apply co-simulation methodologies to a comprehensive model of an electric vehicle, where sub-models from different areas of engineering are coupled. The created electric vehicle (EV) model consists of a separately excited DC electric motor, a Li-ion battery pack, a DC/DC chopper converter and a multibody vehicle model. Co-simulation techniques allow car designers to simulate complex vehicle architectures and behaviors, which are usually difficult to implement in a real environment due to safety and/or economic reasons. In addition, multi-domain computational models help to detect the effects of different driving patterns and parameters and improve the models in a fast and effective way. Automotive designers can greatly benefit from a multidisciplinary approach of new hybrid and electric vehicles. In this case, the global electric vehicle model includes an electrical subsystem and a mechanical subsystem. The electrical subsystem consists of three basic components: electric motor, battery pack and power converter. A modular representation is used for building the dynamic model of the vehicle drivetrain. This means that every component of the drivetrain (submodule) is modeled separately and has its own general dynamic model, with clearly defined inputs and outputs. Then, all the particular submodules are assembled according to the drivetrain configuration and, in this way, the power flow across the components is completely determined. Dynamic models of electrical components are often based on equivalent circuits, where Kirchhoff’s voltage and current laws are applied to draw the algebraic and differential equations. Here, Randles circuit is used for dynamic modeling of the battery and the electric motor is modeled through the analysis of the equivalent circuit of a separately excited DC motor, where the power converter is included. The mechanical subsystem is defined by MBS3D equations. These equations consider the position, velocity and acceleration of all the bodies comprising the vehicle multibody system. MBS3D 2.0 is entirely written in MATLAB and the structure of the program has been thoroughly studied and understood by the author. MBS3D software is adapted according to the requirements of the applied co-simulation method. Some of the core functions are modified, such as integrator and graphics, and several auxiliary functions are added in order to compute the mathematical model of the electrical components. By coupling and co-simulating both subsystems, it is possible to evaluate the dynamic interaction among all the components of the drivetrain. ‘Tight-coupling’ method is used to cosimulate the sub-models. This approach integrates all subsystems simultaneously and the results of the integration are exchanged by function-call. This means that the integration is done jointly for the mechanical and the electrical subsystem, under a single integrator and then, the speed of integration is determined by the slower subsystem. Simulations are then used to show the performance of the developed EV model. However, this project focuses more on the validation of the computational and mathematical tool for electric and hybrid vehicle simulation. For this purpose, a detailed study and comparison of different integrators within the MATLAB environment is done. Consequently, the main efforts are directed towards the implementation of co-simulation techniques in MBS3D software. In this regard, it is not intended to create an extremely precise EV model in terms of real vehicle performance, although an acceptable level of accuracy is achieved. The gap between the EV model and the real system is filled, in a way, by introducing the gas and brake pedals input, which reflects the actual driver behavior. This input is included directly in the differential equations of the model, and determines the amount of current provided to the electric motor. For a separately excited DC motor, the rotor current is proportional to the traction torque delivered to the car wheels. Therefore, as it occurs in the case of real vehicle models, the propulsion torque in the mathematical model is controlled through acceleration and brake pedal commands. The designed transmission system also includes a reduction gear that adapts the torque coming for the motor drive and transfers it. The main contribution of this project is, therefore, the implementation of a new calculation path for the wheel torques, based on performance characteristics and outputs of the electric powertrain model. Originally, the wheel traction and braking torques were input to MBS3D through a vector directly computed by the user in a MATLAB script. Now, they are calculated as a function of the motor current which, in turn, depends on the current provided by the battery pack across the DC/DC chopper converter. The motor and battery currents and voltages are the solutions of the electrical ODE (Ordinary Differential Equation) system coupled to the multibody system. Simultaneously, the outputs of MBS3D model are the position, velocity and acceleration of the vehicle at all times. The motor shaft speed is computed from the output vehicle speed considering the wheel radius, the gear reduction ratio and the transmission efficiency. This motor shaft speed, somehow available from MBS3D model, is then introduced in the differential equations corresponding to the electrical subsystem. In this way, MBS3D and the electrical powertrain model are interconnected and both subsystems exchange values resulting as expected with tight-coupling approach.When programming mathematical models of complex systems, code optimization is a key step in the process. A way to improve the overall performance of the integration, making use of C/C++ as an alternative programming language, is described and implemented. Although this entails a higher computational burden, it leads to important advantages regarding cosimulation speed and stability. In order to do this, it is necessary to integrate MATLAB with another integrated development environment (IDE), where C/C++ code can be generated and executed. In this project, C/C++ files are programmed in Microsoft Visual Studio and the interface between both IDEs is created by building C/C++ MEX file functions. These programs contain functions or subroutines that can be dynamically linked and executed from MATLAB. This process achieves reductions in simulation time up to two orders of magnitude. The tests performed with different integrators, also reveal the stiff character of the differential equations corresponding to the electrical subsystem, and allow the improvement of the cosimulation process. When varying the parameters of the integration and/or the initial conditions of the problem, the solutions of the system of equations show better dynamic response and stability, depending on the integrator used. Several integrators, with variable and non-variable step-size, and for stiff and non-stiff problems are applied to the coupled ODE system. Then, the results are analyzed, compared and discussed. From all the above, the project can be divided into four main parts: 1. Creation of the equation-based electric vehicle model; 2. Programming, simulation and adjustment of the electric vehicle model; 3. Application of co-simulation methodologies to MBS3D and the electric powertrain subsystem; and 4. Code optimization and study of different integrators. Additionally, in order to deeply understand the context of the project, the first chapters include an introduction to basic vehicle dynamics, current classification of hybrid and electric vehicles and an explanation of the involved technologies such as brake energy regeneration, electric and non-electric propulsion systems for EVs and HEVs (hybrid electric vehicles) and their control strategies. Later, the problem of dynamic modeling of hybrid and electric vehicles is discussed. The integrated development environment and the simulation tool are also briefly described. The core chapters include an explanation of the major co-simulation methodologies and how they have been programmed and applied to the electric powertrain model together with the multibody system dynamic model. Finally, the last chapters summarize the main results and conclusions of the project and propose further research topics. In conclusion, co-simulation methodologies are applicable within the integrated development environments MATLAB and Visual Studio, and the simulation tool MBS3D 2.0, where equation-based models of multidisciplinary subsystems, consisting of mechanical and electrical components, are coupled and integrated in a very efficient way.