Transparent boundary conditions for wave propagation on unbounded domains

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

Temporal finite elements in the dynamic analysis of structures

This thesis demonstrates that the use of finite elements need not be confined to space alone, but that they may also be used in the time domain, It is shown that finite element methods may be used successfully to obtain the response of systems to applied forces, including, for example, the accelerations in a tall structure subjected to an earthquake shock. It is further demonstrated that at least one of these methods may be considered to be a practical alternative to more usual methods of solution. A detailed investigation of the accuracy and stability of finite element solutions is included, and methods of applications to both single- and multi-degree of freedom systems are described. Solutions using two different temporal finite elements are compared with those obtained by conventional methods, and a comparison of computation times for the different methods is given. The application of finite element methods to distributed systems is described, using both separate discretizations in space and time, and a combined space-time discretization. The inclusion of both viscous and hysteretic damping is shown to add little to the difficulty of the solution. Temporal finite elements are also seen to be of considerable interest when applied to non-linear systems, both when the system parameters are time-dependent and also when they are functions of displacement. Solutions are given for many different examples, and the computer programs used for the finite element methods are included in an Appendix.

The parallel solution of early-exercise Asian options with stochastic volatility

This paper describes an parallel semi-Lagrangian finite difference approach to the pricing of early exercise Asian Options on assets with a stochastic volatility. A multigrid procedure is described for the fast iterative solution of the discrete linear complementarity problems that result. The accuracy and performance of this approach is improved considerably by a strike-price related analytic transformation of asset prices. Asian options are contingent claims with payoffs that depend on the average price of an asset over some time interval. The payoff may depend on this average and a fixed strike price (Fixed Strike Asians) or it may depend on the average and the asset price (Floating Strike Asians). The option may also permit early exercise (American contract) or confine the holder to a fixed exercise date (European contract). The Fixed Strike Asian with early exercise is considered here where continuous arithmetic averaging has been used. Pricing such an option where the asset price has a stochastic volatility leads to the requirement to solve a tri-variate partial differential inequation in the three state variables of asset price, average price and volatility (or equivalently, variance). The similarity transformations [6] used with Floating Strike Asian options to reduce the dimensionality of the problem are not applicable to Fixed Strikes and so the numerical solution of a tri-variate problem is necessary. The computational challenge is to provide accurate solutions sufficiently quickly to support realtime trading activities at a reasonable cost in terms of hardware requirements.

Controle autonomico da frequencia cardiaca de adolescentes em treinamento

Universidade Estadual de Campinas . Faculdade de Educação Física

An Eulerian Immersed Boundary Method for flow simulations over stationary and moving rigid bodies

The fluid flow over bodies with complex geometry has been the subject of research of many scientists and widely explored experimentally and numerically. The present study proposes an Eulerian Immersed Boundary Method for flows simulations over stationary or moving rigid bodies. The proposed method allows the use of Cartesians Meshes. Here, two-dimensional simulations of fluid flow over stationary and oscillating circular cylinders were used for verification and validation. Four different cases were explored: the flow over a stationary cylinder, the flow over a cylinder oscillating in the flow direction, the flow over a cylinder oscillating in the normal flow direction, and a cylinder with angular oscillation. The time integration was carried out by a classical 4th order Runge-Kutta scheme, with a time step of the same order of distance between two consecutive points in x direction. High-order compact finite difference schemes were used to calculate spatial derivatives. The drag and lift coefficients, the lock-in phenomenon and vorticity contour plots were used for the verification and validation of the proposed method. The extension of the current method allowing the study of a body with different geometry and three-dimensional simulations is straightforward. The results obtained show a good agreement with both numerical and experimental results, encouraging the use of the proposed method.

Noise reduction in biomedical speech signal processing based on time and frequency Kalman filtering combined with spectral subtraction

The goal of this paper is to study and propose a new technique for noise reduction used during the reconstruction of speech signals, particularly for biomedical applications. The proposed method is based on Kalman filtering in the time domain combined with spectral subtraction. Comparison with discrete Kalman filter in the frequency domain shows better performance of the proposed technique. The performance is evaluated by using the segmental signal-to-noise ratio and the Itakura-Saito`s distance. Results have shown that Kalman`s filter in time combined with spectral subtraction is more robust and efficient, improving the Itakura-Saito`s distance by up to four times. (C) 2007 Elsevier Ltd. All rights reserved.

Solution of a heterogeneous modeling of a horizontal-flow anaerobic immobilized biomass (HAIB) reactor by the sequencing method

A modeling study was completed to develop a methodology that combines the sequencing and finite difference methods for the simulation of a heterogeneous model of a tubular reactor applied in the treatment of wastewater. The system included a liquid phase (convection diffusion transport) and a solid phase (diffusion reaction) that was obtained by completing a mass balance in the reactor and in the particle, respectively. The model was solved using a pilot-scale horizontal-flow anaerobic immobilized biomass (HAIB) reactor to treat domestic sewage, with the concentration results compared with the experimental data. A comparison of the behavior of the liquid phase concentration profile and the experimental results indicated that both the numerical methods offer a good description of the behavior of the concentration along the reactor. The advantage of the sequencing method over the finite difference method is that it is easier to apply and requires less computational time to model the dynamic simulation of outlet response of HAIB.

Performance of a multi-level TDR system exposed to tropical field conditions - A time-space comparison with tensiometry

Time-domain reflectometry (TDR) is an important technique to obtain series of soil water content measurements in the field. Diode-segmented probes represent an improvement in TDR applicability, allowing measurements of the soil water content profile with a single probe. In this paper we explore an extensive soil water content dataset obtained by tensiometry and TDR from internal drainage experiments in two consecutive years in a tropical soil in Brazil. Comparisons between the variation patterns of the water content estimated by both methods exhibited evidences of deterioration of the TDR system during this two year period at field conditions. The results showed consistency in the variation pattern for the tensiometry data, whereas TDR estimates were inconsistent, with sensitivity decreasing over time. This suggests that difficulties may arise for the long-term use of this TDR system under tropical field conditions. (c) 2008 Elsevier B.V. All rights reserved.

Flow and axial dispersion simulation for traveling axisymmetric Taylor vortices

Numerical experiments using a finite difference method were carried out to determine the motion of axisymmetric Taylor vortices for narrow-gap Taylor vortex flow. When a pressure gradient is imposed on the flow the vortices are observed to move with an axial speed of 1.16 +/- 0.005 times the mean axial flow velocity. The method of Brenner was used to calculate the long-time axial spread of material in the flow. For flows where there is no pressure gradient, the axial dispersion scales with the square root of the molecular diffusion, in agreement with the results of Rosen-bluth et al. for high Peclet number dispersion in spatially periodic flows with a roll structure. When a pressure gradient is imposed the dispersion increases by an amount approximately equal to 6.5 x 10(-4) (W) over bar(2)d(2)/D-m, where (W) over bar is the average axial velocity in the annulus, analogous to Taylor dispersion for laminar flow in an empty tube.

Gastric Bypass and Cardiac Autonomic Activity: Influence of Gender and Age

Obesity is associated with increased sympathetic activity and higher mortality. Treatment of this condition is often frustrating. Roux-en-Y gastric bypass is the most effective technique nowadays for treatment of obesity. The aim of the present study is to assess the effects of this surgery on the cardiac autonomic activity, including the influence of gender and age, through heart rate variability (HRV) analysis. The study group consisted of 71 obese patients undergoing gastric bypass. Time domain measures of HRV, obtained from 24-h Holter recordings, were evaluated before and 6 months after surgery, and the results were compared. Percentage of interval differences of successive normal sinus beats greater than 50 ms (pNN50) and square root of the mean squared differences of successive normal sinus beat intervals (rMSSD) was used to estimate the short-term components of HRV, related to the parasympathetic activity. Standard deviation of intervals between all normal sinus beats (SDNN) was related to overall HRV. SDNN, pNN50, and rMSSD showed significant increase 6 months after surgery (p < 0.001, p = 0.001 and p = 0.002, respectively). Men presented a greater increase of SDNN than women (p = 0.006) during the follow-up. There was a difference in rMSSD evolution for age groups (p = 0.002). Only younger patients presented significant increase of rMSSD. Overall HRV increased 6 months after surgery; this increase was more evident in men. Cardiac parasympathetic activity increased also, but in younger patients only.

Wavelet correlation between subjects: A time-scale data driven analysis for brain mapping using fMRI

Functional magnetic resonance imaging (fMRI) based on BOLD signal has been used to indirectly measure the local neural activity induced by cognitive tasks or stimulation. Most fMRI data analysis is carried out using the general linear model (GLM), a statistical approach which predicts the changes in the observed BOLD response based on an expected hemodynamic response function (HRF). In cases when the task is cognitively complex or in cases of diseases, variations in shape and/or delay may reduce the reliability of results. A novel exploratory method using fMRI data, which attempts to discriminate between neurophysiological signals induced by the stimulation protocol from artifacts or other confounding factors, is introduced in this paper. This new method is based on the fusion between correlation analysis and the discrete wavelet transform, to identify similarities in the time course of the BOLD signal in a group of volunteers. We illustrate the usefulness of this approach by analyzing fMRI data from normal subjects presented with standardized human face pictures expressing different degrees of sadness. The results show that the proposed wavelet correlation analysis has greater statistical power than conventional GLM or time domain intersubject correlation analysis. (C) 2010 Elsevier B.V. All rights reserved.

Influence of Parasympathetic Modulation in Doppler Mitral Inflow Velocity in Individuals without Heart Disease

Background: The relation between left ventricular filing velocities determined by Doppler echocardiography and autonomic nervous system function assessed by heart rate variability (HRV) is unclear. The aim of this study was to evaluate the influence of the autonomic nervous system assessed by the time and frequency domain indices of HRV in the Doppler indices of left ventricular diastolic filling velocities in patients without heart disease. Methods: We studied 451 healthy individuals (255 female [56.4%]) with normal blood pressure, electrocardiogram, chest x-ray, and treadmill electrocardiographic exercise stress test results, with a mean age of 43 +/- 12 (range 15-82) years, who underwent transthoracic Doppler echocardiography and 24-hour electrocardiographic ambulatory monitoring. We studied indices of HRV on time (standard deviation [SD] of all normal sinus RR intervals during 24 hours, SD of averaged normal sinus RR intervals for all 5-minute segments, mean of the SD of all normal sinus RR intervals for all 5-minute segments, root-mean-square of the successive normal sinus RR interval difference, and percentage of successive normal sinus RR intervals > 50 ms) and frequency (low frequency, high frequency, very low frequency, low frequency/high frequency ratio) domains relative to peak flow velocity during rapid passive filling phase (E), atrial contraction (A), E/A ratio, E-wave deceleration time, and isovolumic relaxation time. Statistical analysis was performed with Pearson correlation and logistic regression. Results: Peak flow velocity during rapid passive filling phase (E) and atrial contraction (A), E/A ratio, and deceleration time of early mitral inflow did not demonstrate a significant correlation with indices of HRV in time and frequency domain. We found that the E/A ratio was < 1 in 45 individuals (10%). Individuals with an E/A ratio < 1 had lower indices of HRV in frequency domain (except low frequency/high frequency) and lower indices of the mean of the SD of all normal sinus RR intervals for all 5-minute segments, root-mean-square of the successive normal sinus RR interval difference, and percentage of successive normal sinus RR intervals > 50 ms in time domain. Logistic regression demonstrated that an E/A ratio < 1 was associated with lower HF. Conclusion: Individuals with no evidence of heart disease and an E/A ratio < 1 demonstrated a significant decrease in indexes of HRV associated with parasympathetic modulation. (J Am Soc Echocardiogr 2010;23: 762-5.)

Solution techniques for transport problems involving steep concentration gradients: application to noncatalytic fluid solid reactions

Some efficient solution techniques for solving models of noncatalytic gas-solid and fluid-solid reactions are presented. These models include those with non-constant diffusivities for which the formulation reduces to that of a convection-diffusion problem. A singular perturbation problem results for such models in the presence of a large Thiele modulus, for which the classical numerical methods can present difficulties. For the convection-diffusion like case, the time-dependent partial differential equations are transformed by a semi-discrete Petrov-Galerkin finite element method into a system of ordinary differential equations of the initial-value type that can be readily solved. In the presence of a constant diffusivity, in slab geometry the convection-like terms are absent, and the combination of a fitted mesh finite difference method with a predictor-corrector method is used to solve the problem. Both the methods are found to converge, and general reaction rate forms can be treated. These methods are simple and highly efficient for arbitrary particle geometry and parameters, including a large Thiele modulus. (C) 2001 Elsevier Science Ltd. All rights reserved.

On the induced electric field gradients in the human body for magnetic stimulation by gradient coils in MRI

Prior theoretical studies indicate that the negative spatial derivative of the electric field induced by magnetic stimulation may he one of the main factors contributing to depolarization of the nerve fiber. This paper studies this parameter for peripheral nerve stimulation (PNS) induced by time.-varying gradient fields during MRI scans. The numerical calculations are based on an efficient, quasi-static, finite-difference scheme and an anatomically realistic human, full-body model. Whole-body cylindrical and planar gradient sets in MRI systems and various input signals have been explored. The spatial distributions of the induced electric field and their gradients are calculated and attempts are made to correlate these areas with reported experimental stimulation data. The induced electrical field pattern is similar for both the planar coils and cylindrical coils. This study provides some insight into the spatial characteristics of the induced field gradients for PNS in MRI, which may be used to further evaluate the sites where magnetic stimulation is likely to occur and to optimize gradient coil design.

Influence of magnetically-induced E-fields on cardiac electric activity during MRI: A modeling study

In modern magnetic resonance imaging (MRI), patients are exposed to strong, time-varying gradient magnetic fields that may be able to induce electric fields (E-fields)/currents in tissues approaching the level of physiological significance. In this work we present theoretical investigations into induced E-fields in the thorax, and evaluate their potential influence on cardiac electric activity under the assumption that the sites of maximum E-field correspond to the myocardial stimulation threshold (an abnormal circumstance). Whole-body cylindrical and planar gradient coils were included in the model. The calculations of the induced fields are based on an efficient, quasi-static, finite-difference scheme and an anatomically realistic, whole-body model. The potential for cardiac stimulation was evaluated using an electrical model of the heart. Twelve-lead electrocardiogram (ECG) signals were simulated and inspected for arrhythmias caused by the applied fields for both healthy and diseased hearts. The simulations show that the shape of the thorax and the conductive paths significantly influence induced E-fields. In healthy patients, these fields are not sufficient to elicit serious arrhythmias with the use of contemporary gradient sets. However, raising the strength and number of repeated switching episodes of gradients, as is certainly possible in local chest gradient sets, could expose patients to increased risk. For patients with cardiac disease, the risk factors are elevated. By the use of this model, the sensitivity of cardiac pathologies, such as abnormal conductive pathways, to the induced fields generated by an MRI sequence can be investigated. (C) 2003 Wiley-Liss, Inc.