An augmented method for free boundary problems with moving contact lines

An augmented immersed interface method (IIM) is proposed for simulating one-phase moving contact line problems in which a liquid drop spreads or recoils on a solid substrate. While the present two-dimensional mathematical model is a free boundary problem, in our new numerical method, the fluid domain enclosed by the free boundary is embedded into a rectangular one so that the problem can be solved by a regular Cartesian grid method. We introduce an augmented variable along the free boundary so that the stress balancing boundary condition is satisfied. A hybrid time discretization is used in the projection method for better stability. The resultant Helmholtz/Poisson equations with interfaces then are solved by the IIM in an efficient way. Several numerical tests including an accuracy check, and the spreading and recoiling processes of a liquid drop are presented in detail. (C) 2010 Elsevier Ltd. All rights reserved.

三维油藏数值模拟正反演算法研究

The dynamic prediction of complex reservoir development is one of the important research contents of dynamic analysis of oil and gas development. With the increase development of time, the permeabilities and porosities of reservoirs and the permeability of block reservoir at its boundaries are dynamically changing. How to track the dynamic change of permeability and porosity and make certain the permeability of block reservoir at its boundary is an important practical problem. To study developing dynamic prediction of complex reservoir, the key problem of research of dynamic prediction of complex reservoir development is realizing inversion of permeability and porosity. To realize the inversion, first of all, the fast forward and inverse method of 3-dimension reservoir simulation must be studied. Although the inversion has been widely applied to exploration and logging, it has not been applied to3-dimension reservoir simulation. Therefore, the study of fast forward and inverse method of 3-dimension reservoir simulation is a cutting-edge problem, takes on important realistic signification and application value. In this dissertation, 2-dimension and 3-dimension fluid equations in porous media are discretized by finite difference, obtaining finite difference equations to meet the inner boundary conditions by Peaceman's equations, giving successive over relaxation iteration of 3-dimension fluid equations in porous media and the dimensional analysis. Several equation-solving methods are compared in common use, analyzing its convergence and convergence rate. The alternating direction implicit procedure of 2-dimension has been turned into successive over relaxation iteration of alternating direction implicit procedure of 3-dimension fluid equations in porous media, which possesses the virtues of fast computing speed, needing small memory of computer, good adaptability for heterogeneous media and fast convergence rate. The geological model of channel-sandy reservoir has been generated with the help of stochastic simulation technique, whose cross sections of channel-sandy reservoir are parabolic shapes. This method makes the hard data commendably meet, very suit for geological modeling of containing complex boundary surface reservoir. To verify reliability of the method, theoretical solution and numerical solution are compared by simplifying model of 3-dimension fluid equations in porous media, whose results show that the only difference of the two pressure curves is that the numerical solution is lower than theoretical at the wellbore in the same space. It proves that using finite difference to solve fluid equations in porous media is reliable. As numerical examples of 3-dimension heterogeneous reservoir of the single-well and multi-well, the pressure distributions have been computed respectively, which show the pressure distributions there are clearly difference as difference of the permeabilities is greater than one order of magnitude, otherwise there are no clearly difference. As application, the pressure distribution of the channel-sandy reservoir have been computed, which indicates that the space distribution of pressure strongly relies on the direction of permeability, and is sensitive for space distributions of permeability. In this dissertation, the Peaceman's equations have been modified into solving vertical well problem and horizontal well problem simultaneously. In porous media, a 3D layer reservoir in which contain vertical wells and horizontal wells has been calculated with iteration. For channel-sandy reservoir in which there are also vertical wells and horizontal wells, a 3D transient heterogeneous fluid equation has been discretized. As an example, the space distribution of pressure has been calculated with iteration. The results of examples are accord with the fact, which shows the modification of Peaceman's equation is correct. The problem has been solved in the space where there are vertical and horizontal wells. In the dissertation, the nonuniform grid permeability integration equation upscaling method, the nonuniform grid 2D flow rate upscaling method and the nonuniform grid 3D flow rate upscaling method have been studied respectively. In those methods, they enhance computing speed greatly, but the computing speed of 3D flow rate upscaling method is faster than that of 2D flow rate upscaling method, and the precision of 3D flow rate upscaling method is better than that of 2D flow rate upscaling method. The results also show that the solutions of upscaling method are very approximating to that of fine grid blocks. In this paper, 4 methods of fast adaptive nonuniform grid upscaling method of 3D fluid equations in porous media have been put forward, and applied to calculate 3D heterogeneous reservoir and channel-sandy reservoir, whose computing results show that the solutions of nonuniform adaptive upscaling method of 3D heterogeneous fluid equations in porous media are very approximating to that of fine grid blocks in the regions the permeability or porosity being abnormity and very approximating to that of coarsen grid blocks in the other region, however, the computing speed of adaptive upscaling method is 100 times faster than that of fine grid block method. The formula of sensitivity coefficients are derived from initial boundary value problems of fluid equations in porous media by Green's reciprocity principle. The sensitivity coefficients of wellbore pressure to permeability parameters are given by Peaceman's equation and calculated by means of numerical calculation method of 3D transient anisotropic fluid equation in porous media and verified by direct method. The computing results are in excellent agreement with those obtained by the direct method, which shows feasibility of the method. In the dissertation, the calculating examples are also given for 3D reservoir, channel-sandy reservoir and 3D multi-well reservoir, whose numerical results indicate: around the well hole, the value of the sensitivity coefficients of permeability is very large, the value of the sensitivity coefficients of porosity is very large too, but the sensitivity coefficients of porosity is much less than the sensitivity coefficients of permeability, so that the effect of the sensitivity coefficients of permeability for inversion of reservoir parameters is much greater than that of the sensitivity coefficients of porosity. Because computing the sensitivity coefficients needs to call twice the program of reservoir simulation in one iteration, realizing inversion of reservoir parameters must be sustained by the fast forward method. Using the sensitivity coefficients of permeability and porosity, conditioned on observed valley erosion thickness in wells (hard data), the inversion of the permeabilities and porosities in the homogeneous reservoir, homogeneous reservoir only along the certain direction and block reservoir are implemented by Gauss-Newton method or conjugate gradient method respectively. The results of our examples are very approximating to the real data of permeability and porosity, but the convergence rate of conjugate gradient method is much faster than that of Gauss-Newton method.

VSP克希霍夫法多波联合成像

Geophones being inside the well, VSP can record upgoing and downgoing P waves, upgoing and downgoing S waves simultaneously.Aiming at overcoming the shortages of the known VSP velocity tomography , attenuation tomography , inverse Q filtering and VSP image method , this article mainly do the following jobs:CD; I do the common-source-point raytracing by soving the raytracing equations with Runge-Kutta method, which can provide traveltime , raypath and amplitude for VSP velocity tomography , attenuation tomography and VSP multiwave migration.(D. The velocity distribution can be inversed from the difference between the computed traveltime and the observed traveltime of the VSP downgoing waves. I put forward two methods: A. VSP building-velocity tomography method that doesn't lie on the layered model from which we can derive the slowness of the grids' crunodes . B. deformable layer tomography method from which we can get the location of the interface if the layer's velocity is known..(3). On the basis of the velocity tomography , using the attenuation information shown by the VSP seismic wave , we can derive the attenuation distribution of the subsurface. I also present an algorithm to solve the inverse Q filtering problem directly and accurately from the Q modeling equation . Numerical results presented have shown that our algorithm gives reliable results . ?. According to the theory that the transformed point is the point where the four kinds of wave come into being , and where the stacked energy will be the largest than at other points . This article presents a VSP multiwave Kirchhoff migration method . Application on synthetic examples and field seismic records have shown that the algorithm gives reliable results . (5). When the location of the interface is determined and the velocity of the P wave and S wave is known , we can obtain the transmittivity and reflection coefficient 5 thereby we can gain the elastic parameters . This method is also put into use derive good result.Above all, application on models and field seismic records show that the method mentioned above is efficient and accurate .

Financial modelling with 2-EPT probability density functions

The class of all Exponential-Polynomial-Trigonometric (EPT) functions is classical and equal to the Euler-d’Alembert class of solutions of linear differential equations with constant coefficients. The class of non-negative EPT functions defined on [0;1) was discussed in Hanzon and Holland (2010) of which EPT probability density functions are an important subclass. EPT functions can be represented as ceAxb, where A is a square matrix, b a column vector and c a row vector where the triple (A; b; c) is the minimal realization of the EPT function. The minimal triple is only unique up to a basis transformation. Here the class of 2-EPT probability density functions on R is defined and shown to be closed under a variety of operations. The class is also generalised to include mixtures with the pointmass at zero. This class coincides with the class of probability density functions with rational characteristic functions. It is illustrated that the Variance Gamma density is a 2-EPT density under a parameter restriction. A discrete 2-EPT process is a process which has stochastically independent 2-EPT random variables as increments. It is shown that the distribution of the minimum and maximum of such a process is an EPT density mixed with a pointmass at zero. The Laplace Transform of these distributions correspond to the discrete time Wiener-Hopf factors of the discrete time 2-EPT process. A distribution of daily log-returns, observed over the period 1931-2011 from a prominent US index, is approximated with a 2-EPT density function. Without the non-negativity condition, it is illustrated how this problem is transformed into a discrete time rational approximation problem. The rational approximation software RARL2 is used to carry out this approximation. The non-negativity constraint is then imposed via a convex optimisation procedure after the unconstrained approximation. Sufficient and necessary conditions are derived to characterise infinitely divisible EPT and 2-EPT functions. Infinitely divisible 2-EPT density functions generate 2-EPT Lévy processes. An assets log returns can be modelled as a 2-EPT Lévy process. Closed form pricing formulae are then derived for European Options with specific times to maturity. Formulae for discretely monitored Lookback Options and 2-Period Bermudan Options are also provided. Certain Greeks, including Delta and Gamma, of these options are also computed analytically. MATLAB scripts are provided for calculations involving 2-EPT functions. Numerical option pricing examples illustrate the effectiveness of the 2-EPT approach to financial modelling.

Interaction of additive and quantization noises in digital PLLs

Phase-locked loops (PLLs) are a crucial component in modern communications systems. Comprising of a phase-detector, linear filter, and controllable oscillator, they are widely used in radio receivers to retrieve the information content from remote signals. As such, they are capable of signal demodulation, phase and carrier recovery, frequency synthesis, and clock synchronization. Continuous-time PLLs are a mature area of study, and have been covered in the literature since the early classical work by Viterbi [1] in the 1950s. With the rise of computing in recent decades, discrete-time digital PLLs (DPLLs) are a more recent discipline; most of the literature published dates from the 1990s onwards. Gardner [2] is a pioneer in this area. It is our aim in this work to address the difficulties encountered by Gardner [3] in his investigation of the DPLL output phase-jitter where additive noise to the input signal is combined with frequency quantization in the local oscillator. The model we use in our novel analysis of the system is also applicable to another of the cases looked at by Gardner, that is the DPLL with a delay element integrated in the loop. This gives us the opportunity to look at this system in more detail, our analysis providing some unique insights into the variance `dip' seen by Gardner in [3]. We initially provide background on the probability theory and stochastic processes. These branches of mathematics are the basis for the study of noisy analogue and digital PLLs. We give an overview of the classical analogue PLL theory as well as the background on both the digital PLL and circle map, referencing the model proposed by Teplinsky et al. [4, 5]. For our novel work, the case of the combined frequency quantization and noisy input from [3] is investigated first numerically, and then analytically as a Markov chain via its Chapman-Kolmogorov equation. The resulting delay equation for the steady-state jitter distribution is treated using two separate asymptotic analyses to obtain approximate solutions. It is shown how the variance obtained in each case matches well to the numerical results. Other properties of the output jitter, such as the mean, are also investigated. In this way, we arrive at a more complete understanding of the interaction between quantization and input noise in the first order DPLL than is possible using simulation alone. We also do an asymptotic analysis of a particular case of the noisy first-order DPLL with delay, previously investigated by Gardner [3]. We show a unique feature of the simulation results, namely the variance `dip' seen for certain levels of input noise, is explained by this analysis. Finally, we look at the second-order DPLL with additive noise, using numerical simulations to see the effects of low levels of noise on the limit cycles. We show how these effects are similar to those seen in the noise-free loop with non-zero initial conditions.

Moment decay rates of solutions of stochastic differential equations

The objective of this paper is to investigate the p-ίh moment asymptotic stability decay rates for certain finite-dimensional Itό stochastic differential equations. Motivated by some practical examples, the point of our analysis is a special consideration of general decay speeds, which contain as a special case the usual exponential or polynomial type one, to meet various situations. Sufficient conditions for stochastic differential equations (with variable delays or not) are obtained to ensure their asymptotic properties. Several examples are studied to illustrate our theory.

Numerical simulation of flow-induced cavity noise in self-sustained oscillations

The generation and near-field radiation of aerodynamic sound from a low-speed unsteady flow over a two-dimensional automobile door cavity is simulated by using a source-extraction-based coupling method. In the coupling procedure, the unsteady cavity flow field is first computed solving the Reynolds averaged Navier–Stokes (RANS) equations. The radiated sound is then calculated by using a set of acoustic perturbation equations with acoustic source terms which are extracted from the time-dependent solutions of the unsteady flow. The aerodynamic and its resulting acoustic field are computed for the Reynolds number of 53,266 based on the base length of the cavity. The free stream flow velocity is taken to be 50.9m/s. As first stage of the numerical investigation of flow-induced cavity noise, laminar flow is assumed. The CFD solver is based on a cell-centered finite volume method. A dispersion-relation-preserving (DRP), optimized, fourth-order finite difference scheme with fully staggered-grid implementation is used in the acoustic solver

Numerical investigation of a source extraction technique based on an acoustic correction method

An aerodynamic sound source extraction from a general flow field is applied to a number of model problems and to a problem of engineering interest. The extraction technique is based on a variable decomposition, which results to an acoustic correction method, of each of the flow variables into a dominant flow component and a perturbation component. The dominant flow component is obtained with a general-purpose Computational Fluid Dynamics (CFD) code which uses a cell-centred finite volume method to solve the Reynolds-averaged Navier–Stokes equations. The perturbations are calculated from a set of acoustic perturbation equations with source terms extracted from unsteady CFD solutions at each time step via the use of a staggered dispersion-relation-preserving (DRP) finite-difference scheme. Numerical experiments include (1) propagation of a 1-D acoustic pulse without mean flow, (2) propagation of a 2-D acoustic pulse with/without mean flow, (3) reflection of an acoustic pulse from a flat plate with mean flow, and (4) flow-induced noise generated by the an unsteady laminar flow past a 2-D cavity. The computational results demonstrate the accuracy for model problems and illustrate the feasibility for more complex aeroacoustic problems of the source extraction technique.

Fast Response Exhaust Gas Temperature Measurement in IC Engines

The harsh environment presented by engines, particularly in the exhaust systems, often necessitates the use of robust and therefore low bandwidth temperature sensors. Consequently, high frequencies are attenuated in the output. One technique for addressing this problem involves measuring the gas temperature using two sensors with different time-constants and mathematically reconstructing the true gas temperature from the resulting signals. Such a technique has been applied in gas turbine, rocket motor and combustion research. A new reconstruction technique based on difference equations has been developed and its effectiveness proven theoretically. The algorithms have been successfully tested and proven on experimental data from a rig that produces cyclic temperature variations. These tests highlighted that the separation of the thermocouple junctions must be very small to ensure that both sensors are subjected to the same gas temperatures. Exhaust gas temperatures were recorded by an array of thermocouples during transient operation of a high performance two-stroke engine. The results show that the increase in bandwidth arising from the dual sensor technique allowed accurate measurement of exhaust gas temperature with relatively robust thermocouples. Finally, an array of very fine thermocouples (12.5 - 50 microns) was used to measure the in-cycle temperature variation in the exhaust.

Combined R-matrix eigenstate basis set and finite-difference propagation method for the time-dependent Schrodinger equation: The one-electron case

In this work we present the theoretical framework for the solution of the time-dependent Schrödinger equation (TDSE) of atomic and molecular systems under strong electromagnetic fields with the configuration space of the electron’s coordinates separated over two regions; that is, regions I and II. In region I the solution of the TDSE is obtained by an R-matrix basis set representation of the time-dependent wave function. In region II a grid representation of the wave function is considered and propagation in space and time is obtained through the finite-difference method. With this, a combination of basis set and grid methods is put forward for tackling multiregion time-dependent problems. In both regions, a high-order explicit scheme is employed for the time propagation. While, in a purely hydrogenic system no approximation is involved due to this separation, in multielectron systems the validity and the usefulness of the present method relies on the basic assumption of R-matrix theory, namely, that beyond a certain distance (encompassing region I) a single ejected electron is distinguishable from the other electrons of the multielectron system and evolves there (region II) effectively as a one-electron system. The method is developed in detail for single active electron systems and applied to the exemplar case of the hydrogen atom in an intense laser field.

Rapid Fluctuations in the Lower Solar Atmosphere

The Rapid Oscillations in the Solar Atmosphere instrument reveals solar atmospheric fluctuations at high frequencies. Spectra of variations of the G-band intensity (IG ) and Ca II K-line intensity (IK ) show correlated fluctuations above white noise to frequencies beyond 300 mHz and 50 mHz, respectively. The noise-corrected G-band spectrum for f = 28-326 mHz shows a power law with exponent -1.21 ± 0.02, consistent with the presence of turbulent motions. G-band spectral power in the 25-100 mHz ("UHF") range is concentrated at the locations of magnetic bright points in the intergranular lanes and is highly intermittent in time. The intermittence of the UHF G-band fluctuations, shown by a positive kurtosis ?, also suggests turbulence. Combining values of IG , IK , UHF power, and ? reveals two distinct states of the solar atmosphere. State 1, including almost all the data, is characterized by low IG , IK , and UHF power and ? ˜ 6. State 2, including only a very small fraction of the data, is characterized by high IG , IK , and UHF power and ? ˜ 3. Superposed epoch analysis shows that the UHF power peaks simultaneously with spatio-temporal IG maxima in either state. For State 1, IK shows 3.5 minute chromospheric oscillations with maxima occurring 21 s after IG maxima implying a 150-210 km effective height difference. However, for State 2 the IK and IG maxima are simultaneous; in this highly magnetized environment sites of G-band and K-line emission may be spatially close together.

Exploring and comparing the experience and coping behaviour of men and women with colorectal cancer after chemotherapy treatment:A qualitative longitudinal study

Objectives: Men have higher incidence and mortality rates for nearly all cancers. They are less likely than women to utilise cancer information services and other social support services. The aim of this study was to explore and compare the experience and coping behaviour of men and women after treatment for colorectal cancer (CRC). Methods: A longitudinal qualitative study was conducted involving 38 individuals (24 men and 14 women) with CRC. Data were generated using semi-structured interviews at four time points over an 18-month period, post-diagnosis. Interviews focused on participant's experience of CRC and on how gender affected their coping. This paper reports the findings of interviews 3 and 4 which examined the participant's experience after chemotherapy. Results: Three themes emerged from the interviews ('new normal', living with uncertainty and support needs). Many men and women reacted similarly; however, there was some variation evident between and within sexes. The main difference was with regard to the long-term physical side effects of the illness. Many women admitted to still experiencing side effects, whereas many men indicated that they had no problems. These men engaged in practices that aligned with their gender identity and view of masculinity. It must be noted that some men and women were still experiencing an impact. Conclusions: Recovery from the physical and psychological effects of CRC does not occur simultaneously. Healthcare professionals should be aware that not all men (or women) conform to the social stereotypes of masculinity (or femininity). Copyright © 2010 John Wiley & Sons, Ltd.

A study of singular integral operators with shift

Nesta tese, consideram-se operadores integrais singulares com a acção extra de um operador de deslocacamento de Carleman e com coeficientes em diferentes classes de funções essencialmente limitadas. Nomeadamente, funções contínuas por troços, funções quase-periódicas e funções possuíndo factorização generalizada. Nos casos dos operadores integrais singulares com deslocamento dado pelo operador de reflexão ou pelo operador de salto no círculo unitário complexo, obtêm-se critérios para a propriedade de Fredholm. Para os coeficientes contínuos, uma fórmula do índice de Fredholm é apresentada. Estes resultados são consequência das relações de equivalência explícitas entre aqueles operadores e alguns operadores adicionais, tais como o operador integral singular, operadores de Toeplitz e operadores de Toeplitz mais Hankel. Além disso, as relações de equivalência permitem-nos obter um critério de invertibilidade e fórmulas para os inversos laterais dos operadores iniciais com coeficientes factorizáveis. Adicionalmente, aplicamos técnicas de análise numérica, tais como métodos de colocação de polinómios, para o estudo da dimensão do núcleo dos dois tipos de operadores integrais singulares com coeficientes contínuos por troços. Esta abordagem permite também a computação do inverso no sentido Moore-Penrose dos operadores principais. Para operadores integrais singulares com operadores de deslocamento do tipo Carleman preservando a orientação e com funções contínuas como coeficientes, são obtidos limites superiores da dimensão do núcleo. Tal é implementado utilizando algumas estimativas e com a ajuda de relações (explícitas) de equivalência entre operadores. Focamos ainda a nossa atenção na resolução e nas soluções de uma classe de equações integrais singulares com deslocamento que não pode ser reduzida a um problema de valor de fronteira binomial. De forma a atingir os objectivos propostos, foram utilizadas projecções complementares e identidades entre operadores. Desta forma, as equações em estudo são associadas a sistemas de equações integrais singulares. Estes sistemas são depois analisados utilizando um problema de valor de fronteira de Riemann. Este procedimento tem como consequência a construção das soluções das equações iniciais a partir das soluções de problemas de valor de fronteira de Riemann. Motivados por uma grande diversidade de aplicações, estendemos a definição de operador integral de Cauchy para espaços de Lebesgue sobre grupos topológicos. Assim, são investigadas as condições de invertibilidade dos operadores integrais neste contexto.

Análise e implementação de filtros e controladores num sistema de processamento digital de sinal

Dissertação para obtenção do grau de Mestre em Engenharia Electrotécnica Ramo de Automação e Electrónica Industrial