Fluid-structure interaction by a coupled lattice Boltzmann-finite element approach

In this thesis, a strategy to model the behavior of fluids and their interaction with deformable bodies is proposed. The fluid domain is modeled by using the lattice Boltzmann method, thus analyzing the fluid dynamics by a mesoscopic point of view. It has been proved that the solution provided by this method is equivalent to solve the Navier-Stokes equations for an incompressible flow with a second-order accuracy. Slender elastic structures idealized through beam finite elements are used. Large displacements are accounted for by using the corotational formulation. Structural dynamics is computed by using the Time Discontinuous Galerkin method. Therefore, two different solution procedures are used, one for the fluid domain and the other for the structural part, respectively. These two solvers need to communicate and to transfer each other several information, i.e. stresses, velocities, displacements. In order to guarantee a continuous, effective, and mutual exchange of information, a coupling strategy, consisting of three different algorithms, has been developed and numerically tested. In particular, the effectiveness of the three algorithms is shown in terms of interface energy artificially produced by the approximate fulfilling of compatibility and equilibrium conditions at the fluid-structure interface. The proposed coupled approach is used in order to solve different fluid-structure interaction problems, i.e. cantilever beams immersed in a viscous fluid, the impact of the hull of the ship on the marine free-surface, blood flow in a deformable vessels, and even flapping wings simulating the take-off of a butterfly. The good results achieved in each application highlight the effectiveness of the proposed methodology and of the C++ developed software to successfully approach several two-dimensional fluid-structure interaction problems.

Direct electron transfer to cytochrome c oxidase investigated by electrochemistry and time-resolved surface-enhanced infrared absorption spectroscopy

Cytochrom c Oxidase (CcO), der Komplex IV der Atmungskette, ist eine der Häm-Kupfer enthaltenden Oxidasen und hat eine wichtige Funktion im Zellmetabolismus. Das Enzym enthält vier prosthetische Gruppen und befindet sich in der inneren Membran von Mitochondrien und in der Zellmembran einiger aerober Bakterien. Die CcO katalysiert den Elektronentransfer (ET) von Cytochrom c zu O2, wobei die eigentliche Reaktion am binuklearen Zentrum (CuB-Häm a3) erfolgt. Bei der Reduktion von O2 zu zwei H2O werden vier Protonen verbraucht. Zudem werden vier Protonen über die Membran transportiert, wodurch eine elektrochemische Potentialdifferenz dieser Ionen zwischen Matrix und Intermembranphase entsteht. Trotz ihrer Wichtigkeit sind Membranproteine wie die CcO noch wenig untersucht, weshalb auch der Mechanismus der Atmungskette noch nicht vollständig aufgeklärt ist. Das Ziel dieser Arbeit ist, einen Beitrag zum Verständnis der Funktion der CcO zu leisten. Hierzu wurde die CcO aus Rhodobacter sphaeroides über einen His-Anker, der am C-Terminus der Untereinheit II angebracht wurde, an eine funktionalisierte Metallelektrode in definierter Orientierung gebunden. Der erste Elektronenakzeptor, das CuA, liegt dabei am nächsten zur Metalloberfläche. Dann wurde eine Doppelschicht aus Lipiden insitu zwischen die gebundenen Proteine eingefügt, was zur sog. proteingebundenen Lipid-Doppelschicht Membran (ptBLM) führt. Dabei musste die optimale Oberflächenkonzentration der gebundenen Proteine herausgefunden werden. Elektrochemische Impedanzspektroskopie(EIS), Oberflächenplasmonenresonanzspektroskopie (SPR) und zyklische Voltammetrie (CV) wurden angewandt um die Aktivität der CcO als Funktion der Packungsdichte zu charakterisieren. Der Hauptteil der Arbeit betrifft die Untersuchung des direkten ET zur CcO unter anaeroben Bedingungen. Die Kombination aus zeitaufgelöster oberflächenverstärkter Infrarot-Absorptionsspektroskopie (tr-SEIRAS) und Elektrochemie hat sich dafür als besonders geeignet erwiesen. In einer ersten Studie wurde der ET mit Hilfe von fast scan CV untersucht, wobei CVs von nicht-aktivierter sowie aktivierter CcO mit verschiedenen Vorschubgeschwindigkeiten gemessen wurden. Die aktivierte Form wurde nach dem katalytischen Umsatz des Proteins in Anwesenheit von O2 erhalten. Ein vier-ET-modell wurde entwickelt um die CVs zu analysieren. Die Methode erlaubt zwischen dem Mechanismus des sequentiellen und des unabhängigen ET zu den vier Zentren CuA, Häm a, Häm a3 und CuB zu unterscheiden. Zudem lassen sich die Standardredoxpotentiale und die kinetischen Koeffizienten des ET bestimmen. In einer zweiten Studie wurde tr-SEIRAS im step scan Modus angewandt. Dafür wurden Rechteckpulse an die CcO angelegt und SEIRAS im ART-Modus verwendet um Spektren bei definierten Zeitscheiben aufzunehmen. Aus diesen Spektren wurden einzelne Banden isoliert, die Veränderungen von Vibrationsmoden der Aminosäuren und Peptidgruppen in Abhängigkeit des Redoxzustands der Zentren zeigen. Aufgrund von Zuordnungen aus der Literatur, die durch potentiometrische Titration der CcO ermittelt wurden, konnten die Banden versuchsweise den Redoxzentren zugeordnet werden. Die Bandenflächen gegen die Zeit aufgetragen geben dann die Redox-Kinetik der Zentren wieder und wurden wiederum mit dem vier-ET-Modell ausgewertet. Die Ergebnisse beider Studien erlauben die Schlussfolgerung, dass der ET zur CcO in einer ptBLM mit größter Wahrscheinlichkeit dem sequentiellen Mechanismus folgt, was dem natürlichen ET von Cytochrom c zur CcO entspricht.

Consolidation problems

The analysis of deformation in soils is of paramount importance in geotechnical engineering. For a long time the complex behaviour of natural deposits defied the ingenuity of engineers. The time has come that, with the aid of computers, numerical methods will allow the solution of every problem if the material law can be specified with a certain accuracy. Boundary Techniques (B.E.) have recently exploded in a splendid flowering of methods and applications that compare advantegeously with other well-established procedures like the finite element method (F.E.). Its application to soil mechanics problems (Brebbia 1981) has started and will grow in the future. This paper tries to present a simple formulation to a classical problem. In fact, there is already a large amount of application of B.E. to diffusion problems (Rizzo et al, Shaw, Chang et al, Combescure et al, Wrobel et al, Roures et al, Onishi et al) and very recently the first specific application to consolidation problems has been published by Bnishi et al. Here we develop an alternative formulation to that presented in the last reference. Fundamentally the idea is to introduce a finite difference discretization in the time domain in order to use the fundamental solution of a Helmholtz type equation governing the neutral pressure distribution. Although this procedure seems to have been unappreciated in the previous technical literature it is nevertheless effective and straightforward to implement. Indeed for the special problem in study it is perfectly suited, because a step by step interaction between the elastic and flow problems is needed. It allows also the introduction of non-linear elastic properties and time dependent conditions very easily as will be shown and compares well with performances of other approaches.

Difference schemes for time-dependent heat conduction models with delay

Different non-Fourier models of heat conduction, that incorporate time lags in the heat flux and/or the temperature gradient, have been increasingly considered in the last years to model microscale heat transfer problems in engineering. Numerical schemes to obtain approximate solutions of constant coefficients lagging models of heat conduction have already been proposed. In this work, an explicit finite difference scheme for a model with coefficients variable in time is developed, and their properties of convergence and stability are studied. Numerical computations showing examples of applications of the scheme are presented.

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.

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.

Numerical investigation of the three-dimensional secondary instabilities in the time-developing compressible mixing layer

Mixing layers are present in very different types of physical situations such as atmospheric flows, aerodynamics and combustion. It is, therefore, a well researched subject, but there are aspects that require further studies. Here the instability of two-and three-dimensional perturbations in the compressible mixing layer was investigated by numerical simulations. In the numerical code, the derivatives were discretized using high-order compact finite-difference schemes. A stretching in the normal direction was implemented with both the objective of reducing the sound waves generated by the shear region and improving the resolution near the center. The compact schemes were modified to work with non-uniform grids. Numerical tests started with an analysis of the growth rate in the linear regime to verify the code implementation. Tests were also performed in the non-linear regime and it was possible to reproduce the vortex roll-up and pairing, both in two-and three-dimensional situations. Amplification rate analysis was also performed for the secondary instability of this flow. It was found that, for essentially incompressible flow, maximum growth rates occurred for a spanwise wavelength of approximately 2/3 of the streamwise spacing of the vortices. The result demonstrated the applicability of the theory developed by Pierrehumbet and Widnall. Compressibility effects were then considered and the maximum growth rates obtained for relatively high Mach numbers (typically under 0.8) were also presented.

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.

Mechanistic approach to predict real machining time for milling free-form geometries applying high feed rate

An accurate estimate of machining time is very important for predicting delivery time, manufacturing costs, and also to help production process planning. Most commercial CAM software systems estimate the machining time in milling operations simply by dividing the entire tool path length by the programmed feed rate. This time estimate differs drastically from the real process time because the feed rate is not always constant due to machine and computer numerical controlled (CNC) limitations. This study presents a practical mechanistic method for milling time estimation when machining free-form geometries. The method considers a variable called machine response time (MRT) which characterizes the real CNC machine`s capacity to move in high feed rates in free-form geometries. MRT is a global performance feature which can be obtained for any type of CNC machine configuration by carrying out a simple test. For validating the methodology, a workpiece was used to generate NC programs for five different types of CNC machines. A practical industrial case study was also carried out to validate the method. The results indicated that MRT, and consequently, the real machining time, depends on the CNC machine`s potential: furthermore, the greater MRT, the larger the difference between predicted milling time and real milling time. The proposed method achieved an error range from 0.3% to 12% of the real machining time, whereas the CAM estimation achieved from 211% to 1244% error. The MRT-based process is also suggested as an instrument for helping in machine tool benchmarking.

Verification of a mixed high-order accurate DNS code for laminar turbulent transition by the method of manufactured solutions

This paper presents results on a verification test of a Direct Numerical Simulation code of mixed high-order of accuracy using the method of manufactured solutions (MMS). This test is based on the formulation of an analytical solution for the Navier-Stokes equations modified by the addition of a source term. The present numerical code was aimed at simulating the temporal evolution of instability waves in a plane Poiseuille flow. The governing equations were solved in a vorticity-velocity formulation for a two-dimensional incompressible flow. The code employed two different numerical schemes. One used mixed high-order compact and non-compact finite-differences from fourth-order to sixth-order of accuracy. The other scheme used spectral methods instead of finite-difference methods for the streamwise direction, which was periodic. In the present test, particular attention was paid to the boundary conditions of the physical problem of interest. Indeed, the verification procedure using MMS can be more demanding than the often used comparison with Linear Stability Theory. That is particularly because in the latter test no attention is paid to the nonlinear terms. For the present verification test, it was possible to manufacture an analytical solution that reproduced some aspects of an instability wave in a nonlinear stage. Although the results of the verification by MMS for this mixed-order numerical scheme had to be interpreted with care, the test was very useful as it gave confidence that the code was free of programming errors. Copyright (C) 2009 John Wiley & Sons, Ltd.

Towards realistic simulations of lava dome growth using the level set method

The level set method has been implemented in a computational volcanology context. New techniques are presented to solve the advection equation and the reinitialisation equation. These techniques are based upon an algorithm developed in the finite difference context, but are modified to take advantage of the robustness of the finite element method. The resulting algorithm is tested on a well documented Rayleigh–Taylor instability benchmark [19], and on an axisymmetric problem where the analytical solution is known. Finally, the algorithm is applied to a basic study of lava dome growth.

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.

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.

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.