Modelagem 2,5D dos campos usados no Método Eletromagnético a Multi-Frequência - EMMF

Esta tese mostra a modelagem 2,5D de dados sintéticos do Método Eletromagnético a Multi-frequência (EMMF). O trabalho é apresentado em duas partes: a primeira apresenta os detalhes dos métodos usados nos cálculos dos campos gerados por uma bobina horizontal de corrente colocada sobre a superfície de modelos bidimensionais; e a segunda, usa os resultados obtidos para simular os dados medidos no método EMMF, que são as partes real e imaginária da componente radial do campo magnético gerado pela bobina. Nesta segunda parte, observamos o comportamento do campo calculado em diversos modelos, incluindo variações nas propriedades físicas e na geometria dos mesmos, com o intuito de verificar a sensibilidade do campo observado com relação às estruturas presentes em uma bacia sedimentar. Com esta modelagem, podemos observar as características dos dados e como as duas partes, real e imaginária, contribuem com informações distintas e complementares. Os resultados mostram que os dados da componente radial do campo magnético apresentam muito boa resolução lateral, mesmo estando a fonte fixa em uma única posição. A capacidade desses dados em distinguir e resolver estruturas alvo será fundamental para o trabalho futuro de inversão, bem como para a construção de seções de resistividade aparente.

Estudo comparativo das técnicas de elementos finitos e equação integral na modelagem eletromagnética bidimensional

Os métodos numéricos de Elementos Finitos e Equação Integral são comumente utilizados para investigações eletromagnéticas na Geofísica, e, para essas modelagens é importante saber qual algoritmo é mais rápido num certo modelo geofísico. Neste trabalho são feitas comparações nos resultados de tempo computacional desses dois métodos em modelos bidimensionais com heterogeneidades condutivas num semiespaço resistivo energizados por uma linha infinita de corrente (com 1000Hz de freqüência) e situada na superfície paralelamente ao "strike" das heterogeneidades. Após a validação e otimização dos programas analisamos o comportamento dos tempos de processamento nos modelos de corpos retangulares variandose o tamanho, o número e a inclinação dos corpos. Além disso, investigamos nesses métodos as etapas que demandam maior custo computacional. Em nossos modelos, o método de Elementos Finitos foi mais vantajoso que o de Equação Integral, com exceção na situação de corpos com baixa condutividade ou com geometria inclinada.

The bias in reversing the Box-Cox transformation in time series forecasting: An empirical study based on neural networks

The Box-Cox transformation is a technique mostly utilized to turn the probabilistic distribution of a time series data into approximately normal. And this helps statistical and neural models to perform more accurate forecastings. However, it introduces a bias when the reversion of the transformation is conducted with the predicted data. The statistical methods to perform a bias-free reversion require, necessarily, the assumption of Gaussianity of the transformed data distribution, which is a rare event in real-world time series. So, the aim of this study was to provide an effective method of removing the bias when the reversion of the Box-Cox transformation is executed. Thus, the developed method is based on a focused time lagged feedforward neural network, which does not require any assumption about the transformed data distribution. Therefore, to evaluate the performance of the proposed method, numerical simulations were conducted and the Mean Absolute Percentage Error, the Theil Inequality Index and the Signal-to-Noise ratio of 20-step-ahead forecasts of 40 time series were compared, and the results obtained indicate that the proposed reversion method is valid and justifies new studies. (C) 2014 Elsevier B.V. All rights reserved.

Determinação dos esforços em lajes pelo métodos dos elementos de contorno

Through deductions and formulations of the equations governing the behavior of plates elastic and thin based Kirchhoff theory, it is evident that it is justifiable to the complication of the numerical methods considering the complexity of the equations that describe the physical behavior of these elements and obtaining analytical solutions for specific situations. This study is directed to the application of the numerical method which is based on discretizations to the simplest elements which results in the reduction of data to be processed from. The numerical method in question is the Boundary Element Methods (BEM), as the name suggests, the discretizations are only the edges of the elements. The BEM converts the complex integral equations, in sums of functions that reduce the unknowns at the nodes that define the ends of discrete elements, obtaining internal values to elements using interpolation functions. Confirming the need and usefulness of the BEM, apply, then the foundations necessary to the specific cases of Civil Engineering where traditional methods do not provide the desired support, leaving in question the security situations and economics of the projects

Métodos numéricos para encontrar zeros de funções: aplicações para o Ensino Médio

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Análise estrutural e fadiga em prótese implanto-suportada unitária através do método dos elementos finitos

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Spurious transients of projection methods in microflow simulations

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Application of the log-conformation tensor to three-dimensional time-dependent free surface flows

The numerical simulation of flows of highly elastic fluids has been the subject of intense research over the past decades with important industrial applications. Therefore, many efforts have been made to improve the convergence capabilities of the numerical methods employed to simulate viscoelastic fluid flows. An important contribution for the solution of the High-Weissenberg Number Problem has been presented by Fattal and Kupferman [J. Non-Newton. Fluid. Mech. 123 (2004) 281-285] who developed the matrix-logarithm of the conformation tensor technique, henceforth called log-conformation tensor. Its advantage is a better approximation of the large growth of the stress tensor that occur in some regions of the flow and it is doubly beneficial in that it ensures physically correct stress fields, allowing converged computations at high Weissenberg number flows. In this work we investigate the application of the log-conformation tensor to three-dimensional unsteady free surface flows. The log-conformation tensor formulation was applied to solve the Upper-Convected Maxwell (UCM) constitutive equation while the momentum equation was solved using a finite difference Marker-and-Cell type method. The resulting developed code is validated by comparing the log-conformation results with the analytic solution for fully developed pipe flows. To illustrate the stability of the log-conformation tensor approach in solving three-dimensional free surface flows, results from the simulation of the extrudate swell and jet buckling phenomena of UCM fluids at high Weissenberg numbers are presented. (C) 2012 Elsevier B.V. All rights reserved.

A marker-and-cell approach to free surface 2-D multiphase flows

This work describes a methodology to simulate free surface incompressible multiphase flows. This novel methodology allows the simulation of multiphase flows with an arbitrary number of phases, each of them having different densities and viscosities. Surface and interfacial tension effects are also included. The numerical technique is based on the GENSMAC front-tracking method. The velocity field is computed using a finite-difference discretization of a modification of the NavierStokes equations. These equations together with the continuity equation are solved for the two-dimensional multiphase flows, with different densities and viscosities in the different phases. The governing equations are solved on a regular Eulerian grid, and a Lagrangian mesh is employed to track free surfaces and interfaces. The method is validated by comparing numerical with analytic results for a number of simple problems; it was also employed to simulate complex problems for which no analytic solutions are available. The method presented in this paper has been shown to be robust and computationally efficient. Copyright (c) 2012 John Wiley & Sons, Ltd.

Design of laminated piezocomposite shell transducers with arbitrary fiber orientation using topology optimization approach

Sensor and actuator based on laminated piezocomposite shells have shown increasing demand in the field of smart structures. The distribution of piezoelectric material within material layers affects the performance of these structures; therefore, its amount, shape, size, placement, and polarization should be simultaneously considered in an optimization problem. In addition, previous works suggest the concept of laminated piezocomposite structure that includes fiber-reinforced composite layer can increase the performance of these piezoelectric transducers; however, the design optimization of these devices has not been fully explored yet. Thus, this work aims the development of a methodology using topology optimization techniques for static design of laminated piezocomposite shell structures by considering the optimization of piezoelectric material and polarization distributions together with the optimization of the fiber angle of the composite orthotropic layers, which is free to assume different values along the same composite layer. The finite element model is based on the laminated piezoelectric shell theory, using the degenerate three-dimensional solid approach and first-order shell theory kinematics that accounts for the transverse shear deformation and rotary inertia effects. The topology optimization formulation is implemented by combining the piezoelectric material with penalization and polarization model and the discrete material optimization, where the design variables describe the amount of piezoelectric material and polarization sign at each finite element, with the fiber angles, respectively. Three different objective functions are formulated for the design of actuators, sensors, and energy harvesters. Results of laminated piezocomposite shell transducers are presented to illustrate the method. Copyright (C) 2012 John Wiley & Sons, Ltd.

A new enrichment space for the treatment of discontinuous pressures in multi-fluid flows

In this work, a new enrichment space to accommodate jumps in the pressure field at immersed interfaces in finite element formulations, is proposed. The new enrichment adds two degrees of freedom per element that can be eliminated by means of static condensation. The new space is tested and compared with the classical P1 space and to the space proposed by Ausas et al (Comp. Meth. Appl. Mech. Eng., Vol. 199, 10191031, 2010) in several problems involving jumps in the viscosity and/or the presence of singular forces at interfaces not conforming with the element edges. The combination of this enrichment space with another enrichment that accommodates discontinuities in the pressure gradient has also been explored, exhibiting excellent results in problems involving jumps in the density or the volume forces. Copyright (c) 2011 John Wiley & Sons, Ltd.

Calculation of the eigenfunctions of the two-group neutron diffusion equation and application to modal decomposition of BWR instabilities

In this thesis, numerical methods aiming at determining the eigenfunctions, their adjoint and the corresponding eigenvalues of the two-group neutron diffusion equations representing any heterogeneous system are investigated. First, the classical power iteration method is modified so that the calculation of modes higher than the fundamental mode is possible. Thereafter, the Explicitly-Restarted Arnoldi method, belonging to the class of Krylov subspace methods, is touched upon. Although the modified power iteration method is a computationally-expensive algorithm, its main advantage is its robustness, i.e. the method always converges to the desired eigenfunctions without any need from the user to set up any parameter in the algorithm. On the other hand, the Arnoldi method, which requires some parameters to be defined by the user, is a very efficient method for calculating eigenfunctions of large sparse system of equations with a minimum computational effort. These methods are thereafter used for off-line analysis of the stability of Boiling Water Reactors. Since several oscillation modes are usually excited (global and regional oscillations) when unstable conditions are encountered, the characterization of the stability of the reactor using for instance the Decay Ratio as a stability indicator might be difficult if the contribution from each of the modes are not separated from each other. Such a modal decomposition is applied to a stability test performed at the Swedish Ringhals-1 unit in September 2002, after the use of the Arnoldi method for pre-calculating the different eigenmodes of the neutron flux throughout the reactor. The modal decomposition clearly demonstrates the excitation of both the global and regional oscillations. Furthermore, such oscillations are found to be intermittent with a time-varying phase shift between the first and second azimuthal modes.

Pricing in stochastic-local volatility models with default

In recent years is becoming increasingly important to handle credit risk. Credit risk is the risk associated with the possibility of bankruptcy. More precisely, if a derivative provides for a payment at cert time T but before that time the counterparty defaults, at maturity the payment cannot be effectively performed, so the owner of the contract loses it entirely or a part of it. It means that the payoff of the derivative, and consequently its price, depends on the underlying of the basic derivative and on the risk of bankruptcy of the counterparty. To value and to hedge credit risk in a consistent way, one needs to develop a quantitative model. We have studied analytical approximation formulas and numerical methods such as Monte Carlo method in order to calculate the price of a bond. We have illustrated how to obtain fast and accurate pricing approximations by expanding the drift and diffusion as a Taylor series and we have compared the second and third order approximation of the Bond and Call price with an accurate Monte Carlo simulation. We have analysed JDCEV model with constant or stochastic interest rate. We have provided numerical examples that illustrate the effectiveness and versatility of our methods. We have used Wolfram Mathematica and Matlab.

Diskontinuierliche Galerkin-Verfahren für die operationelle Wettervorhersage

In dieser Arbeit wird ein neuer Dynamikkern entwickelt und in das bestehendernnumerische Wettervorhersagesystem COSMO integriert. Für die räumlichernDiskretisierung werden diskontinuierliche Galerkin-Verfahren (DG-Verfahren)rnverwendet, für die zeitliche Runge-Kutta-Verfahren. Hierdurch ist ein Verfahrenrnhoher Ordnung einfach zu realisieren und es sind lokale Erhaltungseigenschaftenrnder prognostischen Variablen gegeben. Der hier entwickelte Dynamikkern verwendetrngeländefolgende Koordinaten in Erhaltungsform für die Orographiemodellierung undrnkoppelt das DG-Verfahren mit einem Kessler-Schema für warmen Niederschlag. Dabeirnwird die Fallgeschwindigkeit des Regens, nicht wie üblich implizit imrnKessler-Schema diskretisiert, sondern explizit im Dynamikkern. Hierdurch sindrndie Zeitschritte der Parametrisierung für die Phasenumwandlung des Wassers undrnfür die Dynamik vollständig entkoppelt, wodurch auch sehr große Zeitschritte fürrndie Parametrisierung verwendet werden können. Die Kopplung ist sowohl fürrnOperatoraufteilung, als auch für Prozessaufteilung realisiert.rnrnAnhand idealisierter Testfälle werden die Konvergenz und die globalenrnErhaltungseigenschaften des neu entwickelten Dynamikkerns validiert. Die Massernwird bis auf Maschinengenauigkeit global erhalten. Mittels Bergüberströmungenrnwird die Orographiemodellierung validiert. Die verwendete Kombination ausrnDG-Verfahren und geländefolgenden Koordinaten ermöglicht die Behandlung vonrnsteileren Bergen, als dies mit dem auf Finite-Differenzenverfahren-basierendenrnDynamikkern von COSMO möglich ist. Es wird gezeigt, wann die vollernTensorproduktbasis und wann die Minimalbasis vorteilhaft ist. Die Größe desrnEinflusses auf das Simulationsergebnis der Verfahrensordnung, desrnParametrisierungszeitschritts und der Aufteilungsstrategie wirdrnuntersucht. Zuletzt wird gezeigt dass bei gleichem Zeitschritt die DG-Verfahrenrnaufgrund der besseren Skalierbarkeit in der Laufzeit konkurrenzfähig zurnFinite-Differenzenverfahren sind.

Efficient algorithms for NLO QCD event generators

In this thesis we present techniques that can be used to speed up the calculation of perturbative matrix elements for observables with many legs ($n = 3, 4, 5, 6, 7, ldots$). We investigate several ways to achieve this, including the use of Monte Carlo methods, the leading-color approximation, numerically less precise but faster operations, and SSE-vectorization. An important idea is the use of enquote{random polarizations} for which we derive subtraction terms for the real corrections in next-to-leading order calculations. We present the effectiveness of all these methods in the context of electron-positron scattering to $n$ jets, $n$ ranging from two to seven.