A Direct Numerov Sixth-order Numerical Scheme to Accurately Solve the Unidimensional Poisson Equation with Dirichlet Boundary Conditions

In this article, we present an analytical direct method, based on a Numerov three-point scheme, which is sixth order accurate and has a linear execution time on the grid dimension, to solve the discrete one-dimensional Poisson equation with Dirichlet boundary conditions. Our results should improve numerical codes used mainly in self-consistent calculations in solid state physics.

A compact and high-resolution version of a capacitively coupled contactless conductivity detector

An all-in-one version of a capacitively coupled contactless conductivity detector is introduced. The absence of moving parts (potentiometers and connectors) makes it compact (6.5 cm(3)) and robust. A local oscillator, working at 1.1 MHz, was optimized to use capillaries of id from 20 to 100 lam. Low noise circuitry and a high-resolution analog-to-digital converter (ADC) (21 bits effective) grant good sensitivities for capillaries and background electrolytes currently used in capillary electrophoresis. The fixed frequency and amplitude of the signal generator is a drawback that is compensated by the steady calibration curves for conductivity. Another advantage is the possibility of determining the inner diameter of a capillary by reading the ADC when air and subsequently water flow through the capillary. The difference of ADC reading may be converted into the inner diameter by a calibration curve. This feature is granted by the 21-bit ADC, which eliminates the necessity of baseline compensation by hardware. In a typical application, the limits of detection based on the 3 sigma criterion (without baseline filtering) were 0.6, 0.4, 0.3, 0.5, 0.6, and 0.8 mu mol/L for K(+), Ba(2+), Ca(2+), Na(+), Mg(2+), and Li(+), respectively, which is comparable to other high-quality implementations of a capacitively coupled contactless conductivity detector.

Nonautonomous difference equations with applications

This work is divided in two parts. In the first part we develop the theory of discrete nonautonomous dynamical systems. In particular, we investigate skew-product dynamical system, periodicity, stability, center manifold, and bifurcation. In the second part we present some concrete models that are used in ecology/biology and economics. In addition to developing the mathematical theory of these models, we use simulations to construct graphs that illustrate and describe the dynamics of the models. One of the main contributions of this dissertation is the study of the stability of some concrete nonlinear maps using the center manifold theory. Moreover, the second contribution is the study of bifurcation, and in particular the construction of bifurcation diagrams in the parameter space of the autonomous Ricker competition model. Since the dynamics of the Ricker competition model is similar to the logistic competition model, we believe that there exists a certain class of two-dimensional maps with which we can generalize our results. Finally, using the Brouwer’s fixed point theorem and the construction of a compact invariant and convex subset of the space, we present a proof of the existence of a positive periodic solution of the nonautonomous Ricker competition model.

Zuspan's Scheme Versus an Alternative Magnesium Sulfate Scheme: Randomized Clinical Trial of Magnesium Serum Concentrations

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

A generalized alternating-direction implicit scheme for incompressible magnetohydrodynamic viscous flows at low magnetic Reynolds number

This paper presents numerical simulations of incompressible fluid flows in the presence of a magnetic field at low magnetic Reynolds number. The equations governing the flow are the Navier-Stokes equations of fluid motion coupled with Maxwell's equations of electromagnetics. The study of fluid flows under the influence of a magnetic field and with no free electric charges or electric fields is known as magnetohydrodynamics. The magnetohydrodynamics approximation is considered for the formulation of the non-dimensional problem and for the characterization of similarity parameters. A finite-difference technique is used to discretize the equations. In particular, an extension of the generalized Peaceman and Rachford alternating-direction implicit (ADI) scheme for simulating two-dimensional fluid flows is presented. The discretized conservation equations are solved in stream function-vorticity formulation. We compare the ADI and generalized ADI schemes, and show that the latter is more efficient in simulating low Reynolds number and magnetic Reynolds number problems. Numerical results demonstrating the applicability of this technique are also presented. The simulation of incompressible magneto hydrodynamic fluid flows is illustrated by numerical solution for two-dimensional cases. (c) 2007 Elsevier B.V. All rights reserved.

A critical investigation of the Tanford-Kirkwood scheme by means of Monte Carlo simulations

Monte Carlo simulations are used to assess the adequacy of the Tanford-Kirkwood prescription for electrostatic interactions in macromolecules. Within a continuum dielectric framework, the approach accurately describes salt screening of electrostatic interactions for moderately charged systems consistent with common proteins at physiological conditions. The limitations of the Debye-Huckel theory, which forms the statistical mechanical basis for the Tanford-Kirkwood result, become apparent for highly charged systems. It is shown, both by an analysis of the Debye-Huckel theory and by numerical simulations, that the difference in dielectric permittivity between macromolecule and surrounding solvent does not play a significant role for salt effects if the macromolecule is highly charged. By comparison to experimental data, the continuum dielectric model (combined with either an approximate effective Hamiltonian as in the Tanford-Kirkwood treatment or with exact Monte Carlo simulations) satisfactorily predicts the effects of charge mutation on metal ion binding constants, but only if the macromolecule and solvent are assigned the same or similar permittivities.

Técnica para dedução do modelo algébrico PTT, aplicações e análises numéricas em escoamentos bidimensionais

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

Sulla energia dissipata in alcuni organi di macchina

Questa tesi riguarda l'analisi delle trasmissioni ad ingranaggi e delle ruote dentate in generale, nell'ottica della minimizzazione delle perdite di energia. È stato messo a punto un modello per il calcolo della energia e del calore dissipati in un riduttore, sia ad assi paralleli sia epicicloidale. Tale modello consente di stimare la temperatura di equilibrio dell'olio al variare delle condizioni di funzionamento. Il calcolo termico è ancora poco diffuso nel progetto di riduttori, ma si è visto essere importante soprattutto per riduttori compatti, come i riduttori epicicloidali, per i quali la massima potenza trasmissibile è solitamente determinata proprio da considerazioni termiche. Il modello è stato implementato in un sistema di calcolo automatizzato, che può essere adattato a varie tipologie di riduttore. Tale sistema di calcolo consente, inoltre, di stimare l'energia dissipata in varie condizioni di lubrificazione ed è stato utilizzato per valutare le differenze tra lubrificazione tradizionale in bagno d'olio e lubrificazione a “carter secco” o a “carter umido”. Il modello è stato applicato al caso particolare di un riduttore ad ingranaggi a due stadi: il primo ad assi paralleli ed il secondo epicicloidale. Nell'ambito di un contratto di ricerca tra il DIEM e la Brevini S.p.A. di Reggio Emilia, sono state condotte prove sperimentali su un prototipo di tale riduttore, prove che hanno consentito di tarare il modello proposto [1]. Un ulteriore campo di indagine è stato lo studio dell’energia dissipata per ingranamento tra due ruote dentate utilizzando modelli che prevedano il calcolo di un coefficiente d'attrito variabile lungo il segmento di contatto. I modelli più comuni, al contrario, si basano su un coefficiente di attrito medio, mentre si può constatare che esso varia sensibilmente durante l’ingranamento. In particolare, non trovando in letteratura come varia il rendimento nel caso di ruote corrette, ci si è concentrati sul valore dell'energia dissipata negli ingranaggi al variare dello spostamento del profilo. Questo studio è riportato in [2]. È stata condotta una ricerca sul funzionamento di attuatori lineari vite-madrevite. Si sono studiati i meccanismi che determinano le condizioni di usura dell'accoppiamento vite-madrevite in attuatori lineari, con particolare riferimento agli aspetti termici del fenomeno. Si è visto, infatti, che la temperatura di contatto tra vite e chiocciola è il parametro più critico nel funzionamento di questi attuatori. Mediante una prova sperimentale, è stata trovata una legge che, data pressione, velocità e fattore di servizio, stima la temperatura di esercizio. Di tale legge sperimentale è stata data un'interpretazione sulla base dei modelli teorici noti. Questo studio è stato condotto nell'ambito di un contratto di ricerca tra il DIEM e la Ognibene Meccanica S.r.l. di Bologna ed è pubblicato in [3].

Black-scholes type equations

In this work we are concerned with the analysis and numerical solution of Black-Scholes type equations arising in the modeling of incomplete financial markets and an inverse problem of determining the local volatility function in a generalized Black-Scholes model from observed option prices. In the first chapter a fully nonlinear Black-Scholes equation which models transaction costs arising in option pricing is discretized by a new high order compact scheme. The compact scheme is proved to be unconditionally stable and non-oscillatory and is very efficient compared to classical schemes. Moreover, it is shown that the finite difference solution converges locally uniformly to the unique viscosity solution of the continuous equation. In the next chapter we turn to the calibration problem of computing local volatility functions from market data in a generalized Black-Scholes setting. We follow an optimal control approach in a Lagrangian framework. We show the existence of a global solution and study first- and second-order optimality conditions. Furthermore, we propose an algorithm that is based on a globalized sequential quadratic programming method and a primal-dual active set strategy, and present numerical results. In the last chapter we consider a quasilinear parabolic equation with quadratic gradient terms, which arises in the modeling of an optimal portfolio in incomplete markets. The existence of weak solutions is shown by considering a sequence of approximate solutions. The main difficulty of the proof is to infer the strong convergence of the sequence. Furthermore, we prove the uniqueness of weak solutions under a smallness condition on the derivatives of the covariance matrices with respect to the solution, but without additional regularity assumptions on the solution. The results are illustrated by a numerical example.

Speech understanding in quiet and in noise with the bone-anchored hearing aids Baha Compact and Baha Divino

CONCLUSIONS: Speech understanding is better with the Baha Divino than with the Baha Compact in competing noise from the rear. No difference was found for speech understanding in quiet. Subjectively, overall sound quality and speech understanding were rated better for the Baha Divino. OBJECTIVES: To compare speech understanding in quiet and in noise and subjective ratings for two different bone-anchored hearing aids: the recently developed Baha Divino and the Baha Compact. PATIENTS AND METHODS: Seven adults with bilateral conductive or mixed hearing losses who were users of a bone-anchored hearing aid were tested with the Baha Compact in quiet and in noise. Tests were repeated after 3 months of use with the Baha Divino. RESULTS: There was no significant difference between the two types of Baha for speech understanding in quiet when tested with German numbers and monosyllabic words at presentation levels between 50 and 80 dB. For speech understanding in noise, an advantage of 2.3 dB for the Baha Divino vs the Baha Compact was found, if noise was emitted from a loudspeaker to the rear of the listener and the directional microphone noise reduction system was activated. Subjectively, the Baha Divino was rated statistically significantly better in terms of overall sound quality.

Precipitation isoscape of high reliefs: interpolation scheme designed and tested for monthly resolved precipitation oxygen isotope records of an Alpine domain

Stable oxygen isotope composition of atmospheric precipitation (δ18Op) was scrutinized from 39 stations distributed over Switzerland and its border zone. Monthly amount-weighted δ18Op values averaged over the 1995–2000 period showed the expected strong linear altitude dependence (−0.15 to −0.22‰ per 100 m) only during the summer season (May–September). Steeper gradients (~ −0.56 to −0.60‰ per 100 m) were observed for winter months over a low elevation belt, while hardly any altitudinal difference was seen for high elevation stations. This dichotomous pattern could be explained by the characteristically shallower vertical atmospheric mixing height during winter season and provides empirical evidence for recently simulated effects of stratified atmospheric flow on orographic precipitation isotopic ratios. This helps explain "anomalous" deflected altitudinal water isotope profiles reported from many other high relief regions. Grids and isotope distribution maps of the monthly δ18Op have been calculated over the study region for 1995–1996. The adopted interpolation method took into account both the variable mixing heights and the seasonal difference in the isotopic lapse rate and combined them with residual kriging. The presented data set allows a point estimation of δ18Op with monthly resolution. According to the test calculations executed on subsets, this biannual data set can be extended back to 1992 with maintained fidelity and, with a reduced station subset, even back to 1983 at the expense of faded reliability of the derived δ18Op estimates, mainly in the eastern part of Switzerland. Before 1983, reliable results can only be expected for the Swiss Plateau since important stations representing eastern and south-western Switzerland were not yet in operation.

Compact low-power cortical recording architecture for compressive multichannel data acquisition

This paper introduces an area- and power-efficient approach for compressive recording of cortical signals used in an implantable system prior to transmission. Recent research on compressive sensing has shown promising results for sub-Nyquist sampling of sparse biological signals. Still, any large-scale implementation of this technique faces critical issues caused by the increased hardware intensity. The cost of implementing compressive sensing in a multichannel system in terms of area usage can be significantly higher than a conventional data acquisition system without compression. To tackle this issue, a new multichannel compressive sensing scheme which exploits the spatial sparsity of the signals recorded from the electrodes of the sensor array is proposed. The analysis shows that using this method, the power efficiency is preserved to a great extent while the area overhead is significantly reduced resulting in an improved power-area product. The proposed circuit architecture is implemented in a UMC 0.18 [Formula: see text]m CMOS technology. Extensive performance analysis and design optimization has been done resulting in a low-noise, compact and power-efficient implementation. The results of simulations and subsequent reconstructions show the possibility of recovering fourfold compressed intracranial EEG signals with an SNR as high as 21.8 dB, while consuming 10.5 [Formula: see text]W of power within an effective area of 250 [Formula: see text]m × 250 [Formula: see text]m per channel.

An Efficient Hybrid GO-PWS Algorithm to Analyze Conformal Serrated-Edge Reflectors for Millimeter-Wave Compact Range

A method to analyze parabolic reflectors with arbitrary piecewise rim is presented in this communication. This kind of reflectors, when operating as collimators in compact range facilities, needs to be large in terms of wavelength. Their analysis is very inefficient, when it is carried out with fullwave/MoM techniques, and it is not very appropriate for designing with PO techniques. Also, fast GO formulations do not offer enough accuracy to reach performance results. The proposed algorithm is based on a GO-PWS hybrid scheme, using analytical as well as non-analytical formulations. On one side, an analytical treatment of the polygonal rim reflectors is carried out. On the other side, non-analytical calculi are based on efficient operations, such as M2 order 2-dimensional FFT. A combination of these two techniques in the algorithm ensures real ad-hoc design capabilities, reached through analysis speedup. The purpose of the algorithm is to obtain an optimal conformal serrated-edge reflector design through the analysis of the field quality within the quiet zone that it is able to generate in its forward half space.

Compact tunable microfluidic interferometer

We demonstrate a compact tunable filter based on a novel microfluidic single beam Mach-Zehnder interferometer. The optical path difference occurs during propagation across a fluid-air interface ( meniscus), the inherent mobility of which provides tunability. Optical losses are minimized by optimizing the meniscus shape through surface treatment. Optical spectra are compared to a 3D beam propagation method simulations and good agreement is found. Tunability, low insertion loss and strength of the resonance are well reproduced. The device performance displays a resonance depth of - 28 dB and insertion loss maintained at - 4 dB. (C) 2004 Optical Society of America.

Effective cell-centred time-domain Maxwell's equations numerical solvers

This research work analyses techniques for implementing a cell-centred finite-volume time-domain (ccFV-TD) computational methodology for the purpose of studying microwave heating. Various state-of-the-art spatial and temporal discretisation methods employed to solve Maxwell's equations on multidimensional structured grid networks are investigated, and the dispersive and dissipative errors inherent in those techniques examined. Both staggered and unstaggered grid approaches are considered. Upwind schemes using a Riemann solver and intensity vector splitting are studied and evaluated. Staggered and unstaggered Leapfrog and Runge-Kutta time integration methods are analysed in terms of phase and amplitude error to identify which method is the most accurate and efficient for simulating microwave heating processes. The implementation and migration of typical electromagnetic boundary conditions. from staggered in space to cell-centred approaches also is deliberated. In particular, an existing perfectly matched layer absorbing boundary methodology is adapted to formulate a new cell-centred boundary implementation for the ccFV-TD solvers. Finally for microwave heating purposes, a comparison of analytical and numerical results for standard case studies in rectangular waveguides allows the accuracy of the developed methods to be assessed. © 2004 Elsevier Inc. All rights reserved.