966 resultados para Stochastic Ordinary Differential Equations
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In this paper a model is developed to describe the three dimensional contact melting process of a cuboid on a heated surface. The mathematical description involves two heat equations (one in the solid and one in the melt), the Navier-Stokes equations for the flow in the melt, a Stefan condition at the phase change interface and a force balance between the weight of the solid and the countering pressure in the melt. In the solid an optimised heat balance integral method is used to approximate the temperature. In the liquid the small aspect ratio allows the Navier-Stokes and heat equations to be simplified considerably so that the liquid pressure may be determined using an igenfunction expansion and finally the problem is reduced to solving three first order ordinary differential equations. Results are presented showing the evolution of the melting process. Further reductions to the system are made to provide simple guidelines concerning the process. Comparison of the solutions with experimental data on the melting of n-octadecane shows excellent agreement.
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We present an analytic and numerical study of the effects of external fluctuations in active media. Our analytical methodology transforms the initial stochastic partial differential equations into an effective set of deterministic reaction-diffusion equations. As a result we are able to explain and make quantitative predictions on the systematic and constructive effects of the noise, for example, target patterns created out of noise and traveling or spiral waves sustained by noise. Our study includes the case of realistic noises with temporal and spatial structures.
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We present an analytic and numerical study of the effects of external fluctuations in active media. Our analytical methodology transforms the initial stochastic partial differential equations into an effective set of deterministic reaction-diffusion equations. As a result we are able to explain and make quantitative predictions on the systematic and constructive effects of the noise, for example, target patterns created out of noise and traveling or spiral waves sustained by noise. Our study includes the case of realistic noises with temporal and spatial structures.
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Multiple Sclerosis is the most common non-traumatic cause of neurologicaldisability in young people. There is no cure yet, and until recently, few long-termtherapies existed. Interferon beta (IFNβ) was the first treatment, and remains the mostcommonly prescribed. One of the most significant problems of IFNβ therapy is theproduction of drug specific antibodies. Up to 45% of patients develop neutralizingantibodies (NAbs) to IFNβ products. The neutralizing antibody binds to the biologicalagent preventing its interaction with its receptor, inhibiting the biological action of theprotein, which abrogates the clinical efficacy of IFNβ treatment. Interferon-betamediates its response by binding to its high affinity cell surface receptor and initiatingthe JAK/STAT signalling cascade. In this project we have analyzed the IFNβ signalingpathway in macrophages when neutralizing antibodies are present. The response tothis pathway after IFNβ stimulation shows a transient oscillatory rhythm of STAT1phosphorylation, which varies as NAbs concentration increases. To improve ourunderstanding of that behavior, we extended an existing mathematical model based onnonlinear ordinary differential equations of JAK/STAT pathway by including IFN-NAbassociation and IFN-activation receptor. Combining our theoretical model withexperimental data we could study the role of neutralizing antibodies on the molecularresponse and determine its lifetime after cytokine stimulation.
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En tot cas, jo voldria que aquesta conferència fos això que he dit: una breu lliçó sobre la importància de les equacions diferencials. Parlaré d'elles des de el punt de vista del models, és a dir, dels fenòmens que modelitzeu. I intentaré explicar que malgrat el seu origen antic, totes elles segueixen presentant avui en dia problemes nous i interessants, tant des de el punt de vista teòric com pràctic.
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As modern molecular biology moves towards the analysis of biological systems as opposed to their individual components, the need for appropriate mathematical and computational techniques for understanding the dynamics and structure of such systems is becoming more pressing. For example, the modeling of biochemical systems using ordinary differential equations (ODEs) based on high-throughput, time-dense profiles is becoming more common-place, which is necessitating the development of improved techniques to estimate model parameters from such data. Due to the high dimensionality of this estimation problem, straight-forward optimization strategies rarely produce correct parameter values, and hence current methods tend to utilize genetic/evolutionary algorithms to perform non-linear parameter fitting. Here, we describe a completely deterministic approach, which is based on interval analysis. This allows us to examine entire sets of parameters, and thus to exhaust the global search within a finite number of steps. In particular, we show how our method may be applied to a generic class of ODEs used for modeling biochemical systems called Generalized Mass Action Models (GMAs). In addition, we show that for GMAs our method is amenable to the technique in interval arithmetic called constraint propagation, which allows great improvement of its efficiency. To illustrate the applicability of our method we apply it to some networks of biochemical reactions appearing in the literature, showing in particular that, in addition to estimating system parameters in the absence of noise, our method may also be used to recover the topology of these networks.
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Koneet voidaan usein jakaa osajärjestelmiin, joita ovat ohjaus- ja säätöjärjestelmät, voimaa tuottavat toimilaitteet ja voiman välittävät mekanismit. Eri osajärjestelmiä on simuloitu tietokoneavusteisesti jo usean vuosikymmenen ajan. Osajärjestelmien yhdistäminen on kuitenkin uudempi ilmiö. Usein esimerkiksi mekanismien mallinnuksessa toimilaitteen tuottama voimaon kuvattu vakiona, tai ajan funktiona muuttuvana voimana. Vastaavasti toimilaitteiden analysoinnissa mekanismin toimilaitteeseen välittämä kuormitus on kuvattu vakiovoimana, tai ajan funktiona työkiertoa kuvaavana kuormituksena. Kun osajärjestelmät on erotettu toisistaan, on niiden välistenvuorovaikutuksien tarkastelu erittäin epätarkkaa. Samoin osajärjestelmän vaikutuksen huomioiminen koko järjestelmän käyttäytymissä on hankalaa. Mekanismien dynamiikan mallinnukseen on kehitetty erityisesti tietokoneille soveltuvia numeerisia mallinnusmenetelmiä. Useimmat menetelmistä perustuvat Lagrangen menetelmään, joka mahdollistaa vapaasti valittaviin koordinaattimuuttujiin perustuvan mallinnuksen. Numeerista ratkaisun mahdollistamiseksi menetelmän avulla muodostettua differentiaali-algebraaliyhtälöryhmää joudutaan muokkaamaan esim. derivoimalla rajoiteyhtälöitä kahteen kertaan. Menetelmän alkuperäisessä numeerisissa ratkaisuissa kaikki mekanismia kuvaavat yleistetyt koordinaatit integroidaan jokaisella aika-askeleella. Tästä perusmenetelmästä johdetuissa menetelmissä riippumattomat yleistetyt koordinaatit joko integroidaan ja riippuvat koordinaatit ratkaistaan rajoiteyhtälöiden perusteella tai yhtälöryhmän kokoa pienennetään esim. käyttämällä nopeus- ja kiihtyvyysanalyyseissä eri kiertymäkoordinaatteja kuin asema-analyysissä. Useimmat integrointimenetelmät on alun perin tarkoitettu differentiaaliyhtälöiden (ODE) ratkaisuunjolloin yhtälöryhmään liitetyt niveliä kuvaavat algebraaliset rajoiteyhtälöt saattavat aiheuttaa ongelmia. Nivelrajoitteiden virheiden korjaus, stabilointi, on erittäin tärkeää mekanismien dynamiikan simuloinnin onnistumisen ja tulosten oikeellisuuden kannalta. Mallinnusmenetelmien johtamisessa käytetyn virtuaalisen työn periaatteen oletuksena nimittäin on, etteivät rajoitevoimat tee työtä, eli rajoitteiden vastaista siirtymää ei tapahdu. Varsinkaan monimutkaisten järjestelmien pidemmissä analyyseissä nivelrajoitteet eivät toteudu tarkasti. Tällöin järjestelmän energiatasapainoei toteudu ja järjestelmään muodostuu virtuaalista energiaa, joka rikkoo virtuaalisen työn periaatetta, Tästä syystä tulokset eivät enää pidäpaikkaansa. Tässä raportissa tarkastellaan erityyppisiä mallinnus- ja ratkaisumenetelmiä, ja vertaillaan niiden toimivuutta yksinkertaisten mekanismien numeerisessa ratkaisussa. Menetelmien toimivuutta tarkastellaan ratkaisun tehokkuuden, nivelrajoitteiden toteutumisen ja energiatasapainon säilymisen kannalta.
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In this work, we applied the free open source SCILAB software for the numerical integration of differential rate law equations to obtain the concentration profiles of chemical species involved in the kinetics of some complex reactions. An automated method was applied to construct the system of ordinary differential equations (ODE) from the postulated chemical models. The solutions of the ODEs were obtained numerically by standard SCILAB functions. We successfully simulated even complex chemical systems such as pH oscillators. This communication opens up the possibility of using SCILAB in simulations and modeling by our chemistry undergraduate students.
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The objective of this dissertation is to improve the dynamic simulation of fluid power circuits. A fluid power circuit is a typical way to implement power transmission in mobile working machines, e.g. cranes, excavators etc. Dynamic simulation is an essential tool in developing controllability and energy-efficient solutions for mobile machines. Efficient dynamic simulation is the basic requirement for the real-time simulation. In the real-time simulation of fluid power circuits there exist numerical problems due to the software and methods used for modelling and integration. A simulation model of a fluid power circuit is typically created using differential and algebraic equations. Efficient numerical methods are required since differential equations must be solved in real time. Unfortunately, simulation software packages offer only a limited selection of numerical solvers. Numerical problems cause noise to the results, which in many cases leads the simulation run to fail. Mathematically the fluid power circuit models are stiff systems of ordinary differential equations. Numerical solution of the stiff systems can be improved by two alternative approaches. The first is to develop numerical solvers suitable for solving stiff systems. The second is to decrease the model stiffness itself by introducing models and algorithms that either decrease the highest eigenvalues or neglect them by introducing steady-state solutions of the stiff parts of the models. The thesis proposes novel methods using the latter approach. The study aims to develop practical methods usable in dynamic simulation of fluid power circuits using explicit fixed-step integration algorithms. In this thesis, twomechanisms whichmake the systemstiff are studied. These are the pressure drop approaching zero in the turbulent orifice model and the volume approaching zero in the equation of pressure build-up. These are the critical areas to which alternative methods for modelling and numerical simulation are proposed. Generally, in hydraulic power transmission systems the orifice flow is clearly in the turbulent area. The flow becomes laminar as the pressure drop over the orifice approaches zero only in rare situations. These are e.g. when a valve is closed, or an actuator is driven against an end stopper, or external force makes actuator to switch its direction during operation. This means that in terms of accuracy, the description of laminar flow is not necessary. But, unfortunately, when a purely turbulent description of the orifice is used, numerical problems occur when the pressure drop comes close to zero since the first derivative of flow with respect to the pressure drop approaches infinity when the pressure drop approaches zero. Furthermore, the second derivative becomes discontinuous, which causes numerical noise and an infinitely small integration step when a variable step integrator is used. A numerically efficient model for the orifice flow is proposed using a cubic spline function to describe the flow in the laminar and transition areas. Parameters for the cubic spline function are selected such that its first derivative is equal to the first derivative of the pure turbulent orifice flow model in the boundary condition. In the dynamic simulation of fluid power circuits, a tradeoff exists between accuracy and calculation speed. This investigation is made for the two-regime flow orifice model. Especially inside of many types of valves, as well as between them, there exist very small volumes. The integration of pressures in small fluid volumes causes numerical problems in fluid power circuit simulation. Particularly in realtime simulation, these numerical problems are a great weakness. The system stiffness approaches infinity as the fluid volume approaches zero. If fixed step explicit algorithms for solving ordinary differential equations (ODE) are used, the system stability would easily be lost when integrating pressures in small volumes. To solve the problem caused by small fluid volumes, a pseudo-dynamic solver is proposed. Instead of integration of the pressure in a small volume, the pressure is solved as a steady-state pressure created in a separate cascade loop by numerical integration. The hydraulic capacitance V/Be of the parts of the circuit whose pressures are solved by the pseudo-dynamic method should be orders of magnitude smaller than that of those partswhose pressures are integrated. The key advantage of this novel method is that the numerical problems caused by the small volumes are completely avoided. Also, the method is freely applicable regardless of the integration routine applied. The superiority of both above-mentioned methods is that they are suited for use together with the semi-empirical modelling method which necessarily does not require any geometrical data of the valves and actuators to be modelled. In this modelling method, most of the needed component information can be taken from the manufacturer’s nominal graphs. This thesis introduces the methods and shows several numerical examples to demonstrate how the proposed methods improve the dynamic simulation of various hydraulic circuits.
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L'insuffisance cardiaque est une maladie à grande incidence dont le traitement définitif est difficile. Les pompes d'assistance ventriculaire ont été proposées comme thérapie alternative à long terme, mais la technologie est relativement jeune et selon son design, axial ou centrifuge, le dispositif favorise soit l'hémolyse, soit la stagnation de l'écoulement sanguin. Les pompes à écoulement mixte, combinant certaines propriétés des deux types, ont été proposées comme solution intermédiaire. Pour évaluer leurs performances, nous avons effectué des comparaisons numériques entre huit pompes, deux axiales, deux centrifuges, et quatre mixtes, en employant un modèle Windkessel du système cardiovasculaire avec paramètres optimisés pour l'insuffisance cardiaque résolu avec une méthode Radau IIA3, une méthode de résolution de système d'équations différentielles ordinaires L-stable appartenant à la famille des méthodes Runge-Kutta implicites. Nos résultats semblent suggérer que les pompes d'assistance mixtes ne démontrent qu'un léger avantage comparativement aux autres types en terme de performance optimale dans le cas de l'insuffisance cardiaque, mais il faudrait effectuer plus d'essais numériques avec un modèle plus complet, entre autres avec contrôles nerveux implémentés.
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Un modèle mathématique de la propagation de la malaria en temps discret est élaboré en vue de déterminer l'influence qu'un déplacement des populations des zones rurales vers les zones urbaines aurait sur la persistance ou la diminution de l'incidence de la malaria. Ce modèle, sous la forme d'un système de quatorze équations aux différences finies, est ensuite comparé à un modèle analogue mais en temps continu, qui prend la forme d'équations différentielles ordinaires. Une étude comparative avec la littérature récente permet de déterminer les forces et les faiblesses de notre modèle.
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Exercises and solutions in PDF
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Exam questions and solutions in LaTex
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Exercises and solutions in PDF