928 resultados para Heat equation in finance
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Thesis (M. Sc.)--University of Illinois at Urbana-Champaign.
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An iterative method for reconstruction of the solution to a parabolic initial boundary value problem of second order from Cauchy data is presented. The data are given on a part of the boundary. At each iteration step, a series of well-posed mixed boundary value problems are solved for the parabolic operator and its adjoint. The convergence proof of this method in a weighted L2-space is included.
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In this paper, we are concerned with the optimal control boundary control of a second order parabolic heat equation. Using the results in [Evtushenko, 1997] and spatial central finite difference with diagonally implicit Runge-Kutta method (DIRK) is applied to solve the parabolic heat equation. The conjugate gradient method (CGM) is applied to solve the distributed control problem. Numerical results are reported.
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Recent technological developments have made it possible to design various microdevices where fluid flow and heat transfer are involved. For the proper design of such systems, the governing physics needs to be investigated. Due to the difficulty to study complex geometries in micro scales using experimental techniques, computational tools are developed to analyze and simulate flow and heat transfer in microgeometries. However, conventional numerical methods using the Navier-Stokes equations fail to predict some aspects of microflows such as nonlinear pressure distribution, increase mass flow rate, slip flow and temperature jump at the solid boundaries. This necessitates the development of new computational methods which depend on the kinetic theory that are both accurate and computationally efficient. In this study, lattice Boltzmann method (LBM) was used to investigate the flow and heat transfer in micro sized geometries. The LBM depends on the Boltzmann equation which is valid in the whole rarefaction regime that can be observed in micro flows. Results were obtained for isothermal channel flows at Knudsen numbers higher than 0.01 at different pressure ratios. LBM solutions for micro-Couette and micro-Poiseuille flow were found to be in good agreement with the analytical solutions valid in the slip flow regime (0.01 < Kn < 0.1) and direct simulation Monte Carlo solutions that are valid in the transition regime (0.1 < Kn < 10) for pressure distribution and velocity field. The isothermal LBM was further extended to simulate flows including heat transfer. The method was first validated for continuum channel flows with and without constrictions by comparing the thermal LBM results against accurate solutions obtained from analytical equations and finite element method. Finally, the capability of thermal LBM was improved by adding the effect of rarefaction and the method was used to analyze the behavior of gas flow in microchannels. The major finding of this research is that, the newly developed particle-based method described here can be used as an alternative numerical tool in order to study non-continuum effects observed in micro-electro-mechanical-systems (MEMS).
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Recent technological developments have made it possible to design various microdevices where fluid flow and heat transfer are involved. For the proper design of such systems, the governing physics needs to be investigated. Due to the difficulty to study complex geometries in micro scales using experimental techniques, computational tools are developed to analyze and simulate flow and heat transfer in microgeometries. However, conventional numerical methods using the Navier-Stokes equations fail to predict some aspects of microflows such as nonlinear pressure distribution, increase mass flow rate, slip flow and temperature jump at the solid boundaries. This necessitates the development of new computational methods which depend on the kinetic theory that are both accurate and computationally efficient. In this study, lattice Boltzmann method (LBM) was used to investigate the flow and heat transfer in micro sized geometries. The LBM depends on the Boltzmann equation which is valid in the whole rarefaction regime that can be observed in micro flows. Results were obtained for isothermal channel flows at Knudsen numbers higher than 0.01 at different pressure ratios. LBM solutions for micro-Couette and micro-Poiseuille flow were found to be in good agreement with the analytical solutions valid in the slip flow regime (0.01 < Kn < 0.1) and direct simulation Monte Carlo solutions that are valid in the transition regime (0.1 < Kn < 10) for pressure distribution and velocity field. The isothermal LBM was further extended to simulate flows including heat transfer. The method was first validated for continuum channel flows with and without constrictions by comparing the thermal LBM results against accurate solutions obtained from analytical equations and finite element method. Finally, the capability of thermal LBM was improved by adding the effect of rarefaction and the method was used to analyze the behavior of gas flow in microchannels. The major finding of this research is that, the newly developed particle-based method described here can be used as an alternative numerical tool in order to study non-continuum effects observed in micro-electro-mechanical-systems (MEMS).
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We show that a set of fundamental solutions to the parabolic heat equation, with each element in the set corresponding to a point source located on a given surface with the number of source points being dense on this surface, constitute a linearly independent and dense set with respect to the standard inner product of square integrable functions, both on lateral- and time-boundaries. This result leads naturally to a method of numerically approximating solutions to the parabolic heat equation denoted a method of fundamental solutions (MFS). A discussion around convergence of such an approximation is included.
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The climatic conditions of tropical and subtropical regions within Australia present, at times, extreme risk of physical activity induced heat illness. Many administrators and teachers in school settings are aware of the general risks of heat related illness. In the absence of reliable information applied at the local level, there is a risk that inappropriate decisions may be made concerning school events that incorporate opportunities to be physically active. Such events may be prematurely cancelled resulting in the loss of necessary time for physical activity. Under high or extremely high risk conditions however, the absence of appropriate modifications or continuation could place the health of students, staff and other parties at risk. School staff and other key stakeholders should understand the mechanisms of escalating risk and be supported to undertake action to reduce the level of risk through appropriate policies, procedures, resources and action plans.
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Recently, the numerical modelling and simulation for fractional partial differential equations (FPDE), which have been found with widely applications in modern engineering and sciences, are attracting increased attentions. The current dominant numerical method for modelling of FPDE is the explicit Finite Difference Method (FDM), which is based on a pre-defined grid leading to inherited issues or shortcomings. This paper aims to develop an implicit meshless approach based on the radial basis functions (RBF) for numerical simulation of time fractional diffusion equations. The discrete system of equations is obtained by using the RBF meshless shape functions and the strong-forms. The stability and convergence of this meshless approach are then discussed and theoretically proven. Several numerical examples with different problem domains are used to validate and investigate accuracy and efficiency of the newly developed meshless formulation. The results obtained by the meshless formations are also compared with those obtained by FDM in terms of their accuracy and efficiency. It is concluded that the present meshless formulation is very effective for the modelling and simulation for FPDE.
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We present a mass-conservative vertex-centred finite volume method for efficiently solving the mixed form of Richards’ equation in heterogeneous porous media. The spatial discretisation is particularly well-suited to heterogeneous media because it produces consistent flux approximations at quadrature points where material properties are continuous. Combined with the method of lines, the spatial discretisation gives a set of differential algebraic equations amenable to solution using higher-order implicit solvers. We investigate the solution of the mixed form using a Jacobian-free inexact Newton solver, which requires the solution of an extra variable for each node in the mesh compared to the pressure-head form. By exploiting the structure of the Jacobian for the mixed form, the size of the preconditioner is reduced to that for the pressure-head form, and there is minimal computational overhead for solving the mixed form. The proposed formulation is tested on two challenging test problems. The solutions from the new formulation offer conservation of mass at least one order of magnitude more accurate than a pressure head formulation, and the higher-order temporal integration significantly improves both the mass balance and computational efficiency of the solution.
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The aim of the research program was to evaluate the heat strain, hydration status, and heat illness symptoms experienced by surface mine workers. An initial investigation involved 91 surface miners completing a heat stress questionnaire; assessing the work environment, hydration practices, and heat illness symptom experience. The key findings included 1) more than 80 % of workers experienced at least one symptom of heat illness over a 12 month period; and 2) the risk of moderate symptoms of heat illness increased with the severity of dehydration. These findings highlight a health and safety concern for surface miners, as experiencing symptoms of heat illness is an indication that the physiological systems of the body may be struggling to meet the demands of thermoregulation. To illuminate these findings a field investigation to monitor the heat strain and hydration status of surface miners was proposed. Two preliminary studies were conducted to ensure accurate and reliable data collection techniques. Firstly, a study was undertaken to determine a calibration procedure to ensure the accuracy of core body temperature measurement via an ingestible sensor. A water bath was heated to several temperatures between 23 . 51 ¢ªC, allowing for comparison of the temperature recorded by the sensors and a traceable thermometer. A positive systematic bias was observed and indicated a need for calibration. It was concluded that a linear regression should be developed for each sensor prior to ingestion, allowing for a correction to be applied to the raw data. Secondly, hydration status was to be assessed through urine specific gravity measurement. It was foreseeable that practical limitations on mine sites would delay the time between urine collection and analysis. A study was undertaken to assess the reliability of urine analysis over time. Measurement of urine specific gravity was found to be reliable up to 24 hours post urine collection and was suitable to be used in the field study. Twenty-nine surface miners (14 drillers [winter] and 15 blast crew [summer]) were monitored during a normal work shift. Core body temperature was recorded continuously. Average mean core body temperature was 37.5 and 37.4 ¢ªC for blast crew and drillers, with average maximum body temperatures of 38.0 and 37.9 ¢ªC respectively. The highest body temperature recorded was 38.4 ¢ªC. Urine samples were collected at each void for specific gravity measurement. The average mean urine specific gravity was 1.024 and 1.021 for blast crew and drillers respectively. The Heat Illness Symptoms Index was used to evaluate the experience of heat illness symptoms on shift. Over 70 % of drillers and over 80 % of blast crew reported at least one symptom. It was concluded that 1) heat strain remained within the recommended limits for acclimatised workers; and 2) the majority of workers were dehydrated before commencing their shift, and tend to remain dehydrated for the duration. Dehydration was identified as the primary issue for surface miners working in the heat. Therefore continued study focused on investigating a novel approach to monitoring hydration status. The final aim of this research program was to investigate the influence dehydration has on intraocular pressure (IOP); and subsequently, whether IOP could provide a novel indicator of hydration status. Seven males completed 90 minutes of walking in both a cool and hot climate with fluid restriction. Hydration variables and intraocular pressure were measured at baseline and at 30 minute intervals. Participants became dehydrated during the trial in the heat but maintained hydration status in the cool. Intraocular pressure progressively declined in the trial in the heat but remained relatively stable when hydration was maintained. A significant relationship was observed between intraocular pressure and both body mass loss and plasma osmolality. This evidence suggests that intraocular pressure is influenced by changes in hydration status. Further research is required to determine if intraocular pressure could be utilised as an indirect indicator of hydration status.
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The heat transfer through the attics of buildings under realistic thermal forcing has been considered in this study. A periodic temperature boundary condition is applied on the sloping walls of the attic to show the basic flow features in the attic space over diurnal cycles. The numerical results reveal that, during the daytime heating stage, the flow in the attic space is stratified; whereas at the night-time cooling stage, the flow becomes unstable. A symmetrical solution is seen for relatively low Rayleigh numbers. However, as the Ra gradually increases, a transition occurs at a critical value of Ra. Above this critical value, an asymmetrical solution exhibiting a pitchfork bifurcation arises at the night-time. It is also found that the calculated heat transfer rate at the night-time cooling stage is much higher than that during the daytime heating stage.