Theory and numerical integration of subsurface light transport

En synthèse d’images, reproduire les effets complexes de la lumière sur des matériaux transluminescents, tels que la cire, le marbre ou la peau, contribue grandement au réalisme d’une image. Malheureusement, ce réalisme supplémentaire est couteux en temps de calcul. Les modèles basés sur la théorie de la diffusion visent à réduire ce coût en simulant le comportement physique du transport de la lumière sous surfacique tout en imposant des contraintes de variation sur la lumière incidente et sortante. Une composante importante de ces modèles est leur application à évaluer hiérarchiquement l’intégrale numérique de l’illumination sur la surface d’un objet. Cette thèse révise en premier lieu la littérature actuelle sur la simulation réaliste de la transluminescence, avant d’investiguer plus en profondeur leur application et les extensions des modèles de diffusion en synthèse d’images. Ainsi, nous proposons et évaluons une nouvelle technique d’intégration numérique hiérarchique utilisant une nouvelle analyse fréquentielle de la lumière sortante et incidente pour adapter efficacement le taux d’échantillonnage pendant l’intégration. Nous appliquons cette théorie à plusieurs modèles qui correspondent à l’état de l’art en diffusion, octroyant une amélioration possible à leur efficacité et précision.

On the numerical integration of a class of singular perturbation problems

A three-point difference scheme recently proposed in Ref. 1 for the numerical solution of a class of linear, singularly perturbed, two-point boundary-value problems is investigated. The scheme is derived from a first-order approximation to the original problem with a small deviating argument. It is shown here that, in the limit, as the deviating argument tends to zero, the difference scheme converges to a one-sided approximation to the original singularly perturbed equation in conservation form. The limiting scheme is shown to be stable on any uniform grid. Therefore, no advantage arises from using the deviating argument, and the most accurate and efficient results are obtained with the deviation at its zero limit.

Numerical integration of coupled stochastic oscillators driven by Random Forces

Trabalho apresentado no International Conference on Scientific Computation And Differential Equations 2015

A comparison of techniques for the numerical integration of ordinary differential equations,

"COO-1469-0082."

Real-time simulation of electrical machines on FPGA platform

This paper presents real-time simulation models of electrical machines on FPGA platform. Implementation of the real-time numerical integration methods with digital logic elements is discussed. Several numerical integrations are presented. A real-time simulation of DC machine is carried out on this FPGA platform and important transient results are presented. These results are compared to simulation results obtained through a commercial off-line simulation software.

Real-Time Simulation of Electrical Machines on FPGA Platform

This paper presents real-time simulation models of electrical machines on FPGA platform. Implementation of the real-time numerical integration methods with digital logic elements is discussed. Several numerical integrations are presented. A real-time simulation of DC machine is carried out on this FPGA platform and important transient results are presented. These results are compared to simulation results obtained through a commercial off-line simulation software

Bayesian approach to signal modelling

In this paper, an introduction to Bayesian methods in signal processing will be given. The paper starts by considering the important issues of model selection and parameter estimation and derives analytic expressions for the model probabilities of two simple models. The idea of marginal estimation of certain model parameter is then introduced and expressions are derived for the marginal probability densities for frequencies in white Gaussian noise and a Bayesian approach to general changepoint analysis is given. Numerical integration methods are introduced based on Markov chain Monte Carlo techniques and the Gibbs sampler in particular.

The Bayesian Approach to Signal Modelling

In this paper, an introduction to Bayesian methods in signal processing will be given. The paper starts by considering the important issues of model selection and parameter estimation and derives analytic expressions for the model probabilities of two simple models. The idea of marginal estimation of certain model parameter is then introduced and expressions are derived for the marginal probabilitiy densities for frequencies in white Gaussian noise and a Bayesian approach to general changepoint analysis is given. Numerical integration methods are introduced based on Markov chain Monte Carlo techniques and the Gibbs sampler in particular.

Physical Models of Wind Instruments : A Generalized Excitation Coupled with a Modular Tube Simulation Platform

To develop real-time simulations of wind instruments, digital waveguides filters can be used as an efficient representation of the air column. Many aerophones are shaped as horns which can be approximated using conical sections. Therefore the derivation of conical waveguide filters is of special interest. When these filters are used in combination with a generalized reed excitation, several classes of wind instruments can be simulated. In this paper we present the methods for transforming a continuous description of conical tube segments to a discrete filter representation. The coupling of the reed model with the conical waveguide and a simplified model of the termination at the open end are described in the same way. It turns out that the complete lossless conical waveguide requires only one type of filter.Furthermore, we developed a digital reed excitation model, which is purely based on numerical integration methods, i.e., without the use of a look-up table.

An overview of seismic hybrid testing of engineering structures

An overview of research on the development of the hybrid test method is presented. The maturity of the hybrid test method is mapped in order to provide context to individual research in the overall development of the test method. In the pseudo dynamic (PsD) test method, the equations of motion are solved using a time stepping numerical integration technique with the inertia and damping being numerically modelled whilst restoring force is physically measured over an extended timescale. Developments in continuous PsD testing led to the real-time hybrid test method and geographically distributed hybrid tests. A key aspect to the efficiency of hybrid testing is the substructuring technique where the critical structural subassemblies that are fundamental to the overall response of the structure are physically tested whilst the remainder of the structure whose response can be more easily predicted is numerically modelled. Much of the early research focused on developing the accuracy and efficiency of the test method, whereas more recently the method has matured to a level where the test method is applied purely as a dynamic testing technique. Developments in numerical integration methods, substructuring, experimental error reduction, delay compensation and speed of testing have led to a test method now in use as full-scale real-time dynamic testing method that is reliable, accurate, efficient and cost effective.

Simulation of dynamic pinion course using Runge-Kutta's method and impact modeling

Once defined the relationship between the Starter Motor components and their functions, it is possible to develop a mathematical model capable to predict the Starter behavior during operation. One important aspect is the engagement system behavior. The development of a mathematical tool capable of predicting it is a valuable step in order to reduce the design time, cost and engineering efforts. A mathematical model, represented by differential equations, can be developed using physics laws, evaluating force balance and energy flow through the systems degrees of freedom. Another important physical aspect to be considered in this modeling is the impact conditions (particularly on the pinion and ring-gear contact). This work is a report of those equations application on available mathematical software and the resolution of those equations by Runge-Kutta's numerical integration method, in order to build an accessible engineering tool. Copyright © 2011 SAE International.

Caracterização e redução das oscilações espúrias resultantes da representação de linhas de transmissão por meio de elementos discretos de circuitos

Pós-graduação em Engenharia Elétrica - FEIS

Representation of transmission lines: comparison of models and parameters distributed discrete parameters

A transmission line is characterized by the fact that its parameters are distributed along its length. This fact makes the voltages and currents along the line to behave like waves and these are described by differential equations. In general, the differential equations mentioned are difficult to solve in the time domain, due to the convolution integral, but in the frequency domain these equations become simpler and their solutions are known. The transmission line can be represented by a cascade of π circuits. This model has the advantage of being developed directly in the time domain, but there is a need to apply numerical integration methods. In this work a comparison of the model that considers the fact that the parameters are distributed (Universal Line Model) and the fact that the parameters considered concentrated along the line (π circuit model) using the trapezoidal integration method, and Simpson's rule Runge-Kutta in a single-phase transmission line length of 100 km subjected to an operation power. © 2003-2012 IEEE.

A Poisson mixed model with nonnormal random effect distribution

In this paper, we propose a random intercept Poisson model in which the random effect is assumed to follow a generalized log-gamma (GLG) distribution. This random effect accommodates (or captures) the overdispersion in the counts and induces within-cluster correlation. We derive the first two moments for the marginal distribution as well as the intraclass correlation. Even though numerical integration methods are, in general, required for deriving the marginal models, we obtain the multivariate negative binomial model from a particular parameter setting of the hierarchical model. An iterative process is derived for obtaining the maximum likelihood estimates for the parameters in the multivariate negative binomial model. Residual analysis is proposed and two applications with real data are given for illustration. (C) 2011 Elsevier B.V. All rights reserved.