Numerical algorithms for modelling electrodeposition: Tracking the deposition front under forced convection from megasonic agitation

Electrodeposition is a widely used technique for the fabrication of high aspect ratio microstructures. In recent years, much research has been focused within this area aiming to understand the physics behind the filling of high aspect ratio vias and trenches on substrates and in particular how they can be made without the formation of voids in the deposited material. This paper reports on the fundamental work towards the advancement of numerical algorithms that can predict the electrodeposition process in micron scaled features. Two different numerical approaches have been developed, which capture the motion of the deposition interface and 2-D simulations are presented for both methods under two deposition regimes: those where surface kinetics is governed by Ohm’s law and the Butler–Volmer equation, respectively. In the last part of this paper the modelling of acoustic forces and their subsequent impact on the deposition profile through convection is examined.

Information-flux approach to multiple-spin dynamics

We introduce and formalize the concept of information flux in a many-body register as the influence that the dynamics of a specific element receive from any other element of the register. By quantifying the information flux in a protocol, we can design the most appropriate initial state of the system and, noticeably, the distribution of coupling strengths among the parts of the register itself. The intuitive nature of this tool and its flexibility, which allow for easily manageable numerical approaches when analytic expressions are not straightforward, are greatly useful in interacting many-body systems such as quantum spin chains. We illustrate the use of this concept in quantum cloning and quantum state transfer and we also sketch its extension to nonunitary dynamics.

Robust ODF smoothing for accurate estimation of fiber orientation

Q-ball imaging was presented as a model free, linear and multimodal diffusion sensitive approach to reconstruct diffusion orientation distribution function (ODF) using diffusion weighted MRI data. The ODFs are widely used to estimate the fiber orientations. However, the smoothness constraint was proposed to achieve a balance between the angular resolution and noise stability for ODF constructs. Different regularization methods were proposed for this purpose. However, these methods are not robust and quite sensitive to the global regularization parameter. Although, numerical methods such as L-curve test are used to define a globally appropriate regularization parameter, it cannot serve as a universal value suitable for all regions of interest. This may result in over smoothing and potentially end up in neglecting an existing fiber population. In this paper, we propose to include an interpolation step prior to the spherical harmonic decomposition. This interpolation based approach is based on Delaunay triangulation provides a reliable, robust and accurate smoothing approach. This method is easy to implement and does not require other numerical methods to define the required parameters. Also, the fiber orientations estimated using this approach are more accurate compared to other common approaches.

Reduced order functional observers with application to partial state estimation of linear systems with input delay

Reduced order multi-functional observer design for multi-input multi-utput (MIMO) linear time-invariant (LTI) systems with constant delayed inputs is studied. This research is useful in the input estimation of LTI systems with actuator delay, as well as system monitoring and fault detection of these systems. Two approaches for designing an asymptotically stable functional observer for the system are proposed: delay-dependent and delay-free. The delay-dependent observer is infinite-dimensional, while the delay-free structure is finite-dimensional. Moreover, since the delay-free observer does not require any information on the time delay, it is more practical in real applications. However, the delay-dependent observer contains less restrictive assumptions and covers more variety of systems. The proposed observer design schemes are novel, simple to implement, and have improved numerical features compared to some of the other available approaches to design (unknown-input) functional observers. In addition, the proposed observers usually possess lower order than ordinary Luenberger observers, and the design schemes do not need the observability or detectability requirements of the system. The necessary and sufficient conditions of the existence of an asymptoticobserver in each scenario are explored. The extensions of the proposed observers to systems with multiple delayed-inputs are also discussed. Several numerical examples and simulation results are employed to support our theories.

O uso de modelos compartimentais do tipo hospedeiro-macroparasita na dinâmica de doenças infecciosas causadas por helmintos diretamente transmitidos

Neste trabalho, nos propomos a estudar o desenvolvimento teórico de alguns modelos matemáticos básicos de doenças infecciosas causadas por macroparasitas, bem como as dificuldades neles envolvidas. Os modelos de transmissão, que descrevemos, referem-se ao grupo de parasitas com transmissão direta: os helmintos. O comportamento reprodutivo peculiar do helminto dentro do hospedeiro definitivo, no intuito de produzir estágios que serão infectivos para outros hospedeiros, faz com que a epidemiologia de infecções por helmintos seja fundamentalmente diferente de todos os outros agentes infecciosos. Uma característica importante nestes modelos é a forma sob a qual supõe-se que os parasitas estejam distribuídos nos seus hospedeiros. O tamanho da carga de parasitas (intensidade da infecção) em um hospedeiro é o determinante central da dinâmica de transmissão de helmintos, bem como da morbidade causada por estes parasitas. Estudamos a dinâmica de parasitas helmintos de ciclo de vida direto para parasitas monóicos (hermafroditas) e também para parasitas dióicos (machos-fêmeas) poligâmicos, levando em consideração uma função acasalamento apropriada, sempre distribuídos de forma binomial negativa. Através de abordagens analítica e numérica, apresentamos a análise de estabilidade dos pontos de equilíbrio do sistema. Cálculos de prevalências, bem como de efeitos da aplicação de agentes quimioterápicos e da vacinação, no controle da transmissão e da morbidade de parasitas helmintos de ciclo de vida direto, também são apresentados neste trabalho.

Valuing emerging markets companies : new approaches to determine the effective exposure to country risk

The aim of this paper is to propose new methods to measure the effective exposure to country risk of emerging-market companies. Starting from Damodaran (2003), we propose seven new approaches and a revised CAPM for emerging markets companies. The “Prospective Lambda” represents the effective exposure according to analysts’ estimates of growth. The “Relative Lambda” relies on the firm value estimated through a relative valuation. The “Retrospective Lambda” represents the ex-post effective exposure to country risk. The “Company Effective Risk Premium” is a generalization of the Retrospective Lambda, and expresses the premium effectively requested by investors to invest in that specific company in the past year. “The Actual Lambda” and the “Company Actual Risk Premium” represent, respectively, the actual exposure to country risk of a company and the actual premium requested by investors to invest in that specific company. The “Industry Lambda” reflects the median exposure to country risk of the industry in which the company belongs. We tested our new measures of exposure to country risk on the Latin American emerging markets companies according to the classification of the MSCI Emerging Markets Latin America Index. The results confirm that the new approaches can be effectively applied by financial analysts to stable-growth companies that operate in emerging markets and to mature markets companies that operate in emerging markets, providing with a more reliable estimate of both the premium effectively requested by investors in the past and the actual premium. Applying the new approaches, the cost of equity reflects the effective exposure of a company to country risk without being over- or underestimated, as is the case with other existing approaches.

Two fluid numerical model for coastal applications

Wave breaking is an important coastal process, influencing hydro-morphodynamic processes such as turbulence generation and wave energy dissipation, run-up on the beach and overtopping of coastal defence structures. During breaking, waves are complex mixtures of air and water (“white water”) whose properties affect velocity and pressure fields in the vicinity of the free surface and, depending on the breaker characteristics, different mechanisms for air entrainment are usually observed. Several laboratory experiments have been performed to investigate the role of air bubbles in the wave breaking process (Chanson & Cummings, 1994, among others) and in wave loading on vertical wall (Oumeraci et al., 2001; Peregrine et al., 2006, among others), showing that the air phase is not negligible since the turbulent energy dissipation involves air-water mixture. The recent advancement of numerical models has given valuable insights in the knowledge of wave transformation and interaction with coastal structures. Among these models, some solve the RANS equations coupled with a free-surface tracking algorithm and describe velocity, pressure, turbulence and vorticity fields (Lara et al. 2006 a-b, Clementi et al., 2007). The single-phase numerical model, in which the constitutive equations are solved only for the liquid phase, neglects effects induced by air movement and trapped air bubbles in water. Numerical approximations at the free surface may induce errors in predicting breaking point and wave height and moreover, entrapped air bubbles and water splash in air are not properly represented. The aim of the present thesis is to develop a new two-phase model called COBRAS2 (stands for Cornell Breaking waves And Structures 2 phases), that is the enhancement of the single-phase code COBRAS0, originally developed at Cornell University (Lin & Liu, 1998). In the first part of the work, both fluids are considered as incompressible, while the second part will treat air compressibility modelling. The mathematical formulation and the numerical resolution of the governing equations of COBRAS2 are derived and some model-experiment comparisons are shown. In particular, validation tests are performed in order to prove model stability and accuracy. The simulation of the rising of a large air bubble in an otherwise quiescent water pool reveals the model capability to reproduce the process physics in a realistic way. Analytical solutions for stationary and internal waves are compared with corresponding numerical results, in order to test processes involving wide range of density difference. Waves induced by dam-break in different scenarios (on dry and wet beds, as well as on a ramp) are studied, focusing on the role of air as the medium in which the water wave propagates and on the numerical representation of bubble dynamics. Simulations of solitary and regular waves, characterized by both spilling and plunging breakers, are analyzed with comparisons with experimental data and other numerical model in order to investigate air influence on wave breaking mechanisms and underline model capability and accuracy. Finally, modelling of air compressibility is included in the new developed model and is validated, revealing an accurate reproduction of processes. Some preliminary tests on wave impact on vertical walls are performed: since air flow modelling allows to have a more realistic reproduction of breaking wave propagation, the dependence of wave breaker shapes and aeration characteristics on impact pressure values is studied and, on the basis of a qualitative comparison with experimental observations, the numerical simulations achieve good results.

Computational Techniques for Spatial Logistic Regression with Large Datasets

In epidemiological work, outcomes are frequently non-normal, sample sizes may be large, and effects are often small. To relate health outcomes to geographic risk factors, fast and powerful methods for fitting spatial models, particularly for non-normal data, are required. We focus on binary outcomes, with the risk surface a smooth function of space. We compare penalized likelihood models, including the penalized quasi-likelihood (PQL) approach, and Bayesian models based on fit, speed, and ease of implementation. A Bayesian model using a spectral basis representation of the spatial surface provides the best tradeoff of sensitivity and specificity in simulations, detecting real spatial features while limiting overfitting and being more efficient computationally than other Bayesian approaches. One of the contributions of this work is further development of this underused representation. The spectral basis model outperforms the penalized likelihood methods, which are prone to overfitting, but is slower to fit and not as easily implemented. Conclusions based on a real dataset of cancer cases in Taiwan are similar albeit less conclusive with respect to comparing the approaches. The success of the spectral basis with binary data and similar results with count data suggest that it may be generally useful in spatial models and more complicated hierarchical models.

Novel Approaches to Myocardial Perfusion: 3D First-Pass CMR Perfusion Imaging and Oxygenation-Sensitive

This article reviews technical aspects and the current status of novel cardiovascular magnetic resonance (CMR) approaches to assessing myocardial perfusion, specifically oxygenation-sensitive magnetic resonance imaging, comparing their diagnostic targets and clinical role with those of other imaging approaches. The paper includes discussions of relevant pathophysiological aspects of myocardial ischemia and the clinical context of revascularization in patients with suspected or known coronary artery disease. Research using oxygenation-sensitive CMR may play an important role for a better understanding of the interplay of coronary artery stenosis, blood flow reduction, and their impact on actual myocardial ischemia.

Theoretical and numerical analysis of large-scale heat transfer problems with temperature-dependent pore-fluid densities

Purpose - In many scientific and engineering fields, large-scale heat transfer problems with temperature-dependent pore-fluid densities are commonly encountered. For example, heat transfer from the mantle into the upper crust of the Earth is a typical problem of them. The main purpose of this paper is to develop and present a new combined methodology to solve large-scale heat transfer problems with temperature-dependent pore-fluid densities in the lithosphere and crust scales. Design/methodology/approach - The theoretical approach is used to determine the thickness and the related thermal boundary conditions of the continental crust on the lithospheric scale, so that some important information can be provided accurately for establishing a numerical model of the crustal scale. The numerical approach is then used to simulate the detailed structures and complicated geometries of the continental crust on the crustal scale. The main advantage in using the proposed combination method of the theoretical and numerical approaches is that if the thermal distribution in the crust is of the primary interest, the use of a reasonable numerical model on the crustal scale can result in a significant reduction in computer efforts. Findings - From the ore body formation and mineralization points of view, the present analytical and numerical solutions have demonstrated that the conductive-and-advective lithosphere with variable pore-fluid density is the most favorite lithosphere because it may result in the thinnest lithosphere so that the temperature at the near surface of the crust can be hot enough to generate the shallow ore deposits there. The upward throughflow (i.e. mantle mass flux) can have a significant effect on the thermal structure within the lithosphere. In addition, the emplacement of hot materials from the mantle may further reduce the thickness of the lithosphere. Originality/value - The present analytical solutions can be used to: validate numerical methods for solving large-scale heat transfer problems; provide correct thermal boundary conditions for numerically solving ore body formation and mineralization problems on the crustal scale; and investigate the fundamental issues related to thermal distributions within the lithosphere. The proposed finite element analysis can be effectively used to consider the geometrical and material complexities of large-scale heat transfer problems with temperature-dependent fluid densities.

First-principles quantum dynamics in interacting Bose gases: I. The positive P representation

The performance of the positive P phase-space representation for exact many- body quantum dynamics is investigated. Gases of interacting bosons are considered, where the full quantum equations to simulate are of a Gross-Pitaevskii form with added Gaussian noise. This method gives tractable simulations of many-body systems because the number of variables scales linearly with the spatial lattice size. An expression for the useful simulation time is obtained, and checked in numerical simulations. The dynamics of first-, second- and third-order spatial correlations are calculated for a uniform interacting 1D Bose gas subjected to a change in scattering length. Propagation of correlations is seen. A comparison is made with other recent methods. The positive P method is particularly well suited to open systems as no conservation laws are hard-wired into the calculation. It also differs from most other recent approaches in that there is no truncation of any kind.

Comparative analysis of BER estimation methods in numerical simulation of 40-Gb/s RZ-DPSK transmission with in-line SOAs

Applying direct error counting, we compare the accuracy and evaluate the validity of different available numerical approaches to the estimation of the bit-error rate (BER) in 40-Gb/s return-to-zero differential phase-shift-keying transmission. As a particular example, we consider a system with in-line semiconductor optical amplifiers. We demonstrate that none of the existing models has an absolute superiority over the others. We also reveal the impact of the duty cycle on the accuracy of the BER estimates through the differently introduced Q-factors.

Optimal designs of collaborative relay-assisted multiuser beamforming for cellular systems

With careful calculation of signal forwarding weights, relay nodes can be used to work collaboratively to enhance downlink transmission performance by forming a virtual multiple-input multiple-output beamforming system. Although collaborative relay beamforming schemes for single user have been widely investigated for cellular systems in previous literatures, there are few studies on the relay beamforming for multiusers. In this paper, we study the collaborative downlink signal transmission with multiple amplify-and-forward relay nodes for multiusers in cellular systems. We propose two new algorithms to determine the beamforming weights with the same objective of minimizing power consumption of the relay nodes. In the first algorithm, we aim to guarantee the received signal-to-noise ratio at multiusers for the relay beamforming with orthogonal channels. We prove that the solution obtained by a semidefinite relaxation technology is optimal. In the second algorithm, we propose an iterative algorithm that jointly selects the base station antennas and optimizes the relay beamforming weights to reach the target signal-to-interference-and-noise ratio at multiusers with nonorthogonal channels. Numerical results validate our theoretical analysis and demonstrate that the proposed optimal schemes can effectively reduce the relay power consumption compared with several other beamforming approaches. © 2012 John Wiley & Sons, Ltd.

Comparative analysis of BER estimation methods in numerical simulation of 40-Gb/s RZ-DPSK transmission with in-line SOAs

Applying direct error counting, we compare the accuracy and evaluate the validity of different available numerical approaches to the estimation of the bit-error rate (BER) in 40-Gb/s return-to-zero differential phase-shift-keying transmission. As a particular example, we consider a system with in-line semiconductor optical amplifiers. We demonstrate that none of the existing models has an absolute superiority over the others. We also reveal the impact of the duty cycle on the accuracy of the BER estimates through the differently introduced Q-factors. © 2007 IEEE.

Lattice Boltzmann modeling of fluid flow and solute transport in karst aquifers

A novel modeling approach is applied to karst hydrology. Long-standing problems in karst hydrology and solute transport are addressed using Lattice Boltzmann methods (LBMs). These methods contrast with other modeling approaches that have been applied to karst hydrology. The motivation of this dissertation is to develop new computational models for solving ground water hydraulics and transport problems in karst aquifers, which are widespread around the globe. This research tests the viability of the LBM as a robust alternative numerical technique for solving large-scale hydrological problems. The LB models applied in this research are briefly reviewed and there is a discussion of implementation issues. The dissertation focuses on testing the LB models. The LBM is tested for two different types of inlet boundary conditions for solute transport in finite and effectively semi-infinite domains. The LBM solutions are verified against analytical solutions. Zero-diffusion transport and Taylor dispersion in slits are also simulated and compared against analytical solutions. These results demonstrate the LBM’s flexibility as a solute transport solver. The LBM is applied to simulate solute transport and fluid flow in porous media traversed by larger conduits. A LBM-based macroscopic flow solver (Darcy’s law-based) is linked with an anisotropic dispersion solver. Spatial breakthrough curves in one and two dimensions are fitted against the available analytical solutions. This provides a steady flow model with capabilities routinely found in ground water flow and transport models (e.g., the combination of MODFLOW and MT3D). However the new LBM-based model retains the ability to solve inertial flows that are characteristic of karst aquifer conduits. Transient flows in a confined aquifer are solved using two different LBM approaches. The analogy between Fick’s second law (diffusion equation) and the transient ground water flow equation is used to solve the transient head distribution. An altered-velocity flow solver with source/sink term is applied to simulate a drawdown curve. Hydraulic parameters like transmissivity and storage coefficient are linked with LB parameters. These capabilities complete the LBM’s effective treatment of the types of processes that are simulated by standard ground water models. The LB model is verified against field data for drawdown in a confined aquifer.