Simulação computacional por elementos finitos de múltiplas fissuras em sólidos usando técnica de fragmentação da malha

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

Additional scaled solutions to Richards' equation for infiltration and drainage

Warrick and Hussen developed in the nineties of the last century a method to scale Richards' equation (RE) for similar soils. In this paper, new scaled solutions are added to the method of Warrick and Hussen considering a wider range of soils regardless of their dissimilarity. Gardner-Kozeny hydraulic functions are adopted instead of Brooks-Corey functions used originally by Warrick and Hussen. These functions allow to reduce the dependence of the scaled RE on the soil properties. To evaluate the proposed method (PM), the scaled RE was solved numerically using a finite difference method with a fully implicit scheme. Three cases were considered: constant-head infiltration, constant-flux infiltration, and drainage of an initially uniform wet soil. The results for five texturally different soils ranging from sand to clay (adopted from the literature) showed that the scaled solutions were invariant to a satisfactory degree. However, slight deviations were observed mainly for the sandy soil. Moreover, the scaled solutions deviated when the soil profile was initially wet in the infiltration case or when deeply wet in the drainage condition. Based on the PM, a Philip-type model was also developed to approximate RE solutions for the constant-head infiltration. The model showed a good agreement with the scaled RE for the same range of soils and conditions, however only for Gardner-Kozeny soils. Such a procedure reduces numerical calculations and provides additional opportunities for solving the highly nonlinear RE for unsaturated water flow in soils. (C) 2011 Elsevier B.V. All rights reserved.

A novel self consistent calculation approach for the capacitance-voltage characteristics of semiconductor quantum wire transistors based on a split-gate configuration

Purpose - The purpose of this paper is to develop an efficient numerical algorithm for the self-consistent solution of Schrodinger and Poisson equations in one-dimensional systems. The goal is to compute the charge-control and capacitance-voltage characteristics of quantum wire transistors. Design/methodology/approach - The paper presents a numerical formulation employing a non-uniform finite difference discretization scheme, in which the wavefunctions and electronic energy levels are obtained by solving the Schrodinger equation through the split-operator method while a relaxation method in the FTCS scheme ("Forward Time Centered Space") is used to solve the two-dimensional Poisson equation. Findings - The numerical model is validated by taking previously published results as a benchmark and then applying them to yield the charge-control characteristics and the capacitance-voltage relationship for a split-gate quantum wire device. Originality/value - The paper helps to fulfill the need for C-V models of quantum wire device. To do so, the authors implemented a straightforward calculation method for the two-dimensional electronic carrier density n(x,y). The formulation reduces the computational procedure to a much simpler problem, similar to the one-dimensional quantization case, significantly diminishing running time.

Tailored SERS substrates obtained with cathodic arc plasma ion implantation of gold nanoparticles into a polymer matrix

This manuscript reports on the fabrication of plasmonic substrates using cathodic arc plasma ion implantation, in addition to their performance as SERS substrates. The technique allows for the incorporation of a wide layer of metallic nanoparticles into a polymer matrix, such as PMMA. The ability to pattern different structures using the PMMA matrix is one of the main advantages of the fabrication method. This opens up new possibilities for obtaining tailored substrates with enhanced performance for SERS and other surface-enhanced spectroscopies, as well as for exploring the basic physics of patterned metal nanostructures. The architecture of the SERS-active substrate was varied using three adsorption strategies for incorporating a laser dye (rhodamine): alongside the nanoparticles into the polymer matrix, during the polymer cure and within nanoholes lithographed on the polymer. As a proof-of-concept, we obtained the SERS spectra of rhodamine for the three types of substrates. The hypothesis of incorporation of rhodamine molecules into the polymer matrix during the cathodic arc plasma ion implantation was supported by FDTD (Finite-Difference Time-Domain) simulations. In the case of arrays of nanoholes, rhodamine molecules could be adsorbed directly on the gold surface, then yielding a well-resolved SERS spectrum for a small amount of analyte owing to the short-range interactions and the large longitudinal field component inside the nanoholes. The results shown here demonstrate that the approach based on ion implantation can be adapted to produce reproducible tailored substrates for SERS and other surface-enhanced spectroscopies.

Multithread parallelization of lepp-bisection algorithms

[EN]Longest edge (nested) algorithms for triangulation refinement in two dimensions are able to produce hierarchies of quality and nested irregular triangulations as needed both for adaptive finite element methods and for multigrid methods. They can be formulated in terms of the longest edge propagation path (Lepp) and terminal edge concepts, to refine the target triangles and some related neighbors. We discuss a parallel multithread algorithm, where every thread is in charge of refining a triangle t and its associated Lepp neighbors. The thread manages a changing Lepp(t) (ordered set of increasing triangles) both to find a last longest (terminal) edge and to refine the pair of triangles sharing this edge...

Some advances in open problems of isogeometric analysis

[EN]Isogeometric analysis (IGA) has arisen as an attempt to unify the fields of CAD and classical finite element methods. The main idea of IGA consists in using for analysis the same functions (splines) that are used in CAD representation of the geometry. The main advantage with respect to the traditional finite element method is a higher smoothness of the numerical solution and more accurate representation of the geometry. IGA seems to be a promising tool with wide range of applications in engineering. However, this relatively new technique have some open problems that require a solution. In this work we present our results and contributions to this issue…

Mica fish in mylonites

Mögliche Verformungsmechanismen, die zu den verschiedenen Glimmer- und Mineralfischen führen, sind: intrakristalline Verformung, Kristallrotation, Biegung und Faltung, Drucklösung in Kombination mit Ausfällung und dynamische Rekristallisation oder Mechanismen, die ein großes Mineral in mehrere kleine, fischförmige Kristalle aufspalten.Experimente mit ein neues Verformungsgerät und Objekten in zwei verschiedenen Matrixmaterialien werden beschrieben. Das eine ist PDMS, (Newtonianisch viskoses Polymer), und das andere Tapioca Perlen (Mohr-Couloumb Verhalten). Die Rotation von fischförmigen Objekten in PDMS stimmt mit der theoretischen Rotationsrate für ellipsenförmige Objekte in einem Newtonianischen Material überein. In einer Matrix von Tapioca Perlen nehmen die Objekte eine stabile Lage ein. Diese Orientierung ist vergleichbar mit der von Glimmerfischen. Die Verformung in der Matrix von Tapioca Perlen ist konzentriert auf dünne Scherzonen. Diese Ergebnisse implizieren, daß die Verformung in natürlichen Gesteinen auch in dünnen Scherzonen konzentriert ist.Computersimulationen werden beschrieben, mit denen der Einfluß der Eigenschaften einer Matrix auf die Rotation von Objekten und Verteilung von Deformation untersucht wird.Mit diesen Experimenten wird gezeigt, daß die Orientierung von Glimmerfischen nicht mit Verformung in einem nicht-linearen viskosen Material erklärt werden kann. Eine solche nicht-lineare Rheologie wird im Allgemeinen für die Erdkurste angenommen. Die stabile Orientierung eines Objektes kann mit weicheren Lagen in der Matrix erklärt werden.

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.

Renormalization of fermion mixing

Precision measurements of phenomena related to fermion mixing require the inclusion of higher order corrections in the calculation of corresponding theoretical predictions. For this, a complete renormalization scheme for models that allow for fermion mixing is highly required. The correct treatment of unstable particles makes this task difficult and yet, no satisfactory and general solution can be found in the literature. In the present work, we study the renormalization of the fermion Lagrange density with Dirac and Majorana particles in models that involve mixing. The first part of the thesis provides a general renormalization prescription for the Lagrangian, while the second one is an application to specific models. In a general framework, using the on-shell renormalization scheme, we identify the physical mass and the decay width of a fermion from its full propagator. The so-called wave function renormalization constants are determined such that the subtracted propagator is diagonal on-shell. As a consequence of absorptive parts in the self-energy, the constants that are supposed to renormalize the incoming fermion and the outgoing antifermion are different from the ones that should renormalize the outgoing fermion and the incoming antifermion and not related by hermiticity, as desired. Instead of defining field renormalization constants identical to the wave function renormalization ones, we differentiate the two by a set of finite constants. Using the additional freedom offered by this finite difference, we investigate the possibility of defining field renormalization constants related by hermiticity. We show that for Dirac fermions, unless the model has very special features, the hermiticity condition leads to ill-defined matrix elements due to self-energy corrections of external legs. In the case of Majorana fermions, the constraints for the model are less restrictive. Here one might have a better chance to define field renormalization constants related by hermiticity. After analysing the complete renormalized Lagrangian in a general theory including vector and scalar bosons with arbitrary renormalizable interactions, we consider two specific models: quark mixing in the electroweak Standard Model and mixing of Majorana neutrinos in the seesaw mechanism. A counter term for fermion mixing matrices can not be fixed by only taking into account self-energy corrections or fermion field renormalization constants. The presence of unstable particles in the theory can lead to a non-unitary renormalized mixing matrix or to a gauge parameter dependence in its counter term. Therefore, we propose to determine the mixing matrix counter term by fixing the complete correction terms for a physical process to experimental measurements. As an example, we calculate the decay rate of a top quark and of a heavy neutrino. We provide in each of the chosen models sample calculations that can be easily extended to other theories.

Quantum hydrodynamic models for semiconductors with and without collisions

In dieser Arbeit werden Quantum-Hydrodynamische (QHD) Modelle betrachtet, die ihren Einsatz besonders in der Modellierung von Halbleiterbauteilen finden. Das QHD Modell besteht aus den Erhaltungsgleichungen für die Teilchendichte, das Momentum und die Energiedichte, inklusive der Quanten-Korrekturen durch das Bohmsche Potential. Zu Beginn wird eine Übersicht über die bekannten Ergebnisse der QHD Modelle unter Vernachlässigung von Kollisionseffekten gegeben, die aus ein­em Schrödinger-System für den gemischten-Zustand oder aus der Wigner-Glei­chung hergeleitet werden können. Nach der Reformulierung der eindimensionalen QHD Gleichungen mit linearem Potential als stationäre Schrö­din­ger-Gleichung werden die semianalytischen Fassungen der QHD Gleichungen für die Gleichspannungs-Kurve betrachtet. Weiterhin werden die viskosen Stabilisierungen des QHD Modells be­rück­sich­tigt, sowie die von Gardner vorgeschlagene numerische Viskosität für das {sf upwind} Finite-Differenzen Schema berechnet. Im Weiteren wird das viskose QHD Modell aus der Wigner-Glei­chung mit Fokker-Planck Kollisions-Ope­ra­tor hergeleitet. Dieses Modell enthält die physikalische Viskosität, die durch den Kollision-Operator eingeführt wird. Die Existenz der Lösungen (mit strikt positiver Teilchendichte) für das isotherme, stationäre, eindimensionale, viskose Modell für allgemeine Daten und nichthomogene Randbedingungen wird gezeigt. Die dafür notwendigen Abschätzungen hängen von der Viskosität ab und erlauben daher den Grenzübergang zum nicht-viskosen Fall nicht. Numerische Simulationen der Resonanz-Tunneldiode modelliert mit dem nichtisothermen, stationären, eindimensionalen, viskosen QHD Modell zeigen den Einfluss der Viskosität auf die Lösung. Unter Verwendung des von Degond und Ringhofer entwickelten Quanten-Entropie-Minimierungs-Verfahren werden die allgemeinen QHD-Gleichungen aus der Wigner-Boltzmann-Gleichung mit dem BGK-Kollisions-Operator hergeleitet. Die Herleitung basiert auf der vorsichtige Entwicklung des Quanten-Max­well­ians in Potenzen der skalierten Plankschen Konstante. Das so erhaltene Modell enthält auch vertex-Terme und dispersive Terme für die Ge­schwin­dig­keit. Dadurch bleibt die Gleichspannungs-Kurve für die Re­so­nanz-Tunnel­diode unter Verwendung des allgemeinen QHD Modells in einer Dimension numerisch erhalten. Die Ergebnisse zeigen, dass der dispersive Ge­schwin­dig­keits-Term die Lösung des Systems stabilisiert.

Stochastic local volatility model for fx markets

Questa tesi verte sullo studio di un modello a volatilità stocastica e locale, utilizzato per valutare opzioni esotiche nei mercati dei cambio. La difficoltà nell'implementare un modello di tal tipo risiede nella calibrazione della leverage surface e uno degli scopi principali di questo lavoro è quello di mostrarne la procedura.

New enhancement strategies for plasmon-enhanced fluorescence biosensors

This thesis investigates metallic nanostructures exhibiting surface plasmon resonance for the amplification of fluorescence signal in sandwich immunoassays. In this approach, an analyte is captured by an antibody immobilized on a plasmonic structure and detected by a subsequently bound fluorophore labeled detection antibody. The highly confined field of surface plasmons originates from collective charge oscillations which are associated with high electromagnetic field enhancements at the metal surface and allow for greatly increased fluorescence signal from the attached fluorophores. This feature allows for improving the signal-to-noise ratio in fluorescence measurements and thus advancing the sensitivity of the sensor platform. In particular, the thesis presents two plasmonic nanostructures that amplify fluorescence signal in devices that rely on epifluorescence geometry, in which the fluorophore absorbs and emits light from the same direction perpendicular to the substrate surface.rnThe first is a crossed relief gold grating that supports propagating surface plasmon polaritons (SPPs) and second, gold nanoparticles embedded in refractive index symmetric environment exhibiting collective localized surface plasmons (cLSPs). Finite-difference time-domain simulations are performed in order to design structures for the optimum amplification of established Cy5 and Alexa Fluor 647 fluorophore labels with the absorption and emission wavelengths in the red region of spectrum. The design takes into account combined effect of surface plasmon-enhanced excitation rate, directional surface plasmon-driven emission and modified quantum yield for characteristic distances in immunoassays. Homebuilt optical instruments are developed for the experimental observation of the surface plasmon mode spectrum, measurements of the angular distribution of surface plasmon-coupled fluorescence light and a setup mimicking commercial fluorescence reading systems in epifluorescence geometry.rnCrossed relief grating structures are prepared by interference lithography and multiple copies are made by UV nanoimprint lithography. The fabricated crossed diffraction gratings were utilized for sandwich immunoassay-based detection of the clinically relevant inflammation marker interleukin 6 (IL-6). The enhancement factor of the crossed grating reached EF=100 when compared to a flat gold substrate. This result is comparable to the highest reported enhancements to date, for fluorophores with relatively high intrinsic quantum yield. The measured enhancement factor excellently agrees with the predictions of the simulations and the mechanisms of the enhancement are explained in detail. Main contributions were the high electric field intensity enhancement (30-fold increase) and the directional fluorescence emission at (4-fold increase) compared to a flat gold substrate.rnCollective localized surface plasmons (cLSPs) hold potential for even stronger fluorescence enhancement of EF=1000, due to higher electric field intensity confinement. cLSPs are established by diffractive coupling of the localized surface plasmon resonance (LSPR) of metallic nanoparticles and result in a narrow resonance. Due to the narrow resonance, it is hard to overlap the cLSPs mode with the absorption and emission bands of the used fluorophore, simultaneously. Therefore, a novel two resonance structure that supports SPP and cLSP modes was proposed. It consists of a 2D array of cylindrical gold nanoparticles above a low refractive index polymer and a silver film. A structure that supports the proposed SPP and cLSP modes was prepared by employing laser interference lithography and the measured mode spectrum was compared to simulation results.rn

Optical properties of a nanomatch-like plasmonic structure

The optical properties of a match-like plasmonic nanostructure are numerically investigated using full-wave finite-difference time-domain analysis in conjunction with dispersive material models. This work is mainly motivated by the developed technique enabling reproducible fabrication of nanomatch structures as well as the growing applications that utilize the localized field enhancement in plasmonic nanostructures. Our research revealed that due to the pronounced field enhancement and larger resonance tunabilities, some nanomatch topologies show potentials for various applications in the field of, e.g., sensing as well as a novel scheme for highly reproducible tips in scanning near field optical microscopy, among others. Despite the additional degrees of freedom that are offered by the composite nature of the proposed nanomatch topology, the paper also reflects on a fundamental complication intrinsic to the material interfaces especially in the nanoscale: stoichiometric mixing. We conclude that the specificity in material modeling will become a significant issue in future research on functionalized composite nanostructures.

Extraordinary transmission through a single coaxial aperture in a thin metal film

We investigate experimentally the transmission properties of single sub-wavelength coaxial apertures in thin metal films (t = 110 nm). Enhanced transmission through a single sub-wavelength coaxial aperture illuminated with a strongly focused radially polarized light beam is reported. In our experiments we achieved up to four times enhanced transmission through a single coaxial aperture as compared to a (hollow) circular aperture with the same outer diameter.We attribute this enhancement of transmission to the excitation of a TEM-mode for illumination with radially polarized light inside the single coaxial aperture. A strong polarization contrast is observed between the transmission for radially and azimuthally polarized illumination. Furthermore, the observed transmission through a single coaxial aperture can be strongly reduced if surface plasmons are excited. The experimental results are in good agreement with finite difference time domain (FDTD) simulations.

Detecting Improvised Explosive Devices Via Forward Looking Ground Penetrating Radar

Forward-looking ground penetrating radar shows promise for detection of improvised explosive devices in active war zones. Because of certain insurmountable physical limitations, post-processing algorithm development is the most popular research topic in this field. One such investigative avenue explores the worthiness of frequency analysis during data post-processing. Using the finite difference time domain numerical method, simulations are run to test both mine and clutter frequency response. Mines are found to respond strongest at low frequencies and cause periodic changes in ground penetrating radar frequency results. These results are called into question, however, when clutter, a phenomenon generally known to be random, is also found to cause periodic frequency effects. Possible causes, including simulation inaccuracy, are considered. Although the clutter models used are found to be inadequately random, specular reflections of differing periodicity are found to return from both the mine and the ground. The presence of these specular reflections offers a potential alternative method of determining a mine’s presence.