Multi-physics modeling of aluminium reduction cells

Aluminium cells involve a range of complex physical processes which act simultaneously to provide a narrow satisfactory operating range. These processes involve electromagnetic fields, coupled with heat transfer and phase change, two phase fluid flow with a range of complexities plus the development of stress in the cell structure. All of these phenomena are coupled in some significant sense and so to provide a comprehensive model of these processes involves their representation simultaneously. Conventionally, aspects of the process have been modeled separately using uncoupled estimates of the effects of the other phenomena; this has enabled the use of standard commercial CFD and FEA tools. In this paper we will describe an approach to the modeling of aluminium cells which describes all the physics simultaneously. This approach uses a finite volume approximation for each of the phenomena and facilitates their interactions directly in the modeling-the complex geometries involved are addressed by using unstructured meshes. The very challenging issues to be overcome in this venture will be outlined and some preliminary results will be shown.

The parallel solution of early-exercise Asian options with stochastic volatility

This paper describes an parallel semi-Lagrangian finite difference approach to the pricing of early exercise Asian Options on assets with a stochastic volatility. A multigrid procedure is described for the fast iterative solution of the discrete linear complementarity problems that result. The accuracy and performance of this approach is improved considerably by a strike-price related analytic transformation of asset prices. Asian options are contingent claims with payoffs that depend on the average price of an asset over some time interval. The payoff may depend on this average and a fixed strike price (Fixed Strike Asians) or it may depend on the average and the asset price (Floating Strike Asians). The option may also permit early exercise (American contract) or confine the holder to a fixed exercise date (European contract). The Fixed Strike Asian with early exercise is considered here where continuous arithmetic averaging has been used. Pricing such an option where the asset price has a stochastic volatility leads to the requirement to solve a tri-variate partial differential inequation in the three state variables of asset price, average price and volatility (or equivalently, variance). The similarity transformations [6] used with Floating Strike Asian options to reduce the dimensionality of the problem are not applicable to Fixed Strikes and so the numerical solution of a tri-variate problem is necessary. The computational challenge is to provide accurate solutions sufficiently quickly to support realtime trading activities at a reasonable cost in terms of hardware requirements.

Existence and weak-strong uniqueness for the Navier-Stokes-Smoluchowski system over moving domains

This dissertation concerns the well-posedness of the Navier-Stokes-Smoluchowski system. The system models a mixture of fluid and particles in the so-called bubbling regime. The compressible Navier-Stokes equations governing the evolution of the fluid are coupled to the Smoluchowski equation for the particle density at a continuum level. First, working on fixed domains, the existence of weak solutions is established using a three-level approximation scheme and based largely on the Lions-Feireisl theory of compressible fluids. The system is then posed over a moving domain. By utilizing a Brinkman-type penalization as well as penalization of the viscosity, the existence of weak solutions of the Navier-Stokes-Smoluchowski system is proved over moving domains. As a corollary the convergence of the Brinkman penalization is proved. Finally, a suitable relative entropy is defined. This relative entropy is used to establish a weak-strong uniqueness result for the Navier-Stokes-Smoluchowski system over moving domains, ensuring that strong solutions are unique in the class of weak solutions.

Efficient split eld FDTD analysis of third-order nonlinear materials in two-dimensionally periodic media

In this work the split-field finite-difference time-domain method (SF-FDTD) has been extended for the analysis of two-dimensionally periodic structures with third-order nonlinear media. The accuracy of the method is verified by comparisons with the nonlinear Fourier Modal Method (FMM). Once the formalism has been validated, examples of one- and two-dimensional nonlinear gratings are analysed. Regarding the 2D case, the shifting in resonant waveguides is corroborated. Here, not only the scalar Kerr effect is considered, the tensorial nature of the third-order nonlinear susceptibility is also included. The consideration of nonlinear materials in this kind of devices permits to design tunable devices such as variable band filters. However, the third-order nonlinear susceptibility is usually small and high intensities are needed in order to trigger the nonlinear effect. Here, a one-dimensional CBG is analysed in both linear and nonlinear regime and the shifting of the resonance peaks in both TE and TM are achieved numerically. The application of a numerical method based on the finite- difference time-domain method permits to analyse this issue from the time domain, thus bistability curves are also computed by means of the numerical method. These curves show how the nonlinear effect modifies the properties of the structure as a function of variable input pump field. When taking the nonlinear behaviour into account, the estimation of the electric field components becomes more challenging. In this paper, we present a set of acceleration strategies based on parallel software and hardware solutions.

Application of the latency insertion method (LIM) to the analysis of large circuit interconnect networks

The focus of this research is to explore the applications of the finite difference formulation based on the latency insertion method (LIM) to the analysis of circuit interconnects. Special attention is devoted to addressing the issues that arise in very large networks such as on-chip signal and power distribution networks. We demonstrate that the LIM has the power and flexibility to handle various types of analysis required at different stages of circuit design. The LIM is particularly suitable for simulations of very large scale linear networks and can significantly outperform conventional circuit solvers (such as SPICE).

Reconstruction of inclusions in photothermal imaging

Photothermal imaging allows to inspect the structure of composite materials by means of nondestructive tests. The surface of a medium is heated at a number of locations. The resulting temperature field is recorded on the same surface. Thermal waves are strongly damped. Robust schemes are needed to reconstruct the structure of the medium from the decaying time dependent temperature field. The inverse problem is formulated as a weighted optimization problem with a time dependent constraint. The inclusions buried in the medium and their material constants are the design variables. We propose an approximation scheme in two steps. First, Laplace transforms are used to generate an approximate optimization problem with a small number of stationary constraints. Then, we implement a descent strategy alternating topological derivative techniques to reconstruct the geometry of inclusions with gradient methods to identify their material parameters. Numerical simulations assess the effectivity of the technique.

Strategic Optimization Techniques For FRTU Deployment and Chip Physical Design

Combinatorial optimization is a complex engineering subject. Although formulation often depends on the nature of problems that differs from their setup, design, constraints, and implications, establishing a unifying framework is essential. This dissertation investigates the unique features of three important optimization problems that can span from small-scale design automation to large-scale power system planning: (1) Feeder remote terminal unit (FRTU) planning strategy by considering the cybersecurity of secondary distribution network in electrical distribution grid, (2) physical-level synthesis for microfluidic lab-on-a-chip, and (3) discrete gate sizing in very-large-scale integration (VLSI) circuit. First, an optimization technique by cross entropy is proposed to handle FRTU deployment in primary network considering cybersecurity of secondary distribution network. While it is constrained by monetary budget on the number of deployed FRTUs, the proposed algorithm identi?es pivotal locations of a distribution feeder to install the FRTUs in different time horizons. Then, multi-scale optimization techniques are proposed for digital micro?uidic lab-on-a-chip physical level synthesis. The proposed techniques handle the variation-aware lab-on-a-chip placement and routing co-design while satisfying all constraints, and considering contamination and defect. Last, the first fully polynomial time approximation scheme (FPTAS) is proposed for the delay driven discrete gate sizing problem, which explores the theoretical view since the existing works are heuristics with no performance guarantee. The intellectual contribution of the proposed methods establishes a novel paradigm bridging the gaps between professional communities.

Numerical modelling of braided fibres for reinforced concrete

Fire has been always a major concern for designers of steel and concrete structures. Designing fire-resistant structural elements is not an easy task due to several limitations such as the lack of fire-resistant construction materials. Concrete reinforcement cover and external insulation are the most commonly adopted systems to protect concrete and steel from overheating, while spalling of concrete is minimised by using HPFRC instead of standard concrete. Although these methodologies work very well for low rise concrete structures, this is not the case for high-rise and inaccessible buildings where fire loading is much longer. Fire can permanently damage structures that cost a lot of money. This is unsafe and can lead to loss of life. In this research, the author proposes a new type of main reinforcement for concrete structures which can provide better fire-resistance than steel or FRP re-bars. This consists of continuous braided fibre rope, generally made from fire-resistant materials such as carbon or glass fibre. These fibres have excellent tensile strengths, sometimes in excess of ten times greater than steel. In addition to fire-resistance, these ropes can produce lighter and corrosive resistant structures. Avoiding the use of expensive resin binders, fibres are easily bound together using braiding techniques, ensuring that tensile stress is evenly distributed throughout the reinforcement. In order to consider braided ropes as a form of reinforcement it is first necessary to establish the mechanical performance at room temperature and investigate the pull-out resistance for both unribbed and ribbed ropes. Ribbing of ropes was achieved by braiding the rope over a series of glass beads. Adhesion between the rope and concrete was drastically improved due to ribbing, and further improved by pre-stressing ropes and reducing the slacked fibres. Two types of material have been considered for the ropes: carbon and aramid. An implicit finite element approach is proposed to model braided fibres using Total Lagrangian formulation, based on the theory of small strains and large rotations. Modelling tows and strands as elastic transversely isotropic materials was a good assumption when stiff and brittle fibres such as carbon and glass fibres are considered. The rope-to-concrete and strand-to-strand bond interaction/adhesion was numerically simulated using newly proposed hierarchical higher order interface elements. Elastic and linear damage cohesive models were used effectively to simulate non-penetrative 'free' sliding interaction between strands, and the adhesion between ropes and concrete respectively. Numerical simulation showed similar de-bonding features when compared with experimental pull-out results of braided ribbed rope reinforced concrete.

Inversion of ambient seismic noise HVSR to evaluate velocity and structural models of the Lower Tagus Basin, Portugal

During its history, several significant earthquakes have shaken the Lower Tagus Valley (Portugal). These earthquakes were destructive; some strong earthquakes were produced by large ruptures in offshore structures located southwest of the Portuguese coastline, and other moderate earthquakes were produced by local faults. In recent years, several studies have successfully obtained strong-ground motion syntheses for the Lower Tagus Valley using the finite difference method. To confirm the velocity model of this sedimentary basin obtained from geophysical and geological data, we analysed the ambient seismic noise measurements by applying the horizontal to vertical spectral ratio (HVSR) method. This study reveals the dependence of the frequency and amplitude of the low-frequency (HVSR) peaks (0.2–2 Hz) on the sediment thickness. We have obtained the depth of the Cenozoic basement along a profile transversal to the basin by the inversion of these ratios, imposing constraints from seismic reflection, boreholes, seismic sounding and gravimetric and magnetic potentials. This technique enables us to improve the existing three-dimensional model of the Lower Tagus Valley structure. The improved model will be decisive for the improvement of strong motion predictions in the earthquake hazard analysis of this highly populated basin. The methodology discussed can be applied to any other sedimentary basin.

Confirmação do modelo da estrutura 3D do vale inferior do Tejo a partir de dados de ruído sísmico ambiente

Ao longo de sua história a região do Vale Inferior do Tejo VIT foi abalada por vários sismos consideravelmente destrutivas, tendo alguns deles produzido significativas deformações nas estruturas marítimas localizadas no litoral a sudoeste do território Português; outros, moderados, foram produzidos por fontes locais, como os de 1344, 1531 e 1909. Nos últimos anos, devido à melhoria dos modelos de estrutura 3D e o desenvolvimento dos métodos numéricos, foram elaborados vários estudos de síntese de movimento forte do solo para a região do Baixo Tejo utilizando o método de diferenças finitas. Para confirmar o modelo de velocidades desta bacia usámos medidas de ruído sísmico, aplicámos um método baseado na razão espectral H/V, e, a partir destas curvas, por inversão, obtivemos um modelo de velocidades para a região estudada. Os resultados revelam uma boa concordância entre o modelo obtido e os dados geofísicos e geológicos recolhidos na mesma área._ ABSTRACT: Along his history the Lower Tagus Valley (LTV) area was shaken by several earthquakes. The largest reported had their origin in the southwestern part of Iberia. Other moderate earthquakes were produced by local sources such as the 1344, 1531 and the 1909. ln the last years, due to 3D structural model improvement and development in numerical methods, several studies have successful obtained strong-ground motion synthesis for the LVT region using finite difference method. To confirm the velocity model of the LTV sedimentary basin obtained by geophysical and geological data, we use broad-band microtremor measurements and application of the horizontal to vertical (H/V) spectral ratio method. We have obtained a velocity model for the studied region by inversion of the H/V curve. The results have good agreement geological and geophysical data.

Acoustic Propagation over Periodic and Quasi-Period Rough Surfaces Proceedings

Numerical techniques such as the Boundary Element Method, Finite Element Method and Finite Difference Time Domain have been used widely to investigate plane and curved wave-front scattering by rough surfaces. For certain shapes of roughness elements (cylinders, semi-cylinders and ellipsoids) there are semi-analytical alternatives. Here, we present a theory for multiple scattering by cylinders on a hard surface to investigate effects due to different roughness shape, the effects of vacancies and variation of roughness element size on the excess attenuation due to a periodically rough surfaces.

Direct Kinematics of Underactuated Cable-Driven Parallel Robots: Sensitivity to Redundant Measurements

Underactuated cable-driven parallel robots (UACDPRs) shift a 6-degree-of-freedom end-effector (EE) with fewer than 6 cables. This thesis proposes a new automatic calibration technique that is applicable for under-actuated cable-driven parallel robots. The purpose of this work is to develop a method that uses free motion as an exciting trajectory for the acquisition of calibration data. The key point of this approach is to find a relationship between the unknown parameters to be calibrated (the lengths of the cables) and the parameters that could be measured by sensors (the swivel pulley angles measured by the encoders and roll-and-pitch angles measured by inclinometers on the platform). The equations involved are the geometrical-closure equations and the finite-difference velocity equations, solved using the least-squares algorithm. Simulations are performed on a parallel robot driven by 4 cables for validation. The final purpose of the calibration method is, still, the determination of the platform initial pose. As a consequence of underactuation, the EE is underconstrained and, for assigned cable lengths, the EE pose cannot be obtained by means of forward kinematics only. Hence, a direct-kinematics algorithm for a 4-cable UACDPR using redundant sensor measurements is proposed. The proposed method measures two orientation parameters of the EE besides cable lengths, in order to determine the other four pose variables, namely 3 position coordinates and one additional orientation parameter. Then, we study the performance of the direct-kinematics algorithm through the computation of the sensitivity of the direct-kinematics solution to measurement errors. Furthermore, position and orientation error upper limits are computed for bounded cable lengths errors resulting from the calibration procedure, and roll and pitch angles errors which are due to inclinometer inaccuracies.

Models for reliability estimation of HVDC cable systems

The work carried out in this thesis aims at: - studying – in both simulative and experimental methods – the effect of electrical transients (i.e., Voltage Polarity Reversals VPRs, Temporary OverVoltages TOVs, and Superimposed Switching Impulses SSIs) on the aging phenomena in HVDC extruded cable insulations. Dielectric spectroscopy, conductivity measurements, Fourier Transform Infra-Red FTIR spectroscopy, and space charge measurements show variation in the insulating properties of the aged Cross-Linked Polyethylene XLPE specimens compared to non-aged ones. Scission in XLPE bonds and formation of aging chemical bonds is also noticed in aged insulations due to possible oxidation reactions. The aged materials show more ability to accumulate space charges compared to non-aged ones. An increase in both DC electrical conductivity and imaginary permittivity has been also noticed. - The development of life-based geometric design of HVDC cables in a detailed parametric analysis of all parameters that affect the design. Furthermore, the effect of both electrical and thermal transients on the design is also investigated. - The intrinsic thermal instability in HVDC cables and the effect of insulation characteristics on the thermal stability using a temperature and field iterative loop (using numerical methods – Finite Difference Method FDM). The dielectric loss coefficient is also calculated for DC cables and found to be less than that in AC cables. This emphasizes that the intrinsic thermal instability is critical in HVDC cables. - Fitting electrical conductivity models to the experimental measurements using both models found in the literature and modified models to find the best fit by considering the synergistic effect between field and temperature coefficients of electrical conductivity.

Operator preconditioning per sistemi lineari provenienti dall’equazione di Poisson

Le equazioni alle derivate parziali lineari (PDE’s) hanno un ruolo centrale in molte applicazioni di tipo scientifico, ingegneristico, medico, finanziario e sociale. È necessario, per questo motivo, avere metodi robusti che permettano di approssimare soluzioni di classi di PDE’s. Nell’ambito dei problemi lineari ellittici stazionari, una delle procedure comunemente utilizzate consiste nel discretizzare l’equazione differenziale mediante l’approssimazione delle derivate con differenze finite nel dominio considerato, e risolvere il sistema lineare algebrico risultante. Lo scopo dell’elaborato è studiare la dipendenza della convergenza del metodo dei Gradienti Coniugati dal parametro di discretizzazione per problemi ellittici autoaggiunti. Studieremo inoltre accelerazioni del metodo di tipo “Operator preconditioning”, che permettono di rendere l’algoritmo indipendente da tale parametro di discretizzazione in termini di numero di iterazioni.