Stochastic modelling and simulations for solute transport in porous media

A stochastic model for solute transport in aquifers is studied based on the concepts of stochastic velocity and stochastic diffusivity. By applying finite difference techniques to the spatial variables of the stochastic governing equation, a system of stiff stochastic ordinary differential equations is obtained. Both the semi-implicit Euler method and the balanced implicit method are used for solving this stochastic system. Based on the Karhunen-Loeve expansion, stochastic processes in time and space are calculated by means of a spatial correlation matrix. Four types of spatial correlation matrices are presented based on the hydraulic properties of physical parameters. Simulations with two types of correlation matrices are presented.

Optimization of chemical plant simulation using double collocation

A method has been constructed for the solution of a wide range of chemical plant simulation models including differential equations and optimization. Double orthogonal collocation on finite elements is applied to convert the model into an NLP problem that is solved either by the VF 13AD package based on successive quadratic programming, or by the GRG2 package, based on the generalized reduced gradient method. This approach is termed simultaneous optimization and solution strategy. The objective functional can contain integral terms. The state and control variables can have time delays. Equalities and inequalities containing state and control variables can be included into the model as well as algebraic equations and inequalities. The maximum number of independent variables is 2. Problems containing 3 independent variables can be transformed into problems having 2 independent variables using finite differencing. The maximum number of NLP variables and constraints is 1500. The method is also suitable for solving ordinary and partial differential equations. The state functions are approximated by a linear combination of Lagrange interpolation polynomials. The control function can either be approximated by a linear combination of Lagrange interpolation polynomials or by a piecewise constant function over finite elements. The number of internal collocation points can vary by finite elements. The residual error is evaluated at arbitrarily chosen equidistant grid-points, thus enabling the user to check the accuracy of the solution between collocation points, where the solution is exact. The solution functions can be tabulated. There is an option to use control vector parameterization to solve optimization problems containing initial value ordinary differential equations. When there are many differential equations or the upper integration limit should be selected optimally then this approach should be used. The portability of the package has been addressed converting the package from V AX FORTRAN 77 into IBM PC FORTRAN 77 and into SUN SPARC 2000 FORTRAN 77. Computer runs have shown that the method can reproduce optimization problems published in the literature. The GRG2 and the VF I 3AD packages, integrated into the optimization package, proved to be robust and reliable. The package contains an executive module, a module performing control vector parameterization and 2 nonlinear problem solver modules, GRG2 and VF I 3AD. There is a stand-alone module that converts the differential-algebraic optimization problem into a nonlinear programming problem.

Kineto-elastodynamic analysis of high-speed four-bar mechanism

This thesis addresses the kineto-elastodynamic analysis of a four-bar mechanism running at high-speed where all links are assumed to be flexible. First, the mechanism, at static configurations, is considered as structure. Two methods are used to model the system, namely the finite element method (FEM) and the dynamic stiffness method. The natural frequencies and mode shapes at different positions from both methods are calculated and compared. The FEM is used to model the mechanism running at high-speed. The governing equations of motion are derived using Hamilton's principle. The equations obtained are a set of stiff ordinary differential equations with periodic coefficients. A model is developed whereby the FEM and the dynamic stiffness method are used conjointly to provide high-precision results with only one element per link. The principal concern of the mechanism designer is the behaviour of the mechanism at steady-state. Few algorithms have been developed to deliver the steady-state solution without resorting to costly time marching simulation. In this study two algorithms are developed to overcome the limitations of the existing algorithms. The superiority of the new algorithms is demonstrated. The notion of critical speeds is clarified and a distinction is drawn between "critical speeds", where stresses are at a local maximum, and "unstable bands" where the mechanism deflections will grow boundlessly. Floquet theory is used to assess the stability of the system. A simple method to locate the critical speeds is derived. It is shown that the critical speeds of the mechanism coincide with the local maxima of the eigenvalues of the transition matrix with respect to the rotational speed of the mechanism.

Intracavity dynamics in high-power mode-locked fiber lasers

A theoretical model is developed which characterizes the intracavity pulse evolutions in high-power fiber lasers. It is shown that experimentally observed dynamics of the key pulse parameters can be described by a reduced model of ordinary differential equations. Critical in driving the intracavity dynamics is the amplitude and phase modulations generated by the discrete elements in the laser. The theory gives a simple geometrical description of the intracavity dynamics and possible operation modes of the laser cavity. Furthermore, it provides a simple and efficient method for optimizing the performance of complex multiparametric laser systems.

On the theory of self-similar parabolic optical pulses

Self-similar optical pulses (or “similaritons”) of parabolic intensity profile can be found as asymptotic solutions of the nonlinear Schr¨odinger equation in a gain medium such as a fiber amplifier or laser resonator. These solutions represent a wide-ranging significance example of dissipative nonlinear structures in optics. Here, we address some issues related to the formation and evolution of parabolic pulses in a fiber gain medium by means of semi-analytic approaches. In particular, the effect of the third-order dispersion on the structure of the asymptotic solution is examined. Our analysis is based on the resolution of ordinary differential equations, which enable us to describe the main properties of the pulse propagation and structural characteristics observable through direct numerical simulations of the basic partial differential equation model with sufficient accuracy.

On the theory of self-similar parabolic optical pulses

Self-similar optical pulses (or “similaritons”) of parabolic intensity profile can be found as asymptotic solutions of the nonlinear Schr¨odinger equation in a gain medium such as a fiber amplifier or laser resonator. These solutions represent a wide-ranging significance example of dissipative nonlinear structures in optics. Here, we address some issues related to the formation and evolution of parabolic pulses in a fiber gain medium by means of semi-analytic approaches. In particular, the effect of the third-order dispersion on the structure of the asymptotic solution is examined. Our analysis is based on the resolution of ordinary differential equations, which enable us to describe the main properties of the pulse propagation and structural characteristics observable through direct numerical simulations of the basic partial differential equation model with sufficient accuracy.

Physics and mathematics of dispersion-managed optical solitons

We review the main physical and mathematical properties of dispersion-managed (DM) optical solitons. Theory of DM solitons can be presented at two levels of accuracy: first, simple, but nevertheless, quantitative models based on ordinary differential equations governing evolution of the soliton width and phase parameter (the so-called chirp); and second, a comprehensive path-average theory that is capable of describing in detail both the fine structure of DM soliton form and its evolution along the fiber line. An analogy between DM soliton and a macroscopic nonlinear quantum oscillator model is also discussed. © 2003 Académie des sciences/Éditions scientifiques et médicales Elsevier SAS. All rights reserved.

Operational Rules for a Mixed Operator of the Erdélyi-Kober Type

2000 Mathematics Subject Classification: 26A33 (main), 44A40, 44A35, 33E30, 45J05, 45D05

Operational Methods in the Environment of a Computer Algebra System

This article presents the principal results of the doctoral thesis “Direct Operational Methods in the Environment of a Computer Algebra System” by Margarita Spiridonova (Institute of mathematics and Informatics, BAS), successfully defended before the Specialised Academic Council for Informatics and Mathematical Modelling on 23 March, 2009.

Theoretical Investigation of Intra- and Inter-cellular Spatiotemporal Calcium Patterns in Microcirculation

Microcirculatory vessels are lined by endothelial cells (ECs) which are surrounded by a single or multiple layer of smooth muscle cells (SMCs). Spontaneous and agonist induced spatiotemporal calcium (Ca2+) events are generated in ECs and SMCs, and regulated by complex bi-directional signaling between the two layers which ultimately determines the vessel tone. The contractile state of microcirculatory vessels is an important factor in the determination of vascular resistance, blood flow and blood pressure. This dissertation presents theoretical insights into some of the important and currently unresolved phenomena in microvascular tone regulation. Compartmental and continuum models of isolated EC and SMC, coupled EC-SMC and a multi-cellular vessel segment with deterministic and stochastic descriptions of the cellular components were developed, and the intra- and inter-cellular spatiotemporal Ca2+ mobilization was examined. Coupled EC-SMC model simulations captured the experimentally observed localized subcellular EC Ca2+ events arising from the opening of EC transient receptor vanilloid 4 (TRPV4) channels and inositol triphosphate receptors (IP3Rs). These localized EC Ca2+ events result in endothelium-derived hyperpolarization (EDH) and Nitric Oxide (NO) production which transmit to the adjacent SMCs to ultimately result in vasodilation. The model examined the effect of heterogeneous distribution of cellular components and channel gating kinetics in determination of the amplitude and spread of the Ca2+ events. The simulations suggested the necessity of co-localization of certain cellular components for modulation of EDH and NO responses. Isolated EC and SMC models captured intracellular Ca2+ wave like activity and predicted the necessity of non-uniform distribution of cellular components for the generation of Ca2+ waves. The simulations also suggested the role of membrane potential dynamics in regulating Ca2+ wave velocity. The multi-cellular vessel segment model examined the underlying mechanisms for the intercellular synchronization of spontaneous oscillatory Ca2+ waves in individual SMC. From local subcellular events to integrated macro-scale behavior at the vessel level, the developed multi-scale models captured basic features of vascular Ca2+ signaling and provide insights for their physiological relevance. The models provide a theoretical framework for assisting investigations on the regulation of vascular tone in health and disease.

Petri Net Siphon Analysis and Network Centrality Measures for Identifying Combination Therapies in Signaling Pathways

Aberrant behavior of biological signaling pathways has been implicated in diseases such as cancers. Therapies have been developed to target proteins in these networks in the hope of curing the illness or bringing about remission. However, identifying targets for drug inhibition that exhibit good therapeutic index has proven to be challenging since signaling pathways have a large number of components and many interconnections such as feedback, crosstalk, and divergence. Unfortunately, some characteristics of these pathways such as redundancy, feedback, and drug resistance reduce the efficacy of single drug target therapy and necessitate the employment of more than one drug to target multiple nodes in the system. However, choosing multiple targets with high therapeutic index poses more challenges since the combinatorial search space could be huge. To cope with the complexity of these systems, computational tools such as ordinary differential equations have been used to successfully model some of these pathways. Regrettably, for building these models, experimentally-measured initial concentrations of the components and rates of reactions are needed which are difficult to obtain, and in very large networks, they may not be available at the moment. Fortunately, there exist other modeling tools, though not as powerful as ordinary differential equations, which do not need the rates and initial conditions to model signaling pathways. Petri net and graph theory are among these tools. In this thesis, we introduce a methodology based on Petri net siphon analysis and graph network centrality measures for identifying prospective targets for single and multiple drug therapies. In this methodology, first, potential targets are identified in the Petri net model of a signaling pathway using siphon analysis. Then, the graph-theoretic centrality measures are employed to prioritize the candidate targets. Also, an algorithm is developed to check whether the candidate targets are able to disable the intended outputs in the graph model of the system or not. We implement structural and dynamical models of ErbB1-Ras-MAPK pathways and use them to assess and evaluate this methodology. The identified drug-targets, single and multiple, correspond to clinically relevant drugs. Overall, the results suggest that this methodology, using siphons and centrality measures, shows promise in identifying and ranking drugs. Since this methodology only uses the structural information of the signaling pathways and does not need initial conditions and dynamical rates, it can be utilized in larger networks.

Modelagem dinâmica e simulação computacional de poços de petróleo verticais e direcionais com elevação por bombeio mecânico

LINS, Filipe C. A. et al. Modelagem dinâmica e simulação computacional de poços de petróleo verticais e direcionais com elevação por bombeio mecânico. In: CONGRESSO BRASILEIRO DE PESQUISA E DESENVOLVIMENTO EM PETRÓLEO E GÁS, 5. 2009, Fortaleza, CE. Anais... Fortaleza: CBPDPetro, 2009.

Flexible modeling and estimation for high-dimensional graphs

Thesis (Ph.D.)--University of Washington, 2016-08

Modelagem dinâmica e simulação computacional de poços de petróleo verticais e direcionais com elevação por bombeio mecânico

LINS, Filipe C. A. et al. Modelagem dinâmica e simulação computacional de poços de petróleo verticais e direcionais com elevação por bombeio mecânico. In: CONGRESSO BRASILEIRO DE PESQUISA E DESENVOLVIMENTO EM PETRÓLEO E GÁS, 5. 2009, Fortaleza, CE. Anais... Fortaleza: CBPDPetro, 2009.

A bistable reaction-diffusion system in a stretching flow

We examine the evolution of a bistable reaction in a one-dimensional stretching flow, as a model for chaotic advection. We derive two reduced systems of ordinary differential equations (ODEs) for the dynamics of the governing advection-reaction-diffusion partial differential equations (PDE), for pulse-like and for plateau-like solutions, based on a non-perturbative approach. This reduction allows us to study the dynamics in two cases: first, close to a saddle-node bifurcation at which a pair of nontrivial steady states are born as the dimensionless reaction rate (Damkoehler number) is increased, and, second, for large Damkoehler number, far away from the bifurcation. The main aim is to investigate the initial-value problem and to determine when an initial condition subject to chaotic stirring will decay to zero and when it will give rise to a nonzero final state. Comparisons with full PDE simulations show that the reduced pulse model accurately predicts the threshold amplitude for a pulse initial condition to give rise to a nontrivial final steady state, and that the reduced plateau model gives an accurate picture of the dynamics of the system at large Damkoehler number. Published in Physica D (2006)