965 resultados para Force-based finite elements


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Publicamos la tercera parte y última de este artículo sobre estructuras de hormigón armado bajo carga dinámica severa en el que, los autores, nos han ido exponiendo diferentes ejemplos. En esta ocasión, se pone patente que con el desarrollo de los ordenadores durante las últimas décadas se ha dado la posibilidad de utilizar el método de los elementos finitos (FEM: Finite Elements Method) para estudiar los efectos de una carga dinámica severa, como en el caso de las explosiones. A continuación se describe el uso del método para este tipo de situaciones de carga.

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The objective of this paper is to analyse the influence of the variation of some parameters used in the analysis of the dynamic response of offshore structures under the action of wind generated waves. The structural response has been obtained by stochastic methods using two discretization models. One with lumped parameters, using translational degrees of freedom (d.o.f.) and the other with one-dimensional finite elements. Using each of these methods the problem has been solved with several d.o.f., analysing the influence of the number of d.o.f. on the results.

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The use of seismic hysteretic dampers for passive control is increasing exponentially in recent years for both new and existing buildings. In order to utilize hysteretic dampers within a structural system, it is of paramount importance to have simplified design procedures based upon knowledge gained from theoretical studies and validated with experimental results. Non-linear Static Procedures (NSPs) are presented as an alternative to the force-based methods more common nowadays. The application of NSPs to conventional structures has been well established; yet there is a lack of experimental information on how NSPs apply to systems with hysteretic dampers. In this research, several shaking table tests were conducted on two single bay and single story 1:2 scale structures with and without hysteretic dampers. The maximum response of the structure with dampers in terms of lateral displacement and base shear obtained from the tests was compared with the prediction provided by three well-known NSPs: (1) the improved version of the Capacity Spectrum Method (CSM) from FEMA 440; (2) the improved version of the Displacement Coefficient Method (DCM) from FEMA 440; and (3) the N2 Method implemented in Eurocode 8. In general, the improved version of the DCM and N2 methods are found to provide acceptable accuracy in prediction, but the CSM tends to underestimate the response.

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This paper presents a time-domain stochastic system identification method based on maximum likelihood estimation (MLE) with the expectation maximization (EM) algorithm. The effectiveness of this structural identification method is evaluated through numerical simulation in the context of the ASCE benchmark problem on structural health monitoring. The benchmark structure is a four-story, two-bay by two-bay steel-frame scale model structure built in the Earthquake Engineering Research Laboratory at the University of British Columbia, Canada. This paper focuses on Phase I of the analytical benchmark studies. A MATLAB-based finite element analysis code obtained from the IASC-ASCE SHM Task Group web site is used to calculate the dynamic response of the prototype structure. A number of 100 simulations have been made using this MATLAB-based finite element analysis code in order to evaluate the proposed identification method. There are several techniques to realize system identification. In this work, stochastic subspace identification (SSI)method has been used for comparison. SSI identification method is a well known method and computes accurate estimates of the modal parameters. The principles of the SSI identification method has been introduced in the paper and next the proposed MLE with EM algorithm has been explained in detail. The advantages of the proposed structural identification method can be summarized as follows: (i) the method is based on maximum likelihood, that implies minimum variance estimates; (ii) EM is a computational simpler estimation procedure than other optimization algorithms; (iii) estimate more parameters than SSI, and these estimates are accurate. On the contrary, the main disadvantages of the method are: (i) EM algorithm is an iterative procedure and it consumes time until convergence is reached; and (ii) this method needs starting values for the parameters. Modal parameters (eigenfrequencies, damping ratios and mode shapes) of the benchmark structure have been estimated using both the SSI method and the proposed MLE + EM method. The numerical results show that the proposed method identifies eigenfrequencies, damping ratios and mode shapes reasonably well even in the presence of 10% measurement noises. These modal parameters are more accurate than the SSI estimated modal parameters.

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En las últimas décadas el aumento de la velocidad y la disminución del peso de los vehículos ferroviarios de alta velocidad ha provocado que aumente su riesgo de vuelco. Además, las exigencias de los trazados de las líneas exige en ocasiones la construcción de viaductos muy altos situados en zonas expuestas a fuertes vientos. Esta combinación puede poner en peligro la seguridad de la circulación. En esta tesis doctoral se estudian los efectos dinámicos que aparecen en los vehículos ferroviarios cuando circulan sobre viaductos en presencia de vientos transversales. Para ello se han desarrollado e implementado una serie de modelos numéricos que permiten estudiar estos efectos de una forma realista y general. Los modelos desarrollados permiten analizar la interacción dinámica tridimensional tren-estructura, formulada mediante coordenadas absolutas en un sistema de referencia inercial, en un contexto de elementos _nitos no lineales. Mediante estos modelos se pueden estudiar de forma realista casos extremos como el vuelco o descarrilamiento de los vehículos. Han sido implementados en Abaqus, utilizando sus capacidades para resolver sistemas multi-cuerpo para el vehículo y elementos finitos para la estructura. La interacción entre el vehículo y la estructura se establece a través del contacto entre rueda y carril. Para ello, se han desarrollado una restricción, que permite establecer la relación cinemática entre el eje ferroviario y la vía, teniendo en cuenta los posibles defectos geométricos de la vía; y un modelo de contacto rueda-carril para establecer la interacción entre el vehículo y la estructura. Las principales características del modelo de contacto son: considera la geometría real de ambos cuerpos de forma tridimensional; permite resolver situaciones en las que el contacto entre rueda y carril se da en más de una zona a la vez; y permite utilizar distintas formulaciones para el cálculo de la tensión tangencial entre ambos cuerpos. Además, se ha desarrollado una metodología para determinar, a partir de formulaciones estocásticas, las historias temporales de cargas aerodinámicas debidas al viento turbulento en estructuras grandes y con pilas altas y flexibles. Esta metodología tiene cuenta la variabilidad espacial de la velocidad de viento, considerando la correlación entre los distintos puntos; considera las componentes de la velocidad del viento en tres dimensiones; y permite el cálculo de la velocidad de viento incidente sobre los vehículos que atraviesan la estructura. La metodología desarrollada en este trabajo ha sido implementada, validada y se ha aplicado a un caso concreto en el que se ha estudiado la respuesta de un tren de alta velocidad, similar al Siemens Velaro, circulando sobre el viaducto del río Ulla en presencia viento cruzado. En este estudio se ha analizado la seguridad y el confort de la circulación y la respuesta dinámica de la estructura cuando el tren cruza el viaducto. During the last decades the increase of the speed and the reduction of the weight of high-speed railway vehicles has led to a rise of the overturn risk. In addition, the design requests of the railway lines require some times the construction of very tall viaducts in strong wind areas. This combination may endanger the traffic safety. In this doctoral thesis the dynamic effects that appear in the railway vehicles when crossing viaducts under strong winds are studied. For this purpose it has been developed and implemented numerical models for studying these effects in a realistic and general way. The developed models allow to analyze the train-structure three-dimensional dynamic interaction, that is formulated by using absolute coordinates in an inertial reference frame within a non-linear finite element framework. By means of these models it is possible to study in a realistic way extreme situations such vehicle overturn or derailment. They have been implemented for Abaqus, by using its capabilities for solving multi-body systems for the vehicle and finite elements for the structure. The interaction between the vehicle and the structure is established through the wheel-rail contact. For this purpose, a constraint has been developed. It allows to establish the kinematic relationship between the railway wheelset and the track, taking into account the track irregularities. In addition, a wheel-rail contact model for establishing the interaction of the vehicle and the structure has been developed. The main features of the contact model are: it considers the real geometry During the last decades the increase of the speed and the reduction of the weight of high-peed railway vehicles has led to a rise of the overturn risk. In addition, the design requests of the railway lines require some times the construction of very tall viaducts in strong wind areas. This combination may endanger the traffic safety. In this doctoral thesis the dynamic effects that appear in the railway vehicles when crossing viaducts under strong winds are studied. For this purpose it has been developed and implemented numerical models for studying these effects in a realistic and general way. The developed models allow to analyze the train-structure three-dimensional dynamic interaction, that is formulated by using absolute coordinates in an inertial reference frame within a non-linear finite element framework. By means of these models it is possible to study in a realistic way extreme situations such vehicle overturn or derailment. They have been implemented for Abaqus, by using its capabilities for solving multi-body systems for the vehicle and finite elements for the structure. The interaction between the vehicle and the structure is established through the wheel-rail contact. For this purpose, a constraint has been developed. It allows to establish the kinematic relationship between the railway wheelset and the track, taking into account the track irregularities. In addition, a wheel-rail contact model for establishing the interaction of the vehicle and the structure has been developed. The main features of the contact model are: it considers the real geometry

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The application of impedance control strategies to modern legged locomotion is analyzed, paying special attention to the concepts behind its implementation which is not straightforward. In order to implement a functional impedance controller for a walking mechanism, the concepts of contact, impact, friction, and impedance have to be merged together. A literature review and a comprehensive analysis are presented compiling all these concepts along with a discussion on position-based versus force-based impedance control approaches, and a theoretical model of a robotic leg in contact with its environment is introduced. A theoretical control scheme for the legs of a general legged robot is also introduced, and some simulations results are presented.

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This article describes the simulation and characterization of an ultrasonic transducer using a new material called Rexolite to be used as a matching element. This transducer was simulated using a commercial piezoelectric ceramic PIC255 at 8 MHz. Rexolite, the new material, presents an excellent acoustic matching, specially in terms of the acoustic impedance of water. Finite elements simulations were used in this work. Rexolite was considered as a suitable material in the construction of the transducer due to its malleability and acoustic properties, to validate the simulations a prototype transducer was constructed. Experimental measurements were used to determine the resonance frequency of the prototype transducer. Simulated and experimental results were very similar showing that Rexolite may be an excellent matching, particularly for medical applications.

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En el presente proyecto se estudiará la conveniencia de utilizar simulación numérica para evaluar, diseñar y mejorar el diseño de instalaciones geotérmicas planas. Para ello, se modelizará el conjunto de terreno y sistema geotérmico mediante el acoplamiento de un modelo tridimensional (terreno) y un modelo unidimensional, formado por la red de tubería geotérmica, que estará dispuesta en un plano cuya orientación dependerá de las aplicaciones. Para la simulación numérica se utilizará un software de análisis y resolución por elementos finitos tipo comercial. Finalmente, se definirán unos parámetros geométricos de diseño y, teniendo en cuenta las propiedades térmicas de cada material, se realizarán estudios paramétricos para determinar la influencia de cada grupo de parámetros. Ello requerirá la realización de cientos de simulaciones numéricas que permitirán optimizar el rendimiento de sistemas geotérmicos planos tanto horizontales (soleras), como verticales (muros pantalla). ABSTRACT In this project it is going to be studied the convenience of numerical simulation as to evaluate, design and improve the design of geothermal planar installations. With this purpose, the terrain and the geothermal system will be modeled by coupling a three-dimensional model (terrain) and a one-dimensional model formed by the geothermal piping network disposed in a plane with an orientation which will depend on the applications. For the numerical simulation commercial software of analyzing and resolving by finite elements will be used. Finally, geometric design parameters will be defined, and taking into account the thermal properties of each material, parametric studies will be performed to determine the influence of each group of parameters. This will require the completion of hundreds of numerical simulations which will enhance the performance of both horizontal (slabs) and vertical (diaphragm walls) geothermal systems.

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This paper refers to the numerical solution of the classical Darcy's problem of plane fluid through isotropic media. Regarding the numerical procedure,the Laplace equation, is a classical one in mathematical physics and several procedures have been devised in order to solve it. So as to show the capability of the method, the paper presents some exemples.

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Entre la impresionante floración de procedimientos de cálculo, provocada por la aplicación intensiva del ordenador, el llamado Método de los Elementos de Contorno (Boundary Element Method o Boundary Integral Equation Method) parece afianzarse como una alternativa útil al omnipresente Método de los Elementos Finitos que ya ha sido incorporado, como una herramienta de trabajo más, al cotidiano quehacer de la ingeniería. En España, tras unos intentos precursores que se señalan en el texto, la actividad más acusada en su desarrollo y mejora se ha centrado alrededor del Departamento que dirige uno de los autores. Después de la tesis doctoral de J. Domínguez en 1977 que introdujo en España la técnica del llamado "método directo", se han producido numerosas aportaciones en forma de artículos o tesis de investigación que han permitido alcanzar un nivel de conocimientos notable. En esta obrita se pretende transmitir parte de la experiencia adquirida, siquiera sea a nivel elemental y en un campo limitado de aplicación. La filosofía es semejante a la del pequeño libro de Hinton y Owen "A simple guide to finite elements" (Pineridge Press, 1980) que tanta aceptación ha tenido entre los principiantes. El libro se articula alrededor de un sólo tema, la solución del problema de Laplace, y se limitan los desarrollos matemáticos al mínimo imprescindible para el fácil seguimiento de áquel. Tras unos capítulos iniciales de motivación y centrado se desarrolla la técnica para problemas planos, tridimensionales y axisimétricos, limitando los razonamientos a los elementos más sencillos de variación constante o lineal. Finalmente, se incluye un capítulo descriptivo donde se avizoran temas que pueden provocar un futuro interés del estudioso. Para completar la información se ha añadido un apéndice en el que se recoge un pequeño programa para microordenador, con el objetivo de que se contemple la sencillez de programación para el caso plano. El programa es mejorable en muchos aspectos pero creemos que, con ello, mantiene un nivel de legibilidad adecuado para que el lector ensaye sobre él las modificaciones que se indican en los ejercicios al final del capítulo y justamente la provocación de ese aprendizaje es nuestro objetivo final.

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Cracking of reinforced concrete can occur in certain environments due to rebar corrosion. The oxide layer growing around the bars introduces a pressure which may be enough to lead to the fracture of concrete. To study such an effect, the results of accelerated corrosion tests and finite ele- ment simulations are combined in this work. In previous works, a numerical model for the expansive layer, called expansive joint element , was programmed by the authors to reproduce the effect of the oxide over the concrete. In that model, the expansion of the oxide layer in stress free conditions is simulated as an uniform expansion perpendicular to the steel surface. The cracking of concrete is simulated by means of finite elements with an embedded adaptable cohesive crack that follow the standard cohesive model. In the present work, further accelerated tests with imposed constant cur- rent have been carried out on the same type of specimens tested in previous works (with an embedded steel tube), while measuring, among other things, the main-crack mouth opening. Then, the tests have been numerically simulated using the expansive joint element and the tube as the corroding electrode (rather than a bar). As a result of the comparison of numerical and experimental results, both for the crack mouth opening and the crack pattern, new insight is gained into the behavior of the oxide layer. In particular, quantitative assessment of the oxide expansion relation is deduced from the ex- periments, and a narrower interval for the shear stiffness of the oxide layer is obtained, which could not be achieved using bars as the corroding element, because in that case the numerical results were insensitive to the shear stiffness of the oxide layer within many orders of magnitude

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In this work, cracking of concrete due to steel reinforcement corrosion is experimentally and numerically studied. The tests combined accelerated corrosion—to generate the cracks—with impregnation under vacuum with resin containing fluorescein—to enhance their visibility under ultraviolet light. In parallel, a model—called expansive joint element—was developed to simulate the expansion of the oxide and finite elements with an embedded adaptable cohesive crack were used to describe concrete cracking. The results show that a good agreement exists between the experimental and numerical crack patterns, which constitutes promising progress towards a comprehensive understanding of corrosion-induced cracking in reinforced concrete.

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La corrosión del acero es una de las patologías más importantes que afectan a las estructuras de hormigón armado que están expuestas a ambientes marinos o al ataque de sales fundentes. Cuando se produce corrosión, se genera una capa de óxido alrededor de la superficie de las armaduras, que ocupa un volumen mayor que el acero inicial; como consecuencia, el óxido ejerce presiones internas en el hormigón circundante, que lleva a la fisuración y, ocasionalmente, al desprendimiento del recubrimiento de hormigón. Durante los últimos años, numerosos estudios han contribuido a ampliar el conocimiento sobre el proceso de fisuración; sin embargo, aún existen muchas incertidumbres respecto al comportamiento mecánico de la capa de óxido, que es fundamental para predecir la fisuración. Por ello, en esta tesis se ha desarrollado y aplicado una metodología, para mejorar el conocimiento respecto al comportamiento del sistema acero-óxido-hormigón, combinando experimentos y simulaciones numéricas. Se han realizado ensayos de corrosión acelerada en condiciones de laboratorio, utilizando la técnica de corriente impresa. Con el objetivo de obtener información cercana a la capa de acero, como muestras se seleccionaron prismas de hormigón con un tubo de acero liso como armadura, que se diseñaron para conseguir la formación de una única fisura principal en el recubrimiento. Durante los ensayos, las muestras se equiparon con instrumentos especialmente diseñados para medir la variación de diámetro y volumen interior de los tubos, y se midió la apertura de la fisura principal utilizando un extensómetro comercial, adaptado a la geometría de las muestras. Las condiciones de contorno se diseñaron cuidadosamente para que los campos de corriente y deformación fuesen planos durante los ensayos, resultando en corrosión uniforme a lo largo del tubo, para poder reproducir los ensayos en simulaciones numéricas. Se ensayaron series con varias densidades de corriente y varias profundidades de corrosión. De manera complementaria, el comportamiento en fractura del hormigón se caracterizó en ensayos independientes, y se midió la pérdida gravimétrica de los tubos siguiendo procedimientos estándar. En todos los ensayos, la fisura principal creció muy despacio durante las primeras micras de profundidad de corrosión, pero después de una cierta profundidad crítica, la fisura se desarrolló completamente, con un aumento rápido de su apertura; la densidad de corriente influye en la profundidad de corrosión crítica. Las variaciones de diámetro interior y de volumen interior de los tubos mostraron tendencias diferentes entre sí, lo que indica que la deformación del tubo no fue uniforme. Después de la corrosión acelerada, las muestras se cortaron en rebanadas, que se utilizaron en ensayos post-corrosión. El patrón de fisuración se estudió a lo largo del tubo, en rebanadas que se impregnaron en vacío con resina y fluoresceína para mejorar la visibilidad de las fisuras bajo luz ultravioleta, y se estudió la presencia de óxido dentro de las grietas. En todas las muestras, se formó una fisura principal en el recubrimiento, infiltrada con óxido, y varias fisuras secundarias finas alrededor del tubo; el número de fisuras varió con la profundidad de corrosión de las muestras. Para muestras con la misma corrosión, el número de fisuras y su posición fue diferente entre muestras y entre secciones de una misma muestra, debido a la heterogeneidad del hormigón. Finalmente, se investigó la adherencia entre el acero y el hormigón, utilizando un dispositivo diseñado para empujar el tubo en el hormigón. Las curvas de tensión frente a desplazamiento del tubo presentaron un pico marcado, seguido de un descenso constante; la profundidad de corrosión y la apertura de fisura de las muestras influyeron notablemente en la tensión residual del ensayo. Para simular la fisuración del hormigón causada por la corrosión de las armaduras, se programó un modelo numérico. Éste combina elementos finitos con fisura embebida adaptable que reproducen la fractura del hormigón conforme al modelo de fisura cohesiva estándar, y elementos de interfaz llamados elementos junta expansiva, que se programaron específicamente para reproducir la expansión volumétrica del óxido y que incorporan su comportamiento mecánico. En el elemento junta expansiva se implementó un fenómeno de despegue, concretamente de deslizamiento y separación, que resultó fundamental para obtener localización de fisuras adecuada, y que se consiguió con una fuerte reducción de la rigidez tangencial y la rigidez en tracción del óxido. Con este modelo, se realizaron simulaciones de los ensayos, utilizando modelos bidimensionales de las muestras con elementos finitos. Como datos para el comportamiento en fractura del hormigón, se utilizaron las propiedades determinadas en experimentos. Para el óxido, inicialmente se supuso un comportamiento fluido, con deslizamiento y separación casi perfectos. Después, se realizó un ajuste de los parámetros del elemento junta expansiva para reproducir los resultados experimentales. Se observó que variaciones en la rigidez normal del óxido apenas afectaban a los resultados, y que los demás parámetros apenas afectaban a la apertura de fisura; sin embargo, la deformación del tubo resultó ser muy sensible a variaciones en los parámetros del óxido, debido a la flexibilidad de la pared de los tubos, lo que resultó fundamental para determinar indirectamente los valores de los parámetros constitutivos del óxido. Finalmente, se realizaron simulaciones definitivas de los ensayos. El modelo reprodujo la profundidad de corrosión crítica y el comportamiento final de las curvas experimentales; se comprobó que la variación de diámetro interior de los tubos está fuertemente influenciada por su posición relativa respecto a la fisura principal, en concordancia con los resultados experimentales. De la comparación de los resultados experimentales y numéricos, se pudo extraer información sobre las propiedades del óxido que de otra manera no habría podido obtenerse. Corrosion of steel is one of the main pathologies affecting reinforced concrete structures exposed to marine environments or to molten salt. When corrosion occurs, an oxide layer develops around the reinforcement surface, which occupies a greater volume than the initial steel; thus, it induces internal pressure on the surrounding concrete that leads to cracking and, eventually, to full-spalling of the concrete cover. During the last years much effort has been devoted to understand the process of cracking; however, there is still a lack of knowledge regarding the mechanical behavior of the oxide layer, which is essential in the prediction of cracking. Thus, a methodology has been developed and applied in this thesis to gain further understanding of the behavior of the steel-oxide-concrete system, combining experiments and numerical simulations. Accelerated corrosion tests were carried out in laboratory conditions, using the impressed current technique. To get experimental information close to the oxide layer, concrete prisms with a smooth steel tube as reinforcement were selected as specimens, which were designed to get a single main crack across the cover. During the tests, the specimens were equipped with instruments that were specially designed to measure the variation of inner diameter and volume of the tubes, and the width of the main crack was recorded using a commercial extensometer that was adapted to the geometry of the specimens. The boundary conditions were carefully designed so that plane current and strain fields were expected during the tests, resulting in nearly uniform corrosion along the length of the tube, so that the tests could be reproduced in numerical simulations. Series of tests were carried out with various current densities and corrosion depths. Complementarily, the fracture behavior of concrete was characterized in independent tests, and the gravimetric loss of the steel tubes was determined by standard means. In all the tests, the main crack grew very slowly during the first microns of corrosion depth, but after a critical corrosion depth it fully developed and opened faster; the current density influenced the critical corrosion depth. The variation of inner diameter and inner volume of the tubes had different trends, which indicates that the deformation of the tube was not uniform. After accelerated corrosion, the specimens were cut into slices, which were used in post-corrosion tests. The pattern of cracking along the reinforcement was investigated in slices that were impregnated under vacuum with resin containing fluorescein to enhance the visibility of cracks under ultraviolet lightening and a study was carried out to assess the presence of oxide into the cracks. In all the specimens, a main crack developed through the concrete cover, which was infiltrated with oxide, and several thin secondary cracks around the reinforcement; the number of cracks diminished with the corrosion depth of the specimen. For specimens with the same corrosion, the number of cracks and their position varied from one specimen to another and between cross-sections of a given specimen, due to the heterogeneity of concrete. Finally, the bond between the steel and the concrete was investigated, using a device designed to push the tubes of steel in the concrete. The curves of stress versus displacement of the tube presented a marked peak, followed by a steady descent, with notably influence of the corrosion depth and the crack width on the residual stress. To simulate cracking of concrete due to corrosion of the reinforcement, a numerical model was implemented. It combines finite elements with an embedded adaptable crack that reproduces cracking of concrete according to the basic cohesive model, and interface elements so-called expansive joint elements, which were specially designed to reproduce the volumetric expansion of oxide and incorporate its mechanical behavior. In the expansive joint element, a debonding effect was implemented consisting of sliding and separation, which was proved to be essential to achieve proper localization of cracks, and was achieved by strongly reducing the shear and the tensile stiffnesses of the oxide. With that model, simulations of the accelerated corrosion tests were carried out on 2- dimensional finite element models of the specimens. For the fracture behavior of concrete, the properties experimentally determined were used as input. For the oxide, initially a fluidlike behavior was assumed with nearly perfect sliding and separation; then the parameters of the expansive joint element were modified to fit the experimental results. Changes in the bulk modulus of the oxide barely affected the results and changes in the remaining parameters had a moderate effect on the predicted crack width; however, the deformation of the tube was very sensitive to variations in the parameters of oxide, due to the flexibility of the tube wall, which was crucial for indirect determination of the constitutive parameters of oxide. Finally, definitive simulations of the tests were carried out. The model reproduced the critical corrosion depth and the final behavior of the experimental curves; it was assessed that the variation of inner diameter of the tubes is highly influenced by its relative position with respect to the main crack, in accordance with the experimental observations. From the comparison of the experimental and numerical results, some properties of the mechanical behavior of the oxide were disclosed that otherwise could not have been measured.

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A Finite Element technique to interpolate general data (function values and its derivatives) has been developped. The technique can be considered as a generalized solution of the classical polynomial interpolation, because the condition for the interpolating function to be a polynomial is replaced by a minimizing condition of a given “smoothing” functional. In this way it is possible to find interpolating functions with a given level of continuity according to the class of finite elements used. Examples have been presented in order to assess the accuracy and efficiency of the procedure.

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The option value problem with two costs is written as a variational inequality. The advantage of this formulation is that it takes place in a fixed domain. Thus no front tracking is needed for numerical approximation of the free boundary. An iterative algorithm is proposed which can be used to solve the nonlinear system obtained by finite differences or finite elements procedures. Especial care has to be taken in the design of differences finites schemes o finite elements due to the degeneracy of the differential operator. These schemes can be absortion or convection dominated nearly to the axis. This is a preliminary note to the study of this kind of problems.