A Gradient-Type Optimization Technique for the Optimal Control for Schrodinger Equations

In this paper, we are considered with the optimal control of a schrodinger equation. Based on the formulation for the variation of the cost functional, a gradient-type optimization technique utilizing the finite difference method is then developed to solve the constrained optimization problem. Finally, a numerical example is given and the results show that the method of solution is robust.

Application of an Acceleration Scheme

In this paper we propose an optimized algorithm, which is faster compared to previously described finite difference acceleration scheme, namely the Modified Super-Time-Stepping (Modified STS) scheme for age-structured population models with difusion.

Application of an Acceleration Scheme for an Age-Structured Diffusion Model

In this paper we propose an optimized algorithm, which is faster compared to previously described finite difference acceleration scheme, namely the Modified Super-Time-Stepping (Modified STS) scheme for age- structured population models with diffusion.

Second Order Optimality Conditions in Nonsmooth Unconstrained Optimization

AMS subject classification: 49J52, 90C30.

Numerical calculation of diffraction coefficients from building edges using FDTD method

Finite Difference Time Domain (FDTD) Method and software are applied to obtain diffraction waves from modulated Gaussian plane wave illumination for right angle wedges and Fast Fourier Transform (FFT) is used to get diffraction coefficients in a wideband in the illuminated lit region. Theta and Phi polarization in 3-dimensional, TM and TE polarization in 2-dimensional cases are considered respectively for soft and hard diffraction coefficients. Results using FDTD method of perfect electric conductor (PEC) wedge are compared with asymptotic expressions from Uniform Theory of Diffraction (UTD). Extend the PEC wedges to some homogenous conducting and dielectric building materials for diffraction coefficients that are not available analytically in practical conditions. ^

Theoretical investigations of intercellular communication in the microcirculation: Conducted responses, myoendothelial projections and endothelium derived hyperpolarizing factor

The contractile state of microcirculatory vessels is a major determinant of the blood pressure of the whole systemic circulation. Continuous bi-directional communication exists between the endothelial cells (ECs) and smooth muscle cells (SMCs) that regulates calcium (Ca2+) dynamics in these cells. This study presents theoretical approaches to understand some of the important and currently unresolved microcirculatory phenomena. ^ Agonist induced events at local sites have been shown to spread long distances in the microcirculation. We have developed a multicellular computational model by integrating detailed single EC and SMC models with gap junction and nitric oxide (NO) coupling to understand the mechanisms behind this effect. Simulations suggest that spreading vasodilation mainly occurs through Ca 2+ independent passive conduction of hyperpolarization in RMAs. Model predicts a superior role for intercellular diffusion of inositol (1,4,5)-trisphosphate (IP3) than Ca2+ in modulating the spreading response. ^ Endothelial derived signals are initiated even during vasoconstriction of stimulated SMCs by the movement of Ca2+ and/or IP3 into the EC which provide hyperpolarizing feedback to SMCs to counter the ongoing constriction. Myoendothelial projections (MPs) present in the ECs have been recently proposed to play a role in myoendothelial feedback. We have developed two models using compartmental and 2D finite element methods to examine the role of these MPs by adding a sub compartment in the EC to simulate MP with localization of intermediate conductance calcium activated potassium channels (IKCa) and IP3 receptors (IP 3R). Both models predicted IP3 mediated high Ca2+ gradients in the MP after SMC stimulation with limited global spread. This Ca 2+ transient generated a hyperpolarizing feedback of ∼ 2–3mV. ^ Endothelium derived hyperpolarizing factor (EDHF) is the dominant form of endothelial control of SMC constriction in the microcirculation. A number of factors have been proposed for the role of EDHF but no single pathway is agreed upon. We have examined the potential of myoendothelial gap junctions (MEGJs) and potassium (K+) accumulation as EDHF using two models (compartmental and 2D finite element). An extra compartment is added in SMC to simulate micro domains (MD) which have NaKα2 isoform sodium potassium pumps. Simulations predict that MEGJ coupling is much stronger in producing EDHF than alone K+ accumulation. On the contrary, K+ accumulation can alter other important parameters (EC V m, IKCa current) and inhibit its own release as well as EDHF conduction via MEGJs. The models developed in this study are essential building blocks for future models and provide important insights to the current understanding of myoendothelial feedback and EDHF.^

Determining polarization dependent diffraction coefficients from building edges using FDTD method

Electromagnetic waves in suburban environment encounter multiple obstructions that shadow the signal. These waves are scattered and random in polarization. They take multiple paths that add as vectors at the portable device. Buildings have vertical and horizontal edges. Diffraction from edges has polarization dependent characteristics. In practical case, a signal transmitted from a vertically polarized high antenna will result in a significant fraction of total power in the horizontal polarization at the street level. Signal reception can be improved whenever there is a probability of receiving the signal in at least two independent ways or branches. The Finite-Difference Time-Domain (FDTD) method was applied to obtain the two and three-dimensional dyadic diffraction coefficients (soft and hard) of right-angle perfect electric conductor (PEC) wedges illuminated by a plane wave. The FDTD results were in good agreement with the asymptotic solutions obtained using Uniform Theory of Diffraction (UTD). Further, a material wedge replaced the PEC wedge and the dyadic diffraction coefficient for the same was obtained.

Simulação da destilação molecular de filme descendente para o petróleo

The heavy part of the oil can be used for numerous purposes, e.g. to obtain lubricating oils. In this context, many researchers have been studying alternatives such separation of crude oil components, among which may be mentioned molecular distillation. Molecular distillation is a forced evaporation technique different from other conventional processes in the literature. This process can be classified as a special distillation case under high vacuum with pressures that reach extremely low ranges of the order of 0.1 Pascal. The evaporation and condensation surfaces must have a distance from each other of the magnitude order of mean free path of the evaporated molecules, that is, molecules evaporated easily reach the condenser, because they find a route without obstacles, what is desirable. Thus, the main contribution of this work is the simulation of the falling-film molecular distillation for crude oil mixtures. The crude oil was characterized using UniSim® Design and R430 Aspen HYSYS® V8.5. The results of this characterization were performed in spreadsheets of Microsoft® Excel®, calculations of the physicochemical properties of the waste of an oil sample, i.e., thermodynamic and transport. Based on this estimated properties and boundary conditions suggested by the literature, equations of temperature and concentration profiles were resolved through the implicit finite difference method using the programming language Visual Basic® (VBA) for Excel®. The result of the temperature profile showed consistent with the reproduced by literature, having in their initial values a slight distortion as a result of the nature of the studied oil is lighter than the literature, since the results of the concentration profiles were effective allowing realize that the concentration of the more volatile decreases and of the less volatile increases due to the length of the evaporator. According to the transport phenomena present in the process, the velocity profile tends to increase to a peak and then decreases, and the film thickness decreases, both as a function of the evaporator length. It is concluded that the simulation code in Visual Basic® language (VBA) is a final product of the work that allows application to molecular distillation of petroleum and other similar mixtures.

Influence of the sputtering flow regime on the structural properties and magnetic behavior of Fe-Ga thin films (Ga ∼ 30 at.%)

In this paper we analyze the structure of Fe-Ga layers with a Ga content of ∼30 at.% deposited by the sputtering technique under two different regimes. We also studied the correlation between the structure and magnetic behavior of the samples. Keeping the Ar pressure fixed, we modified the flow regime from ballistic to diffusive by increasing the distance between the target and the substrate. X-ray diffraction measurements have shown a lower structural quality when growing in the diffusive flow. We investigated the impact of the growth regime by means of x-ray absorption fine structure (XAFS) measurements and obtained signs of its influence on the local atomic order. Full multiple scattering and finite difference calculations based on XAFS measurements point to a more relevant presence of a disordered A2 phase and of orthorhombic Ga clusters on the Fe-Ga alloy deposited under a diffusive regime; however, in the ballistic sample, a higher presence of D0_3/B2 phases is evidenced. Structural characteristics, from local to long range, seem to determine the magnetic behavior of the layers. Whereas a clear in-plane magnetic anisotropy is observed in the film deposited under ballistic flow, the diffusive sample is magnetically isotropic. Therefore, our experimental results provide evidence of a correlation between flow regime and structural properties and its impact on the magnetic behavior of a rather unexplored compositional region of Fe-Ga compounds.

Surface quality and surface waves on subwavelength-structured silver films

We analyze the physical-chemical surface properties of single-slit, single-groove subwavelength-structured silver films with high-resolution transmission electron microscopy and calculate exact solutions to Maxwell’s equations corresponding to recent far-field interferometry experiments using these structures. Contrary to a recent suggestion the surface analysis shows that the silver films are free of detectable contaminants. The finite-difference time-domain calculations, in excellent agreement with experiment, show a rapid fringe amplitude decrease in the near zone (slit-groove distance out to 3–4 wavelengths). Extrapolation to slit-groove distances beyond the near zone shows that the surface wave evolves to the expected bound surface plasmon polariton (SPP). Fourier analysis of these results indicates the presence of a distribution of transient, evanescent modes around the SPP that dephase and dissipate as the surface wave evolves from the near to the far zone.

Particle positions of numerical experiments 1 to 4

In mixed sediment beds, erosion resistance can change relative to that of beds composed of a uniform sediment because of varying textural and/or other grain-size parameters, with effects on pore water flow that are difficult to quantify by means of analogue techniques. To overcome this difficulty, a three-dimensional numerical model was developed using a finite difference method (FDM) flow model coupled with a distinct element method (DEM) particle model. The main aim was to investigate, at a high spatial resolution, the physical processes occurring during the initiation of motion of single grains at the sediment-water interface and in the shallow subsurface of simplified sediment beds under different flow velocities. Increasing proportions of very fine sand (D50=0.08 mm) were mixed into a coarse sand matrix (D50=0.6 mm) to simulate mixed sediment beds, starting with a pure coarse sand bed in experiment 1 (0 wt% fines), and proceeding through experiment 2 (6.5 wt% fines), experiment 3 (10.5 wt% fines), and experiment 4 (28.7 wt% fines). All mixed beds were tested for their erosion behavior at predefined flow velocities varying in the range of U 1-5=10-30 cm/s. The experiments show that, with increasing fine content, the smaller particles increasingly fill the spaces between the larger particles. As a consequence, pore water inflow into the sediment is increasingly blocked, i.e., there is a decrease in pore water flow velocity and, hence, in the flow momentum available to entrain particles. These findings are portrayed in a new conceptual model of enhanced sediment bed stabilization.

Stress Inversion Using LiDAR Tunnel Deformation Measurements

Far-field stresses are those present in a volume of rock prior to excavations being created. Estimates of the orientation and magnitude of far-field stresses, often used in mine design, are generally obtained by single-point measurements of stress, or large-scale, regional trends. Point measurements can be a poor representation of far-field stresses as a result of excavation-induced stresses and geological structures. For these reasons, far-field stress estimates can be associated with high levels of uncertainty. The purpose of this thesis is to investigate the practical feasibility, applications, and limitations of calibrating far-field stress estimates through tunnel deformation measurements captured using LiDAR imaging. A method that estimates the orientation and magnitude of excavation-induced principal stress changes through back-analysis of deformation measurements from LiDAR imaged tunnels was developed and tested using synthetic data. If excavation-induced stress change orientations and magnitudes can be accurately estimated, they can be used in the calibration of far-field stress input to numerical models. LiDAR point clouds have been proven to have a number of underground applications, thus it is desired to explore their use in numerical model calibration. The back-analysis method is founded on the superposition of stresses and requires a two-dimensional numerical model of the deforming tunnel. Principal stress changes of known orientation and magnitude are applied to the model to create calibration curves. Estimation can then be performed by minimizing squared differences between the measured tunnel and sets of calibration curve deformations. In addition to the back-analysis estimation method, a procedure consisting of previously existing techniques to measure tunnel deformation using LiDAR imaging was documented. Under ideal conditions, the back-analysis method estimated principal stress change orientations within ±5° and magnitudes within ±2 MPa. Results were comparable for four different tunnel profile shapes. Preliminary testing using plastic deformation, a rough tunnel profile, and profile occlusions suggests that the method can work under more realistic conditions. The results from this thesis set the groundwork for the continued development of a new, inexpensive, and efficient far-field stress estimate calibration method.

Precast Prestressed Concrete Panel Subdecks in Skewed Bridges, Interim Report, 1990

Precast prestressed concrete panels have been used in bridge deck construction in Iowa and many other states. To investigate the performance of these panels at abutment or pier diaphragm locations for bridges with various skew angles, a research program involving both analytical and experimental aspects, is being conducted. This interim report presents the status of the research with respect to four tasks. Task 1 which involves a literature review and two surveys is essentially complete. Task 2 which involved field investigations of three Iowa bridges containing precast panel subdecks has been completed. Based on the findings of these investigations, future inspections are recommended to evaluate potential panel deterioration due to possible corrosion of the prestressed strands. Task 3 is the experimental program which has been established to monitor the behavior of five configurations of full scale composite deck slabs. Three dimensional test and instrumentation frameworks have been constructed to load and monitor the slab specimens. The first slab configuration representing an interior panel condition is being tested and preliminary results are presented for one of these tests in this interim report. Task 4 involves the analytical investigation of the experimental specimens. Finite element methods are being applied to analytically predict the behavior of the test specimens. The first test configuration of the interior panel condition has been analyzed for the same loads used in the laboratory, and the results are presented herein. Very good correlation between the analytical and experimental results has occurred.

A Study on the liquefaction risk in seismic design of foundations

A fully coupled non-linear effective stress response finite difference (FD) model is built to survey the counter-intuitive recent findings on the reliance of pore water pressure ratio on foundation contact pressure. Two alternative design scenarios for a benchmark problem are explored and contrasted in the light of construction emission rates using the EFFC-DFI methodology. A strain-hardening effective stress plasticity model is adopted to simulate the dynamic loading. A combination of input motions, contact pressure, initial vertical total pressure and distance to foundation centreline are employed, as model variables, to further investigate the control of permanent and variable actions on the residual pore pressure ratio. The model is verified against the Ghosh and Madabhushi high acceleration field test database. The outputs of this work is aimed to improve the current computer-aided seismic foundation design that relies on ground’s packing state and consistency. The results confirm that on seismic excitation of shallow foundations, the likelihood of effective stress loss is greater in deeper depths and across free field. For the benchmark problem, adopting a shallow foundation system instead of piled foundation benefitted in a 75% less emission rate, a marked proportion of which is owed to reduced materials and haulage carbon cost.

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.