The post-processed Galerkin method applied to non-linear shell vibrations

We present the results of a computational study of the post-processed Galerkin methods put forward by Garcia-Archilla et al. applied to the non-linear von Karman equations governing the dynamic response of a thin cylindrical panel periodically forced by a transverse point load. We spatially discretize the shell using finite differences to produce a large system of ordinary differential equations (ODEs). By analogy with spectral non-linear Galerkin methods we split this large system into a 'slowly' contracting subsystem and a 'quickly' contracting subsystem. We then compare the accuracy and efficiency of (i) ignoring the dynamics of the 'quick' system (analogous to a traditional spectral Galerkin truncation and sometimes referred to as 'subspace dynamics' in the finite element community when applied to numerical eigenvectors), (ii) slaving the dynamics of the quick system to the slow system during numerical integration (analogous to a non-linear Galerkin method), and (iii) ignoring the influence of the dynamics of the quick system on the evolution of the slow system until we require some output, when we 'lift' the variables from the slow system to the quick using the same slaving rule as in (ii). This corresponds to the post-processing of Garcia-Archilla et al. We find that method (iii) produces essentially the same accuracy as method (ii) but requires only the computational power of method (i) and is thus more efficient than either. In contrast with spectral methods, this type of finite-difference technique can be applied to irregularly shaped domains. We feel that post-processing of this form is a valuable method that can be implemented in computational schemes for a wide variety of partial differential equations (PDEs) of practical importance.

Parallel Simulation of Subsonic Fluid Dynamics on a Cluster of Workstations

An effective approach of simulating fluid dynamics on a cluster of non- dedicated workstations is presented. The approach uses local interaction algorithms, small communication capacity, and automatic migration of parallel processes from busy hosts to free hosts. The approach is well- suited for simulating subsonic flow problems which involve both hydrodynamics and acoustic waves; for example, the flow of air inside wind musical instruments. Typical simulations achieve $80\\%$ parallel efficiency (speedup/processors) using 20 HP-Apollo workstations. Detailed measurements of the parallel efficiency of 2D and 3D simulations are presented, and a theoretical model of efficiency is developed which fits closely the measurements. Two numerical methods of fluid dynamics are tested: explicit finite differences, and the lattice Boltzmann method.

A computational modelling framework to predict macroscopic phenomena in solder joint formation

A computational model of solder joint formation and the subsequent cooling behaviour is described. Given the rapid changes in the technology of printed circuit boards, there is a requirement for comprehensive models of solder joint formation which permit detailed analysis of design and optimization options. Solder joint formation is complex, involving a range of interacting phenomena. This paper describes a model implementation (as part of a more comprehensive framework) to describe the shape formation (conditioned by surface tension), heat transfer, phase change and the development of elastoviscoplastic stress. The computational modelling framework is based upon mixed finite element and finite volume procedures, and has unstructured meshes enabling arbitrarily complex geometries to be analysed. Initial results for both through-hole and surface-mount geometries are presented.

Coupled consolidation of a solid, infinite cylinder using a Terzaghi formulation

Axisymmetric consolidation is a classical boundary value problem for geotechnical engineers. Under some circumstances an analysis in which the changes in pore pressure, effective stress and displacement can be uncoupled from each other is sufficient, leading to a Terzaghi formulation of the axisymmetric consolidation equation in terms of the pore pressure. However, representation of the Mandel-Cryer effect usually requires more complex, coupled, Biot formulations. A new coupled formulation for the plane strain, axisymmetric consolidation problem is presented for small, linear elastic deformations. A single, easily evaluated parameter couples changes in pore pressure to changes in effective stress, and the resulting differential equation for pore pressure dissipation is very similar to Terzaghi’s classic formulation. The governing equations are then solved using finite differences and the consolidation of a solid infinite cylinder analysed, calculating the variation with time and with radius of the excess pore pressure and the radial displacement. Comparison with a previously published semi-analytical solution indicates that the formulation successfully embodies the Mandel-Cryer effect.

A curvilinear approach to the kinetic analysis of linoleate peroxidation in aqueous liposomes by 2,2'azobis(2-amidoinopropane) dihydrochloride

Lipid peroxidation is a common feature of many chemical and biological processes, and is governed by a complex kinetic scheme. A fundamental stage in kinetic investigations of lipid peroxidation is the accurate determination of the rate of peroxidation, which in many instances is heavily reliant on the method of finite differences. Such numerical approximations of the first derivative are commonly employed in commercially available software, despite suffering from considerable inaccuracy due to rounding and truncation errors. As a simple solution to this, we applied three empirical sigmoid functions (viz. the Prout-Tompkins, Richards & Gompertz functions) to data obtained from the AAPH-mediated peroxidation of aqueous linoleate liposomes in the presence of increasing concentrations of Trolox, evaluating the curve fitting parameters using the widely available Microsoft Excel Solver add-in. We have demonstrated that the five-parameter Richards' function provides an excellent model for this peroxidation, and when applied to the determination of fundamental rate constants, produces results in keeping with those available in the literature. Overall, we present a series of equations, derived from the Richards' function, which enables direct evaluation of the kinetic measures of peroxidation. This procedure has applicability not only to investigations of lipid peroxidation, but to any system exhibiting sigmoid kinetics.

Relativistic breather-type solitary waves with linear polarization in cold plasmas

Linearly polarized solitary waves, arising from the interaction of an intense laser pulse with a plasma, are investigated. Localized structures, in the form of exact numerical nonlinear solutions of the one-dimensional Maxwell-fluid model for a cold plasma with fixed ions, are presented. Unlike stationary circularly polarized solitary waves, the linear polarization gives rise to a breather-type behavior and a periodic exchange of electromagnetic energy and electron kinetic energy at twice the frequency of the wave. A numerical method based on a finite-differences scheme allows us to compute a branch of solutions within the frequency range Ωmin<Ω<ωpe, where ωpe and Ωmin are the electron plasma frequency and the frequency value for which the plasma density vanishes locally, respectively. A detailed description of the spatiotemporal structure of the waves and their main properties as a function of Ω is presented. Small-amplitude oscillations appearing in the tail of the solitary waves, a consequence of the linear polarization and harmonic excitation, are explained with the aid of the Akhiezer-Polovin system. Direct numerical simulations of the Maxwell-fluid model show that these solitary waves propagate without change for a long time.

Extracção supercrítica de óleo de grainha de uva combinada com pré-tratamentos enzimáticos

Neste trabalho estudou-se a extracção supercrítica do óleo de grainha de uva, usando dióxido de carbono, e combinou-se este processo com um prétratamento enzimático da semente para aumentar o rendimento global da extracção. A qualidade dos extractos obtidos foi avaliada pelo seu conteúdo em triacilglicerídeos, perfil de ácidos gordos e capacidade antioxidante. Realizaram-se também alguns estudos exploratórios sobre a aplicação de um pré-tratamento de alta pressão (HPP) à grainha da uva. Adicionalmente, efectuou-se o estudo da extracção, fraccionamento e caracterização estrutural das procianidinas da grainha da uva, bem como a avaliação da sua capacidade antioxidante. A extracção de procianidinas da grainha da uva foi efectuada sequencialmente com metanol e acetona/água, tendo sido posteriormente fraccionadas por adição sucessiva de misturas metanol/clorofórmio progressivamente mais concentradas em clorofórmio. A caracterização das procianidinas foi feita por HPLC-UV e LC–MS, antes e depois de sujeitar as amostras a uma tiólise, e também por ESI-MS e ESI-MS/MS. Este estudo permitiu reportar, pela primeira vez, a ocorrência de procianidinas do tipo-A galoiladas na grainha da uva. Os resultados de HPLC-UV permitiram determinar o grau médio de polimerização das procianidinas e a sua composição monomérica em (+)- catequina, (-)-epicatequina e (-)-epicatequina-O-galato. Mostrou-se que a (+)- catequina é o flavan-3-ol terminal mais abundante e a (-)-epicatequina predomina largamente como unidade de extensão. No caso de procianidinas do tipo A, a ligação interflavânica C2-C7 encontra-se essencialmente nas unidades terminais. O grau médio de polimerização das diversas fracções varia entre 1.0 e 10.8. A sua capacidade antioxidante, medida pelo método espectrofotométrico de DPPH•, mostrou-se ser equivalente à de uma amostra comercial de (+)-catequina usada como referência. A partir dos graus médios de polimerização experimentais e das análises de FTIR das fracções correspondentes foi possível obter um modelo preditivo O-PLS com apenas uma variável latente. O pré-tratamento enzimático justificou-se pelo conhecimento existente acerca do uso de enzimas específicas que destroem parcialmente as paredes celulares. Atendendo à composição das paredes celulares da grainha da uva preparou-se uma suspensão contendo protease, xilanase, pectinase e celulase. Para determinar as condições experimentais do pré-tratamento que maximizam o rendimento da extracção, estudou-se o efeito do tempo de reacção, temperatura, pH, diâmetro médio das partículas de grainha moída e a concentração das enzimas. Os incrementos do rendimento da extracção de óleo observados atingiram 163.2%. O estudo da extracção supercrítica (SFE) do óleo da grainha de uva tratada e não-tratada permitiu obter as curvas de extracção correspondentes, bem com analisar a influência das condições operatórias sobre o seu andamento. Montou-se uma instalação laboratorial onde se realizaram experiências com dióxido de carbono a 160, 180, 200 e 220 bar e temperaturas de 313.15 e 323.15 K. Os rendimentos obtidos por SFE foram semelhantes aos de Soxhlet com n-hexano. As curvas de extracção medidas compreendem um primeiro período de extracção, onde se remove cerca de 92-97% do óleo disponível, e um segundo período, essencialmente difusional, com pouco impacto no rendimento final. Os vários extractos recolhidos e o óleo global obtido foram caracterizados para avaliar a sua qualidade e relacioná-la com as condições operatórias de SFE. Determinaram-se o conteúdo total em triacilglicerídeos, o seu perfil de ácidos gordos e a capacidade antioxidante (AOC). Os resultados mostraram que a AOC aumenta com a elevação da pressão e, acentuadamente, com o acréscimo da temperatura. Ao longo da curva de extracção, a AOC é mais pronunciada nos extractos iniciais, nomeadamente nos primeiros 30 a 40% da extracção. A modelação efectuada considerou que o óleo extractável se reparte entre células rompidas, predominantes na periferia da semente, e células intactas, mais interiores. Admitiu-se que o transporte de massa ocorre em série, i.e. das células intactas para as rompidas e destas para o solvente; mostrou-se que a dispersão axial era desprezável. Os balanços materiais à fase fluida e aos volumes de células rompidas e intactas, combinados com os fluxos interno, externo e a relação de equilíbrio foram resolvidos numericamente pelo método das linhas combinado com diferenças finitas atrasadas. O modelo reproduziu bem as curvas experimentais e permitiu simular curvas de eluição e os três perfis de concentração no leito.

Computational methods in the fractional calculus of variations and optimal control

The fractional calculus of variations and fractional optimal control are generalizations of the corresponding classical theories, that allow problem modeling and formulations with arbitrary order derivatives and integrals. Because of the lack of analytic methods to solve such fractional problems, numerical techniques are developed. Here, we mainly investigate the approximation of fractional operators by means of series of integer-order derivatives and generalized finite differences. We give upper bounds for the error of proposed approximations and study their efficiency. Direct and indirect methods in solving fractional variational problems are studied in detail. Furthermore, optimality conditions are discussed for different types of unconstrained and constrained variational problems and for fractional optimal control problems. The introduced numerical methods are employed to solve some illustrative examples.

Grid structure impact in sparse point representation of derivatives

In the Sparse Point Representation (SPR) method the principle is to retain the function data indicated by significant interpolatory wavelet coefficients, which are defined as interpolation errors by means of an interpolating subdivision scheme. Typically, a SPR grid is coarse in smooth regions, and refined close to irregularities. Furthermore, the computation of partial derivatives of a function from the information of its SPR content is performed in two steps. The first one is a refinement procedure to extend the SPR by the inclusion of new interpolated point values in a security zone. Then, for points in the refined grid, such derivatives are approximated by uniform finite differences, using a step size proportional to each point local scale. If required neighboring stencils are not present in the grid, the corresponding missing point values are approximated from coarser scales using the interpolating subdivision scheme. Using the cubic interpolation subdivision scheme, we demonstrate that such adaptive finite differences can be formulated in terms of a collocation scheme based on the wavelet expansion associated to the SPR. For this purpose, we prove some results concerning the local behavior of such wavelet reconstruction operators, which stand for SPR grids having appropriate structures. This statement implies that the adaptive finite difference scheme and the one using the step size of the finest level produce the same result at SPR grid points. Consequently, in addition to the refinement strategy, our analysis indicates that some care must be taken concerning the grid structure, in order to keep the truncation error under a certain accuracy limit. Illustrating results are presented for 2D Maxwell's equation numerical solutions.

Project, modelling and simulation of air stripping columns for the treatment of groundwater contaminated with volatile organic compounds

Volatile organic compounds are a common source of groundwater contamination that can be easily removed by air stripping in columns with random packing and using a counter-current flow between the phases. This work proposes a new methodology for the column design for any particular type of packing and contaminant avoiding the necessity of a pre-defined diameter used in the classical approach. It also renders unnecessary the employment of the graphical Eckert generalized correlation for pressure drop estimates. The hydraulic features are previously chosen as a project criterion and only afterwards the mass transfer phenomena are incorporated, in opposition to conventional approach. The design procedure was translated into a convenient algorithm using C++ as programming language. A column was built in order to test the models used either in the design or in the simulation of the column performance. The experiments were fulfilled using a solution of chloroform in distilled water. Another model was built to simulate the operational performance of the column, both in steady state and in transient conditions. It consists in a system of two partial non linear differential equations (distributed parameters). Nevertheless, when flows are steady, the system became linear, although there is not an evident solution in analytical terms. In steady state the resulting system of ODE can be solved, allowing for the calculation of the concentration profile in both phases inside the column. In transient state the system of PDE was numerically solved by finite differences, after a previous linearization.

A New Approach in the Design of Air Stripping Columns for the Treatment of Groundwater Contaminated With Volatile Organic Compounds

Volatile organic compounds are a common source of groundwater contamination that can be easily removed by air stripping in columns with random packing and using a counter-current flow between the phases. This work proposes a new methodology for column design for any type of packing and contaminant which avoids the necessity of an arbitrary chosen diameter. It also avoids the employment of the usual graphical Eckert correlations for pressure drop. The hydraulic features are previously chosen as a project criterion. The design procedure was translated into a convenient algorithm in C++ language. A column was built in order to test the design, the theoretical steady-state and dynamic behaviour. The experiments were conducted using a solution of chloroform in distilled water. The results allowed for a correction in the theoretical global mass transfer coefficient previously estimated by the Onda correlations, which depend on several parameters that are not easy to control in experiments. For best describe the column behaviour in stationary and dynamic conditions, an original mathematical model was developed. It consists in a system of two partial non linear differential equations (distributed parameters). Nevertheless, when flows are steady, the system became linear, although there is not an evident solution in analytical terms. In steady state the resulting ODE can be solved by analytical methods, and in dynamic state the discretization of the PDE by finite differences allows for the overcoming of this difficulty. To estimate the contaminant concentrations in both phases in the column, a numerical algorithm was used. The high number of resulting algebraic equations and the impossibility of generating a recursive procedure did not allow the construction of a generalized programme. But an iterative procedure developed in an electronic worksheet allowed for the simulation. The solution is stable only for similar discretizations values. If different values for time/space discretization parameters are used, the solution easily becomes unstable. The system dynamic behaviour was simulated for the common liquid phase perturbations: step, impulse, rectangular pulse and sinusoidal. The final results do not configure strange or non-predictable behaviours.

A stochastic dynamic programming approach for pricing options on stock-index futures

The aim of this thesis is to price options on equity index futures with an application to standard options on S&P 500 futures traded on the Chicago Mercantile Exchange. Our methodology is based on stochastic dynamic programming, which can accommodate European as well as American options. The model accommodates dividends from the underlying asset. It also captures the optimal exercise strategy and the fair value of the option. This approach is an alternative to available numerical pricing methods such as binomial trees, finite differences, and ad-hoc numerical approximation techniques. Our numerical and empirical investigations demonstrate convergence, robustness, and efficiency. We use this methodology to value exchange-listed options. The European option premiums thus obtained are compared to Black's closed-form formula. They are accurate to four digits. The American option premiums also have a similar level of accuracy compared to premiums obtained using finite differences and binomial trees with a large number of time steps. The proposed model accounts for deterministic, seasonally varying dividend yield. In pricing futures options, we discover that what matters is the sum of the dividend yields over the life of the futures contract and not their distribution.

Invariant discretizations of partial differential equations

Un algorithme permettant de discrétiser les équations aux dérivées partielles (EDP) tout en préservant leurs symétries de Lie est élaboré. Ceci est rendu possible grâce à l'utilisation de dérivées partielles discrètes se transformant comme les dérivées partielles continues sous l'action de groupes de Lie locaux. Dans les applications, beaucoup d'EDP sont invariantes sous l'action de transformations ponctuelles de Lie de dimension infinie qui font partie de ce que l'on désigne comme des pseudo-groupes de Lie. Afin d'étendre la méthode de discrétisation préservant les symétries à ces équations, une discrétisation des pseudo-groupes est proposée. Cette discrétisation a pour effet de transformer les symétries ponctuelles en symétries généralisées dans l'espace discret. Des schémas invariants sont ensuite créés pour un certain nombre d'EDP. Dans tous les cas, des tests numériques montrent que les schémas invariants approximent mieux leur équivalent continu que les différences finies standard.

Fronts from complex two-dimensional dispersal kernels: theory and application to Reid's paradox

Bimodal dispersal probability distributions with characteristic distances differing by several orders of magnitude have been derived and favorably compared to observations by Nathan [Nature (London) 418, 409 (2002)]. For such bimodal kernels, we show that two-dimensional molecular dynamics computer simulations are unable to yield accurate front speeds. Analytically, the usual continuous-space random walks (CSRWs) are applied to two dimensions. We also introduce discrete-space random walks and use them to check the CSRW results (because of the inefficiency of the numerical simulations). The physical results reported are shown to predict front speeds high enough to possibly explain Reid's paradox of rapid tree migration. We also show that, for a time-ordered evolution equation, fronts are always slower in two dimensions than in one dimension and that this difference is important both for unimodal and for bimodal kernels

Sparse space-time boundary element methods for the heat equation

The goal of this work is the efficient solution of the heat equation with Dirichlet or Neumann boundary conditions using the Boundary Elements Method (BEM). Efficiently solving the heat equation is useful, as it is a simple model problem for other types of parabolic problems. In complicated spatial domains as often found in engineering, BEM can be beneficial since only the boundary of the domain has to be discretised. This makes BEM easier than domain methods such as finite elements and finite differences, conventionally combined with time-stepping schemes to solve this problem. The contribution of this work is to further decrease the complexity of solving the heat equation, leading both to speed gains (in CPU time) as well as requiring smaller amounts of memory to solve the same problem. To do this we will combine the complexity gains of boundary reduction by integral equation formulations with a discretisation using wavelet bases. This reduces the total work to O(h