A method of fundamental solutions for radially symmetric and axisymmetric backward heat conduction problems

We propose and investigate an application of the method of fundamental solutions (MFS) to the radially symmetric and axisymmetric backward heat conduction problem (BHCP) in a solid or hollow cylinder. In the BHCP, the initial temperature is to be determined from the temperature measurements at a later time. This is an inverse and ill-posed problem, and we employ and generalize the MFS regularization approach [B.T. Johansson and D. Lesnic, A method of fundamental solutions for transient heat conduction, Eng. Anal. Boundary Elements 32 (2008), pp. 697–703] for the time-dependent heat equation to obtain a stable and accurate numerical approximation with small computational cost.

A method of fundamental solutions for theaxisymmetric backward heat equation

We propose and investigate an application of the method of fundamental solutions (MFS) to the radially symmetric and axisymmetric backward heat conduction problem (BHCP) in a solid or hollow cylinder. In the BHCP, the initial temperature is to be determined from the temperature measurements at a later time. This is an inverse and ill-posed problem, and we employ and generalize the MFS regularization approach [B.T. Johansson and D. Lesnic, A method of fundamental solutions for transient heat conduction, Eng. Anal. Boundary Elements 32 (2008), pp. 697–703] for the time-dependent heat equation to obtain a stable and accurate numerical approximation with small computational cost.

Mean field evolution in an open quantum system

In this thesis, we consider N quantum particles coupled to collective thermal quantum environments. The coupling is energy conserving and scaled in the mean field way. There is no direct interaction between the particles, they only interact via the common reservoir. It is well known that an initially disentangled state of the N particles will remain disentangled at times in the limit N -> [infinity]. In this thesis, we evaluate the η-body reduced density matrix (tracing over the reservoirs and the N - η remaining particles). We identify the main disentangled part of the reduced density matrix and obtain the first order correction term in 1/N. We show that this correction term is entangled. We also estimate the speed of convergence of the reduced density matrix as N -> [infinity]. Our model is exactly solvable and it is not based on numerical approximation.

Symmetric Interior Penalty DG Methods for the Compressible Navier-Stokes Equations I: Method Formulation

In this article we consider the development of discontinuous Galerkin finite element methods for the numerical approximation of the compressible Navier-Stokes equations. For the discretization of the leading order terms, we propose employing the generalization of the symmetric version of the interior penalty method, originally developed for the numerical approximation of linear self-adjoint second-order elliptic partial differential equations. In order to solve the resulting system of nonlinear equations, we exploit a (damped) Newton-GMRES algorithm. Numerical experiments demonstrating the practical performance of the proposed discontinuous Galerkin method with higher-order polynomials are presented.

Symmetric Interior Penalty DG Methods for the Compressible Navier-Stokes Equations II: Goal--Oriented A Posteriori Error Estimation

In this article we consider the application of the generalization of the symmetric version of the interior penalty discontinuous Galerkin finite element method to the numerical approximation of the compressible Navier--Stokes equations. In particular, we consider the a posteriori error analysis and adaptive mesh design for the underlying discretization method. Indeed, by employing a duality argument (weighted) Type I a posteriori bounds are derived for the estimation of the error measured in terms of general target functionals of the solution; these error estimates involve the product of the finite element residuals with local weighting terms involving the solution of a certain dual problem that must be numerically approximated. This general approach leads to the design of economical finite element meshes specifically tailored to the computation of the target functional of interest, as well as providing efficient error estimation. Numerical experiments demonstrating the performance of the proposed approach will be presented.

STATISTICAL METHODS FOR ADVANCED ECONOMETRIC MODELS WITH APPLICATIONS TO VEHICLE HOLDING AND SPEED QUANTILES DISTRIBUTION

This dissertation proposes statistical methods to formulate, estimate and apply complex transportation models. Two main problems are part of the analyses conducted and presented in this dissertation. The first method solves an econometric problem and is concerned with the joint estimation of models that contain both discrete and continuous decision variables. The use of ordered models along with a regression is proposed and their effectiveness is evaluated with respect to unordered models. Procedure to calculate and optimize the log-likelihood functions of both discrete-continuous approaches are derived, and difficulties associated with the estimation of unordered models explained. Numerical approximation methods based on the Genz algortithm are implemented in order to solve the multidimensional integral associated with the unordered modeling structure. The problems deriving from the lack of smoothness of the probit model around the maximum of the log-likelihood function, which makes the optimization and the calculation of standard deviations very difficult, are carefully analyzed. A methodology to perform out-of-sample validation in the context of a joint model is proposed. Comprehensive numerical experiments have been conducted on both simulated and real data. In particular, the discrete-continuous models are estimated and applied to vehicle ownership and use models on data extracted from the 2009 National Household Travel Survey. The second part of this work offers a comprehensive statistical analysis of free-flow speed distribution; the method is applied to data collected on a sample of roads in Italy. A linear mixed model that includes speed quantiles in its predictors is estimated. Results show that there is no road effect in the analysis of free-flow speeds, which is particularly important for model transferability. A very general framework to predict random effects with few observations and incomplete access to model covariates is formulated and applied to predict the distribution of free-flow speed quantiles. The speed distribution of most road sections is successfully predicted; jack-knife estimates are calculated and used to explain why some sections are poorly predicted. Eventually, this work contributes to the literature in transportation modeling by proposing econometric model formulations for discrete-continuous variables, more efficient methods for the calculation of multivariate normal probabilities, and random effects models for free-flow speed estimation that takes into account the survey design. All methods are rigorously validated on both real and simulated data.

An Optimal Order Interior Penalty Discontinuous Galerkin Discretization of the Compressible Navier-Stokes Equations

In this article we propose a new symmetric version of the interior penalty discontinuous Galerkin finite element method for the numerical approximation of the compressible Navier-Stokes equations. Here, particular emphasis is devoted to the construction of an optimal numerical method for the evaluation of certain target functionals of practical interest, such as the lift and drag coefficients of a body immersed in a viscous fluid. With this in mind, the key ingredients in the construction of the method include: (i) An adjoint consistent imposition of the boundary conditions; (ii) An adjoint consistent reformulation of the underlying target functional of practical interest; (iii) Design of appropriate interior-penalty stabilization terms. Numerical experiments presented within this article clearly indicate the optimality of the proposed method when the error is measured in terms of both the L_2-norm, as well as for certain target functionals. Computational comparisons with other discontinuous Galerkin schemes proposed in the literature, including the second scheme of Bassi & Rebay, cf. [11], the standard SIPG method outlined in [25], and an NIPG variant of the new scheme will be undertaken.

Adaptive discontinuous Galerkin methods for eigenvalue problems arising in incompressible fluid flows

In this article we consider the a posteriori error estimation and adaptive mesh refinement of discontinuous Galerkin finite element approximations of the hydrodynamic stability problem associated with the incompressible Navier-Stokes equations. Particular attention is given to the reliable error estimation of the eigenvalue problem in channel and pipe geometries. Here, computable a posteriori error bounds are derived based on employing the generalization of the standard Dual-Weighted-Residual approach, originally developed for the estimation of target functionals of the solution, to eigenvalue/stability problems. The underlying analysis consists of constructing both a dual eigenvalue problem and a dual problem for the original base solution. In this way, errors stemming from both the numerical approximation of the original nonlinear flow problem, as well as the underlying linear eigenvalue problem are correctly controlled. Numerical experiments highlighting the practical performance of the proposed a posteriori error indicator on adaptively refined computational meshes are presented.

Adaptivity and a posteriori error control for bifurcation problems I: the Bratu problem

This article is concerned with the numerical detection of bifurcation points of nonlinear partial differential equations as some parameter of interest is varied. In particular, we study in detail the numerical approximation of the Bratu problem, based on exploiting the symmetric version of the interior penalty discontinuous Galerkin finite element method. A framework for a posteriori control of the discretization error in the computed critical parameter value is developed based upon the application of the dual weighted residual (DWR) approach. Numerical experiments are presented to highlight the practical performance of the proposed a posteriori error estimator.

Inverse kinematics for upper limb compound movement estimation in exoskeleton-assisted rehabilitation

Robot-Assisted Rehabilitation (RAR) is relevant for treating patients affected by nervous system injuries (e.g., stroke and spinal cord injury) -- The accurate estimation of the joint angles of the patient limbs in RAR is critical to assess the patient improvement -- The economical prevalent method to estimate the patient posture in Exoskeleton-based RAR is to approximate the limb joint angles with the ones of the Exoskeleton -- This approximation is rough since their kinematic structures differ -- Motion capture systems (MOCAPs) can improve the estimations, at the expenses of a considerable overload of the therapy setup -- Alternatively, the Extended Inverse Kinematics Posture Estimation (EIKPE) computational method models the limb and Exoskeleton as differing parallel kinematic chains -- EIKPE has been tested with single DOFmovements of the wrist and elbow joints -- This paper presents the assessment of EIKPEwith elbow-shoulder compoundmovements (i.e., object prehension) -- Ground-truth for estimation assessment is obtained from an optical MOCAP (not intended for the treatment stage) -- The assessment shows EIKPE rendering a good numerical approximation of the actual posture during the compoundmovement execution, especially for the shoulder joint angles -- This work opens the horizon for clinical studies with patient groups, Exoskeleton models, and movements types --

Error estimation and adaptive mesh refinement for aerodynamic flows

This lecture course covers the theory of so-called duality-based a posteriori error estimation of DG finite element methods. In particular, we formulate consistent and adjoint consistent DG methods for the numerical approximation of both the compressible Euler and Navier-Stokes equations; in the latter case, the viscous terms are discretized based on employing an interior penalty method. By exploiting a duality argument, adjoint-based a posteriori error indicators will be established. Moreover, application of these computable bounds within automatic adaptive finite element algorithms will be developed. Here, a variety of isotropic and anisotropic adaptive strategies, as well as $hp$-mesh refinement will be investigated.

Numerical test of Born-Oppenheimer approximation in chaotic systems

We study the validity of the Born-Oppenheimer approximation in chaotic dynamics. Using numerical solutions of autonomous Fermi accelerators. we show that the general adiabatic conditions can be interpreted as the narrowness of the chaotic region in phase space. (C) 2009 Elsevier B.V. All rights reserved.

Discrete approximation to the global spectrum of the tangent operator for flow past a circular cylinder

This paper deals with the calculation of the discrete approximation to the full spectrum for the tangent operator for the stability problem of the symmetric flow past a circular cylinder. It is also concerned with the localization of the Hopf bifurcation in laminar flow past a cylinder, when the stationary solution loses stability and often becomes periodic in time. The main problem is to determine the critical Reynolds number for which a pair of eigenvalues crosses the imaginary axis. We thus present a divergence-free method, based on a decoupling of the vector of velocities in the saddle-point system from the vector of pressures, allowing the computation of eigenvalues, from which we can deduce the fundamental frequency of the time-periodic solution. The calculation showed that stability is lost through a symmetry-breaking Hopf bifurcation and that the critical Reynolds number is in agreement with the value presented in reported computations. (c) 2007 IMACS. Published by Elsevier B.V. All rights reserved.

On the convergence of successive Galerkin approximation for nonlinear output feedback H(infinity) control

Although the formulation of the nonlinear theory of H(infinity) control has been well developed, solving the Hamilton-Jacobi-Isaacs equation remains a challenge and is the major bottleneck for practical application of the theory. Several numerical methods have been proposed for its solution. In this paper, results on convergence and stability for a successive Galerkin approximation approach for nonlinear H(infinity) control via output feedback are presented. An example is presented illustrating the application of the algorithm.

A numerical study of flexural buckling of foliated rock slopes

The occurrence of foliated rock masses is common in mining environment. Methods employing continuum approximation in describing the deformation of such rock masses possess a clear advantage over methods where each rock layer and each inter-layer interface (joint) is explicitly modelled. In devising such a continuum model it is imperative that moment (couple) stresses and internal rotations associated with the bending of the rock layers be properly incorporated in the model formulation. Such an approach will lead to a Cosserat-type theory. In the present model, the behaviour of the intact rock layer is assumed to be linearly elastic and the joints are assumed to be elastic-perfectly plastic. Condition of slip at the interfaces are determined by a Mohr-Coulomb criterion with tension cut off at zero normal stress. The theory is valid for large deformations. The model is incorporated into the finite element program AFENA and validated against an analytical solution of elementary buckling problems of a layered medium under gravity loading. A design chart suitable for assessing the stability of slopes in foliated rock masses against flexural buckling failure has been developed. The design chart is easy to use and provides a quick estimate of critical loading factors for slopes in foliated rock masses. It is shown that the model based on Euler's buckling theory as proposed by Cavers (Rock Mechanics and Rock Engineering 1981; 14:87-104) substantially overestimates the critical heights for a vertical slope and underestimates the same for sub-vertical slopes. Copyright (C) 2001 John Wiley & Sons, Ltd.