Problems of optimal transportation on the circle and their mechanical applications

We consider a mechanical problem concerning a 2D axisymmetric body moving forward on the plane and making slow turns of fixed magnitude about its axis of symmetry. The body moves through a medium of non-interacting particles at rest, and collisions of particles with the body's boundary are perfectly elastic (billiard-like). The body has a blunt nose: a line segment orthogonal to the symmetry axis. It is required to make small cavities with special shape on the nose so as to minimize its aerodynamic resistance. This problem of optimizing the shape of the cavities amounts to a special case of the optimal mass transfer problem on the circle with the transportation cost being the squared Euclidean distance. We find the exact solution for this problem when the amplitude of rotation is smaller than a fixed critical value, and give a numerical solution otherwise. As a by-product, we get explicit description of the solution for a class of optimal transfer problems on the circle.

Time domain decomposition for European options in financial modelling

Finance is one of the fastest growing areas in modern applied mathematics with real world applications. The interest of this branch of applied mathematics is best described by an example involving shares. Shareholders of a company receive dividends which come from the profit made by the company. The proceeds of the company, once it is taken over or wound up, will also be distributed to shareholders. Therefore shares have a value that reflects the views of investors about the likely dividend payments and capital growth of the company. Obviously such value will be quantified by the share price on stock exchanges. Therefore financial modelling serves to understand the correlations between asset and movements of buy/sell in order to reduce risk. Such activities depend on financial analysis tools being available to the trader with which he can make rapid and systematic evaluation of buy/sell contracts. There are other financial activities and it is not an intention of this paper to discuss all of these activities. The main concern of this paper is to propose a parallel algorithm for the numerical solution of an European option. This paper is organised as follows. First, a brief introduction is given of a simple mathematical model for European options and possible numerical schemes of solving such mathematical model. Second, Laplace transform is applied to the mathematical model which leads to a set of parametric equations where solutions of different parametric equations may be found concurrently. Numerical inverse Laplace transform is done by means of an inversion algorithm developed by Stehfast. The scalability of the algorithm in a distributed environment is demonstrated. Third, a performance analysis of the present algorithm is compared with a spatial domain decomposition developed particularly for time-dependent heat equation. Finally, a number of issues are discussed and future work suggested.

Three dimensional circulation of water with variable wind in the Caspian Sea

This research is based on a numerical model for forecasting the three-dimensional behavior of (sea) water motion due to the effect of a variable wind velocity. The results obtained are then analyzed and compared with observation. This model is based on the equations that overcome the current and distribution of temperature by applying the method of finite difference with assuming Δx, Δy as constant and Δz, variable. The model is based on the momentum equation, continuity equation and thermodynamic energy equation and tension at the surface and middle layers and bottom stress. The horizontal and vertical eddy viscosity and thermal diffusivity coefficients we used in accordance with that of the Bennet on Outario Lake (1977). Considering the Caspian Sea dimension in numerical model the Coriolis parameter used with β effects and the approximation Boussines have been used. For the program controlling some simple experiment with boundary condition similar to that of the Caspian Sea have been done. For modeling the Caspian Sea the grid of the field was done as follows: At horizontal surface grid size is 10×10km extension and at vertical in 10 layers with varying thickness from surface to bed respectively as: 5, 10, 20, 3, 50, 100, 150, 200, 25, 500 and higher. The data of wind as velocity، direction and temperature of water related to 15th September 1995 at 6،12 and 18 o’clock were obtained from synoptic station at the Caspian Sea shore and the research marine of Haji Alief. The information concerning shore wind was measured and by the method of SPM (shore protection manual) was transferred to far shore winds through interpolation and by use of inverse square distance of position distribution of the wind velocity at the Caspian surface field was obtained. The model has been evaluated according to the reports and observations. Through studying the position of the current in different layers، the velocity in the cross section in the northern، southern and the middle layers، will be discussed. The results reveal the presence of the circulation cells in the three above mentioned areas. The circulation with depth is reduced too. The results obtained through the numerical solution of the temperature equation have been compared with the observation. The temperature change in different layers in cross section illustrates the relative accordance of the model mentioned.

Aplicação da metodologia numérica “fast bounds crack” para uma estimativa eficiente da evolução do tamanho de trinca

A significant part of the life of a mechanical component occurs, the crack propagation stage in fatigue. Currently, it is had several mathematical models to describe the crack growth behavior. These models are classified into two categories in terms of stress range amplitude: constant and variable. In general, these propagation models are formulated as an initial value problem, and from this, the evolution curve of the crack is obtained by applying a numerical method. This dissertation presented the application of the methodology "Fast Bounds Crack" for the establishment of upper and lower bounds functions for model evolution of crack size. The performance of this methodology was evaluated by the relative deviation and computational times, in relation to approximate numerical solutions obtained by the Runge-Kutta method of 4th explicit order (RK4). Has been reached a maximum relative deviation of 5.92% and the computational time was, for examples solved, 130,000 times more higher than achieved by the method RK4. Was performed yet an Engineering application in order to obtain an approximate numerical solution, from the arithmetic mean of the upper and lower bounds obtained in the methodology applied in this work, when you don’t know the law of evolution. The maximum relative error found in this application was 2.08% which proves the efficiency of the methodology "Fast Bounds Crack".

Simulação numérica da convecção mista em cavidade preenchida com meio poroso heterogêneo e homogêneo

In this work is presented mixed convection heat transfer inside a lid-driven cavity heated from below and filled with heterogeneous and homogeneous porous medium. In the heterogeneous approach, the solid domain is represented by heat conductive equally spaced blocks; the fluid phase surrounds the blocks being limited by the cavity walls. The homogeneous or pore-continuum approach is characterized by the cavity porosity and permeability. Generalized mass, momentum and energy conservation equations are obtained in dimensionless form to represent both the continuum and the pore-continuum models. The numerical solution is obtained via the finite volume method. QUICK interpolation scheme is set for numerical treatment of the advection terms and SIMPLE algorithm is applied for pressure-velocity coupling. Aiming the laminar regime, the flow parameters are kept in the range of 102≤Re≤103 and 103≤Ra≤106 for both the heterogeneous and homogeneous approaches. In the tested configurations for the continuous model, 9, 16, 36, and 64 blocks are considered for each combination of Re and Ra being the microscopic porosity set as constant φ=0,64 . For the pore-continuum model the Darcy number (Da) is set according to the number of blocks in the heterogeneous cavity and the φ. Numerical results of the comparative study between the microscopic and macroscopic approaches are presented. As a result, average Nusselt number equations for the continuum and the pore continuum models as a function of Ra and Re are obtained.

Second-order elliptic PDE with discontinuous boundary data

We shall consider the weak formulation of a linear elliptic model problem with discontinuous Dirichlet boundary conditions. Since such problems are typically not well-defined in the standard H^1-H^1 setting, we will introduce a suitable saddle point formulation in terms of weighted Sobolev spaces. Furthermore, we will discuss the numerical solution of such problems. Specifically, we employ an hp-discontinuous Galerkin method and derive an L^2-norm a posteriori error estimate. Numerical experiments demonstrate the effectiveness of the proposed error indicator in both the h- and hp-version setting. Indeed, in the latter case exponential convergence of the error is attained as the mesh is adaptively refined.

Removal of paracetamol on biomass-derived activated carbon: Modeling the fixed bed breakthrough curves using batch adsorption experiments

The remediation of paracetamol (PA), an emerging contaminant frequently found in wastewater treatment plants, has been studied in the low concentration range (0.3–10 mg L−1) using as adsorbent a biomass-derived activated carbon. PA uptake of up to 100 mg g−1 over the activated carbon has been obtained, with the adsorption isotherms being fairly explained by the Langmuir model. The application of Reichemberg and the Vermeulen equations to the batch kinetics experiments allowed estimating homogeneous and heterogeneous diffusion coefficients, reflecting the dependence of diffusion with the surface coverage of PA. A series of rapid small-scale column tests were carried out to determine the breakthrough curves under different operational conditions (temperature, PA concentration, flow rate, bed length). The suitability of the proposed adsorbent for the remediation of PA in fixed-bed adsorption was proven by the high PA adsorption capacity along with the fast adsorption and the reduced height of the mass transfer zone of the columns. We have demonstrated that, thanks to the use of the heterogeneous diffusion coefficient, the proposed mathematical approach for the numerical solution to the mass balance of the column provides a reliable description of the breakthrough profiles and the design parameters, being much more accurate than models based in the classical linear driving force.

The study of thermal stresses in a single long elastic fiber embedded in an infinite matrix

This work considered the micro-mechanical behavior of a long fiber embedded in an infinite matrix. Using the theory of elasticity, the idea of boundary layer and some simplifying assumptions, an approximate analytical solution was obtained for the normal and shear stresses along the fiber. The analytical solution to the problem was found for the case when the length of the embedded fiber is much greater than its radius, and the Young's modulus of the matrix was much less than that of the fiber. The analytical solution was then compared with a numerical solution based on Finite Element Analysis (FEA) using ANSYS. The numerical results showed the same qualitative behavior of the analytical solution, serving as a validation tool against lack of experimental results. In general this work provides a simple method to determine the thermal stresses along the fiber embedded in a matrix, which is the foundation for a better understanding of the interaction between the fiber and matrix in the case of the classical problem of thermal-stresses.

Some direct numerical approaches to the solution of the singular nonlinear transonic integral equation

The nonlinear singular integral equation of transonic flow is examined, noting that standard numerical techniques are not applicable in solving it. The difficulties in approximating the integral term in this expression were solved by special methods mitigating the inaccuracies caused by standard approximations. It was shown how the infinite domain of integration can be reduced to a finite one; numerical results were plotted demonstrating that the methods proposed here improve accuracy and computational economy.