Gradient recovery in adaptive finite-element methods for parabolic problems

We derive energy-norm a posteriori error bounds, using gradient recovery (ZZ) estimators to control the spatial error, for fully discrete schemes for the linear heat equation. This appears to be the �rst completely rigorous derivation of ZZ estimators for fully discrete schemes for evolution problems, without any restrictive assumption on the timestep size. An essential tool for the analysis is the elliptic reconstruction technique.Our theoretical results are backed with extensive numerical experimentation aimed at (a) testing the practical sharpness and asymptotic behaviour of the error estimator against the error, and (b) deriving an adaptive method based on our estimators. An extra novelty provided is an implementation of a coarsening error "preindicator", with a complete implementation guide in ALBERTA in the appendix.

Approximation by harmonic polynomials in star-shaped domains and exponential convergence of Trefftz hp-dGFEM

We study the approximation of harmonic functions by means of harmonic polynomials in two-dimensional, bounded, star-shaped domains. Assuming that the functions possess analytic extensions to a delta-neighbourhood of the domain, we prove exponential convergence of the approximation error with respect to the degree of the approximating harmonic polynomial. All the constants appearing in the bounds are explicit and depend only on the shape-regularity of the domain and on delta. We apply the obtained estimates to show exponential convergence with rate O(exp(−b square root N)), N being the number of degrees of freedom and b>0, of a hp-dGFEM discretisation of the Laplace equation based on piecewise harmonic polynomials. This result is an improvement over the classical rate O(exp(−b cubic root N )), and is due to the use of harmonic polynomial spaces, as opposed to complete polynomial spaces.

A high frequency boundary element method for scattering by a class of nonconvex obstacles

In this paper we propose and analyse a hybrid numerical-asymptotic boundary element method for the solution of problems of high frequency acoustic scattering by a class of sound-soft nonconvex polygons. The approximation space is enriched with carefully chosen oscillatory basis functions; these are selected via a study of the high frequency asymptotic behaviour of the solution. We demonstrate via a rigorous error analysis, supported by numerical examples, that to achieve any desired accuracy it is sufficient for the number of degrees of freedom to grow only in proportion to the logarithm of the frequency as the frequency increases, in contrast to the at least linear growth required by conventional methods. This appears to be the first such numerical analysis result for any problem of scattering by a nonconvex obstacle. Our analysis is based on new frequency-explicit bounds on the normal derivative of the solution on the boundary and on its analytic continuation into the complex plane.

A frequency-independent boundary element method for scattering by two-dimensional screens and apertures

We propose and analyse a hybrid numerical–asymptotic hp boundary element method (BEM) for time-harmonic scattering of an incident plane wave by an arbitrary collinear array of sound-soft two-dimensional screens. Our method uses an approximation space enriched with oscillatory basis functions, chosen to capture the high-frequency asymptotics of the solution. We provide a rigorous frequency-explicit error analysis which proves that the method converges exponentially as the number of degrees of freedom N increases, and that to achieve any desired accuracy it is sufficient to increase N in proportion to the square of the logarithm of the frequency as the frequency increases (standard BEMs require N to increase at least linearly with frequency to retain accuracy). Our numerical results suggest that fixed accuracy can in fact be achieved at arbitrarily high frequencies with a frequency-independent computational cost, when the oscillatory integrals required for implementation are computed using Filon quadrature. We also show how our method can be applied to the complementary ‘breakwater’ problem of propagation through an aperture in an infinite sound-hard screen.

Energy consistent discontinuous Galerkin methods for a quasi-incompressible diffuse two phase flow model

We design consistent discontinuous Galerkin finite element schemes for the approximation of a quasi-incompressible two phase flow model of Allen–Cahn/Cahn–Hilliard/Navier–Stokes–Korteweg type which allows for phase transitions. We show that the scheme is mass conservative and monotonically energy dissipative. In this case the dissipation is isolated to discrete equivalents of those effects already causing dissipation on the continuous level, that is, there is no artificial numerical dissipation added into the scheme. In this sense the methods are consistent with the energy dissipation of the continuous PDE system.

Discontinuous Galerkin methods for the p-biharmonic equation from a discrete variational perspective

We study discontinuous Galerkin approximations of the p-biharmonic equation for p∈(1,∞) from a variational perspective. We propose a discrete variational formulation of the problem based on an appropriate definition of a finite element Hessian and study convergence of the method (without rates) using a semicontinuity argument. We also present numerical experiments aimed at testing the robustness of the method.

Optimized hash for network path encoding with minimized false positives

The Bloom filter is a space efficient randomized data structure for representing a set and supporting membership queries. Bloom filters intrinsically allow false positives. However, the space savings they offer outweigh the disadvantage if the false positive rates are kept sufficiently low. Inspired by the recent application of the Bloom filter in a novel multicast forwarding fabric, this paper proposes a variant of the Bloom filter, the optihash. The optihash introduces an optimization for the false positive rate at the stage of Bloom filter formation using the same amount of space at the cost of slightly more processing than the classic Bloom filter. Often Bloom filters are used in situations where a fixed amount of space is a primary constraint. We present the optihash as a good alternative to Bloom filters since the amount of space is the same and the improvements in false positives can justify the additional processing. Specifically, we show via simulations and numerical analysis that using the optihash the false positives occurrences can be reduced and controlled at a cost of small additional processing. The simulations are carried out for in-packet forwarding. In this framework, the Bloom filter is used as a compact link/route identifier and it is placed in the packet header to encode the route. At each node, the Bloom filter is queried for membership in order to make forwarding decisions. A false positive in the forwarding decision is translated into packets forwarded along an unintended outgoing link. By using the optihash, false positives can be reduced. The optimization processing is carried out in an entity termed the Topology Manger which is part of the control plane of the multicast forwarding fabric. This processing is only carried out on a per-session basis, not for every packet. The aim of this paper is to present the optihash and evaluate its false positive performances via simulations in order to measure the influence of different parameters on the false positive rate. The false positive rate for the optihash is then compared with the false positive probability of the classic Bloom filter.

Local star formation triggered by supernova shocks in magnetized diffuse neutral clouds

In this work, considering the impact of a supernova remnant (SNR) with a neutral magnetized cloud we derived analytically a set of conditions that are favourable for driving gravitational instability in the cloud and thus star formation. Using these conditions, we have built diagrams of the SNR radius, R(SNR), versus the initial cloud density, n(c), that constrain a domain in the parameter space where star formation is allowed. This work is an extension to previous study performed without considering magnetic fields (Melioli et al. 2006, hereafter Paper I). The diagrams are also tested with fully three-dimensional MHD radiative cooling simulations involving a SNR and a self-gravitating cloud and we find that the numerical analysis is consistent with the results predicted by the diagrams. While the inclusion of a homogeneous magnetic field approximately perpendicular to the impact velocity of the SNR with an intensity similar to 1 mu G within the cloud results only a small shrinking of the star formation zone in the diagram relative to that without magnetic field, a larger magnetic field (similar to 10 mu G) causes a significant shrinking, as expected. Though derived from simple analytical considerations these diagrams provide a useful tool for identifying sites where star formation could be triggered by the impact of a supernova blast wave. Applications of them to a few regions of our own Galaxy (e.g. the large CO shell in the direction of Cassiopeia, and the Edge Cloud 2 in the direction of the Scorpious constellation) have revealed that star formation in those sites could have been triggered by shock waves from SNRs for specific values of the initial neutral cloud density and the SNR radius. Finally, we have evaluated the effective star formation efficiency for this sort of interaction and found that it is generally smaller than the observed values in our own Galaxy (SFE similar to 0.01-0.3). This result is consistent with previous work in the literature and also suggests that the mechanism presently investigated, though very powerful to drive structure formation, supersonic turbulence and eventually, local star formation, does not seem to be sufficient to drive global star formation in normal star-forming galaxies, not even when the magnetic field in the neutral clouds is neglected.

Anomalous dependence on the diffusion coefficients of the ionic relaxation time in electrolytes

We show, by using a numerical analysis, that the dynamic toward equilibrium for an electrolytic cell subject to a step-like external electric field is a multirelaxation process when the diffusion coefficients of positive and negative ions are different. By assuming that the diffusion coefficient of positive ions is constant, we observe that the number of involved relaxation processes increases when the diffusion coefficient of the negative ions diminishes. Furthermore, two of the relaxation times depend nonmonotonically on the ratio of the diffusion coefficients. This result is unexpected, because the ionic drift velocity, by means of which the ions move to reach the equilibrium distribution, increases with increasing ionic mobility.

Optical Characterization and Optimization of Display Components : Some Applications to Liquid-Crystal-Based and Electrochromics-Based Devices

This dissertation is focused on theoretical and experimental studies of optical properties of materials and multilayer structures composing liquid crystal displays (LCDs) and electrochromic (EC) devices. By applying spectroscopic ellipsometry, we have determined the optical constants of thin films of electrochromic tungsten oxide (WOx) and nickel oxide (NiOy), the films’ thickness and roughness. These films, which were obtained at spattering conditions possess high transmittance that is important for achieving good visibility and high contrast in an EC device. Another application of the general spectroscopic ellipsometry relates to the study of a photo-alignment layer of a mixture of azo-dyes SD-1 and SDA-2. We have found the optical constants of this mixture before and after illuminating it by polarized UV light. The results obtained confirm the diffusion model to explain the formation of the photo-induced order in azo-dye films. We have developed new techniques for fast characterization of twisted nematic LC cells in transmissive and reflective modes. Our techniques are based on the characteristics functions that we have introduced for determination of parameters of non-uniform birefringent media. These characteristic functions are found by simple procedures and can be utilised for simultaneous determination of retardation, its wavelength dispersion, and twist angle, as well as for solving associated optimization problems. Cholesteric LCD that possesses some unique properties, such as bistability and good selective scattering, however, has a disadvantage – relatively high driving voltage (tens of volts). The way we propose to reduce the driving voltage consists of applying a stack of thin (~1µm) LC layers. We have studied the ability of a layer of a surface stabilized ferroelectric liquid crystal coupled with several retardation plates for birefringent color generation. We have demonstrated that in order to accomplish good color characteristics and high brightness of the display, one or two retardation plates are sufficient.

Análise numérica e experimental do comportamento de fundações superficiais assentes em solo melhorado

O presente trabalho tem como objetivo estudar o comportamento de camadas superficiais de solo melhorado como base de fundações superficiais. Nesta pesquisa foram realizados ensaios de placa de 30 cm de diâmetro sobre camadas de solo residual compactado e de solo tratado com cimento (teor de 5% de cimento), ambas com 60 cm de espessura. O programa experimental também incluiu a retirada de amostras de campo das camadas de solo melhorado para a execução de ensaios triaxiais drenados (CID) com medida interna de deformações, a fim de obter parâmetros constitutivos para a realização de simulações numéricas. Uma comparação entre os resultados dos ensaios triaxiais com amostras retiradas em campo e moldadas em laboratório (Rohlfes Junior, 1996) é apresentada. A diferença entre os resultados dos ensaios triaxiais com amostras de campo e laboratório foi significativa para o caso das amostras de solo melhorado com cimento, tal fato é atribuído principalmente a dificuldade de mistura em campo. O Método dos Elementos Finitos foi utilizado para simular o comportamento carga x recalque das placas assentes sobre camadas de solo melhorado. O modelo Pseudo-Elástico Não Linear (Hiperbólico) foi empregado na análise numérica para modelar o comportamento dos novos materiais. Os resultados dos ensaios de placa sobre camadas de solo melhorado demonstraram que houve um aumento significativo da capacidade de suporte, além de uma redução considerável dos recalques, quando comparados ao comportamento carga x recalque do solo natural (Cudmani, 1994). A analise do comportamento de fundações superficiais assentes em solos estratificados, através de simulações numéricas, demonstrou ser eficiente para a previsão do comportamento carga x recalque das mesmas.

Two additions to Lucas's "inflation and welfare"

This work adds to Lucas (2000) by providing analytical solutions to two problems that are solved only numerically by the author. The first part uses a theorem in control theory (Arrow' s sufficiency theorem) to provide sufficiency conditions to characterize the optimum in a shopping-time problem where the value function need not be concave. In the original paper the optimality of the first-order condition is characterized only by means of a numerical analysis. The second part of the paper provides a closed-form solution to the general-equilibrium expression of the welfare costs of inflation when the money demand is double logarithmic. This closed-form solution allows for the precise calculation of the difference between the general-equilibrium and Bailey's partial-equilibrium estimates of the welfare losses due to inflation. Again, in Lucas's original paper, the solution to the general-equilibrium-case underlying nonlinear differential equation is done only numerically, and the posterior assertion that the general-equilibrium welfare figures cannot be distinguished from those derived using Bailey's formula rely only on numerical simulations as well.

Um modelo analítico e computacional para consideração de efeitos de envelhecimento em estruturas de material compósito

Os materiais compósitos reforçados por fibras apresentam vantagens quando comparados aos materiais de construção mais tradicionais como concreto e aço. Por outro lado, devido ao fato destes materiais serem relativamente recentes no mercado, questões a respeito de sua durabilidade são ainda objeto de discussão e faz-se necessária intensa pesquisa sobre o envelhecimento dos compósitos. Como conseqüência, recentemente têm surgido inúmeros trabalhos à respeito da degradação dos compósitos considerando efeitos como temperatura, oxidação, radiação UV, condições de carregamento, etc. A maioria destas pesquisas, no entanto, são realizadas a nível de material e não são diretamente aplicáveis à situações de projeto. Desta forma, existe grande demanda por novos estudos e dados compatíveis com aplicações estruturais. Neste trabalho apresenta-se um modelo analítico-numérico adequado para, interpretação e aplicação destes dados experimentais em análise e projeto de estrutural. A formulação proposta inclui relações constitutivas elásticas anisotrópicas com envelhecimento, relações constitutivas viscoelásticas anisotrópicas com envelhecimento em termos de variáveis de estado, análise de falhas com critério de degradação ajustado à idade do material e considera-se grandes deslocamentos e pequenas deformações. As diferenças essenciais entre os processos de envelhecimento em endurecimento e amolecimento são descritos juntamente com as relações constitutivas para cada caso. Estas equações são deduzidas na forma adequada para análise numérica via método dos elementos finitos usando uma solução incremental-iterativa com consideração de efeitos pos-críticos. Vários exemplos são apresentados, incluindo análises elásticas, viscoelásticas e de falha com envelhecimento.

Parcerias público-privadas na presença de seleção adversa: uma análise numérica

Esta dissertação propõe-se a analisar a otimalidade de parcerias público-privadas (PPP) em um ambiente de seleção adversa. Mais especi calmente, analiso se as tarefas de construir e operar uma infraestrutura para serviços públicos deve ser realizada por um consórcio ou se devem ser realizadas por fi rmas contratadas separadamente. Para tal, diferentemente da literatura existente para o problema, focadas nos problemas de contratos incompletos e moral hazard, construo um modelo de seleção adversa multidimensional, onde as firrmas possuem informação privada e podem exercer um esforço não observável em cada atividade, com a existência de externalidade entre as tarefas, em uma extensão do modelo de La¤ont e Tirole (1986). Após defi nir algumas condições sob as quais PPP domina os meios usuais de contratação, utilizo de uma análise numérica para melhor compreender a solução do modelo, que se mostra altamente dependente da correlação entre os parâmetros de informação privada das firmas.