Analysis of optimal control problems for the incompressible MHD equations and implementation in a finite element multiphysics code

This thesis deals with the study of optimal control problems for the incompressible Magnetohydrodynamics (MHD) equations. Particular attention to these problems arises from several applications in science and engineering, such as fission nuclear reactors with liquid metal coolant and aluminum casting in metallurgy. In such applications it is of great interest to achieve the control on the fluid state variables through the action of the magnetic Lorentz force. In this thesis we investigate a class of boundary optimal control problems, in which the flow is controlled through the boundary conditions of the magnetic field. Due to their complexity, these problems present various challenges in the definition of an adequate solution approach, both from a theoretical and from a computational point of view. In this thesis we propose a new boundary control approach, based on lifting functions of the boundary conditions, which yields both theoretical and numerical advantages. With the introduction of lifting functions, boundary control problems can be formulated as extended distributed problems. We consider a systematic mathematical formulation of these problems in terms of the minimization of a cost functional constrained by the MHD equations. The existence of a solution to the flow equations and to the optimal control problem are shown. The Lagrange multiplier technique is used to derive an optimality system from which candidate solutions for the control problem can be obtained. In order to achieve the numerical solution of this system, a finite element approximation is considered for the discretization together with an appropriate gradient-type algorithm. A finite element object-oriented library has been developed to obtain a parallel and multigrid computational implementation of the optimality system based on a multiphysics approach. Numerical results of two- and three-dimensional computations show that a possible minimum for the control problem can be computed in a robust and accurate manner.

Mathematical analysis of a model of chemotaxis arising from morphogenesis

We consider non-negative solution of a chemotaxis system with non constant chemotaxis sensitivity function X. This system appears as a limit case of a model formorphogenesis proposed by Bollenbach et al. (Phys. Rev. E. 75, 2007).Under suitable boundary conditions, modeling the presence of a morphogen source at x=0, we prove the existence of a global and bounded weak solution using an approximation by problems where diffusion is introduced in the ordinary differential equation. Moreover,we prove the convergence of the solution to the unique steady state provided that ? is small and ? is large enough. Numerical simulations both illustrate these results and give rise to further conjectures on the solution behavior that go beyond the rigorously proved statements.

Mathematical programming model for heat exchanger design through optimization of partial objectives

Mathematical programming can be used for the optimal design of shell-and-tube heat exchangers (STHEs). This paper proposes a mixed integer non-linear programming (MINLP) model for the design of STHEs, following rigorously the standards of the Tubular Exchanger Manufacturers Association (TEMA). Bell–Delaware Method is used for the shell-side calculations. This approach produces a large and non-convex model that cannot be solved to global optimality with the current state of the art solvers. Notwithstanding, it is proposed to perform a sequential optimization approach of partial objective targets through the division of the problem into sets of related equations that are easier to solve. For each one of these problems a heuristic objective function is selected based on the physical behavior of the problem. The global optimal solution of the original problem cannot be ensured even in the case in which each of the sub-problems is solved to global optimality, but at least a very good solution is always guaranteed. Three cases extracted from the literature were studied. The results showed that in all cases the values obtained using the proposed MINLP model containing multiple objective functions improved the values presented in the literature.

Existence of solutions to some equilibrium problems

The concept of a monotone family of functions, which need not be countable, and the solution of an equilibrium problem associated with the family are introduced. A fixed-point theorem is applied to prove the existence of solutions to the problem.

On the implementation of the L-Nash bargaining solution in two-person bargaining games

The “Nash program” initiated by Nash (Econometrica 21:128–140, 1953) is a research agenda aiming at representing every axiomatically determined cooperative solution to a game as a Nash outcome of a reasonable noncooperative bargaining game. The L-Nash solution first defined by Forgó (Interactive Decisions. Lecture Notes in Economics and Mathematical Systems, vol 229. Springer, Berlin, pp 1–15, 1983) is obtained as the limiting point of the Nash bargaining solution when the disagreement point goes to negative infinity in a fixed direction. In Forgó and Szidarovszky (Eur J Oper Res 147:108–116, 2003), the L-Nash solution was related to the solution of multiciteria decision making and two different axiomatizations of the L-Nash solution were also given in this context. In this paper, finite bounds are established for the penalty of disagreement in certain special two-person bargaining problems, making it possible to apply all the implementation models designed for Nash bargaining problems with a finite disagreement point to obtain the L-Nash solution as well. For another set of problems where this method does not work, a version of Rubinstein’s alternative offer game (Econometrica 50:97–109, 1982) is shown to asymptotically implement the L-Nash solution. If penalty is internalized as a decision variable of one of the players, then a modification of Howard’s game (J Econ Theory 56:142–159, 1992) also implements the L-Nash solution.

Data driven regularization models of non-linear ill-posed inverse problems in imaging

Imaging technologies are widely used in application fields such as natural sciences, engineering, medicine, and life sciences. A broad class of imaging problems reduces to solve ill-posed inverse problems (IPs). Traditional strategies to solve these ill-posed IPs rely on variational regularization methods, which are based on minimization of suitable energies, and make use of knowledge about the image formation model (forward operator) and prior knowledge on the solution, but lack in incorporating knowledge directly from data. On the other hand, the more recent learned approaches can easily learn the intricate statistics of images depending on a large set of data, but do not have a systematic method for incorporating prior knowledge about the image formation model. The main purpose of this thesis is to discuss data-driven image reconstruction methods which combine the benefits of these two different reconstruction strategies for the solution of highly nonlinear ill-posed inverse problems. Mathematical formulation and numerical approaches for image IPs, including linear as well as strongly nonlinear problems are described. More specifically we address the Electrical impedance Tomography (EIT) reconstruction problem by unrolling the regularized Gauss-Newton method and integrating the regularization learned by a data-adaptive neural network. Furthermore we investigate the solution of non-linear ill-posed IPs introducing a deep-PnP framework that integrates the graph convolutional denoiser into the proximal Gauss-Newton method with a practical application to the EIT, a recently introduced promising imaging technique. Efficient algorithms are then applied to the solution of the limited electrods problem in EIT, combining compressive sensing techniques and deep learning strategies. Finally, a transformer-based neural network architecture is adapted to restore the noisy solution of the Computed Tomography problem recovered using the filtered back-projection method.

Effects of Variations in Nonlinear Damping Coefficients on the Parametric Vibration of a Cantilever Beam with a Lumped Mass

Uncertainties in damping estimates can significantly affect the dynamic response of a given flexible structure. A common practice in linear structural dynamics is to consider a linear viscous damping model as the major energy dissipation mechanism. However, it is well known that different forms of energy dissipation can affect the structure's dynamic response. The major goal of this paper is to address the effects of the turbulent frictional damping force, also known as drag force on the dynamic behavior of a typical flexible structure composed of a slender cantilever beam carrying a lumped-mass on the tip. First, the system's analytical equation is obtained and solved by employing a perturbation technique. The solution process considers variations of the drag force coefficient and its effects on the system's response. Then, experimental results are presented to demonstrate the effects of the nonlinear quadratic damping due to the turbulent frictional force on the system's dynamic response. In particular, the effects of the quadratic damping on the frequency-response and amplitude-response curves are investigated. Numerically simulated as well as experimental results indicate that variations on the drag force coefficient significantly alter the dynamics of the structure under investigation. Copyright (c) 2008 D. G. Silva and P. S. Varoto.

Fully Connected PLL Networks: How Filter Determines the Number of Nodes

Synchronization plays an important role in telecommunication systems, integrated circuits, and automation systems. Formerly, the masterslave synchronization strategy was used in the great majority of cases due to its reliability and simplicity. Recently, with the wireless networks development, and with the increase of the operation frequency of integrated circuits, the decentralized clock distribution strategies are gaining importance. Consequently, fully connected clock distribution systems with nodes composed of phase-locked loops (PLLs) appear as a convenient engineering solution. In this work, the stability of the synchronous state of these networks is studied in two relevant situations: when the node filters are first-order lag-lead low-pass or when the node filters are second-order low-pass. For first-order filters, the synchronous state of the network shows to be stable for any number of nodes. For second-order filter, there is a superior limit for the number of nodes, depending on the PLL parameters. Copyright (C) 2009 Atila Madureira Bueno et al.

A STUDY OF PENALTY FORMULATIONS USED IN THE NUMERICAL APPROXIMATION OF A RADIALLY SYMMETRIC ELASTICITY PROBLEM

We consider a class of two-dimensional problems in classical linear elasticity for which material overlapping occurs in the absence of singularities. Of course, material overlapping is not physically realistic, and one possible way to prevent it uses a constrained minimization theory. In this theory, a minimization problem consists of minimizing the total potential energy of a linear elastic body subject to the constraint that the deformation field must be locally invertible. Here, we use an interior and an exterior penalty formulation of the minimization problem together with both a standard finite element method and classical nonlinear programming techniques to compute the minimizers. We compare both formulations by solving a plane problem numerically in the context of the constrained minimization theory. The problem has a closed-form solution, which is used to validate the numerical results. This solution is regular everywhere, including the boundary. In particular, we show numerical results which indicate that, for a fixed finite element mesh, the sequences of numerical solutions obtained with both the interior and the exterior penalty formulations converge to the same limit function as the penalization is enforced. This limit function yields an approximate deformation field to the plane problem that is locally invertible at all points in the domain. As the mesh is refined, this field converges to the exact solution of the plane problem.

Computationally efficient solution techniques for adsorption problems involving steep gradients in bidisperse particles

A piecewise uniform fitted mesh method turns out to be sufficient for the solution of a surprisingly wide variety of singularly perturbed problems involving steep gradients. The technique is applied to a model of adsorption in bidisperse solids for which two fitted mesh techniques, a fitted-mesh finite difference method (FMFDM) and fitted mesh collocation method (FMCM) are presented. A combination (FMCMD) of FMCM and the DASSL integration package is found to be most effective in solving the problems. Numerical solutions (FMFDM and FMCMD) were found to match the analytical solution when the adsorption isotherm is linear, even under conditions involving steep gradients for which global collocation fails. In particular, FMCMD is highly efficient for macropore diffusion control or micropore diffusion control. These techniques are simple and there is no limit on the range of the parameters. The techniques can be applied to a variety of adsorption and desorption problems in bidisperse solids with non-linear isotherm and for arbitrary particle geometry.

Difference equations associated with fully nonlinear boundary value problems for second order ordinary differential equations

We study the continuous problem y"=f(x,y,y'), xc[0,1], 0=G((y(0),y(1)),(y'(0), y'(1))), and its discrete approximation (y(k+1)-2y(k)+y(k-1))/h(2) =f(t(k), y(k), v(k)), k = 1,..., n-1, 0 = G((y(0), y(n)), (v(1), v(n))), where f and G = (g(0), g(1)) are continuous and fully nonlinear, h = 1/n, v(k) = (y(k) - y(k-1))/h, for k =1,..., n, and t(k) = kh, for k = 0,...,n. We assume there exist strict lower and strict upper solutions and impose additional conditions on f and G which are known to yield a priori bounds on, and to guarantee the existence of solutions of the continuous problem. We show that the discrete approximation also has solutions which approximate solutions of the continuous problem and converge to the solution of the continuous problem when it is unique, as the grid size goes to 0. Homotopy methods can be used to compute the solution of the discrete approximation. Our results were motivated by those of Gaines.

Virtual simulation of the postsurgical cosmetic outcome in patientswith pectus excavatum

Pectus excavatum is the most common congenital deformity of the anterior chest wall, in which several ribs and the sternum grow abnormally. Nowadays, the surgical correction is carried out in children and adults through Nuss technic. This technic has been shown to be safe with major drivers as cosmesis and the prevention of psychological problems and social stress. Nowadays, no application is known to predict the cosmetic outcome of the pectus excavatum surgical correction. Such tool could be used to help the surgeon and the patient in the moment of deciding the need for surgery correction. This work is a first step to predict postsurgical outcome in pectus excavatum surgery correction. Facing this goal, it was firstly determined a point cloud of the skin surface along the thoracic wall using Computed Tomography (before surgical correction) and the Polhemus FastSCAN (after the surgical correction). Then, a surface mesh was reconstructed from the two point clouds using a Radial Basis Function algorithm for further affine registration between the meshes. After registration, one studied the surgical correction influence area (SCIA) of the thoracic wall. This SCIA was used to train, test and validate artificial neural networks in order to predict the surgical outcome of pectus excavatum correction and to determine the degree of convergence of SCIA in different patients. Often, ANN did not converge to a satisfactory solution (each patient had its own deformity characteristics), thus invalidating the creation of a mathematical model capable of estimating, with satisfactory results, the postsurgical outcome

Mathematical modeling of pressurized system behaviour with entrapped air

The presence of entrapped air in pressurized hydraulic systems is considered a critical condition for the infrastructure security, due to the transient pressure enhancement related with its dynamic behaviour, similar to non-linear spring action. A mathematical model for the assessment of hydraulic transients resulting from rapid pressurizations, under referred condition is presented. Water movement was modeled through the elastic column theory considering a moving liquid boundary and the entrapped air pocket as lumped gas mass, where the acoustic effects are negligible. The method of characteristics was used to obtain the numerical solution of the liquid flow. The resulting model is applied to an experimental set-up having entrapped air in the top of a vertical pipe section and the numerical results are analyzed.

On a generalized Laguerre operational matrix of fractional integration

A new operationalmatrix of fractional integration of arbitrary order for generalized Laguerre polynomials is derived.The fractional integration is described in the Riemann-Liouville sense.This operational matrix is applied together with generalized Laguerre tau method for solving general linearmultitermfractional differential equations (FDEs).Themethod has the advantage of obtaining the solution in terms of the generalized Laguerre parameter. In addition, only a small dimension of generalized Laguerre operational matrix is needed to obtain a satisfactory result. Illustrative examples reveal that the proposedmethod is very effective and convenient for linear multiterm FDEs on a semi-infinite interval.

Factorization of elliptic boundary value problems by invariant embedding and application to overdetermined problems

Dissertação para obtenção do Grau de Doutor em Matemática