Approximating fractional derivatives in the perspective of system control

The theory of fractional calculus goes back to the beginning of the theory of differential calculus, but its application received attention only recently. In the area of automatic control some work was developed, but the proposed algorithms are still in a research stage. This paper discusses a novel method, with two degrees of freedom, for the design of fractional discrete-time derivatives. The performance of several approximations of fractional derivatives is investigated in the perspective of nonlinear system control.

Time domain design of fractional differintegrators using least-squares

In this paper we propose the use of the least-squares based methods for obtaining digital rational approximations (IIR filters) to fractional-order integrators and differentiators of type sα, α∈R. Adoption of the Padé, Prony and Shanks techniques is suggested. These techniques are usually applied in the signal modeling of deterministic signals. These methods yield suboptimal solutions to the problem which only requires finding the solution of a set of linear equations. The results reveal that the least-squares approach gives similar or superior approximations in comparison with other widely used methods. Their effectiveness is illustrated, both in the time and frequency domains, as well in the fractional differintegration of some standard time domain functions.

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.

POST-PROCESSING TECHNIQUES SUITABILITY FOR MESOLEVEL FREE BOUNDARY FLOWS

Reliable flow simulation software is inevitable to determine an optimal injection strategy in Liquid Composite Molding processes. Several methodologies can be implemented into standard software in order to reduce CPU time. Post-processing techniques might be one of them. Post-processing a finite element solution is a well-known procedure, which consists in a recalculation of the originally obtained quantities such that the rate of convergence increases without the need for expensive remeshing techniques. Post-processing is especially effective in problems where better accuracy is required for derivatives of nodal variables in regions where Dirichlet essential boundary condition is imposed strongly. In previous works influence of smoothness of non-homogeneous Dirichlet condition, imposed on smooth front was examined. However, usually quite a non-smooth boundary is obtained at each time step of the infiltration process due to discretization. Then direct application of post-processing techniques does not improve final results as expected. The new contribution of this paper lies in improvement of the standard methodology. Improved results clearly show that the recalculated flow front is closer to the ”exact” one, is smoother that the previous one and it improves local disturbances of the “exact” solution.

Exploiting the bin-class histograms for feature selection on discrete data

In machine learning and pattern recognition tasks, the use of feature discretization techniques may have several advantages. The discretized features may hold enough information for the learning task at hand, while ignoring minor fluctuations that are irrelevant or harmful for that task. The discretized features have more compact representations that may yield both better accuracy and lower training time, as compared to the use of the original features. However, in many cases, mainly with medium and high-dimensional data, the large number of features usually implies that there is some redundancy among them. Thus, we may further apply feature selection (FS) techniques on the discrete data, keeping the most relevant features, while discarding the irrelevant and redundant ones. In this paper, we propose relevance and redundancy criteria for supervised feature selection techniques on discrete data. These criteria are applied to the bin-class histograms of the discrete features. The experimental results, on public benchmark data, show that the proposed criteria can achieve better accuracy than widely used relevance and redundancy criteria, such as mutual information and the Fisher ratio.

Modelos de previsão de produção para centrais mini-hídricas

O constante crescimento dos produtores em regime especial aliado à descentralização dos pontos injetores na rede, tem permitido uma redução da importação de energia mas também tem acarretado maiores problemas para a gestão da rede. Estes problemas estão relacionados com o facto da produção estar dependente das condições climatéricas, como é o caso dos produtores eólicos, hídricos e solares. A previsão da energia produzida em função da previsão das condições climatéricas tem sido alvo de atenção por parte da comunidade empresarial do setor, pelo facto de existir modelos razoáveis para a previsão das condições climatéricas a curto prazo, e até a longo prazo. Este trabalho trata, em concreto, do problema da previsão de produção em centrais mini-hídricas, apresentando duas propostas para essa previsão. Em ambas as propostas efetua-se inicialmente a previsão do caudal que chega à central, sendo esta depois convertida em potência que é injetada na rede. Para a previsão do caudal utilizaram-se dois métodos estatísticos: o método Holt-Winters e os modelos ARMAX. Os dois modelos de previsão propostos consideram um horizonte temporal de uma semana, com discretização horária, para uma central no norte de Portugal, designadamente a central de Penide. O trabalho também contempla um pequeno estudo da bibliografia existente tanto para a previsão da produção como de afluências de centrais hidroelétricas. Aborda, ainda, conceitos relacionados com as mini-hídricas e apresenta uma caraterização do parque de centrais mini-hídricas em Portugal.

Modelling and analysis of a production plant for low density polyethylene

Dynamic model, tubular reactor, polyethylene, LDPE, discretization, simulation, sensitivity analysis, nonlinear analysis

Analysis of a finite volume element method for the Stokes problem

In this paper we propose a stabilized conforming finite volume element method for the Stokes equations. On stating the convergence of the method, optimal a priori error estimates in different norms are obtained by establishing the adequate connection between the finite volume and stabilized finite element formulations. A superconvergence result is also derived by using a postprocessing projection method. In particular, the stabilization of the continuous lowest equal order pair finite volume element discretization is achieved by enriching the velocity space with local functions that do not necessarily vanish on the element boundaries. Finally, some numerical experiments that confirm the predicted behavior of the method are provided.

Orthotropic active strain models for the numerical simulation of cardiac biomechanics

An active strain formulation for orthotropic constitutive laws arising in cardiac mechanics modeling is introduced and studied. The passive mechanical properties of the tissue are described by the Holzapfel-Ogden relation. In the active strain formulation, the Euler-Lagrange equations for minimizing the total energy are written in terms of active and passive deformation factors, where the active part is assumed to depend, at the cell level, on the electrodynamics and on the specific orientation of the cardiac cells. The well-posedness of the linear system derived from a generic Newton iteration of the original problem is analyzed and different mechanical activation functions are considered. In addition, the active strain formulation is compared with the classical active stress formulation from both numerical and modeling perspectives. Taylor-Hood and MINI finite elements are employed to discretize the mechanical problem. The results of several numerical experiments show that the proposed formulation is mathematically consistent and is able to represent the main key features of the phenomenon, while allowing savings in computational costs.

Methodology for studying the numerical speed of sound in finite differences schemes

The space and time discretization inherent to all FDTD schemesintroduce non-physical dispersion errors, i.e. deviations ofthe speed of sound from the theoretical value predicted bythe governing Euler differential equations. A generalmethodologyfor computing this dispersion error via straightforwardnumerical simulations of the FDTD schemes is presented.The method is shown to provide remarkable accuraciesof the order of 1/1000 in a wide variety of twodimensionalfinite difference schemes.

A pseudo-spectral method for the simulation of poro-elastic seismic wave propagation in 2D polar coordinates using domain decomposition

We present a novel numerical approach for the comprehensive, flexible, and accurate simulation of poro-elastic wave propagation in 2D polar coordinates. An important application of this method and its extensions will be the modeling of complex seismic wave phenomena in fluid-filled boreholes, which represents a major, and as of yet largely unresolved, computational problem in exploration geophysics. In view of this, we consider a numerical mesh, which can be arbitrarily heterogeneous, consisting of two or more concentric rings representing the fluid in the center and the surrounding porous medium. The spatial discretization is based on a Chebyshev expansion in the radial direction and a Fourier expansion in the azimuthal direction and a Runge-Kutta integration scheme for the time evolution. A domain decomposition method is used to match the fluid-solid boundary conditions based on the method of characteristics. This multi-domain approach allows for significant reductions of the number of grid points in the azimuthal direction for the inner grid domain and thus for corresponding increases of the time step and enhancements of computational efficiency. The viability and accuracy of the proposed method has been rigorously tested and verified through comparisons with analytical solutions as well as with the results obtained with a corresponding, previously published, and independently bench-marked solution for 2D Cartesian coordinates. Finally, the proposed numerical solution also satisfies the reciprocity theorem, which indicates that the inherent singularity associated with the origin of the polar coordinate system is adequately handled.

A pseudo-spectral method for simulating of poro-elastic seismic wave propagation in complex borehole environments

We present a novel numerical approach for the comprehensive, flexible, and accurate simulation of poro-elastic wave propagation in cylindrical coordinates. An important application of this method is the modeling of complex seismic wave phenomena in fluid-filled boreholes, which represents a major, and as of yet largely unresolved, computational problem in exploration geophysics. In view of this, we consider a numerical mesh consisting of three concentric domains representing the borehole fluid in the center, the borehole casing and the surrounding porous formation. The spatial discretization is based on a Chebyshev expansion in the radial direction, Fourier expansions in the other directions, and a Runge-Kutta integration scheme for the time evolution. A domain decomposition method based on the method of characteristics is used to match the boundary conditions at the fluid/porous-solid and porous-solid/porous-solid interfaces. The viability and accuracy of the proposed method has been tested and verified in 2D polar coordinates through comparisons with analytical solutions as well as with the results obtained with a corresponding, previously published, and independently benchmarked solution for 2D Cartesian coordinates. The proposed numerical solution also satisfies the reciprocity theorem, which indicates that the inherent singularity associated with the origin of the polar coordinate system is handled adequately.

A fully adaptive numerical approximation for a two-dimensional epidemic model with nonlinear cross-diffusion

An epidemic model is formulated by a reactionâeuro"diffusion system where the spatial pattern formation is driven by cross-diffusion. The reaction terms describe the local dynamics of susceptible and infected species, whereas the diffusion terms account for the spatial distribution dynamics. For both self-diffusion and cross-diffusion, nonlinear constitutive assumptions are suggested. To simulate the pattern formation two finite volume formulations are proposed, which employ a conservative and a non-conservative discretization, respectively. An efficient simulation is obtained by a fully adaptive multiresolution strategy. Numerical examples illustrate the impact of the cross-diffusion on the pattern formation.

On some numerical aspects of an active strain model in cardiac mechanics

We are interested in the development, implementation and testing of an orthotropic model for cardiac contraction based on an active strain decomposition. Our model addresses the coupling of a transversely isotropic mechanical description at the cell level, with an orthotropic constitutive law for incompressible tissue at the macroscopic level. The main differences with the active stress model are addressed in detail, and a finite element discretization using Taylor-Hood and MINI elements is proposed and illustrated with numerical examples.

Multiscale descriptions of density-driven flow instabilities in porous media

Les instabilités engendrées par des gradients de densité interviennent dans une variété d'écoulements. Un exemple est celui de la séquestration géologique du dioxyde de carbone en milieux poreux. Ce gaz est injecté à haute pression dans des aquifères salines et profondes. La différence de densité entre la saumure saturée en CO2 dissous et la saumure environnante induit des courants favorables qui le transportent vers les couches géologiques profondes. Les gradients de densité peuvent aussi être la cause du transport indésirable de matières toxiques, ce qui peut éventuellement conduire à la pollution des sols et des eaux. La gamme d'échelles intervenant dans ce type de phénomènes est très large. Elle s'étend de l'échelle poreuse où les phénomènes de croissance des instabilités s'opèrent, jusqu'à l'échelle des aquifères à laquelle interviennent les phénomènes à temps long. Une reproduction fiable de la physique par la simulation numérique demeure donc un défi en raison du caractère multi-échelles aussi bien au niveau spatial et temporel de ces phénomènes. Il requiert donc le développement d'algorithmes performants et l'utilisation d'outils de calculs modernes. En conjugaison avec les méthodes de résolution itératives, les méthodes multi-échelles permettent de résoudre les grands systèmes d'équations algébriques de manière efficace. Ces méthodes ont été introduites comme méthodes d'upscaling et de downscaling pour la simulation d'écoulements en milieux poreux afin de traiter de fortes hétérogénéités du champ de perméabilité. Le principe repose sur l'utilisation parallèle de deux maillages, le premier est choisi en fonction de la résolution du champ de perméabilité (grille fine), alors que le second (grille grossière) est utilisé pour approximer le problème fin à moindre coût. La qualité de la solution multi-échelles peut être améliorée de manière itérative pour empêcher des erreurs trop importantes si le champ de perméabilité est complexe. Les méthodes adaptatives qui restreignent les procédures de mise à jour aux régions à forts gradients permettent de limiter les coûts de calculs additionnels. Dans le cas d'instabilités induites par des gradients de densité, l'échelle des phénomènes varie au cours du temps. En conséquence, des méthodes multi-échelles adaptatives sont requises pour tenir compte de cette dynamique. L'objectif de cette thèse est de développer des algorithmes multi-échelles adaptatifs et efficaces pour la simulation des instabilités induites par des gradients de densité. Pour cela, nous nous basons sur la méthode des volumes finis multi-échelles (MsFV) qui offre l'avantage de résoudre les phénomènes de transport tout en conservant la masse de manière exacte. Dans la première partie, nous pouvons démontrer que les approximations de la méthode MsFV engendrent des phénomènes de digitation non-physiques dont la suppression requiert des opérations de correction itératives. Les coûts de calculs additionnels de ces opérations peuvent toutefois être compensés par des méthodes adaptatives. Nous proposons aussi l'utilisation de la méthode MsFV comme méthode de downscaling: la grille grossière étant utilisée dans les zones où l'écoulement est relativement homogène alors que la grille plus fine est utilisée pour résoudre les forts gradients. Dans la seconde partie, la méthode multi-échelle est étendue à un nombre arbitraire de niveaux. Nous prouvons que la méthode généralisée est performante pour la résolution de grands systèmes d'équations algébriques. Dans la dernière partie, nous focalisons notre étude sur les échelles qui déterminent l'évolution des instabilités engendrées par des gradients de densité. L'identification de la structure locale ainsi que globale de l'écoulement permet de procéder à un upscaling des instabilités à temps long alors que les structures à petite échelle sont conservées lors du déclenchement de l'instabilité. Les résultats présentés dans ce travail permettent d'étendre les connaissances des méthodes MsFV et offrent des formulations multi-échelles efficaces pour la simulation des instabilités engendrées par des gradients de densité. - Density-driven instabilities in porous media are of interest for a wide range of applications, for instance, for geological sequestration of CO2, during which CO2 is injected at high pressure into deep saline aquifers. Due to the density difference between the C02-saturated brine and the surrounding brine, a downward migration of CO2 into deeper regions, where the risk of leakage is reduced, takes place. Similarly, undesired spontaneous mobilization of potentially hazardous substances that might endanger groundwater quality can be triggered by density differences. Over the last years, these effects have been investigated with the help of numerical groundwater models. Major challenges in simulating density-driven instabilities arise from the different scales of interest involved, i.e., the scale at which instabilities are triggered and the aquifer scale over which long-term processes take place. An accurate numerical reproduction is possible, only if the finest scale is captured. For large aquifers, this leads to problems with a large number of unknowns. Advanced numerical methods are required to efficiently solve these problems with today's available computational resources. Beside efficient iterative solvers, multiscale methods are available to solve large numerical systems. Originally, multiscale methods have been developed as upscaling-downscaling techniques to resolve strong permeability contrasts. In this case, two static grids are used: one is chosen with respect to the resolution of the permeability field (fine grid); the other (coarse grid) is used to approximate the fine-scale problem at low computational costs. The quality of the multiscale solution can be iteratively improved to avoid large errors in case of complex permeability structures. Adaptive formulations, which restrict the iterative update to domains with large gradients, enable limiting the additional computational costs of the iterations. In case of density-driven instabilities, additional spatial scales appear which change with time. Flexible adaptive methods are required to account for these emerging dynamic scales. The objective of this work is to develop an adaptive multiscale formulation for the efficient and accurate simulation of density-driven instabilities. We consider the Multiscale Finite-Volume (MsFV) method, which is well suited for simulations including the solution of transport problems as it guarantees a conservative velocity field. In the first part of this thesis, we investigate the applicability of the standard MsFV method to density- driven flow problems. We demonstrate that approximations in MsFV may trigger unphysical fingers and iterative corrections are necessary. Adaptive formulations (e.g., limiting a refined solution to domains with large concentration gradients where fingers form) can be used to balance the extra costs. We also propose to use the MsFV method as downscaling technique: the coarse discretization is used in areas without significant change in the flow field whereas the problem is refined in the zones of interest. This enables accounting for the dynamic change in scales of density-driven instabilities. In the second part of the thesis the MsFV algorithm, which originally employs one coarse level, is extended to an arbitrary number of coarse levels. We prove that this keeps the MsFV method efficient for problems with a large number of unknowns. In the last part of this thesis, we focus on the scales that control the evolution of density fingers. The identification of local and global flow patterns allows a coarse description at late times while conserving fine-scale details during onset stage. Results presented in this work advance the understanding of the Multiscale Finite-Volume method and offer efficient dynamic multiscale formulations to simulate density-driven instabilities. - Les nappes phréatiques caractérisées par des structures poreuses et des fractures très perméables représentent un intérêt particulier pour les hydrogéologues et ingénieurs environnementaux. Dans ces milieux, une large variété d'écoulements peut être observée. Les plus communs sont le transport de contaminants par les eaux souterraines, le transport réactif ou l'écoulement simultané de plusieurs phases non miscibles, comme le pétrole et l'eau. L'échelle qui caractérise ces écoulements est définie par l'interaction de l'hétérogénéité géologique et des processus physiques. Un fluide au repos dans l'espace interstitiel d'un milieu poreux peut être déstabilisé par des gradients de densité. Ils peuvent être induits par des changements locaux de température ou par dissolution d'un composé chimique. Les instabilités engendrées par des gradients de densité revêtent un intérêt particulier puisque qu'elles peuvent éventuellement compromettre la qualité des eaux. Un exemple frappant est la salinisation de l'eau douce dans les nappes phréatiques par pénétration d'eau salée plus dense dans les régions profondes. Dans le cas des écoulements gouvernés par les gradients de densité, les échelles caractéristiques de l'écoulement s'étendent de l'échelle poreuse où les phénomènes de croissance des instabilités s'opèrent, jusqu'à l'échelle des aquifères sur laquelle interviennent les phénomènes à temps long. Etant donné que les investigations in-situ sont pratiquement impossibles, les modèles numériques sont utilisés pour prédire et évaluer les risques liés aux instabilités engendrées par les gradients de densité. Une description correcte de ces phénomènes repose sur la description de toutes les échelles de l'écoulement dont la gamme peut s'étendre sur huit à dix ordres de grandeur dans le cas de grands aquifères. Il en résulte des problèmes numériques de grande taille qui sont très couteux à résoudre. Des schémas numériques sophistiqués sont donc nécessaires pour effectuer des simulations précises d'instabilités hydro-dynamiques à grande échelle. Dans ce travail, nous présentons différentes méthodes numériques qui permettent de simuler efficacement et avec précision les instabilités dues aux gradients de densité. Ces nouvelles méthodes sont basées sur les volumes finis multi-échelles. L'idée est de projeter le problème original à une échelle plus grande où il est moins coûteux à résoudre puis de relever la solution grossière vers l'échelle de départ. Cette technique est particulièrement adaptée pour résoudre des problèmes où une large gamme d'échelle intervient et évolue de manière spatio-temporelle. Ceci permet de réduire les coûts de calculs en limitant la description détaillée du problème aux régions qui contiennent un front de concentration mobile. Les aboutissements sont illustrés par la simulation de phénomènes tels que l'intrusion d'eau salée ou la séquestration de dioxyde de carbone.