Numerical simulation of stochastic ordinary differential equations in biomathematical modelling

In this work we discuss the effects of white and coloured noise perturbations on the parameters of a mathematical model of bacteriophage infection introduced by Beretta and Kuang in [Math. Biosc. 149 (1998) 57]. We numerically simulate the strong solutions of the resulting systems of stochastic ordinary differential equations (SDEs), with respect to the global error, by means of numerical methods of both Euler-Taylor expansion and stochastic Runge-Kutta type.

An absolute method for the determination of surface tension of liquids using pendent drop profiles

Drop formation at conical tips which is of relevance to metallurgists is investigated based on the principle of minimization of free energy using the variational approach. The dimensionless governing equations for drop profiles are computer solved using the fourth order Runge-Kutta method. For different cone angles, the theoretical plots of XT and ZT vs their ratio, are statistically analyzed, where XT and ZT are the dimensionless x and z coordinates of the drop profile at a plane at the conical tip, perpendicular to the axis of symmetry. Based on the mathematical description of these curves, an absolute method has been proposed for the determination of surface tension of liquids, which is shown to be preferable in comparison with the earlier pendent-drop profile methods.

Fast Accurate Transient Stability Simulations

The paper describes a Simultaneous Implicit (SI) approach for transient stability simulations based on an iterative technique using traingularised admittance matrix [1]. The reduced saliency of generator in the subtransient state is taken advantage of to speed up the algorithm. Accordingly, generator differential equations, except rotor swing, contain voltage proportional to fluxes in the main field, dampers and a hypothetical winding representing deep flowing eddy currents, as state variables. The simulation results are validated by comparison with two independent methods viz. Runge-Kutta simulation for a simplified system and a method based on modelling damper windings using conventional induction motor theory.

A characteristic based numerical method with tracking for nonlinear wave equations

Many physical problems can be modeled by scalar, first-order, nonlinear, hyperbolic, partial differential equations (PDEs). The solutions to these PDEs often contain shock and rarefaction waves, where the solution becomes discontinuous or has a discontinuous derivative. One can encounter difficulties using traditional finite difference methods to solve these equations. In this paper, we introduce a numerical method for solving first-order scalar wave equations. The method involves solving ordinary differential equations (ODEs) to advance the solution along the characteristics and to propagate the characteristics in time. Shocks are created when characteristics cross, and the shocks are then propagated by applying analytical jump conditions. New characteristics are inserted in spreading rarefaction fans. New characteristics are also inserted when values on adjacent characteristics lie on opposite sides of an inflection point of a nonconvex flux function, Solutions along characteristics are propagated using a standard fourth-order Runge-Kutta ODE solver. Shocks waves are kept perfectly sharp. In addition, shock locations and velocities are determined without analyzing smeared profiles or taking numerical derivatives. In order to test the numerical method, we study analytically a particular class of nonlinear hyperbolic PDEs, deriving closed form solutions for certain special initial data. We also find bounded, smooth, self-similar solutions using group theoretic methods. The numerical method is validated against these analytical results. In addition, we compare the errors in our method with those using the Lax-Wendroff method for both convex and nonconvex flux functions. Finally, we apply the method to solve a PDE with a convex flux function describing the development of a thin liquid film on a horizontally rotating disk and a PDE with a nonconvex flux function, arising in a problem concerning flow in an underground reservoir.

Numerical simulation of axisymmetric unsteady incompressible flow by a vorticity-velocity method

A new numerical method for solving the axisymmetric unsteady incompressible Navier-Stokes equations using vorticity-velocity variables and a staggered grid is presented. The solution is advanced in time with an explicit two-stage Runge-Kutta method. At each stage a vector Poisson equation for velocity is solved. Some important aspects of staggering of the variable location, divergence-free correction to the velocity held by means of a suitably chosen scalar potential and numerical treatment of the vorticity boundary condition are examined. The axisymmetric spherical Couette flow between two concentric differentially rotating spheres is computed as an initial value problem. Comparison of the computational results using a staggered grid with those using a non-staggered grid shows that the staggered grid is superior to the non-staggered grid. The computed scenario of the transition from zero-vortex to two-vortex flow at moderate Reynolds number agrees with that simulated using a pseudospectral method, thus validating the temporal accuracy of our method.

Modelagem e avaliação comparativa dos métodos Luus-Jaakola e R2W aplicados na estimativa de parâmetros cinéticos de adsorção

As técnicas inversas têm sido usadas na determinação de parâmetros importantes envolvidos na concepção e desempenho de muitos processos industriais. A aplicação de métodos estocásticos tem aumentado nos últimos anos, demonstrando seu potencial no estudo e análise dos diferentes sistemas em aplicações de engenharia. As rotinas estocásticas são capazes de otimizar a solução em uma ampla gama de variáveis do domínio, sendo possível a determinação dos parâmetros de interesse simultaneamente. Neste trabalho foram adotados os métodos estocásticos Luus-Jaakola (LJ) e Random Restricted Window (R2W) na obtenção dos ótimos dos parâmetros cinéticos de adsorção no sistema de cromatografia em batelada, tendo por objetivo verificar qual método forneceria o melhor ajuste entre os resultados obtidos nas simulações computacionais e os dados experimentais. Este modelo foi resolvido empregando o método de Runge- Kutta de 4 ordem para a solução de equações diferenciais ordinárias.

Modelagem e simulação do escoamento imiscível em meios porosos fractais descritos pela equação de Kozeny-Carman Generalizada

O presente trabalho trata do escoamento bifásico em meios porosos heterogêneos de natureza fractal, onde os fluidos são considerados imiscíveis. Os meios porosos são modelados pela equação de Kozeny-Carman Generalizada (KCG), a qual relaciona a porosidade com a permeabilidade do meio através de uma nova lei de potência. Esta equação proposta por nós é capaz de generalizar diferentes modelos existentes na literatura e, portanto, é de uso mais geral. O simulador numérico desenvolvido aqui emprega métodos de diferenças finitas. A evolução temporal é baseada em um esquema de separação de operadores que segue a estratégia clássica chamada de IMPES. Assim, o campo de pressão é calculado implicitamente, enquanto que a equação da saturação da fase molhante é resolvida explicitamente em cada nível de tempo. O método de otimização denominado de DFSANE é utilizado para resolver a equação da pressão. Enfatizamos que o DFSANE nunca foi usado antes no contexto de simulação de reservatórios. Portanto, o seu uso aqui é sem precedentes. Para minimizar difusões numéricas, a equação da saturação é discretizada por um esquema do tipo "upwind", comumente empregado em simuladores numéricos para a recuperação de petróleo, o qual é resolvido explicitamente pelo método Runge-Kutta de quarta ordem. Os resultados das simulações são bastante satisfatórios. De fato, tais resultados mostram que o modelo KCG é capaz de gerar meios porosos heterogêneos, cujas características permitem a captura de fenômenos físicos que, geralmente, são de difícil acesso para muitos simuladores em diferenças finitas clássicas, como o chamado fenômeno de dedilhamento, que ocorre quando a razão de mobilidade (entre as fases fluidas) assume valores adversos. Em todas as simulações apresentadas aqui, consideramos que o problema imiscível é bidimensional, sendo, portanto, o meio poroso caracterizado por campos de permeabilidade e de porosidade definidos em regiões Euclideanas. No entanto, a teoria abordada neste trabalho não impõe restrições para sua aplicação aos problemas tridimensionais.

旋转轴对称弱各向异性介质模型的射线追踪方法

Ray tracing is a rapid and effective method for wave field calculation. Not only in the field of seismic-wave theory, but also in the field of seismic inversion and migration imaging,the seismic ray tracing method has become one of the most important methods. In anisotropic media, group velocity and phase velocity have different propagation directions. The seismic wave propagates along the direction of group velocity , it does not depend on the direction of phase velocity. Ray angle is a complex function with respect to phase angle, it is difficult to measure and calculate. But most rocks are weak anisotropic, so the expression of phase velocity can be simplified greatly. Based on the approximate expression of phase velocity this thesis for rotating axisymmetric weak anisotropic media deduces an expression of the partial derivative of phase velocity and an expression of group velocity with the method of linear approximation. This paper uses the fourth order Runge-Kutta method together with the two-dimensional interpolation and linear interpolation to obtain the parameters of the physical locations. At last the paths of seismic wave in rotating axisymmetric weak anisotropic media are computed. According to the analysis of the computational results, it indicates that the method developed in this paper has strong adaptability, high computational efficiency and high accuracy for rotating axisymmetric weak anisotropic media.

VSP克希霍夫法多波联合成像

Geophones being inside the well, VSP can record upgoing and downgoing P waves, upgoing and downgoing S waves simultaneously.Aiming at overcoming the shortages of the known VSP velocity tomography , attenuation tomography , inverse Q filtering and VSP image method , this article mainly do the following jobs:CD; I do the common-source-point raytracing by soving the raytracing equations with Runge-Kutta method, which can provide traveltime , raypath and amplitude for VSP velocity tomography , attenuation tomography and VSP multiwave migration.(D. The velocity distribution can be inversed from the difference between the computed traveltime and the observed traveltime of the VSP downgoing waves. I put forward two methods: A. VSP building-velocity tomography method that doesn't lie on the layered model from which we can derive the slowness of the grids' crunodes . B. deformable layer tomography method from which we can get the location of the interface if the layer's velocity is known..(3). On the basis of the velocity tomography , using the attenuation information shown by the VSP seismic wave , we can derive the attenuation distribution of the subsurface. I also present an algorithm to solve the inverse Q filtering problem directly and accurately from the Q modeling equation . Numerical results presented have shown that our algorithm gives reliable results . ?. According to the theory that the transformed point is the point where the four kinds of wave come into being , and where the stacked energy will be the largest than at other points . This article presents a VSP multiwave Kirchhoff migration method . Application on synthetic examples and field seismic records have shown that the algorithm gives reliable results . (5). When the location of the interface is determined and the velocity of the P wave and S wave is known , we can obtain the transmittivity and reflection coefficient 5 thereby we can gain the elastic parameters . This method is also put into use derive good result.Above all, application on models and field seismic records show that the method mentioned above is efficient and accurate .

高斯束偏移的方法及应用

Gaussian beam is the asymptotic solution of wave equation concentred at the central ray. The Gaussian beam ray tracing method has many advantages over ray tracing method. Because of the prevalence of multipath and caustics in complex media, Kirchhoff migration usually can not get satisfactory images, but Gaussian beam migration can get better results.The Runge-Kutta method is used to carry out the raytracing, and the wavefront construction method is used to calculate the multipath wavefield. In this thesis, a new method to determine the starting point and initial direction of a new ray is proposed take advantage of the radius of curvature calculated by dynamic ray tracing method.The propagation characters of Gaussian beam in complex media are investigated. When Gaussian beam is used to calculate the Green function, the wave field near the source was decomposed in Gaussian beam in different direction, then the wave field at a point is the superposition of individual Gaussian beams.Migration aperture is the key factor for Kirchhoff migration. In this thesis, the criterion for the choice of optimum aperture is discussed taking advantage of stationary phase analysis. Two equivalent methods are proposed, but the second is more preferable.Gaussian beam migration based on dip scanning and its procedure are developed. Take advantage of the travel time, amplitude, and takeoff angle calculated by Gaussian beam method, the migration is accomplished.Using the proposed migration method, I carry out the numerical calculation of simple theoretical model, Marmousi model and field data, and compare the results with that of Kirchhoff migration. The comparison shows that the new Gaussian beam migration method can get a better result over Kirchhoff migration, with fewer migration noise and clearer image at complex structures.

Analysis of multirate behavior in electronic systems

Esta tese insere-se na área da simulação de circuitos de RF e microondas, e visa o estudo de ferramentas computacionais inovadoras que consigam simular, de forma eficiente, circuitos não lineares e muito heterogéneos, contendo uma estrutura combinada de blocos analógicos de RF e de banda base e blocos digitais, a operar em múltiplas escalas de tempo. Os métodos numéricos propostos nesta tese baseiam-se em estratégias multi-dimensionais, as quais usam múltiplas variáveis temporais definidas em domínios de tempo deformados e não deformados, para lidar, de forma eficaz, com as disparidades existentes entre as diversas escalas de tempo. De modo a poder tirar proveito dos diferentes ritmos de evolução temporal existentes entre correntes e tensões com variação muito rápida (variáveis de estado activas) e correntes e tensões com variação lenta (variáveis de estado latentes), são utilizadas algumas técnicas numéricas avançadas para operar dentro dos espaços multi-dimensionais, como, por exemplo, os algoritmos multi-ritmo de Runge-Kutta, ou o método das linhas. São também apresentadas algumas estratégias de partição dos circuitos, as quais permitem dividir um circuito em sub-circuitos de uma forma completamente automática, em função dos ritmos de evolução das suas variáveis de estado. Para problemas acentuadamente não lineares, são propostos vários métodos inovadores de simulação a operar estritamente no domínio do tempo. Para problemas com não linearidades moderadas é proposto um novo método híbrido frequência-tempo, baseado numa combinação entre a integração passo a passo unidimensional e o método seguidor de envolvente com balanço harmónico. O desempenho dos métodos é testado na simulação de alguns exemplos ilustrativos, com resultados bastante promissores. Uma análise comparativa entre os métodos agora propostos e os métodos actualmente existentes para simulação RF, revela ganhos consideráveis em termos de rapidez de computação.

Numerical analyses of Runge–Kutta implicit–explicit schemes for horizontally explicit, vertically implicit solutions of atmospheric models

With the prospect of exascale computing, computational methods requiring only local data become especially attractive. Consequently, the typical domain decomposition of atmospheric models means horizontally-explicit vertically-implicit (HEVI) time-stepping schemes warrant further attention. In this analysis, Runge-Kutta implicit-explicit schemes from the literature are analysed for their stability and accuracy using a von Neumann stability analysis of two linear systems. Attention is paid to the numerical phase to indicate the behaviour of phase and group velocities. Where the analysis is tractable, analytically derived expressions are considered. For more complicated cases, amplification factors have been numerically generated and the associated amplitudes and phase diagnosed. Analysis of a system describing acoustic waves has necessitated attributing the three resultant eigenvalues to the three physical modes of the system. To do so, a series of algorithms has been devised to track the eigenvalues across the frequency space. The result enables analysis of whether the schemes exactly preserve the non-divergent mode; and whether there is evidence of spurious reversal in the direction of group velocities or asymmetry in the damping for the pair of acoustic modes. Frequency ranges that span next-generation high-resolution weather models to coarse-resolution climate models are considered; and a comparison is made of errors accumulated from multiple stability-constrained shorter time-steps from the HEVI scheme with a single integration from a fully implicit scheme over the same time interval. Two schemes, “Trap2(2,3,2)” and “UJ3(1,3,2)”, both already used in atmospheric models, are identified as offering consistently good stability and representation of phase across all the analyses. Furthermore, according to a simple measure of computational cost, “Trap2(2,3,2)” is the least expensive.

Numerical study of the atmospheric flow over a coastal cliff

This work presents a numerical method suitable for the study of the development of internal boundary layers (IBL) and their characteristics for flows over various types of coastal cliffs. The IBL is an important meteorological occurrence for flows with surface roughness and topographical step changes. A two-dimensional flow program was used for this study. The governing equations were written using the vorticity-velocity formulation. The spatial derivatives were discretized by high-order compact finite differences schemes. The time integration was performed with a low storage fourth-order Runge-Kutta scheme. The coastal cliff (step) was specified through an immersed boundary method. The validation of the code was done by comparison of the results with experimental and observational data. The numerical simulations were carried out for different coastal cliff heights and inclinations. The results show that the predominant factors for the height of the IBL and its characteristics are the upstream velocity, and the height and form (inclination) of the coastal cliff. Copyright (C) 2010 John Wiley & Sons, Ltd.

Métodos numéricos para resolução de equações diferenciais ordinárias lineares baseados em interpolação por spline

In this work we have elaborated a spline-based method of solution of inicial value problems involving ordinary differential equations, with emphasis on linear equations. The method can be seen as an alternative for the traditional solvers such as Runge-Kutta, and avoids root calculations in the linear time invariant case. The method is then applied on a central problem of control theory, namely, the step response problem for linear EDOs with possibly varying coefficients, where root calculations do not apply. We have implemented an efficient algorithm which uses exclusively matrix-vector operations. The working interval (till the settling time) was determined through a calculation of the least stable mode using a modified power method. Several variants of the method have been compared by simulation. For general linear problems with fine grid, the proposed method compares favorably with the Euler method. In the time invariant case, where the alternative is root calculation, we have indications that the proposed method is competitive for equations of sifficiently high order.

Modelo dinâmico da coluna lombar humana, com solicitação de esforço postero-anterior: análise com rigidez viscoelástica não linear

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