Estimation de la direction d'arrivée d'échos sonores à large bande noyés dans le signal direct

Ce mémoire présente deux algorithmes qui ont pour but d’améliorer la précision de l’estimation de la direction d’arrivée de sources sonores et de leurs échos. Le premier algorithme, qui s’appelle la méthode par élimination des sources, permet d’améliorer l’estimation de la direction d’arrivée d’échos qui sont noyés dans le bruit. Le second, qui s’appelle Multiple Signal Classification à focalisation de phase, utilise l’information dans la phase à chaque fréquence pour déterminer la direction d’arrivée de sources à large bande. La combinaison de ces deux algorithmes permet de localiser des échos dont la puissance est de -17 dB par rapport à la source principale, jusqu’à un rapport échoà- bruit de -15 dB. Ce mémoire présente aussi des mesures expérimentales qui viennent confirmer les résultats obtenus lors de simulations.

The parallel solution of early-exercise Asian options with stochastic volatility

This paper describes an parallel semi-Lagrangian finite difference approach to the pricing of early exercise Asian Options on assets with a stochastic volatility. A multigrid procedure is described for the fast iterative solution of the discrete linear complementarity problems that result. The accuracy and performance of this approach is improved considerably by a strike-price related analytic transformation of asset prices. Asian options are contingent claims with payoffs that depend on the average price of an asset over some time interval. The payoff may depend on this average and a fixed strike price (Fixed Strike Asians) or it may depend on the average and the asset price (Floating Strike Asians). The option may also permit early exercise (American contract) or confine the holder to a fixed exercise date (European contract). The Fixed Strike Asian with early exercise is considered here where continuous arithmetic averaging has been used. Pricing such an option where the asset price has a stochastic volatility leads to the requirement to solve a tri-variate partial differential inequation in the three state variables of asset price, average price and volatility (or equivalently, variance). The similarity transformations [6] used with Floating Strike Asian options to reduce the dimensionality of the problem are not applicable to Fixed Strikes and so the numerical solution of a tri-variate problem is necessary. The computational challenge is to provide accurate solutions sufficiently quickly to support realtime trading activities at a reasonable cost in terms of hardware requirements.

A computerized tomography scan method for calculating the hernia sac and abdominal cavity volume in complex large incisional hernia with loss of domain

Preoperative progressive pneumoperitoneum (PPP) is a safe and effective procedure in the treatment of large incisional hernia (size > 10 cm in width or length) with loss of domain (LIHLD). There is no consensus in the literature on the amount of gas that must be insufflated in a PPP program or even how long it should be maintained. We describe a technique for calculating the hernia sac volume (HSV) and abdominal cavity volume (ACV) based on abdominal computerized tomography (ACT) scanning that eliminates the need for subjective criteria for inclusion in a PPP program and shows the amount of gas that must be insufflated into the abdominal cavity in the PPP program. Our technique is indicated for all patients with large or recurrent incisional hernias evaluated by a senior surgeon with suspected LIHLD. We reviewed our experience from 2001 to 2008 of 23 consecutive hernia surgical procedures of LIHLD undergoing preoperative evaluation with CT scanning and PPP. An ACT was required in all patients with suspected LIHLD in order to determine HSV and ACV. The PPP was performed only if the volume ratio HSV/ACV (VR = HSV/ACV) was a parts per thousand yen25% (VR a parts per thousand yen 25%). We have performed this procedure on 23 patients, with a mean age of 55.6 years (range 31-83). There were 16 women and 7 men with an average age of 55.6 years (range 31-83), and a mean BMI of 38.5 kg/m(2) (range 23-55.2). Almost all patients (21 of 23 patients-91.30%) were overweight; 43.5% (10 patients) were severely obese (obese class III). The mean calculated volumes for ACV and HSV were 9,410 ml (range 6,060-19,230 ml) and 4,500 ml (range 1,850-6,600 ml), respectively. The PPP is performed by permanent catheter placed in a minor surgical procedure. The total amount of CO(2) insufflated ranged from 2,000 to 7,000 ml (mean 4,000 ml). Patients required a mean of 10 PPP sessions (range 4-18) to achieve the desired volume of gas (that is the same volume that was calculated for the hernia sac). Since PPP sessions were performed once a day, 4-18 days were needed for preoperative preparation with PPP. The mean VR was 36% (ranged from 26 to 73%). We conclude that ACT provides objective data for volume calculation of both hernia sac and abdominal cavity and also for estimation of the volume of gas that should be insufflated into the abdominal cavity in PPP.

A high definition, finite difference time domain method

A high definition, finite difference time domain (HD-FDTD) method is presented in this paper. This new method allows the FDTD method to be efficiently applied over a very large frequency range including low frequencies, which are problematic for conventional FDTD methods. In the method, no alterations to the properties of either the source or the transmission media are required. The method is essentially frequency independent and has been verified against analytical solutions within the frequency range 50 Hz-1 GHz. As an example of the lower frequency range, the method has been applied to the problem of induced eddy currents in the human body resulting from the pulsed magnetic field gradients of an MRI system. The new method only requires approximately 0.3% of the source period to obtain an accurate solution. (C) 2003 Elsevier Science Inc. All rights reserved.

A time-domain method for the analysis of thermal impedance response preserving the convolution form

The study of the thermal behavior of complex packages as multichip modules (MCM¿s) is usually carried out by measuring the so-called thermal impedance response, that is: the transient temperature after a power step. From the analysis of this signal, the thermal frequency response can be estimated, and consequently, compact thermal models may be extracted. We present a method to obtain an estimate of the time constant distribution underlying the observed transient. The method is based on an iterative deconvolution that produces an approximation to the time constant spectrum while preserving a convenient convolution form. This method is applied to the obtained thermal response of a microstructure as analyzed by finite element method as well as to the measured thermal response of a transistor array integrated circuit (IC) in a SMD package.

Be-Fe coupled method for the analysis of 3D elastodynamic problems in the time domain

By coupling the Boundary Element Method (BEM) and the Finite Element Method (FEM) an algorithm that combines the advantages of both numerical processes is developed. The main aim of the work concerns the time domain analysis of general three-dimensional wave propagation problems in elastic media. In addition, mathematical and numerical aspects of the related BE-, FE- and BE/FE-formulations are discussed. The coupling algorithm allows investigations of elastodynamic problems with a BE- and a FE-subdomain. In order to observe the performance of the coupling algorithm two problems are solved and their results compared to other numerical solutions.

A frequency-domain pseudo-force method for dynamic structural analysis nonlinear systems and nonproportional damping

A frequency-domain method for nonlinear analysis of structural systems with viscous, hysteretic, nonproportional and frequency-dependent damping is presented. The nonlinear effects and nonproportional damping are considered through pseudo-force terms. The modal coordinates uncoupled equations are iteratively solved. The treatment of initial conditions in the frequency domain which is necessary for the treatment of the uncoupled equations is initially adressed.

Elimination of collaborative inhibition effect using the Method of Loci

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The point source method for inverse scattering in the time domain

Many recent inverse scattering techniques have been designed for single frequency scattered fields in the frequency domain. In practice, however, the data is collected in the time domain. Frequency domain inverse scattering algorithms obviously apply to time-harmonic scattering, or nearly time-harmonic scattering, through application of the Fourier transform. Fourier transform techniques can also be applied to non-time-harmonic scattering from pulses. Our goal here is twofold: first, to establish conditions on the time-dependent waves that provide a correspondence between time domain and frequency domain inverse scattering via Fourier transforms without recourse to the conventional limiting amplitude principle; secondly, we apply the analysis in the first part of this work toward the extension of a particular scattering technique, namely the point source method, to scattering from the requisite pulses. Numerical examples illustrate the method and suggest that reconstructions from admissible pulses deliver superior reconstructions compared to straight averaging of multi-frequency data. Copyright (C) 2006 John Wiley & Sons, Ltd.

The application of Prony’s method to time-domain waveform data modeling in the presence of noise

In this paper,the Prony's method is applied to the time-domain waveform data modelling in the presence of noise.The following three problems encountered in this work are studied:(1)determination of the order of waveform;(2)de-termination of numbers of multiple roots;(3)determination of the residues.The methods of solving these problems are given and simulated on the computer.Finally,an output pulse of model PG-10N signal generator and the distorted waveform obtained by transmitting the pulse above mentioned through a piece of coaxial cable are modelled,and satisfactory results are obtained.So the effectiveness of Prony's method in waveform data modelling in the presence of noise is confirmed.

Quality Assessment and Enhancement Method for high-resolution Fourier-Domain OCT Imaging of Retina Laser Lesions

We present an image quality assessment and enhancement method for high-resolution Fourier-Domain OCT imaging like in sub-threshold retina therapy. A Maximum-Likelihood deconvolution algorithm as well as a histogram-based quality assessment method are evaluated.

A time-domain finite element method for seakeeping and wave resistance problems

El objetivo de la tesis es la investigación de algoritmos numéricos para el desarrollo de herramientas numéricas para la simulación de problemas tanto de comportamiento en la mar como de resistencia al avance de buques y estructuras flotantes. La primera herramienta desarrollada resuelve el problema de difracción y radiación de olas. Se basan en el método de los elementos finitos (MEF) para la resolución de la ecuación de Laplace, así como en esquemas basados en MEF, integración a lo largo de líneas de corriente, y en diferencias finitas desarrollados para la condición de superficie libre. Se han desarrollado herramientas numéricas para la resolución de la dinámica de sólido rígido en sistemas multicuerpos con ligaduras. Estas herramientas han sido integradas junto con la herramienta de resolución de olas difractadas y radiadas para la resolución de problemas de interacción de cuerpos con olas. También se han diseñado algoritmos de acoplamientos con otras herramientas numéricas para la resolución de problemas multifísica. En particular, se han realizado acoplamientos con una herramienta numérica basada de cálculo de estructuras con MEF para problemas de interacción fluido-estructura, otra de cálculo de líneas de fondeo, y con una herramienta numérica de cálculo de flujos en tanques internos para problemas acoplados de comportamiento en la mar con “sloshing”. Se han realizado simulaciones numéricas para la validación y verificación de los algoritmos desarrollados, así como para el análisis de diferentes casos de estudio con aplicaciones diversas en los campos de la ingeniería naval, oceánica, y energías renovables marinas. ABSTRACT The objective of this thesis is the research on numerical algorithms to develop numerical tools to simulate seakeeping problems as well as wave resistance problems of ships and floating structures. The first tool developed is a wave diffraction-radiation solver. It is based on the finite element method (FEM) in order to solve the Laplace equation, as well as numerical schemes based on FEM, streamline integration, and finite difference method tailored for solving the free surface boundary condition. It has been developed numerical tools to solve solid body dynamics of multibody systems with body links across them. This tool has been integrated with the wave diffraction-radiation solver to solve wave-body interaction problems. Also it has been tailored coupling algorithms with other numerical tools in order to solve multi-physics problems. In particular, it has been performed coupling with a MEF structural solver to solve fluid-structure interaction problems, with a mooring solver, and with a solver capable of simulating internal flows in tanks to solve couple seakeeping-sloshing problems. Numerical simulations have been carried out to validate and verify the developed algorithms, as well as to analyze case studies in the areas of marine engineering, offshore engineering, and offshore renewable energy.

A method for soluble overexpression of the α7 nicotinic acetylcholine receptor extracellular domain

We describe the construction of a soluble protein carrying the N-terminal extracellular domain (ECD) of the α7 subunit of the nicotinic acetylcholine receptor. The approach was to fuse the α7 ECD at the C and N termini of several monomeric and pentameric soluble carrier proteins and to investigate the soluble expression of the product in Escherichia coli. An initial screening of six carrier proteins resulted in the selection of a fusion protein comprising, from the N to the C terminus, the maltose binding protein, a 17-aa linker containing an enterokinase binding site, and the α7 ECD. This protein is soluble upon expression in bacteria and is purified by affinity chromatography. It binds the competitive nicotinic antagonist α-bungarotoxin with 2.5 μM affinity and displays a CD spectrum corresponding to a folded protein. The method might be suitable to produce large quantities of protein for crystallization and immunochemical experiments.