Numerical Methods lectures for MATH6111 (and MATH3018).

These are the slides used in the joint lectures for MATH3018/MATH6111. They focus on the examples that do not appear in the course notes (see related material). Each lecture comes with example Matlab files that generate the figures used in the lectures.

Numerical Methods Worksheets

These worksheets are formative assessment for the Numerical Methods modules MATH3018 and MATH6111 (some material is only covered in MATH3018). Intended to back up both the theory and the coding (in Matlab) side

Numerical Methods for Stiff Two-Point Boundary Value Problems

We consider the two-point boundary value problem for stiff systems of ordinary differential equations. For systems that can be transformed to essentially diagonally dominant form with appropriate smoothness conditions, a priori estimates are obtained. Problems with turning points can be treated with this theory, and we discuss this in detail. We give robust difference approximations and present error estimates for these schemes. In particular we give a detailed description of how to transform a general system to essentially diagonally dominant form and then stretch the independent variable so that the system will satisfy the correct smoothness conditions. Numerical examples are presented for both linear and nonlinear problems.

Comparison of methodologies for degree-day estimation using numerical methods

O desenvolvimento de projetos relacionados ao desempenho de diversas culturas tem recebido aperfeiçoamento cada vez maior, incorporado a modelos matemáticos sendo indispensável à utilização de equações cada vez mais consistentes que possibilitem previsão e maior aproximação do comportamento real, diminuindo o erro na obtenção das estimativas. Entre as operações unitárias que demandam maior estudo estão aquelas relacionadas com o crescimento da cultura, caracterizadas pela temperatura ideal para o acréscimo de matéria seca. Pelo amplo uso dos métodos matemáticos na representação, análise e obtenção de estimativas de graus-dia, juntamente com a grande importância que a cultura da cana-de-açúcar tem para a economia brasileira, foi realizada uma avaliação dos modelos matemáticos comumente usados e dos métodos numéricos de integração na estimativa da disponibilidade de graus-dia para essa cultura, na região de Botucatu, Estado de São Paulo. Os modelos de integração, com discretização de 6 em 6 h, apresentaram resultados satisfatórios na estimativa de graus-dia. As metodologias tradicionais apresentaram desempenhos satisfatórios quanto à estimativa de grausdia com base na curva de temperatura horária para cada dia e para os agrupamentos de três, sete, 15 e 30 dias. Pelo método numérico de integração, a região de Botucatu, Estado de São Paulo, apresentou disponibilidade térmica anual média de 1.070,6 GD para a cultura da cana-de-açúcar.

An introduction to numerical methods in low-dimensional quantum systems

This is an introductory course to the Lanczos Method and Density Matrix Renormalization Group Algorithms (DMRG), two among the leading numerical techniques applied in studies of low-dimensional quantum models. The idea of studying the models on clusters of a finite size in order to extract their physical properties is briefly discussed. The important role played by the model symmetries is also examined. Special emphasis is given to the DMRG.

Use of mathematical and numerical methods in the Latin American Demographic Centre CELADE. Santiago, Chile

Includes bibliography

Variance Reduction in Analytical Chemistry : New Numerical Methods in Chemometrics and Molecular Simulation

This thesis is based on five papers addressing variance reduction in different ways. The papers have in common that they all present new numerical methods. Paper I investigates quantitative structure-retention relationships from an image processing perspective, using an artificial neural network to preprocess three-dimensional structural descriptions of the studied steroid molecules. Paper II presents a new method for computing free energies. Free energy is the quantity that determines chemical equilibria and partition coefficients. The proposed method may be used for estimating, e.g., chromatographic retention without performing experiments. Two papers (III and IV) deal with correcting deviations from bilinearity by so-called peak alignment. Bilinearity is a theoretical assumption about the distribution of instrumental data that is often violated by measured data. Deviations from bilinearity lead to increased variance, both in the data and in inferences from the data, unless invariance to the deviations is built into the model, e.g., by the use of the method proposed in paper III and extended in paper IV. Paper V addresses a generic problem in classification; namely, how to measure the goodness of different data representations, so that the best classifier may be constructed. Variance reduction is one of the pillars on which analytical chemistry rests. This thesis considers two aspects on variance reduction: before and after experiments are performed. Before experimenting, theoretical predictions of experimental outcomes may be used to direct which experiments to perform, and how to perform them (papers I and II). After experiments are performed, the variance of inferences from the measured data are affected by the method of data analysis (papers III-V).

Application of numerical methods to earthquake stability assessment of slopes

Questo documento descrive gran parte del lavoro svolto durante un periodo di studio di sei mesi all’International Centre for Geohazards (ICG) di Oslo. Seguendo la linea guida dettata nel titolo, sono stati affrontati diversi aspetti riguardanti la modellazione numerica dei pendii quali l’influenza delle condizioni al contorno e delle proporzioni del modello, la back-analysis di eventi di scivolamento e l’applicazione delle analisi di stabilità monodimensionali. La realizzazione di semplici modelli con il programma agli elementi finiti PLAXIS (Brinkgreve et al., 2008) ha consentito di analizzare le prestazioni dei modelli numerici riguardo all’influenza delle condizioni al contorno confrontandoli con un calcolo teorico del fattore di amplificazione. Questa serie di test ha consentito di stabilire alcune linee guida per la realizzazione di test con un buon livello di affidabilità. Alcuni case-history, in particolare quello di Las Colinas (El Salvador), sono stati modellati allo scopo di applicare e verificare i risultati ottenuti con i semplici modelli sopracitati. Inoltre sono state svolte analisi di sensitività alla dimensione della mesh e ai parametri di smorzamento e di elasticità. I risultati hanno evidenziato una forte dipendenza dei risultati dai parametri di smorzamento, rilevando l’importanza di una corretta valutazione di questa grandezza. In ultima battuta ci si è occupati dell’accuratezza e dell’applicabilità dei modelli monodimensionali. I risultati di alcuni modelli monodimensionali realizzati con il software Quiver (Kaynia, 2009) sono stati confrontati con quelli ottenuti da modelli bidimensionali. Dal confronto è risultato un buon grado di approssimazione accompagnato da un margine di sicurezza costante. Le analisi monodimensionali sono poi state utilizzate per la verifica di sensitività. I risultati di questo lavoro sono qui presentati e accompagnati da suggerimenti qualitativi e quantitativi per la realizzazione di modelli bidimensionali affidabili. Inoltre si descrive la possibilità di utilizzare modelli monodimensionali in caso d’incertezze sui parametri. Dai risultati osservati emerge la possibilità di ottenere un risparmio di tempo nella realizzazione di importanti indagini di sensitività.

Comparison between analytical and numerical methods for the assessment of masonry arch bridges: Case study of Clemente Bridge on Savio river

This research has focused on the study of the behavior and of the collapse of masonry arch bridges. The latest decades have seen an increasing interest in this structural type, that is still present and in use, despite the passage of time and the variation of the transport means. Several strategies have been developed during the time to simulate the response of this type of structures, although even today there is no generally accepted standard one for assessment of masonry arch bridges. The aim of this thesis is to compare the principal analytical and numerical methods existing in literature on case studies, trying to highlight values and weaknesses. The methods taken in exam are mainly three: i) the Thrust Line Analysis Method; ii) the Mechanism Method; iii) the Finite Element Methods. The Thrust Line Analysis Method and the Mechanism Method are analytical methods and derived from two of the fundamental theorems of the Plastic Analysis, while the Finite Element Method is a numerical method, that uses different strategies of discretization to analyze the structure. Every method is applied to the case study through computer-based representations, that allow a friendly-use application of the principles explained. A particular closed-form approach based on an elasto-plastic material model and developed by some Belgian researchers is also studied. To compare the three methods, two different case study have been analyzed: i) a generic masonry arch bridge with a single span; ii) a real masonry arch bridge, the Clemente Bridge, built on Savio River in Cesena. In the analyses performed, all the models are two-dimensional in order to have results comparable between the different methods taken in exam. The different methods have been compared with each other in terms of collapse load and of hinge positions.