929 resultados para non-uniform scale perturbation finite difference scheme


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Three bottom sediment cores were collected from the top, slope, and foot of a small topographic high located near the West European continental rise within the Porcupine abyssal plain at the battleship Bismark wreck site. Using high-efficient gas chromatography technique we determined content and examined molecular composition of n-alkane fraction of hydrocarbons and phenol compounds of lignin. n-Alkane and phenol concentrations in bottom sediments of all three cores were low both in values per unit mass of sediments and in organic matter composition that is typical for pelagic deposits of the World Ocean. They vary from 0.07 to 2.01 µg/g of dry sediment and from 0.0001 to 0.01% of TOC; phenol ranges are from 1.43 to 11.1 µg/g and from 0.03 to 0.6%. Non-uniform supply of terrigenous matter to the bottom under conditions of changes in sedimentation environment in different geological epochs is the principal reason for significant variations in n-alkane and lignin concentrations with depth in the cores. Lignin and its derivatives make the main contribution to formation of organic matter composition of the region in study. With respect to n-alkane and lignin concentrations organic matter of deposits of the West European Basin is composed of remains of higher plants and of autochtonous organic matter of marine flora; they have mixed terrigenous-autochtonous (terrigenous-planktonogenic) origin.

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We have recently demonstrated a biosensor based on a lattice of SU8 pillars on a 1 μm SiO2/Si wafer by measuring vertically reflectivity as a function of wavelength. The biodetection has been proven with the combination of Bovine Serum Albumin (BSA) protein and its antibody (antiBSA). A BSA layer is attached to the pillars; the biorecognition of antiBSA involves a shift in the reflectivity curve, related with the concentration of antiBSA. A detection limit in the order of 2 ng/ml is achieved for a rhombic lattice of pillars with a lattice parameter (a) of 800 nm, a height (h) of 420 nm and a diameter(d) of 200 nm. These results correlate with calculations using 3D-finite difference time domain method. A 2D simplified model is proposed, consisting of a multilayer model where the pillars are turned into a 420 nm layer with an effective refractive index obtained by using Beam Propagation Method (BPM) algorithm. Results provided by this model are in good correlation with experimental data, reaching a reduction in time from one day to 15 minutes, giving a fast but accurate tool to optimize the design and maximizing sensitivity, and allows analyzing the influence of different variables (diameter, height and lattice parameter). Sensitivity is obtained for a variety of configurations, reaching a limit of detection under 1 ng/ml. Optimum design is not only chosen because of its sensitivity but also its feasibility, both from fabrication (limited by aspect ratio and proximity of the pillars) and fluidic point of view. (© 2011 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)

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Interface discontinuity factors based on the Generalized Equivalence Theory are commonly used in nodal homogenized diffusion calculations so that diffusion average values approximate heterogeneous higher order solutions. In this paper, an additional form of interface correction factors is presented in the frame of the Analytic Coarse Mesh Finite Difference Method (ACMFD), based on a correction of the modal fluxes instead of the physical fluxes. In the ACMFD formulation, implemented in COBAYA3 code, the coupled multigroup diffusion equations inside a homogenized region are reduced to a set of uncoupled modal equations through diagonalization of the multigroup diffusion matrix. Then, physical fluxes are transformed into modal fluxes in the eigenspace of the diffusion matrix. It is possible to introduce interface flux discontinuity jumps as the difference of heterogeneous and homogeneous modal fluxes instead of introducing interface discontinuity factors as the ratio of heterogeneous and homogeneous physical fluxes. The formulation in the modal space has been implemented in COBAYA3 code and assessed by comparison with solutions using classical interface discontinuity factors in the physical space

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Los sistemas de concentración fotovoltaica (CPV) parecen ser una de las vías más prometedoras para generar electricidad a gran escala a precios competitivos. La investigación actual se centra en aumentar la eficiencia y la concentración de los sistemas para abaratar costes. Al mismo tiempo se investiga sobre la fiabilidad de los diferentes componentes que integran un sistema de concentración, ya que para que los sistemas de concentración sean competitivos es necesario que tengan una fiabilidad al menos similar a los sistemas basados en células de silicio. En la presente tesis doctoral se ha llevado a cabo el estudio de aspectos avanzados de células solares multi-unión diseñadas para trabajar a concentraciones ultra-altas. Para ello, se ha desarrollado un modelo circuital tridimensional distribuido con el que simular el comportamiento de las células solares triple-unión bajo distintas condiciones de funcionamiento, así mismo se ha realizado una caracterización avanzada de este tipo de células para comprender mejor su modo de operación y así poder contribuir a mejorar su eficiencia. Finalmente, se han llevado a cabo ensayos de vida acelerados en células multiunión comerciales para conocer la fiabilidad de este tipo de células solares. Para la simulación de células solares triple-unión se ha desarrollado en la presente tesis doctoral un modelo circuital tridimensinal distribuido el cuál integra una descripción completa de la unión túnel. De este modo, con el modelo desarrollado, hemos podido simular perfiles de luz sobre la célula solar que hacen que la densidad de corriente fotogenerada sea mayor a la densidad de corriente pico de la unión túnel. El modelo desarrollado también contempla la distribución lateral de corriente en las capas semiconductoras que componen y rodean la unión túnel. Por tanto, se ha podido simular y analizar el efecto que tiene sobre el funcionamiento de la célula solar que los concentradores ópticos produzcan perfiles de luz desuniformes, tanto en nivel de irradiancia como en el contenido espectral de la luz (aberración cromática). Con el objetivo de determinar cuáles son los mecanismos de recombinación que están limitando el funcionamiento de cada subcélula que integra una triple-unión, y así intentar reducirlos, se ha llevado a cabo la caracterización eléctrica de células solares monouni ón idénticas a las subcelulas de una triple-unión. También se ha determinado la curva corriente-tensión en oscuridad de las subcélulas de GaInP y GaAs de una célula dobleunión mediante la utilización de un teorema de reciprocidad electro-óptico. Finalmente, se ha analizado el impacto de los diferentes mecanismos de recombinación en el funcionamiento de la célula solar triple-unión en concentración. Por último, para determinar la fiabilidad de este tipo de células, se ha llevado a cabo un ensayo de vida acelerada en temperatura en células solares triple-unión comerciales. En la presente tesis doctoral se describe el diseño del ensayo, el progreso del mismo y los datos obtenidos tras el análisis de los resultados preliminares. Abstract Concentrator photovoltaic systems (CPV) seem to be one of the most promising ways to generate electricity at competitive prices. Nowadays, the research is focused on increasing the efficiency and the concentration of the systems in order to reduce costs. At the same time, another important area of research is the study of the reliability of the different components which make up a CPV system. In fact, in order for a CPV to be cost-effective, it should have a warranty at least similar to that of the systems based on Si solar cells. In the present thesis, we will study in depth the behavior of multijunction solar cells under ultra-high concentration. With this purpose in mind, a three-dimensional circuital distributed model which is able to simulate the behavior of triple-junction solar cells under different working conditions has been developed. Also, an advanced characterization of these solar cells has been carried out in order to better understand their behavior and thus contribute to improving efficiency. Finally, accelerated life tests have been carried out on commercial lattice-matched triple-junction solar cells in order to determine their reliability. In order to simulate triple-junction solar cells, a 3D circuital distributed model which integrates a full description of the tunnel junction has been developed. We have analyzed the behavior of the multijunction solar cell under light profiles which cause the current density photo-generated in the solar cell to be higher than the tunnel junction’s peak current density. The advanced model developed also takes into account the lateral current spreading through the semiconductor layers which constitute and surround the tunnel junction. Therefore, the effects of non-uniform light profiles, in both irradiance and the spectral content produced by the concentrators on the solar cell, have been simulated and analyzed. In order to determine which recombination mechanisms are limiting the behavior of each subcell in a triple-junction stack, and to try to reduce them when possible, an electrical characterization of single-junction solar cells that resemble the subcells in a triplejunction stack has been carried out. Also, the dark I-V curves of the GaInP and GaAs subcells in a dual-junction solar cell have been determined by using an electro-optical reciprocity theorem. Finally, the impact of the different recombination mechanisms on the behavior of the triple-junction solar cell under concentration has been analyzed. In order to determine the reliability of these solar cells, a temperature accelerated life test has been carried out on commercial triple-junction solar cells. In the present thesis, the design and the evolution of the test, as well as the data obtained from the analysis of the preliminary results, are presented.

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La propulsión eléctrica constituye hoy una tecnología muy competitiva y de gran proyección de futuro. Dentro de los diversos motores de plasma existentes, el motor de efecto Hall ha adquirido una gran madurez y constituye un medio de propulsión idóneo para un rango amplio de misiones. En la presente Tesis se estudian los motores Hall con geometría convencional y paredes dieléctricas. La compleja interacción entre los múltiples fenómenos físicos presentes hace que sea difícil la simulación del plasma en estos motores. Los modelos híbridos son los que representan un mejor compromiso entre precisión y tiempo de cálculo. Se basan en utilizar un modelo fluido para los electrones y algoritmos de dinámica de partículas PIC (Particle-In- Cell) para los iones y los neutros. Permiten hacer uso de la hipótesis de cuasineutralidad del plasma, a cambio de resolver separadamente las capas límite (o vainas) que se forman en torno a las paredes de la cámara. Partiendo de un código híbrido existente, llamado HPHall-2, el objetivo de la Tesis doctoral ha sido el desarrollo de un código híbrido avanzado que mejorara la simulación de la descarga de plasma en un motor de efecto Hall. Las actualizaciones y mejoras realizadas en las diferentes partes que componen el código comprenden tanto aspectos teóricos como numéricos. Fruto de la extensa revisión de la algoritmia del código HPHall-2 se han conseguido reducir los errores de precisión un orden de magnitud, y se ha incrementado notablemente su consistencia y robustez, permitiendo la simulación del motor en un amplio rango de condiciones. Algunos aspectos relevantes a destacar en el subcódigo de partículas son: la implementación de un nuevo algoritmo de pesado que permite determinar de forma más precisa el flujo de las magnitudes del plasma; la implementación de un nuevo algoritmo de control de población, que permite tener suficiente número de partículas cerca de las paredes de la cámara, donde los gradientes son mayores y las condiciones de cálculo son más críticas; las mejoras en los balances de masa y energía; y un mejor cálculo del campo eléctrico en una malla no uniforme. Merece especial atención el cumplimiento de la condición de Bohm en el borde de vaina, que en los códigos híbridos representa una condición de contorno necesaria para obtener una solución consistente con el modelo de interacción plasma-pared, y que en HPHall-2 aún no se había resuelto satisfactoriamente. En esta Tesis se ha implementado el criterio cinético de Bohm para una población de iones con diferentes cargas eléctricas y una gran dispersión de velocidades. En el código, el cumplimiento de la condición cinética de Bohm se consigue por medio de un algoritmo que introduce una fina capa de aceleración nocolisional adyacente a la vaina y mide adecuadamente el flujo de partículas en el espacio y en el tiempo. Las mejoras realizadas en el subcódigo de electrones incrementan la capacidad de simulación del código, especialmente en la región aguas abajo del motor, donde se simula la neutralización del chorro del plasma por medio de un modelo de cátodo volumétrico. Sin abordar el estudio detallado de la turbulencia del plasma, se implementan modelos sencillos de ajuste de la difusión anómala de Bohm, que permiten reproducir los valores experimentales del potencial y la temperatura del plasma, así como la corriente de descarga del motor. En cuanto a los aspectos teóricos, se hace especial énfasis en la interacción plasma-pared y en la dinámica de los electrones secundarios libres en el interior del plasma, cuestiones que representan hoy en día problemas abiertos en la simulación de los motores Hall. Los nuevos modelos desarrollados buscan una imagen más fiel a la realidad. Así, se implementa el modelo de vaina de termalización parcial, que considera una función de distribución no-Maxwelliana para los electrones primarios y contabiliza unas pérdidas energéticas más cercanas a la realidad. Respecto a los electrones secundarios, se realiza un estudio cinético simplificado para evaluar su grado de confinamiento en el plasma, y mediante un modelo fluido en el límite no-colisional, se determinan las densidades y energías de los electrones secundarios libres, así como su posible efecto en la ionización. El resultado obtenido muestra que los electrones secundarios se pierden en las paredes rápidamente, por lo que su efecto en el plasma es despreciable, no así en las vainas, donde determinan el salto de potencial. Por último, el trabajo teórico y de simulación numérica se complementa con el trabajo experimental realizado en el Pnnceton Plasma Physics Laboratory, en el que se analiza el interesante transitorio inicial que experimenta el motor en el proceso de arranque. Del estudio se extrae que la presencia de gases residuales adheridos a las paredes juegan un papel relevante, y se recomienda, en general, la purga completa del motor antes del modo normal de operación. El resultado final de la investigación muestra que el código híbrido desarrollado representa una buena herramienta de simulación de un motor Hall. Reproduce adecuadamente la física del motor, proporcionando resultados similares a los experimentales, y demuestra ser un buen laboratorio numérico para estudiar el plasma en el interior del motor. Abstract Electric propulsion is today a very competitive technology and has a great projection into the future. Among the various existing plasma thrusters, the Hall effect thruster has acquired a considerable maturity and constitutes an ideal means of propulsion for a wide range of missions. In the present Thesis only Hall thrusters with conventional geometry and dielectric walls are studied. The complex interaction between multiple physical phenomena makes difficult the plasma simulation in these engines. Hybrid models are those representing a better compromise between precision and computational cost. They use a fluid model for electrons and Particle-In-Cell (PIC) algorithms for ions and neutrals. The hypothesis of plasma quasineutrality is invoked, which requires to solve separately the sheaths formed around the chamber walls. On the basis of an existing hybrid code, called HPHall-2, the aim of this doctoral Thesis is to develop an advanced hybrid code that better simulates the plasma discharge in a Hall effect thruster. Updates and improvements of the code include both theoretical and numerical issues. The extensive revision of the algorithms has succeeded in reducing the accuracy errors in one order of magnitude, and the consistency and robustness of the code have been notably increased, allowing the simulation of the thruster in a wide range of conditions. The most relevant achievements related to the particle subcode are: the implementation of a new weighing algorithm that determines more accurately the plasma flux magnitudes; the implementation of a new algorithm to control the particle population, assuring enough number of particles near the chamber walls, where there are strong gradients and the conditions to perform good computations are more critical; improvements in the mass and energy balances; and a new algorithm to compute the electric field in a non-uniform mesh. It deserves special attention the fulfilment of the Bohm condition at the edge of the sheath, which represents a boundary condition necessary to match consistently the hybrid code solution with the plasma-wall interaction, and remained as a question unsatisfactory solved in the HPHall-2 code. In this Thesis, the kinetic Bohm criterion has been implemented for an ion particle population with different electric charges and a large dispersion in their velocities. In the code, the fulfilment of the kinetic Bohm condition is accomplished by an algorithm that introduces a thin non-collisional layer next to the sheaths, producing the ion acceleration, and measures properly the flux of particles in time and space. The improvements made in the electron subcode increase the code simulation capabilities, specially in the region downstream of the thruster, where the neutralization of the plasma jet is simulated using a volumetric cathode model. Without addressing the detailed study of the plasma turbulence, simple models for a parametric adjustment of the anomalous Bohm difussion are implemented in the code. They allow to reproduce the experimental values of the plasma potential and the electron temperature, as well as the discharge current of the thruster. Regarding the theoretical issues, special emphasis has been made in the plasma-wall interaction of the thruster and in the dynamics of free secondary electrons within the plasma, questions that still remain unsolved in the simulation of Hall thrusters. The new developed models look for results closer to reality, such as the partial thermalization sheath model, that assumes a non-Maxwellian distribution functions for primary electrons, and better computes the energy losses at the walls. The evaluation of secondary electrons confinement within the chamber is addressed by a simplified kinetic study; and using a collisionless fluid model, the densities and energies of free secondary electrons are computed, as well as their effect on the plasma ionization. Simulations show that secondary electrons are quickly lost at walls, with a negligible effect in the bulk of the plasma, but they determine the potential fall at sheaths. Finally, numerical simulation and theoretical work is complemented by the experimental work carried out at the Princeton Plasma Physics Laboratory, devoted to analyze the interesting transitional regime experienced by the thruster in the startup process. It is concluded that the gas impurities adhered to the thruster walls play a relevant role in the transitional regime and, as a general recomendation, a complete purge of the thruster before starting its normal mode of operation it is suggested. The final result of the research conducted in this Thesis shows that the developed code represents a good tool for the simulation of Hall thrusters. The code reproduces properly the physics of the thruster, with results similar to the experimental ones, and represents a good numerical laboratory to study the plasma inside the thruster.

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Performing three-dimensional pin-by-pin full core calculations based on an improved solution of the multi-group diffusion equation is an affordable option nowadays to compute accurate local safety parameters for light water reactors. Since a transport approximation is solved, appropriate correction factors, such as interface discontinuity factors, are required to nearly reproduce the fully heterogeneous transport solution. Calculating exact pin-by-pin discontinuity factors requires the knowledge of the heterogeneous neutron flux distribution, which depends on the boundary conditions of the pin-cell as well as the local variables along the nuclear reactor operation. As a consequence, it is impractical to compute them for each possible configuration; however, inaccurate correction factors are one major source of error in core analysis when using multi-group diffusion theory. An alternative to generate accurate pin-by-pin interface discontinuity factors is to build a functional-fitting that allows incorporating the environment dependence in the computed values. This paper suggests a methodology to consider the neighborhood effect based on the Analytic Coarse-Mesh Finite Difference method for the multi-group diffusion equation. It has been applied to both definitions of interface discontinuity factors, the one based on the Generalized Equivalence Theory and the one based on Black-Box Homogenization, and for different few energy groups structures. Conclusions are drawn over the optimal functional-fitting and demonstrative results are obtained with the multi-group pin-by-pin diffusion code COBAYA3 for representative PWR configurations.

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Global linear instability theory is concerned with the temporal or spatial development of small-amplitude perturbations superposed upon laminar steady or time-periodic three-dimensional flows, which are inhomogeneous in two(and periodic in one)or all three spatial directions.After a brief exposition of the theory,some recent advances are reported. First, results are presented on the implementation of a Jacobian-free Newton–Krylov time-stepping method into a standard finite-volume aerodynamic code to obtain global linear instability results in flows of industrial interest. Second, connections are sought between established and more-modern approaches for structure identification in flows, such as proper orthogonal decomposition and Koopman modes analysis (dynamic mode decomposition), and the possibility to connect solutions of the eigenvalue problem obtained by matrix formation or time-stepping with those delivered by dynamic mode decomposition, residual algorithm, and proper orthogonal decomposition analysis is highlighted in the laminar regime; turbulent and three-dimensional flows are identified as open areas for future research. Finally, a new stable very-high-order finite-difference method is implemented for the spatial discretization of the operators describing the spatial biglobal eigenvalue problem, parabolized stability equation three-dimensional analysis, and the triglobal eigenvalue problem; it is shown that, combined with sparse matrix treatment, all these problems may now be solved on standard desktop computers

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The algorithms and graphic user interface software package ?OPT-PROx? are developed to meet food engineering needs related to canned food thermal processing simulation and optimization. The adaptive random search algorithm and its modification coupled with penalty function?s approach, and the finite difference methods with cubic spline approximation are utilized by ?OPT-PROx? package (http://tomakechoice. com/optprox/index.html). The diversity of thermal food processing optimization problems with different objectives and required constraints are solvable by developed software. The geometries supported by the ?OPT-PROx? are the following: (1) cylinder, (2) rectangle, (3) sphere. The mean square error minimization principle is utilized in order to estimate the heat transfer coefficient of food to be heated under optimal condition. The developed user friendly dialogue and used numerical procedures makes the ?OPT-PROx? software useful to food scientists in research and education, as well as to engineers involved in optimization of thermal food processing.

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In previous works we demonstrated the benefits of using micro–nano patterning materials to be used as bio-photonic sensing cells (BICELLs), referred as micro–nano photonic structures having immobilized bioreceptors on its surface with the capability of recognizing the molecular binding by optical transduction. Gestrinone/anti-gestrinone and BSA/anti-BSA pairs were proven under different optical configurations to experimentally validate the biosensing capability of these bio-sensitive photonic architectures. Moreover, Three-Dimensional Finite Difference Time Domain (FDTD) models were employed for simulating the optical response of these structures. For this article, we have developed an effective analytical simulation methodology capable of simulating complex biophotonic sensing architectures. This simulation method has been tested and compared with previous experimental results and FDTD models. Moreover, this effective simulation methodology can be used for efficiently design and optimize any structure as BICELL. In particular for this article, six different BICELL's types have been optimized. To carry out this optimization we have considered three figures of merit: optical sensitivity, Q-factor and signal amplitude. The final objective of this paper is not only validating a suitable and efficient optical simulation methodology but also demonstrating the capability of this method for analyzing the performance of a given number of BICELLs for label-free biosensing.

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The boundary element method (BEM) has been applied successfully to many engineering problems during the last decades. Compared with domain type methods like the finite element method (FEM) or the finite difference method (FDM) the BEM can handle problems where the medium extends to infinity much easier than domain type methods as there is no need to develop special boundary conditions (quiet or absorbing boundaries) or infinite elements at the boundaries introduced to limit the domain studied. The determination of the dynamic stiffness of arbitrarily shaped footings is just one of these fields where the BEM has been the method of choice, especially in the 1980s. With the continuous development of computer technology and the available hardware equipment the size of the problems under study grew and, as the flop count for solving the resulting linear system of equations grows with the third power of the number of equations, there was a need for the development of iterative methods with better performance. In [1] the GMRES algorithm was presented which is now widely used for implementations of the collocation BEM. While the FEM results in sparsely populated coefficient matrices, the BEM leads, in general, to fully or densely populated ones, depending on the number of subregions, posing a serious memory problem even for todays computers. If the geometry of the problem permits the surface of the domain to be meshed with equally shaped elements a lot of the resulting coefficients will be calculated and stored repeatedly. The present paper shows how these unnecessary operations can be avoided reducing the calculation time as well as the storage requirement. To this end a similar coefficient identification algorithm (SCIA), has been developed and implemented in a program written in Fortran 90. The vertical dynamic stiffness of a single pile in layered soil has been chosen to test the performance of the implementation. The results obtained with the 3-d model may be compared with those obtained with an axisymmetric formulation which are considered to be the reference values as the mesh quality is much better. The entire 3D model comprises more than 35000 dofs being a soil region with 21168 dofs the biggest single region. Note that the memory necessary to store all coefficients of this single region is about 6.8 GB, an amount which is usually not available with personal computers. In the problem under study the interface zone between the two adjacent soil regions as well as the surface of the top layer may be meshed with equally sized elements. In this case the application of the SCIA leads to an important reduction in memory requirements. The maximum memory used during the calculation has been reduced to 1.2 GB. The application of the SCIA thus permits problems to be solved on personal computers which otherwise would require much more powerful hardware.

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The paths towards high efficiency multijunction solar cells operating inside real concentrators at ultra high concentration (>1000 suns) are described. The key addressed factors comprehend: 1) the development of an optimized tunnel junction with a high peak current density (240 A/cm2) to mitigate the non-uniform light profiles created by concentrators, 2) the inclusion of highly conductive semiconductor lateral layers to minimize the effects of the non-uniform light profiles in general, and the chromatic aberration in particular; and 3) an adequate design of reliability studies to test multijunction solar cells for real operation conditions in order to determine the fragile parts in the device and improve them. These challenges are faced by means of experimental and theoretical investigation using a quasi-3D distributed circuital model.

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An elliptic computational fluid dynamics wake model based on the actuator disk concept is used to simulate a wind turbine, approximated by a disk upon which a distribution of forces, defined as axial momentum sources, is applied on an incoming non-uniform shear flow. The rotor is supposed to be uniformly loaded with the exerted forces estimated as a function of the incident wind speed, thrust coefficient and rotor diameter. The model is assessed in terms of wind speed deficit and added turbulence intensity for different turbulence models and is validated from experimental measurements of the Sexbierum wind turbine experiment.

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A simplified CFD wake model based on the actuator disk concept is used to simulate the wind turbine, represented by a disk upon which a distribution of forces, defined as axial momentum sources, are applied on the incoming non-uniform flow. The rotor is supposed to be uniformly loaded, with the exerted forces function of the incident wind speed, the thrust coefficient and the rotor diameter. The model is tested under different parameterizations of turbulence models and validated through experimental measurements downwind of a wind turbine in terms of wind speed deficit and turbulence intensity.

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Underpasses are common in modern railway lines. Wildlife corridors and drainage conduits often fall into this category of partially buried structures. Their dynamic behaviour has received far less attention than that of other structures such as bridges, but their large number makes their study an interesting challenge in order to achieve safe and cost-effective structures. As ballast operations are a key life cycle cost, and excessive vibrations increase the need of ballast regulation in order to ensure track geometry, special attention is paid to accelerations, the values of which should be limited to avoid track instability according to Eurocode. In this paper, the data obtained during on site measurements on culverts belonging to a Spanish high-speed train line are presented. A set of six rectangular-shaped, closed-frame underpasses were monitored under traffic loading. Acceleration records at different points of the structures are presented and discussed. They reveal a non-uniform dynamic response of the roof-slab, with the highest observed values below the occupied track. Also, they indicate that the dynamic response is important up to frequencies higher than those usually observed for standard simply supported bridges. Finally, they are used to obtain a heuristic rule to estimate acceleration levels on the roof-slab.

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This thesis aims to introduce some fundamental concepts underlying option valuation theory including implementation of computational tools. In many cases analytical solution for option pricing does not exist, thus the following numerical methods are used: binomial trees, Monte Carlo simulations and finite difference methods. First, an algorithm based on Hull and Wilmott is written for every method. Then these algorithms are improved in different ways. For the binomial tree both speed and memory usage is significantly improved by using only one vector instead of a whole price storing matrix. Computational time in Monte Carlo simulations is reduced by implementing a parallel algorithm (in C) which is capable of improving speed by a factor which equals the number of processors used. Furthermore, MatLab code for Monte Carlo was made faster by vectorizing simulation process. Finally, obtained option values are compared to those obtained with popular finite difference methods, and it is discussed which of the algorithms is more appropriate for which purpose.