901 resultados para stochastic simulation method


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A mathematical model and numerical simulations are presented to investigate the dynamics of gas, oil and water flow in a pipeline-riser system. The pipeline is modeled as a lumped parameter system and considers two switchable states: one in which the gas is able to penetrate into the riser and another in which there is a liquid accumulation front, preventing the gas from penetrating the riser. The riser model considers a distributed parameter system, in which movable nodes are used to evaluate local conditions along the subsystem. Mass transfer effects are modeled by using a black oil approximation. The model predicts the liquid penetration length in the pipeline and the liquid level in the riser, so it is possible to determine which type of severe slugging occurs in the system. The method of characteristics is used to simplify the differentiation of the resulting hyperbolic system of equations. The equations are discretized and integrated using an implicit method with a predictor-corrector scheme for the treatment of the nonlinearities. Simulations corresponding to severe slugging conditions are presented and compared to results obtained with OLGA computer code, showing a very good agreement. A description of the types of severe slugging for the three-phase flow of gas, oil and water in a pipeline-riser system with mass transfer effects are presented, as well as a stability map. (C) 2011 Elsevier Ltd. All rights reserved.

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Context. Be stars are rapidly rotating stars with a circumstellar decretion disk. They usually undergo pressure and/or gravity pulsation modes excited by the kappa-mechanism, i.e. an effect of the opacity of iron-peak elements in the envelope of the star. In the Milky Way, p-modes are observed in stars that are hotter than or equal to the B3 spectral type, while g-modes are observed at the B2 spectral type and cooler. Aims. We observed a B0IVe star, HD51452, with the high-precision, high-cadence photometric CoRoT satellite and high-resolution, ground-based HARPS and SOPHIE spectrographs to study its pulsations in great detail. We also used the lower resolution spectra available in the BeSS database. Methods. We analyzed the CoRoT and spectroscopic data with several methods: CLEAN-NG, FREQFIND, and a sliding window method. We also analyzed spectral quantities, such as the violet over red (V/R) emission variations, to obtain information about the variation in the circumstellar environment. We calculated a stellar structure model with the ESTER code to test the various interpretation of the results. Results. We detect 189 frequencies of variations in the CoRoT light curve in the range between 0 and 4.5 c d(-1). The main frequencies are also recovered in the spectroscopic data. In particular we find that HD51452 undergoes gravito-inertial modes that are not in the domain of those excited by the kappa-mechanism. We propose that these are stochastic modes excited in the convective zones and that at least some of them are a multiplet of r-modes (i.e. subinertial modes mainly driven by the Coriolis acceleration). Stochastically excited gravito-inertial modes had never been observed in any star, and theory predicted that their very low amplitudes would be undetectable even with CoRoT. We suggest that the amplitudes are enhanced in HD51452 because of the very rapid stellar rotation. In addition, we find that the amplitude variations of these modes are related to the occurrence of minor outbursts. Conclusions. Thanks to CoRoT data, we have detected a new kind of pulsations in HD51452, which are stochastically excited gravito-inertial modes, probably due to its very rapid rotation. These modes are probably also present in other rapidly rotating hot Be stars.

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In this work, we study the performance evaluation of resource-aware business process models. We define a new framework that allows the generation of analytical models for performance evaluation from business process models annotated with resource management information. This framework is composed of a new notation that allows the specification of resource management constraints and a method to convert a business process specification and its resource constraints into Stochastic Automata Networks (SANs). We show that the analysis of the generated SAN model provides several performance indices, such as average throughput of the system, average waiting time, average queues size, and utilization rate of resources. Using the BP2SAN tool - our implementation of the proposed framework - and a SAN solver (such as the PEPS tool) we show through a simple use-case how a business specialist with no skills in stochastic modeling can easily obtain performance indices that, in turn, can help to identify bottlenecks on the model, to perform workload characterization, to define the provisioning of resources, and to study other performance related aspects of the business process.

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In this work, we reported some results about the stochastic quantization of the spherical model. We started by reviewing some basic aspects of this method with emphasis in the connection between the Langevin equation and the supersymmetric quantum mechanics, aiming at the application of the corresponding connection to the spherical model. An intuitive idea is that when applied to the spherical model this gives rise to a supersymmetric version that is identified with one studied in Phys. Rev. E 85, 061109, (2012). Before investigating in detail this aspect, we studied the stochastic quantization of the mean spherical model that is simpler to implement than the one with the strict constraint. We also highlight some points concerning more traditional methods discussed in the literature like canonical and path integral quantization. To produce a supersymmetric version, grounded in the Nicolai map, we investigated the stochastic quantization of the strict spherical model. We showed in fact that the result of this process is an off-shell supersymmetric extension of the quantum spherical model (with the precise supersymmetric constraint structure). That analysis establishes a connection between the classical model and its supersymmetric quantum counterpart. The supersymmetric version in this way constructed is a more natural one and gives further support and motivations to investigate similar connections in other models of the literature.

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In this work, we considered the flow around two circular cylinders of equal diameter placed in tandem with respect to the incident uniform flow. The upstream cylinder was fixed and the downstream cylinder was completely free to move in the cross-stream direction, with no spring or damper attached to it. The centre-to-centre distance between the cylinders was four diameters, and the Reynolds number was varied from 100 to 645. We performed two- and three-dimensional simulations of this flow using a Spectral/hp element method to discretise the flow equations, coupled to a simple Newmark integration routine that solves the equation of the dynamics of the cylinder. The differences of the behaviours observed in the two- and three-dimensional simulations are highlighted and the data is analysed under the light of previously published experimental results obtained for higher Reynolds numbers.

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Context. Be stars are rapidly rotating stars with a circumstellar decretion disk. They usually undergo pressure and/or gravity pulsation modes excited by the κ-mechanism, i.e. an effect of the opacity of iron-peak elements in the envelope of the star. In the Milky Way, p-modes are observed in stars that are hotter than or equal to the B3 spectral type, while g-modes are observed at the B2 spectral type and cooler. Aims. We observed a B0IVe star, HD51452, with the high-precision, high-cadence photometric CoRoT satellite and high-resolution, ground-based HARPS and SOPHIE spectrographs to study its pulsations in great detail. We also used the lower resolution spectra available in the BeSS database. Methods. We analyzed the CoRoT and spectroscopic data with several methods: Clean-NG, FreqFind, and a sliding window method. We also analyzed spectral quantities, such as the violet over red (V/R) emission variations, to obtain information about the variation in the circumstellar environment. We calculated a stellar structure model with the ESTER code to test the various interpretation of the results. Results. We detect 189 frequencies of variations in the CoRoT light curve in the range between 0 and 4.5 c d−1. The main frequencies are also recovered in the spectroscopic data. In particular we find that HD51452 undergoes gravito-inertial modes that are not in the domain of those excited by the κ-mechanism. We propose that these are stochastic modes excited in the convective zones and that at least some of them are a multiplet of r-modes (i.e. subinertial modes mainly driven by the Coriolis acceleration). Stochastically excited gravito-inertial modes had never been observed in any star, and theory predicted that their very low amplitudes would be undetectable even with CoRoT. We suggest that the amplitudes are enhanced in HD51452 because of the very rapid stellar rotation. In addition, we find that the amplitude variations of these modes are related to the occurrence of minor outbursts. Conclusions. Thanks to CoRoT data, we have detected a new kind of pulsations in HD51452, which are stochastically excited gravito-inertial modes, probably due to its very rapid rotation. These modes are probably also present in other rapidly rotating hot Be stars.

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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).

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The Ph.D. thesis describes the simulations of different microwave links from the transmitter to the receiver intermediate-frequency ports, by means of a rigorous circuit-level nonlinear analysis approach coupled with the electromagnetic characterization of the transmitter and receiver front ends. This includes a full electromagnetic computation of the radiated far field which is used to establish the connection between transmitter and receiver. Digitally modulated radio-frequency drive is treated by a modulation-oriented harmonic-balance method based on Krylov-subspace model-order reduction to allow the handling of large-size front ends. Different examples of links have been presented: an End-to-End link simulated by making use of an artificial neural network model; the latter allows a fast computation of the link itself when driven by long sequences of the order of millions of samples. In this way a meaningful evaluation of such link performance aspects as the bit error rate becomes possible at the circuit level. Subsequently, a work focused on the co-simulation an entire link including a realistic simulation of the radio channel has been presented. The channel has been characterized by means of a deterministic approach, such as Ray Tracing technique. Then, a 2x2 multiple-input multiple-output antenna link has been simulated; in this work near-field and far-field coupling between radiating elements, as well as the environment factors, has been rigorously taken into account. Finally, within the scope to simulate an entire ultra-wideband link, the transmitting side of an ultrawideband link has been designed, and an interesting Front-End co-design technique application has been setup.

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The inherent stochastic character of most of the physical quantities involved in engineering models has led to an always increasing interest for probabilistic analysis. Many approaches to stochastic analysis have been proposed. However, it is widely acknowledged that the only universal method available to solve accurately any kind of stochastic mechanics problem is Monte Carlo Simulation. One of the key parts in the implementation of this technique is the accurate and efficient generation of samples of the random processes and fields involved in the problem at hand. In the present thesis an original method for the simulation of homogeneous, multi-dimensional, multi-variate, non-Gaussian random fields is proposed. The algorithm has proved to be very accurate in matching both the target spectrum and the marginal probability. The computational efficiency and robustness are very good too, even when dealing with strongly non-Gaussian distributions. What is more, the resulting samples posses all the relevant, welldefined and desired properties of “translation fields”, including crossing rates and distributions of extremes. The topic of the second part of the thesis lies in the field of non-destructive parametric structural identification. Its objective is to evaluate the mechanical characteristics of constituent bars in existing truss structures, using static loads and strain measurements. In the cases of missing data and of damages that interest only a small portion of the bar, Genetic Algorithm have proved to be an effective tool to solve the problem.

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[EN]In this paper we propose a finite element method approach for modelling the air quality in a local scale over complex terrain. The area of interest is up to tens of kilometres and it includes pollutant sources. The proposed methodology involves the generation of an adaptive tetrahedral mesh, the computation of an ambient wind field, the inclusion of the plume rise effect in the wind field, and the simulation of transport and reaction of pollutants. We apply our methodology to simulate a fictitious pollution episode in La Palma island (Canary Island, Spain)...

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Technology scaling increasingly emphasizes complexity and non-ideality of the electrical behavior of semiconductor devices and boosts interest on alternatives to the conventional planar MOSFET architecture. TCAD simulation tools are fundamental to the analysis and development of new technology generations. However, the increasing device complexity is reflected in an augmented dimensionality of the problems to be solved. The trade-off between accuracy and computational cost of the simulation is especially influenced by domain discretization: mesh generation is therefore one of the most critical steps and automatic approaches are sought. Moreover, the problem size is further increased by process variations, calling for a statistical representation of the single device through an ensemble of microscopically different instances. The aim of this thesis is to present multi-disciplinary approaches to handle this increasing problem dimensionality in a numerical simulation perspective. The topic of mesh generation is tackled by presenting a new Wavelet-based Adaptive Method (WAM) for the automatic refinement of 2D and 3D domain discretizations. Multiresolution techniques and efficient signal processing algorithms are exploited to increase grid resolution in the domain regions where relevant physical phenomena take place. Moreover, the grid is dynamically adapted to follow solution changes produced by bias variations and quality criteria are imposed on the produced meshes. The further dimensionality increase due to variability in extremely scaled devices is considered with reference to two increasingly critical phenomena, namely line-edge roughness (LER) and random dopant fluctuations (RD). The impact of such phenomena on FinFET devices, which represent a promising alternative to planar CMOS technology, is estimated through 2D and 3D TCAD simulations and statistical tools, taking into account matching performance of single devices as well as basic circuit blocks such as SRAMs. Several process options are compared, including resist- and spacer-defined fin patterning as well as different doping profile definitions. Combining statistical simulations with experimental data, potentialities and shortcomings of the FinFET architecture are analyzed and useful design guidelines are provided, which boost feasibility of this technology for mainstream applications in sub-45 nm generation integrated circuits.

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[EN]In this talk we introduce a new methodology for wind field simulation or forecasting over complex terrain. The idea is to use wind measurements or predictions of the HARMONIE mesoscale model as the input data for an adaptive finite element mass consistent wind model [1,2]. The method has been recently implemented in the freely-available Wind3D code [3]. A description of the HARMONIE Non-Hydrostatic Dynamics can be found in [4]. The results of HARMONIE (obtained with a maximum resolution about 1 Km) are refined by the finite element model in a local scale (about a few meters). An interface between both models is implemented such that the initial wind field approximation is obtained by a suitable interpolation of the HARMONIE results…

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[EN]A new methodology for wind field simulation or forecasting over complex terrain is introduced. The idea is to use wind measurements or predictions of the HARMONIE mesoscale model as the input data for an adaptive finite element mass consistent wind model. The method has been recently implemented in the freely-available Wind3D code. A description of the HARMONIE Non-Hydrostatic Dynamics can be found in. HARMONIE provides wind prediction with a maximum resolution about 1 Km that is refined by the finite element model in a local scale (about a few meters). An interface between both models is implemented such that the initial wind field approximation is obtained by a suitable interpolation of the HARMONIE results…

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Porous materials are widely used in many fields of industrial applications, to achieve the requirements of noise reduction, that nowadays derive from strict regulations. The modeling of porous materials is still a problematic issue. Numerical simulations are often problematic in case of real complex geometries, especially in terms of computational times and convergence. At the same time, analytical models, even if partly limited by restrictive simplificative hypotheses, represent a powerful instrument to capture quickly the physics of the problem and general trends. In this context, a recently developed numerical method, called the Cell Method, is described, is presented in the case of the Biot's theory and applied for representative cases. The peculiarity of the Cell Method is that it allows for a direct algebraic and geometrical discretization of the field equations, without any reduction to a weak integral form. Then, the second part of the thesis presents the case of interaction between two poroelastic materials under the context of double porosity. The idea of using periodically repeated inclusions of a second porous material into a layer composed by an original material is described. In particular, the problem is addressed considering the efficiency of the analytical method. A analytical procedure for the simulation of heterogeneous layers based is described and validated considering both conditions of absorption and transmission; a comparison with the available numerical methods is performed. ---------------- I materiali porosi sono ampiamente utilizzati per diverse applicazioni industriali, al fine di raggiungere gli obiettivi di riduzione del rumore, che sono resi impegnativi da norme al giorno d'oggi sempre più stringenti. La modellazione dei materiali porori per applicazioni vibro-acustiche rapprensenta un aspetto di una certa complessità. Le simulazioni numeriche sono spesso problematiche quando siano coinvolte geometrie di pezzi reali, in particolare riguardo i tempi computazionali e la convergenza. Allo stesso tempo, i modelli analitici, anche se parzialmente limitati a causa di ipotesi semplificative che ne restringono l'ambito di utilizzo, rappresentano uno strumento molto utile per comprendere rapidamente la fisica del problema e individuare tendenze generali. In questo contesto, un metodo numerico recentemente sviluppato, il Metodo delle Celle, viene descritto, implementato nel caso della teoria di Biot per la poroelasticità e applicato a casi rappresentativi. La peculiarità del Metodo delle Celle consiste nella discretizzazione diretta algebrica e geometrica delle equazioni di campo, senza alcuna riduzione a forme integrali deboli. Successivamente, nella seconda parte della tesi viene presentato il caso delle interazioni tra due materiali poroelastici a contatto, nel contesto dei materiali a doppia porosità. Viene descritta l'idea di utilizzare inclusioni periodicamente ripetute di un secondo materiale poroso all'interno di un layer a sua volta poroso. In particolare, il problema è studiando il metodo analitico e la sua efficienza. Una procedura analitica per il calcolo di strati eterogenei di materiale viene descritta e validata considerando sia condizioni di assorbimento, sia di trasmissione; viene effettuata una comparazione con i metodi numerici a disposizione.

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The aim of this PhD thesis is to investigate the orientational and dynamical properties of liquid crystalline systems, at molecular level and using atomistic computer simulations, to reach a better understanding of material behavior from a microscopic point view. In perspective this should allow to clarify the relation between the micro and macroscopic properties with the objective of predicting or confirming experimental results on these systems. In this context, we developed four different lines of work in the thesis. The first one concerns the orientational order and alignment mechanism of rigid solutes of small dimensions dissolved in a nematic phase formed by the 4-pentyl,4 cyanobiphenyl (5CB) nematic liquid crystal. The orientational distribution of solutes have been obtained with Molecular Dynamics Simulation (MD) and have been compared with experimental data reported in literature. we have also verified the agreement between order parameters and dipolar coupling values measured in NMR experiments. The MD determined effective orientational potentials have been compared with the predictions of Maier­Saupe and Surface tensor models. The second line concerns the development of a correct parametrization able to reproduce the phase transition properties of a prototype of the oligothiophene semiconductor family: sexithiophene (T6). T6 forms two crystalline polymorphs largely studied, and possesses liquid crystalline phases still not well characterized, From simulations we detected a phase transition from crystal to liquid crystal at about 580 K, in agreement with available experiments, and in particular we found two LC phases, smectic and nematic. The crystal­smectic transition is associated to a relevant density variation and to strong conformational changes of T6, namely the molecules in the liquid crystal phase easily assume a bent shape, deviating from the planar structure typical of the crystal. The third line explores a new approach for calculating the viscosity in a nematic through a virtual exper- iment resembling the classical falling sphere experiment. The falling sphere is replaced by an hydrogenated silicon nanoparticle of spherical shape suspended in 5CB, and gravity effects are replaced by a constant force applied to the nanoparticle in a selected direction. Once the nanoparticle reaches a constant velocity, the viscosity of the medium can be evaluated using Stokes' law. With this method we successfully reproduced experimental viscosities and viscosity anisotropy for the solvent 5CB. The last line deals with the study of order induction on nematic molecules by an hydrogenated silicon surface. Gaining predicting power for the anchoring behavior of liquid crystals at surfaces will be a very desirable capability, as many properties related to devices depend on molecular organization close to surfaces. Here we studied, by means of atomistic MD simulations, the flat interface between an hydrogenated (001) silicon surface in contact with a sample of 5CB molecules. We found a planar anchoring of the first layers of 5CB where surface interactions are dominating with respect to the mesogen intermolecular interactions. We also analyzed the interface 5CB­vacuum, finding a homeotropic orientation of the nematic at this interface.