Black-box decomposition approach for computational hemodynamics: One-dimensional models

Increasing efforts exist in integrating different levels of detail in models of the cardiovascular system. For instance, one-dimensional representations are employed to model the systemic circulation. In this context, effective and black-box-type decomposition strategies for one-dimensional networks are needed, so as to: (i) employ domain decomposition strategies for large systemic models (1D-1D coupling) and (ii) provide the conceptual basis for dimensionally-heterogeneous representations (1D-3D coupling, among various possibilities). The strategy proposed in this article works for both of these two scenarios, though the several applications shown to illustrate its performance focus on the 1D-1D coupling case. A one-dimensional network is decomposed in such a way that each coupling point connects two (and not more) of the sub-networks. At each of the M connection points two unknowns are defined: the flow rate and pressure. These 2M unknowns are determined by 2M equations, since each sub-network provides one (non-linear) equation per coupling point. It is shown how to build the 2M x 2M non-linear system with arbitrary and independent choice of boundary conditions for each of the sub-networks. The idea is then to solve this non-linear system until convergence, which guarantees strong coupling of the complete network. In other words, if the non-linear solver converges at each time step, the solution coincides with what would be obtained by monolithically modeling the whole network. The decomposition thus imposes no stability restriction on the choice of the time step size. Effective iterative strategies for the non-linear system that preserve the black-box character of the decomposition are then explored. Several variants of matrix-free Broyden`s and Newton-GMRES algorithms are assessed as numerical solvers by comparing their performance on sub-critical wave propagation problems which range from academic test cases to realistic cardiovascular applications. A specific variant of Broyden`s algorithm is identified and recommended on the basis of its computer cost and reliability. (C) 2010 Elsevier B.V. All rights reserved.

A singular integro-differential equation model for dryout in LMFBR boiler tubes

A 2D steady model for the annular two-phase flow of water and steam in the steam-generating boiler pipes of a liquid metal fast breeder reactor is proposed The model is based on thin-layer lubrication theory and thin aerofoil theory. The exchange of mass between the vapour core and the liquid film due to evaporation of the liquid film is accounted for using some simple thermodynamics models, and the resultant change of phase is modelled by proposing a suitable Stefan problem Appropriate boundary conditions for the now are discussed The resulting non-lineal singular integro-differential equation for the shape of the liquid film free surface is solved both asymptotically and numerically (using some regularization techniques) Predictions for the length to the dryout point from the entry of the annular regime are made The influence of both the traction tau provided by the fast-flowing vapour core on the liquid layer and the mass transfer parameter eta on the dryout length is investigated

Sound waves and solitons in hot and dense nuclear matter

Assuming that nuclear matter can be treated as a perfect fluid, we study the propagation of perturbations in the baryon density. The equation of state is derived from a relativistic mean field model, which is a variant of the non-linear Walecka model. The expansion of the Euler and continuity equations of relativistic hydrodynamics around equilibrium configurations leads to differential equations for the density perturbation. We solve them numerically for linear and spherical perturbations and follow the propagation of the initial pulses. For linear perturbations we find single soliton solutions and solutions with one or more solitons followed by ""radiation"". Depending on the equation of state a strong damping may occur. We consider also the evolution of perturbations in a medium without dispersive effects. In this case we observe the formation and breaking of shock waves. We study all these equations also for matter at finite temperature. Our results may be relevant for the analysis of RHIC data. They suggest that the shock waves formed in the quark gluon plasma phase may survive and propagate in the hadronic phase. (C) 2009 Elseiver. B.V. All rights reserved.

Package models and the information crisis of prebiotic evolution

The coexistence between different types of templates has been the choice solution to the information crisis of prebiotic evolution, triggered by the finding that a single RNA-like template cannot carry enough information to code for any useful replicase. In principle, confining d distinct templates of length L in a package or protocell, whose Survival depends on the coexistence of the templates it holds in, could resolve this crisis provided that d is made sufficiently large. Here we review the prototypical package model of Niesert et al. [1981. Origin of life between Scylla and Charybdis. J. Mol. Evol. 17, 348-353] which guarantees the greatest possible region of viability of the protocell population, and show that this model, and hence the entire package approach, does not resolve the information crisis. In particular, we show that the total information stored in a viable protocell (Ld) tends to a constant value that depends only on the spontaneous error rate per nucleotide of the template replication mechanism. As a result, an increase of d must be followed by a decrease of L, so that the net information gain is null. (C) 2008 Elsevier Ltd. All rights reserved.

Bayesian estimation of regression parameters in elliptical measurement error models

The main object of this paper is to discuss the Bayes estimation of the regression coefficients in the elliptically distributed simple regression model with measurement errors. The posterior distribution for the line parameters is obtained in a closed form, considering the following: the ratio of the error variances is known, informative prior distribution for the error variance, and non-informative prior distributions for the regression coefficients and for the incidental parameters. We proved that the posterior distribution of the regression coefficients has at most two real modes. Situations with a single mode are more likely than those with two modes, especially in large samples. The precision of the modal estimators is studied by deriving the Hessian matrix, which although complicated can be computed numerically. The posterior mean is estimated by using the Gibbs sampling algorithm and approximations by normal distributions. The results are applied to a real data set and connections with results in the literature are reported. (C) 2011 Elsevier B.V. All rights reserved.

Three-dimensional, fully adaptive simulations of phase-field fluid models

We present an efficient numerical methodology for the 31) computation of incompressible multi-phase flows described by conservative phase-field models We focus here on the case of density matched fluids with different viscosity (Model H) The numerical method employs adaptive mesh refinements (AMR) in concert with an efficient semi-implicit time discretization strategy and a linear, multi-level multigrid to relax high order stability constraints and to capture the flow`s disparate scales at optimal cost. Only five linear solvers are needed per time-step. Moreover, all the adaptive methodology is constructed from scratch to allow a systematic investigation of the key aspects of AMR in a conservative, phase-field setting. We validate the method and demonstrate its capabilities and efficacy with important examples of drop deformation, Kelvin-Helmholtz instability, and flow-induced drop coalescence (C) 2010 Elsevier Inc. All rights reserved

Combined solar and pellet heating systems for single-family houses : How to achieve decreased electricity usage, increased system efficiency and increased solar gains

In Sweden, there are about 0.5 million single-family houses that are heated by electricity alone, and rising electricity costs force the conversion to other heating sources such as heat pumps and wood pellet heating systems. Pellet heating systems for single-family houses are currently a strongly growing market. Future lack of wood fuels is possible even in Sweden, and combining wood pellet heating with solar heating will help to save the bio-fuel resources. The objectives of this thesis are to investigate how the electrically heated single-family houses can be converted to pellet and solar heating systems, and how the annual efficiency and solar gains can be increased in such systems. The possible reduction of CO-emissions by combining pellet heating with solar heating has also been investigated. Systems with pellet stoves (both with and without a water jacket), pellet boilers and solar heating have been simulated. Different system concepts have been compared in order to investigate the most promising solutions. Modifications in system design and control strategies have been carried out in order to increase the system efficiency and the solar gains. Possibilities for increasing the solar gains have been limited to investigation of DHW-units for hot water production and the use of hot water for heating of dishwashers and washing machines via a heat exchanger instead of electricity (heat-fed appliances). Computer models of pellet stoves, boilers, DHW-units and heat-fed appliances have been developed and the parameters for the models have been identified from measurements on real components. The conformity between the models and the measurements has been checked. The systems with wood pellet stoves have been simulated in three different multi-zone buildings, simulated in detail with heat distribution through door openings between the zones. For the other simulations, either a single-zone house model or a load file has been used. Simulations were carried out for Stockholm, Sweden, but for the simulations with heat-fed machines also for Miami, USA. The foremost result of this thesis is the increased understanding of the dynamic operation of combined pellet and solar heating systems for single-family houses. The results show that electricity savings and annual system efficiency is strongly affected by the system design and the control strategy. Large reductions in pellet consumption are possible by combining pellet boilers with solar heating (a reduction larger than the solar gains if the system is properly designed). In addition, large reductions in carbon monoxide emissions are possible. To achieve these reductions it is required that the hot water production and the connection of the radiator circuit is moved to a well insulated, solar heated buffer store so that the boiler can be turned off during the periods when the solar collectors cover the heating demand. The amount of electricity replaced using systems with pellet stoves is very dependant on the house plan, the system design, if internal doors are open or closed and the comfort requirements. Proper system design and control strategies are crucial to obtain high electricity savings and high comfort with pellet stove systems. The investigated technologies for increasing the solar gains (DHW-units and heat-fed appliances) significantly increase the solar gains, but for the heat-fed appliances the market introduction is difficult due to the limited financial savings and the need for a new heat distribution system. The applications closest to market introduction could be for communal laundries and for use in sunny climates where the dominating part of the heat can be covered by solar heating. The DHW-unit is economical but competes with the internal finned-tube heat exchanger which is the totally dominating technology for hot water preparation in solar combisystems for single-family houses.

Parameterization Of Turbulence Models Using 3DVAR Data Assimilation

In this research the 3DVAR data assimilation scheme is implemented in the numerical model DIVAST in order to optimize the performance of the numerical model by selecting an appropriate turbulence scheme and tuning its parameters. Two turbulence closure schemes: the Prandtl mixing length model and the two-equation k-ε model were incorporated into DIVAST and examined with respect to their universality of application, complexity of solutions, computational efficiency and numerical stability. A square harbour with one symmetrical entrance subject to tide-induced flows was selected to investigate the structure of turbulent flows. The experimental part of the research was conducted in a tidal basin. A significant advantage of such laboratory experiment is a fully controlled environment where domain setup and forcing are user-defined. The research shows that the Prandtl mixing length model and the two-equation k-ε model, with default parameterization predefined according to literature recommendations, overestimate eddy viscosity which in turn results in a significant underestimation of velocity magnitudes in the harbour. The data assimilation of the model-predicted velocity and laboratory observations significantly improves model predictions for both turbulence models by adjusting modelled flows in the harbour to match de-errored observations. 3DVAR allows also to identify and quantify shortcomings of the numerical model. Such comprehensive analysis gives an optimal solution based on which numerical model parameters can be estimated. The process of turbulence model optimization by reparameterization and tuning towards optimal state led to new constants that may be potentially applied to complex turbulent flows, such as rapidly developing flows or recirculating flows.

Graphical models and point set matching

Point pattern matching in Euclidean Spaces is one of the fundamental problems in Pattern Recognition, having applications ranging from Computer Vision to Computational Chemistry. Whenever two complex patterns are encoded by two sets of points identifying their key features, their comparison can be seen as a point pattern matching problem. This work proposes a single approach to both exact and inexact point set matching in Euclidean Spaces of arbitrary dimension. In the case of exact matching, it is assured to find an optimal solution. For inexact matching (when noise is involved), experimental results confirm the validity of the approach. We start by regarding point pattern matching as a weighted graph matching problem. We then formulate the weighted graph matching problem as one of Bayesian inference in a probabilistic graphical model. By exploiting the existence of fundamental constraints in patterns embedded in Euclidean Spaces, we prove that for exact point set matching a simple graphical model is equivalent to the full model. It is possible to show that exact probabilistic inference in this simple model has polynomial time complexity with respect to the number of elements in the patterns to be matched. This gives rise to a technique that for exact matching provably finds a global optimum in polynomial time for any dimensionality of the underlying Euclidean Space. Computational experiments comparing this technique with well-known probabilistic relaxation labeling show significant performance improvement for inexact matching. The proposed approach is significantly more robust under augmentation of the sizes of the involved patterns. In the absence of noise, the results are always perfect.

Essays on asymmetric information problems without the single-crossing property: applications to corporate finance

The objective of this dissertation is to re-examine classical issues in corporate finance, applying a new analytical tool. The single-crossing property, also called Spence-irrlees condition, is not required in the models developed here. This property has been a standard assumption in adverse selection and signaling models developed so far. The classical papers by Guesnerie and Laffont (1984) and Riley (1979) assume it. In the simplest case, for a consumer with a privately known taste, the single-crossing property states that the marginal utility of a good is monotone with respect to the taste. This assumption has an important consequence to the result of the model: the relationship between the private parameter and the quantity of the good assigned to the agent is monotone. While single crossing is a reasonable property for the utility of an ordinary consumer, this property is frequently absent in the objective function of the agents for more elaborate models. The lack of a characterization for the non-single crossing context has hindered the exploration of models that generate objective functions without this property. The first work that characterizes the optimal contract without the single-crossing property is Araújo and Moreira (2001a) and, for the competitive case, Araújo and Moreira (2001b). The main implication is that a partial separation of types may be observed. Two sets of disconnected types of agents may choose the same contract, in adverse selection problems, or signal with the same levei of signal, in signaling models.

A contractive method for computing the stationary solution of the euler equation

A contractive method for computing stationary solutions of intertemporal equilibrium models is provide. The method is is implemented using a contraction mapping derived from the first-order conditions. The deterministic dynamic programming problem is used to illustrate the method. Some numerical examples are performed.

Short-term temporal changes of bare soil CO2 fluxes after tillage described by first-order decay models

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Models for genetic evaluation of Nelore cattle mature body weight

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Comparison of non-linear growth models to describe the growth curve in West African Dwarf sheep

The objectives of this study were to compare the goodness of fit of four non-linear growth models, i.e. Brody, Gompertz, Logistic and Von Bertalanffy, in West African Dwarf (WAD) sheep. A total of 5274 monthly weight records from birth up to 180 days of age from 889 lambs, collected during 2001 to 2004 in Betecoucou breeding farm in Benin were used. In the preliminary analysis, the General Linear Model Procedure of the Statistical Analysis Systems Institute was applied to the dataset to identify the significant effects of the sex of lamb (male and female), type of birth (single and twin), season of birth (rainy season and dry season), parity of dam (1, 2 and 3) and year of birth (2001, 2002, 2003 and 2004) on the observed birth weight and monthly weight up to 6 months of age. The models parameters (A, B and k), coefficient of determination (112), mean square error (MSE) were calculated using language of technical computing package Matlab(R), 2006. The mean values of A, B and k were substituted into each model to calculate the corresponding Akaike's Information Criterion (AIC). Among the four growth functions, the Brody model has been selected for its accuracy of fit according to the higher R(2), lower MSE and A/C Finally, the parameters A, B and k were adjusted in Matlab(R) 2006 for the sex of lamb, year of birth, season of birth, birth type and the parity of ewe, providing a specific slope of the Brody growth curve. The results of this study suggest that Brody model can be useful for WAD sheep breeding in Betecoucou farm conditions through growth monitoring.

Genetic parameters for milk yield analyzed by test-day models in Murrah buffaloes in Brazil

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)