Numerical studies on channel formation and growth during solidification: Effect of process parameters

In the present work, solidification of a hyper-eutectic ammonium chloride solution in a bottom-cooled cavity (i.e. with stable thermal gradient) is numerically studied. A Rayleigh number based criterion is developed, which determines the conditions favorable for freckles formation. This criterion, when expressed in terms of physical properties and process parameters, yields the condition for plume formation as a function of concentration, liquid fraction, permeability, growth rate of a mushy layer and thermophysical properties. Subsequently, numerical simulations are performed for cases with initial and boundary conditions favoring freckle formation. The effects of parameters, such as cooling rate and initial concentration, on the formation and growth of freckles are investigated. It was found that a high cooling rate produced larger and more defined channels which are retained for a longer durations. Similarly, a lower initial concentration of solute resulted in fewer but more pronounced channels. The number and size of channels are also found to be related to the mushy zone thickness. The trends predicted with regard to the variation of number of channels with time under different process conditions are in accordance with the experimental observations reported in the literature.

On the mechanical behavior of compacted pack ice : A theoretical and numerical investigation

Pack ice is an aggregate of ice floes drifting on the sea surface. The forces controlling the motion and deformation of pack ice are air and water drag forces, sea surface tilt, Coriolis force and the internal force due to the interaction between ice floes. In this thesis, the mechanical behavior of compacted pack ice is investigated using theoretical and numerical methods, focusing on the three basic material properties: compressive strength, yield curve and flow rule. A high-resolution three-category sea ice model is applied to investigate the sea ice dynamics in two small basins, the whole Gulf Riga and the inside Pärnu Bay, focusing on the calibration of the compressive strength for thin ice. These two basins are on the scales of 100 km and 20 km, respectively, with typical ice thickness of 10-30 cm. The model is found capable of capturing the main characteristics of the ice dynamics. The compressive strength is calibrated to be about 30 kPa, consistent with the values from most large-scale sea ice dynamic studies. In addition, the numerical study in Pärnu Bay suggests that the shear strength drops significantly when the ice-floe size markedly decreases. A characteristic inversion method is developed to probe the yield curve of compacted pack ice. The basis of this method is the relationship between the intersection angle of linear kinematic features (LKFs) in sea ice and the slope of the yield curve. A summary of the observed LKFs shows that they can be basically divided into three groups: intersecting leads, uniaxial opening leads and uniaxial pressure ridges. Based on the available observed angles, the yield curve is determined to be a curved diamond. Comparisons of this yield curve with those from other methods show that it possesses almost all the advantages identified by the other methods. A new constitutive law is proposed, where the yield curve is a diamond and the flow rule is a combination of the normal and co-axial flow rule. The non-normal co-axial flow rule is necessary for the Coulombic yield constraint. This constitutive law not only captures the main features of forming LKFs but also takes the advantage of avoiding overestimating divergence during shear deformation. Moreover, this study provides a method for observing the flow rule for pack ice during deformation.

The enhanced Russell-based directional distance measure with undesirable outputs: Numerical example considering CO2 emissions

Following the spirit of the enhanced Russell graph measure, this paper proposes an enhanced Russell-based directional distance measure (ERBDDM) model for dealing with desirable and undesirable outputs in data envelopment analysis (DEA) and allowing some inputs and outputs to be zero. The proposed method is analogous to the output oriented slacks-based measure (OSBM) and directional output distance function approach because it allows the expansion of desirable outputs and the contraction of undesirable outputs. The ERBDDM is superior to the OSBM model and traditional approach since it is not only able to identify all the inefficiency slacks just as the latter, but also avoids the misperception and misspecification of the former, which fails to identify null-jointness production of goods and bads. The paper also imposes a strong complementary slackness condition on the ERBDDM model to deal with the occurrence of multiple projections. Furthermore, we use the Penn Table data to help us explore our new approach in the context of environmental policy evaluations and guidance for performance improvements in 111 countries.

Numerical approaches to new particle formation and growth in the atmosphere

Aerosols impact the planet and our daily lives through various effects, perhaps most notably those related to their climatic and health-related consequences. While there are several primary particle sources, secondary new particle formation from precursor vapors is also known to be a frequent, global phenomenon. Nevertheless, the formation mechanism of new particles, as well as the vapors participating in the process, remain a mystery. This thesis consists of studies on new particle formation specifically from the point of view of numerical modeling. A dependence of formation rate of 3 nm particles on the sulphuric acid concentration to the power of 1-2 has been observed. This suggests nucleation mechanism to be of first or second order with respect to the sulphuric acid concentration, in other words the mechanisms based on activation or kinetic collision of clusters. However, model studies have had difficulties in replicating the small exponents observed in nature. The work done in this thesis indicates that the exponents may be lowered by the participation of a co-condensing (and potentially nucleating) low-volatility organic vapor, or by increasing the assumed size of the critical clusters. On the other hand, the presented new and more accurate method for determining the exponent indicates high diurnal variability. Additionally, these studies included several semi-empirical nucleation rate parameterizations as well as a detailed investigation of the analysis used to determine the apparent particle formation rate. Due to their high proportion of the earth's surface area, oceans could potentially prove to be climatically significant sources of secondary particles. In the lack of marine observation data, new particle formation events in a coastal region were parameterized and studied. Since the formation mechanism is believed to be similar, the new parameterization was applied in a marine scenario. The work showed that marine CCN production is feasible in the presence of additional vapors contributing to particle growth. Finally, a new method to estimate concentrations of condensing organics was developed. The algorithm utilizes a Markov chain Monte Carlo method to determine the required combination of vapor concentrations by comparing a measured particle size distribution with one from an aerosol dynamics process model. The evaluation indicated excellent agreement against model data, and initial results with field data appear sound as well.

Prediction of fatigue strength in plain and reinforced concrete beams

A fatigue crack propagation model for concrete is proposed based on the concepts of fracture mechanics. This model takes into account the loading history, frequency of applied load, and size, effect parameters. Using this model, a method is described based on linear elastic fracture mechanics to assess the residual strength of cracked plain and reinforced concrete (RC) beams. This could be used to predict the residual strength (load carrying capacity) of cracked or damaged plain and reinforced concrete beams at a given level of damage. It has been seen that the fatigue crack propagation rate increases as. the size of plain concrete, beam increases indicating an increase in brittleness. In reinforced concrete (RC) beams, the fracture process becomes stable only when the beam is sufficiently reinforced.

Local numerical modelling of magnetoconvection and turbulence - implications for mean-field theories

During the last decades mean-field models, in which large-scale magnetic fields and differential rotation arise due to the interaction of rotation and small-scale turbulence, have been enormously successful in reproducing many of the observed features of the Sun. In the meantime, new observational techniques, most prominently helioseismology, have yielded invaluable information about the interior of the Sun. This new information, however, imposes strict conditions on mean-field models. Moreover, most of the present mean-field models depend on knowledge of the small-scale turbulent effects that give rise to the large-scale phenomena. In many mean-field models these effects are prescribed in ad hoc fashion due to the lack of this knowledge. With large enough computers it would be possible to solve the MHD equations numerically under stellar conditions. However, the problem is too large by several orders of magnitude for the present day and any foreseeable computers. In our view, a combination of mean-field modelling and local 3D calculations is a more fruitful approach. The large-scale structures are well described by global mean-field models, provided that the small-scale turbulent effects are adequately parameterized. The latter can be achieved by performing local calculations which allow a much higher spatial resolution than what can be achieved in direct global calculations. In the present dissertation three aspects of mean-field theories and models of stars are studied. Firstly, the basic assumptions of different mean-field theories are tested with calculations of isotropic turbulence and hydrodynamic, as well as magnetohydrodynamic, convection. Secondly, even if the mean-field theory is unable to give the required transport coefficients from first principles, it is in some cases possible to compute these coefficients from 3D numerical models in a parameter range that can be considered to describe the main physical effects in an adequately realistic manner. In the present study, the Reynolds stresses and turbulent heat transport, responsible for the generation of differential rotation, were determined along the mixing length relations describing convection in stellar structure models. Furthermore, the alpha-effect and magnetic pumping due to turbulent convection in the rapid rotation regime were studied. The third area of the present study is to apply the local results in mean-field models, which task we start to undertake by applying the results concerning the alpha-effect and turbulent pumping in mean-field models describing the solar dynamo.

Evaluation and modelling of the spatial and temporal variability of particulate matter in urban areas

This thesis contains three subject areas concerning particulate matter in urban area air quality: 1) Analysis of the measured concentrations of particulate matter mass concentrations in the Helsinki Metropolitan Area (HMA) in different locations in relation to traffic sources, and at different times of year and day. 2) The evolution of traffic exhaust originated particulate matter number concentrations and sizes in local street scale are studied by a combination of a dispersion model and an aerosol process model. 3) Some situations of high particulate matter concentrations are analysed with regard to their meteorological origins, especially temperature inversion situations, in the HMA and three other European cities. The prediction of the occurrence of meteorological conditions conducive to elevated particulate matter concentrations in the studied cities is examined. The performance of current numerical weather forecasting models in the case of air pollution episode situations is considered. The study of the ambient measurements revealed clear diurnal variation of the PM10 concentrations in the HMA measurement sites, irrespective of the year and the season of the year. The diurnal variation of local vehicular traffic flows seemed to have no substantial correlation with the PM2.5 concentrations, indicating that the PM10 concentrations were originated mainly from local vehicular traffic (direct emissions and suspension), while the PM2.5 concentrations were mostly of regionally and long-range transported origin. The modelling study of traffic exhaust dispersion and transformation showed that the number concentrations of particles originating from street traffic exhaust undergo a substantial change during the first tens of seconds after being emitted from the vehicle tailpipe. The dilution process was shown to dominate total number concentrations. Minimal effect of both condensation and coagulation was seen in the Aitken mode number concentrations. The included air pollution episodes were chosen on the basis of occurrence in either winter or spring, and having at least partly local origin. In the HMA, air pollution episodes were shown to be linked to predominantly stable atmospheric conditions with high atmospheric pressure and low wind speeds in conjunction with relatively low ambient temperatures. For the other European cities studied, the best meteorological predictors for the elevated concentrations of PM10 were shown to be temporal (hourly) evolutions of temperature inversions, stable atmospheric stability and in some cases, wind speed. Concerning the weather prediction during particulate matter related air pollution episodes, the use of the studied models were found to overpredict pollutant dispersion, leading to underprediction of pollutant concentration levels.

Nonlinear ensemble prediction of chaotic daily rainfall

The significance of treating rainfall as a chaotic system instead of a stochastic system for a better understanding of the underlying dynamics has been taken up by various studies recently. However, an important limitation of all these approaches is the dependence on a single method for identifying the chaotic nature and the parameters involved. Many of these approaches aim at only analyzing the chaotic nature and not its prediction. In the present study, an attempt is made to identify chaos using various techniques and prediction is also done by generating ensembles in order to quantify the uncertainty involved. Daily rainfall data of three regions with contrasting characteristics (mainly in the spatial area covered), Malaprabha, Mahanadi and All-India for the period 1955-2000 are used for the study. Auto-correlation and mutual information methods are used to determine the delay time for the phase space reconstruction. Optimum embedding dimension is determined using correlation dimension, false nearest neighbour algorithm and also nonlinear prediction methods. The low embedding dimensions obtained from these methods indicate the existence of low dimensional chaos in the three rainfall series. Correlation dimension method is done on th phase randomized and first derivative of the data series to check whether the saturation of the dimension is due to the inherent linear correlation structure or due to low dimensional dynamics. Positive Lyapunov exponents obtained prove the exponential divergence of the trajectories and hence the unpredictability. Surrogate data test is also done to further confirm the nonlinear structure of the rainfall series. A range of plausible parameters is used for generating an ensemble of predictions of rainfall for each year separately for the period 1996-2000 using the data till the preceding year. For analyzing the sensitiveness to initial conditions, predictions are done from two different months in a year viz., from the beginning of January and June. The reasonably good predictions obtained indicate the efficiency of the nonlinear prediction method for predicting the rainfall series. Also, the rank probability skill score and the rank histograms show that the ensembles generated are reliable with a good spread and skill. A comparison of results of the three regions indicates that although they are chaotic in nature, the spatial averaging over a large area can increase the dimension and improve the predictability, thus destroying the chaotic nature. (C) 2010 Elsevier Ltd. All rights reserved.

Factors controlling the surface energy budget over snow and ice

Polar Regions are an energy sink of the Earth system, as the Sun rays do not reach the Poles for half of the year, and hit them only at very low angles for the other half of the year. In summer, solar radiation is the dominant energy source for the Polar areas, therefore even small changes in the surface albedo strongly affect the surface energy balance and, thus, the speed and amount of snow and ice melting. In winter, the main heat sources for the atmosphere are the cyclones approaching from lower latitudes, and the atmosphere-surface heat transfer takes place through turbulent mixing and longwave radiation, the latter dominated by clouds. The aim of this thesis is to improve the knowledge about the surface and atmospheric processes that control the surface energy budget over snow and ice, with particular focus on albedo during the spring and summer seasons, on horizontal advection of heat, cloud longwave forcing, and turbulent mixing during the winter season. The critical importance of a correct albedo representation in models is illustrated through the analysis of the causes for the errors in the surface and near-surface air temperature produced in a short-range numerical weather forecast by the HIRLAM model. Then, the daily and seasonal variability of snow and ice albedo have been examined by analysing field measurements of albedo, carried out in different environments. On the basis of the data analysis, simple albedo parameterizations have been derived, which can be implemented into thermodynamic sea ice models, as well as numerical weather prediction and climate models. Field measurements of radiation and turbulent fluxes over the Bay of Bothnia (Baltic Sea) also allowed examining the impact of a large albedo change during the melting season on surface energy and ice mass budgets. When high contrasts in surface albedo are present, as in the case of snow covered areas next to open water, the effect of the surface albedo heterogeneity on the downwelling solar irradiance under overcast condition is very significant, although it is usually not accounted for in single column radiative transfer calculations. To account for this effect, an effective albedo parameterization based on three-dimensional Monte Carlo radiative transfer calculations has been developed. To test a potentially relevant application of the effective albedo parameterization, its performance in the ground-based retrieval of cloud optical depth was illustrated. Finally, the factors causing the large variations of the surface and near-surface temperatures over the Central Arctic during winter were examined. The relative importance of cloud radiative forcing, turbulent mixing, and lateral heat advection on the Arctic surface temperature were quantified through the analysis of direct observations from Russian drifting ice stations, with the lateral heat advection calculated from reanalysis products.

Prediction of estrus cyclicity in Asian elephants (Elephas maximus) through estimation of fecal progesterone metabolite: development of an enzyme-linked immuno-sorbent assay

Asian elephants (Dephas maximus), prominent ``flagship species'', arelisted under the category of endangered species (EN - A2c, ver. 3.1, IUCN Red List 2009) and there is a need for their conservation This requires understanding demographic and reproductive dynamics of the species. Monitoring reproductive status of any species is traditionally being carried out through invasive blood sampling and this is restrictive for large animals such as wild or semi-captive elephants due to legal. ethical, and practical reasons Hence. there is a need for a non-invasive technique to assess reproductive cyclicity profiles of elephants. which will help in the species' conservation strategies In this study. we developed an indirect competitive enzyme linked immuno-sorbent assay (ELISA) to estimate the concentration of one of the progesterone-metabolites i.e, allopregnanolone (5 alpha-P-3OH) in fecal samples of As elephants We validated the assay which had a sensitivity of 0.25 mu M at 90% binding with an EC50 value of 1 37 mu M Using female elephants. kept under semi-captive conditions in the forest camps of Mudumalar Wildlife Sanctuary, Tamil Nadu and Bandipur National Park, Karnataka, India. we measured fecal progesterone-metabolite (5 alpha-P-3OH) concentrations in six an and showed their clear correlation with those of scrum progesterone measured by a standard radio-immuno assay. Statistical analyses using a Linear Mixed Effect model showed a positive correlation (P < 0 1) between the profiles of fecal 5 alpha-P-3OH (range 0 5-10 mu g/g) and serum progesterone (range: 0 1-1 8 ng/mL) Therefore, our studies show, for the first time, that the fecal progesterone-metabolite assay could be exploited to predict estrus cyclicity and to potentially assess the reproductive status of captive and free-ranging female Asian elephants, thereby helping to plan their breeding strategy (C) 2010 Elsevier Inc.All rights reserved.

Numerical procedure for second order non-linear ordinary differential equations and application to heat transfer problem

In this paper, we have first given a numerical procedure for the solution of second order non-linear ordinary differential equations of the type y″ = f (x;y, y′) with given initial conditions. The method is based on geometrical interpretation of the equation, which suggests a simple geometrical construction of the integral curve. We then translate this geometrical method to the numerical procedure adaptable to desk calculators and digital computers. We have studied the efficacy of this method with the help of an illustrative example with known exact solution. We have also compared it with Runge-Kutta method. We have then applied this method to a physical problem, namely, the study of the temperature distribution in a semi-infinite solid homogeneous medium for temperature-dependent conductivity coefficient.

Prediction of solid block masonry prism compressive strength using FE model

Masonry strength is dependent upon characteristics of the masonry unit,the mortar and the bond between them. Empirical formulae as well as analytical and finite element (FE) models have been developed to predict structural behaviour of masonry. This paper is focused on developing a three dimensional non-linear FE model based on micro-modelling approach to predict masonry prism compressive strength and crack pattern. The proposed FE model uses multi-linear stress-strain relationships to model the non-linear behaviour of solid masonry unit and the mortar. Willam-Warnke's five parameter failure theory developed for modelling the tri-axial behaviour of concrete has been adopted to model the failure of masonry materials. The post failure regime has been modelled by applying orthotropic constitutive equations based on the smeared crack approach. Compressive strength of the masonry prism predicted by the proposed FE model has been compared with experimental values as well as the values predicted by other failure theories and Eurocode formula. The crack pattern predicted by the FE model shows vertical splitting cracks in the prism. The FE model predicts the ultimate failure compressive stress close to 85 of the mean experimental compressive strength value.

Essays on the Modeling and Prediction of Volatility and Higher Moments of Stock Returns (summary section only)

One of the most fundamental and widely accepted ideas in finance is that investors are compensated through higher returns for taking on non-diversifiable risk. Hence the quantification, modeling and prediction of risk have been, and still are one of the most prolific research areas in financial economics. It was recognized early on that there are predictable patterns in the variance of speculative prices. Later research has shown that there may also be systematic variation in the skewness and kurtosis of financial returns. Lacking in the literature so far, is an out-of-sample forecast evaluation of the potential benefits of these new more complicated models with time-varying higher moments. Such an evaluation is the topic of this dissertation. Essay 1 investigates the forecast performance of the GARCH (1,1) model when estimated with 9 different error distributions on Standard and Poor’s 500 Index Future returns. By utilizing the theory of realized variance to construct an appropriate ex post measure of variance from intra-day data it is shown that allowing for a leptokurtic error distribution leads to significant improvements in variance forecasts compared to using the normal distribution. This result holds for daily, weekly as well as monthly forecast horizons. It is also found that allowing for skewness and time variation in the higher moments of the distribution does not further improve forecasts. In Essay 2, by using 20 years of daily Standard and Poor 500 index returns, it is found that density forecasts are much improved by allowing for constant excess kurtosis but not improved by allowing for skewness. By allowing the kurtosis and skewness to be time varying the density forecasts are not further improved but on the contrary made slightly worse. In Essay 3 a new model incorporating conditional variance, skewness and kurtosis based on the Normal Inverse Gaussian (NIG) distribution is proposed. The new model and two previously used NIG models are evaluated by their Value at Risk (VaR) forecasts on a long series of daily Standard and Poor’s 500 returns. The results show that only the new model produces satisfactory VaR forecasts for both 1% and 5% VaR Taken together the results of the thesis show that kurtosis appears not to exhibit predictable time variation, whereas there is found some predictability in the skewness. However, the dynamic properties of the skewness are not completely captured by any of the models.