Regularizing a set of unstructured 3D points from a sequence of stereo images

[EN] In this paper we present a method for the regularization of a set of unstructured 3D points obtained from a sequence of stereo images. This method takes into account the information supplied by the disparity maps computed between pairs of images to constraint the regularization of the set of 3D points. We propose a model based on an energy which is composed of two terms: an attachment term that minimizes the distance from 3D points to the projective lines of camera points, and a second term that allows for the regularization of the set of 3D points by preserving discontinuities presented on the disparity maps. We embed this energy in a 2D finite element method. After minimizing, this method results in a large system of equations that can be optimized for fast computations. We derive an efficient implicit numerical scheme which reduces the number of calculations and memory allocations.

Mixed finite-element methods for elliptic convection-dominated problems arising in semiconductor physics

In this work we develop and analyze an adaptive numerical scheme for simulating a class of macroscopic semiconductor models. At first the numerical modelling of semiconductors is reviewed in order to classify the Energy-Transport models for semiconductors that are later simulated in 2D. In this class of models the flow of charged particles, that are negatively charged electrons and so-called holes, which are quasi-particles of positive charge, as well as their energy distributions are described by a coupled system of nonlinear partial differential equations. A considerable difficulty in simulating these convection-dominated equations is posed by the nonlinear coupling as well as due to the fact that the local phenomena such as "hot electron effects" are only partially assessable through the given data. The primary variables that are used in the simulations are the particle density and the particle energy density. The user of these simulations is mostly interested in the current flow through parts of the domain boundary - the contacts. The numerical method considered here utilizes mixed finite-elements as trial functions for the discrete solution. The continuous discretization of the normal fluxes is the most important property of this discretization from the users perspective. It will be proven that under certain assumptions on the triangulation the particle density remains positive in the iterative solution algorithm. Connected to this result an a priori error estimate for the discrete solution of linear convection-diffusion equations is derived. The local charge transport phenomena will be resolved by an adaptive algorithm, which is based on a posteriori error estimators. At that stage a comparison of different estimations is performed. Additionally a method to effectively estimate the error in local quantities derived from the solution, so-called "functional outputs", is developed by transferring the dual weighted residual method to mixed finite elements. For a model problem we present how this method can deliver promising results even when standard error estimator fail completely to reduce the error in an iterative mesh refinement process.

Gravitational Lensing as a Tool on Galactic and Cosmological Scales

This work considers the reconstruction of strong gravitational lenses from their observed effects on the light distribution of background sources. After reviewing the formalism of gravitational lensing and the most common and relevant lens models, new analytical results on the elliptical power law lens are presented, including new expressions for the deflection, potential, shear and magnification, which naturally lead to a fast numerical scheme for practical calculation. The main part of the thesis investigates lens reconstruction with extended sources by means of the forward reconstruction method, in which the lenses and sources are given by parametric models. The numerical realities of the problem make it necessary to find targeted optimisations for the forward method, in order to make it feasible for general applications to modern, high resolution images. The result of these optimisations is presented in the \textsc{Lensed} algorithm. Subsequently, a number of tests for general forward reconstruction methods are created to decouple the influence of sourced from lens reconstructions, in order to objectively demonstrate the constraining power of the reconstruction. The final chapters on lens reconstruction contain two sample applications of the forward method. One is the analysis of images from a strong lensing survey. Such surveys today contain $\sim 100$ strong lenses, and much larger sample sizes are expected in the future, making it necessary to quickly and reliably analyse catalogues of lenses with a fixed model. The second application deals with the opposite situation of a single observation that is to be confronted with different lens models, where the forward method allows for natural model-building. This is demonstrated using an example reconstruction of the ``Cosmic Horseshoe''. An appendix presents an independent work on the use of weak gravitational lensing to investigate theories of modified gravity which exhibit screening in the non-linear regime of structure formation.

Two dimensional Lattice Boltzmann simulation of fluid flow through an idealized micro-structure of disordered media

This technical report discusses the application of Lattice Boltzmann Method (LBM) in the fluid flow simulation through porous filter-wall of disordered media. The diesel particulate filter (DPF) is an example of disordered media. DPF is developed as a cutting edge technology to reduce harmful particulate matter in the engine exhaust. Porous filter-wall of DPF traps these soot particles in the after-treatment of the exhaust gas. To examine the phenomena inside the DPF, researchers are looking forward to use the Lattice Boltzmann Method as a promising alternative simulation tool. The lattice Boltzmann method is comparatively a newer numerical scheme and can be used to simulate fluid flow for single-component single-phase, single-component multi-phase. It is also an excellent method for modelling flow through disordered media. The current work focuses on a single-phase fluid flow simulation inside the porous micro-structure using LBM. Firstly, the theory concerning the development of LBM is discussed. LBM evolution is always related to Lattice gas Cellular Automata (LGCA), but it is also shown that this method is a special discretized form of the continuous Boltzmann equation. Since all the simulations are conducted in two-dimensions, the equations developed are in reference with D2Q9 (two-dimensional 9-velocity) model. The artificially created porous micro-structure is used in this study. The flow simulations are conducted by considering air and CO2 gas as fluids. The numerical model used in this study is explained with a flowchart and the coding steps. The numerical code is constructed in MATLAB. Different types of boundary conditions and their importance is discussed separately. Also the equations specific to boundary conditions are derived. The pressure and velocity contours over the porous domain are studied and recorded. The results are compared with the published work. The permeability values obtained in this study can be fitted to the relation proposed by Nabovati [8], and the results are in excellent agreement within porosity range of 0.4 to 0.8.

Maximum principle preserving high order schemes for convection-dominated diffusion equations

The maximum principle is an important property of solutions to PDE. Correspondingly, it's of great interest for people to design a high order numerical scheme solving PDE with this property maintained. In this thesis, our particular interest is solving convection-dominated diffusion equation. We first review a nonconventional maximum principle preserving(MPP) high order finite volume(FV) WENO scheme, and then propose a new parametrized MPP high order finite difference(FD) WENO framework, which is generalized from the one solving hyperbolic conservation laws. A formal analysis is presented to show that a third order finite difference scheme with this parametrized MPP flux limiters maintains the third order accuracy without extra CFL constraint when the low order monotone flux is chosen appropriately. Numerical tests in both one and two dimensional cases are performed on the simulation of the incompressible Navier-Stokes equations in vorticity stream-function formulation and several other problems to show the effectiveness of the proposed method.

Estudio y desarrollo de un preproceso basado en la difusión no lineal para la segmentación en imágenes

En esta Tesis Doctoral se aborda la utilización de filtros de difusión no lineal para obtener imágenes constantes a trozos como paso previo al proceso de segmentación. En una primera parte se propone un formulación intrínseca para la ecuación de difusión no lineal que proporcione las condiciones de diseño necesarias sobre los filtros de difusión. A partir del marco teórico propuesto, se proporciona una nueva familia de difusividades; éstas son obtenidas a partir de técnicas de difusión no lineal relacionadas con los procesos de difusión regresivos. El objetivo es descomponer la imagen en regiones cerradas que sean homogéneas en sus niveles de grises sin contornos difusos. Asimismo, se prueba que la función de difusividad propuesta satisface las condiciones de un correcto planteamiento semi-discreto. Esto muestra que mediante el esquema semi-implícito habitualmente utilizado, realmente se hace un proceso de difusión no lineal directa, en lugar de difusión inversa, conectando con proceso de preservación de bordes. Bajo estas condiciones establecidas, se plantea un criterio de parada para el proceso de difusión, para obtener imágenes constantes a trozos con un bajo coste computacional. Una vez aplicado todo el proceso al caso unidimensional, se extienden los resultados teóricos, al caso de imágenes en 2D y 3D. Para el caso en 3D, se detalla el esquema numérico para el problema evolutivo no lineal, con condiciones de contorno Neumann homogéneas. Finalmente, se prueba el filtro propuesto para imágenes reales en 2D y 3D y se ilustran los resultados de la difusividad propuesta como método para obtener imágenes constantes a trozos. En el caso de imágenes 3D, se aborda la problemática del proceso previo a la segmentación del hígado, mediante imágenes reales provenientes de Tomografías Axiales Computarizadas (TAC). En ese caso, se obtienen resultados sobre la estimación de los parámetros de la función de difusividad propuesta. This Ph.D. Thesis deals with the case of using nonlinear diffusion filters to obtain piecewise constant images as a previous process for segmentation techniques. I have first shown an intrinsic formulation for the nonlinear diffusion equation to provide some design conditions on the diffusion filters. According to this theoretical framework, I have proposed a new family of diffusivities; they are obtained from nonlinear diffusion techniques and are related with backward diffusion. Their goal is to split the image in closed contours with a homogenized grey intensity inside and with no blurred edges. It has also proved that the proposed filters satisfy the well-posedness semi-discrete and full discrete scale-space requirements. This shows that by using semi-implicit schemes, a forward nonlinear diffusion equation is solved, instead of a backward nonlinear diffusion equation, connecting with an edgepreserving process. Under the conditions established for the diffusivity and using a stopping criterion I for the diffusion time, I have obtained piecewise constant images with a low computational effort. The whole process in the one-dimensional case is extended to the case where 2D and 3D theoretical results are applied to real images. For 3D, develops in detail the numerical scheme for nonlinear evolutionary problem with homogeneous Neumann boundary conditions. Finally, I have tested the proposed filter with real images for 2D and 3D and I have illustrated the effects of the proposed diffusivity function as a method to get piecewise constant images. For 3D I have developed a preprocess for liver segmentation with real images from CT (Computerized Tomography). In this case, I have obtained results on the estimation of the parameters of the given diffusivity function.

Accurate Parabolic Navier-Stokes solutions of the supersonic flow around and elliptic cone

Flows of relevance to new generation aerospace vehicles exist, which are weakly dependent on the streamwise direction and strongly dependent on the other two spatial directions, such as the flow around the (flattened) nose of the vehicle and the associated elliptic cone model. Exploiting these characteristics, a parabolic integration of the Navier-Stokes equations is more appropriate than solution of the full equations, resulting in the so-called Parabolic Navier-Stokes (PNS). This approach not only is the best candidate, in terms of computational efficiency and accuracy, for the computation of steady base flows with the appointed properties, but also permits performing instability analysis and laminar-turbulent transition studies a-posteriori to the base flow computation. This is to be contrasted with the alternative approach of using order-of-magnitude more expensive spatial Direct Numerical Simulations (DNS) for the description of the transition process. The PNS equations used here have been formulated for an arbitrary coordinate transformation and the spatial discretization is performed using a novel stable high-order finite-difference-based numerical scheme, ensuring the recovery of highly accurate solutions using modest computing resources. For verification purposes, the boundary layer solution around a circular cone at zero angle of attack is compared in the incompressible limit with theoretical profiles. Also, the recovered shock wave angle at supersonic conditions is compared with theoretical predictions in the same circular-base cone geometry. Finally, the entire flow field, including shock position and compressible boundary layer around a 2:1 elliptic cone is recovered at Mach numbers 3 and 4

Transient behavior of a system composed of conductive thin wire structures excited by harmonic and lightning type signals

The transient response of a system of independent electrodes buried in a semi-infinite conducting medium is studied. Using a simple and versatile numerical scheme written by the authors and based on the Electric Field Integral Equation (EFIE), the effect caused by harmonic signals ranging on frequency from Hz to hundred of MHz, and also by lightning type driving signal striking at a remote point far from the conductors, is extensively studied. The value of the scalar potential appearing on the electrodes as a function of the frequency of the applied signal is one of the variables investigated. Other features such as the input impedance at the injection point of the signal and the Ground Potential Rise (GPR) over the electrode system are also discussed

Design of a Semi-analytical Method to Describe Plasma-Wall Interactions

Electric probes are objects immersed in the plasma with sharp boundaries which collect of emit charged particles. Consequently, the nearby plasma evolves under abrupt imposed and/or naturally emerging conditions. There could be localized currents, different time scales for plasma species evolution, charge separation and absorbing-emitting walls. The traditional numerical schemes based on differences often transform these disparate boundary conditions into computational singularities. This is the case of models using advection-diffusion differential equations with source-sink terms (also called Fokker-Planck equations). These equations are used in both, fluid and kinetic descriptions, to obtain the distribution functions or the density for each plasma species close to the boundaries. We present a resolution method grounded on an integral advancing scheme by using approximate Green's functions, also called short-time propagators. All the integrals, as a path integration process, are numerically calculated, what states a robust grid-free computational integral method, which is unconditionally stable for any time step. Hence, the sharp boundary conditions, as the current emission from a wall, can be treated during the short-time regime providing solutions that works as if they were known for each time step analytically. The form of the propagator (typically a multivariate Gaussian) is not unique and it can be adjusted during the advancing scheme to preserve the conserved quantities of the problem. The effects of the electric or magnetic fields can be incorporated into the iterative algorithm. The method allows smooth transitions of the evolving solutions even when abrupt discontinuities are present. In this work it is proposed a procedure to incorporate, for the very first time, the boundary conditions in the numerical integral scheme. This numerical scheme is applied to model the plasma bulk interaction with a charge-emitting electrode, dealing with fluid diffusion equations combined with Poisson equation self-consistently. It has been checked the stability of this computational method under any number of iterations, even for advancing in time electrons and ions having different time scales. This work establishes the basis to deal in future work with problems related to plasma thrusters or emissive probes in electromagnetic fields.

Physically-sound simulation of low-velocity impact on fiber reinforced laminates

A high-fidelity virtual tool for the numerical simulation of low-velocity impact damage in unidirectional composite laminates is proposed. A continuum material model for the simulation of intraply damage phenomena is implemented in a numerical scheme as a user subroutine of the commercially available Abaqus finite element package. Delaminations are simulated using of cohesive surfaces. The use of structured meshes, aligned with fiber directions allows the physically-sound simulation of matrix cracks parallel to fiber directions, and their interaction with the development of delaminations. The implementation of element erosion criteria and the application of intraply and interlaminar friction allow for the simulation of fiber splits and their entanglement, which in turn results in permanent indentation in the impacted laminate. It is shown that this simulation strategy gives sound results for impact energies bellow and above the Barely Visible Impact Damage threshold, up to laminate perforation conditions

Projected Gross-Pitaevskii equation for harmonically confined Bose gases at finite temperature

We extend the projected Gross-Pitaevskii equation formalism of Davis [Phys. Rev. Lett. 87, 160402 (2001)] to the experimentally relevant case of thermal Bose gases in harmonic potentials and outline a robust and accurate numerical scheme that can efficiently simulate this system. We apply this method to investigate the equilibrium properties of the harmonically trapped three-dimensional projected Gross-Pitaevskii equation at finite temperature and consider the dependence of condensate fraction, position, and momentum distributions and density fluctuations on temperature. We apply the scheme to simulate an evaporative cooling process in which the preferential removal of high-energy particles leads to the growth of a Bose-Einstein condensate. We show that a condensate fraction can be inferred during the dynamics even in this nonequilibrium situation.

Analysis of transient eddy currents in MRI using a cylindrical FDTD method

Most magnetic resonance imaging (MRI) spatial encoding techniques employ low-frequency pulsed magnetic field gradients that undesirably induce multiexponentially decaying eddy currents in nearby conducting structures of the MRI system. The eddy currents degrade the switching performance of the gradient system, distort the MRI image, and introduce thermal loads in the cryostat vessel and superconducting MRI components. Heating of superconducting magnets due to induced eddy currents is particularly problematic as it offsets the superconducting operating point, which can cause a system quench. A numerical characterization of transient eddy current effects is vital for their compensation/control and further advancement of the MRI technology as a whole. However, transient eddy current calculations are particularly computationally intensive. In large-scale problems, such as gradient switching in MRI, conventional finite-element method (FEM)-based routines impose very large computational loads during generation/solving of the system equations. Therefore, other computational alternatives need to be explored. This paper outlines a three-dimensional finite-difference time-domain (FDTD) method in cylindrical coordinates for the modeling of low-frequency transient eddy currents in MRI, as an extension to the recently proposed time-harmonic scheme. The weakly coupled Maxwell's equations are adapted to the low-frequency regime by downscaling the speed of light constant, which permits the use of larger FDTD time steps while maintaining the validity of the Courant-Friedrich-Levy stability condition. The principal hypothesis of this work is that the modified FDTD routine can be employed to analyze pulsed-gradient-induced, transient eddy currents in superconducting MRI system models. The hypothesis is supported through a verification of the numerical scheme on a canonical problem and by analyzing undesired temporal eddy current effects such as the B-0-shift caused by actively shielded symmetric/asymmetric transverse x-gradient head and unshielded z-gradient whole-body coils operating in proximity to a superconducting MRI magnet.

Transient temperature rise in a mouse due to low-frequency regional hyperthermia

A refined nonlinear heat transfer model of a mouse has been developed to simulate the transient temperature rise in a neoplastic tumour and neighbouring tissue during regional hyperthermia using a 150 kHz inductive coil. In this study, we incorporate various bio-energetic enhancements to the heat transfer equation and numerical validations based on experimental findings for the mouse, in terms of nonlinear metabolic heat production, homeothermy, blood perfusion parameters, thermoregulation, psychological and physiological effects. The discretized bio-heat transfer equation has been validated with the commercial software FEMLAB on a canonical multi-sphere object before applying the scheme to the inhomogeneous mouse voxel phantom. The time-dependent numerical results of regional hyperthermia of mouse thigh have been compared with the available experimental temperature results with only a few small disparities. During the first 20 min of local unfocused heating, the temperature in the tumour and the surrounding tissue increased by around 7.5 degrees C. The objective of this preliminary study was to develop a validated electrothermal numerical scheme for inductive hyperthermia of a small mammal with the intention of expanding the model into a complete numerical solution involving ferromagnetic nanoparticles for targeted heating of tumours at low frequencies. In addition, the numerical scheme herein could assist in optimizing and tailoring of focused electromagnetic fields for hyperthermia.

MULTISCALE MODELING OF LIQUID CRYSTALLINE/NANOTUBE COMPOSITES

The objective of this research is to synthesize structural composites designed with particular areas defined with custom modulus, strength and toughness values in order to improve the overall mechanical behavior of the composite. Such composites are defined and referred to as 3D-designer composites. These composites will be formed from liquid crystalline polymers and carbon nanotubes. The fabrication process is a variation of rapid prototyping process, which is a layered, additive-manufacturing approach. Composites formed using this process can be custom designed by apt modeling methods for superior performance in advanced applications. The focus of this research is on enhancement of Young's modulus in order to make the final composite stiffer. Strength and toughness of the final composite with respect to various applications is also discussed. We have taken into consideration the mechanical properties of final composite at different fiber volume content as well as at different orientations and lengths of the fibers. The orientation of the LC monomers is supposed to be carried out using electric or magnetic fields. A computer program is modeled incorporating the Mori-Tanaka modeling scheme to generate the stiffness matrix of the final composite. The final properties are then deduced from the stiffness matrix using composite micromechanics. Eshelby's tensor, required to calculate the stiffness tensor using Mori-Tanaka method, is calculated using a numerical scheme that determines the components of the Eshelby's tensor (Gavazzi and Lagoudas 1990). The numerical integration is solved using Gaussian Quadrature scheme and is worked out using MATLAB as well. . MATLAB provides a good deal of commands and algorithms that can be used efficiently to elaborate the continuum of the formula to its extents. Graphs are plotted using different combinations of results and parameters involved in finding these results

A Unified Model for XVA, including Interest Rates and Rating

We start in Chapter 2 to investigate linear matrix-valued SDEs and the Itô-stochastic Magnus expansion. The Itô-stochastic Magnus expansion provides an efficient numerical scheme to solve matrix-valued SDEs. We show convergence of the expansion up to a stopping time τ and provide an asymptotic estimate of the cumulative distribution function of τ. Moreover, we show how to apply it to solve SPDEs with one and two spatial dimensions by combining it with the method of lines with high accuracy. We will see that the Magnus expansion allows us to use GPU techniques leading to major performance improvements compared to a standard Euler-Maruyama scheme. In Chapter 3, we study a short-rate model in a Cox-Ingersoll-Ross (CIR) framework for negative interest rates. We define the short rate as the difference of two independent CIR processes and add a deterministic shift to guarantee a perfect fit to the market term structure. We show how to use the Gram-Charlier expansion to efficiently calibrate the model to the market swaption surface and price Bermudan swaptions with good accuracy. We are taking two different perspectives for rating transition modelling. In Section 4.4, we study inhomogeneous continuous-time Markov chains (ICTMC) as a candidate for a rating model with deterministic rating transitions. We extend this model by taking a Lie group perspective in Section 4.5, to allow for stochastic rating transitions. In both cases, we will compare the most popular choices for a change of measure technique and show how to efficiently calibrate both models to the available historical rating data and market default probabilities. At the very end, we apply the techniques shown in this thesis to minimize the collateral-inclusive Credit/ Debit Valuation Adjustments under the constraint of small collateral postings by using a collateral account dependent on rating trigger.