Use of mathematical and numerical methods in the Latin American Demographic Centre CELADE. Santiago, Chile

Includes bibliography

Variance Reduction in Analytical Chemistry : New Numerical Methods in Chemometrics and Molecular Simulation

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).

Application of numerical methods to earthquake stability assessment of slopes

Questo documento descrive gran parte del lavoro svolto durante un periodo di studio di sei mesi all’International Centre for Geohazards (ICG) di Oslo. Seguendo la linea guida dettata nel titolo, sono stati affrontati diversi aspetti riguardanti la modellazione numerica dei pendii quali l’influenza delle condizioni al contorno e delle proporzioni del modello, la back-analysis di eventi di scivolamento e l’applicazione delle analisi di stabilità monodimensionali. La realizzazione di semplici modelli con il programma agli elementi finiti PLAXIS (Brinkgreve et al., 2008) ha consentito di analizzare le prestazioni dei modelli numerici riguardo all’influenza delle condizioni al contorno confrontandoli con un calcolo teorico del fattore di amplificazione. Questa serie di test ha consentito di stabilire alcune linee guida per la realizzazione di test con un buon livello di affidabilità. Alcuni case-history, in particolare quello di Las Colinas (El Salvador), sono stati modellati allo scopo di applicare e verificare i risultati ottenuti con i semplici modelli sopracitati. Inoltre sono state svolte analisi di sensitività alla dimensione della mesh e ai parametri di smorzamento e di elasticità. I risultati hanno evidenziato una forte dipendenza dei risultati dai parametri di smorzamento, rilevando l’importanza di una corretta valutazione di questa grandezza. In ultima battuta ci si è occupati dell’accuratezza e dell’applicabilità dei modelli monodimensionali. I risultati di alcuni modelli monodimensionali realizzati con il software Quiver (Kaynia, 2009) sono stati confrontati con quelli ottenuti da modelli bidimensionali. Dal confronto è risultato un buon grado di approssimazione accompagnato da un margine di sicurezza costante. Le analisi monodimensionali sono poi state utilizzate per la verifica di sensitività. I risultati di questo lavoro sono qui presentati e accompagnati da suggerimenti qualitativi e quantitativi per la realizzazione di modelli bidimensionali affidabili. Inoltre si descrive la possibilità di utilizzare modelli monodimensionali in caso d’incertezze sui parametri. Dai risultati osservati emerge la possibilità di ottenere un risparmio di tempo nella realizzazione di importanti indagini di sensitività.

Comparison between analytical and numerical methods for the assessment of masonry arch bridges: Case study of Clemente Bridge on Savio river

This research has focused on the study of the behavior and of the collapse of masonry arch bridges. The latest decades have seen an increasing interest in this structural type, that is still present and in use, despite the passage of time and the variation of the transport means. Several strategies have been developed during the time to simulate the response of this type of structures, although even today there is no generally accepted standard one for assessment of masonry arch bridges. The aim of this thesis is to compare the principal analytical and numerical methods existing in literature on case studies, trying to highlight values and weaknesses. The methods taken in exam are mainly three: i) the Thrust Line Analysis Method; ii) the Mechanism Method; iii) the Finite Element Methods. The Thrust Line Analysis Method and the Mechanism Method are analytical methods and derived from two of the fundamental theorems of the Plastic Analysis, while the Finite Element Method is a numerical method, that uses different strategies of discretization to analyze the structure. Every method is applied to the case study through computer-based representations, that allow a friendly-use application of the principles explained. A particular closed-form approach based on an elasto-plastic material model and developed by some Belgian researchers is also studied. To compare the three methods, two different case study have been analyzed: i) a generic masonry arch bridge with a single span; ii) a real masonry arch bridge, the Clemente Bridge, built on Savio River in Cesena. In the analyses performed, all the models are two-dimensional in order to have results comparable between the different methods taken in exam. The different methods have been compared with each other in terms of collapse load and of hinge positions.

Numerical methods for the dispersion analysis of Guided Waves

The use of guided ultrasonic waves (GUW) has increased considerably in the fields of non-destructive (NDE) testing and structural health monitoring (SHM) due to their ability to perform long range inspections, to probe hidden areas as well as to provide a complete monitoring of the entire waveguide. Guided waves can be fully exploited only once their dispersive properties are known for the given waveguide. In this context, well stated analytical and numerical methods are represented by the Matrix family methods and the Semi Analytical Finite Element (SAFE) methods. However, while the former are limited to simple geometries of finite or infinite extent, the latter can model arbitrary cross-section waveguides of finite domain only. This thesis is aimed at developing three different numerical methods for modelling wave propagation in complex translational invariant systems. First, a classical SAFE formulation for viscoelastic waveguides is extended to account for a three dimensional translational invariant static prestress state. The effect of prestress, residual stress and applied loads on the dispersion properties of the guided waves is shown. Next, a two-and-a-half Boundary Element Method (2.5D BEM) for the dispersion analysis of damped guided waves in waveguides and cavities of arbitrary cross-section is proposed. The attenuation dispersive spectrum due to material damping and geometrical spreading of cavities with arbitrary shape is shown for the first time. Finally, a coupled SAFE-2.5D BEM framework is developed to study the dispersion characteristics of waves in viscoelastic waveguides of arbitrary geometry embedded in infinite solid or liquid media. Dispersion of leaky and non-leaky guided waves in terms of speed and attenuation, as well as the radiated wavefields, can be computed. The results obtained in this thesis can be helpful for the design of both actuation and sensing systems in practical application, as well as to tune experimental setup.

An environmental magnetic study, sedimentological and numerical methods around Tauranga Harbour, New Zealand

Magnetic iron minerals are widespread and indicative sediment constituents in estuarine, coastal and shelf systems. We combine environmental magnetic, sedimentological and numerical methods to identify magnetite-enriched placer-like zones in a complex coastal system and delineate their formation mechanisms. Magnetic susceptibility and remanence measurements on 245 surficial sediment samples collected in and around Tauranga Harbour, the largest barrier-enclosed tidal estuary of New Zealand, reveal several discrete enrichment zones controlled by local hydrodynamic conditions. Active magnetite enrichment takes place in tidal channels, which feed into two coast-parallel nearshore magnetite-enriched belts centered at water depths of 6-10 m and 10-20 m. A close correlation between magnetite content and magnetic grain size was found, where higher susceptibility values are associated within coarser magnetic crystal sizes. Two key mechanisms for magnetite enrichment are identified. First, tide-induced residual currents primarily enable magnetite enrichment within the estuarine channel network. A coast-parallel, fine sand magnetite enrichment belt in water depths of less than 10 m along the barrier island has a strong decrease in magnetite content away from the southern tidal inlet and is apparently related to active coast-parallel transport combined with mobilizing surf zone processes. A second, less pronounced, but more uniform magnetite enrichment belt at 10-20 m water depth is composed of non-mobile, medium-coarse-grained relict sands, which have been reworked during post-glacial sea level transgression. We demonstrate the potential of magnetic methods to reveal and differentiate coastal magnetite enrichment patterns and investigate their formative mechanisms.

Self-validating technique for the measurement of the linewidth enhancement factor in semiconductor lasers

A new method for measuring the linewidth enhancement factor (α-parameter) of semiconductor lasers is proposed and discussed. The method itself provides an estimation of the measurement error, thus self-validating the entire procedure. The α-parameter is obtained from the temporal profile and the instantaneous frequency (chirp) of the pulses generated by gain switching. The time resolved chirp is measured with a polarization based optical differentiator. The accuracy of the obtained values of the α-parameter is estimated from the comparison between the directly measured pulse spectrum and the spectrum reconstructed from the chirp and the temporal profile of the pulse. The method is applied to a VCSEL and to a DFB laser emitting around 1550 nm at different temperatures, obtaining a measurement error lower than ± 8%.

Coupling time-stepping numerical methods and standard aerodynamics codes for instability analysis of flows in complex geometries

The development of a global instability analysis code coupling a time-stepping approach, as applied to the solution of BiGlobal and TriGlobal instability analysis 1, 2 and finite-volume-based spatial discretization, as used in standard aerodynamics codes is presented. The key advantage of the time-stepping method over matrix-formulation approaches is that the former provides a solution to the computer-storage issues associated with the latter methodology. To-date both approaches are successfully in use to analyze instability in complex geometries, although their relative advantages have never been quantified. The ultimate goal of the present work is to address this issue in the context of spatial discretization schemes typically used in industry. The time-stepping approach of Chiba 3 has been implemented in conjunction with two direct numerical simulation algorithms, one based on the typically-used in this context high-order method and another based on low-order methods representative of those in common use in industry. The two codes have been validated with solutions of the BiGlobal EVP and it has been showed that small errors in the base flow do not have affect significantly the results. As a result, a three-dimensional compressible unsteady second-order code for global linear stability has been successfully developed based on finite-volume spatial discretization and time-stepping method with the ability to study complex geometries by means of unstructured and hybrid meshes

Efficient numerical methods for global linear instability. Analysis and modeling of non-orthogonal swept attachment-line boundary layer flow

The aim of this thesis is to study the mechanisms of instability that occur in swept wings when the angle of attack increases. For this, a simplified model for the a simplified model for the non-orthogonal swept leading edge boundary layer has been used as well as different numerical techniques in order to solve the linear stability problem that describes the behavior of perturbations superposed upon this base flow. Two different approaches, matrix-free and matrix forming methods, have been validated using direct numerical simulations with spectral resolution. In this way, flow instability in the non-orthogonal swept attachment-line boundary layer is addressed in a linear analysis framework via the solution of the pertinent global (Bi-Global) PDE-based eigenvalue problem. Subsequently, a simple extension of the extended G¨ortler-H¨ammerlin ODEbased polynomial model proposed by Theofilis, Fedorov, Obrist & Dallmann (2003) for orthogonal flow, which includes previous models as particular cases and recovers global instability analysis results, is presented for non-orthogonal flow. Direct numerical simulations have been used to verify the stability results and unravel the limits of validity of the basic flow model analyzed. The effect of the angle of attack, AoA, on the critical conditions of the non-orthogonal problem has been documented; an increase of the angle of attack, from AoA = 0 (orthogonal flow) up to values close to _/2 which make the assumptions under which the basic flow is derived questionable, is found to systematically destabilize the flow. The critical conditions of non-orthogonal flows at 0 _ AoA _ _/2 are shown to be recoverable from those of orthogonal flow, via a simple analytical transformation involving AoA. These results can help to understand the mechanisms of destabilization that occurs in the attachment line of wings at finite angles of attack. Studies taking into account variations of the pressure field in the basic flow or the extension to compressible flows are issues that remain open. El objetivo de esta tesis es estudiar los mecanismos de la inestabilidad que se producen en ciertos dispositivos aerodinámicos cuando se aumenta el ángulo de ataque. Para ello se ha utilizado un modelo simplificado del flujo de base, así como diferentes técnicas numéricas, con el fin de resolver el problema de estabilidad lineal asociado que describe el comportamiento de las perturbaciones. Estos métodos; sin y con formación de matriz, se han validado utilizando simulaciones numéricas directas con resolución espectral. De esta manera, la inestabilidad del flujo de capa límite laminar oblicuo entorno a la línea de estancamiento se aborda en un marco de análisis lineal por medio del método Bi-Global de resolución del problema de valores propios en derivadas parciales. Posteriormente se propone una extensión simple para el flujo no-ortogonal del modelo polinomial de ecuaciones diferenciales ordinarias, G¨ortler-H¨ammerlin extendido, propuesto por Theofilis et al. (2003) para el flujo ortogonal, que incluye los modelos previos como casos particulares y recupera los resultados del analisis global de estabilidad lineal. Se han realizado simulaciones directas con el fin de verificar los resultados del análisis de estabilidad así como para investigar los límites de validez del modelo de flujo base utilizado. En este trabajo se ha documentado el efecto del ángulo de ataque AoA en las condiciones críticas del problema no ortogonal obteniendo que el incremento del ángulo de ataque, de AoA = 0 (flujo ortogonal) hasta valores próximos a _/2, en el cual las hipótesis sobre las que se basa el flujo base dejan de ser válidas, tiende sistemáticamente a desestabilizar el flujo. Las condiciones críticas del caso no ortogonal 0 _ AoA _ _/2 pueden recuperarse a partir del caso ortogonal mediante el uso de una transformación analítica simple que implica el ángulo de ataque AoA. Estos resultados pueden ayudar a comprender los mecanismos de desestabilización que se producen en el borde de ataque de las alas de los aviones a ángulos de ataque finitos. Como tareas pendientes quedaría realizar estudios que tengan en cuenta variaciones del campo de presión en el flujo base así como la extensión de éste al caso de flujos compresibles.

Self-consistent numerical dispersion relation of the ablative Rayleigh-Taylor instability of double ablation fronts in inertial confinement fusion

The linear stability analysis of accelerated double ablation fronts is carried out numerically with a self-consistent approach. Accurate hydrodynamic profiles are taken into account in the theoretical model by means of a fitting parameters method using 1D simulation results. Numerical dispersión relation is compared to an analytical sharp boundary model [Yan˜ez et al., Phys. Plasmas 18, 052701 (2011)] showing an excellent agreement for the radiation dominated regime of very steep ablation fronts, and the stabilization due to smooth profiles. 2D simulations are presented to validate the numerical self-consistent theory.

Numerical methods for option pricing.

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

Numerical methods in Nonlinear Analysis of shell structures

The design of shell and spatial structures represents an important challenge even with the use of the modern computer technology.If we concentrate in the concrete shell structures many problems must be faced,such as the conceptual and structural disposition, optimal shape design, analysis, construction methods, details etc. and all these problems are interconnected among them. As an example the shape optimization requires the use of several disciplines like structural analysis, sensitivity analysis, optimization strategies and geometrical design concepts. Similar comments can be applied to other space structures such as steel trusses with single or double shape and tension structures. In relation to the analysis the Finite Element Method appears to be the most extended and versatile technique used in the practice. In the application of this method several issues arise. First the derivation of the pertinent shell theory or alternatively the degenerated 3-D solid approach should be chosen. According to the previous election the suitable FE model has to be adopted i.e. the displacement,stress or mixed formulated element. The good behavior of the shell structures under dead loads that are carried out towards the supports by mainly compressive stresses is impaired by the high imperfection sensitivity usually exhibited by these structures. This last effect is important particularly if large deformation and material nonlinearities of the shell may interact unfavorably, as can be the case for thin reinforced shells. In this respect the study of the stability of the shell represents a compulsory step in the analysis. Therefore there are currently very active fields of research such as the different descriptions of consistent nonlinear shell models given by Simo, Fox and Rifai, Mantzenmiller and Buchter and Ramm among others, the consistent formulation of efficient tangent stiffness as the one presented by Ortiz and Schweizerhof and Wringgers, with application to concrete shells exhibiting creep behavior given by Scordelis and coworkers; and finally the development of numerical techniques needed to trace the nonlinear response of the structure. The objective of this paper is concentrated in the last research aspect i.e. in the presentation of a state-of-the-art on the existing solution techniques for nonlinear analysis of structures. In this presentation the following excellent reviews on this subject will be mainly used.

Problems for the numerical analysis of the future; [papers presented at the symposium on modern calculating machinery and numerical methods, held on July 29-31, 1948, at the University of California, Los Angeles]

Includes bibliographies.

A computer graphic technique for finding numerical methods for ordinary differential equations.

On cover: COO-1469-0106.