The Becker-Döring equations with monomer input, competition and inhibition

We investigate the Becker-Döring model of nucleation with three generalisations; an input of monomer, an input of inhibitor and finally, we allow the monomers to form two morphologies of cluster. We assume size-independent aggregation and fragmentation rates. Initially we consider the problem of constant monomer input and determine the steady-state solution approached in the large-time limit, and the manner in which it is approached. Secondly, in addition to a constant input of monomer we allow a constant input of inhibitor, which prevents clusters growing any larger and this removes them from the kinetics of the process; the inhibitor is consumed in the action of poisoning a cluster. We determine a critical ratio of poison to monomer input below which the cluster concentrations tend to a non-zero steady-state solution and the poison concentration tends to a finite value. Above the critical input ratio, the concentrations of all cluster sizes tend to zero and the poison concentration grows without limit. In both cases the solution in the large-time limit is determined. Finally we consider a model where monomers form two morphologies, but the inhibitor only acts on one morphology. Four cases are identified, depending on the relative poison to monomer input rates and the relative thermodynamic stability. In each case we determine the final cluster distribution and poison concentration. We find that poisoning the less stable cluster type can have a significant impact on the structure of the more stable cluster distribution; a counter-intuitive result. All results are shown to agree with numerical simulation.

Instabilities in threshold-diffusion equations with delay

The introduction of delays into ordinary or partial differential equation models is well known to facilitate the production of rich dynamics ranging from periodic solutions through to spatio-temporal chaos. In this paper we consider a class of scalar partial differential equations with a delayed threshold nonlinearity which admits exact solutions for equilibria, periodic orbits and travelling waves. Importantly we show how the spectra of periodic and travelling wave solutions can be determined in terms of the zeros of a complex analytic function. Using this as a computational tool to determine stability we show that delays can have very different effects on threshold systems with negative as opposed to positive feedback. Direct numerical simulations are used to confirm our bifurcation analysis, and to probe some of the rich behaviour possible for mixed feedback.

Mode locking in a spatially extended neuron model: active soma and compartmental tree

Understanding the mode-locked response of excitable systems to periodic forcing has important applications in neuroscience. For example it is known that spatially extended place cells in the hippocampus are driven by the theta rhythm to generate a code conveying information about spatial location. Thus it is important to explore the role of neuronal dendrites in generating the response to periodic current injection. In this paper we pursue this using a compartmental model, with linear dynamics for each compartment, coupled to an active soma model that generates action potentials. By working with the piece-wise linear McKean model for the soma we show how the response of the whole neuron model (soma and dendrites) can be written in closed form. We exploit this to construct a stroboscopic map describing the response of the spatially extended model to periodic forcing. A linear stability analysis of this map, together with a careful treatment of the non-differentiability of the soma model, allows us to construct the Arnol'd tongue structure for 1:q states (one action potential for q cycles of forcing). Importantly we show how the presence of quasi-active membrane in the dendrites can influence the shape of tongues. Direct numerical simulations confirm our theory and further indicate that resonant dendritic membrane can enlarge the windows in parameter space for chaotic behavior. These simulations also show that the spatially extended neuron model responds differently to global as opposed to point forcing. In the former case spatio-temporal patterns of activity within an Arnol'd tongue are standing waves, whilst in the latter they are traveling waves.

Finite difference calculations of permeability in large domains in a wide porosity range.

Determining effective hydraulic, thermal, mechanical and electrical properties of porous materials by means of classical physical experiments is often time-consuming and expensive. Thus, accurate numerical calculations of material properties are of increasing interest in geophysical, manufacturing, bio-mechanical and environmental applications, among other fields. Characteristic material properties (e.g. intrinsic permeability, thermal conductivity and elastic moduli) depend on morphological details on the porescale such as shape and size of pores and pore throats or cracks. To obtain reliable predictions of these properties it is necessary to perform numerical analyses of sufficiently large unit cells. Such representative volume elements require optimized numerical simulation techniques. Current state-of-the-art simulation tools to calculate effective permeabilities of porous materials are based on various methods, e.g. lattice Boltzmann, finite volumes or explicit jump Stokes methods. All approaches still have limitations in the maximum size of the simulation domain. In response to these deficits of the well-established methods we propose an efficient and reliable numerical method which allows to calculate intrinsic permeabilities directly from voxel-based data obtained from 3D imaging techniques like X-ray microtomography. We present a modelling framework based on a parallel finite differences solver, allowing the calculation of large domains with relative low computing requirements (i.e. desktop computers). The presented method is validated in a diverse selection of materials, obtaining accurate results for a large range of porosities, wider than the ranges previously reported. Ongoing work includes the estimation of other effective properties of porous media.

Neural fields with sigmoidal firing rates: approximate solutions

Many tissue level models of neural networks are written in the language of nonlinear integro-differential equations. Analytical solutions have only been obtained for the special case that the nonlinearity is a Heaviside function. Thus the pursuit of even approximate solutions to such models is of interest to the broad mathematical neuroscience community. Here we develop one such scheme, for stationary and travelling wave solutions, that can deal with a certain class of smoothed Heaviside functions. The distribution that smoothes the Heaviside is viewed as a fundamental object, and all expressions describing the scheme are constructed in terms of integrals over this distribution. The comparison of our scheme and results from direct numerical simulations is used to highlight the very good levels of approximation that can be achieved by iterating the process only a small number of times.

Sloshing and slamming oscillations in collapsible channel flow

We consider laminar high-Reynolds-number flow through a finite-length planar channel, where a portion of one wall is replaced by a thin massless elastic membrane that is held under longitudinal tension T and subject to an external pressure distribution. The flow is driven by a fixed pressure drop along the full length of the channel. We investigate the global stability of two-dimensional Poiseuille flow using a method of matched local eigenfunction expansions, which is compared to direct numerical simulations. We trace the neutral stability curve of the primary oscillatory instability of the system, illustrating a transition from high-frequency ‘sloshing’ oscillations at high T to vigorous ‘slamming’ motion at low T . Small-amplitude sloshing at high T can be captured using a low-order eigenmode truncation involving four surface-based modes in the compliant segment of the channel coupled to Womersley flow in the rigid segments. At lower tensions, we show that hydrodynamic modes contribute increasingly to the global instability and we demonstrate a change in the mechanism of energy transfer from the mean flow, with viscous effects being destabilising. Simulations of finite-amplitude oscillations at low T reveal a generic slamming motion, in which the the flexible membrane is drawn close to the opposite rigid wall before rapidly recovering. A simple model is used to demonstrate how fluid inertia in the downstream rigid channel segment, coupled to membrane curvature downstream of the moving constriction, together control slamming dynamics.

Credit risk & forward price models

Doutoramento em Gestão

Characterization and age determination of Quaternary volcanism in the southern Ankaratra region (central Madagascar) through novel approaches in luminescence dating

This work introduces two novel approaches for the application of luminescence dating techniques to Quaternary volcanic eruptions: crystalline xenoliths from lava flows are demonstrated to be basically suitable for luminescence dating, and a set of phreatic explosion deposits from the Late Quaternary Vakinankaratra volcanic field in central Madagascar is successfully dated with infrared stimulated luminescence (IRSL). Using a numerical model approach and experimental verification, the potential for thermal resetting of luminescence signals of xenoliths in lava flows is demonstrated. As microdosimetry is an important aspect when using sample material extracted from crystalline whole rocks, autoradiography using image plates is introduced to the field of luminescence dating as a method for detection and assessment of spatially resolved radiation inhomogeneities. Determinations of fading rates of feldspar samples have been observed to result in aberrant g-values if the pause between preheat and measurement in the delayed measurements was kept short. A systematic investigation reveals that the phenomenon is caused by the presence of three signal components with differing individual fading behaviour. As this is restricted to short pauses, it is possible to determine a minimal required delay between preheating and measurement after which the aberrant behaviour disappears. This is applied in the measuring of 12 samples from phreatic explosion deposits from the Antsirabe – Betafo region in the Late Quaternary Vakinankaratra volcanic field. The samples were taken from stratigraphically correlatable sections and appear to represent at least three phreatic events, one of which created the Lac Andraikiba maar near Antsirabe. The obtained ages indicate that the eruptive activity in the region started in the Late Pleistocene between 113.9 and 99.6 ka. A second layer in the Betafo area is dated at approximately 73 ka and the Lac Andraikiba deposits give an age between 63.9 and 50.7 ka. The youngest phreatic layer is dated between 33.7 and 20.7 ka. These ages are the first recorded direct ages of such volcanic deposits, as well as the first and only direct ages for the Late Quaternary volcanism in the Vakinankaratra volcanic field. This illustrates the huge potential of this new method for volcanology and geochronology, as it enables direct numerical dating of a type of volcanic deposit which has not been successfully directly dated by any other method so far.

Estudo comparativo de pás para aerogeradores de grande porte fabricadas em materiais compósitos reforçadas com fibra de carbono ou fibra de vidro

The research and development of wind turbine blades are essential to keep pace with worldwide growth in the renewable energy sector. Although currently blades are typically produced using glass fiber reinforced composite materials, the tendency for larger size blades, particularly for offshore applications, has increased the interest on carbon fiber reinforced composites because of the potential for increased stiffness and weight reduction. In this study a model of blade designed for large generators (5 MW) was studied on a small scale. A numerical simulation was performed to determine the aerodynamic loading using a Computational Fluid Dynamics (CFD) software. Two blades were then designed and manufactured using epoxy matrix composites: one reinforced with glass fibers and the other with carbon fibers. For the structural calculations, maximum stress failure criterion was adopted. The blades were manufactured by Vacuum Assisted Resin Transfer Molding (VARTM), typical for this type of component. A weight comparison of the two blades was performed and the weight of the carbon fiber blade was approximately 45% of the weight of the fiberglass reinforced blade. Static bending tests were carried out on the blades for various percentages of the design load and deflections measurements were compared with the values obtained from finite element simulations. A good agreement was observed between the measured and calculated deflections. In summary, the results of this study confirm that the low density combined with high mechanical properties of carbon fibers are particularly attractive for the production of large size wind turbine blades

Predição não-linear de curvas de produção de petróleo via redes neurais recursivas

One of the main activities in the petroleum engineering is to estimate the oil production in the existing oil reserves. The calculation of these reserves is crucial to determine the economical feasibility of your explotation. Currently, the petroleum industry is facing problems to analyze production due to the exponentially increasing amount of data provided by the production facilities. Conventional reservoir modeling techniques like numerical reservoir simulation and visualization were well developed and are available. This work proposes intelligent methods, like artificial neural networks, to predict the oil production and compare the results with the ones obtained by the numerical simulation, method quite a lot used in the practice to realization of the oil production prediction behavior. The artificial neural networks will be used due your learning, adaptation and interpolation capabilities

Estudo de sistemas multicomponentes no processo de injeção cíclica de vapor

In Brazilian Northeast there are reservoirs with heavy oil, which use steam flooding as a recovery method. This process allows to reduce oil viscosity, increasing its mobility and consequently its oil recovery. Steam injection is a thermal method and can occurs in continues or cyclic form. Cyclic steam stimulation (CSS) can be repeated several times. Each cycle consisting of three stages: steam injection, soaking time and production phase. CSS becomes less efficient with an increase of number of cycles. Thus, this work aims to study the influence of compositional models in cyclic steam injection and the effects of some parameters, such like: flow injection, steam quality and temperature of steam injected, analyzing the influence of pseudocomponents numbers on oil rate, cumulative oil, oil recovery and simulation time. In the situations analyzed was compared the model of fluid of three phases and three components known as Blackoil . Simulations were done using commercial software (CMG), it was analyzed a homogeneous reservoir with characteristics similar to those found in Brazilian Northeast. It was observed that an increase of components number, increase the time spent in simulation. As for analyzed parameters, it appears that the steam rate, and steam quality has influence on cumulative oil and oil recovery. The number of components did not a lot influenced on oil recovery, however it has influenced on gas production

Comportamento mecânico de um agregado reciclado a partir de resíduos de construção e demolição submetido a carregamentos cíclicos

Tese (doutorado)—Universidade de Brasília, Faculdade de Tecnologia, Programa de Pós-Graduação em Geotecnia, 2016.

Estudo dos parâmetros operacionais do processo de combustão in situ em reservatório de petróleo pesado

The occurrence of heavy oil reservoirs have increased substantially and, due to the high viscosity characteristic of this type of oil, conventional recovery methods can not be applied. Thermal methods have been studied for the recovery of this type of oil, with a main objective to reduce its viscosity, by increasing the reservoir temperature, favoring the mobility of the oil and allowing an increasing in the productivity rate of the fields. In situ combustion (ISC) is a thermal recovery method in which heat is produced inside the reservoir by the combustion of part of the oil with injected oxygen, contrasting with the injection of fluid that is heated in the surface for subsequent injection, which leads to loss heat during the trajectory to the reservoir. The ISC is a favorable method for recovery of heavy oil, but it is still difficult to be field implemented. This work had as an objective the parametric analysis of ISC process applied to a semi-synthetic reservoir with characteristics of the Brazilian Northeast reservoirs using vertical production and vertical injection wells, as the air flow injection and the wells completions. For the analysis, was used a commercial program for simulation of oil reservoirs using thermal processes, called Steam, Thermal and Advanced Processes Reservoir Simulator (STARS) from Computer Modelling Group (CMG). From the results it was possible to analyze the efficiency of the ISC process in heavy oil reservoirs by increasing the reservoir temperature, providing a large decrease in oil viscosity, increasing its mobility inside the reservoir, as well as the improvement in the quality of this oil and therefore increasing significantly its recovered fraction. Among the analyzed parameters, the flow rate of air injection was the one which had greater influence in ISC, obtaining higher recovery factor the higher is the flow rate of injection, due to the greater amount of oxygen while ensuring the maintenance of the combustion front

Análise da recuperação em reservatório de gás com baixa permeabilidade (TIGHT GAS) através do fraturamento hidráulico

With the increasing of energetic consumption in the worldwile, conventional reservoirs, known by their easy exploration and exploitation, are not being enough to satisfy this demand, what has made necessary exploring unconventional reservoirs. This kind of exploration demands developing more advanced technologies to make possible to exploit those hydrocarbons. Tight gas is an example of this kind of unconventional reservoir. It refers to sandstone fields with low porosity, around 8%, and permeabilities between 0.1 and 0.0001 mD, which accumulates considerable amounts of natural gas. That natural gas can only be extracted by applying hydraulic fracturing, aiming at stimulating the reservoir, by creating a preferential way through the reservoir to the well, changing and making easier the flow of fluids, thus increasing the productivity of those reservoirs. Therefore, the objective of this thesis is analyzing the recovery factor of a reservoir by applying hydraulic fracturing. All the studies were performed through simulations using the IMEX software, by CMG (Computer Modelling Group), in it 2012.10 version

Use of Fiber Reinforced Polymer Composite Cable for Post-tensioning Application

Corrosion of steel tendons is a major problem for post-tensioned concrete, especially because corrosion of the steel strands is often hard to detect inside grouted ducts. Non-metallic tendons can serve as an alternative material to steel for post-tensioning applications. Carbon fiber reinforced polymer (CFRP), given its higher strength and elastic modulus, as well as excellent durability and fatigue strength, is the most practical option for post-tensioning applications. The primary objective of this research project was to assess the feasibility of the use of innovative carbon fiber reinforced polymer (CFRP) tendons and to develop guidelines for CFRP in post-tensioned bridge applications, including segmental bridges and pier caps. An experimental investigation and a numerical simulation were conducted to compare the performance of a scaled segmental bridge model, post-tensioned with two types of carbon fiber strands and steel strands. The model was tested at different prestress levels and at different loading configurations. While the study confirms feasibility of both types of carbon fiber strands for segmental bridge applications, and their similar serviceability behavior, strands with higher elastic modulus could improve structural performance and minimize displacements beyond service loads. As the second component of the project, a side-by-side comparison of two types of carbon fiber strands against steel strands was conducted in a scaled pier cap model. Two different strand arrangements were used for post-tensioning, with eight and six strands, respectively representing an over-design and a slight under-design relative to the factored demand. The model was tested under service and factored loads. The investigation confirmed the feasibility of using carbon fiber strands in unbonded post-tensioning of pier caps. Considering both serviceability and overload conditions, the general performance of the pier cap model was deemed acceptable using either type of carbon fiber strands and quite comparable to that of steel strands. In another component of this research, creep stress tests were conducted with carbon fiber composite cable (CFCC). The anchorages for all the specimens were prepared using a commercially available expansive grout. Specimens withstood 95% of the guaranteed capacity provided by the manufacturer for a period of five months, without any sign of rupture.