Variational ensemble Kalman filtering applied to data assimilation problems in computational fluid dynamics

One challenge on data assimilation (DA) methods is how the error covariance for the model state is computed. Ensemble methods have been proposed for producing error covariance estimates, as error is propagated in time using the non-linear model. Variational methods, on the other hand, use the concepts of control theory, whereby the state estimate is optimized from both the background and the measurements. Numerical optimization schemes are applied which solve the problem of memory storage and huge matrix inversion needed by classical Kalman filter methods. Variational Ensemble Kalman filter (VEnKF), as a method inspired the Variational Kalman Filter (VKF), enjoys the benefits from both ensemble methods and variational methods. It avoids filter inbreeding problems which emerge when the ensemble spread underestimates the true error covariance. In VEnKF this is tackled by resampling the ensemble every time measurements are available. One advantage of VEnKF over VKF is that it needs neither tangent linear code nor adjoint code. In this thesis, VEnKF has been applied to a two-dimensional shallow water model simulating a dam-break experiment. The model is a public code with water height measurements recorded in seven stations along the 21:2 m long 1:4 m wide flume’s mid-line. Because the data were too sparse to assimilate the 30 171 model state vector, we chose to interpolate the data both in time and in space. The results of the assimilation were compared with that of a pure simulation. We have found that the results revealed by the VEnKF were more realistic, without numerical artifacts present in the pure simulation. Creating a wrapper code for a model and DA scheme might be challenging, especially when the two were designed independently or are poorly documented. In this thesis we have presented a non-intrusive approach of coupling the model and a DA scheme. An external program is used to send and receive information between the model and DA procedure using files. The advantage of this method is that the model code changes needed are minimal, only a few lines which facilitate input and output. Apart from being simple to coupling, the approach can be employed even if the two were written in different programming languages, because the communication is not through code. The non-intrusive approach is made to accommodate parallel computing by just telling the control program to wait until all the processes have ended before the DA procedure is invoked. It is worth mentioning the overhead increase caused by the approach, as at every assimilation cycle both the model and the DA procedure have to be initialized. Nonetheless, the method can be an ideal approach for a benchmark platform in testing DA methods. The non-intrusive VEnKF has been applied to a multi-purpose hydrodynamic model COHERENS to assimilate Total Suspended Matter (TSM) in lake Säkylän Pyhäjärvi. The lake has an area of 154 km2 with an average depth of 5:4 m. Turbidity and chlorophyll-a concentrations from MERIS satellite images for 7 days between May 16 and July 6 2009 were available. The effect of the organic matter has been computationally eliminated to obtain TSM data. Because of computational demands from both COHERENS and VEnKF, we have chosen to use 1 km grid resolution. The results of the VEnKF have been compared with the measurements recorded at an automatic station located at the North-Western part of the lake. However, due to TSM data sparsity in both time and space, it could not be well matched. The use of multiple automatic stations with real time data is important to elude the time sparsity problem. With DA, this will help in better understanding the environmental hazard variables for instance. We have found that using a very high ensemble size does not necessarily improve the results, because there is a limit whereby additional ensemble members add very little to the performance. Successful implementation of the non-intrusive VEnKF and the ensemble size limit for performance leads to an emerging area of Reduced Order Modeling (ROM). To save computational resources, running full-blown model in ROM is avoided. When the ROM is applied with the non-intrusive DA approach, it might result in a cheaper algorithm that will relax computation challenges existing in the field of modelling and DA.

QuasiGeostrophic Diagnosis of Mixed-Layer Dynamics Embedded in a Mesoscale Turbulent Field

A quasigeostrophic model is developed to diagnose the three-dimensional circulation, including the vertical velocity, in the upper ocean from high-resolution observations of sea surface height and buoyancy. The formulation for the adiabatic component departs from the classical surface quasigeostrophic framework considered before since it takes into account the stratification within the surface mixed layer that is usually much weaker than that in the ocean interior. To achieve this, the model approximates the ocean with two constant stratification layers: a finite-thickness surface layer (or the mixed layer) and an infinitely deep interior layer. It is shown that the leading-order adiabatic circulation is entirely determined if both the surface streamfunction and buoyancy anomalies are considered. The surface layer further includes a diabatic dynamical contribution. Parameterization of diabatic vertical velocities is based on their restoring impacts of the thermal wind balance that is perturbed by turbulent vertical mixing of momentum and buoyancy. The model skill in reproducing the three-dimensional circulation in the upper ocean from surface data is checked against the output of a high-resolution primitive equation numerical simulation

Fully Anisotropic Solution of the Three Dimensional Boltzmann Transport Equation

The development of accurate modeling techniques for nanoscale thermal transport is an active area of research. Modern day nanoscale devices have length scales of tens of nanometers and are prone to overheating, which reduces device performance and lifetime. Therefore, accurate temperature profiles are needed to predict the reliability of nanoscale devices. The majority of models that appear in the literature obtain temperature profiles through the solution of the Boltzmann transport equation (BTE). These models often make simplifying assumptions about the nature of the quantized energy carriers (phonons). Additionally, most previous work has focused on simulation of planar two dimensional structures. This thesis presents a method which captures the full anisotropy of the Brillouin zone within a three dimensional solution to the BTE. The anisotropy of the Brillouin zone is captured by solving the BTE for all vibrational modes allowed by the Born Von-Karman boundary conditions.

Efficient split eld FDTD analysis of third-order nonlinear materials in two-dimensionally periodic media

In this work the split-field finite-difference time-domain method (SF-FDTD) has been extended for the analysis of two-dimensionally periodic structures with third-order nonlinear media. The accuracy of the method is verified by comparisons with the nonlinear Fourier Modal Method (FMM). Once the formalism has been validated, examples of one- and two-dimensional nonlinear gratings are analysed. Regarding the 2D case, the shifting in resonant waveguides is corroborated. Here, not only the scalar Kerr effect is considered, the tensorial nature of the third-order nonlinear susceptibility is also included. The consideration of nonlinear materials in this kind of devices permits to design tunable devices such as variable band filters. However, the third-order nonlinear susceptibility is usually small and high intensities are needed in order to trigger the nonlinear effect. Here, a one-dimensional CBG is analysed in both linear and nonlinear regime and the shifting of the resonance peaks in both TE and TM are achieved numerically. The application of a numerical method based on the finite- difference time-domain method permits to analyse this issue from the time domain, thus bistability curves are also computed by means of the numerical method. These curves show how the nonlinear effect modifies the properties of the structure as a function of variable input pump field. When taking the nonlinear behaviour into account, the estimation of the electric field components becomes more challenging. In this paper, we present a set of acceleration strategies based on parallel software and hardware solutions.

A two-fluid model for tissue growth within a dynamic flow environment

We study the growth of a tissue construct in a perfusion bioreactor, focussing on its response to the mechanical environment. The bioreactor system is modelled as a two-dimensional channel containing a tissue construct through which a flow of culture medium is driven. We employ a multiphase formulation of the type presented by G. Lemon, J. King, H. Byrne, O. Jensen and K. Shakesheff in their study (Multiphase modelling of tissue growth using the theory of mixtures. J. Math. Biol. 52(2), 2006, 571–594) restricted to two interacting fluid phases, representing a cell population (and attendant extracellular matrix) and a culture medium, and employ the simplifying limit of large interphase viscous drag after S. Franks in her study (Mathematical Modelling of Tumour Growth and Stability. Ph.D. Thesis, University of Nottingham, UK, 2002) and S. Franks and J. King in their study Interactions between a uniformly proliferating tumour and its surrounding: Uniform material properties. Math. Med. Biol. 20, 2003, 47–89). The novel aspects of this study are: (i) the investigation of the effect of an imposed flow on the growth of the tissue construct, and (ii) the inclusion of a chanotransduction mechanism regulating the response of the cells to the local mechanical environment. Specifically, we consider the response of the cells to their local density and the culture medium pressure. As such, this study forms the first step towards a general multiphase formulation that incorporates the effect of mechanotransduction on the growth and morphology of a tissue construct. The model is analysed using analytic and numerical techniques, the results of which illustrate the potential use of the model to predict the dominant regulatory stimuli in a cell population.

Effect of different feed-rate in bone drilling: experimental and numerical study

The behaviour of bone tissue during drilling has been subject of recent studies due to its great importance. Because of thermal nature of the bone drilling, high temperatures and thermal mechanical stresses are developed during drilling that affect the process quality. However, there is still a lack information with regard to the distribution of mechanical and thermal stresses during bone drilling. The present paper describes a sequentially coupled thermal-stress analysis to assess the mechanical and thermal stress distribution during bone drilling. A three-dimensional thermo-mechanical model was developed using the ANSYS/LSDYNA finite element code under different drilling conditions. The model incorporates the dynamic characteristics of drilling process, as well as the thermo-mechanical properties of the involved materials. Experimental tests with polyurethane foam materials were also carried out. It was concluded that the use of higher feed-rates lead to a decrease of normal stresses and strains in the foam materials. The experimental and numerical results were compared and showed good agreement. The proposed numerical model could be used to predict the better drilling parameters and minimize the bone injuries.

Credit risk & forward price models

Doutoramento em Gestão

AN ASSESSMENT OF FLOW REGIME MAPS AND A NUMERICAL HEAT TRANSFER CORRELATION FOR THE STRATIFIED/ANNULAR REGIME OF SHEAR-DRIVEN INTERNAL CONDENSING FLOWS

Several modern-day cooling applications require the incorporation of mini/micro-channel shear-driven flow condensers. There are several design challenges that need to be overcome in order to meet those requirements. The difficulty in developing effective design tools for shear-driven flow condensers is exacerbated due to the lack of a bridge between the physics-based modelling of condensing flows and the current, popular approach based on semi-empirical heat transfer correlations. One of the primary contributors of this disconnect is a lack of understanding caused by the fact that typical heat transfer correlations eliminate the dependence of the heat transfer coefficient on the method of cooling employed on the condenser surface when it may very well not be the case. This is in direct contrast to direct physics-based modeling approaches where the thermal boundary conditions have a direct and huge impact on the heat transfer coefficient values. Typical heat transfer correlations instead introduce vapor quality as one of the variables on which the value of the heat transfer coefficient depends. This study shows how, under certain conditions, a heat transfer correlation from direct physics-based modeling can be equivalent to typical engineering heat transfer correlations without making the same apriori assumptions. Another huge factor that raises doubts on the validity of the heat-transfer correlations is the opacity associated with the application of flow regime maps for internal condensing flows. It is well known that flow regimes influence heat transfer rates strongly. However, several heat transfer correlations ignore flow regimes entirely and present a single heat transfer correlation for all flow regimes. This is believed to be inaccurate since one would expect significant differences in the heat transfer correlations for different flow regimes. Several other studies present a heat transfer correlation for a particular flow regime - however, they ignore the method by which extents of the flow regime is established. This thesis provides a definitive answer (in the context of stratified/annular flows) to: (i) whether a heat transfer correlation can always be independent of the thermal boundary condition and represented as a function of vapor quality, and (ii) whether a heat transfer correlation can be independently obtained for a flow regime without knowing the flow regime boundary (even if the flow regime boundary is represented through a separate and independent correlation). To obtain the results required to arrive at an answer to these questions, this study uses two numerical simulation tools - the approximate but highly efficient Quasi-1D simulation tool and the exact but more expensive 2D Steady Simulation tool. Using these tools and the approximate values of flow regime transitions, a deeper understanding of the current state of knowledge in flow regime maps and heat transfer correlations in shear-driven internal condensing flows is obtained. The ideas presented here can be extended for other flow regimes of shear-driven flows as well. Analogous correlations can also be obtained for internal condensers in the gravity-driven and mixed-driven configuration.

Numerical modelling of braided fibres for reinforced concrete

Fire has been always a major concern for designers of steel and concrete structures. Designing fire-resistant structural elements is not an easy task due to several limitations such as the lack of fire-resistant construction materials. Concrete reinforcement cover and external insulation are the most commonly adopted systems to protect concrete and steel from overheating, while spalling of concrete is minimised by using HPFRC instead of standard concrete. Although these methodologies work very well for low rise concrete structures, this is not the case for high-rise and inaccessible buildings where fire loading is much longer. Fire can permanently damage structures that cost a lot of money. This is unsafe and can lead to loss of life. In this research, the author proposes a new type of main reinforcement for concrete structures which can provide better fire-resistance than steel or FRP re-bars. This consists of continuous braided fibre rope, generally made from fire-resistant materials such as carbon or glass fibre. These fibres have excellent tensile strengths, sometimes in excess of ten times greater than steel. In addition to fire-resistance, these ropes can produce lighter and corrosive resistant structures. Avoiding the use of expensive resin binders, fibres are easily bound together using braiding techniques, ensuring that tensile stress is evenly distributed throughout the reinforcement. In order to consider braided ropes as a form of reinforcement it is first necessary to establish the mechanical performance at room temperature and investigate the pull-out resistance for both unribbed and ribbed ropes. Ribbing of ropes was achieved by braiding the rope over a series of glass beads. Adhesion between the rope and concrete was drastically improved due to ribbing, and further improved by pre-stressing ropes and reducing the slacked fibres. Two types of material have been considered for the ropes: carbon and aramid. An implicit finite element approach is proposed to model braided fibres using Total Lagrangian formulation, based on the theory of small strains and large rotations. Modelling tows and strands as elastic transversely isotropic materials was a good assumption when stiff and brittle fibres such as carbon and glass fibres are considered. The rope-to-concrete and strand-to-strand bond interaction/adhesion was numerically simulated using newly proposed hierarchical higher order interface elements. Elastic and linear damage cohesive models were used effectively to simulate non-penetrative 'free' sliding interaction between strands, and the adhesion between ropes and concrete respectively. Numerical simulation showed similar de-bonding features when compared with experimental pull-out results of braided ribbed rope reinforced concrete.

Development of numerical methodologies to predict the liquid fuel sprays - wall interaction to optimize the mixing process of direct injection spark ignition engines

Nowadays the development of new Internal Combustion Engines is mainly driven by the need to reduce tailpipe emissions of pollutants, Green-House Gases and avoid the fossil fuels wasting. The design of dimension and shape of the combustion chamber together with the implementation of different injection strategies e.g., injection timing, spray targeting, higher injection pressure, play a key role in the accomplishment of the aforementioned targets. As far as the match between the fuel injection and evaporation and the combustion chamber shape is concerned, the assessment of the interaction between the liquid fuel spray and the engine walls in gasoline direct injection engines is crucial. The use of numerical simulations is an acknowledged technique to support the study of new technological solutions such as the design of new gasoline blends and of tailored injection strategies to pursue the target mixture formation. The current simulation framework lacks a well-defined best practice for the liquid fuel spray interaction simulation, which is a complex multi-physics problem. This thesis deals with the development of robust methodologies to approach the numerical simulation of the liquid fuel spray interaction with walls and lubricants. The accomplishment of this task was divided into three tasks: i) setup and validation of spray-wall impingement three-dimensional CFD spray simulations; ii) development of a one-dimensional model describing the liquid fuel – lubricant oil interaction; iii) development of a machine learning based algorithm aimed to define which mixture of known pure components mimics the physical behaviour of the real gasoline for the simulation of the liquid fuel spray interaction.

Numerical and experimental analysis of 3D printed smart structures and systems

Three dimensional (3D) printers of continuous fiber reinforced composites, such as MarkTwo (MT) by Markforged, can be used to manufacture such structures. To date, research works devoted to the study and application of flexible elements and CMs realized with MT printer are only a few and very recent. A good numerical and/or analytical tool for the mechanical behavior analysis of the new composites is still missing. In addition, there is still a gap in obtaining the material properties used (e.g. elastic modulus) as it is usually unknown and sensitive to printing parameters used (e.g. infill density), making the numerical simulation inaccurate. Consequently, the aim of this thesis is to present several work developed. The first is a preliminary investigation on the tensile and flexural response of Straight Beam Flexures (SBF) realized with MT printer and featuring different interlayer fiber volume-fraction and orientation, as well as different laminate position within the sample. The second is to develop a numerical analysis within the Carrera' s Unified Formulation (CUF) framework, based on component-wise (CW) approach, including a novel preprocessing tool that has been developed to account all regions printed in an easy and time efficient way. Among its benefits, the CUF-CW approach enables building an accurate database for collecting first natural frequencies modes results, then predicting Young' s modulus based on an inverse problem formulation. To validate the tool, the numerical results are compared to the experimental natural frequencies evaluated using a digital image correlation method. Further, we take the CUF-CW model and use static condensation to analyze smart structures which can be decomposed into a large number of similar components. Third, the potentiality of MT in combination with topology optimization and compliant joints design (CJD) is investigated for the realization of automated machinery mechanisms subjected to inertial loads.

Numerical modelling of rock masses interacting with dams: the case of Ridracoli

A three-dimensional Direct Finite Element procedure is here presented which takes into account most of the factors affecting the interaction problem of the dam-water-foundation system, whilst keeping the computational cost at a reasonable level by introducing some simplified hypotheses. A truncated domain is defined, and the dynamic behaviour of the system is treated as a wave-scattering problem where the presence of the dam perturbs an original free-field system. The rock foundation truncated boundaries are enclosed by a set of free-field one-dimensional and two-dimensional systems which transmit the effective forces to the main model and apply adsorbing viscous boundaries to ensure radiation damping. The water domain is treated as an added mass moving with the dam. A strategy is proposed to keep the viscous dampers at the boundaries unloaded during the initial phases of analysis, when the static loads are initialised, and thus avoid spurious displacements. A focus is given to the nonlinear behaviour of the rock foundation, with concentrated plasticity along the natural discontinuities of the rock mass, immersed in an otherwise linear elastic medium with Rayleigh damping. The entire procedure is implemented in the commercial software Abaqus®, whose base code is enriched with specific user subroutines when needed. All the extra coding is attached to the Thesis and tested against analytical results and simple examples. Possible rock wedge instabilities induced by intense ground motion, which are not easily investigated within a comprehensive model of the dam-water-foundation system, are treated separately with a simplified decoupled dynamic approach derived from the classical Newmark method, integrated with FE calculation of dam thrust on the wedges during the earthquake. Both the described approaches are applied to the case study of the Ridracoli arch-gravity dam (Italy) in order to investigate its seismic response to the Maximum Credible Earthquake (MCE) in a full reservoir condition.

Numerical prediction of the lateral displacement capacity of flexural reinforced concrete shear walls

Previous earthquakes showed that shear wall damage could lead to catastrophic failures of the reinforced concrete building. The lateral load capacity of shear walls needs to be estimated to minimize associated losses during catastrophic events; hence it is necessary to develop and validate reliable and stable numerical methods able to converge to reasonable estimations with minimum computational effort. The beam-column 1-D line element with fiber-type cross-section model is a practical option that yields results in agreement with experimental data. However, shortcomings of using this model to predict the local damage response may come from the fact that the model requires fine calibration of material properties to overcome regularization and size effects. To reduce the mesh-dependency of the numerical model, a regularization method based on the concept of post-yield energy is applied in this work to both the concrete and the steel material constitutive laws to predict the nonlinear cyclic response and failure mechanism of concrete shear walls. Different categories of wall specimens known to produce a different response under in plane cyclic loading for their varied geometric and detailing characteristics are considered in this study, namely: 1) scaled wall specimens designed according to the European seismic design code and 2) unique full-scale wall specimens detailed according to the U.S. design code to develop a ductile behavior under cyclic loading. To test the boundaries of application of the proposed method, two full-scale walls with a mixed shear-flexure response and different values of applied axial load are also considered. The results of this study show that the use of regularized constitutive models considerably enhances the response predictions capabilities of the model with regards to global force-drift response and failure mode. The simulations presented in this thesis demonstrate the proposed model to be a valuable tool for researchers and engineers.

Modelagem matemática e simulação numérica do resfriamento rápido de morango com ar forçado

This work approaches the forced air cooling of strawberry by numerical simulation. The mathematical model that was used describes the process of heat transfer, based on the Fourier's law, in spherical coordinates and simplified to describe the one-dimensional process. For the resolution of the equation expressed for the mathematical model, an algorithm was developed based on the explicit scheme of the numerical method of the finite differences and implemented in the scientific computation program MATLAB 6.1. The validation of the mathematical model was made by the comparison between theoretical and experimental data, where strawberries had been cooled with forced air. The results showed to be possible the determination of the convective heat transfer coefficient by fitting the numerical and experimental data. The methodology of the numerical simulations was showed like a promising tool in the support of the decision to use or to develop equipment in the area of cooling process with forced air of spherical fruits.

Scavenging processes of atmospheric particulate matter: a numerical modeling of case studies

Below cloud scavenging processes have been investigated considering a numerical simulation, local atmospheric conditions and particulate matter (PM) concentrations, at different sites in Germany. The below cloud scavenging model has been coupled with bulk particulate matter counter TSI (Trust Portacounter dataset, consisting of the variability prediction of the particulate air concentrations during chosen rain events. The TSI samples and meteorological parameters were obtained during three winter Campaigns: at Deuselbach, March 1994, consisting in three different events; Sylt, April 1994 and; Freiburg, March 1995. The results show a good agreement between modeled and observed air concentrations, emphasizing the quality of the conceptual model used in the below cloud scavenging numerical modeling. The results between modeled and observed data have also presented high square Pearson coefficient correlations over 0.7 and significant, except the Freiburg Campaign event. The differences between numerical simulations and observed dataset are explained by the wind direction changes and, perhaps, the absence of advection mass terms inside the modeling. These results validate previous works based on the same conceptual model.