Tecniche avanzate per l'analisi di sensitività globale: applicazione alla contaminazione delle acque sotterranee.

The thesis is framed within the field of the stochastic approach to flow and transport themes of solutes in natural porous materials. The methodology used to characterise the uncertainty associated with the modular predictions is completely general and can be reproduced in various contexts. The theme of the research includes the following among its main objectives: (a) the development of a Global Sensitivity Analysis on contaminant transport models in the subsoil to research the effects of the uncertainty of the most important parameters; (b) the application of advanced techniques, such as Polynomial Chaos Expansion (PCE), for obtaining surrogate models starting from those which conduct traditionally developed analyses in the context of Monte Carlo simulations, characterised by an often not negligible computational burden; (c) the analyses and the understanding of the key processes at the basis of the transport of solutes in natural porous materials using the aforementioned technical and analysis resources. In the complete picture, the thesis looks at the application of a Continuous Injection transport model of contaminants, of the PCE technique which has already been developed and applied by the thesis supervisors, by way of numerical code, to a Slug Injection model. The methodology was applied to the aforementioned model with original contribution deriving from surrogate models with various degrees of approximation and developing a Global Sensitivity Analysis aimed at the determination of Sobol’ indices.

Advanced Numerical Simulation of Silicon-Based Solar Cells

Photovoltaic (PV) conversion is the direct production of electrical energy from sun without involving the emission of polluting substances. In order to be competitive with other energy sources, cost of the PV technology must be reduced ensuring adequate conversion efficiencies. These goals have motivated the interest of researchers in investigating advanced designs of crystalline silicon solar (c-Si) cells. Since lowering the cost of PV devices involves the reduction of the volume of semiconductor, an effective light trapping strategy aimed at increasing the photon absorption is required. Modeling of solar cells by electro-optical numerical simulation is helpful to predict the performance of future generations devices exhibiting advanced light-trapping schemes and to provide new and more specific guidelines to industry. The approaches to optical simulation commonly adopted for c-Si solar cells may lead to inaccurate results in case of thin film and nano-stuctured solar cells. On the other hand, rigorous solvers of Maxwell equations are really cpu- and memory-intensive. Recently, in optical simulation of solar cells, the RCWA method has gained relevance, providing a good trade-off between accuracy and computational resources requirement. This thesis is a contribution to the numerical simulation of advanced silicon solar cells by means of a state-of-the-art numerical 2-D/3-D device simulator, that has been successfully applied to the simulation of selective emitter and the rear point contact solar cells, for which the multi-dimensionality of the transport model is required in order to properly account for all physical competing mechanisms. In the second part of the thesis, the optical problems is discussed. Two novel and computationally efficient RCWA implementations for 2-D simulation domains as well as a third RCWA for 3-D structures based on an eigenvalues calculation approach have been presented. The proposed simulators have been validated in terms of accuracy, numerical convergence, computation time and correctness of results.

Numerical and Analytical Methods for Laser-Plasma Acceleration Physics

Theories and numerical modeling are fundamental tools for understanding, optimizing and designing present and future laser-plasma accelerators (LPAs). Laser evolution and plasma wave excitation in a LPA driven by a weakly relativistically intense, short-pulse laser propagating in a preformed parabolic plasma channel, is studied analytically in 3D including the effects of pulse steepening and energy depletion. At higher laser intensities, the process of electron self-injection in the nonlinear bubble wake regime is studied by means of fully self-consistent Particle-in-Cell simulations. Considering a non-evolving laser driver propagating with a prescribed velocity, the geometrical properties of the non-evolving bubble wake are studied. For a range of parameters of interest for laser plasma acceleration, The dependence of the threshold for self-injection in the non-evolving wake on laser intensity and wake velocity is characterized. Due to the nonlinear and complex nature of the Physics involved, computationally challenging numerical simulations are required to model laser-plasma accelerators operating at relativistic laser intensities. The numerical and computational optimizations, that combined in the codes INF&RNO and INF&RNO/quasi-static give the possibility to accurately model multi-GeV laser wakefield acceleration stages with present supercomputing architectures, are discussed. The PIC code jasmine, capable of efficiently running laser-plasma simulations on Graphics Processing Units (GPUs) clusters, is presented. GPUs deliver exceptional performance to PIC codes, but the core algorithms had to be redesigned for satisfying the constraints imposed by the intrinsic parallelism of the architecture. The simulation campaigns, run with the code jasmine for modeling the recent LPA experiments with the INFN-FLAME and CNR-ILIL laser systems, are also presented.

Postreperfusion cardiac arrest and resuscitation during orthotopic liver transplantation: dynamic visualization and analysis of physiologic recordings

We recently reported on the Multi Wave Animator (MWA), a novel open-source tool with capability of recreating continuous physiologic signals from archived numerical data and presenting them as they appeared on the patient monitor. In this report, we demonstrate for the first time the power of this technology in a real clinical case, an intraoperative cardiopulmonary arrest following reperfusion of a liver transplant graft. Using the MWA, we animated hemodynamic and ventilator data acquired before, during, and after cardiac arrest and resuscitation. This report is accompanied by an online video that shows the most critical phases of the cardiac arrest and resuscitation and provides a basis for analysis and discussion. This video is extracted from a 33-min, uninterrupted video of cardiac arrest and resuscitation, which is available online. The unique strength of MWA, its capability to accurately present discrete and continuous data in a format familiar to clinicians, allowed us this rare glimpse into events leading to an intraoperative cardiac arrest. Because of the ability to recreate and replay clinical events, this tool should be of great interest to medical educators, researchers, and clinicians involved in quality assurance and patient safety.

Validation of the estimation of physiologic ability and surgical stress (E-PASS) score in liver surgery

BACKGROUND: The estimation of physiologic ability and surgical stress (E-PASS) has been used to produce a numerical estimate of expected mortality and morbidity after elective gastrointestinal surgery. The aim of this study was to validate E-PASS in a selected cohort of patients requiring liver resections (LR). METHODS: In this retrospective study, E-PASS predictor equations for morbidity and mortality were applied to the prospective data from 243 patients requiring LR. The observed rates were compared with predicted rates using Fisher's exact test. The discriminative capability of E-PASS was evaluated using receiver-operating characteristic (ROC) curve analysis. RESULTS: The observed and predicted overall mortality rates were both 3.3% and the morbidity rates were 31.3 and 26.9%, respectively. There was a significant difference in the comprehensive risk scores for deceased and surviving patients (p = 0.043). However, the scores for patients with or without complications were not significantly different (p = 0.120). Subsequent ROC curve analysis revealed a poor predictive accuracy for morbidity. CONCLUSIONS: The E-PASS score seems to effectively predict mortality in this specific group of patients but is a poor predictor of complications. A new modified logistic regression might be required for LR in order to better predict the postoperative outcome.

hp-dGFEM for Second-Order Elliptic Problems in Plyhedra I: Stability and Quasioptimality on Geometric Meshes

We introduce and analyze hp-version discontinuous Galerkin (dG) finite element methods for the numerical approximation of linear second-order elliptic boundary-value problems in three-dimensional polyhedral domains. To resolve possible corner-, edge- and corner-edge singularities, we consider hexahedral meshes that are geometrically and anisotropically refined toward the corresponding neighborhoods. Similarly, the local polynomial degrees are increased linearly and possibly anisotropically away from singularities. We design interior penalty hp-dG methods and prove that they are well-defined for problems with singular solutions and stable under the proposed hp-refinements. We establish (abstract) error bounds that will allow us to prove exponential rates of convergence in the second part of this work.

hp-dGFEM for Second-Order Elliptic Problems in Plyhedra II: Exponential Convergence

The goal of this paper is to establish exponential convergence of $hp$-version interior penalty (IP) discontinuous Galerkin (dG) finite element methods for the numerical approximation of linear second-order elliptic boundary-value problems with homogeneous Dirichlet boundary conditions and piecewise analytic data in three-dimensional polyhedral domains. More precisely, we shall analyze the convergence of the $hp$-IP dG methods considered in [D. Schötzau, C. Schwab, T. P. Wihler, SIAM J. Numer. Anal., 51 (2013), pp. 1610--1633] based on axiparallel $\sigma$-geometric anisotropic meshes and $\bm{s}$-linear anisotropic polynomial degree distributions.

Analytical Models of Exoplanetary Atmospheres. II. Radiative Transfer via the Two-Stream Approximation

We present a comprehensive analytical study of radiative transfer using the method of moments and include the effects of non-isotropic scattering in the coherent limit. Within this unified formalism, we derive the governing equations and solutions describing two-stream radiative transfer (which approximates the passage of radiation as a pair of outgoing and incoming fluxes), flux-limited diffusion (which describes radiative transfer in the deep interior) and solutions for the temperature-pressure profiles. Generally, the problem is mathematically under-determined unless a set of closures (Eddington coefficients) is specified. We demonstrate that the hemispheric (or hemi-isotropic) closure naturally derives from the radiative transfer equation if energy conservation is obeyed, while the Eddington closure produces spurious enhancements of both reflected light and thermal emission. We concoct recipes for implementing two-stream radiative transfer in stand-alone numerical calculations and general circulation models. We use our two-stream solutions to construct toy models of the runaway greenhouse effect. We present a new solution for temperature-pressure profiles with a non-constant optical opacity and elucidate the effects of non-isotropic scattering in the optical and infrared. We derive generalized expressions for the spherical and Bond albedos and the photon deposition depth. We demonstrate that the value of the optical depth corresponding to the photosphere is not always 2/3 (Milne's solution) and depends on a combination of stellar irradiation, internal heat and the properties of scattering both in optical and infrared. Finally, we derive generalized expressions for the total, net, outgoing and incoming fluxes in the convective regime.

The block numerical range of analytic operator functions

We introduce the block numerical range Wn(L) of an operator function L with respect to a decomposition H = H1⊕. . .⊕Hn of the underlying Hilbert space. Our main results include the spectral inclusion property and estimates of the norm of the resolvent for analytic L . They generalise, and improve, the corresponding results for the numerical range (which is the case n = 1) since the block numerical range is contained in, and may be much smaller than, the usual numerical range. We show that refinements of the decomposition entail inclusions between the corresponding block numerical ranges and that the block numerical range of the operator matrix function L contains those of its principal subminors. For the special case of operator polynomials, we investigate the boundedness of Wn(L) and we prove a Perron-Frobenius type result for the block numerical radius of monic operator polynomials with coefficients that are positive in Hilbert lattice sense.

NONLINEAR TIME SERIES/SYSTEM ANALYSIS (STATE-SPACE, DYNAMICS, INTERVENTION, RESILIENCE, KALMAN)

A discussion of nonlinear dynamics, demonstrated by the familiar automobile, is followed by the development of a systematic method of analysis of a possibly nonlinear time series using difference equations in the general state-space format. This format allows recursive state-dependent parameter estimation after each observation thereby revealing the dynamics inherent in the system in combination with random external perturbations.^ The one-step ahead prediction errors at each time period, transformed to have constant variance, and the estimated parametric sequences provide the information to (1) formally test whether time series observations y(,t) are some linear function of random errors (ELEM)(,s), for some t and s, or whether the series would more appropriately be described by a nonlinear model such as bilinear, exponential, threshold, etc., (2) formally test whether a statistically significant change has occurred in structure/level either historically or as it occurs, (3) forecast nonlinear system with a new and innovative (but very old numerical) technique utilizing rational functions to extrapolate individual parameters as smooth functions of time which are then combined to obtain the forecast of y and (4) suggest a measure of resilience, i.e. how much perturbation a structure/level can tolerate, whether internal or external to the system, and remain statistically unchanged. Although similar to one-step control, this provides a less rigid way to think about changes affecting social systems.^ Applications consisting of the analysis of some familiar and some simulated series demonstrate the procedure. Empirical results suggest that this state-space or modified augmented Kalman filter may provide interesting ways to identify particular kinds of nonlinearities as they occur in structural change via the state trajectory.^ A computational flow-chart detailing computations and software input and output is provided in the body of the text. IBM Advanced BASIC program listings to accomplish most of the analysis are provided in the appendix. ^

Numerical and Experimental Studies of Sail Aerodynamics

The purpose of this investigation was the determination of the aerodynamic performance of sails and gain knowledge of the phenomena involved in order to improve the aerody¬namic characteristics. In this research, the airflow around different sails in four scenarios was studied. The method to analyze these scenarios was the combination of numerical simulations and experimental tests by taking advantage of the best of each tool. Two different Com¬putational Fluid Dynamic codes were utilized: the ANSYS-CFX and the CD-Adapco’s STAR-CCM+. The experimental tests were conducted in the Atmospheric Boundary Layer Wind Tunnel at the Universidad de Granada (Spain), the Twisted Flow Wind Tunnel at the University of Auckland (New Zealand) and the A9 Wind Tunnel at the Universidad Polit´ecnica de Madrid (Spain). Through this research, it was found the three-dimensional effect of the mast on the aerodynamic performance of an IMS Class boat. The pressure distribution on a Transpac 52 Class mainsail was also determined. Moreover, the aerodynamic perfor¬mance of the 43ft and 60ft Dhow Classes was obtained. Finally, a feasibility study was conducted to use a structural wing in combination with conventional propulsions systems. The main conclusion was that this research clarified gaps on the knowledge of the aerodynamic performance of sails. Moreover, since commercial codes were not specifically designed to study sails, a procedure was developed. On the other hand, innovative experimental techniques were used and applied to model-scale sails. The achievements of this thesis are promising and some of the results are already in use by the industry on a daily basis. El propósito de este estudio era determinar el comportamiento aerodinámico de unas velas y mejorar el conocimiento de los fenómenos que suceden para optimizar las características aerodinámicas de dichas velas. En esta investigación se estudió el flujo de aire alrededor de diferentes velas en cuatro escenarios. El método para analizar estos escenarios fue la combinación de simulaciones numéricas y ensayos experimentales mediante el aprovechamiento de las ventajas de cada herramienta. Se utilizaron dos códigos de dinámica de fluidos computacional: el ANSYS-CFX y el STAR-CCM+ de la empresa CD-Adapco. Los ensayos experimentales se desarrollaron en el túnel de viento de capa límite de la Universidad de Granada (España), el túnel de viento de la Universidad de Auckland (Nueva Zelanda) y en el túnel A9 de la Universidad Politécnica de Madrid (España). Mediante esta investigación, se determinó el efecto tridimensional del mástil en un velero de la clase IMS. También se describió la distribución de presiones sobre una mayor de un Transpac 52. Además, se obtuvo el comportamiento aerodinámico de las clases 43ft y 60ft de los veleros Dhows. Finalmente, se llevó a cabo un estudio de viabilidad de la utilización de un ala estructural en combinación con sistemas de propulsión convencionales. La conclusión principal de esta investigación fue la capacidad de explicar ciertas lagunas en el conocimiento del comportamiento aerodinámico de las velas en diferentes escenarios. Además, dado que los códigos comerciales no están específicamente diseñados para el estudio de velas, se desarrolló un procedimiento a tal efecto. Por otro lado, se han utilizado innovadoras técnicas experimentales y se han aplicado a modelos de velas a escala. Los logros de esta investigación son prometedores y algunos de los resultados obtenidos ya están siendo utilizados por la industria en su día a día.

An approach to operational modal analysis using the expectation maximization algorithm

This paper presents the Expectation Maximization algorithm (EM) applied to operational modal analysis of structures. The EM algorithm is a general-purpose method for maximum likelihood estimation (MLE) that in this work is used to estimate state space models. As it is well known, the MLE enjoys some optimal properties from a statistical point of view, which make it very attractive in practice. However, the EM algorithm has two main drawbacks: its slow convergence and the dependence of the solution on the initial values used. This paper proposes two different strategies to choose initial values for the EM algorithm when used for operational modal analysis: to begin with the parameters estimated by Stochastic Subspace Identification method (SSI) and to start using random points. The effectiveness of the proposed identification method has been evaluated through numerical simulation and measured vibration data in the context of a benchmark problem. Modal parameters (natural frequencies, damping ratios and mode shapes) of the benchmark structure have been estimated using SSI and the EM algorithm. On the whole, the results show that the application of the EM algorithm starting from the solution given by SSI is very useful to identify the vibration modes of a structure, discarding the spurious modes that appear in high order models and discovering other hidden modes. Similar results are obtained using random starting values, although this strategy allows us to analyze the solution of several starting points what overcome the dependence on the initial values used.

On a mathematical model arising in MHD perturbed equilibrium for Stellarator devices. A numerical approach.

Abstract?We consider a mathematical model related to the stationary regime of a plasma of fusion nuclear, magnetically confined in a Stellarator device. Using the geometric properties of the fusion device, a suitable system of coordinates and averaging methods, the mathematical problem may be reduced to a two dimensional free boundary problem of nonlocal type, where the corresponding differential equation is of the Grad?Shafranov type. The current balance within each flux magnetic gives us the possibility to define the third covariant magnetic field component with respect to the averaged poloidal flux function. We present here some numerical experiences and we give some numerical approach for the averaged poloidal flux and for the third covariant magnetic field component.

Simulation, Design and Analysis of Air-Breathing Combined-Cycle Engines for High Speed Propulsion

Desde la aparición del turborreactor, el motor aeróbico con turbomaquinaria ha demostrado unas prestaciones excepcionales en los regímenes subsónico y supersónico bajo. No obstante, la operación a velocidades superiores requiere sistemas más complejos y pesados, lo cual ha imposibilitado la ejecución de estos conceptos. Los recientes avances tecnológicos, especialmente en materiales ligeros, han restablecido el interés por los motores de ciclo combinado. La simulación numérica de estos nuevos conceptos es esencial para estimar las prestaciones de la planta propulsiva, así como para abordar las dificultades de integración entre célula y motor durante las primeras etapas de diseño. Al mismo tiempo, la evaluación de estos extraordinarios motores requiere una metodología de análisis distinta. La tesis doctoral versa sobre el diseño y el análisis de los mencionados conceptos propulsivos mediante el modelado numérico y la simulación dinámica con herramientas de vanguardia. Las distintas arquitecturas presentadas por los ciclos combinados basados en sendos turborreactor y motor cohete, así como los diversos sistemas comprendidos en cada uno de ellos, hacen necesario establecer una referencia común para su evaluación. Es más, la tendencia actual hacia aeronaves "más eléctricas" requiere una nueva métrica para juzgar la aptitud de un proceso de generación de empuje en el que coexisten diversas formas de energía. A este respecto, la combinación del Primer y Segundo Principios define, en un marco de referencia absoluto, la calidad de la trasferencia de energía entre los diferentes sistemas. Esta idea, que se ha estado empleando desde hace mucho tiempo en el análisis de plantas de potencia terrestres, ha sido extendida para relacionar la misión de la aeronave con la ineficiencia de cada proceso involucrado en la generación de empuje. La metodología se ilustra mediante el estudio del motor de ciclo combinado variable de una aeronave para el crucero a Mach 5. El diseño de un acelerador de ciclo combinado basado en el turborreactor sirve para subrayar la importancia de la integración del motor y la célula. El diseño está limitado por la trayectoria ascensional y el espacio disponible en la aeronave de crucero supersónico. Posteriormente se calculan las prestaciones instaladas de la planta propulsiva en función de la velocidad y la altitud de vuelo y los parámetros de control del motor: relación de compresión, relación aire/combustible y área de garganta. ABSTRACT Since the advent of the turbojet, the air-breathing engine with rotating machinery has demonstrated exceptional performance in the subsonic and low supersonic regimes. However, the operation at higher speeds requires further system complexity and weight, which so far has impeded the realization of these concepts. Recent technology developments, especially in lightweight materials, have restored the interest towards combined-cycle engines. The numerical simulation of these new concepts is essential at the early design stages to compute a first estimate of the engine performance in addition to addressing airframe-engine integration issues. In parallel, a different analysis methodology is required to evaluate these unconventional engines. The doctoral thesis concerns the design and analysis of the aforementioned engine concepts by means of numerical modeling and dynamic simulation with state-of-the-art tools. A common reference is needed to evaluate the different architectures of the turbine and the rocket-based combined-cycle engines as well as the various systems within each one of them. Furthermore, the actual trend towards more electric aircraft necessitates a common metric to judge the suitability of a thrust generation process where different forms of energy coexist. In line with this, the combination of the First and the Second Laws yields the quality of the energy being transferred between the systems on an absolute reference frame. This idea, which has been since long applied to the analysis of on-ground power plants, was extended here to relate the aircraft mission with the inefficiency of every process related to the thrust generation. The methodology is illustrated with the study of a variable- combined-cycle engine for a Mach 5 cruise aircraft. The design of a turbine-based combined-cycle booster serves to highlight the importance of the engine-airframe integration. The design is constrained by the ascent trajectory and the allocated space in the supersonic cruise aircraft. The installed performance of the propulsive plant is then computed as a function of the flight speed and altitude and the engine control parameters: pressure ratio, air-to-fuel ratio and throat area.

High fidelity simulations of failure in fiber-reinforced composites

Los ensayos virtuales de materiales compuestos han aparecido como un nuevo concepto dentro de la industria aeroespacial, y disponen de un vasto potencial para reducir los enormes costes de certificación y desarrollo asociados con las tediosas campañas experimentales, que incluyen un gran número de paneles, subcomponentes y componentes. El objetivo de los ensayos virtuales es sustituir algunos ensayos por simulaciones computacionales con alta fidelidad. Esta tesis es una contribución a la aproximación multiescala desarrollada en el Instituto IMDEA Materiales para predecir el comportamiento mecánico de un laminado de material compuesto dadas las propiedades de la lámina y la intercara. La mecánica de daño continuo (CDM) formula el daño intralaminar a nivel constitutivo de material. El modelo de daño intralaminar se combina con elementos cohesivos para representar daño interlaminar. Se desarrolló e implementó un modelo de daño continuo, y se aplicó a configuraciones simples de ensayos en laminados: impactos de baja y alta velocidad, ensayos de tracción, tests a cortadura. El análisis del método y la correlación con experimentos sugiere que los métodos son razonablemente adecuados para los test de impacto, pero insuficientes para el resto de ensayos. Para superar estas limitaciones de CDM, se ha mejorado la aproximación discreta de elementos finitos enriqueciendo la cinemática para incluir discontinuidades embebidas: el método extendido de los elementos finitos (X-FEM). Se adaptó X-FEM para un esquema explícito de integración temporal. El método es capaz de representar cualitativamente los mecanismos de fallo detallados en laminados. Sin embargo, los resultados muestran inconsistencias en la formulación que producen resultados cuantitativos erróneos. Por último, se ha revisado el método tradicional de X-FEM, y se ha desarrollado un nuevo método para superar sus limitaciones: el método cohesivo X-FEM estable. Las propiedades del nuevo método se estudiaron en detalle, y se concluyó que el método es robusto para implementación en códigos explícitos dinámicos escalables, resultando una nueva herramienta útil para la simulación de daño en composites. Virtual testing of composite materials has emerged as a new concept within the aerospace industry. It presents a very large potential to reduce the large certification costs and the long development times associated with the experimental campaigns, involving the testing of a large number of panels, sub-components and components. The aim of virtual testing is to replace some experimental tests by high-fidelity numerical simulations. This work is a contribution to the multiscale approach developed in Institute IMDEA Materials to predict the mechanical behavior of a composite laminate from the properties of the ply and the interply. Continuum Damage Mechanics (CDM) formulates intraply damage at the the material constitutive level. Intraply CDM is combined with cohesive elements to model interply damage. A CDM model was developed, implemented, and applied to simple mechanical tests of laminates: low and high velocity impact, tension of coupons, and shear deformation. The analysis of the results and the comparison with experiments indicated that the performance was reasonably good for the impact tests, but insuficient in the other cases. To overcome the limitations of CDM, the kinematics of the discrete finite element approximation was enhanced to include mesh embedded discontinuities, the eXtended Finite Element Method (X-FEM). The X-FEM was adapted to an explicit time integration scheme and was able to reproduce qualitatively the physical failure mechanisms in a composite laminate. However, the results revealed an inconsistency in the formulation that leads to erroneous quantitative results. Finally, the traditional X-FEM was reviewed, and a new method was developed to overcome its limitations, the stable cohesive X-FEM. The properties of the new method were studied in detail, and it was demonstrated that the new method was robust and can be implemented in a explicit finite element formulation, providing a new tool for damage simulation in composite materials.