A moving-point approach to model shallow ice sheets: a study case with radially symmetrical ice sheets

Predicting the evolution of ice sheets requires numerical models able to accurately track the migration of ice sheet continental margins or grounding lines. We introduce a physically based moving-point approach for the flow of ice sheets based on the conservation of local masses. This allows the ice sheet margins to be tracked explicitly. Our approach is also well suited to capture waiting-time behaviour efficiently. A finite-difference moving-point scheme is derived and applied in a simplified context (continental radially symmetrical shallow ice approximation). The scheme, which is inexpensive, is verified by comparing the results with steady states obtained from an analytic solution and with exact moving-margin transient solutions. In both cases the scheme is able to track the position of the ice sheet margin with high accuracy.

Numerical solution of the eXtended Pom-Pom model for viscoelastic free surface flows

In this paper we present a finite difference method for solving two-dimensional viscoelastic unsteady free surface flows governed by the single equation version of the eXtended Pom-Pom (XPP) model. The momentum equations are solved by a projection method which uncouples the velocity and pressure fields. We are interested in low Reynolds number flows and, to enhance the stability of the numerical method, an implicit technique for computing the pressure condition on the free surface is employed. This strategy is invoked to solve the governing equations within a Marker-and-Cell type approach while simultaneously calculating the correct normal stress condition on the free surface. The numerical code is validated by performing mesh refinement on a two-dimensional channel flow. Numerical results include an investigation of the influence of the parameters of the XPP equation on the extrudate swelling ratio and the simulation of the Barus effect for XPP fluids. (C) 2010 Elsevier B.V. All rights reserved.

Numerical Solution of the Upper-Convected Maxwell Model for Three-Dimensional Free Surface Flows

This work presents a finite difference technique for simulating three-dimensional free surface flows governed by the Upper-Convected Maxwell (UCM) constitutive equation. A Marker-and-Cell approach is employed to represent the fluid free surface and formulations for calculating the non-Newtonian stress tensor on solid boundaries are developed. The complete free surface stress conditions are employed. The momentum equation is solved by an implicit technique while the UCM constitutive equation is integrated by the explicit Euler method. The resulting equations are solved by the finite difference method on a 3D-staggered grid. By using an exact solution for fully developed flow inside a pipe, validation and convergence results are provided. Numerical results include the simulation of the transient extrudate swell and the comparison between jet buckling of UCM and Newtonian fluids.

Numerical simulation of drop impact and jet buckling problems using the eXtended Pom-Pom model

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Numerical solution of the eXtended Pom-Pom model for viscoelastic free surface flows

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Numerical solution of the FENE-CR model in complex flows

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

A Numerical Study of the FENE-CR Model Applied to a Jet Flow Problem

The FENE-CR model is investigated through a numerical algorithm to simulate the time-dependent moving free surface flow produced by a jet impinging on a flat surface. The objective is to demonstrate that by increasing the extensibility parameter L, the numerical solutions converge to the solutions obtained with the Oldroyd-B model. The governing equations are solved by an established free surface flow solver based on the finite difference and marker-and-cell methods. Numerical predictions of the extensional viscosity obtained with several values of the parameter L are presented. The results show that if the extensibility parameter L is sufficiently large then the extensional viscosities obtained with the FENE-CR model approximate the corresponding Oldroyd-B viscosity. Moreover, the flow from a jet impinging on a flat surface is simulated with various values of the extensibility parameter L and the fluid flow visualizations display convergence to the Oldroyd-B jet flow results.

Application of the PTT Model to Axisymmetric Free Surface Flows

This work is concerned with numerical simulation of axisymmetric viscoelastic free surface flows using the Phan-Thien-Tanner (PTT) constitutive equation. A finite difference technique for solving the governing equations for unsteady incompressible flows written in Cylindrical coordinates on a staggered grid is described. The fluid is modelled by a Marker-and-Cell type method and an accurate representation of the fluid surface is employed. The full free surface stress conditions are applied. The numerical method is verified by comparing numerical predictions of fully developed flow in a pipe with the corresponding analytic solutions. To demonstrate that the numerical method can simulate axisymmetric free surface flows governed by the PTT model, numerical results of the flow evolution of a drop impacting on a rigid dry plate are presented. In these simulations, the rheological effects of the parameters epsilon and xi are investigated.

Numerical simulation of drop impact and jet buckling problems using the eXtended Pom-Pom model

This work presents numerical simulations of two fluid flow problems involving moving free surfaces: the impacting drop and fluid jet buckling. The viscoelastic model used in these simulations is the eXtended Pom-Pom (XPP) model. To validate the code, numerical predictions of the drop impact problem for Newtonian and Oldroyd-B fluids are presented and compared with other methods. In particular, a benchmark on numerical simulations for a XPP drop impacting on a rigid plate is performed for a wide range of the relevant parameters. Finally, to provide an additional application of free surface flows of XPP fluids, the viscous jet buckling problem is simulated and discussed. (C) 2011 Elsevier B.V. All rights reserved.

Stochastic local volatility model for fx markets

Questa tesi verte sullo studio di un modello a volatilità stocastica e locale, utilizzato per valutare opzioni esotiche nei mercati dei cambio. La difficoltà nell'implementare un modello di tal tipo risiede nella calibrazione della leverage surface e uno degli scopi principali di questo lavoro è quello di mostrarne la procedura.

Optimization of a label-free biosensor vertically characterized based on a periodic lattice of high aspect ratio SU-8 nano-pillars with a simplified 2D theoretical model

We have recently demonstrated a biosensor based on a lattice of SU8 pillars on a 1 μm SiO2/Si wafer by measuring vertically reflectivity as a function of wavelength. The biodetection has been proven with the combination of Bovine Serum Albumin (BSA) protein and its antibody (antiBSA). A BSA layer is attached to the pillars; the biorecognition of antiBSA involves a shift in the reflectivity curve, related with the concentration of antiBSA. A detection limit in the order of 2 ng/ml is achieved for a rhombic lattice of pillars with a lattice parameter (a) of 800 nm, a height (h) of 420 nm and a diameter(d) of 200 nm. These results correlate with calculations using 3D-finite difference time domain method. A 2D simplified model is proposed, consisting of a multilayer model where the pillars are turned into a 420 nm layer with an effective refractive index obtained by using Beam Propagation Method (BPM) algorithm. Results provided by this model are in good correlation with experimental data, reaching a reduction in time from one day to 15 minutes, giving a fast but accurate tool to optimize the design and maximizing sensitivity, and allows analyzing the influence of different variables (diameter, height and lattice parameter). Sensitivity is obtained for a variety of configurations, reaching a limit of detection under 1 ng/ml. Optimum design is not only chosen because of its sensitivity but also its feasibility, both from fabrication (limited by aspect ratio and proximity of the pillars) and fluidic point of view. (© 2011 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)

A model of the spatially dependent mechanical properties of the axon during its growth

Neuronal growth is a complex process involving many intra- and extracellular mechanisms which are collaborating conjointly to participate to the development of the nervous system. More particularly, the early neocortical development involves the creation of a multilayered structure constituted by neuronal growth (driven by axonal or dendritic guidance cues) as well as cell migration. The underlying mechanisms of such structural lamination not only implies important biochemical changes at the intracellular level through axonal microtubule (de)polymerization and growth cone advance, but also through the directly dependent stress/stretch coupling mechanisms driving them. Efforts have recently focused on modeling approaches aimed at accounting for the effect of mechanical tension or compression on the axonal growth and subsequent soma migration. However, the reciprocal influence of the biochemical structural evolution on the mechanical properties has been mostly disregarded. We thus propose a new model aimed at providing the spatially dependent mechanical properties of the axon during its growth. Our in-house finite difference solver Neurite is used to describe the guanosine triphosphate (GTP) transport through the axon, its dephosphorylation in guanosine diphosphate (GDP), and thus the microtubules polymerization. The model is calibrated against experimental results and the tensile and bending mechanical stiffnesses are ultimately inferred from the spatially dependent microtubule occupancy. Such additional information is believed to be of drastic relevance in the growth cone vicinity, where biomechanical mechanisms are driving axonal growth and pathfinding. More specifically, the confirmation of a lower stiffness in the distal axon ultimately participates in explaining the controversy associated to the tensile role of the growth cone.

Finite element simulation of dispersion in the Bay of Santander

Two mathematical models are used to simulate pollution in the Bay of Santander. The first is the hydrodynamic model that provides the velocity field and height of the water. The second gives the pollutant concentration field as a resultant. Both models are formulated in two-dimensional equations. Linear triangular finite elements are used in the Galerkin procedure for spatial discretization. A finite difference scheme is used for the time integration. At each time step the calculated results of the first model are input to the second model as field data. The efficiency and accuracy of the models are tested by their application to a simple illustrative example. Finally a case study in simulation of pollution evolution in the Bay of Santander is presented

Difference schemes for time-dependent heat conduction models with delay

Different non-Fourier models of heat conduction, that incorporate time lags in the heat flux and/or the temperature gradient, have been increasingly considered in the last years to model microscale heat transfer problems in engineering. Numerical schemes to obtain approximate solutions of constant coefficients lagging models of heat conduction have already been proposed. In this work, an explicit finite difference scheme for a model with coefficients variable in time is developed, and their properties of convergence and stability are studied. Numerical computations showing examples of applications of the scheme are presented.

An FDTD model for calculation of gradient-induced eddy currents in MRI system

In most magnetic resonance imaging (MRI) systems, pulsed magnetic gradient fields induce eddy currents in the conducting structures of the superconducting magnet. The eddy currents induced in structures within the cryostat are particularly problematic as they are characterized by long time constants by virtue of the low resistivity of the conductors. This paper presents a three-dimensional (3-D) finite-difference time-domain (FDTD) scheme in cylindrical coordinates for eddy-current calculation in conductors. This model is intended to be part of a complete FDTD model of an MRI system including all RF and low-frequency field generating units and electrical models of the patient. The singularity apparent in the governing equations is removed by using a series expansion method and the conductor-air boundary condition is handled using a variant of the surface impedance concept. The numerical difficulty due to the asymmetry of Maxwell equations for low-frequency eddy-current problems is circumvented by taking advantage of the known penetration behavior of the eddy-current fields. A perfectly matched layer absorbing boundary condition in 3-D cylindrical coordinates is also incorporated. The numerical method has been verified against analytical solutions for simple cases. Finally, the algorithm is illustrated by modeling a pulsed field gradient coil system within an MRI magnet system. The results demonstrate that the proposed FDTD scheme can be used to calculate large-scale eddy-current problems in materials with high conductivity at low frequencies.