Estudo dos métodos de solução da equação de Fokker-Planck linear e não linear

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Delineamentos ótimos para experimentos farmacocinéticos

Pós-graduação em Biometria - IBB

Solução numérica das equações de Navier-Stokes em um canal-tipo estenose usando métodos compactos e não compacos de alta ordem

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

The internal structure of hydrogen-air difussion flames

The Internal Structure of Hydrogen-Air Diffusion Flames. Tho purpose of this paper is to study finite rate chemistry effects in diffusion controlled hydrogenair flames undor conditions appearing in some cases in a supersonic combustor. Since for large reaction rates the flame is close to chemical equilibrium, the reaction takes place in a very thin region, so thata "singular perturbation "treatment" of the problem seems appropriate. It has been shown previously that, within the inner or reaction zone, convection effects may be neglocted, the temperature is constant across the flame, and tho mass fraction distributions are given by ordinary differential equations, whore tho only independent variable involved is tho coordinate normal to the flame surface. Tho solution of the outer problom, which is a pure mixing problem with the additional condition that fuol and oxidizer do not coexist in any zone, provides t h e following information: tho flame position, rates of fuel consumption, temperature, concentrators of species, fluid velocity outside of tho flame, and the boundary conditions required to solve the "inner problem." The main contribution of this paper consists in the introduction of a fairly complicated chemical kinetic scheme representing hydrogen-oxygen reaction. The nonlinear equations expressing the conservation of chemical species are approximately integrated by means of an integral method. It has boen found that, in the case considered of a near-equilibrium diffusion flame, tho role played by the dissociation-recombination reactions is purely marginal, and that somo of the second order "shuffling" reactions are close to equilibrium. The method shown here may be applied to compute the distanco from the injector corresponding to a given separation from equilibrium, say ten to twenty percent. For the casos whore this length is a small fraction of the combustion zone length, the equilibrium treatment describes properly tho flame behavior.

Linear Approach to the Orbiting Spacecraft Thermal Problem

A linear method is developed for solving the nonlinear differential equations of a lumped-parameter thermal model of a spacecraft moving in a closed orbit. This method, based on perturbation theory, is compared with heuristic linearizations of the same equations. The essential feature of the linear approach is that it provides a decomposition in thermal modes, like the decomposition of mechanical vibrations in normal modes. The stationary periodic solution of the linear equations can be alternately expressed as an explicit integral or as a Fourier series. This method is applied to a minimal thermal model of a satellite with ten isothermal parts (nodes), and the method is compared with direct numerical integration of the nonlinear equations. The computational complexity of this method is briefly studied for general thermal models of orbiting spacecraft, and it is concluded that it is certainly useful for reduced models and conceptual design but it can also be more efficient than the direct integration of the equations for large models. The results of the Fourier series computations for the ten-node satellite model show that the periodic solution at the second perturbative order is sufficiently accurate.

Efficient computation of current collection in bare electrodynamic tethers in and beyond OML regime

One key issue in the simulation of bare electrodynamic tethers (EDTs) is the accurate and fast computation of the collected current, an ambient dependent operation necessary to determine the Lorentz force for each time step. This paper introduces a novel semianalytical solution that allows researchers to compute the current distribution along the tether efficient and effectively under orbital-motion-limited (OML) and beyond OML conditions, i.e., if tether radius is greater than a certain ambient dependent threshold. The method reduces the original boundary value problem to a couple of nonlinear equations. If certain dimensionless variables are used, the beyond OML effect just makes the tether characteristic length L ∗ larger and it is decoupled from the current determination problem. A validation of the results and a comparison of the performance in terms of the time consumed is provided, with respect to a previous ad hoc solution and a conventional shooting method.

Simulación eficiente de mecanismos flexibles mediante formulaciones topológicas

El objetivo de esta Tesis es presentar un método eficiente para la evaluación de sistemas multi-cuerpo con elementos flexibles con pequeñas deformaciones, basado en métodos topológicos para la simulación de sistemas tan complejos como los que se utilizan en la práctica y en tiempo real o próximo al real. Se ha puesto un especial énfasis en la resolución eficiente de aquellos aspectos que conllevan mayor coste computacional, tales como la evaluación de las ecuaciones dinámicas y el cálculo de los términos de inercia. Las ecuaciones dinámicas se establecen en función de las variables independientes del sistema, y la integración de las mismas se realiza mediante formulaciones implícitas de index-3. Esta Tesis se articula en seis Capítulos. En el Capítulo 1 se realiza una revisión bibliográfica de la simulación de sistemas flexibles y los métodos más relevantes de integración de las ecuaciones diferenciales del movimiento. Asimismo, se presentan los objetivos de esta Tesis. En el Capítulo 2 se presenta un método semi-recursivo para la evaluación de las ecuaciones de los sistemas multi-cuerpo con elementos flexibles basado en formulaciones topológicas y síntesis modal. Esta Tesis determina la posición de cada punto del cuerpo flexible en función de un sistema de referencia flotante que se mueve con dicho cuerpo y de las amplitudes de ciertos modos de deformación calculados a partir de un mallado obtenido mediante el Método de Elementos Finitos. Se presta especial atención en las condiciones de contorno que se han de tener en cuenta a la hora de establecer las variables que definen la deformación del cuerpo flexible. El Capítulo 3 se centra en la evaluación de los términos de inercia de los sistemas flexibles que generalmente conllevan un alto coste computacional. Se presenta un método que permite el cálculo de dichos términos basado en el uso de 24 matrices constantes que pueden ser calculadas previamente al proceso de integración. Estas matrices permiten evaluar la matriz de masas y el vector de fuerzas de inercia dependientes de la velocidad sin que sea necesario evaluar la posición deformada de todos los puntos del cuerpo flexible. Se realiza un análisis pormenorizado de dichas matrices con el objetivo de optimizar su cálculo estableciendo aproximaciones que permitan reducir el número de dichos términos y optimizar aún más su evaluación. Se analizan dos posibles simplificaciones: la primera utiliza una discretización no-consistente basada en elementos finitos en los que se definen únicamente los desplazamientos axiales de los nodos; en la segunda propuesta se hace uso de una matriz de masas concentradas (Lumped Mass). Basándose en la formulación presentada, el Capítulo 4 aborda la integración eficiente de las ecuaciones dinámicas. Se presenta un método iterativo para la integración con fórmulas de index-3 basado en la proyección de las ecuaciones dinámicas según las variables independientes del sistema multi-cuerpo. El cálculo del residuo del sistema de ecuaciones no lineales que se ha de resolver de modo iterativo se realiza mediante un proceso recursivo muy eficiente que aprovecha la estructura topológica del sistema. Se analizan tres formas de evaluar la matriz tangente del citado sistema no lineal: evaluación aproximada, numérica y recursiva. El método de integración presentado permite el uso de distintas fórmulas. En esta Tesis se analizan la Regla Trapezoidal, la fórmula BDF de segundo orden y un método híbrido TR-BDF2. Para este último caso se presenta un algoritmo de paso variable. En el Capítulo 5 plantea la implementación del método propuesto en un programa general de simulación de mecanismos que permita la resolución de cualquier sistema multi-cuerpo definiéndolo mediante un fichero de datos. La implementación de este programa se ha realizado tanto en C++ como en Java. Se muestran los resultados de las formulaciones presentadas en esta Tesis mediante la simulación de cuatro ejemplos de distinta complejidad. Mediante análisis concretos se comparan la formulación presentada con otras existentes. También se analiza el efecto del lenguaje de programación utilizado en la implementación y los efectos de las posibles simplificaciones planteadas. Por último, el Capítulo 6 resume las principales conclusiones alcanzadas en la Tesis y las futuras líneas de investigación que con ella se abren. ABSTRACT This Thesis presents an efficient method for solving the forward dynamics of a multi-body sys-tem formed by rigid and flexible bodies with small strains for real-time simulation of real-life models. It is based on topological formulations. The presented work focuses on the efficient solution of the most time-consuming tasks of the simulation process, such as the numerical integration of the motion differential equations and in particular the evaluation of the inertia terms corresponding to the flexible bodies. The dynamic equations are formulated in terms of independent variables of the muti-body system, and they are integrated by means of implicit index-3 formulae. The Thesis is arranged in six chapters. Chapter 1 presents a review of the most relevant and recent contributions related to the modelization of flexible multi-body systems and the integration of the corresponding dynamic equations. The main objectives of the Thesis are also presented in detail. Chapter 2 presents a semi-recursive method for solving the equations of a multi-body system with flexible bodies based on topological formulations and modal synthesis. This Thesis uses the floating frame approach and the modal amplitudes to define the position of any point at the flexible body. These modal deformed shapes are obtained by means of the Finite Element Method. Particular attention has been taken to the boundary conditions used to define the deformation of the flexible bodies. Chapter 3 focuses on the evaluation of the inertia terms, which is usually a very time-consuming task. A new method based on the use of 24 constant matrices is presented. These matrices are evaluated during the set-up step, before the integration process. They allow the calculation of the inertia terms in terms of the position and orientation of the local coordinate system and the deformation variables, and there is no need to evaluate the position and velocities of all the nodes of the FEM mesh. A deep analysis of the inertia terms is performed in order to optimize the evaluation process, reducing both the terms used and the number of arithmetic operations. Two possible simplifications are presented: the first one uses a non-consistent approach in order to define the inertia terms respect to the Cartesian coordinates of the FEM mesh, rejecting those corresponding to the angular rotations; the second approach makes use of lumped mass matrices. Based on the previously presented formulation, Chapter 4 is focused on the numerical integration of the motion differential equations. A new predictor-corrector method based on index-3 formulae and on the use of multi-body independent variables is presented. The evaluation of the dynamic equations in a new time step needs the solution of a set on nonlinear equations by a Newton-Raphson iterative process. The computation of the corresponding residual vector is performed efficiently by taking advantage of the system’s topological structure. Three methods to compute the tangent matrix are presented: an approximated evaluation that considers only the most relevant terms, a numerical approach based on finite differences and a recursive method that uses the topological structure. The method presented for integrating the dynamic equations can use a variety of integration formulae. This Thesis analyses the use of the trapezoidal rule, the 2nd order BDF formula and the hybrid TR-BDF2 method. A variable-time step strategy is presented for the last one. Chapter 5 describes the implementation of the proposed method in a general purpose pro-gram for solving any multibody defined by a data file. This program is implemented both in C++ and Java. Four examples are used to check the validity of the formulation and to compare this method with other methods commonly used to solve the dynamic equations of multi-body systems containing flexible bodies. The efficiency of the programming methodology used and the effect of the possible simplifications proposed are also analyzed. Chapter 6 summarizes the main Conclusions obtained in this Thesis and the new lines of research that have been opened.

Investigation of two-wave mixing in arbitrary oriented sillenite crystals

A generalized systematic description of the Two-Wave Mixing (TWM) process in sillenite crystals allowing for arbitrary orientation of the grating vector is presented. An analytical expression for the TWM gain is obtained for the special case of plane waves in a thin crystal (|g|d«1) with large optical activity (|g|/?«1, g is the coupling constant, ? the rotatory power, d the crystal thickness). Using a two-dimensional formulation the scope of the nonlinear equations describing TWM can be extended to finite beams in arbitrary geometries and to any crystal parameters. Two promising applications of this formulation are proposed. The polarization dependence of the TWM gain is used for the flattening of Gaussian beam profiles without expanding them. The dependence of the TWM gain on the interaction length is used for the determination of the crystal orientation. Experiments carried out on Bi12GeO20 crystals of a non-standard cut are in good agreement with the results of modelling.

Investigation of two-wave mixing in arbitrary oriented sillenite crystals

A generalized systematic description of the Two-Wave Mixing (TWM) process in sillenite crystals allowing for arbitrary orientation of the grating vector is presented. An analytical expression for the TWM gain is obtained for the special case of plane waves in a thin crystal (|g|d«1) with large optical activity (|g|/?«1, g is the coupling constant, ? the rotatory power, d the crystal thickness). Using a two-dimensional formulation the scope of the nonlinear equations describing TWM can be extended to finite beams in arbitrary geometries and to any crystal parameters. Two promising applications of this formulation are proposed. The polarization dependence of the TWM gain is used for the flattening of Gaussian beam profiles without expanding them. The dependence of the TWM gain on the interaction length is used for the determination of the crystal orientation. Experiments carried out on Bi12GeO20 crystals of a non-standard cut are in good agreement with the results of modelling.

One-dimensional optical wave turbulence:experiment and theory

We present a review of the latest developments in one-dimensional (1D) optical wave turbulence (OWT). Based on an original experimental setup that allows for the implementation of 1D OWT, we are able to show that an inverse cascade occurs through the spontaneous evolution of the nonlinear field up to the point when modulational instability leads to soliton formation. After solitons are formed, further interaction of the solitons among themselves and with incoherent waves leads to a final condensate state dominated by a single strong soliton. Motivated by the observations, we develop a theoretical description, showing that the inverse cascade develops through six-wave interaction, and that this is the basic mechanism of nonlinear wave coupling for 1D OWT. We describe theory, numerics and experimental observations while trying to incorporate all the different aspects into a consistent context. The experimental system is described by two coupled nonlinear equations, which we explore within two wave limits allowing for the expression of the evolution of the complex amplitude in a single dynamical equation. The long-wave limit corresponds to waves with wave numbers smaller than the electrical coherence length of the liquid crystal, and the opposite limit, when wave numbers are larger. We show that both of these systems are of a dual cascade type, analogous to two-dimensional (2D) turbulence, which can be described by wave turbulence (WT) theory, and conclude that the cascades are induced by a six-wave resonant interaction process. WT theory predicts several stationary solutions (non-equilibrium and thermodynamic) to both the long- and short-wave systems, and we investigate the necessary conditions required for their realization. Interestingly, the long-wave system is close to the integrable 1D nonlinear Schrödinger equation (NLSE) (which contains exact nonlinear soliton solutions), and as a result during the inverse cascade, nonlinearity of the system at low wave numbers becomes strong. Subsequently, due to the focusing nature of the nonlinearity, this leads to modulational instability (MI) of the condensate and the formation of solitons. Finally, with the aid of the probability density function (PDF) description of WT theory, we explain the coexistence and mutual interactions between solitons and the weakly nonlinear random wave background in the form of a wave turbulence life cycle (WTLC).

Three essays on hospital efficiency

This dissertation analyzes hospital efficiency using various econometric techniques. The first essay provides additional and recent evidence to the presence of contract management behavior in the U.S. hospital industry. Unlike previous studies, which focus on either an input-demand equation or the cost function of the firm, this paper estimates the two jointly using a system of nonlinear equations. Moreover, it addresses the longitudinal problem of institutions adopting contract management in different years, by creating a matched control group of non-adopters with the same longitudinal distribution as the group under study. The estimation procedure then finds that labor, and not capital, is the preferred input in U.S. hospitals regardless of managerial contract status. With institutions that adopt contract management benefiting from lower labor inefficiencies than the simulated non-contract adopters. These results suggest that while there is a propensity for expense preference behavior towards the labor input, contract managed firms are able to introduce efficiencies over conventional, owner controlled, firms. Using data for the years 1998 through 2007, the second essay investigates the production technology and cost efficiency faced by Florida hospitals. A stochastic frontier multiproduct cost function is estimated in order to test for economies of scale, economies of scope, and relative cost efficiencies. The results suggest that small-sized hospitals experience economies of scale, while large and medium sized institutions do not. The empirical findings show that Florida hospitals enjoy significant scope economies, regardless of size. Lastly, the evidence suggests that there is a link between hospital size and relative cost efficiency. The results of the study imply that state policy makers should be focused on increasing hospital scale for smaller institutions while facilitating the expansion of multiproduct production for larger hospitals. The third and final essay employs a two staged approach in analyzing the efficiency of hospitals in the state of Florida. In the first stage, the Banker, Charnes, and Cooper model of Data Envelopment Analysis is employed in order to derive overall technical efficiency scores for each non-specialty hospital in the state. Additionally, input slacks are calculated and reported in order to identify the factors of production that each hospital may be over utilizing. In the second stage, we employ a Tobit regression model in order to analyze the effects a number of structural, managerial, and environmental factors may have on a hospital’s efficiency. The results indicated that most non-specialty hospitals in the state are operating away from the efficient production frontier. The results also indicate that the structural make up, managerial choices, and level of competition Florida hospitals face have an impact on their overall technical efficiency.

Influence of hydrobiogeochemistry on transport of chromium through manganese -containing sediments: Experimental and modeling approaches

Chromium (Cr) is a metal of particular environmental concern, owing to its toxicity and widespread occurrence in groundwater, soil, and soil solution. A combination of hydrological, geochemical, and microbiological processes governs the subsurface migration of Cr. Little effort has been devoted to examining how these biogeochemical reactions combine with hydrologic processes influence Cr migration. This study has focused on the complex problem of predicting the Cr transport in laboratory column experiments. A 1-D reactive transport model was developed and evaluated against data obtained from laboratory column experiments. ^ A series of dynamic laboratory column experiments were conducted under abiotic and biotic conditions. Cr(III) was injected into columns packed with β-MnO 2-coated sand at different initial concentrations, variable flow rates, and at two different pore water pH (3.0 and 4.0). In biotic anaerobic column experiments Cr(VI) along with lactate was injected into columns packed with quartz sand or β-MnO2-coated sand and bacteria, Shewanella alga Simidu (BrY-MT). A mathematical model was developed which included advection-dispersion equations for the movement of Cr(III), Cr(VI), dissolved oxygen, lactate, and biomass. The model included first-order rate laws governing the adsorption of each Cr species and lactate. The equations for transport and adsorption were coupled with nonlinear equations for rate-limited oxidation-reduction reactions along with dual-monod kinetic equations. Kinetic batch experiments were conducted to determine the reduction of Cr(VI) by BrY-MT in three different substrates. Results of the column experiments with Cr(III)-containing influent solutions demonstrate that β-MnO2 effectively catalyzes the oxidation of Cr(III) to Cr(VI). For a given influent concentration and pore water velocity, oxidation rates are higher, and hence effluent concentrations of Cr(VI) are greater, at pH 4 relative to pH 3. Reduction of Cr(VI) by BrY-MT was rapid (within one hour) in columns packed with quartz sand, whereas Cr(VI) reduction by BrY-MT was delayed (57 hours) in presence of β-MnO 2-coated sand. BrY-MT grown in BHIB (brain heart infusion broth) reduced maximum amount of Cr(VI) to Cr(III) followed by TSB (tryptic soy broth) and M9 (minimum media). The comparisons of data and model results from the column experiments show that the depths associated with Cr(III) oxidation and transport within sediments of shallow aquatic systems can strongly influence trends in surface water quality. The results of this study suggests that carefully performed, laboratory column experiments is a useful tool in determining the biotransformation of redox-sensitive metals even in the presence of strong oxidant, like β-MnO2. ^

Volume averaging of multiphase flows with hydrate formation in subsea pipelines

In oil and gas pipeline operations, the gas, oil, and water phases simultaneously move through pipe systems. The mixture cools as it flows through subsea pipelines, and forms a hydrate formation region, where the hydrate crystals start to grow and may eventually block the pipeline. The potential of pipe blockage due to hydrate formation is one of the most significant flow-assurance problems in deep-water subsea operations. Due to the catastrophic safety and economic implications of hydrate blockage, it is important to accurately predict the simultaneous flow of gas, water, and hydrate particles in flowlines. Currently, there are few or no studies that account for the simultaneous effects of hydrate growth and heat transfer on flow characteristics within pipelines. This thesis presents new and more accurate predictive models of multiphase flows in undersea pipelines to describe the simultaneous flow of gas, water, and hydrate particles through a pipeline. A growth rate model for the hydrate phase is presented and then used in the development of a new three-phase model. The conservation equations of mass, momentum, and energy are formulated to describe the physical phenomena of momentum and heat transfer between the fluid and the wall. The governing equations are solved based on an analytical-numerical approach using a Newton-Raphson method for the nonlinear equations. An algorithm was developed in Matlab software to solve the equations from the inlet to the outlet of the pipeline. The developed models are validated against a single-phase model with mixture properties, and the results of comparative studies show close agreement. The new model predicts the volume fraction and velocity of each phase, as well as the mixture pressure and temperature profiles along the length of the pipeline. The results from the hydrate growth model reveal the growth rate and location where the initial hydrates start to form. Finally, to assess the impact of certain parameters on the flow characteristics, parametric studies have been conducted. The results show the effect of a variation in the pipe diameter, mass flow rate, inlet pressure, and inlet temperature on the flow characteristics and hydrate growth rates.

Efficient preconditioning of the method of lines for solving nonlinear two-sided space-fractional diffusion equations

A standard method for the numerical solution of partial differential equations (PDEs) is the method of lines. In this approach the PDE is discretised in space using �finite di�fferences or similar techniques, and the resulting semidiscrete problem in time is integrated using an initial value problem solver. A significant challenge when applying the method of lines to fractional PDEs is that the non-local nature of the fractional derivatives results in a discretised system where each equation involves contributions from many (possibly every) spatial node(s). This has important consequences for the effi�ciency of the numerical solver. First, since the cost of evaluating the discrete equations is high, it is essential to minimise the number of evaluations required to advance the solution in time. Second, since the Jacobian matrix of the system is dense (partially or fully), methods that avoid the need to form and factorise this matrix are preferred. In this paper, we consider a nonlinear two-sided space-fractional di�ffusion equation in one spatial dimension. A key contribution of this paper is to demonstrate how an eff�ective preconditioner is crucial for improving the effi�ciency of the method of lines for solving this equation. In particular, we show how to construct suitable banded approximations to the system Jacobian for preconditioning purposes that permit high orders and large stepsizes to be used in the temporal integration, without requiring dense matrices to be formed. The results of numerical experiments are presented that demonstrate the effectiveness of this approach.