A domain decomposition based algorithm for non-linear 2D inverse heat conduction problems

Inverse heat conduction problems (IHCPs) appear in many important scientific and technological fields. Hence analysis, design, implementation and testing of inverse algorithms are also of great scientific and technological interest. The numerical simulation of 2-D and –D inverse (or even direct) problems involves a considerable amount of computation. Therefore, the investigation and exploitation of parallel properties of such algorithms are equally becoming very important. Domain decomposition (DD) methods are widely used to solve large scale engineering problems and to exploit their inherent ability for the solution of such problems.

Time domain decomposition for European options in financial modelling

Finance is one of the fastest growing areas in modern applied mathematics with real world applications. The interest of this branch of applied mathematics is best described by an example involving shares. Shareholders of a company receive dividends which come from the profit made by the company. The proceeds of the company, once it is taken over or wound up, will also be distributed to shareholders. Therefore shares have a value that reflects the views of investors about the likely dividend payments and capital growth of the company. Obviously such value will be quantified by the share price on stock exchanges. Therefore financial modelling serves to understand the correlations between asset and movements of buy/sell in order to reduce risk. Such activities depend on financial analysis tools being available to the trader with which he can make rapid and systematic evaluation of buy/sell contracts. There are other financial activities and it is not an intention of this paper to discuss all of these activities. The main concern of this paper is to propose a parallel algorithm for the numerical solution of an European option. This paper is organised as follows. First, a brief introduction is given of a simple mathematical model for European options and possible numerical schemes of solving such mathematical model. Second, Laplace transform is applied to the mathematical model which leads to a set of parametric equations where solutions of different parametric equations may be found concurrently. Numerical inverse Laplace transform is done by means of an inversion algorithm developed by Stehfast. The scalability of the algorithm in a distributed environment is demonstrated. Third, a performance analysis of the present algorithm is compared with a spatial domain decomposition developed particularly for time-dependent heat equation. Finally, a number of issues are discussed and future work suggested.

Development of a domain decomposition method for computational aeroacoustics

Abstract not available

Decomposition, recomposition, speculation: The contribution of the Treatise of Choisy for the architectural survey, a pedagogical approach

info:eu-repo/semantics/inPress

Scalable unstructured mesh decomposition

As the efficiency of parallel software increases it is becoming common to measure near linear speedup for many applications. For a problem size N on P processors then with software running at O(N=P ) the performance restrictions due to file i/o systems and mesh decomposition running at O(N) become increasingly apparent especially for large P . For distributed memory parallel systems an additional limit to scalability results from the finite memory size available for i/o scatter/gather operations. Simple strategies developed to address the scalability of scatter/gather operations for unstructured mesh based applications have been extended to provide scalable mesh decomposition through the development of a parallel graph partitioning code, JOSTLE [8]. The focus of this work is directed towards the development of generic strategies that can be incorporated into the Computer Aided Parallelisation Tools (CAPTools) project.

A Decomposition, Construction and Post-Processing Approach for Nurse Rostering

This paper presents our work on decomposing a specific nurse rostering problem by cyclically assigning blocks of shifts, which are designed considering both hard and soft constraints, to groups of nurses. The rest of the shifts are then assigned to the nurses to construct a schedule based on the one cyclically generated by blocks. The schedules obtained by decomposition and construction can be further improved by a variable neighborhood search. Significant results are obtained and compared with a genetic algorithm and a variable neighborhood search approach on a problem that was presented to us by our collaborator, ORTEC bv, The Netherlands. We believe that the approach has the potential to be further extended to solve a wider range of nurse rostering problems.

Plant-derived compounds stimulate the decomposition of organic matter in arctic permafrost soils

Arctic ecosystems are warming rapidly, which is expected to promote soil organic matter (SOM) decomposition. In addition to the direct warming effect, decomposition can also be indirectly stimulated via increased plant productivity and plant-soil C allocation, and this so called "priming effect" might significantly alter the ecosystem C balance. In this study, we provide first mechanistic insights into the susceptibility of SOM decomposition in arctic permafrost soils to priming. By comparing 119 soils from four locations across the Siberian Arctic that cover all horizons of active layer and upper permafrost, we found that an increased availability of plant-derived organic C particularly stimulated decomposition in subsoil horizons where most of the arctic soil carbon is located. Considering the 1,035 Pg of arctic soil carbon, such an additional stimulation of decomposition beyond the direct temperature effect can accelerate net ecosystem C losses, and amplify the positive feedback to global warming.

Seasonal concentration decomposition across segments of tourism demand

A la hora de aplicar medidas desestacionalizadoras, a los gestores de destinos turísticos les resulta complicado identificar qué tipo de turistas contribuyen a la desestacionalización, ya que estos turistas potenciales pueden estar pasando desapercibido por no disponer de una metodología que los identifique. Teniendo en cuenta esta deficiencia, en esta tesis se ha querido conseguir un enfoque de medición que proporcione información acerca del tipo de turista objetivo para reducir la concentración estacional en los destinos analizados. Para ello, la metodología que se emplea en esta tesis, que incluye la descomposición aditiva del índice de Gini, proporciona información acerca de la contribución de cada segmento de demanda a la concentración estacional total de un destino. Mediante el empleo de dicha descomposición, el componente estacional puede ser expresado a través de unos efectos relativos marginales que permiten identificar a aquellos turistas que se manifiesten más favorables para reducir la estacionalidad. De manera complementaria, se han estimado los factores estacionales mediante el método multiplicativo que sirven para mejorar el análisis ya que proporcionan los patrones estacionales de los segmentos de demanda analizados. Además, según el destino analizado, se han utilizado clasificaciones complejas atendiendo al origen del turista, su principal motivación de viaje y la región visitada dentro de cada uno de los destinos analizados, las cuales, han permitido discernir con mayor precisión dentro de clasificaciones poco homogéneas. La metodología empleada en esta tesis se propone como una medida de control y seguimiento con la que, analizando la evolución de los efectos relativos marginales a lo largo del período de los que se dispongan datos suficientemente desagregados y, sobre todo, del último año, podrían ajustarse las políticas turísticas orientadas a reducir los efectos de la estacionalidad. Con la aplicación de la metodología propuesta en los destinos turísticos analizados, en los que se ha empleado un nivel de desagregación suficiente, se pretende aportar información adicional a los gestores del turismo en cuanto a qué turistas deben dirigir sus políticas de captación, siempre y cuando su objetivo sea reducir la concentración estacional en estos destinos. Del mismo modo, se pretende conseguir una mejora de la efectividad de las políticas contra la estacionalidad, dirigiéndolas hacia aquellos segmentos de demanda identificados como menos propensos a la estacionalidad. Esta tesis ha sido elaborada por compendio de publicaciones y se ha estructurado en siete capítulos. El primer capítulo es una introducción donde se presentan las implicaciones de esta tesis en cuanto a los aspectos relacionados con la estacionalidad, así como la metodología empleada para la medición de la misma en los destinos analizados. En los siguientes capítulos se analiza la concentración estacional de tres destinos y sus regiones: el litoral de Andalucía (segundo y tercer capítulo), Argentina (cuarto y quinto capítulo), y el Reino Unido (sexto capítulo). Los resultados se muestran con la copia incluida de las cinco publicaciones que conforman esta tesis. Por último, se proporciona las conclusiones en el séptimo capítulo, donde se muestra un análisis general y un resumen de las conclusiones de todas las contribuciones.

Motivic Decomposition of Projective Pseudo-Homogeneous Varieties

Let G be a semi-simple algebraic group over a field k. Projective G-homogeneous varieties are projective varieties over which G acts transitively. The stabilizer or the isotropy subgroup at a point on such a variety is a parabolic subgroup which is always smooth when the characteristic of k is zero. However, when k has positive characteristic, we encounter projective varieties with transitive G-action where the isotropy subgroup need not be smooth. We call these varieties projective pseudo-homogeneous varieties. To every such variety, we can associate a corresponding projective homogeneous variety. In this thesis, we extensively study the Chow motives (with coefficients from a finite connected ring) of projective pseudo-homogeneous varieties for G inner type over k and compare them to the Chow motives of the corresponding projective homogeneous varieties. This is done by proving a generic criterion for the motive of a variety to be isomorphic to the motive of a projective homogeneous variety which works for any characteristic of k. As a corollary, we give some applications and examples of Chow motives that exhibit an interesting phenomenon. We also show that the motives of projective pseudo-homogeneous varieties satisfy properties such as Rost Nilpotence and Krull-Schmidt.

Thermal Decomposition Kinetics of Humic Substances Extracted from Mid-Rio Negro (Amazon Basin) Soil Samples

In this work humic substances (HS) extracted from non-flooded (Araca) and flooded (Iara) soils were characterized through the calculation of stability and activation energies associated with the dehydration and thermal decomposition of HS using TGA and DTA, electronic paramagnetic resonance and C/H, C/N and C/O atomic ratios. For HS extracted from flooded soils, there was evidence for the influence of humidity on the organic matter humification process. Observations of thermal behaviour, with elemental analysis, indicated the presence of fossilized organic carbon within clay particles, which only decomposed above 800 C. This characteristic could explain the different thermal stability and pyrolysis activation energies for Iara HS compared to Araca HS.

Chaos decomposition and gap renormalization of brownian self-intersection local times

We study the chaos decomposition of self-intersection local times and their regularization, with a particular view towards Varadhan's renormalization for the planar Edwards model.

A class of domain decomposition preconditioners for hp-discontinuous Galerkin finite element methods

In this article we address the question of efficiently solving the algebraic linear system of equations arising from the discretization of a symmetric, elliptic boundary value problem using hp-version discontinuous Galerkin finite element methods. In particular, we introduce a class of domain decomposition preconditioners based on the Schwarz framework, and prove bounds on the condition number of the resulting iteration operators. Numerical results confirming the theoretical estimates are also presented.

Low cost 3D global instability analysis and flow sensitivity based on dynamic mode decomposition and high-order numerical tools

We explore the recently developed snapshot-based dynamic mode decomposition (DMD) technique, a matrix-free Arnoldi type method, to predict 3D linear global flow instabilities. We apply the DMD technique to flows confined in an L-shaped cavity and compare the resulting modes to their counterparts issued from classic, matrix forming, linear instability analysis (i.e. BiGlobal approach) and direct numerical simulations. Results show that the DMD technique, which uses snapshots generated by a 3D non-linear incompressible discontinuous Galerkin Navier?Stokes solver, provides very similar results to classical linear instability analysis techniques. In addition, we compare DMD results issued from non-linear and linearised Navier?Stokes solvers, showing that linearisation is not necessary (i.e. base flow not required) to obtain linear modes, as long as the analysis is restricted to the exponential growth regime, that is, flow regime governed by the linearised Navier?Stokes equations, and showing the potential of this type of analysis based on snapshots to general purpose CFD codes, without need of modifications. Finally, this work shows that the DMD technique can provide three-dimensional direct and adjoint modes through snapshots provided by the linearised and adjoint linearised Navier?Stokes equations advanced in time. Subsequently, these modes are used to provide structural sensitivity maps and sensitivity to base flow modification information for 3D flows and complex geometries, at an affordable computational cost. The information provided by the sensitivity study is used to modify the L-shaped geometry and control the most unstable 3D mode.

Thermogravimetric and kinetic analysis of the decomposition of solid recovered fuel from municipal solid waste

The thermal decomposition of a solid recovered fuel has been studied using thermogravimetry, in order to get information about the main steps in the decomposition of such material. The study comprises two different atmospheres: inert and oxidative. The kinetics of decomposition is determined at three different heating rates using the same kinetic constants and model for both atmospheres at all the heating rates simultaneously. A good correlation of the TG data is obtained using three nth-order parallel reactions.