Time-domain simulation of wave-induced ship motions by a Rankine panel method

In this thesis, a numerical program has been developed to simulate the wave-induced ship motions in the time domain. Wave-body interactions have been studied for various ships and floating bodies through forced motion and free motion simulations in a wide range of wave frequencies. A three-dimensional Rankine panel method is applied to solve the boundary value problem for the wave-body interactions. The velocity potentials and normal velocities on the boundaries are obtained in the time domain by solving the mixed boundary integral equations in relation to the source and dipole distributions. The hydrodynamic forces are calculated by the integration of the instantaneous hydrodynamic pressures over the body surface. The equations of ship motion are solved simultaneously with the boundary value problem for each time step. The wave elevation is computed by applying the linear free surface conditions. A numerical damping zone is adopted to absorb the outgoing waves in order to satisfy the radiation condition for the truncated free surface. A numerical filter is applied on the free surface for the smoothing of the wave elevation. Good convergence has been reached for both forced motion simulations and free motion simulations. The computed added-mass and damping coefficients, wave exciting forces, and motion responses for ships and floating bodies are in good agreement with the numerical results from other programs and experimental data.

Principal Component Analysis of Results Obtained from Finite-Difference Time-Domain Algorithms

Finite-Differences Time-Domain (FDTD) algorithms are well established tools of computational electromagnetism. Because of their practical implementation as computer codes, they are affected by many numerical artefact and noise. In order to obtain better results we propose using Principal Component Analysis (PCA) based on multivariate statistical techniques. The PCA has been successfully used for the analysis of noise and spatial temporal structure in a sequence of images. It allows a straightforward discrimination between the numerical noise and the actual electromagnetic variables, and the quantitative estimation of their respective contributions. Besides, The GDTD results can be filtered to clean the effect of the noise. In this contribution we will show how the method can be applied to several FDTD simulations: the propagation of a pulse in vacuum, the analysis of two-dimensional photonic crystals. In this last case, PCA has revealed hidden electromagnetic structures related to actual modes of the photonic crystal.

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.

Rational Function Interpolation of Electromagnetic Transfer Functions of High-Speed Interconnect Systems from Discrete Time-Domain and Frequency-Domain Data

We present new methodologies to generate rational function approximations of broadband electromagnetic responses of linear and passive networks of high-speed interconnects, and to construct SPICE-compatible, equivalent circuit representations of the generated rational functions. These new methodologies are driven by the desire to improve the computational efficiency of the rational function fitting process, and to ensure enhanced accuracy of the generated rational function interpolation and its equivalent circuit representation. Toward this goal, we propose two new methodologies for rational function approximation of high-speed interconnect network responses. The first one relies on the use of both time-domain and frequency-domain data, obtained either through measurement or numerical simulation, to generate a rational function representation that extrapolates the input, early-time transient response data to late-time response while at the same time providing a means to both interpolate and extrapolate the used frequency-domain data. The aforementioned hybrid methodology can be considered as a generalization of the frequency-domain rational function fitting utilizing frequency-domain response data only, and the time-domain rational function fitting utilizing transient response data only. In this context, a guideline is proposed for estimating the order of the rational function approximation from transient data. The availability of such an estimate expedites the time-domain rational function fitting process. The second approach relies on the extraction of the delay associated with causal electromagnetic responses of interconnect systems to provide for a more stable rational function process utilizing a lower-order rational function interpolation. A distinctive feature of the proposed methodology is its utilization of scattering parameters. For both methodologies, the approach of fitting the electromagnetic network matrix one element at a time is applied. It is shown that, with regard to the computational cost of the rational function fitting process, such an element-by-element rational function fitting is more advantageous than full matrix fitting for systems with a large number of ports. Despite the disadvantage that different sets of poles are used in the rational function of different elements in the network matrix, such an approach provides for improved accuracy in the fitting of network matrices of systems characterized by both strongly coupled and weakly coupled ports. Finally, in order to provide a means for enforcing passivity in the adopted element-by-element rational function fitting approach, the methodology for passivity enforcement via quadratic programming is modified appropriately for this purpose and demonstrated in the context of element-by-element rational function fitting of the admittance matrix of an electromagnetic multiport.

Design, construction, and applications of a high-resolution terahertz time-domain spectrometer

This thesis reports on the design, construction, and initial applications of a high-resolution terahertz time-domain ASOPS spectrometer. The instrument employs asynchronous optical sampling (ASOPS) between two Ti:sapphire ultrafast lasers operating at a repetition rate of approximately 80 MHz, and we thus demonstrate a THz frequency resolution approaching the limit of that repetition rate. This is an order of magnitude improvement in resolution over typical THz time-domain spectrometers. The improved resolution is important for our primary effort of collecting THz spectra for far-infrared astronomy. We report on various spectroscopic applications including the THz rotational spectrum of water, where we achieve a mean frequency error, relative to established line centers, of 27.0 MHz. We also demonstrate application of the THz system to the long-duration observation of a coherent magnon mode in a anti-ferromagnetic yttrium iron oxide (YFeO3) crystal. Furthermore, we apply the all-optical virtual delay line of ASOPS to a transient thermoreflectance experiment for quickly measuring the thermal conductivity of semiconductors.

Exploration of Ground Penetrating Radar and Time Domain Reflectometry Methods for the Determination of Pavement Dielectric Constant

Traditionally, densities of newly built roadways are checked by direct sampling (cores) or by nuclear density gauge measurements. For roadway engineers, density of asphalt pavement surfaces is essential to determine pavement quality. Unfortunately, field measurements of density by direct sampling or by nuclear measurement are slow processes. Therefore, I have explored the use of rapidly-deployed ground penetrating radar (GPR) as an alternative means of determining pavement quality. The dielectric constant of pavement surface may be a substructure parameter that correlates with pavement density, and can be used as a proxy when density of asphalt is not known from nuclear or destructive methods. The dielectric constant of the asphalt can be determined using ground penetrating radar (GPR). In order to use GPR for evaluation of road surface quality, the relationship between dielectric constants of asphalt and their densities must be established. Field measurements of GPR were taken at four highway sites in Houghton and Keweenaw Counties, Michigan, where density values were also obtained using nuclear methods in the field. Laboratory studies involved asphalt samples taken from the field sites and samples created in the laboratory. These were tested in various ways, including, density, thickness, and time domain reflectometry (TDR). In the field, GPR data was acquired using a 1000 MHz air-launched unit and a ground-coupled unit at 200 and 500 MHz. The equipment used was owned and operated by the Michigan Department of Transportation (MDOT) and available for this study for a total of four days during summer 2005 and spring 2006. The analysis of the reflected waveforms included “routine” processing for velocity using commercial software and direct evaluation of reflection coefficients to determine a dielectric constant. The dielectric constants computed from velocities do not agree well with those obtained from reflection coefficients. Perhaps due to the limited range of asphalt types studied, no correlation between density and dielectric constant was evident. Laboratory measurements were taken with samples removed from the field and samples created for this study. Samples from the field were studied using TDR, in order to obtain dielectric constant directly, and these correlated well with the estimates made from reflection coefficients. Samples created in the laboratory were measured using 1000 MHz air-launched GPR, and 400 MHz ground-coupled GPR, each under both wet and dry conditions. On the basis of these observations, I conclude that dielectric constant of asphalt can be reliably measured from waveform amplitude analysis of GJPR data, based on the consistent agreement with that obtained in the laboratory using TDR. Because of the uniformity of asphalts studied here, any correlation between dielectric constant and density is not yet apparent.

Development of Novel Time-Domain Electromagnetic Methods for Offshore Groundwater Studies: A Data Application from Bat Yam, Israel

Recent marine long-offset transient electromagnetic (LOTEM) measurements yielded the offshore delineation of a fresh groundwater body beneath the seafloor in the region of Bat Yam, Israel. The LOTEM application was effective in detecting this freshwater body underneath the Mediterranean Sea and allowed an estimation of its seaward extent. However, the measured data set was insufficient to understand the hydrogeological configuration and mechanism controlling the occurrence of this fresh groundwater discovery. Especially the lateral geometry of the freshwater boundary, important for the hydrogeological modelling, could not be resolved. Without such an understanding, a rational management of this unexploited groundwater reservoir is not possible. Two new high-resolution marine time-domain electromagnetic methods are theoretically developed to derive the hydrogeological structure of the western aquifer boundary. The first is called Circular Electric Dipole (CED). It is the land-based analogous of the Vertical Electric Dipole (VED), which is commonly applied to detect resistive structures in the subsurface. Although the CED shows exceptional detectability characteristics in the step-off signal towards the sub-seafloor freshwater body, an actual application was not carried out in the extent of this study. It was found that the method suffers from an insufficient signal strength to adequately delineate the resistive aquifer under realistic noise conditions. Moreover, modelling studies demonstrated that severe signal distortions are caused by the slightest geometrical inaccuracies. As a result, a successful application of CED in Israel proved to be rather doubtful. A second method called Differential Electric Dipole (DED) is developed as an alternative to the intended CED method. Compared to the conventional marine time-domain electromagnetic system that commonly applies a horizontal electric dipole transmitter, the DED is composed of two horizontal electric dipoles in an in-line configuration that share a common central electrode. Theoretically, DED has similar detectability/resolution characteristics compared to the conventional LOTEM system. However, the superior lateral resolution towards multi-dimensional resistivity structures make an application desirable. Furthermore, the method is less susceptible towards geometrical errors making an application in Israel feasible. In the extent of this thesis, the novel marine DED method is substantiated using several one-dimensional (1D) and multi-dimensional (2D/3D) modelling studies. The main emphasis lies on the application in Israel. Preliminary resistivity models are derived from the previous marine LOTEM measurement and tested for a DED application. The DED method is effective in locating the two-dimensional resistivity structure at the western aquifer boundary. Moreover, a prediction regarding the hydrogeological boundary conditions are feasible, provided a brackish water zone exists at the head of the interface. A seafloor-based DED transmitter/receiver system is designed and built at the Institute of Geophysics and Meteorology at the University of Cologne. The first DED measurements were carried out in Israel in April 2016. The acquired data set is the first of its kind. The measured data is processed and subsequently interpreted using 1D inversion. The intended aim of interpreting both step-on and step-off signals failed, due to the insufficient data quality of the latter. Yet, the 1D inversion models of the DED step-on signals clearly detect the freshwater body for receivers located close to the Israeli coast. Additionally, a lateral resistivity contrast is observable in the 1D inversion models that allow to constrain the seaward extent of this freshwater body. A large-scale 2D modelling study followed the 1D interpretation. In total, 425 600 forward calculations are conducted to find a sub-seafloor resistivity distribution that adequately explains the measured data. The results indicate that the western aquifer boundary is located at 3600 m - 3700 m before the coast. Moreover, a brackish water zone of 3 Omega*m to 5 Omega*m with a lateral extent of less than 300 m is likely located at the head of the freshwater aquifer. Based on these results, it is predicted that the sub-seafloor freshwater body is indeed open to the sea and may be vulnerable to seawater intrusion.

Nerve fiber layer in glaucomatous hemifield loss: a case-control study with time- and spectral-domain optical coherence tomography

Purpose: To evaluate the retinal nerve fiber layer measurements with time-domain (TD) and spectral-domain (SD) optical coherence tomography (OCT), and to test the diagnostic ability of both technologies in glaucomatous patients with asymmetric visual hemifield loss. Methods: 36 patients with primary open-angle glaucoma with visual field loss in one hemifield (affected) and absent loss in the other (non-affected), and 36 age-matched healthy controls had the study eye imaged with Stratus-OCT (Carl Zeiss Meditec Inc., Dublin, California, USA) and 3 D OCT-1000 (Topcon, Tokyo, Japan). Peripapillary retinal nerve fiber layer measurements and normative classification were recorded. Total deviation values were averaged in each hemifield (hemifield mean deviation) for each subject. Visual field and retinal nerve fiber layer "asymmetry indexes" were calculated as the ratio between affected versus non-affected hemifields and corresponding hemiretinas. Results: Retinal nerve fiber layer measurements in non-affected hemifields (mean [SD] 87.0 [17.1] mu m and 84.3 [20.2] mu m, for TD and SD-OCT, respectively) were thinner than in controls (119.0 [12.2] mu m and 117.0 [17.7] mu m, P<0.001). The optical coherence tomography normative database classified 42% and 67% of hemiretinas corresponding to non-affected hemifields as abnormal in TD and SD-OCT, respectively (P=0.01). Retinal nerve fiber layer measurements were consistently thicker with TD compared to SD-OCT. Retinal nerve fiber layer thickness asymmetry index was similar in TD (0.76 [0.17]) and SD-OCT (0.79 [0.12]) and significantly greater than the visual field asymmetry index (0.36 [0.20], P<0.001). Conclusions: Normal hemifields of glaucoma patients had thinner retinal nerve fiber layer than healthy eyes, as measured by TD and SD-OCT. Retinal nerve fiber layer measurements were thicker with TD than SD-OCT. SD-OCT detected abnormal retinal nerve fiber layer thickness more often than TD-OCT.

Native EEG and treatment effects in neuroleptic-naïve schizophrenic patients: time and frequency domain approaches

Time domain analysis of electroencephalography (EEG) can identify subsecond periods of quasi-stable brain states. These so-called microstates assumingly correspond to basic units of cognition and emotion. On the other hand, Global Field Synchronization (GFS) is a frequency domain measure to estimate functional synchronization of brain processes on a global level for each EEG frequency band [Koenig, T., Lehmann, D., Saito, N., Kuginuki, T., Kinoshita, T., Koukkou, M., 2001. Decreased functional connectivity of EEG theta-frequency activity in first-episode, neuroleptic-naive patients with schizophrenia: preliminary results. Schizophr Res. 50, 55-60.]. Using these time and frequency domain analyzes, several previous studies reported shortened microstate duration in specific microstate classes and decreased GFS in theta band in drug naïve schizophrenia compared to controls. The purpose of this study was to investigate changes of these EEG parameters after drug treatment in drug naïve schizophrenia. EEG analysis was performed in 21 drug-naive patients and 21 healthy controls. 14 patients were reevaluated 2-8 weeks (mean 4.3) after the initiation of drug administration. The results extended findings of treatment effect on brain functions in schizophrenia, and imply that shortened duration of specific microstate classes seems a state marker especially in patients with later neuroleptic responsive, while lower theta GFS seems a state-related phenomenon and that higher gamma GFS is a trait like phenomenon.

Noise reduction in biomedical speech signal processing based on time and frequency Kalman filtering combined with spectral subtraction

The goal of this paper is to study and propose a new technique for noise reduction used during the reconstruction of speech signals, particularly for biomedical applications. The proposed method is based on Kalman filtering in the time domain combined with spectral subtraction. Comparison with discrete Kalman filter in the frequency domain shows better performance of the proposed technique. The performance is evaluated by using the segmental signal-to-noise ratio and the Itakura-Saito`s distance. Results have shown that Kalman`s filter in time combined with spectral subtraction is more robust and efficient, improving the Itakura-Saito`s distance by up to four times. (C) 2007 Elsevier Ltd. All rights reserved.

Performance of a multi-level TDR system exposed to tropical field conditions - A time-space comparison with tensiometry

Time-domain reflectometry (TDR) is an important technique to obtain series of soil water content measurements in the field. Diode-segmented probes represent an improvement in TDR applicability, allowing measurements of the soil water content profile with a single probe. In this paper we explore an extensive soil water content dataset obtained by tensiometry and TDR from internal drainage experiments in two consecutive years in a tropical soil in Brazil. Comparisons between the variation patterns of the water content estimated by both methods exhibited evidences of deterioration of the TDR system during this two year period at field conditions. The results showed consistency in the variation pattern for the tensiometry data, whereas TDR estimates were inconsistent, with sensitivity decreasing over time. This suggests that difficulties may arise for the long-term use of this TDR system under tropical field conditions. (c) 2008 Elsevier B.V. All rights reserved.

Wavelet correlation between subjects: A time-scale data driven analysis for brain mapping using fMRI

Functional magnetic resonance imaging (fMRI) based on BOLD signal has been used to indirectly measure the local neural activity induced by cognitive tasks or stimulation. Most fMRI data analysis is carried out using the general linear model (GLM), a statistical approach which predicts the changes in the observed BOLD response based on an expected hemodynamic response function (HRF). In cases when the task is cognitively complex or in cases of diseases, variations in shape and/or delay may reduce the reliability of results. A novel exploratory method using fMRI data, which attempts to discriminate between neurophysiological signals induced by the stimulation protocol from artifacts or other confounding factors, is introduced in this paper. This new method is based on the fusion between correlation analysis and the discrete wavelet transform, to identify similarities in the time course of the BOLD signal in a group of volunteers. We illustrate the usefulness of this approach by analyzing fMRI data from normal subjects presented with standardized human face pictures expressing different degrees of sadness. The results show that the proposed wavelet correlation analysis has greater statistical power than conventional GLM or time domain intersubject correlation analysis. (C) 2010 Elsevier B.V. All rights reserved.

Real-Time implementation of a blind authentication method using self-synchronous speech watermarking

A blind speech watermarking scheme that meets hard real-time deadlines is presented and implemented. In addition, one of the key issues in these block-oriented watermarking techniques is to preserve the synchronization. Namely, to recover the exact position of each block in the mark extract process. In fact, the presented scheme can be split up into two distinguished parts, the synchronization and the information mark methods. The former is embedded into the time domain and it is fast enough to be run meeting real-time requirements. The latter contains the authentication information and it is embedded into the wavelet domain. The synchronization and information mark techniques are both tunable in order to allow a con gurable method. Thus, capacity, transparency and robustness can be con gured depending on the needs. It makes the scheme useful for professional applications, such telephony authentication or even sending information throw radio applications.