967 resultados para weighted finite difference approximation scheme


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In the Sparse Point Representation (SPR) method the principle is to retain the function data indicated by significant interpolatory wavelet coefficients, which are defined as interpolation errors by means of an interpolating subdivision scheme. Typically, a SPR grid is coarse in smooth regions, and refined close to irregularities. Furthermore, the computation of partial derivatives of a function from the information of its SPR content is performed in two steps. The first one is a refinement procedure to extend the SPR by the inclusion of new interpolated point values in a security zone. Then, for points in the refined grid, such derivatives are approximated by uniform finite differences, using a step size proportional to each point local scale. If required neighboring stencils are not present in the grid, the corresponding missing point values are approximated from coarser scales using the interpolating subdivision scheme. Using the cubic interpolation subdivision scheme, we demonstrate that such adaptive finite differences can be formulated in terms of a collocation scheme based on the wavelet expansion associated to the SPR. For this purpose, we prove some results concerning the local behavior of such wavelet reconstruction operators, which stand for SPR grids having appropriate structures. This statement implies that the adaptive finite difference scheme and the one using the step size of the finest level produce the same result at SPR grid points. Consequently, in addition to the refinement strategy, our analysis indicates that some care must be taken concerning the grid structure, in order to keep the truncation error under a certain accuracy limit. Illustrating results are presented for 2D Maxwell's equation numerical solutions.

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This paper presents the characterization of an indoor Wimax radio channel using the Finite-Difference Time-Domain (FDTD) [1] method complemented with the Convolutional Perfect Matched Layer (CPML) technique [2]. An indoor 2D scenario is simulated in the 3.5GHz band (IEEE 802.16d-2004 and IEEE 802.16e-2005 [3]). In this study, we used two complementary techniques in both analysis, technique A and B for fading based on delay spread and technique C and D for fading based on Doppler spread. Both techniques converge to the same result. Simulated results define the channel as flat, slow and without inter-symbolic interference (ISI), making the application of the spatial diversity the most appropriate scheme.

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Dissertação de mestrado integrado em Civil Engineering

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AbstractFor a wide range of environmental, hydrological, and engineering applications there is a fast growing need for high-resolution imaging. In this context, waveform tomographic imaging of crosshole georadar data is a powerful method able to provide images of pertinent electrical properties in near-surface environments with unprecedented spatial resolution. In contrast, conventional ray-based tomographic methods, which consider only a very limited part of the recorded signal (first-arrival traveltimes and maximum first-cycle amplitudes), suffer from inherent limitations in resolution and may prove to be inadequate in complex environments. For a typical crosshole georadar survey the potential improvement in resolution when using waveform-based approaches instead of ray-based approaches is in the range of one order-of- magnitude. Moreover, the spatial resolution of waveform-based inversions is comparable to that of common logging methods. While in exploration seismology waveform tomographic imaging has become well established over the past two decades, it is comparably still underdeveloped in the georadar domain despite corresponding needs. Recently, different groups have presented finite-difference time-domain waveform inversion schemes for crosshole georadar data, which are adaptations and extensions of Tarantola's seminal nonlinear generalized least-squares approach developed for the seismic case. First applications of these new crosshole georadar waveform inversion schemes on synthetic and field data have shown promising results. However, there is little known about the limits and performance of such schemes in complex environments. To this end, the general motivation of my thesis is the evaluation of the robustness and limitations of waveform inversion algorithms for crosshole georadar data in order to apply such schemes to a wide range of real world problems.One crucial issue to making applicable and effective any waveform scheme to real-world crosshole georadar problems is the accurate estimation of the source wavelet, which is unknown in reality. Waveform inversion schemes for crosshole georadar data require forward simulations of the wavefield in order to iteratively solve the inverse problem. Therefore, accurate knowledge of the source wavelet is critically important for successful application of such schemes. Relatively small differences in the estimated source wavelet shape can lead to large differences in the resulting tomograms. In the first part of my thesis, I explore the viability and robustness of a relatively simple iterative deconvolution technique that incorporates the estimation of the source wavelet into the waveform inversion procedure rather than adding additional model parameters into the inversion problem. Extensive tests indicate that this source wavelet estimation technique is simple yet effective, and is able to provide remarkably accurate and robust estimates of the source wavelet in the presence of strong heterogeneity in both the dielectric permittivity and electrical conductivity as well as significant ambient noise in the recorded data. Furthermore, our tests also indicate that the approach is insensitive to the phase characteristics of the starting wavelet, which is not the case when directly incorporating the wavelet estimation into the inverse problem.Another critical issue with crosshole georadar waveform inversion schemes which clearly needs to be investigated is the consequence of the common assumption of frequency- independent electromagnetic constitutive parameters. This is crucial since in reality, these parameters are known to be frequency-dependent and complex and thus recorded georadar data may show significant dispersive behaviour. In particular, in the presence of water, there is a wide body of evidence showing that the dielectric permittivity can be significantly frequency dependent over the GPR frequency range, due to a variety of relaxation processes. The second part of my thesis is therefore dedicated to the evaluation of the reconstruction limits of a non-dispersive crosshole georadar waveform inversion scheme in the presence of varying degrees of dielectric dispersion. I show that the inversion algorithm, combined with the iterative deconvolution-based source wavelet estimation procedure that is partially able to account for the frequency-dependent effects through an "effective" wavelet, performs remarkably well in weakly to moderately dispersive environments and has the ability to provide adequate tomographic reconstructions.

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We have modeled numerically the seismic response of a poroelastic inclusion with properties applicable to an oil reservoir that interacts with an ambient wavefield. The model includes wave-induced fluid flow caused by pressure differences between mesoscopic-scale (i.e., in the order of centimeters to meters) heterogeneities. We used a viscoelastic approximation on the macroscopic scale to implement the attenuation and dispersion resulting from this mesoscopic-scale theory in numerical simulations of wave propagation on the kilometer scale. This upscaling method includes finite-element modeling of wave-induced fluid flow to determine effective seismic properties of the poroelastic media, such as attenuation of P- and S-waves. The fitted, equivalent, viscoelastic behavior is implemented in finite-difference wave propagation simulations. With this two-stage process, we model numerically the quasi-poroelastic wave-propagation on the kilometer scale and study the impact of fluid properties and fluid saturation on the modeled seismic amplitudes. In particular, we addressed the question of whether poroelastic effects within an oil reservoir may be a plausible explanation for low-frequency ambient wavefield modifications observed at oil fields in recent years. Our results indicate that ambient wavefield modification is expected to occur for oil reservoirs exhibiting high attenuation. Whether or not such modifications can be detected in surface recordings, however, will depend on acquisition design and noise mitigation processing as well as site-specific conditions, such as the geologic complexity of the subsurface, the nature of the ambient wavefield, and the amount of surface noise.

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We propose a finite element approximation of a system of partial differential equations describing the coupling between the propagation of electrical potential and large deformations of the cardiac tissue. The underlying mathematical model is based on the active strain assumption, in which it is assumed that a multiplicative decomposition of the deformation tensor into a passive and active part holds, the latter carrying the information of the electrical potential propagation and anisotropy of the cardiac tissue into the equations of either incompressible or compressible nonlinear elasticity, governing the mechanical response of the biological material. In addition, by changing from an Eulerian to a Lagrangian configuration, the bidomain or monodomain equations modeling the evolution of the electrical propagation exhibit a nonlinear diffusion term. Piecewise quadratic finite elements are employed to approximate the displacements field, whereas for pressure, electrical potentials and ionic variables are approximated by piecewise linear elements. Various numerical tests performed with a parallel finite element code illustrate that the proposed model can capture some important features of the electromechanical coupling, and show that our numerical scheme is efficient and accurate.

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This note investigates the adequacy of the finite-sample approximation provided by the Functional Central Limit Theorem (FCLT) when the errors are allowed to be dependent. We compare the distribution of the scaled partial sums of some data with the distribution of the Wiener process to which it converges. Our setup is purposely very simple in that it considers data generated from an ARMA(1,1) process. Yet, this is sufficient to bring out interesting conclusions about the particular elements which cause the approximations to be inadequate in even quite large sample sizes.

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Thèse réalisée en cotutelle avec l'Université Catholique de Louvain (Belgique)

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Un algorithme permettant de discrétiser les équations aux dérivées partielles (EDP) tout en préservant leurs symétries de Lie est élaboré. Ceci est rendu possible grâce à l'utilisation de dérivées partielles discrètes se transformant comme les dérivées partielles continues sous l'action de groupes de Lie locaux. Dans les applications, beaucoup d'EDP sont invariantes sous l'action de transformations ponctuelles de Lie de dimension infinie qui font partie de ce que l'on désigne comme des pseudo-groupes de Lie. Afin d'étendre la méthode de discrétisation préservant les symétries à ces équations, une discrétisation des pseudo-groupes est proposée. Cette discrétisation a pour effet de transformer les symétries ponctuelles en symétries généralisées dans l'espace discret. Des schémas invariants sont ensuite créés pour un certain nombre d'EDP. Dans tous les cas, des tests numériques montrent que les schémas invariants approximent mieux leur équivalent continu que les différences finies standard.

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This thesis deals with the study of light beam propagation through different nonlinear media. Analytical and numerical methods are used to show the formation of solitonS in these media. Basic experiments have also been performed to show the formation of a self-written waveguide in a photopolymer. The variational method is used for the analytical analysis throughout the thesis. Numerical method based on the finite-difference forms of the original partial differential equation is used for the numerical analysis.In Chapter 2, we have studied two kinds of solitons, the (2 + 1) D spatial solitons and the (3 + l)D spatio-temporal solitons in a cubic-quintic medium in the presence of multiphoton ionization.In Chapter 3, we have studied the evolution of light beam through a different kind of nonlinear media, the photorcfractive polymer. We study modulational instability and beam propagation through a photorefractive polymer in the presence of absorption losses. The one dimensional beam propagation through the nonlinear medium is studied using variational and numerical methods. Stable soliton propagation is observed both analytically and numerically.Chapter 4 deals with the study of modulational instability in a photorefractive crystal in the presence of wave mixing effects. Modulational instability in a photorefractive medium is studied in the presence of two wave mixing. We then propose and derive a model for forward four wave mixing in the photorefractive medium and investigate the modulational instability induced by four wave mixing effects. By using the standard linear stability analysis the instability gain is obtained.Chapter 5 deals with the study of self-written waveguides. Besides the usual analytical analysis, basic experiments were done showing the formation of self-written waveguide in a photopolymer system. The formation of a directional coupler in a photopolymer system is studied theoretically in Chapter 6. We propose and study, using the variational approximation as well as numerical simulation, the evolution of a probe beam through a directional coupler formed in a photopolymer system.

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The finite element method (FEM) is now developed to solve two-dimensional Hartree-Fock (HF) equations for atoms and diatomic molecules. The method and its implementation is described and results are presented for the atoms Be, Ne and Ar as well as the diatomic molecules LiH, BH, N_2 and CO as examples. Total energies and eigenvalues calculated with the FEM on the HF-level are compared with results obtained with the numerical standard methods used for the solution of the one dimensional HF equations for atoms and for diatomic molecules with the traditional LCAO quantum chemical methods and the newly developed finite difference method on the HF-level. In general the accuracy increases from the LCAO - to the finite difference - to the finite element method.

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We report on the self-consistent field solution of the Hartree-Fock-Slater equations using the finite-element method for the three small diatomic molecules N_2, BH and CO as examples. The quality of the results is not only better by two orders of magnitude than the fully numerical finite difference method of Laaksonen et al. but the method also requires a smaller number of grid points.

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QUAGMIRE is a quasi-geostrophic numerical model for performing fast, high-resolution simulations of multi-layer rotating annulus laboratory experiments on a desktop personal computer. The model uses a hybrid finite-difference/spectral approach to numerically integrate the coupled nonlinear partial differential equations of motion in cylindrical geometry in each layer. Version 1.3 implements the special case of two fluid layers of equal resting depths. The flow is forced either by a differentially rotating lid, or by relaxation to specified streamfunction or potential vorticity fields, or both. Dissipation is achieved through Ekman layer pumping and suction at the horizontal boundaries, including the internal interface. The effects of weak interfacial tension are included, as well as the linear topographic beta-effect and the quadratic centripetal beta-effect. Stochastic forcing may optionally be activated, to represent approximately the effects of random unresolved features. A leapfrog time stepping scheme is used, with a Robert filter. Flows simulated by the model agree well with those observed in the corresponding laboratory experiments.

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A finite-difference scheme based on flux difference splitting is presented for the solution of the two-dimensional shallow-water equations of ideal fluid flow. A linearised problem, analogous to that of Riemann for gasdynamics, is defined and a scheme, based on numerical characteristic decomposition, is presented for obtaining approximate solutions to the linearised problem. The method of upwind differencing is used for the resulting scalar problems, together with a flux limiter for obtaining a second-order scheme which avoids non-physical, spurious oscillations. An extension to the two-dimensional equations with source terms, is included. The scheme is applied to a dam-break problem with cylindrical symmetry.

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A finite difference scheme based on flux difference splitting is presented for the solution of the one-dimensional shallow water equations in open channels. A linearised problem, analogous to that of Riemann for gas dynamics, is defined and a scheme, based on numerical characteristic decomposition, is presented for obtaining approximate solutions to the linearised problem. The method of upwind differencing is used for the resulting scalar problems, together with a flux limiter for obtaining a second order scheme which avoids non-physical, spurious oscillations. The scheme is applied to a problem of flow in a river whose geometry induces a region of supercritical flow.