Existence and uniqueness of positive and nondecreasing solutions for a class of singular fractional boundary value problems

[EN] We establish the existence and uniqueness of a positive and nondecreasing solution to a singular boundary value problem of a class of nonlinear fractional differential equation. Our analysis relies on a fixed point theorem in partially ordered sets.

Numerical modelling of fluid-structure interaction with application in hemodynamics

The thesis deals with numerical algorithms for fluid-structure interaction problems with application in blood flow modelling. It starts with a short introduction on the mathematical description of incompressible viscous flow with non-Newtonian viscosity and a moving linear viscoelastic structure. The mathematical model consists of the generalized Navier-Stokes equation used for the description of fluid flow and the generalized string model for structure movement. The arbitrary Lagrangian-Eulerian approach is used in order to take into account moving computational domain. A part of the thesis is devoted to the discussion on the non-Newtonian behaviour of shear-thinning fluids, which is in our case blood, and derivation of two non-Newtonian models frequently used in the blood flow modelling. Further we give a brief overview on recent fluid-structure interaction schemes with discussion about the difficulties arising in numerical modelling of blood flow. Our main contribution lies in numerical and experimental study of a new loosely-coupled partitioned scheme called the kinematic splitting fluid-structure interaction algorithm. We present stability analysis for a coupled problem of non-Newtonian shear-dependent fluids in moving domains with viscoelastic boundaries. Here, we assume both, the nonlinearity in convective as well is diffusive term. We analyse the convergence of proposed numerical scheme for a simplified fluid model of the Oseen type. Moreover, we present series of experiments including numerical error analysis, comparison of hemodynamic parameters for the Newtonian and non-Newtonian fluids and comparison of several physiologically relevant computational geometries in terms of wall displacement and wall shear stress. Numerical analysis and extensive experimental study for several standard geometries confirm reliability and accuracy of the proposed kinematic splitting scheme in order to approximate fluid-structure interaction problems.

Preconditioning strategies for the numerical solution of convection-diffusion partial differential equations

Il trattamento numerico dell'equazione di convezione-diffusione con le relative condizioni al bordo, comporta la risoluzione di sistemi lineari algebrici di grandi dimensioni in cui la matrice dei coefficienti è non simmetrica. Risolutori iterativi basati sul sottospazio di Krylov sono ampiamente utilizzati per questi sistemi lineari la cui risoluzione risulta particolarmente impegnativa nel caso di convezione dominante. In questa tesi vengono analizzate alcune strategie di precondizionamento, atte ad accelerare la convergenza di questi metodi iterativi. Vengono confrontati sperimentalmente precondizionatori molto noti come ILU e iterazioni di tipo inner-outer flessibile. Nel caso in cui i coefficienti del termine di convezione siano a variabili separabili, proponiamo una nuova strategia di precondizionamento basata sull'approssimazione, mediante equazione matriciale, dell'operatore differenziale di convezione-diffusione. L'azione di questo nuovo precondizionatore sfrutta in modo opportuno recenti risolutori efficienti per equazioni matriciali lineari. Vengono riportati numerosi esperimenti numerici per studiare la dipendenza della performance dei diversi risolutori dalla scelta del termine di convezione, e dai parametri di discretizzazione.

Dynamic development of hydrofractures

Natürliche hydraulische Bruchbildung ist in allen Bereichen der Erdkruste ein wichtiger und stark verbreiteter Prozess. Sie beeinflusst die effektive Permeabilität und Fluidtransport auf mehreren Größenordnungen, indem sie hydraulische Konnektivität bewirkt. Der Prozess der Bruchbildung ist sowohl sehr dynamisch als auch hoch komplex. Die Dynamik stammt von der starken Wechselwirkung tektonischer und hydraulischer Prozesse, während sich die Komplexität aus der potentiellen Abhängigkeit der poroelastischen Eigenschaften von Fluiddruck und Bruchbildung ergibt. Die Bildung hydraulischer Brüche besteht aus drei Phasen: 1) Nukleation, 2) zeitabhängiges quasi-statisches Wachstum so lange der Fluiddruck die Zugfestigkeit des Gesteins übersteigt, und 3) in heterogenen Gesteinen der Einfluss von Lagen unterschiedlicher mechanischer oder sedimentärer Eigenschaften auf die Bruchausbreitung. Auch die mechanische Heterogenität, die durch präexistierende Brüche und Gesteinsdeformation erzeugt wird, hat großen Einfluß auf den Wachstumsverlauf. Die Richtung der Bruchausbreitung wird entweder durch die Verbindung von Diskontinuitäten mit geringer Zugfestigkeit im Bereich vor der Bruchfront bestimmt, oder die Bruchausbreitung kann enden, wenn der Bruch auf Diskontinuitäten mit hoher Festigkeit trifft. Durch diese Wechselwirkungen entsteht ein Kluftnetzwerk mit komplexer Geometrie, das die lokale Deformationsgeschichte und die Dynamik der unterliegenden physikalischen Prozesse reflektiert. rnrnNatürliche hydraulische Bruchbildung hat wesentliche Implikationen für akademische und kommerzielle Fragestellungen in verschiedenen Feldern der Geowissenschaften. Seit den 50er Jahren wird hydraulisches Fracturing eingesetzt, um die Permeabilität von Gas und Öllagerstätten zu erhöhen. Geländebeobachtungen, Isotopenstudien, Laborexperimente und numerische Analysen bestätigen die entscheidende Rolle des Fluiddruckgefälles in Verbindung mit poroelastischen Effekten für den lokalen Spannungszustand und für die Bedingungen, unter denen sich hydraulische Brüche bilden und ausbreiten. Die meisten numerischen hydromechanischen Modelle nehmen für die Kopplung zwischen Fluid und propagierenden Brüchen vordefinierte Bruchgeometrien mit konstantem Fluiddruck an, um das Problem rechnerisch eingrenzen zu können. Da natürliche Gesteine kaum so einfach strukturiert sind, sind diese Modelle generell nicht sonderlich effektiv in der Analyse dieses komplexen Prozesses. Insbesondere unterschätzen sie die Rückkopplung von poroelastischen Effekten und gekoppelte Fluid-Festgestein Prozesse, d.h. die Entwicklung des Porendrucks in Abhängigkeit vom Gesteinsversagen und umgekehrt.rnrnIn dieser Arbeit wird ein zweidimensionales gekoppeltes poro-elasto-plastisches Computer-Model für die qualitative und zum Teil auch quantitativ Analyse der Rolle lokalisierter oder homogen verteilter Fluiddrücke auf die dynamische Ausbreitung von hydraulischen Brüchen und die zeitgleiche Evolution der effektiven Permeabilität entwickelt. Das Programm ist rechnerisch effizient, indem es die Fluiddynamik mittels einer Druckdiffusions-Gleichung nach Darcy ohne redundante Komponenten beschreibt. Es berücksichtigt auch die Biot-Kompressibilität poröser Gesteine, die implementiert wurde um die Kontrollparameter in der Mechanik hydraulischer Bruchbildung in verschiedenen geologischen Szenarien mit homogenen und heterogenen Sedimentären Abfolgen zu bestimmen. Als Resultat ergibt sich, dass der Fluiddruck-Gradient in geschlossenen Systemen lokal zu Störungen des homogenen Spannungsfeldes führen. Abhängig von den Randbedingungen können sich diese Störungen eine Neuausrichtung der Bruchausbreitung zur Folge haben kann. Durch den Effekt auf den lokalen Spannungszustand können hohe Druckgradienten auch schichtparallele Bruchbildung oder Schlupf in nicht-entwässerten heterogenen Medien erzeugen. Ein Beispiel von besonderer Bedeutung ist die Evolution von Akkretionskeilen, wo die große Dynamik der tektonischen Aktivität zusammen mit extremen Porendrücken lokal starke Störungen des Spannungsfeldes erzeugt, die eine hoch-komplexe strukturelle Entwicklung inklusive vertikaler und horizontaler hydraulischer Bruch-Netzwerke bewirkt. Die Transport-Eigenschaften der Gesteine werden stark durch die Dynamik in der Entwicklung lokaler Permeabilitäten durch Dehnungsbrüche und Störungen bestimmt. Möglicherweise besteht ein enger Zusammenhang zwischen der Bildung von Grabenstrukturen und großmaßstäblicher Fluid-Migration. rnrnDie Konsistenz zwischen den Resultaten der Simulationen und vorhergehender experimenteller Untersuchungen deutet darauf hin, dass das beschriebene numerische Verfahren zur qualitativen Analyse hydraulischer Brüche gut geeignet ist. Das Schema hat auch Nachteile wenn es um die quantitative Analyse des Fluidflusses durch induzierte Bruchflächen in deformierten Gesteinen geht. Es empfiehlt sich zudem, das vorgestellte numerische Schema um die Kopplung mit thermo-chemischen Prozessen zu erweitern, um dynamische Probleme im Zusammenhang mit dem Wachstum von Kluftfüllungen in hydraulischen Brüchen zu untersuchen.

Noninvasive 4D pressure difference mapping derived from 4D flow MRI in patients with repaired aortic coarctation: comparison with young healthy volunteers

To assess spatial and temporal pressure characteristics in patients with repaired aortic coarctation compared to young healthy volunteers using time-resolved velocity-encoded three-dimensional phase-contrast magnetic resonance imaging (4D flow MRI) and derived 4D pressure difference maps. After in vitro validation against invasive catheterization as gold standard, 4D flow MRI of the thoracic aorta was performed at 1.5T in 13 consecutive patients after aortic coarctation repair without recoarctation and 13 healthy volunteers. Using in-house developed processing software, 4D pressure difference maps were computed based on the Navier-Stokes equation. Pressure difference amplitudes, maximum slope of pressure amplitudes and spatial pressure range at mid systole were retrospectively measured by three readers, and twice by one reader to assess inter- and intraobserver agreement. In vitro, pressure differences derived from 4D flow MRI showed excellent agreement to invasive catheter measurements. In vivo, pressure difference amplitudes, maximum slope of pressure difference amplitudes and spatial pressure range at mid systole were significantly increased in patients compared to volunteers in the aortic arch, the proximal descending and the distal descending thoracic aorta (p < 0.05). Greatest differences occurred in the proximal descending aorta with values of the three parameters for patients versus volunteers being 19.7 ± 7.5 versus 10.0 ± 2.0 (p < 0.001), 10.9 ± 10.4 versus 1.9 ± 0.4 (p = 0.002), and 8.7 ± 6.3 versus 1.6 ± 0.9 (p < 0.001). Inter- and intraobserver agreements were excellent (p < 0.001). Noninvasive 4D pressure difference mapping derived from 4D flow MRI enables detection of altered intraluminal aortic pressures and showed significant spatial and temporal changes in patients with repaired aortic coarctation.

A proposed parameterization of interface discontinuity factors depending on neighborhood for pin-by-pin diffusion computations for LWR

There exists an interest in performing full core pin-by-pin computations for present nuclear reactors. In such type of problems the use of a transport approximation like the diffusion equation requires the introduction of correction parameters. Interface discontinuity factors can improve the diffusion solution to nearly reproduce a transport solution. Nevertheless, calculating accurate pin-by-pin IDF requires the knowledge of the heterogeneous neutron flux distribution, which depends on the boundary conditions of the pin-cell as well as the local variables along the nuclear reactor operation. As a consequence, it is impractical to compute them for each possible configuration. An alternative to generate accurate pin-by-pin interface discontinuity factors is to calculate reference values using zero-net-current boundary conditions and to synthesize afterwards their dependencies on the main neighborhood variables. In such way the factors can be accurately computed during fine-mesh diffusion calculations by correcting the reference values as a function of the actual environment of the pin-cell in the core. In this paper we propose a parameterization of the pin-by-pin interface discontinuity factors allowing the implementation of a cross sections library able to treat the neighborhood effect. First results are presented for typical PWR configurations.

Estudio y desarrollo de un preproceso basado en la difusión no lineal para la segmentación en imágenes

En esta Tesis Doctoral se aborda la utilización de filtros de difusión no lineal para obtener imágenes constantes a trozos como paso previo al proceso de segmentación. En una primera parte se propone un formulación intrínseca para la ecuación de difusión no lineal que proporcione las condiciones de diseño necesarias sobre los filtros de difusión. A partir del marco teórico propuesto, se proporciona una nueva familia de difusividades; éstas son obtenidas a partir de técnicas de difusión no lineal relacionadas con los procesos de difusión regresivos. El objetivo es descomponer la imagen en regiones cerradas que sean homogéneas en sus niveles de grises sin contornos difusos. Asimismo, se prueba que la función de difusividad propuesta satisface las condiciones de un correcto planteamiento semi-discreto. Esto muestra que mediante el esquema semi-implícito habitualmente utilizado, realmente se hace un proceso de difusión no lineal directa, en lugar de difusión inversa, conectando con proceso de preservación de bordes. Bajo estas condiciones establecidas, se plantea un criterio de parada para el proceso de difusión, para obtener imágenes constantes a trozos con un bajo coste computacional. Una vez aplicado todo el proceso al caso unidimensional, se extienden los resultados teóricos, al caso de imágenes en 2D y 3D. Para el caso en 3D, se detalla el esquema numérico para el problema evolutivo no lineal, con condiciones de contorno Neumann homogéneas. Finalmente, se prueba el filtro propuesto para imágenes reales en 2D y 3D y se ilustran los resultados de la difusividad propuesta como método para obtener imágenes constantes a trozos. En el caso de imágenes 3D, se aborda la problemática del proceso previo a la segmentación del hígado, mediante imágenes reales provenientes de Tomografías Axiales Computarizadas (TAC). En ese caso, se obtienen resultados sobre la estimación de los parámetros de la función de difusividad propuesta. This Ph.D. Thesis deals with the case of using nonlinear diffusion filters to obtain piecewise constant images as a previous process for segmentation techniques. I have first shown an intrinsic formulation for the nonlinear diffusion equation to provide some design conditions on the diffusion filters. According to this theoretical framework, I have proposed a new family of diffusivities; they are obtained from nonlinear diffusion techniques and are related with backward diffusion. Their goal is to split the image in closed contours with a homogenized grey intensity inside and with no blurred edges. It has also proved that the proposed filters satisfy the well-posedness semi-discrete and full discrete scale-space requirements. This shows that by using semi-implicit schemes, a forward nonlinear diffusion equation is solved, instead of a backward nonlinear diffusion equation, connecting with an edgepreserving process. Under the conditions established for the diffusivity and using a stopping criterion I for the diffusion time, I have obtained piecewise constant images with a low computational effort. The whole process in the one-dimensional case is extended to the case where 2D and 3D theoretical results are applied to real images. For 3D, develops in detail the numerical scheme for nonlinear evolutionary problem with homogeneous Neumann boundary conditions. Finally, I have tested the proposed filter with real images for 2D and 3D and I have illustrated the effects of the proposed diffusivity function as a method to get piecewise constant images. For 3D I have developed a preprocess for liver segmentation with real images from CT (Computerized Tomography). In this case, I have obtained results on the estimation of the parameters of the given diffusivity function.

Explicit Expressions for Solar Panel Equivalent Circuit Parameters Based on Analytical Formulation and the Lambert W-Function

Due to the high dependence of photovoltaic energy efficiency on environmental conditions (temperature, irradiation...), it is quite important to perform some analysis focusing on the characteristics of photovoltaic devices in order to optimize energy production, even for small-scale users. The use of equivalent circuits is the preferred option to analyze solar cells/panels performance. However, the aforementioned small-scale users rarely have the equipment or expertise to perform large testing/calculation campaigns, the only information available for them being the manufacturer datasheet. The solution to this problem is the development of new and simple methods to define equivalent circuits able to reproduce the behavior of the panel for any working condition, from a very small amount of information. In the present work a direct and completely explicit method to extract solar cell parameters from the manufacturer datasheet is presented and tested. This method is based on analytical formulation which includes the use of the Lambert W-function to turn the series resistor equation explicit. The presented method is used to analyze commercial solar panel performance (i.e., the current-voltage–I-V–curve) at different levels of irradiation and temperature. The analysis performed is based only on the information included in the manufacturer’s datasheet.

Simulación numérica de un problema de contaminación atmosférica

La ecuación en derivadas parciales de advección difusión con reacción química es la base de los modelos de dispersión de contaminantes en la atmósfera, y los diferentes métodos numéricos empleados para su resolución han sido objeto de amplios estudios a lo largo de su desarrollo. En esta Tesis se presenta la implementación de un nuevo método conservativo para la resolución de la parte advectiva de la ecuación en derivadas parciales que modela la dispersión de contaminantes dentro del modelo mesoescalar de transporte químico CHIMERE. Este método está basado en una técnica de volúmenes finitos junto con una interpolación racional. La ventaja de este método es la conservación exacta de la masa transportada debido al empleo de la ley de conservación de masas. Para ello emplea una formulación de flujo basado en el cálculo de la integral ponderada dentro de cada celda definida para la discretización del espacio en el método de volúmenes finitos. Los resultados numéricos obtenidos en las simulaciones realizadas (implementando el modelo conservativo para la advección en el modelo CHIMERE) se han comparado con los datos observados de concentración de contaminantes registrados en la red de estaciones de seguimiento y medición distribuidas por la Península Ibérica. Los datos estadísticos de medición del error, la media normalizada y la media absoluta normalizada del error, presentan valores que están dentro de los rangos propuestos por la EPA para considerar el modelo preciso. Además, se introduce un nuevo método para resolver la parte advectivadifusiva de la ecuación en derivadas parciales que modeliza la dispersión de contaminantes en la atmósfera. Se ha empleado un método de diferencias finitas de alto orden para resolver la parte difusiva de la ecuación de transporte de contaminantes junto con el método racional conservativo para la parte advectiva en una y dos dimensiones. Los resultados obtenidos de la aplicación del método a diferentes situaciones incluyendo casos académicos y reales han sido comparados con la solución analítica de la ecuación de advección-difusión, demostrando que el nuevo método proporciona un resultado preciso para aproximar la solución. Por último, se ha desarrollado un modelo completo que contempla los fenómenos advectivo y difusivo con reacción química, usando los métodos anteriores junto con una técnica de diferenciación regresiva (BDF2). Esta técnica consiste en un método implícito multipaso de diferenciación regresiva de segundo orden, que nos permite resolver los problemas rígidos típicos de la química atmosférica, modelizados a través de sistemas de ecuaciones diferenciales ordinarias. Este método hace uso de la técnica iterativa Gauss- Seidel para obtener la solución de la parte implícita de la fórmula BDF2. El empleo de la técnica de Gauss-Seidel en lugar de otras técnicas comúnmente empleadas, como la iteración por el método de Newton, nos proporciona rapidez de cálculo y bajo consumo de memoria, ideal para obtener modelos operativos para la resolución de la cinética química atmosférica. ABSTRACT Extensive research has been performed to solve the atmospheric chemicaladvection- diffusion equation and different numerical methods have been proposed. This Thesis presents the implementation of an exactly conservative method for the advection equation in the European scale Eulerian chemistry transport model CHIMERE based on a rational interpolation and a finite volume algorithm. The advantage of the method is that the cell-integrated average is predicted via a flux formulation, thus the mass is exactly conserved. Numerical results are compared with a set of observation registered at some monitoring sites in Spain. The mean normalized bias and the mean normalized absolute error present values that are inside the range to consider an accurate model performance. In addition, it has been introduced a new method to solve the advectiondiffusion equation. It is based on a high-order accurate finite difference method to solve de diffusion equation together with a rational interpolation and a finite volume to solve the advection equation in one dimension and two dimensions. Numerical results obtained from solving several problems include academic and real atmospheric problems have been compared with the analytical solution of the advection-diffusion equation, showing that the new method give an efficient algorithm for solving such problems. Finally, a complete model has been developed to solve the atmospheric chemical-advection-diffusion equation, adding the conservative method for the advection equation, the high-order finite difference method for the diffusion equation and a second-order backward differentiation formula (BDF2) to solve the atmospheric chemical kinetics. The BDF2 is an implicit, second order multistep backward differentiation formula used to solve the stiff systems of ordinary differential equations (ODEs) from atmospheric chemistry. The Gauss-Seidel iteration is used for approximately solving the implicitly defined BDF solution, giving a faster tool than the more commonly used iterative modified Newton technique. This method implies low start-up costs and a low memory demand due to the use of Gauss-Seidel iteration.

Explicit expressions for solar panel equivalent circuit parameters based on analytical formulation and the Lambert W - Function

Due to the high dependence of photovoltaic energy efficiency on environmental conditions (temperature, irradiation...), it is quite important to perform some analysis focusing on the characteristics of photovoltaic devices in order to optimize energy production, even for small-scale users. The use of equivalent circuits is the preferred option to analyze solar cells/panels performance. However, the aforementioned small-scale users rarely have the equipment or expertise to perform large testing/calculation campaigns, the only information available for them being the manufacturer datasheet. The solution to this problem is the development of new and simple methods to define equivalent circuits able to reproduce the behavior of the panel for any working condition, from a very small amount of information. In the present work a direct and completely explicit method to extract solar cell parameters from the manufacturer datasheet is presented and tested. This method is based on analytical formulation which includes the use of the Lambert W-function to turn the series resistor equation explicit. The presented method is used to analyze the performance (i.e., the I - V curve) of a commercial solar panel at different levels of irradiation and temperature. The analysis performed is based only on the information included in the manufacturer's datasheet.

Método da propagação de feixe de ângulo largo para análise de guias de ondas ópticos não-lineares

Este trabalho propõe uma extensão do método de propagação de feixe (BPM - Beam Propagation Method) para a análise de guias de ondas ópticos e acopladores baseados em materiais não-lineares do tipo Kerr. Este método se destina à investigação de estruturas onde a utilização da equação escalar de Helmholtz (EEH) em seu limite paraxial não mais se aplica. Os métodos desenvolvidos para este fim são denominados na literatura como métodos de propagação de feixe de ângulo largo. O formalismo aqui desenvolvido é baseado na técnica das diferenças finitas e nos esquemas de Crank-Nicholson (CN) e Douglas generalizado (GD). Estes esquemas apresentam como característica o fato de apresentarem um erro de truncamento em relação ao passo de discretização transversal, Δx, proporcional a O(Δx2) para o primeiro e O(Δx4). A convergência do método em ambos esquemas é otimizada pela utilização de um algoritmo interativo para a correção do campo no meio não-linear. O formalismo de ângulo largo é obtido pela expansão da EEH para os esquemas CN e GD em termos de polinômios aproximantes de Padé de ordem (1,0) e (1,1) para CN e GD, e (2,2) e (3,3) para CN. Os aproximantes de ordem superior a (1,1) apresentam sérios problemas de estabilidade. Este problema é eliminado pela rotação dos aproximantes no plano complexo. Duas condições de contorno nos extremos da janela computacional são também investigadas: 1) (TBC - Transparent Boundary Condition) e 2) condição de contorno absorvente (TAB - Transparent Absorbing Boundary). Estas condições de contorno possuem a facilidade de evitar que reflexões indesejáveis sejam transmitidas para dentro da janela computacional. Um estudo comparativo da influência destas condições de contorno na solução de guias de ondas ópticos não-lineares é também abordada neste trabalho.

Relaxation of alternating iterative algorithms for the Cauchy problem associated with the modified Helmholtz equation

We propose two algorithms involving the relaxation of either the given Dirichlet data or the prescribed Neumann data on the over-specified boundary, in the case of the alternating iterative algorithm of ` 12 ` 12 `$12 `&12 `#12 `^12 `_12 `%12 `~12 *Kozlov91 applied to Cauchy problems for the modified Helmholtz equation. A convergence proof of these relaxation methods is given, along with a stopping criterion. The numerical results obtained using these procedures, in conjunction with the boundary element method (BEM), show the numerical stability, convergence, consistency and computational efficiency of the proposed methods.

A Fractional LC − RC Circuit

Mathematics Subject Classification: 26A33, 30B10, 33B15, 44A10, 47N70, 94C05

Some Fractional Extensions of the Temperature Field Problem in Oil Strata

This survey is devoted to some fractional extensions of the incomplete lumped formulation, the lumped formulation and the formulation of Lauwerier of the temperature field problem in oil strata. The method of integral transforms is used to solve the corresponding boundary value problems for the fractional heat equation. By using Caputo’s differintegration operator and the Laplace transform, new integral forms of the solutions are obtained. In each of the different cases the integrands are expressed in terms of a convolution of two special functions of Wright’s type.

Smoothness Properties of Solutions of Caputo-Type Fractional Differential Equations

Mathematics Subject Classification: 26A33, 34A25, 45D05, 45E10