"Tracciature Digitali": la conoscenza nell'era informazionale

La specificità dell'acquisizione di contenuti attraverso le interfacce digitali condanna l'agente epistemico a un'interazione frammentata, insufficiente da un punto di vista computazionale, mnemonico e temporale, rispetto alla mole informazionale oggi accessibile attraverso una qualunque implementazione della relazione uomo-computer, e invalida l'applicabilità del modello standard di conoscenza, come credenza vera e giustificata, sconfessando il concetto di credenza razionalmente fondata, per formare la quale, sarebbe invece richiesto all'agente di poter disporre appunto di risorse concettuali, computazionali e temporali inaccessibili. La conseguenza è che l'agente, vincolato dalle limitazioni ontologiche tipiche dell'interazione con le interfacce culturali, si vede costretto a ripiegare su processi ambigui, arbitrari e spesso più casuali di quanto creda, di selezione e gestione delle informazioni che danno origine a veri e propri ibridi (alla Latour) epistemologici, fatti di sensazioni e output di programmi, credenze non fondate e bit di testimonianze indirette e di tutta una serie di relazioni umano-digitali che danno adito a rifuggire in una dimensione trascendente che trova nel sacro il suo più immediato ambito di attuazione. Tutto ciò premesso, il presente lavoro si occupa di costruire un nuovo paradigma epistemologico di conoscenza proposizionale ottenibile attraverso un'interfaccia digitale di acquisizione di contenuti, fondato sul nuovo concetto di Tracciatura Digitale, definito come un un processo di acquisizione digitale di un insieme di tracce, ossia meta-informazioni di natura testimoniale. Tale dispositivo, una volta riconosciuto come un processo di comunicazione di contenuti, si baserà sulla ricerca e selezione di meta-informazioni, cioè tracce, che consentiranno l'implementazione di approcci derivati dall'analisi decisionale in condizioni di razionalità limitata, approcci che, oltre ad essere quasi mai utilizzati in tale ambito, sono ontologicamente predisposti per una gestione dell'incertezza quale quella riscontrabile nell'istanziazione dell'ibrido informazionale e che, in determinate condizioni, potranno garantire l'agente sulla bontà epistemica del contenuto acquisito.

CFD modeling of two-phase boiling flows in the slug flow regime with an interface capturing technique

The objective of this thesis was to improve the commercial CFD software Ansys Fluent to obtain a tool able to perform accurate simulations of flow boiling in the slug flow regime. The achievement of a reliable numerical framework allows a better understanding of the bubble and flow dynamics induced by the evaporation and makes possible the prediction of the wall heat transfer trends. In order to save computational time, the flow is modeled with an axisymmetrical formulation. Vapor and liquid phases are treated as incompressible and in laminar flow. By means of a single fluid approach, the flow equations are written as for a single phase flow, but discontinuities at the interface and interfacial effects need to be accounted for and discretized properly. Ansys Fluent provides a Volume Of Fluid technique to advect the interface and to map the discontinuous fluid properties throughout the flow domain. The interfacial effects are dominant in the boiling slug flow and the accuracy of their estimation is fundamental for the reliability of the solver. Self-implemented functions, developed ad-hoc, are introduced within the numerical code to compute the surface tension force and the rates of mass and energy exchange at the interface related to the evaporation. Several validation benchmarks assess the better performances of the improved software. Various adiabatic configurations are simulated in order to test the capability of the numerical framework in modeling actual flows and the comparison with experimental results is very positive. The simulation of a single evaporating bubble underlines the dominant effect on the global heat transfer rate of the local transient heat convection in the liquid after the bubble transit. The simulation of multiple evaporating bubbles flowing in sequence shows that their mutual influence can strongly enhance the heat transfer coefficient, up to twice the single phase flow value.

Groupme: city data and multi-preference activity allocation

Classic group recommender systems focus on providing suggestions for a fixed group of people. Our work tries to give an inside look at design- ing a new recommender system that is capable of making suggestions for a sequence of activities, dividing people in subgroups, in order to boost over- all group satisfaction. However, this idea increases problem complexity in more dimensions and creates great challenge to the algorithm’s performance. To understand the e↵ectiveness, due to the enhanced complexity and pre- cise problem solving, we implemented an experimental system from data collected from a variety of web services concerning the city of Paris. The sys- tem recommends activities to a group of users from two di↵erent approaches: Local Search and Constraint Programming. The general results show that the number of subgroups can significantly influence the Constraint Program- ming Approaches’s computational time and e�cacy. Generally, Local Search can find results much quicker than Constraint Programming. Over a lengthy period of time, Local Search performs better than Constraint Programming, with similar final results.

High-resolution electrophoretic simulations: performance characteristics of one-dimensional simulators

Three comprehensive one-dimensional simulators were used on the same PC to simulate the dynamics of different electrophoretic configurations, including two migrating hybrid boundaries, an isotachophoretic boundary and the zone electrophoretic separation of ten monovalent anions. Two simulators, SIMUL5 and GENTRANS, use a uniform grid, while SPRESSO uses a dynamic adaptive grid. The simulators differ in the way components are handled. SIMUL5 and SPRESSO feature one equation for all components, whereas GENTRANS is based on the use of separate modules for the different types of monovalent components, a module for multivalent components and a module for proteins. The code for multivalent components is executed more slowly compared to those for monovalent components. Furthermore, with SIMUL5, the computational time interval becomes smaller when it is operated with a reduced calculation space that features moving borders, whereas GENTRANS offers the possibility of using data smoothing (removal of negative concentrations), which can avoid numerical oscillations and speed up a simulation. SPRESSO with its adaptive grid could be employed to simulate the same configurations with smaller numbers of grid points and thus is faster in certain but not all cases. The data reveal that simulations featuring a large number of monovalent components distributed such that a high mesh is required throughout a large proportion of the column are fastest executed with GENTRANS.

Discrete element methods for asphalt concrete : development and application of user-defined microstructural models and a viscoelastic micromechanical model

As an important Civil Engineering material, asphalt concrete (AC) is commonly used to build road surfaces, airports, and parking lots. With traditional laboratory tests and theoretical equations, it is a challenge to fully understand such a random composite material. Based on the discrete element method (DEM), this research seeks to develop and implement computer models as research approaches for improving understandings of AC microstructure-based mechanics. In this research, three categories of approaches were developed or employed to simulate microstructures of AC materials, namely the randomly-generated models, the idealized models, and image-based models. The image-based models were recommended for accurately predicting AC performance, while the other models were recommended as research tools to obtain deep insight into the AC microstructure-based mechanics. A viscoelastic micromechanical model was developed to capture viscoelastic interactions within the AC microstructure. Four types of constitutive models were built to address the four categories of interactions within an AC specimen. Each of the constitutive models consists of three parts which represent three different interaction behaviors: a stiffness model (force-displace relation), a bonding model (shear and tensile strengths), and a slip model (frictional property). Three techniques were developed to reduce the computational time for AC viscoelastic simulations. It was found that the computational time was significantly reduced to days or hours from years or months for typical three-dimensional models. Dynamic modulus and creep stiffness tests were simulated and methodologies were developed to determine the viscoelastic parameters. It was found that the DE models could successfully predict dynamic modulus, phase angles, and creep stiffness in a wide range of frequencies, temperatures, and time spans. Mineral aggregate morphology characteristics (sphericity, orientation, and angularity) were studied to investigate their impacts on AC creep stiffness. It was found that aggregate characteristics significantly impact creep stiffness. Pavement responses and pavement-vehicle interactions were investigated by simulating pavement sections under a rolling wheel. It was found that wheel acceleration, steadily moving, and deceleration significantly impact contact forces. Additionally, summary and recommendations were provided in the last chapter and part of computer programming codes wree provided in the appendixes.

Sediment yield reduction in an agricultural watershed

With proper application of Best Management Practices (BMPs), the impact from the sediment to the water bodies could be minimized. However, finding the optimal allocation of BMP can be difficult, since there are numerous possible options. Also, economics plays an important role in BMP affordability and, therefore, the number of BMPs able to be placed in a given budget year. In this study, two methodologies are presented to determine the optimal cost-effective BMP allocation, by coupling a watershed-level model, Soil and Water Assessment Tool (SWAT), with two different methods, targeting and a multi-objective genetic algorithm (Non-dominated Sorting Genetic Algorithm II, NSGA-II). For demonstration, these two methodologies were applied to an agriculture-dominant watershed located in Lower Michigan to find the optimal allocation of filter strips and grassed waterways. For targeting, three different criteria were investigated for sediment yield minimization, during the process of which it was found that the grassed waterways near the watershed outlet reduced the watershed outlet sediment yield the most under this study condition, and cost minimization was also included as a second objective during the cost-effective BMP allocation selection. NSGA-II was used to find the optimal BMP allocation for both sediment yield reduction and cost minimization. By comparing the results and computational time of both methodologies, targeting was determined to be a better method for finding optimal cost-effective BMP allocation under this study condition, since it provided more than 13 times the amount of solutions with better fitness for the objective functions while using less than one eighth of the SWAT computational time than the NSGA-II with 150 generations did.

Quantile-Based Optimization of Noisy Computer Experiments with Tunable Precision

This article addresses the issue of kriging-based optimization of stochastic simulators. Many of these simulators depend on factors that tune the level of precision of the response, the gain in accuracy being at a price of computational time. The contribution of this work is two-fold: first, we propose a quantile-based criterion for the sequential design of experiments, in the fashion of the classical expected improvement criterion, which allows an elegant treatment of heterogeneous response precisions. Second, we present a procedure for the allocation of the computational time given to each measurement, allowing a better distribution of the computational effort and increased efficiency. Finally, the optimization method is applied to an original application in nuclear criticality safety. This article has supplementary material available online. The proposed criterion is available in the R package DiceOptim.

Comparative Evaluation of Pelvic Allograft Selection Methods

This paper presents a firsthand comparative evaluation of three different existing methods for selecting a suitable allograft from a bone storage bank. The three examined methods are manual selection, automatic volume-based registration, and automatic surface-based registration. Although the methods were originally published for different bones, they were adapted to be systematically applied on the same data set of hemi-pelvises. A thorough experiment was designed and applied in order to highlight the advantages and disadvantages of each method. The methods were applied on the whole pelvis and on smaller fragments, thus producing a realistic set of clinical scenarios. Clinically relevant criteria are used for the assessment such as surface distances and the quality of the junctions between the donor and the receptor. The obtained results showed that both automatic methods outperform the manual counterpart. Additional advantages of the surface-based method are in the lower computational time requirements and the greater contact surfaces where the donor meets the recipient.

Models of DNA sequence evolution

Models of DNA sequence evolution and methods for estimating evolutionary distances are needed for studying the rate and pattern of molecular evolution and for inferring the evolutionary relationships of organisms or genes. In this dissertation, several new models and methods are developed.^ The rate variation among nucleotide sites: To obtain unbiased estimates of evolutionary distances, the rate heterogeneity among nucleotide sites of a gene should be considered. Commonly, it is assumed that the substitution rate varies among sites according to a gamma distribution (gamma model) or, more generally, an invariant+gamma model which includes some invariable sites. A maximum likelihood (ML) approach was developed for estimating the shape parameter of the gamma distribution $(\alpha)$ and/or the proportion of invariable sites $(\theta).$ Computer simulation showed that (1) under the gamma model, $\alpha$ can be well estimated from 3 or 4 sequences if the sequence length is long; and (2) the distance estimate is unbiased and robust against violations of the assumptions of the invariant+gamma model.^ However, this ML method requires a huge amount of computational time and is useful only for less than 6 sequences. Therefore, I developed a fast method for estimating $\alpha,$ which is easy to implement and requires no knowledge of tree. A computer program was developed for estimating $\alpha$ and evolutionary distances, which can handle the number of sequences as large as 30.^ Evolutionary distances under the stationary, time-reversible (SR) model: The SR model is a general model of nucleotide substitution, which assumes (i) stationary nucleotide frequencies and (ii) time-reversibility. It can be extended to SRV model which allows rate variation among sites. I developed a method for estimating the distance under the SR or SRV model, as well as the variance-covariance matrix of distances. Computer simulation showed that the SR method is better than a simpler method when the sequence length $L>1,000$ bp and is robust against deviations from time-reversibility. As expected, when the rate varies among sites, the SRV method is much better than the SR method.^ The evolutionary distances under nonstationary nucleotide frequencies: The statistical properties of the paralinear and LogDet distances under nonstationary nucleotide frequencies were studied. First, I developed formulas for correcting the estimation biases of the paralinear and LogDet distances. The performances of these formulas and the formulas for sampling variances were examined by computer simulation. Second, I developed a method for estimating the variance-covariance matrix of the paralinear distance, so that statistical tests of phylogenies can be conducted when the nucleotide frequencies are nonstationary. Third, a new method for testing the molecular clock hypothesis was developed in the nonstationary case. ^

Short-arc tracklet association for geostationary objects

Measurement association and initial orbit determination is a fundamental task when building up a database of space objects. This paper proposes an efficient and robust method to determine the orbit using the available information of two tracklets, i.e. their line-of-sights and their derivatives. The approach works with a boundary-value formulation to represent hypothesized orbital states and uses an optimization scheme to find the best fitting orbits. The method is assessed and compared to an initial-value formulation using a measurement set taken by the Zimmerwald Small Aperture Robotic Telescope of the Astronomical Institute at the University of Bern. False associations of closely spaced objects on similar orbits cannot be completely eliminated due to the short duration of the measurement arcs. However, the presented approach uses the available information optimally and the overall association performance and robustness is very promising. The boundary-value optimization takes only around 2% of computational time when compared to optimization approaches using an initial-value formulation. The full potential of the method in terms of run-time is additionally illustrated by comparing it to other published association methods.

Reduced order adaptive models for systems of PDEs using POD

In this work we propose a method to accelerate time dependent numerical solvers of systems of PDEs that require a high cost in computational time and memory. The method is based on the combined use of such numerical solver with a proper orthogonal decomposition, from which we identify modes, a Galerkin projection (that provides a reduced system of equations) and the integration of the reduced system, studying the evolution of the modal amplitudes. We integrate the reduced model until our a priori error estimator indicates that our approximation in not accurate. At this point we use again our original numerical code in a short time interval to adapt the POD manifold and continue then with the integration of the reduced model. Application will be made to two model problems: the Ginzburg-Landau equation in transient chaos conditions and the two-dimensional pulsating cavity problem, which describes the motion of liquid in a box whose upper wall is moving back and forth in a quasi-periodic fashion. Finally, we will discuss a way of improving the performance of the method using experimental data or information from numerical simulations

Numerical Error Prediction and its applications in CFD using tau-estimation

Nowadays, Computational Fluid Dynamics (CFD) solvers are widely used within the industry to model fluid flow phenomenons. Several fluid flow model equations have been employed in the last decades to simulate and predict forces acting, for example, on different aircraft configurations. Computational time and accuracy are strongly dependent on the fluid flow model equation and the spatial dimension of the problem considered. While simple models based on perfect flows, like panel methods or potential flow models can be very fast to solve, they usually suffer from a poor accuracy in order to simulate real flows (transonic, viscous). On the other hand, more complex models such as the full Navier- Stokes equations provide high fidelity predictions but at a much higher computational cost. Thus, a good compromise between accuracy and computational time has to be fixed for engineering applications. A discretisation technique widely used within the industry is the so-called Finite Volume approach on unstructured meshes. This technique spatially discretises the flow motion equations onto a set of elements which form a mesh, a discrete representation of the continuous domain. Using this approach, for a given flow model equation, the accuracy and computational time mainly depend on the distribution of nodes forming the mesh. Therefore, a good compromise between accuracy and computational time might be obtained by carefully defining the mesh. However, defining an optimal mesh for complex flows and geometries requires a very high level expertize in fluid mechanics and numerical analysis, and in most cases a simple guess of regions of the computational domain which might affect the most the accuracy is impossible. Thus, it is desirable to have an automatized remeshing tool, which is more flexible with unstructured meshes than its structured counterpart. However, adaptive methods currently in use still have an opened question: how to efficiently drive the adaptation ? Pioneering sensors based on flow features generally suffer from a lack of reliability, so in the last decade more effort has been made in developing numerical error-based sensors, like for instance the adjoint-based adaptation sensors. While very efficient at adapting meshes for a given functional output, the latter method is very expensive as it requires to solve a dual set of equations and computes the sensor on an embedded mesh. Therefore, it would be desirable to develop a more affordable numerical error estimation method. The current work aims at estimating the truncation error, which arises when discretising a partial differential equation. These are the higher order terms neglected in the construction of the numerical scheme. The truncation error provides very useful information as it is strongly related to the flow model equation and its discretisation. On one hand, it is a very reliable measure of the quality of the mesh, therefore very useful in order to drive a mesh adaptation procedure. On the other hand, it is strongly linked to the flow model equation, so that a careful estimation actually gives information on how well a given equation is solved, which may be useful in the context of _ -extrapolation or zonal modelling. The following work is organized as follows: Chap. 1 contains a short review of mesh adaptation techniques as well as numerical error prediction. In the first section, Sec. 1.1, the basic refinement strategies are reviewed and the main contribution to structured and unstructured mesh adaptation are presented. Sec. 1.2 introduces the definitions of errors encountered when solving Computational Fluid Dynamics problems and reviews the most common approaches to predict them. Chap. 2 is devoted to the mathematical formulation of truncation error estimation in the context of finite volume methodology, as well as a complete verification procedure. Several features are studied, such as the influence of grid non-uniformities, non-linearity, boundary conditions and non-converged numerical solutions. This verification part has been submitted and accepted for publication in the Journal of Computational Physics. Chap. 3 presents a mesh adaptation algorithm based on truncation error estimates and compares the results to a feature-based and an adjoint-based sensor (in collaboration with Jorge Ponsín, INTA). Two- and three-dimensional cases relevant for validation in the aeronautical industry are considered. This part has been submitted and accepted in the AIAA Journal. An extension to Reynolds Averaged Navier- Stokes equations is also included, where _ -estimation-based mesh adaptation and _ -extrapolation are applied to viscous wing profiles. The latter has been submitted in the Proceedings of the Institution of Mechanical Engineers, Part G: Journal of Aerospace Engineering. Keywords: mesh adaptation, numerical error prediction, finite volume Hoy en día, la Dinámica de Fluidos Computacional (CFD) es ampliamente utilizada dentro de la industria para obtener información sobre fenómenos fluidos. La Dinámica de Fluidos Computacional considera distintas modelizaciones de las ecuaciones fluidas (Potencial, Euler, Navier-Stokes, etc) para simular y predecir las fuerzas que actúan, por ejemplo, sobre una configuración de aeronave. El tiempo de cálculo y la precisión en la solución depende en gran medida de los modelos utilizados, así como de la dimensión espacial del problema considerado. Mientras que modelos simples basados en flujos perfectos, como modelos de flujos potenciales, se pueden resolver rápidamente, por lo general aducen de una baja precisión a la hora de simular flujos reales (viscosos, transónicos, etc). Por otro lado, modelos más complejos tales como el conjunto de ecuaciones de Navier-Stokes proporcionan predicciones de alta fidelidad, a expensas de un coste computacional mucho más elevado. Por lo tanto, en términos de aplicaciones de ingeniería se debe fijar un buen compromiso entre precisión y tiempo de cálculo. Una técnica de discretización ampliamente utilizada en la industria es el método de los Volúmenes Finitos en mallas no estructuradas. Esta técnica discretiza espacialmente las ecuaciones del movimiento del flujo sobre un conjunto de elementos que forman una malla, una representación discreta del dominio continuo. Utilizando este enfoque, para una ecuación de flujo dado, la precisión y el tiempo computacional dependen principalmente de la distribución de los nodos que forman la malla. Por consiguiente, un buen compromiso entre precisión y tiempo de cálculo se podría obtener definiendo cuidadosamente la malla, concentrando sus elementos en aquellas zonas donde sea estrictamente necesario. Sin embargo, la definición de una malla óptima para corrientes y geometrías complejas requiere un nivel muy alto de experiencia en la mecánica de fluidos y el análisis numérico, así como un conocimiento previo de la solución. Aspecto que en la mayoría de los casos no está disponible. Por tanto, es deseable tener una herramienta que permita adaptar los elementos de malla de forma automática, acorde a la solución fluida (remallado). Esta herramienta es generalmente más flexible en mallas no estructuradas que con su homóloga estructurada. No obstante, los métodos de adaptación actualmente en uso todavía dejan una pregunta abierta: cómo conducir de manera eficiente la adaptación. Sensores pioneros basados en las características del flujo en general, adolecen de una falta de fiabilidad, por lo que en la última década se han realizado grandes esfuerzos en el desarrollo numérico de sensores basados en el error, como por ejemplo los sensores basados en el adjunto. A pesar de ser muy eficientes en la adaptación de mallas para un determinado funcional, este último método resulta muy costoso, pues requiere resolver un doble conjunto de ecuaciones: la solución y su adjunta. Por tanto, es deseable desarrollar un método numérico de estimación de error más asequible. El presente trabajo tiene como objetivo estimar el error local de truncación, que aparece cuando se discretiza una ecuación en derivadas parciales. Estos son los términos de orden superior olvidados en la construcción del esquema numérico. El error de truncación proporciona una información muy útil sobre la solución: es una medida muy fiable de la calidad de la malla, obteniendo información que permite llevar a cabo un procedimiento de adaptación de malla. Está fuertemente relacionado al modelo matemático fluido, de modo que una estimación precisa garantiza la idoneidad de dicho modelo en un campo fluido, lo que puede ser útil en el contexto de modelado zonal. Por último, permite mejorar la precisión de la solución resolviendo un nuevo sistema donde el error local actúa como término fuente (_ -extrapolación). El presenta trabajo se organiza de la siguiente manera: Cap. 1 contiene una breve reseña de las técnicas de adaptación de malla, así como de los métodos de predicción de los errores numéricos. En la primera sección, Sec. 1.1, se examinan las estrategias básicas de refinamiento y se presenta la principal contribución a la adaptación de malla estructurada y no estructurada. Sec 1.2 introduce las definiciones de los errores encontrados en la resolución de problemas de Dinámica Computacional de Fluidos y se examinan los enfoques más comunes para predecirlos. Cap. 2 está dedicado a la formulación matemática de la estimación del error de truncación en el contexto de la metodología de Volúmenes Finitos, así como a un procedimiento de verificación completo. Se estudian varias características que influyen en su estimación: la influencia de la falta de uniformidad de la malla, el efecto de las no linealidades del modelo matemático, diferentes condiciones de contorno y soluciones numéricas no convergidas. Esta parte de verificación ha sido presentada y aceptada para su publicación en el Journal of Computational Physics. Cap. 3 presenta un algoritmo de adaptación de malla basado en la estimación del error de truncación y compara los resultados con sensores de featured-based y adjointbased (en colaboración con Jorge Ponsín del INTA). Se consideran casos en dos y tres dimensiones, relevantes para la validación en la industria aeronáutica. Este trabajo ha sido presentado y aceptado en el AIAA Journal. También se incluye una extensión de estos métodos a las ecuaciones RANS (Reynolds Average Navier- Stokes), en donde adaptación de malla basada en _ y _ -extrapolación son aplicados a perfiles con viscosidad de alas. Este último trabajo se ha presentado en los Actas de la Institución de Ingenieros Mecánicos, Parte G: Journal of Aerospace Engineering. Palabras clave: adaptación de malla, predicción del error numérico, volúmenes finitos

Prediction of wake effects on wind farm power production using a RANS approach. Part II. Offshore: Case studies from the UPWIND project

The estimation of power losses due to wind turbine wakes is crucial to understanding overall wind farm economics. This is especially true for large offshore wind farms, as it represents the primary source of losses in available power, given the regular arrangement of rotors, their generally largerdiameter and the lower ambient turbulence level, all of which conspire to dramatically affect wake expansion and, consequently, the power deficit. Simulation of wake effects in offshore wind farms (in reasonable computational time) is currently feasible using CFD tools. An elliptic CFD model basedon the actuator disk method and various RANS turbulence closure schemes is tested and validated using power ratios extracted from Horns Rev and Nysted wind farms, collected as part of the EU-funded UPWIND project. The primary focus of the present work is on turbulence modeling, as turbulent mixing is the main mechanism for flow recovery inside wind farms. A higher-order approach, based on the anisotropic RSM model, is tested to better take into account the imbalance in the length scales inside and outside of the wake, not well reproduced by current two-equation closure schemes.

Development of a wake model for wind farms based on an open source CFD solver. Strategies on parabolization and turbulence modeling

Wake effect represents one of the most important aspects to be analyzed at the engineering phase of every wind farm since it supposes an important power deficit and an increase of turbulence levels with the consequent decrease of the lifetime. It depends on the wind farm design, wind turbine type and the atmospheric conditions prevailing at the site. Traditionally industry has used analytical models, quick and robust, which allow carry out at the preliminary stages wind farm engineering in a flexible way. However, new models based on Computational Fluid Dynamics (CFD) are needed. These models must increase the accuracy of the output variables avoiding at the same time an increase in the computational time. Among them, the elliptic models based on the actuator disk technique have reached an extended use during the last years. These models present three important problems in case of being used by default for the solution of large wind farms: the estimation of the reference wind speed upstream of each rotor disk, turbulence modeling and computational time. In order to minimize the consequence of these problems, this PhD Thesis proposes solutions implemented under the open source CFD solver OpenFOAM and adapted for each type of site: a correction on the reference wind speed for the general elliptic models, the semi-parabollic model for large offshore wind farms and the hybrid model for wind farms in complex terrain. All the models are validated in terms of power ratios by means of experimental data derived from real operating wind farms.

Numerical methods for option pricing.

This thesis aims to introduce some fundamental concepts underlying option valuation theory including implementation of computational tools. In many cases analytical solution for option pricing does not exist, thus the following numerical methods are used: binomial trees, Monte Carlo simulations and finite difference methods. First, an algorithm based on Hull and Wilmott is written for every method. Then these algorithms are improved in different ways. For the binomial tree both speed and memory usage is significantly improved by using only one vector instead of a whole price storing matrix. Computational time in Monte Carlo simulations is reduced by implementing a parallel algorithm (in C) which is capable of improving speed by a factor which equals the number of processors used. Furthermore, MatLab code for Monte Carlo was made faster by vectorizing simulation process. Finally, obtained option values are compared to those obtained with popular finite difference methods, and it is discussed which of the algorithms is more appropriate for which purpose.