Discontinuous Galerkin methods for the Multi-dimensional Vlasov-Poisson problem

We introduce and analyze two new semi-discrete numerical methods for the multi-dimensional Vlasov-Poisson system. The schemes are constructed by combing a discontinuous Galerkin approximation to the Vlasov equation together with a mixed finite element method for the Poisson problem. We show optimal error estimates in the case of smooth compactly supported initial data. We propose a scheme that preserves the total energy of the system.

Therapeutic drug monitoring of imatinib: Bayesian and alternative methods to predict trough levels

Background: The imatinib trough plasma concentration (C(min)) correlates with clinical response in cancer patients. Therapeutic drug monitoring (TDM) of plasma C(min) is therefore suggested. In practice, however, blood sampling for TDM is often not performed at trough. The corresponding measurement is thus only remotely informative about C(min) exposure. Objectives: The objectives of this study were to improve the interpretation of randomly measured concentrations by using a Bayesian approach for the prediction of C(min), incorporating correlation between pharmacokinetic parameters, and to compare the predictive performance of this method with alternative approaches, by comparing predictions with actual measured trough levels, and with predictions obtained by a reference method, respectively. Methods: A Bayesian maximum a posteriori (MAP) estimation method accounting for correlation (MAP-ρ) between pharmacokinetic parameters was developed on the basis of a population pharmacokinetic model, which was validated on external data. Thirty-one paired random and trough levels, observed in gastrointestinal stromal tumour patients, were then used for the evaluation of the Bayesian MAP-ρ method: individual C(min) predictions, derived from single random observations, were compared with actual measured trough levels for assessment of predictive performance (accuracy and precision). The method was also compared with alternative approaches: classical Bayesian MAP estimation assuming uncorrelated pharmacokinetic parameters, linear extrapolation along the typical elimination constant of imatinib, and non-linear mixed-effects modelling (NONMEM) first-order conditional estimation (FOCE) with interaction. Predictions of all methods were finally compared with 'best-possible' predictions obtained by a reference method (NONMEM FOCE, using both random and trough observations for individual C(min) prediction). Results: The developed Bayesian MAP-ρ method accounting for correlation between pharmacokinetic parameters allowed non-biased prediction of imatinib C(min) with a precision of ±30.7%. This predictive performance was similar for the alternative methods that were applied. The range of relative prediction errors was, however, smallest for the Bayesian MAP-ρ method and largest for the linear extrapolation method. When compared with the reference method, predictive performance was comparable for all methods. The time interval between random and trough sampling did not influence the precision of Bayesian MAP-ρ predictions. Conclusion: Clinical interpretation of randomly measured imatinib plasma concentrations can be assisted by Bayesian TDM. Classical Bayesian MAP estimation can be applied even without consideration of the correlation between pharmacokinetic parameters. Individual C(min) predictions are expected to vary less through Bayesian TDM than linear extrapolation. Bayesian TDM could be developed in the future for other targeted anticancer drugs and for the prediction of other pharmacokinetic parameters that have been correlated with clinical outcomes.

An adaptive multiscale method for density-driven instabilities

Accurate modeling of flow instabilities requires computational tools able to deal with several interacting scales, from the scale at which fingers are triggered up to the scale at which their effects need to be described. The Multiscale Finite Volume (MsFV) method offers a framework to couple fine-and coarse-scale features by solving a set of localized problems which are used both to define a coarse-scale problem and to reconstruct the fine-scale details of the flow. The MsFV method can be seen as an upscaling-downscaling technique, which is computationally more efficient than standard discretization schemes and more accurate than traditional upscaling techniques. We show that, although the method has proven accurate in modeling density-driven flow under stable conditions, the accuracy of the MsFV method deteriorates in case of unstable flow and an iterative scheme is required to control the localization error. To avoid large computational overhead due to the iterative scheme, we suggest several adaptive strategies both for flow and transport. In particular, the concentration gradient is used to identify a front region where instabilities are triggered and an accurate (iteratively improved) solution is required. Outside the front region the problem is upscaled and both flow and transport are solved only at the coarse scale. This adaptive strategy leads to very accurate solutions at roughly the same computational cost as the non-iterative MsFV method. In many circumstances, however, an accurate description of flow instabilities requires a refinement of the computational grid rather than a coarsening. For these problems, we propose a modified iterative MsFV, which can be used as downscaling method (DMsFV). Compared to other grid refinement techniques the DMsFV clearly separates the computational domain into refined and non-refined regions, which can be treated separately and matched later. This gives great flexibility to employ different physical descriptions in different regions, where different equations could be solved, offering an excellent framework to construct hybrid methods.

Methods and Models for Accelerating Dynamic Simulation of Fluid Power Circuits

The objective of this dissertation is to improve the dynamic simulation of fluid power circuits. A fluid power circuit is a typical way to implement power transmission in mobile working machines, e.g. cranes, excavators etc. Dynamic simulation is an essential tool in developing controllability and energy-efficient solutions for mobile machines. Efficient dynamic simulation is the basic requirement for the real-time simulation. In the real-time simulation of fluid power circuits there exist numerical problems due to the software and methods used for modelling and integration. A simulation model of a fluid power circuit is typically created using differential and algebraic equations. Efficient numerical methods are required since differential equations must be solved in real time. Unfortunately, simulation software packages offer only a limited selection of numerical solvers. Numerical problems cause noise to the results, which in many cases leads the simulation run to fail. Mathematically the fluid power circuit models are stiff systems of ordinary differential equations. Numerical solution of the stiff systems can be improved by two alternative approaches. The first is to develop numerical solvers suitable for solving stiff systems. The second is to decrease the model stiffness itself by introducing models and algorithms that either decrease the highest eigenvalues or neglect them by introducing steady-state solutions of the stiff parts of the models. The thesis proposes novel methods using the latter approach. The study aims to develop practical methods usable in dynamic simulation of fluid power circuits using explicit fixed-step integration algorithms. In this thesis, twomechanisms whichmake the systemstiff are studied. These are the pressure drop approaching zero in the turbulent orifice model and the volume approaching zero in the equation of pressure build-up. These are the critical areas to which alternative methods for modelling and numerical simulation are proposed. Generally, in hydraulic power transmission systems the orifice flow is clearly in the turbulent area. The flow becomes laminar as the pressure drop over the orifice approaches zero only in rare situations. These are e.g. when a valve is closed, or an actuator is driven against an end stopper, or external force makes actuator to switch its direction during operation. This means that in terms of accuracy, the description of laminar flow is not necessary. But, unfortunately, when a purely turbulent description of the orifice is used, numerical problems occur when the pressure drop comes close to zero since the first derivative of flow with respect to the pressure drop approaches infinity when the pressure drop approaches zero. Furthermore, the second derivative becomes discontinuous, which causes numerical noise and an infinitely small integration step when a variable step integrator is used. A numerically efficient model for the orifice flow is proposed using a cubic spline function to describe the flow in the laminar and transition areas. Parameters for the cubic spline function are selected such that its first derivative is equal to the first derivative of the pure turbulent orifice flow model in the boundary condition. In the dynamic simulation of fluid power circuits, a tradeoff exists between accuracy and calculation speed. This investigation is made for the two-regime flow orifice model. Especially inside of many types of valves, as well as between them, there exist very small volumes. The integration of pressures in small fluid volumes causes numerical problems in fluid power circuit simulation. Particularly in realtime simulation, these numerical problems are a great weakness. The system stiffness approaches infinity as the fluid volume approaches zero. If fixed step explicit algorithms for solving ordinary differential equations (ODE) are used, the system stability would easily be lost when integrating pressures in small volumes. To solve the problem caused by small fluid volumes, a pseudo-dynamic solver is proposed. Instead of integration of the pressure in a small volume, the pressure is solved as a steady-state pressure created in a separate cascade loop by numerical integration. The hydraulic capacitance V/Be of the parts of the circuit whose pressures are solved by the pseudo-dynamic method should be orders of magnitude smaller than that of those partswhose pressures are integrated. The key advantage of this novel method is that the numerical problems caused by the small volumes are completely avoided. Also, the method is freely applicable regardless of the integration routine applied. The superiority of both above-mentioned methods is that they are suited for use together with the semi-empirical modelling method which necessarily does not require any geometrical data of the valves and actuators to be modelled. In this modelling method, most of the needed component information can be taken from the manufacturer’s nominal graphs. This thesis introduces the methods and shows several numerical examples to demonstrate how the proposed methods improve the dynamic simulation of various hydraulic circuits.

Simulation methods in the modelling of bioaffinity assays

Computational model-based simulation methods were developed for the modelling of bioaffinity assays. Bioaffinity-based methods are widely used to quantify a biological substance in biological research, development and in routine clinical in vitro diagnostics. Bioaffinity assays are based on the high affinity and structural specificity between the binding biomolecules. The simulation methods developed are based on the mechanistic assay model, which relies on the chemical reaction kinetics and describes the forming of a bound component as a function of time from the initial binding interaction. The simulation methods were focused on studying the behaviour and the reliability of bioaffinity assay and the possibilities the modelling methods of binding reaction kinetics provide, such as predicting assay results even before the binding reaction has reached equilibrium. For example, a rapid quantitative result from a clinical bioaffinity assay sample can be very significant, e.g. even the smallest elevation of a heart muscle marker reveals a cardiac injury. The simulation methods were used to identify critical error factors in rapid bioaffinity assays. A new kinetic calibration method was developed to calibrate a measurement system by kinetic measurement data utilizing only one standard concentration. A nodebased method was developed to model multi-component binding reactions, which have been a challenge to traditional numerical methods. The node-method was also used to model protein adsorption as an example of nonspecific binding of biomolecules. These methods have been compared with the experimental data from practice and can be utilized in in vitro diagnostics, drug discovery and in medical imaging.

Numerical Simulation of Stochastic Di erential Equations

Stochastic differential equation (SDE) is a differential equation in which some of the terms and its solution are stochastic processes. SDEs play a central role in modeling physical systems like finance, Biology, Engineering, to mention some. In modeling process, the computation of the trajectories (sample paths) of solutions to SDEs is very important. However, the exact solution to a SDE is generally difficult to obtain due to non-differentiability character of realizations of the Brownian motion. There exist approximation methods of solutions of SDE. The solutions will be continuous stochastic processes that represent diffusive dynamics, a common modeling assumption for financial, Biology, physical, environmental systems. This Masters' thesis is an introduction and survey of numerical solution methods for stochastic differential equations. Standard numerical methods, local linearization methods and filtering methods are well described. We compute the root mean square errors for each method from which we propose a better numerical scheme. Stochastic differential equations can be formulated from a given ordinary differential equations. In this thesis, we describe two kind of formulations: parametric and non-parametric techniques. The formulation is based on epidemiological SEIR model. This methods have a tendency of increasing parameters in the constructed SDEs, hence, it requires more data. We compare the two techniques numerically.

DNA Sequence Representation methods

DNA sequence representation methods are used to denote a gene structure effectively and help in similarities/dissimilarities analysis of coding sequences. Many different kinds of representations have been proposed in the literature. They can be broadly classified into Numerical, Graphical, Geometrical and Hybrid representation methods. DNA structure and function analysis are made easy with graphical and geometrical representation methods since it gives visual representation of a DNA structure. In numerical method, numerical values are assigned to a sequence and digital signal processing methods are used to analyze the sequence. Hybrid approaches are also reported in the literature to analyze DNA sequences. This paper reviews the latest developments in DNA Sequence representation methods. We also present a taxonomy of various methods. A comparison of these methods where ever possible is also done

Preconditioning and iterative solution of symmetric indefinite linear systems arising from interior point methods for linear programming

We study the preconditioning of symmetric indefinite linear systems of equations that arise in interior point solution of linear optimization problems. The preconditioning method that we study exploits the block structure of the augmented matrix to design a similar block structure preconditioner to improve the spectral properties of the resulting preconditioned matrix so as to improve the convergence rate of the iterative solution of the system. We also propose a two-phase algorithm that takes advantage of the spectral properties of the transformed matrix to solve for the Newton directions in the interior-point method. Numerical experiments have been performed on some LP test problems in the NETLIB suite to demonstrate the potential of the preconditioning method discussed.

Velocity-based moving mesh methods for nonlinear partial differential equations

This article describes a number of velocity-based moving mesh numerical methods formultidimensional nonlinear time-dependent partial differential equations (PDEs). It consists of a short historical review followed by a detailed description of a recently developed multidimensional moving mesh finite element method based on conservation. Finite element algorithms are derived for both mass-conserving and non mass-conserving problems, and results shown for a number of multidimensional nonlinear test problems, including the second order porous medium equation and the fourth order thin film equation as well as a two-phase problem. Further applications and extensions are referenced.

Numerical computation of an analytic singular value decomposition of a matrix valued function

This paper extends the singular value decomposition to a path of matricesE(t). An analytic singular value decomposition of a path of matricesE(t) is an analytic path of factorizationsE(t)=X(t)S(t)Y(t) T whereX(t) andY(t) are orthogonal andS(t) is diagonal. To maintain differentiability the diagonal entries ofS(t) are allowed to be either positive or negative and to appear in any order. This paper investigates existence and uniqueness of analytic SVD's and develops an algorithm for computing them. We show that a real analytic pathE(t) always admits a real analytic SVD, a full-rank, smooth pathE(t) with distinct singular values admits a smooth SVD. We derive a differential equation for the left factor, develop Euler-like and extrapolated Euler-like numerical methods for approximating an analytic SVD and prove that the Euler-like method converges.

Numerical study of the atmospheric flow over a coastal cliff

This work presents a numerical method suitable for the study of the development of internal boundary layers (IBL) and their characteristics for flows over various types of coastal cliffs. The IBL is an important meteorological occurrence for flows with surface roughness and topographical step changes. A two-dimensional flow program was used for this study. The governing equations were written using the vorticity-velocity formulation. The spatial derivatives were discretized by high-order compact finite differences schemes. The time integration was performed with a low storage fourth-order Runge-Kutta scheme. The coastal cliff (step) was specified through an immersed boundary method. The validation of the code was done by comparison of the results with experimental and observational data. The numerical simulations were carried out for different coastal cliff heights and inclinations. The results show that the predominant factors for the height of the IBL and its characteristics are the upstream velocity, and the height and form (inclination) of the coastal cliff. Copyright (C) 2010 John Wiley & Sons, Ltd.

Global minimization using an Augmented Lagrangian method with variable lower-level constraints

A novel global optimization method based on an Augmented Lagrangian framework is introduced for continuous constrained nonlinear optimization problems. At each outer iteration k the method requires the epsilon(k)-global minimization of the Augmented Lagrangian with simple constraints, where epsilon(k) -> epsilon. Global convergence to an epsilon-global minimizer of the original problem is proved. The subproblems are solved using the alpha BB method. Numerical experiments are presented.

Computer simulation of the stochastic transport equation

Trabalho apresentado no 37th Conference on Stochastic Processes and their Applications - July 28 - August 01, 2014 -Universidad de Buenos Aires

A combination of implicit and adaptative upwind tools for the numerical solution of incompressible free surface flows

This paper is concerned with the numerical solutions of time dependent two-dimensional incompressible flows. By using the primitive variables of velocity and pressure, the Navier-Stokes and mass conservation equations are solved by a semi-implicit finite difference projection method. A new bounded higher order upwind convection scheme is employed to deal with the non-linear (advective) terms. The procedure is an adaptation of the GENSMAC (J. Comput. Phys. 1994; 110: 171-186) methodology for calculating confined and free surface fluid flows at both low and high Reynolds numbers. The calculations were performed by using the 2D version of the Freeflow simulation system (J. Comp. Visual. Science 2000; 2:199-210). In order to demonstrate the capabilities of the numerical method, various test cases are presented. These are the fully developed flow in a channel, the flow over a backward facing step, the die-swell problem, the broken dam flow, and an impinging jet onto a flat plate. The numerical results compare favourably with the experimental data and the analytical solutions. Copyright (c) 2006 John Wiley & Sons, Ltd.

Formal verification of PLC programs using the B Method

PLCs (acronym for Programmable Logic Controllers) perform control operations, receiving information from the environment, processing it and modifying this same environment according to the results produced. They are commonly used in industry in several applications, from mass transport to petroleum industry. As the complexity of these applications increase, and as various are safety critical, a necessity for ensuring that they are reliable arouses. Testing and simulation are the de-facto methods used in the industry to do so, but they can leave flaws undiscovered. Formal methods can provide more confidence in an application s safety, once they permit their mathematical verification. We make use of the B Method, which has been successfully applied in the formal verification of industrial systems, is supported by several tools and can handle decomposition, refinement, and verification of correctness according to the specification. The method we developed and present in this work automatically generates B models from PLC programs and verify them in terms of safety constraints, manually derived from the system requirements. The scope of our method is the PLC programming languages presented in the IEC 61131-3 standard, although we are also able to verify programs not fully compliant with the standard. Our approach aims to ease the integration of formal methods in the industry through the abbreviation of the effort to perform formal verification in PLCs