Migração FD e FFD com aproximações de grande abertura angular

Métodos de migração baseados na equação da onda unidirecional apresentam limitações no imageamento de refletores com forte mergulho e no tratamento de ondas evanescentes. Utilizando a expansão de Padé complexa na solução da equação da onda unidirecional para imageamento em geofísica é possível tratar ondas evanescentes, estabilizando a migração e dispensando um tratamento especial para absorção nas fronteiras do domínio. Utilizando várias parcelas na expansão de Padé, refletores com forte mergulho podem ser corretamente migrados. Nesta dissertação aplicamos a equação da onda unidirecional com expansão de Padé complexa para implementar dois algoritmos de migração em profundidade pré e pós empilhamento: a migração por diferenças finitas (FD) e a migração por diferenças finitas e Fourier (FFD). O estudo das curvas de dispersão e da resposta impulsiva dos operadores de migração nos permitiu escolher o número adequado de parcelas na expansão de Padé e os coeficientes da expansão que garantem estabilidade à continuação do campo de onda para um ângulo de mergulho máximo prescrito. As implementações foram validadas nos dados Marmousi e no modelo de domo de sal da SEG/EAGE mostrando que refletores com forte mergulho foram corretamente migrados, mesmo na presença de forte variação lateral de velocidade. Esses resultados são comparados com outros métodos de migração baseados na equação da onda unidirecional ressaltando a qualidade da aproximação estudada neste trabalho.

Migração FFD 3D em profundidade usando aproximação de Padé complexa

Implementações dos métodos de migração diferença finita e Fourier (FFD) usam fatoração direcional para acelerar a performance e economizar custo computacional. Entretanto essa técnica introduz anisotropia numérica que podem erroneamente posicionar os refletores em mergulho ao longo das direções em que o não foi aplicado a fatoração no operador de migração. Implementamos a migração FFD 3D, sem usar a técnica do fatoração direcional, no domínio da frequência usando aproximação de Padé complexa. Essa aproximação elimina a anisotropia numérica ao preço de maior custo computacional buscando a solução do campo de onda para um sistema linear de banda larga. Experimentos numéricos, tanto no modelo homogêneo e heterogêneo, mostram que a técnica da fatoração direcional produz notáveis erros de posicionamento dos refletores em meios com forte variação lateral de velocidade. Comparamos a performance de resolução do algoritmo de FFD usando o método iterativo gradiente biconjugado estabilizado (BICGSTAB) e o multifrontal massively parallel direct solver (MUMPS). Mostrando que a aproximação de Padé complexa é um eficiente precondicionador para o BICGSTAB, reduzindo o número de iterações em relação a aproximação de Padé real. O método iterativo BICGSTAB é mais eficiente que o método direto MUMPS, quando usamos apenas um termo da expansão de Padé complexa. Para maior ângulo de abertura do operador, mais termos da série são requeridos no operador de migração, e neste caso, a performance do método direto é mais eficiente. A validação do algoritmo e as propriedades da evolução computacional foram avaliadas para a resposta ao impulso do modelo de sal SEG/EAGE.

Numerical solution of the FENE-CR model in complex flows

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Técnica para dedução do modelo algébrico PTT, aplicações e análises numéricas em escoamentos bidimensionais

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Estados de impurezas em semicondutores e nanoesetruturas sob campos externos

Pós-graduação em Ciência e Tecnologia de Materiais - FC

Additional scaled solutions to Richards' equation for infiltration and drainage

Warrick and Hussen developed in the nineties of the last century a method to scale Richards' equation (RE) for similar soils. In this paper, new scaled solutions are added to the method of Warrick and Hussen considering a wider range of soils regardless of their dissimilarity. Gardner-Kozeny hydraulic functions are adopted instead of Brooks-Corey functions used originally by Warrick and Hussen. These functions allow to reduce the dependence of the scaled RE on the soil properties. To evaluate the proposed method (PM), the scaled RE was solved numerically using a finite difference method with a fully implicit scheme. Three cases were considered: constant-head infiltration, constant-flux infiltration, and drainage of an initially uniform wet soil. The results for five texturally different soils ranging from sand to clay (adopted from the literature) showed that the scaled solutions were invariant to a satisfactory degree. However, slight deviations were observed mainly for the sandy soil. Moreover, the scaled solutions deviated when the soil profile was initially wet in the infiltration case or when deeply wet in the drainage condition. Based on the PM, a Philip-type model was also developed to approximate RE solutions for the constant-head infiltration. The model showed a good agreement with the scaled RE for the same range of soils and conditions, however only for Gardner-Kozeny soils. Such a procedure reduces numerical calculations and provides additional opportunities for solving the highly nonlinear RE for unsaturated water flow in soils. (C) 2011 Elsevier B.V. All rights reserved.

Application of the log-conformation tensor to three-dimensional time-dependent free surface flows

The numerical simulation of flows of highly elastic fluids has been the subject of intense research over the past decades with important industrial applications. Therefore, many efforts have been made to improve the convergence capabilities of the numerical methods employed to simulate viscoelastic fluid flows. An important contribution for the solution of the High-Weissenberg Number Problem has been presented by Fattal and Kupferman [J. Non-Newton. Fluid. Mech. 123 (2004) 281-285] who developed the matrix-logarithm of the conformation tensor technique, henceforth called log-conformation tensor. Its advantage is a better approximation of the large growth of the stress tensor that occur in some regions of the flow and it is doubly beneficial in that it ensures physically correct stress fields, allowing converged computations at high Weissenberg number flows. In this work we investigate the application of the log-conformation tensor to three-dimensional unsteady free surface flows. The log-conformation tensor formulation was applied to solve the Upper-Convected Maxwell (UCM) constitutive equation while the momentum equation was solved using a finite difference Marker-and-Cell type method. The resulting developed code is validated by comparing the log-conformation results with the analytic solution for fully developed pipe flows. To illustrate the stability of the log-conformation tensor approach in solving three-dimensional free surface flows, results from the simulation of the extrudate swell and jet buckling phenomena of UCM fluids at high Weissenberg numbers are presented. (C) 2012 Elsevier B.V. All rights reserved.

Numerical assessment of stability of interface discontinuous finite element pressure spaces

The stability of two recently developed pressure spaces has been assessed numerically: The space proposed by Ausas et al. [R.F. Ausas, F.S. Sousa, G.C. Buscaglia, An improved finite element space for discontinuous pressures, Comput. Methods Appl. Mech. Engrg. 199 (2010) 1019-1031], which is capable of representing discontinuous pressures, and the space proposed by Coppola-Owen and Codina [A.H. Coppola-Owen, R. Codina, Improving Eulerian two-phase flow finite element approximation with discontinuous gradient pressure shape functions, Int. J. Numer. Methods Fluids, 49 (2005) 1287-1304], which can represent discontinuities in pressure gradients. We assess the stability of these spaces by numerically computing the inf-sup constants of several meshes. The inf-sup constant results as the solution of a generalized eigenvalue problems. Both spaces are in this way confirmed to be stable in their original form. An application of the same numerical assessment tool to the stabilized equal-order P-1/P-1 formulation is then reported. An interesting finding is that the stabilization coefficient can be safely set to zero in an arbitrary band of elements without compromising the formulation's stability. An analogous result is also reported for the mini-element P-1(+)/P-1 when the velocity bubbles are removed in an arbitrary band of elements. (C) 2012 Elsevier B.V. All rights reserved.

Black-scholes type equations

In this work we are concerned with the analysis and numerical solution of Black-Scholes type equations arising in the modeling of incomplete financial markets and an inverse problem of determining the local volatility function in a generalized Black-Scholes model from observed option prices. In the first chapter a fully nonlinear Black-Scholes equation which models transaction costs arising in option pricing is discretized by a new high order compact scheme. The compact scheme is proved to be unconditionally stable and non-oscillatory and is very efficient compared to classical schemes. Moreover, it is shown that the finite difference solution converges locally uniformly to the unique viscosity solution of the continuous equation. In the next chapter we turn to the calibration problem of computing local volatility functions from market data in a generalized Black-Scholes setting. We follow an optimal control approach in a Lagrangian framework. We show the existence of a global solution and study first- and second-order optimality conditions. Furthermore, we propose an algorithm that is based on a globalized sequential quadratic programming method and a primal-dual active set strategy, and present numerical results. In the last chapter we consider a quasilinear parabolic equation with quadratic gradient terms, which arises in the modeling of an optimal portfolio in incomplete markets. The existence of weak solutions is shown by considering a sequence of approximate solutions. The main difficulty of the proof is to infer the strong convergence of the sequence. Furthermore, we prove the uniqueness of weak solutions under a smallness condition on the derivatives of the covariance matrices with respect to the solution, but without additional regularity assumptions on the solution. The results are illustrated by a numerical example.

Renormalization of fermion mixing

Precision measurements of phenomena related to fermion mixing require the inclusion of higher order corrections in the calculation of corresponding theoretical predictions. For this, a complete renormalization scheme for models that allow for fermion mixing is highly required. The correct treatment of unstable particles makes this task difficult and yet, no satisfactory and general solution can be found in the literature. In the present work, we study the renormalization of the fermion Lagrange density with Dirac and Majorana particles in models that involve mixing. The first part of the thesis provides a general renormalization prescription for the Lagrangian, while the second one is an application to specific models. In a general framework, using the on-shell renormalization scheme, we identify the physical mass and the decay width of a fermion from its full propagator. The so-called wave function renormalization constants are determined such that the subtracted propagator is diagonal on-shell. As a consequence of absorptive parts in the self-energy, the constants that are supposed to renormalize the incoming fermion and the outgoing antifermion are different from the ones that should renormalize the outgoing fermion and the incoming antifermion and not related by hermiticity, as desired. Instead of defining field renormalization constants identical to the wave function renormalization ones, we differentiate the two by a set of finite constants. Using the additional freedom offered by this finite difference, we investigate the possibility of defining field renormalization constants related by hermiticity. We show that for Dirac fermions, unless the model has very special features, the hermiticity condition leads to ill-defined matrix elements due to self-energy corrections of external legs. In the case of Majorana fermions, the constraints for the model are less restrictive. Here one might have a better chance to define field renormalization constants related by hermiticity. After analysing the complete renormalized Lagrangian in a general theory including vector and scalar bosons with arbitrary renormalizable interactions, we consider two specific models: quark mixing in the electroweak Standard Model and mixing of Majorana neutrinos in the seesaw mechanism. A counter term for fermion mixing matrices can not be fixed by only taking into account self-energy corrections or fermion field renormalization constants. The presence of unstable particles in the theory can lead to a non-unitary renormalized mixing matrix or to a gauge parameter dependence in its counter term. Therefore, we propose to determine the mixing matrix counter term by fixing the complete correction terms for a physical process to experimental measurements. As an example, we calculate the decay rate of a top quark and of a heavy neutrino. We provide in each of the chosen models sample calculations that can be easily extended to other theories.

Analysis of optimal control problems for the incompressible MHD equations and implementation in a finite element multiphysics code

This thesis deals with the study of optimal control problems for the incompressible Magnetohydrodynamics (MHD) equations. Particular attention to these problems arises from several applications in science and engineering, such as fission nuclear reactors with liquid metal coolant and aluminum casting in metallurgy. In such applications it is of great interest to achieve the control on the fluid state variables through the action of the magnetic Lorentz force. In this thesis we investigate a class of boundary optimal control problems, in which the flow is controlled through the boundary conditions of the magnetic field. Due to their complexity, these problems present various challenges in the definition of an adequate solution approach, both from a theoretical and from a computational point of view. In this thesis we propose a new boundary control approach, based on lifting functions of the boundary conditions, which yields both theoretical and numerical advantages. With the introduction of lifting functions, boundary control problems can be formulated as extended distributed problems. We consider a systematic mathematical formulation of these problems in terms of the minimization of a cost functional constrained by the MHD equations. The existence of a solution to the flow equations and to the optimal control problem are shown. The Lagrange multiplier technique is used to derive an optimality system from which candidate solutions for the control problem can be obtained. In order to achieve the numerical solution of this system, a finite element approximation is considered for the discretization together with an appropriate gradient-type algorithm. A finite element object-oriented library has been developed to obtain a parallel and multigrid computational implementation of the optimality system based on a multiphysics approach. Numerical results of two- and three-dimensional computations show that a possible minimum for the control problem can be computed in a robust and accurate manner.

Diskontinuierliche Galerkin-Verfahren für die operationelle Wettervorhersage

In dieser Arbeit wird ein neuer Dynamikkern entwickelt und in das bestehendernnumerische Wettervorhersagesystem COSMO integriert. Für die räumlichernDiskretisierung werden diskontinuierliche Galerkin-Verfahren (DG-Verfahren)rnverwendet, für die zeitliche Runge-Kutta-Verfahren. Hierdurch ist ein Verfahrenrnhoher Ordnung einfach zu realisieren und es sind lokale Erhaltungseigenschaftenrnder prognostischen Variablen gegeben. Der hier entwickelte Dynamikkern verwendetrngeländefolgende Koordinaten in Erhaltungsform für die Orographiemodellierung undrnkoppelt das DG-Verfahren mit einem Kessler-Schema für warmen Niederschlag. Dabeirnwird die Fallgeschwindigkeit des Regens, nicht wie üblich implizit imrnKessler-Schema diskretisiert, sondern explizit im Dynamikkern. Hierdurch sindrndie Zeitschritte der Parametrisierung für die Phasenumwandlung des Wassers undrnfür die Dynamik vollständig entkoppelt, wodurch auch sehr große Zeitschritte fürrndie Parametrisierung verwendet werden können. Die Kopplung ist sowohl fürrnOperatoraufteilung, als auch für Prozessaufteilung realisiert.rnrnAnhand idealisierter Testfälle werden die Konvergenz und die globalenrnErhaltungseigenschaften des neu entwickelten Dynamikkerns validiert. Die Massernwird bis auf Maschinengenauigkeit global erhalten. Mittels Bergüberströmungenrnwird die Orographiemodellierung validiert. Die verwendete Kombination ausrnDG-Verfahren und geländefolgenden Koordinaten ermöglicht die Behandlung vonrnsteileren Bergen, als dies mit dem auf Finite-Differenzenverfahren-basierendenrnDynamikkern von COSMO möglich ist. Es wird gezeigt, wann die vollernTensorproduktbasis und wann die Minimalbasis vorteilhaft ist. Die Größe desrnEinflusses auf das Simulationsergebnis der Verfahrensordnung, desrnParametrisierungszeitschritts und der Aufteilungsstrategie wirdrnuntersucht. Zuletzt wird gezeigt dass bei gleichem Zeitschritt die DG-Verfahrenrnaufgrund der besseren Skalierbarkeit in der Laufzeit konkurrenzfähig zurnFinite-Differenzenverfahren sind.

Optical properties of a nanomatch-like plasmonic structure

The optical properties of a match-like plasmonic nanostructure are numerically investigated using full-wave finite-difference time-domain analysis in conjunction with dispersive material models. This work is mainly motivated by the developed technique enabling reproducible fabrication of nanomatch structures as well as the growing applications that utilize the localized field enhancement in plasmonic nanostructures. Our research revealed that due to the pronounced field enhancement and larger resonance tunabilities, some nanomatch topologies show potentials for various applications in the field of, e.g., sensing as well as a novel scheme for highly reproducible tips in scanning near field optical microscopy, among others. Despite the additional degrees of freedom that are offered by the composite nature of the proposed nanomatch topology, the paper also reflects on a fundamental complication intrinsic to the material interfaces especially in the nanoscale: stoichiometric mixing. We conclude that the specificity in material modeling will become a significant issue in future research on functionalized composite nanostructures.

Maximum principle preserving high order schemes for convection-dominated diffusion equations

The maximum principle is an important property of solutions to PDE. Correspondingly, it's of great interest for people to design a high order numerical scheme solving PDE with this property maintained. In this thesis, our particular interest is solving convection-dominated diffusion equation. We first review a nonconventional maximum principle preserving(MPP) high order finite volume(FV) WENO scheme, and then propose a new parametrized MPP high order finite difference(FD) WENO framework, which is generalized from the one solving hyperbolic conservation laws. A formal analysis is presented to show that a third order finite difference scheme with this parametrized MPP flux limiters maintains the third order accuracy without extra CFL constraint when the low order monotone flux is chosen appropriately. Numerical tests in both one and two dimensional cases are performed on the simulation of the incompressible Navier-Stokes equations in vorticity stream-function formulation and several other problems to show the effectiveness of the proposed method.

A numerical model for inert gas transport in the lung based on fractal airway morphology

Patients suffering from cystic fibrosis (CF) show thick secretions, mucus plugging and bronchiectasis in bronchial and alveolar ducts. This results in substantial structural changes of the airway morphology and heterogeneous ventilation. Disease progression and treatment effects are monitored by so-called gas washout tests, where the change in concentration of an inert gas is measured over a single or multiple breaths. The result of the tests based on the profile of the measured concentration is a marker for the severity of the ventilation inhomogeneity strongly affected by the airway morphology. However, it is hard to localize underlying obstructions to specific parts of the airways, especially if occurring in the lung periphery. In order to support the analysis of lung function tests (e.g. multi-breath washout), we developed a numerical model of the entire airway tree, coupling a lumped parameter model for the lung ventilation with a 4th-order accurate finite difference model of a 1D advection-diffusion equation for the transport of an inert gas. The boundary conditions for the flow problem comprise the pressure and flow profile at the mouth, which is typically known from clinical washout tests. The natural asymmetry of the lung morphology is approximated by a generic, fractal, asymmetric branching scheme which we applied for the conducting airways. A conducting airway ends when its dimension falls below a predefined limit. A model acinus is then connected to each terminal airway. The morphology of an acinus unit comprises a network of expandable cells. A regional, linear constitutive law describes the pressure-volume relation between the pleural gap and the acinus. The cyclic expansion (breathing) of each acinus unit depends on the resistance of the feeding airway and on the flow resistance and stiffness of the cells themselves. Special care was taken in the development of a conservative numerical scheme for the gas transport across bifurcations, handling spatially and temporally varying advective and diffusive fluxes over a wide range of scales. Implicit time integration was applied to account for the numerical stiffness resulting from the discretized transport equation. Local or regional modification of the airway dimension, resistance or tissue stiffness are introduced to mimic pathological airway restrictions typical for CF. This leads to a more heterogeneous ventilation of the model lung. As a result the concentration in some distal parts of the lung model remains increased for a longer duration. The inert gas concentration at the mouth towards the end of the expirations is composed of gas from regions with very different washout efficiency. This results in a steeper slope of the corresponding part of the washout profile.