A continuously differentiable upwinding scheme for the simulation of fluid flow problems

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

A continuously differentiable upwinding scheme for the simulation of fluid flow problems

This paper deals with the numerical solution of complex fluid dynamics problems using a new bounded high resolution upwind scheme (called SDPUS-C1 henceforth), for convection term discretization. The scheme is based on TVD and CBC stability criteria and is implemented in the context of the finite volume/difference methodologies, either into the CLAWPACK software package for compressible flows or in the Freeflow simulation system for incompressible viscous flows. The performance of the proposed upwind non-oscillatory scheme is demonstrated by solving two-dimensional compressible flow problems, such as shock wave propagation and two-dimensional/axisymmetric incompressible moving free surface flows. The numerical results demonstrate that this new cell-interface reconstruction technique works very well in several practical applications. (C) 2012 Elsevier Inc. All rights reserved.

A comparison of techniques for the reconstruction of leaf surfaces from scanned data

The foliage of a plant performs vital functions. As such, leaf models are required to be developed for modelling the plant architecture from a set of scattered data captured using a scanning device. The leaf model can be used for purely visual purposes or as part of a further model, such as a fluid movement model or biological process. For these reasons, an accurate mathematical representation of the surface and boundary is required. This paper compares three approaches for fitting a continuously differentiable surface through a set of scanned data points from a leaf surface, with a technique already used for reconstructing leaf surfaces. The techniques which will be considered are discrete smoothing D2-splines [R. Arcangeli, M. C. Lopez de Silanes, and J. J. Torrens, Multidimensional Minimising Splines, Springer, 2004.], the thin plate spline finite element smoother [S. Roberts, M. Hegland, and I. Altas, Approximation of a Thin Plate Spline Smoother using Continuous Piecewise Polynomial Functions, SIAM, 1 (2003), pp. 208--234] and the radial basis function Clough-Tocher method [M. Oqielat, I. Turner, and J. Belward, A hybrid Clough-Tocher method for surface fitting with application to leaf data., Appl. Math. Modelling, 33 (2009), pp. 2582-2595]. Numerical results show that discrete smoothing D2-splines produce reconstructed leaf surfaces which better represent the original physical leaf.

Solving MPCC problem with the hyperbolic penalty function

The main goal of this work is to solve mathematical program with complementarity constraints (MPCC) using nonlinear programming techniques (NLP). An hyperbolic penalty function is used to solve MPCC problems by including the complementarity constraints in the penalty term. This penalty function [1] is twice continuously differentiable and combines features of both exterior and interior penalty methods. A set of AMPL problems from MacMPEC [2] are tested and a comparative study is performed.

Aversion Analysis

In this paper : a) the consumer’s problem is studied over two periods, the second one involving S states, and the consumer being endowed with S+1 incomes and having access to N financial assets; b) the consumer is then representable by a continuously differentiable system of demands, commodity demands, asset demands and desirabilities of incomes (the S+1 Lagrange multiplier of the S+1 constraints); c) the multipliers can be transformed into subjective Arrow prices; d) the effects of the various incomes on these Arrow prices decompose into a compensation effect (an Antonelli matrix) and a wealth effect; e) the Antonelli matrix has rank S-N, the dimension of incompleteness, if the consumer can financially adjust himself when facing income shocks; f) the matrix has rank S, if not; g) in the first case, the matrix represents a residual aversion; in the second case, a fundamental aversion; the difference between them is an aversion to illiquidity; this last relation corresponds to the Drèze-Modigliani decomposition (1972); h) the fundamental aversion decomposes also into an aversion to impatience and a risk aversion; i) the above decompositions span a third decomposition; if there exists a sure asset (to be defined, the usual definition being too specific), the fundamental aversion admits a three-component decomposition, an aversion to impatience, a residual aversion and an aversion to the illiquidity of risky assets; j) the formulas of the corresponding financial premiums are also presented.

DAMPED WAVE EQUATIONS WITH FAST GROWING DISSIPATIVE NONLINEARITIES

Let a > 0, Omega subset of R(N) be a bounded smooth domain and - A denotes the Laplace operator with Dirichlet boundary condition in L(2)(Omega). We study the damped wave problem {u(tt) + au(t) + Au - f(u), t > 0, u(0) = u(0) is an element of H(0)(1)(Omega), u(t)(0) = v(0) is an element of L(2)(Omega), where f : R -> R is a continuously differentiable function satisfying the growth condition vertical bar f(s) - f (t)vertical bar <= C vertical bar s - t vertical bar(1 + vertical bar s vertical bar(rho-1) + vertical bar t vertical bar(rho-1)), 1 < rho < (N - 2)/(N + 2), (N >= 3), and the dissipativeness condition limsup(vertical bar s vertical bar ->infinity) s/f(s) < lambda(1) with lambda(1) being the first eigenvalue of A. We construct the global weak solutions of this problem as the limits as eta -> 0(+) of the solutions of wave equations involving the strong damping term 2 eta A(1/2)u with eta > 0. We define a subclass LS subset of C ([0, infinity), L(2)(Omega) x H(-1)(Omega)) boolean AND L(infinity)([0, infinity), H(0)(1)(Omega) x L(2)(Omega)) of the `limit` solutions such that through each initial condition from H(0)(1)(Omega) x L(2)(Omega) passes at least one solution of the class LS. We show that the class LS has bounded dissipativeness property in H(0)(1)(Omega) x L(2)(Omega) and we construct a closed bounded invariant subset A of H(0)(1)(Omega) x L(2)(Omega), which is weakly compact in H(0)(1)(Omega) x L(2)(Omega) and compact in H({I})(s)(Omega) x H(s-1)(Omega), s is an element of [0, 1). Furthermore A attracts bounded subsets of H(0)(1)(Omega) x L(2)(Omega) in H({I})(s)(Omega) x H(s-1)(Omega), for each s is an element of [0, 1). For N = 3, 4, 5 we also prove a local uniqueness result for the case of smooth initial data.

Billiards in a General Domain with Random Reflections

We study stochastic billiards on general tables: a particle moves according to its constant velocity inside some domain D R(d) until it hits the boundary and bounces randomly inside, according to some reflection law. We assume that the boundary of the domain is locally Lipschitz and almost everywhere continuously differentiable. The angle of the outgoing velocity with the inner normal vector has a specified, absolutely continuous density. We construct the discrete time and the continuous time processes recording the sequence of hitting points on the boundary and the pair location/velocity. We mainly focus on the case of bounded domains. Then, we prove exponential ergodicity of these two Markov processes, we study their invariant distribution and their normal (Gaussian) fluctuations. Of particular interest is the case of the cosine reflection law: the stationary distributions for the two processes are uniform in this case, the discrete time chain is reversible though the continuous time process is quasi-reversible. Also in this case, we give a natural construction of a chord ""picked at random"" in D, and we study the angle of intersection of the process with a (d - 1) -dimensional manifold contained in D.

Inada conditions imply that production function must be asymptotically Cobb-Douglas

We show that every twice-continuously differentiable and strictly concave function f : R+ → R+ can be bracketed between two C.E.S. functions at each open interval. In particular, for the Inada conditions to hold, a production function must be asymptotically Cobb-Douglas.

A C2-continuous high-resolution upwind convection scheme

A bounded upwinding scheme for numerical solution of hyperbolic conservation laws and Navier-Stokes equations is presented. The scheme is based on convection boundedness criterion and total variation diminishing stability criteria and developed by employing continuously differentiable functions. The accuracy of the scheme is verified by assessing the error and observed convergence rate on 1-D benchmark test cases. A comparative study between the new scheme and conventional total variation diminishing/convection boundedness criterion-based upwind schemes to solve standard nonlinear hyperbolic conservation laws is also accomplished. The scheme is then examined in the simulation of Newtonian and non-Newtonian fluid flows of increasing complexity; a satisfactory agreement has been observed in terms of the overall behavior. Finally, the scheme is used to study the hydrodynamics of a gas-solid flow in a bubbling fluidized bed. © 2013 John Wiley & Sons, Ltd.

Condições de otimidade para problemas de controle ótimo com condições de contorno funcionais

Pós-graduação em Matemática - IBILCE

Differentiability of bizonal positive definite kernels on complex spheres

We prove that any continuous function with domain {z ∈ C: |z| ≤ 1} that generates a bizonal positive definite kernel on the unit sphere in 'C POT.Q' , q ⩾ 3, is continuously differentiable in {z ∈ C: |z| < 1} up to order q − 2, with respect to both z and 'Z BARRA'. In particular, the partial derivatives of the function with respect to x = Re z and y = Im z exist and are continuous in {z ∈ C: |z| < 1} up to the same order.

Über die Existenz invarianter Tori in Hamiltonschen Systemen, die bis auf eine endlich oft differenzierbare Störung analytisch und integrabel sind

Es wird die Existenz invarianter Tori in Hamiltonschen Systemen bewiesen, die bis auf eine 2n-mal stetig differenzierbare Störung analytisch und integrabel sind, wobei n die Anzahl der Freiheitsgrade bezeichnet. Dabei wird vorausgesetzt, dass die Stetigkeitsmodule der 2n-ten partiellen Ableitungen der Störung einer Endlichkeitsbedingung (Integralbedingung) genügen, welche die Hölderbedingung verallgemeinert. Bisher konnte die Existenz invarianter Tori nur unter der Voraussetzung bewiesen werden, dass die 2n-ten Ableitungen der Störung hölderstetig sind.

Cauchy Problem for Differential Equation with Caputo Derivative

The paper is devoted to the study of the Cauchy problem for a nonlinear differential equation of complex order with the Caputo fractional derivative. The equivalence of this problem and a nonlinear Volterra integral equation in the space of continuously differentiable functions is established. On the basis of this result, the existence and uniqueness of the solution of the considered Cauchy problem is proved. The approximate-iterative method by Dzjadyk is used to obtain the approximate solution of this problem. Two numerical examples are given.

A preliminary investigation of the role of the Phenylalynine: Tyrosine Ratio in children with early and continuously treated phenylketonuria : toward identification of “safe” levels

Children with early and continuously treated phenylketonuria (ECT-PKU) remain at risk of developing executive function (EF) deficits. There is some evidence that a high phenylalanine to tyrosine ratio (phe:tyr) is more strongly associated with impaired EF development than high phenylalanine alone. This study examined EF in a sample of 11 adolescents against concurrent and historical levels of phenylalanine, phe:tyr, and tyrosine. Lifetime measures of phe:tyr were more strongly associated with EF than phenylalanine-only measures. Children with a lifetime phe:tyr less than 6 demonstrated normal EF, whereas children who had a lifetime phe:tyr above 6, on average, demonstrated clinically impaired EF.

Tyrosine monitoring in children with early and continuously treated phenylketonuria: Results of an international practice survey

Investigations into the biochemical markers associated with executive function (EF) impairment in children with early and continuously treated phenylketonuria (ECT-PKU) remain largely phenylalanine-only focused, despite experimental data showing that a high phenylalanine:tyrosine (phe:tyr) ratio is more strongly associated with EF deficit than phe alone. A high phe:tyr ratio is hypothesized to lead to a reduction in dopamine synthesis within the brain, which in turn results in the development of EF impairment. This paper provides a snapshot of current practice in the monitoring and/or treatment of tyrosine levels in children with PKU, across 12 countries from Australasia, North America and Europe. Tyrosine monitoring in this population has increased over the last 5 years, with over 80% of clinics surveyed reporting routine monitoring of tyrosine levels in infancy alongside phe levels. Twenty-five percent of clinics surveyed reported actively treating/managing tyrosine levels (with supplemental tyrosine above that contained in PKU formulas) to ensure tyrosine levels remain within normal ranges. Anecdotally, supplemental tyrosine has been reported to ameliorate symptoms of both attention deficit hyperactivity disorder and depression in this population. EF assessment of children with ECT-PKU was likewise highly variable, with 50% of clinics surveyed reporting routine assessments of intellectual function. However when function was assessed, test instruments chosen tended towards global measures of IQ prior to school entry, rather than specific assessment of EF development. Further investigation of the role of tyrosine and its relationship with phe and EF development is needed to establish whether routine tyrosine monitoring and increased supplementation is recommended.