The composite Euler method for stiff stochastic differential equations

In this paper we present the composite Euler method for the strong solution of stochastic differential equations driven by d-dimensional Wiener processes. This method is a combination of the semi-implicit Euler method and the implicit Euler method. At each step either the semi-implicit Euler method or the implicit Euler method is used in order to obtain better stability properties. We give criteria for selecting the semi-implicit Euler method or the implicit Euler method. For the linear test equation, the convergence properties of the composite Euler method depend on the criteria for selecting the methods. Numerical results suggest that the convergence properties of the composite Euler method applied to nonlinear SDEs is the same as those applied to linear equations. The stability properties of the composite Euler method are shown to be far superior to those of the Euler methods, and numerical results show that the composite Euler method is a very promising method. (C) 2001 Elsevier Science B.V. All rights reserved.

Notes on Newton-Euler formulation of robotic manipulators

The equations corresponding to Newton-Euler iterative method for the determination of forces and moments acting on the rigid links of a robotic manipulator are given a new treatment using composed vectors for the representation of both kinematical and dynamical quantities. It is shown that Lagrange equations for the motion of a holonomic system are easily found from the composed vectors defined in this note. Application to a simple model of an industrial robot shows that the method developed in these notes is efficient in solving the dynamics of a robotic manipulator. An example is developed, where it is seen that with the application of appropriate control moments applied to each arm of the robot, starting from a given initial position, it is possible to reach equilibrium in a final pre-assigned position.

Simulação numérica do comportamento dinâmico de uma laje

Nesta dissertação pretende-se simular o comportamento dinâmico de uma laje de betão armado aplicando o Método de Elementos Finitos através da sua implementação no programa FreeFEM++. Este programa permite-nos a análise do modelo matemático tridimensional da Teoria da Elasticidade Linear, englobando a Equação de Equilíbrio, Equação de Compatibilidade e Relações Constitutivas. Tratando-se de um problema dinâmico é necessário recorrer a métodos numéricos de Integração Directa de modo a obter a resposta em termos de deslocamento ao longo do tempo. Para este trabalho escolhemos o Método de Newmark e o Método de Euler para a discretização temporal, um pela sua popularidade e o outro pela sua simplicidade de implementação. Os resultados obtidos pelo FreeFEM++ são validados através da comparação com resultados adquiridos a partir do SAP2000 e de Soluções Teóricas, quando possível.

Decision methods applied to solve a safety problem on a waste treatment facility

To solve a health and safety problem on a waste treatment facility, different multicriteria decision methods were used, including the PROV Exponential decision method. Four alternatives and ten attributes were considered. We found a congruent solution, validated by the different methods. The AHP and the PROV Exponential decision method led us to the same options ordering, but the last method reinforced one of the options as being the best performing one, and detached the least performing option. Also, the ELECTRE I method results led to the same ordering which allowed to point the best solution with reasonable confidence. This paper demonstrates the potential of using multicriteria decision methods to support decision making on complex problems such as risk control and accidents prevention.

Forecasting time series combining Holt-Winters and bootstrap approaches

Publicado em "AIP Conference Proceedings", Vol. 1648

Integration methods in dynamic analysis

"Series title: Springerbriefs in applied sciences and technology, ISSN 2191-530X"

Convergence of the mass-transport steepest descent scheme for the sub-critical Patlak-Keller-Segel model

Variational steepest descent approximation schemes for the modified Patlak-Keller-Segel equation with a logarithmic interaction kernel in any dimension are considered. We prove the convergence of the suitably interpolated in time implicit Euler scheme, defined in terms of the Euclidean Wasserstein distance, associated to this equation for sub-critical masses. As a consequence, we recover the recent result about the global in time existence of weak-solutions to the modified Patlak-Keller-Segel equation for the logarithmic interaction kernel in any dimension in the sub-critical case. Moreover, we show how this method performs numerically in one dimension. In this particular case, this numerical scheme corresponds to a standard implicit Euler method for the pseudo-inverse of the cumulative distribution function. We demonstrate its capabilities to reproduce easily without the need of mesh-refinement the blow-up of solutions for super-critical masses.

Étude numérique des origines hémodynamiques des oscillations dans des réseaux de capillaires

En simulant l’écoulement du sang dans un réseau de capillaires (en l’absence de contrôle biologique), il est possible d’observer la présence d’oscillations de certains paramètres comme le débit volumique, la pression et l’hématocrite (volume des globules rouges par rapport au volume du sang total). Ce comportement semble être en concordance avec certaines expériences in vivo. Malgré cet accord, il faut se demander si les fluctuations observées lors des simulations de l’écoulement sont physiques, numériques ou un artefact de modèles irréalistes puisqu’il existe toujours des différences entre des modélisations et des expériences in vivo. Pour répondre à cette question de façon satisfaisante, nous étudierons et analyserons l’écoulement du sang ainsi que la nature des oscillations observées dans quelques réseaux de capillaires utilisant un modèle convectif et un modèle moyenné pour décrire les équations de conservation de masse des globules rouges. Ces modèles tiennent compte de deux effets rhéologiques importants : l’effet Fåhraeus-Lindqvist décrivant la viscosité apparente dans un vaisseau et l’effet de séparation de phase schématisant la distribution des globules rouges aux points de bifurcation. Pour décrire ce dernier effet, deux lois de séparation de phase (les lois de Pries et al. et de Fenton et al.) seront étudiées et comparées. Dans ce mémoire, nous présenterons une description du problème physiologique (rhéologie du sang). Nous montrerons les modèles mathématiques employés (moyenné et convectif) ainsi que les lois de séparation de phase (Pries et al. et Fenton et al.) accompagnés d’une analyse des schémas numériques implémentés. Pour le modèle moyenné, nous employons le schéma numérique explicite traditionnel d’Euler ainsi qu’un nouveau schéma implicite qui permet de résoudre ce problème d’une manière efficace. Ceci est fait en utilisant une méthode de Newton- Krylov avec gradient conjugué préconditionné et la méthode de GMRES pour les itérations intérieures ainsi qu’une méthode quasi-Newton (la méthode de Broyden). Cette méthode inclura le schéma implicite d’Euler et la méthode des trapèzes. Pour le schéma convectif, la méthode explicite de Kiani et al. sera implémentée ainsi qu’une nouvelle approche implicite. La stabilité des deux modèles sera également explorée. À l’aide de trois différentes topologies, nous comparerons les résultats de ces deux modèles mathématiques ainsi que les lois de séparation de phase afin de déterminer dans quelle mesure les oscillations observées peuvent être attribuables au choix des modèles mathématiques ou au choix des méthodes numériques.

Numerical Methods for Non-Stationary Stokes Flow

We consider a first order implicit time stepping procedure (Euler scheme) for the non-stationary Stokes equations in smoothly bounded domains of R3. Using energy estimates we can prove optimal convergence properties in the Sobolev spaces Hm(G) (m = 0;1;2) uniformly in time, provided that the solution of the Stokes equations has a certain degree of regularity. For the solution of the resulting Stokes resolvent boundary value problems we use a representation in form of hydrodynamical volume and boundary layer potentials, where the unknown source densities of the latter can be determined from uniquely solvable boundary integral equations’ systems. For the numerical computation of the potentials and the solution of the boundary integral equations a boundary element method of collocation type is used. Some simulations of a model problem are carried out and illustrate the efficiency of the method.

Time Discretization of the SST-generalized Navier-Stokes Equations: Positive and Negative Results

In the theory of the Navier-Stokes equations, the proofs of some basic known results, like for example the uniqueness of solutions to the stationary Navier-Stokes equations under smallness assumptions on the data or the stability of certain time discretization schemes, actually only use a small range of properties and are therefore valid in a more general context. This observation leads us to introduce the concept of SST spaces, a generalization of the functional setting for the Navier-Stokes equations. It allows us to prove (by means of counterexamples) that several uniqueness and stability conjectures that are still open in the case of the Navier-Stokes equations have a negative answer in the larger class of SST spaces, thereby showing that proof strategies used for a number of classical results are not sufficient to affirmatively answer these open questions. More precisely, in the larger class of SST spaces, non-uniqueness phenomena can be observed for the implicit Euler scheme, for two nonlinear versions of the Crank-Nicolson scheme, for the fractional step theta scheme, and for the SST-generalized stationary Navier-Stokes equations. As far as stability is concerned, a linear version of the Euler scheme, a nonlinear version of the Crank-Nicolson scheme, and the fractional step theta scheme turn out to be non-stable in the class of SST spaces. The positive results established in this thesis include the generalization of classical uniqueness and stability results to SST spaces, the uniqueness of solutions (under smallness assumptions) to two nonlinear versions of the Euler scheme, two nonlinear versions of the Crank-Nicolson scheme, and the fractional step theta scheme for general SST spaces, the second order convergence of a version of the Crank-Nicolson scheme, and a new proof of the first order convergence of the implicit Euler scheme for the Navier-Stokes equations. For each convergence result, we provide conditions on the data that guarantee the existence of nonstationary solutions satisfying the regularity assumptions needed for the corresponding convergence theorem. In the case of the Crank-Nicolson scheme, this involves a compatibility condition at the corner of the space-time cylinder, which can be satisfied via a suitable prescription of the initial acceleration.

Numerical Solution of the Upper-Convected Maxwell Model for Three-Dimensional Free Surface Flows

This work presents a finite difference technique for simulating three-dimensional free surface flows governed by the Upper-Convected Maxwell (UCM) constitutive equation. A Marker-and-Cell approach is employed to represent the fluid free surface and formulations for calculating the non-Newtonian stress tensor on solid boundaries are developed. The complete free surface stress conditions are employed. The momentum equation is solved by an implicit technique while the UCM constitutive equation is integrated by the explicit Euler method. The resulting equations are solved by the finite difference method on a 3D-staggered grid. By using an exact solution for fully developed flow inside a pipe, validation and convergence results are provided. Numerical results include the simulation of the transient extrudate swell and the comparison between jet buckling of UCM and Newtonian fluids.

Simulação numérica da interação entre uma nuvem incidente de vórtices e uma aerofólio através do método dos vórtices

The study of aerodynamic loading variations has many engineering applications, including helicopter rotor blades, wind turbines and turbo machinery. This work uses a Vortex Method to make a lagrangian description of the a twodimensional airfoil/ incident wake vortex interaction. The flow is incompressible, newtonian, homogeneus and the Reynolds Number is 5x105 .The airfoil is a NACA 0018 placed a angle of attack of the 0° and 5°simulates with the Painel Method with a constant density vorticity panels and a generation poit is near the painel. The protector layer is created does not permit vortex inside the body. The vortex Lamb convection is realized with the Euler Method (first order) and Adans-Bashforth (second order). The Random Walk Method is used to simulate the diffusion. The circular wake has 366 vortex all over positive or negative vorticity located at different heights with respect to the airfoil chord. The Lift was calculated based in the algorithm created by Ricci (2002). This simulation uses a ready algorithm vatidated with single body does not have a incident wake. The results are compared with a experimental work The comparasion concludes that the experimental results has a good agrement with this papper

Métodos numéricos para resolução de equações diferenciais ordinárias lineares baseados em interpolação por spline

In this work we have elaborated a spline-based method of solution of inicial value problems involving ordinary differential equations, with emphasis on linear equations. The method can be seen as an alternative for the traditional solvers such as Runge-Kutta, and avoids root calculations in the linear time invariant case. The method is then applied on a central problem of control theory, namely, the step response problem for linear EDOs with possibly varying coefficients, where root calculations do not apply. We have implemented an efficient algorithm which uses exclusively matrix-vector operations. The working interval (till the settling time) was determined through a calculation of the least stable mode using a modified power method. Several variants of the method have been compared by simulation. For general linear problems with fine grid, the proposed method compares favorably with the Euler method. In the time invariant case, where the alternative is root calculation, we have indications that the proposed method is competitive for equations of sifficiently high order.

Unicidade e discretização para problemas de valor inicial

This paper has two objectives: (i) conducting a literature search on the criteria of uniqueness of solution for initial value problems of ordinary differential equations. (ii) a modification of the method of Euler that seems to be able to converge to a solution of the problem, if the solution is not unique

O chute com o membro dominante e não dominante realizado com a bola parada e em deslocamento no futsal

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)