The problem of the spreading of a liquid film along a solid surface: A new mathematical formulation

A new mathematical model is proposed for the spreading of a liquid film on a solid surface. The model is based on the standard lubrication approximation for gently sloping films (with the no-slip condition for the fluid at the solid surface) in the major part of the film where it is not too thin. In the remaining and relatively small regions near the contact lines it is assumed that the so-called autonomy principle holds—i.e., given the material components, the external conditions, and the velocity of the contact lines along the surface, the behavior of the fluid is identical for all films. The resulting mathematical model is formulated as a free boundary problem for the classical fourth-order equation for the film thickness. A class of self-similar solutions to this free boundary problem is considered.

A mathematical framework for finite strain elastoplastic consolidation. Part 1: Balance laws, variational formulation, and linearization

A mathematical formulation for finite strain elasto plastic consolidation of fully saturated soil media is presented. Strong and weak forms of the boundary-value problem are derived using both the material and spatial descriptions. The algorithmic treatment of finite strain elastoplasticity for the solid phase is based on multiplicative decomposition and is coupled with the algorithm for fluid flow via the Kirchhoff pore water pressure. Balance laws are written for the soil-water mixture following the motion of the soil matrix alone. It is shown that the motion of the fluid phase only affects the Jacobian of the solid phase motion, and therefore can be characterized completely by the motion of the soil matrix. Furthermore, it is shown from energy balance consideration that the effective, or intergranular, stress is the appropriate measure of stress for describing the constitutive response of the soil skeleton since it absorbs all the strain energy generated in the saturated soil-water mixture. Finally, it is shown that the mathematical model is amenable to consistent linearization, and that explicit expressions for the consistent tangent operators can be derived for use in numerical solutions such as those based on the finite element method.

Open-pit block sequencing optimization: A mathematical model and solution technique

This study presents a comprehensive mathematical formulation model for a short-term open-pit mine block sequencing problem, which considers nearly all relevant technical aspects in open-pit mining. The proposed model aims to obtain the optimum extraction sequences of the original-size (smallest) blocks over short time intervals and in the presence of real-life constraints, including precedence relationship, machine capacity, grade requirements, processing demands and stockpile management. A hybrid branch-and-bound and simulated annealing algorithm is developed to solve the problem. Computational experiments show that the proposed methodology is a promising way to provide quantitative recommendations for mine planning and scheduling engineers.

Mathematical models for cellular aggregation: the chemotactic instability and clustering formation

In this thesis we present a mathematical formulation of the interaction between microorganisms such as bacteria or amoebae and chemicals, often produced by the organisms themselves. This interaction is called chemotaxis and leads to cellular aggregation. We derive some models to describe chemotaxis. The first is the pioneristic Keller-Segel parabolic-parabolic model and it is derived by two different frameworks: a macroscopic perspective and a microscopic perspective, in which we start with a stochastic differential equation and we perform a mean-field approximation. This parabolic model may be generalized by the introduction of a degenerate diffusion parameter, which depends on the density itself via a power law. Then we derive a model for chemotaxis based on Cattaneo's law of heat propagation with finite speed, which is a hyperbolic model. The last model proposed here is a hydrodynamic model, which takes into account the inertia of the system by a friction force. In the limit of strong friction, the model reduces to the parabolic model, whereas in the limit of weak friction, we recover a hyperbolic model. Finally, we analyze the instability condition, which is the condition that leads to aggregation, and we describe the different kinds of aggregates we may obtain: the parabolic models lead to clusters or peaks whereas the hyperbolic models lead to the formation of network patterns or filaments. Moreover, we discuss the analogy between bacterial colonies and self gravitating systems by comparing the chemotactic collapse and the gravitational collapse (Jeans instability).

The effect of track defects on the dynamics of wagons under brake-traction torque

Track defects cause profound effects to the stability of railway wagons; normally such problems are modeled for cases of wagons running at constant speed. Brake/traction torque adversely affect the wheel-rail contact characteristics but they are not explicitly considered in most of the wagon-track interaction simulation packages. This research developed a program that can simulate the longitudinal behaviour of railway wagon dynamics under the actions of braking or traction torques. This paper describes the mathematical formulation of modelling of a full wagon system using a fixed coordinate reference system. The effect of both the lateral and the vertical track geometry defects to the dynamics of wagons is reported; sensitivity of traction/brake state is analysed through a series of numerical examples.

Incorporating process variability into stormwater quality modelling

Process variability in pollutant build-up and wash-off generates inherent uncertainty that affects the outcomes of stormwater quality models. Poor characterisation of process variability constrains the accurate accounting of the uncertainty associated with pollutant processes. This acts as a significant limitation to effective decision making in relation to stormwater pollution mitigation. The study undertaken developed three theoretical scenarios based on research findings that variations in particle size fractions <150µm and >150µm during pollutant build-up and wash-off primarily determine the variability associated with these processes. These scenarios, which combine pollutant build-up and wash-off processes that takes place on a continuous timeline, are able to explain process variability under different field conditions. Given the variability characteristics of a specific build-up or wash-off event, the theoretical scenarios help to infer the variability characteristics of the associated pollutant process that follows. Mathematical formulation of the theoretical scenarios enables the incorporation of variability characteristics of pollutant build-up and wash-off processes in stormwater quality models. The research study outcomes will contribute to the quantitative assessment of uncertainty as an integral part of the interpretation of stormwater quality modelling outcomes.

Inverse problem for the wave equation : partial data and novel boundary sources

An inverse problem for the wave equation is a mathematical formulation of the problem to convert measurements of sound waves to information about the wave speed governing the propagation of the waves. This doctoral thesis extends the theory on the inverse problems for the wave equation in cases with partial measurement data and also considers detection of discontinuous interfaces in the wave speed. A possible application of the theory is obstetric sonography in which ultrasound measurements are transformed into an image of the fetus in its mother's uterus. The wave speed inside the body can not be directly observed but sound waves can be produced outside the body and their echoes from the body can be recorded. The present work contains five research articles. In the first and the fifth articles we show that it is possible to determine the wave speed uniquely by using far apart sound sources and receivers. This extends a previously known result which requires the sound waves to be produced and recorded in the same place. Our result is motivated by a possible application to reflection seismology which seeks to create an image of the Earth s crust from recording of echoes stimulated for example by explosions. For this purpose, the receivers can not typically lie near the powerful sound sources. In the second article we present a sound source that allows us to recover many essential features of the wave speed from the echo produced by the source. Moreover, these features are known to determine the wave speed under certain geometric assumptions. Previously known results permitted the same features to be recovered only by sequential measurement of echoes produced by multiple different sources. The reduced number of measurements could increase the number possible applications of acoustic probing. In the third and fourth articles we develop an acoustic probing method to locate discontinuous interfaces in the wave speed. These interfaces typically correspond to interfaces between different materials and their locations are of interest in many applications. There are many previous approaches to this problem but none of them exploits sound sources varying freely in time. Our use of more variable sources could allow more robust implementation of the probing.

Uma Simulação computacional do passeio aleatório simples

Em 1828 foi observado um fenômeno no microscópio em que se visualizava minúsculos grãos de pólen mergulhados em um líquido em repouso que mexiam-se de forma aleatória, desenhando um movimento desordenado. A questão era compreender este movimento. Após cerca de 80 anos, Einstein (1905) desenvolveu uma formulação matemática para explicar este fenômeno, tratado por movimento Browniano, teoria cada vez mais desenvolvida em muitas das áreas do conhecimento, inclusive recentemente em modelagem computacional. Objetiva-se pontuar os pressupostos básicos inerentes ao passeio aleatório simples considerando experimentos com e sem problema de valor de contorno para melhor compreensão ao no uso de algoritmos aplicados a problemas computacionais. Foram explicitadas as ferramentas necessárias para aplicação de modelos de simulação do passeio aleatório simples nas três primeiras dimensões do espaço. O interesse foi direcionado tanto para o passeio aleatório simples como para possíveis aplicações para o problema da ruína do jogador e a disseminação de vírus em rede de computadores. Foram desenvolvidos algoritmos do passeio aleatório simples unidimensional sem e com o problema do valor de contorno na plataforma R. Similarmente, implementados para os espaços bidimensionais e tridimensionais,possibilitando futuras aplicações para o problema da disseminação de vírus em rede de computadores e como motivação ao estudo da Equação do Calor, embora necessita um maior embasamento em conceitos da Física e Probabilidade para dar continuidade a tal aplicação.

A FEniCS-based programming framework for modeling turbulent flow by the Reynolds-averaged Navier-Stokes equations

Finding an appropriate turbulence model for a given flow case usually calls for extensive experimentation with both models and numerical solution methods. This work presents the design and implementation of a flexible, programmable software framework for assisting with numerical experiments in computational turbulence. The framework targets Reynolds-averaged Navier-Stokes models, discretized by finite element methods. The novel implementation makes use of Python and the FEniCS package, the combination of which leads to compact and reusable code, where model- and solver-specific code resemble closely the mathematical formulation of equations and algorithms. The presented ideas and programming techniques are also applicable to other fields that involve systems of nonlinear partial differential equations. We demonstrate the framework in two applications and investigate the impact of various linearizations on the convergence properties of nonlinear solvers for a Reynolds-averaged Navier-Stokes model. © 2011 Elsevier Ltd.

Temporal modelling of short-term rainfall using Cox processes

We study two marked point process models based on the Cox process. These models are used to describe the probabilistic structure of the rainfall intensity process. Mathematical formulation of the models is described and some second-moment characteristics of the rainfall depth, and aggregated processes are considered. The derived second-order properties of the accumulated rainfall amounts at different levels of aggregation are used in order to examine the model fit. A brief data analysis is presented. Copyright © 1998 John Wiley & Sons, Ltd.

Location-routing problems of semi-obnoxious facilities: approaches and decision support

A presente tese resulta de um trabalho de investigação cujo objectivo se centrou no problema de localização-distribuição (PLD) que pretende abordar, de forma integrada, duas actividades logísticas intimamente relacionadas: a localização de equipamentos e a distribuição de produtos. O PLD, nomeadamente a sua modelação matemática, tem sido estudado na literatura, dando origem a diversas aproximações que resultam de diferentes cenários reais. Importa portanto agrupar as diferentes variantes por forma a facilitar e potenciar a sua investigação. Após fazer uma revisão e propor uma taxonomia dos modelos de localização-distribuição, este trabalho foca-se na resolução de alguns modelos considerados como mais representativos. É feita assim a análise de dois dos PLDs mais básicos (os problema capacitados com procura nos nós e nos arcos), sendo apresentadas, para ambos, propostas de resolução. Posteriormente, é abordada a localização-distribuição de serviços semiobnóxios. Este tipo de serviços, ainda que seja necessário e indispensável para o público em geral, dada a sua natureza, exerce um efeito desagradável sobre as comunidades contíguas. Assim, aos critérios tipicamente utilizados na tomada de decisão sobre a localização destes serviços (habitualmente a minimização de custo) é necessário adicionar preocupações que reflectem a manutenção da qualidade de vida das regiões que sofrem o impacto do resultado da referida decisão. A abordagem da localização-distribuição de serviços semiobnóxios requer portanto uma análise multi-objectivo. Esta análise pode ser feita com recurso a dois métodos distintos: não interactivos e interactivos. Ambos são abordados nesta tese, com novas propostas, sendo o método interactivo proposto aplicável a outros problemas de programação inteira mista multi-objectivo. Por último, é desenvolvida uma ferramenta de apoio à decisão para os problemas abordados nesta tese, sendo apresentada a metodologia adoptada e as suas principais funcionalidades. A ferramenta desenvolvida tem grandes preocupações com a interface de utilizador, visto ser direccionada para decisores que tipicamente não têm conhecimentos sobre os modelos matemáticos subjacentes a este tipo de problemas.

Distributed coding for systems with cooperative diversity

O presente trabalho propõe-se a divulgar as mais significativas técnicas de esquemas cooperativos, de forma a ultrapassar alguns dos problemas dos sistemas móveis sem fios da próxima geração, estendendo a área de cobertura destes sistemas, assim como a sua capacidade e fiabilidade. O estudo de diversos esquemas cooperativos é efetuado em termos de capacidade e de taxa de erros, fazendo variar o número de relays e de antenas em cada elemento do sistema. Diversos algoritmos com aplicação em sistemas cooperativos são desenvolvidos e propostos ao longo desta tese, como códigos espaço-frequência aplicados de forma distribuída nos relays, para sistemas baseados na tecnologia OFDM e sob diversos cenários próximos da realidade. Os sistemas cooperativos são particularmente úteis em situações em que o caminho direto entre dois terminais não está acessível ou tem uma fraca qualidade de transmissão. Tendo este aspeto em consideração, e pretendendo ter a máxima eficiência espetral e máxima diversidade, um algoritmo com precodificação é também proposto para múltiplos relays, cada um equipado com uma ou duas antenas. A formulação matemática associada aos algoritmos propostos é apresentada, assim como a derivação da probabilidade de erro teórica. O desempenho dos sistemas assistidos por relays usando os algoritmos propostos é comparado em relação a outros esquemas cooperativos equivalentes e a esquemas não-cooperativos, considerando cenários com diferentes qualidades de canal, daí advindo importantes conclusões em relação a estes sistemas.

Network virtualisation from an operator perspective

Network virtualisation is seen as a promising approach to overcome the so-called “Internet impasse” and bring innovation back into the Internet, by allowing easier migration towards novel networking approaches as well as the coexistence of complementary network architectures on a shared infrastructure in a commercial context. Recently, the interest from the operators and mainstream industry in network virtualisation has grown quite significantly, as the potential benefits of virtualisation became clearer, both from an economical and an operational point of view. In the beginning, the concept has been mainly a research topic and has been materialized in small-scale testbeds and research network environments. This PhD Thesis aims to provide the network operator with a set of mechanisms and algorithms capable of managing and controlling virtual networks. To this end, we propose a framework that aims to allocate, monitor and control virtual resources in a centralized and efficient manner. In order to analyse the performance of the framework, we performed the implementation and evaluation on a small-scale testbed. To enable the operator to make an efficient allocation, in real-time, and on-demand, of virtual networks onto the substrate network, it is proposed a heuristic algorithm to perform the virtual network mapping. For the network operator to obtain the highest profit of the physical network, it is also proposed a mathematical formulation that aims to maximize the number of allocated virtual networks onto the physical network. Since the power consumption of the physical network is very significant in the operating costs, it is important to make the allocation of virtual networks in fewer physical resources and onto physical resources already active. To address this challenge, we propose a mathematical formulation that aims to minimize the energy consumption of the physical network without affecting the efficiency of the allocation of virtual networks. To minimize fragmentation of the physical network while increasing the revenue of the operator, it is extended the initial formulation to contemplate the re-optimization of previously mapped virtual networks, so that the operator has a better use of its physical infrastructure. It is also necessary to address the migration of virtual networks, either for reasons of load balancing or for reasons of imminent failure of physical resources, without affecting the proper functioning of the virtual network. To this end, we propose a method based on cloning techniques to perform the migration of virtual networks across the physical infrastructure, transparently, and without affecting the virtual network. In order to assess the resilience of virtual networks to physical network failures, while obtaining the optimal solution for the migration of virtual networks in case of imminent failure of physical resources, the mathematical formulation is extended to minimize the number of nodes migrated and the relocation of virtual links. In comparison with our optimization proposals, we found out that existing heuristics for mapping virtual networks have a poor performance. We also found that it is possible to minimize the energy consumption without penalizing the efficient allocation. By applying the re-optimization on the virtual networks, it has been shown that it is possible to obtain more free resources as well as having the physical resources better balanced. Finally, it was shown that virtual networks are quite resilient to failures on the physical network.

The effect of redundancy and neutrality in genetic search

An experimental study aimed at assessing the influence of redundancy and neutrality on the performance of an (1+1)-ES evolution strategy modeled using Markov chains and applied to NK fitness landscapes is presented. For the study, two families of redundant binary representations, one non-neutral family which is based on linear transformations and that allows the phenotypic neighborhoods to be designed in a simple and effective way, and the neutral family based on the mathematical formulation of error control codes are used. The results indicate whether redundancy or neutrality affects more strongly the behavior of the algorithm used.