A numerical algorithm for finding solutions of a generalized Nash equilibrium problem

A family of nonempty closed convex sets is built by using the data of the Generalized Nash equilibrium problem (GNEP). The sets are selected iteratively such that the intersection of the selected sets contains solutions of the GNEP. The algorithm introduced by Iusem-Sosa (2003) is adapted to obtain solutions of the GNEP. Finally some numerical experiments are given to illustrate the numerical behavior of the algorithm.

Numerical algorithm for Ginzburg-Landau equations with multiplicative noise: Application to domain growth

We consider stochastic partial differential equations with multiplicative noise. We derive an algorithm for the computer simulation of these equations. The algorithm is applied to study domain growth of a model with a conserved order parameter. The numerical results corroborate previous analytical predictions obtained by linear analysis.

Numerical algorithm for spectroscopic ellipsometry of thick transparent films

We present a numerical method for spectroscopic ellipsometry of thick transparent films. When an analytical expression for the dispersion of the refractive index (which contains several unknown coefficients) is assumed, the procedure is based on fitting the coefficients at a fixed thickness. Then the thickness is varied within a range (according to its approximate value). The final result given by our method is as follows: The sample thickness is considered to be the one that gives the best fitting. The refractive index is defined by the coefficients obtained for this thickness.

A contour-advective semi-lagrangian numerical algorithm for simulating fine-scale conservative dynamical fields

This paper describes a novel numerical algorithm for simulating the evolution of fine-scale conservative fields in layer-wise two-dimensional flows, the most important examples of which are the earth's atmosphere and oceans. the algorithm combines two radically different algorithms, one Lagrangian and the other Eulerian, to achieve an unexpected gain in computational efficiency. The algorithm is demonstrated for multi-layer quasi-geostrophic flow, and results are presented for a simulation of a tilted stratospheric polar vortex and of nearly-inviscid quasi-geostrophic turbulence. the turbulence results contradict previous arguments and simulation results that have suggested an ultimate two-dimensional, vertically-coherent character of the flow. Ongoing extensions of the algorithm to the generally ageostrophic flows characteristic of planetary fluid dynamics are outlined.

A Finite Element Numerical Algorithm for Modelling and Data Fitting in Complex Systems

Numerical modelling methodologies are important by their application to engineering and scientific problems, because there are processes where analytical mathematical expressions cannot be obtained to model them. When the only available information is a set of experimental values for the variables that determine the state of the system, the modelling problem is equivalent to determining the hyper-surface that best fits the data. This paper presents a methodology based on the Galerkin formulation of the finite elements method to obtain representations of relationships that are defined a priori, between a set of variables: y = z(x1, x2,...., xd). These representations are generated from the values of the variables in the experimental data. The approximation, piecewise, is an element of a Sobolev space and has derivatives defined in a general sense into this space. The using of this approach results in the need of inverting a linear system with a structure that allows a fast solver algorithm. The algorithm can be used in a variety of fields, being a multidisciplinary tool. The validity of the methodology is studied considering two real applications: a problem in hydrodynamics and a problem of engineering related to fluids, heat and transport in an energy generation plant. Also a test of the predictive capacity of the methodology is performed using a cross-validation method.

Efficient Legendre spectral tau algorithm for solving two-sided space-time Caputo fractional advection-dispersion equation

In this paper we present the operational matrices of the left Caputo fractional derivative, right Caputo fractional derivative and Riemann–Liouville fractional integral for shifted Legendre polynomials. We develop an accurate numerical algorithm to solve the two-sided space–time fractional advection–dispersion equation (FADE) based on a spectral shifted Legendre tau (SLT) method in combination with the derived shifted Legendre operational matrices. The fractional derivatives are described in the Caputo sense. We propose a spectral SLT method, both in temporal and spatial discretizations for the two-sided space–time FADE. This technique reduces the two-sided space–time FADE to a system of algebraic equations that simplifies the problem. Numerical results carried out to confirm the spectral accuracy and efficiency of the proposed algorithm. By selecting relatively few Legendre polynomial degrees, we are able to get very accurate approximations, demonstrating the utility of the new approach over other numerical methods.

Three-dimensional hydrodynamic numerical modelling of fold nappe formation, basement-cover deformation and slab detachment with applications to the helvetic nappe system (W Switzerland)

Many three-dimensional (3-D) structures in rock, which formed during the deformation of the Earth's crust and lithosphere, are controlled by a difference in mechanical strength between rock units and are often the result of a geometrical instability. Such structures are, for example, folds, pinch-and-swell structures (due to necking) or cuspate-lobate structures (mullions). These struc-tures occur from the centimeter to the kilometer scale and the related deformation processes con-trol the formation of, for example, fold-and-thrust belts and extensional sedimentary basins or the deformation of the basement-cover interface. The 2-D deformation processes causing these structures are relatively well studied, however, several processes during large-strain 3-D defor-mation are still incompletely understood. One of these 3-D processes is the lateral propagation of these structures, such as fold and cusp propagation in a direction orthogonal to the shortening direction or neck propagation in direction orthogonal to the extension direction. Especially, we are interested in fold nappes which are recumbent folds with amplitudes usually exceeding 10 km and they have been presumably formed by ductile shearing. They often exhibit a constant sense of shearing and a non-linear increase of shear strain towards their overturned limb. The fold axes of the Morcles fold nappe in western Switzerland plunges to the ENE whereas the fold axes in the more eastern Doldenhorn nappe plunges to the WSW. These opposite plunge direc-tions characterize the Rawil depression (Wildstrubel depression). The Morcles nappe is mainly the result of layer parallel contraction and shearing. During the compression the massive lime-stones were more competent than the surrounding marls and shales, which led to the buckling characteristics of the Morcles nappe, especially in the north-dipping normal limb. The Dolden-horn nappe exhibits only a minor overturned fold limb. There are still no 3-D numerical studies which investigate the fundamental dynamics of the formation of the large-scale 3-D structure including the Morcles and Doldenhorn nappes and the related Rawil depression. We study the 3-D evolution of geometrical instabilities and fold nappe formation with numerical simulations based on the finite element method (FEM). Simulating geometrical instabilities caused by sharp variations of mechanical strength between rock units requires a numerical algorithm that can accurately resolve material interfaces for large differences in material properties (e.g. between limestone and shale) and for large deformations. Therefore, our FE algorithm combines a nu-merical contour-line technique and a deformable Lagrangian mesh with re-meshing. With this combined method it is possible to accurately follow the initial material contours with the FE mesh and to accurately resolve the geometrical instabilities. The algorithm can simulate 3-D de-formation for a visco-elastic rheology. The viscous rheology is described by a power-law flow law. The code is used to study the 3-D fold nappe formation, the lateral propagation of folding and also the lateral propagation of cusps due to initial half graben geometry. Thereby, the small initial geometrical perturbations for folding and necking are exactly followed by the FE mesh, whereas the initial large perturbation describing a half graben is defined by a contour line inter-secting the finite elements. Further, the 3-D algorithm is applied to 3-D viscous nacking during slab detachment. The results from various simulations are compared with 2-D resulats and a 1-D analytical solution. -- On retrouve beaucoup de structures en 3 dimensions (3-D) dans les roches qui ont pour origines une déformation de la lithosphère terrestre. Ces structures sont par exemple des plis, des boudins (pinch-and-swell) ou des mullions (cuspate-lobate) et sont présentés de l'échelle centimétrique à kilométrique. Mécaniquement, ces structures peuvent être expliquées par une différence de résistance entre les différentes unités de roches et sont généralement le fruit d'une instabilité géométrique. Ces différences mécaniques entre les unités contrôlent non seulement les types de structures rencontrées, mais également le type de déformation (thick skin, thin skin) et le style tectonique (bassin d'avant pays, chaîne d'avant pays). Les processus de la déformation en deux dimensions (2-D) formant ces structures sont relativement bien compris. Cependant, lorsque l'on ajoute la troisiéme dimension, plusieurs processus ne sont pas complètement compris lors de la déformation à large échelle. L'un de ces processus est la propagation latérale des structures, par exemple la propagation de plis ou de mullions dans la direction perpendiculaire à l'axe de com-pression, ou la propagation des zones d'amincissement des boudins perpendiculairement à la direction d'extension. Nous sommes particulièrement intéressés les nappes de plis qui sont des nappes de charriage en forme de plis couché d'une amplitude plurikilométrique et étant formées par cisaillement ductile. La plupart du temps, elles exposent un sens de cisaillement constant et une augmentation non linéaire de la déformation vers la base du flanc inverse. Un exemple connu de nappes de plis est le domaine Helvétique dans les Alpes de l'ouest. Une de ces nap-pes est la Nappe de Morcles dont l'axe de pli plonge E-NE tandis que de l'autre côté de la dépression du Rawil (ou dépression du Wildstrubel), la nappe du Doldenhorn (équivalent de la nappe de Morcles) possède un axe de pli plongeant O-SO. La forme particulière de ces nappes est due à l'alternance de couches calcaires mécaniquement résistantes et de couches mécanique-ment faibles constituées de schistes et de marnes. Ces différences mécaniques dans les couches permettent d'expliquer les plissements internes à la nappe, particulièrement dans le flanc inver-se de la nappe de Morcles. Il faut également noter que le développement du flanc inverse des nappes n'est pas le même des deux côtés de la dépression de Rawil. Ainsi la nappe de Morcles possède un important flanc inverse alors que la nappe du Doldenhorn en est presque dépour-vue. A l'heure actuelle, aucune étude numérique en 3-D n'a été menée afin de comprendre la dynamique fondamentale de la formation des nappes de Morcles et du Doldenhorn ainsi que la formation de la dépression de Rawil. Ce travail propose la première analyse de l'évolution 3-D des instabilités géométriques et de la formation des nappes de plis en utilisant des simulations numériques. Notre modèle est basé sur la méthode des éléments finis (FEM) qui permet de ré-soudre avec précision les interfaces entre deux matériaux ayant des propriétés mécaniques très différentes (par exemple entre les couches calcaires et les couches marneuses). De plus nous utilisons un maillage lagrangien déformable avec une fonction de re-meshing (production d'un nouveau maillage). Grâce à cette méthode combinée il nous est possible de suivre avec précisi-on les interfaces matérielles et de résoudre avec précision les instabilités géométriques lors de la déformation de matériaux visco-élastiques décrit par une rhéologie non linéaire (n>1). Nous uti-lisons cet algorithme afin de comprendre la formation des nappes de plis, la propagation latérale du plissement ainsi que la propagation latérale des structures de type mullions causé par une va-riation latérale de la géométrie (p.ex graben). De plus l'algorithme est utilisé pour comprendre la dynamique 3-D de l'amincissement visqueux et de la rupture de la plaque descendante en zone de subduction. Les résultats obtenus sont comparés à des modèles 2-D et à la solution analytique 1-D. -- Viele drei dimensionale (3-D) Strukturen, die in Gesteinen vorkommen und durch die Verfor-mung der Erdkruste und Litosphäre entstanden sind werden von den unterschiedlichen mechani-schen Eigenschaften der Gesteinseinheiten kontrolliert und sind häufig das Resulat von geome-trischen Istabilitäten. Zu diesen strukturen zählen zum Beispiel Falten, Pich-and-swell Struktu-ren oder sogenannte Cusbate-Lobate Strukturen (auch Mullions). Diese Strukturen kommen in verschiedenen Grössenordungen vor und können Masse von einigen Zentimeter bis zu einigen Kilometer aufweisen. Die mit der Entstehung dieser Strukturen verbundenen Prozesse kontrol-lieren die Entstehung von Gerbirgen und Sediment-Becken sowie die Verformung des Kontaktes zwischen Grundgebirge und Stedimenten. Die zwei dimensionalen (2-D) Verformungs-Prozesse die zu den genannten Strukturen führen sind bereits sehr gut untersucht. Einige Prozesse wäh-rend starker 3-D Verformung sind hingegen noch unvollständig verstanden. Einer dieser 3-D Prozesse ist die seitliche Fortpflanzung der beschriebenen Strukturen, so wie die seitliche Fort-pflanzung von Falten und Cusbate-Lobate Strukturen senkrecht zur Verkürzungsrichtung und die seitliche Fortpflanzung von Pinch-and-Swell Strukturen othogonal zur Streckungsrichtung. Insbesondere interessieren wir uns für Faltendecken, liegende Falten mit Amplituden von mehr als 10 km. Faltendecken entstehen vermutlich durch duktile Verscherung. Sie zeigen oft einen konstanten Scherungssinn und eine nicht-lineare zunahme der Scherverformung am überkipp-ten Schenkel. Die Faltenachsen der Morcles Decke in der Westschweiz fallen Richtung ONO während die Faltenachsen der östicher gelegenen Doldenhorn Decke gegen WSW einfallen. Diese entgegengesetzten Einfallrichtungen charakterisieren die Rawil Depression (Wildstrubel Depression). Die Morcles Decke ist überwiegend das Resultat von Verkürzung und Scherung parallel zu den Sedimentlagen. Während der Verkürzung verhielt sich der massive Kalkstein kompetenter als der Umliegende Mergel und Schiefer, was zur Verfaltetung Morcles Decke führ-te, vorallem in gegen Norden eifallenden überkippten Schenkel. Die Doldenhorn Decke weist dagegen einen viel kleineren überkippten Schenkel und eine stärkere Lokalisierung der Verfor-mung auf. Bis heute gibt es keine 3-D numerischen Studien, die die fundamentale Dynamik der Entstehung von grossen stark verformten 3-D Strukturen wie den Morcles und Doldenhorn Decken sowie der damit verbudenen Rawil Depression untersuchen. Wir betrachten die 3-D Ent-wicklung von geometrischen Instabilitäten sowie die Entstehung fon Faltendecken mit Hilfe von numerischen Simulationen basiert auf der Finite Elemente Methode (FEM). Die Simulation von geometrischen Instabilitäten, die aufgrund von Änderungen der Materialeigenschaften zwischen verschiedenen Gesteinseinheiten entstehen, erfortert einen numerischen Algorithmus, der in der Lage ist die Materialgrenzen mit starkem Kontrast der Materialeigenschaften (zum Beispiel zwi-schen Kalksteineinheiten und Mergel) für starke Verfomung genau aufzulösen. Um dem gerecht zu werden kombiniert unser FE Algorithmus eine numerische Contour-Linien-Technik und ein deformierbares Lagranges Netz mit Re-meshing. Mit dieser kombinierten Methode ist es mög-lich den anfänglichen Materialgrenzen mit dem FE Netz genau zu folgen und die geometrischen Instabilitäten genügend aufzulösen. Der Algorithmus ist in der Lage visko-elastische 3-D Ver-formung zu rechnen, wobei die viskose Rheologie mit Hilfe eines power-law Fliessgesetzes beschrieben wird. Mit dem numerischen Algorithmus untersuchen wir die Entstehung von 3-D Faltendecken, die seitliche Fortpflanzung der Faltung sowie der Cusbate-Lobate Strukturen die sich durch die Verkürzung eines mit Sediment gefüllten Halbgraben bilden. Dabei werden die anfänglichen geometrischen Instabilitäten der Faltung exakt mit dem FE Netz aufgelöst wäh-rend die Materialgranzen des Halbgrabens die Finiten Elemente durchschneidet. Desweiteren wird der 3-D Algorithmus auf die Einschnürung während der 3-D viskosen Plattenablösung und Subduktion angewandt. Die 3-D Resultate werden mit 2-D Ergebnissen und einer 1-D analyti-schen Lösung verglichen.

A Mass-Conserving Algorithm for Dynamical Lubrication Problems With Cavitation

A numerical algorithm for fully dynamical lubrication problems based on the Elrod-Adams formulation of the Reynolds equation with mass-conserving boundary conditions is described. A simple but effective relaxation scheme is used to update the solution maintaining the complementarity conditions on the variables that represent the pressure and fluid fraction. The equations of motion are discretized in time using Newmark`s scheme, and the dynamical variables are updated within the same relaxation process just mentioned. The good behavior of the proposed algorithm is illustrated in two examples: an oscillatory squeeze flow (for which the exact solution is available) and a dynamically loaded journal bearing. This article is accompanied by the ready-to-compile source code with the implementation of the proposed algorithm. [DOI: 10.1115/1.3142903]

A Numerical Study of the FENE-CR Model Applied to a Jet Flow Problem

The FENE-CR model is investigated through a numerical algorithm to simulate the time-dependent moving free surface flow produced by a jet impinging on a flat surface. The objective is to demonstrate that by increasing the extensibility parameter L, the numerical solutions converge to the solutions obtained with the Oldroyd-B model. The governing equations are solved by an established free surface flow solver based on the finite difference and marker-and-cell methods. Numerical predictions of the extensional viscosity obtained with several values of the parameter L are presented. The results show that if the extensibility parameter L is sufficiently large then the extensional viscosities obtained with the FENE-CR model approximate the corresponding Oldroyd-B viscosity. Moreover, the flow from a jet impinging on a flat surface is simulated with various values of the extensibility parameter L and the fluid flow visualizations display convergence to the Oldroyd-B jet flow results.

Numerical modelling of thermal effects in rats due to high-field magnetic resonance imaging (0.5-1 GHz)

A finite-difference time-domain (FDTD) thermal model has been developed to compute the temperature elevation in the Sprague Dawley rat due to electromagnetic energy deposition in high-field magnetic resonance imaging (MRI). The field strengths examined ranged from 11.75-23.5 T (corresponding to H-1 resonances of 0.5-1 GHz) and an N-stub birdcage resonator was used to both transmit radio-frequency energy and receive the MRI signals. With an in-plane resolution of 1.95 mm, the inhomogeneous rat phantom forms a segmented model of 12 different tissue types, each having its electrical and thermal parameters assigned. The steady-state temperature distribution was calculated using a Pennes 'bioheat' approach. The numerical algorithm used to calculate the induced temperature distribution has been successfully validated against analytical solutions in the form of simplified spherical models with electrical and thermal properties of rat muscle. As well as assisting with the design of MRI experiments and apparatus, the numerical procedures developed in this study could help in future research and design of tumour-treating hyperthermia applicators to be used on rats in vivo.

Modelling of microstructure formation and evolution during solidification

A comprehensive probabilistic model for simulating microstructure formation and evolution during solidification has been developed, based on coupling a Finite Differential Method (FDM) for macroscopic modelling of heat diffusion to a modified Cellular Automaton (mCA) for microscopic modelling of nucleation, growth of microstructures and solute diffusion. The mCA model is similar to Nastac's model for handling solute redistribution in the liquid and solid phases, curvature and growth anisotropy, but differs in the treatment of nucleation and growth. The aim is to improve understanding of the relationship between the solidification conditions and microstructure formation and evolution. A numerical algorithm used for FDM and mCA was developed. At each coarse scale, temperatures at FDM nodes were calculated while nucleation-growth simulation was done at a finer scale, with the temperature at the cell locations being interpolated from those at the coarser volumes. This model takes account of thermal, curvature and solute diffusion effects. Therefore, it can not only simulate microstructures of alloys both on the scale of grain size (macroscopic level) and the dendrite tip length (mesoscopic level), but also investigate nucleation mechanisms and growth kinetics of alloys solidified with various solute concentrations and solidification morphologies. The calculated results are compared with values of grain sizes and solidification morphologies of microstructures obtained from a set of casting experiments of Al-Si alloys in graphite crucibles.

Aproximação numérica – analítica para a modelagem da conversão termoquímica de combustíveis sólidos

Um algoritmo numérico foi criado para apresentar a solução da conversão termoquímica de um combustível sólido. O mesmo foi criado de forma a ser flexível e dependente do mecanismo de reação a ser representado. Para tanto, um sistema das equações características desse tipo de problema foi resolvido através de um método iterativo unido a matemática simbólica. Em função de não linearidades nas equações e por se tratar de pequenas partículas, será aplicado o método de Newton para reduzir o sistema de equações diferenciais parciais (EDP’s) para um sistema de equações diferenciais ordinárias (EDO’s). Tal processo redução é baseado na união desse método iterativo à diferenciação numérica, pois consegue incorporar nas EDO’s resultantes funções analíticas. O modelo reduzido será solucionado numericamente usando-se a técnica do gradiente bi-conjugado (BCG). Tal modelo promete ter taxa de convergência alta, se utilizando de um número baixo de iterações, além de apresentar alta velocidade na apresentação das soluções do novo sistema linear gerado. Além disso, o algoritmo se mostra independente do tamanho da malha constituidora. Para a validação, a massa normalizada será calculada e comparada com valores experimentais de termogravimetria encontrados na literatura, , e um teste com um mecanismo simplificado de reação será realizado.

A New Approach in the Design of Air Stripping Columns for the Treatment of Groundwater Contaminated With Volatile Organic Compounds

Volatile organic compounds are a common source of groundwater contamination that can be easily removed by air stripping in columns with random packing and using a counter-current flow between the phases. This work proposes a new methodology for column design for any type of packing and contaminant which avoids the necessity of an arbitrary chosen diameter. It also avoids the employment of the usual graphical Eckert correlations for pressure drop. The hydraulic features are previously chosen as a project criterion. The design procedure was translated into a convenient algorithm in C++ language. A column was built in order to test the design, the theoretical steady-state and dynamic behaviour. The experiments were conducted using a solution of chloroform in distilled water. The results allowed for a correction in the theoretical global mass transfer coefficient previously estimated by the Onda correlations, which depend on several parameters that are not easy to control in experiments. For best describe the column behaviour in stationary and dynamic conditions, an original mathematical model was developed. It consists in a system of two partial non linear differential equations (distributed parameters). Nevertheless, when flows are steady, the system became linear, although there is not an evident solution in analytical terms. In steady state the resulting ODE can be solved by analytical methods, and in dynamic state the discretization of the PDE by finite differences allows for the overcoming of this difficulty. To estimate the contaminant concentrations in both phases in the column, a numerical algorithm was used. The high number of resulting algebraic equations and the impossibility of generating a recursive procedure did not allow the construction of a generalized programme. But an iterative procedure developed in an electronic worksheet allowed for the simulation. The solution is stable only for similar discretizations values. If different values for time/space discretization parameters are used, the solution easily becomes unstable. The system dynamic behaviour was simulated for the common liquid phase perturbations: step, impulse, rectangular pulse and sinusoidal. The final results do not configure strange or non-predictable behaviours.

Adaptive Continuous time Markov Chain Approximation Model to General Jump-Diusions

We propose a non-equidistant Q rate matrix formula and an adaptive numerical algorithm for a continuous time Markov chain to approximate jump-diffusions with affine or non-affine functional specifications. Our approach also accommodates state-dependent jump intensity and jump distribution, a flexibility that is very hard to achieve with other numerical methods. The Kolmogorov-Smirnov test shows that the proposed Markov chain transition density converges to the one given by the likelihood expansion formula as in Ait-Sahalia (2008). We provide numerical examples for European stock option pricing in Black and Scholes (1973), Merton (1976) and Kou (2002).

Priors about observables in vector autoregressions

Standard practice in Bayesian VARs is to formulate priors on the autoregressive parameters, but economists and policy makers actually have priors about the behavior of observable variables. We show how this kind of prior can be used in a VAR under strict probability theory principles. We state the inverse problem to be solved and we propose a numerical algorithm that works well in practical situations with a very large number of parameters. We prove various convergence theorems for the algorithm. As an application, we first show that the results in Christiano et al. (1999) are very sensitive to the introduction of various priors that are widely used. These priors turn out to be associated with undesirable priors on observables. But an empirical prior on observables helps clarify the relevance of these estimates: we find much higher persistence of output responses to monetary policy shocks than the one reported in Christiano et al. (1999) and a significantly larger total effect.