Dissertations / Theses on the topic 'Numerical methods'

With flow forming – an incremental forming process – the final geometry of a component is achieved by a multitude of minor sequential forming steps. Due to this incremental characteristic associated with the variable application of the tools and kinematic shape forming, it is mainly suitable for small and medium quantities. For the extensive use of the process it is necessary to have appropriate simulation tools. While the Finite-Element-Analysis (FEA) is an acknowledged simulation tool for the modeling and optimization of forming technology, the use of FEA for the incremental forming processes is associated with very long computation times. For this reason a simulation method called FloSim, based on the upper bound method, was developed for cylindrical flow forming processes at the Chair of Virtual Production Engineering, which allows the simulation of the process within a few minutes. This method was improved by the work presented with the possibility of geometry computation during the process.

We discuss nonholonomic systems in general and numerical methods for solving them. Two different approaches for obtaining numerical methods are considered; discretization of the Lagrange-d'Alembert equations on the one hand, and using the discrete Lagrange-d'Alembert principle to obtain nonholonomic integrators on the other. Among methods using the first approach, we focus on the super partitioned additive Runge-Kutta (SPARK) methods. Among nonholonomic integrators, we focus on a reversible second order method by McLachlan and Perlmutter. Through several numerical experiments the methods we present are compared by considering error-growth, conservation of energy, geometric properties of the solution and how well the constraints are satisfied. Of special interest is the comparison of the 2-stage SPARK Lobatto IIIA-B method and the nonholonomic integrator by McLachlan and Perlmutter, which both are reversible and of second order. We observe a clear connection between energy-conservation and the geometric properties of the numerical solution. To preserve energy in long-time integrations is seen to be important in order to get solutions with the correct qualitative properties. Our results indicate that the nonholonomic integrator by McLachlan and Perlmutter sometimes conserves energy better than the 2-stage SPARK Lobatto IIIA-B method. In a recent work by Jay, however, the same two methods are compared and are found to conserve energy equally well in long-time integrations.

An investigation into the current methods employed to conserve vorticity in numerical calculations is undertaken. Osher’s flux for the artificial compressibility equations is derived, implemented and validated in Cranfield University’s second order finite volume compressible flow solver MERLIN. Characteristic Decomposition is applied as a method of vorticity conservation in both the compressible and artificial compressibility MERLIN solvers. The performance of this method for vorticity conservation in both these solvers is assessed. Following a discussion of the issues associated with application of limiter functions on unstructured grids three modified versions of the method of Characteristic Decomposition are proposed and tested in both the compressible and incompressible solvers. It is concluded that the method of Characteristic Decomposition is an effective method for improving vorticity conservation and compares favourably in terms of increased computational cost to vorticity conservation through grid refinement.

Some real-world applications involve situations where different physical phenomena acting on very different time scales occur simultaneously. The partial differential equations (PDEs) governing such situations are categorized as "stiff" PDEs. Stiffness is a challenging property of differential equations (DEs) that prevents conventional explicit numerical integrators from handling a problem efficiently. For such cases, stability (rather than accuracy) requirements dictate the choice of time step size to be very small. Considerable effort in coping with stiffness has gone into developing time-discretization methods to overcome many of the constraints of the conventional methods. Recently, there has been a renewed interest in exponential integrators that have emerged as a viable alternative for dealing effectively with stiffness of DEs. Our attention has been focused on the explicit Exponential Time Differencing (ETD) integrators that are designed to solve stiff semi-linear problems. Semi-linear PDEs can be split into a linear part, which contains the stiffest part of the dynamics of the problem, and a nonlinear part, which varies more slowly than the linear part. The ETD methods solve the linear part exactly, and then explicitly approximate the remaining part by polynomial approximations. The first aspect of this project involves an analytical examination of the methods' stability properties in order to present the advantage of these methods in overcoming the stability constraints. Furthermore, we discuss the numerical difficulties in approximating the ETD coefficients, which are functions of the linear term of the PDE. We address ourselves to describing various algorithms for approximating the coefficients, analyze their performance and their computational cost, and weigh their advantages for an efficient implementation of the ETD methods. The second aspect is to perform a variety of numerical experiments to evaluate the usefulness of the ETD methods, compared to other competing stiff integrators, for integrating real application problems. The problems considered include the Kuramoto-Sivashinsky equation, the nonlinear Schrödinger equation and the nonlinear Thin Film equation, all in one space dimension. The main properties tested are accuracy, start-up overhead cost and overall computation cost, since these parameters play key roles in the overall efficiency of the methods.

In many applications that deal with high dimensional data, it is important to not store the high dimensional object itself, but its representation in a data sparse way. This aims to reduce the storage and computational complexity. There is a general scheme for representing tensors with the help of sums of elementary tensors, where the summation structure is defined by a graph/network. This scheme allows to generalize commonly used approaches in representing a large amount of numerical data (that can be interpreted as a high dimensional object) using sums of elementary tensors. The classification does not only distinguish between elementary tensors and non-elementary tensors, but also describes the number of terms that is needed to represent an object of the tensor space. This classification is referred to as tensor network (format). This work uses the tensor network based approach and describes non-linear block Gauss-Seidel methods (ALS and DMRG) in the context of the general tensor network framework. Another contribution of the thesis is the general conversion of different tensor formats. We are able to efficiently change the underlying graph topology of a given tensor representation while using the similarities (if present) of both the original and the desired structure. This is an important feature in case only minor structural changes are required. In all approximation cases involving iterative methods, it is crucial to find and use a proper initial guess. For linear iteration schemes, a good initial guess helps to decrease the number of iteration steps that are needed to reach a certain accuracy, but it does not change the approximation result. For non-linear iteration schemes, the approximation result may depend on the initial guess. This work introduces a method to successively create an initial guess that improves some approximation results. This algorithm is based on successive rank 1 increments for the r-term format. There are still open questions about how to find the optimal tensor format for a given general problem (e.g. storage, operations, etc.). For instance in the case where a physical background is given, it might be efficient to use this knowledge to create a good network structure. There is however, no guarantee that a better (with respect to the problem) representation structure does not exist.

The Aviation industry is important to the European economy and development, therefore a study of the sensitivity of the European flight network is interesting. If clusters exist within the network, that could indicate possible vulnerabilities or bottlenecks, since that would represent a group of airports poorly connected to other parts of the network. In this paper a cluster analysis using spectral clustering is performed with flight data from 34 different European countries. The report also looks at how to implement the spectral clustering algorithm for large data sets. After performing the spectral clustering it appears as if the European flight network is not clustered, and thus does not appear to be sensitive.

Micromagnetics is a continuum mechanics theory of magnetic materials widely used in industry and academia. In this thesis we describe a complete numerical method, with a number of novel components, for the computational solution of dynamic micromagnetic problems by solving the Landau-Lifshitz-Gilbert (LLG) equation. In particular we focus on the use of the implicit midpoint rule (IMR), a time integration scheme which conserves several important properties of the LLG equation. We use the finite element method for spatial discretisation, and use nodal quadrature schemes to retain the conservation properties of IMR despite the weak-form approach. We introduce a novel, generally-applicable adaptive time step selection algorithm for the IMR. The resulting scheme selects error-appropriate time steps for a variety of problems, including the semi-discretised LLG equation. We also show that it retains the conservation properties of the fixed step IMR for the LLG equation. We demonstrate how hybrid FEM/BEM magnetostatic calculations can be coupled to the LLG equation in a monolithic manner. This allows the coupled solver to maintain all properties of the standard time integration scheme, in particular stability properties and the energy conservation property of IMR. We also develop a preconditioned Krylov solver for the coupled system which can efficiently solve the monolithic system provided that an effective preconditioner for the LLG sub-problem is available. Finally we investigate the effect of the spatial discretisation on the comparative effectiveness of implicit and explicit time integration schemes (i.e. the stiffness). We find that explicit methods are more efficient for simple problems, but for the fine spatial discretisations required in a number of more complex cases implicit schemes become orders of magnitude more efficient.

The thesis studies numerical method for solving partial differential equations arising in financial modelling. More precisely, the thesis is focused on methods of solutions of parabolic equations with state dependent coefficients describing the fair price for European options and American options with parameters that depend on the state price.

The aim of electromagnetic (EM) sounding methods in geophysics is to obtain information about the subsurface of the earth by recorded measurements taken at the surface. In particular, the goal is to determine variations in the electrical conductivity of the earth with depth by employing an inversion procedure. In this work we focus on one technique, that consists of placing a magnetic dipole above the surface, composed of a transmitter coil and different couples of adjacent receiver coils. The receiver couples are placed at different distances (offsets) from the transmitter coil. In this setting, the electromagnetic induction effect, encoded in the first-order linear Maxwell’s differential equations, produce eddy alterning currents in the soil which induce response electromagnetic fields, that can be used to determine the conductivity profile of the ground by meaning of an inversion algorithm. A typical inversion strategy consists in an iterative procedure involving the computation of the EM response of a layered model (forward modelling) and the solution of the inverse problem. Then, the algorithm attempts to minimize the mismatch between the measured data and the predicted data, by updating the model parameters at each iteration. By assuming that the local subsurface structures are composed by horizontal and homogeneous layers, general integral solutions of Maxwell equations (i.e., the EM fields) for vertical and horizontal magnetic dipoles, can be derived and represented as Hankel transforms, which contain the subsurface model parameters, i.e., the conductivity and the thickness of each layer. By a mathematical point of view, in general, these Hankel transforms are not analytically computable and therefore it is necessary to employ a numerical scheme. Anyway, the slowly decay of the oscillations determined by the Bessel function makes the problem very difficult to handle, because traditional quadrature rules typically fail to converge. In this work we consider two different approaches. The first one is based on the decomposition of the integrand function in a first function for which the corresponding Hankel transform is known exactly, and an oscillating function decays exponentially. For realistic sets of parameters, the oscillations are quite rapidly damped, and the corresponding integral can be accurately computed by a classical quadrature rule on finite intervals. The second approach consists in the application of a Gaussian quadrature formula. We develop a Gaussian rule for weight functions involving fractional powers, exponentials and Bessel functions of the first kind. Moreover, we derive an analytical approximation of these integrals that has a general validity and allows to overcome the limits of common methods based on the modelling of apparent conductivity in the low induction number (LIN) approximation. Having at disposal a reliable method for evaluating the Hankel transforms, by assuming as forward model a homogeneous layered earth, here we also consider the inverse problem of computing the model parameters (i.e., conductivity and thickness of the layers) from a set of measured field values at different offsets. We focus on the specific case of the DUALEM system. We employ two optimization algorithms. The first one is based on the BFGS line-search method and, in order to reduce as much as possible the number of integral evaluations, the analytic approximation of these integrals is used to have a first estimate of the solution. For the second approach we employ the damped Gauss-Newton method. To avoid the dependence on the initial guess of the iterative procedure, we consider a set of different initial models, and we use each one to solve the optimization problem. The numerical experiments, carried out for the study of river-levees integrity, are obtained by employing a virtual machine equipped with the NVIDIA A100 Tensor Core GPU.
The aim of electromagnetic (EM) sounding methods in geophysics is to obtain information about the subsurface of the earth by recorded measurements taken at the surface. In particular, the goal is to determine variations in the electrical conductivity of the earth with depth by employing an inversion procedure. In this work we focus on one technique, that consists of placing a magnetic dipole above the surface, composed of a transmitter coil and different couples of adjacent receiver coils. The receiver couples are placed at different distances (offsets) from the transmitter coil. In this setting, the electromagnetic induction effect, encoded in the first-order linear Maxwell’s differential equations, produce eddy alterning currents in the soil which induce response electromagnetic fields, that can be used to determine the conductivity profile of the ground by meaning of an inversion algorithm. A typical inversion strategy consists in an iterative procedure involving the computation of the EM response of a layered model (forward modelling) and the solution of the inverse problem. Then, the algorithm attempts to minimize the mismatch between the measured data and the predicted data, by updating the model parameters at each iteration. By assuming that the local subsurface structures are composed by horizontal and homogeneous layers, general integral solutions of Maxwell equations (i.e., the EM fields) for vertical and horizontal magnetic dipoles, can be derived and represented as Hankel transforms, which contain the subsurface model parameters, i.e., the conductivity and the thickness of each layer. By a mathematical point of view, in general, these Hankel transforms are not analytically computable and therefore it is necessary to employ a numerical scheme. Anyway, the slowly decay of the oscillations determined by the Bessel function makes the problem very difficult to handle, because traditional quadrature rules typically fail to converge. In this work we consider two different approaches. The first one is based on the decomposition of the integrand function in a first function for which the corresponding Hankel transform is known exactly, and an oscillating function decays exponentially. For realistic sets of parameters, the oscillations are quite rapidly damped, and the corresponding integral can be accurately computed by a classical quadrature rule on finite intervals. The second approach consists in the application of a Gaussian quadrature formula. We develop a Gaussian rule for weight functions involving fractional powers, exponentials and Bessel functions of the first kind. Moreover, we derive an analytical approximation of these integrals that has a general validity and allows to overcome the limits of common methods based on the modelling of apparent conductivity in the low induction number (LIN) approximation. Having at disposal a reliable method for evaluating the Hankel transforms, by assuming as forward model a homogeneous layered earth, here we also consider the inverse problem of computing the model parameters (i.e., conductivity and thickness of the layers) from a set of measured field values at different offsets. We focus on the specific case of the DUALEM system. We employ two optimization algorithms. The first one is based on the BFGS line-search method and, in order to reduce as much as possible the number of integral evaluations, the analytic approximation of these integrals is used to have a first estimate of the solution. For the second approach we employ the damped Gauss-Newton method. To avoid the dependence on the initial guess of the iterative procedure, we consider a set of different initial models, and we use each one to solve the optimization problem. The numerical experiments, carried out for the study of river-levees integrity, are obtained by employing a virtual machine equipped with the NVIDIA A100 Tensor Core GPU.

L'objectiu principal d'aquesta tesi es l'estudi de la transferència d'energia per radiació. Per aquest motiu, s'ha estudiat la fenomenologia bàsica de la transferencia de calor per radiació. Tenint en compte el tipus d'equació que descriu aquesta transferència d'energia, aquesta tesi esta encarada als metodes numèrics que ens permetran incorporar la radiació en els nostres càlculs. Donat que aquest és el primer treball d'aquestes característiques en el grup de recerca CTTC ("Centre Tecnològic de Transferència de Calor"), està limitat a geometries senzilles, cartesianes i cilíndriques.

En el capítol 1 s'exposa una breu introducció a la transferència d'energia per radiació, i una explicació de les equacions que la governen. Es tracta de l'equació del transport radiatiu, formulada en termes dels coeficients d'absorció i de dispersió, i l'equació de l'energia. També s'indica quan cal tenir en compte aquest fenòmen, i a més a més, es defineixen totes les magnituds i conceptes que s'han utilitzat en aquesta tesi. També es dóna una breu descripció d'algunes simplificacions que es poden fer a les equacions governants.

El mètode de les radiositats s'explica en el capítol 2. També s'hi descriu un procediment numèric que permet calcular els factors de vista en geometries amb simetria cilíndrica, i es presenten resultats obtinguts amb el mètode descrit. Tot i que aquest capítol està una mica deslligat de la resta de la tesi, l'algoritme ideat per tractar geometries tridimensionals amb un temps computacional molt proper al de geometries bidimensionals, sense un increment de memòria apreciable, dóna uns resultats prou bons com per formar part de la tesi.

El mètode de les ordenades discretes (DOM) es detalla en el capítol 3. L'aspecte més important d'aquest mètode es l'elecció del conjunt d'ordenades per integrar l'equació del transport radiatiu. S'enumeren quines propietats han d'acomplir aquests conjunts. S'hi explica amb detall la discretització de la equació del transport radiatiu, tant en coordenades cartesianes com en cilíndriques. Es presenten també alguns resultats ilustratius obtinguts amb aquest mètode.

En el moment en que es vol resoldre un problema real, cal tenir present que el coeficients d'absorció pot dependre bruscament de la longitud d'ona de la radiació. En aquesta tesi s'ha considerat aquesta dependència amb especial interés, en el capítol 4. Aquest interès ha motivat una recerca bibliogràfica sobre la modelització aquesta forta dependència espectral del coeficient d'absorció. Aquesta recerca s'ha dirigit també a l'estudi dels diferents models numèrics existents capaços d'abordar-la, i de resoldre la equació del transport radiatiu en aquestes condicions. Es descriuen diversos mètodes, i, d'aquests, se n'han implementat dos: el mètode de la suma ponderada de gasos grisos (WSGG), i el mètode de la suma de gasos grisos ponderada per línies espectrals (SLW). S'hi presenten també resultats ilustratius.

S'han realitzat multitud de proves en el codi numèric resultant de l'elaboració d'aquesta tesi. Tenint en compte els resultats obtinguts, es pot dir que els objectius proposats a l'inici de la tesi s'han acomplert. Com a demostració de la utilitat del codi resultant, aquest ha estat integrat en un codi de proposit general (DPC), resultat del treball de molts investigadors en els darrers anys.

Aquesta esmentada integració permet la resolució de problemes combinats de transferència de calor, analitzats en els capítols 5 i 6, on la radiació s'acobla amb la transferència de calor per convecció. La influència de la radiació en la transferència total de calor s'estudia en el capítol 5, publicat a la International Journal of Heat and Mass Transfer, volum 47 (núm. 2), pàg. 257-269, 2004. En el capítol 6, s'analitza l'efecte d'alguns paràmetres del mètode SLW en un problema combinat de transferència de calor. Aquest capítol s'ha enviat a la revista Journal of Quantitative Spectroscopy and Radiative Transfer, per què en consideri la publicació.
The main objective of the present thesis is to study the energy transfer by means of radiation. Therefore, the basic phenomenology of radiative heat transfer has been studied. However, considering the nature of the equation that describes such energy transfer, this work is focussed on the numerical methods which will allow us to take radiation into account, for both transparent and participating media. Being this the first effort within the CTTC ("Centre Tecnològic de Transferència de Calor") research group on this subject, it is limited to simple cartesian and cylindrical geometries.

For this purpose, chapter 1 contains an introduction to radiative energy transfer and the basic equations that govern radiative transfer are discussed. These are the radiative transfer equation, formulated in terms of the absorption and scattering coefficients, and the energy equation. It is also given a discussion on when this mode of energy transfer should be considered. In this chapter are also defined all of the magnitudes and concepts used throughout this work. It ends with a brief description of some approximate methods to take radiation into account.

The Radiosity Irradiosity Method is introduced in chapter 2. In this chapter it is also described a numerical method to calculate the view factors for axial symmetric geometries. The main results obtained in such geometries are also presented. Although a little disconnected from the rest of the present thesis, the algorithm used to handle "de facto"' three dimensional geometries with computation time just a little longer than two dimensional cases, with no additional memory consumption, is considered worthy enough to be included in this work.

In chapter 3, the Discrete Ordinates Method (DOM) is detailed. The fundamental aspect of this method is the choice of an ordinate set to integrate the radiative transfer equation. The characterization of such valuable ordinate sets is laid out properly. The discretization of the radiative transfer equation is explained in etail. The direct solution procedure is also outlined. Finally, illustrative results obtained with the DOM under several conditions are presented.

In the moment we wish to solve real problems, we face the fact that the absorption and scattering coefficients depend strongly on radiation wavelength. In the present thesis, special emphasis has been placed on studying the radiative properties of real gases in chapter 4. This interest resulted on a bibliographical research on how the wavenumber dependence of the absorption coefficient is modeled and estimated. Furthermore, this bibliographical research was focussed also on numerical models able to handle such wavenumber dependence. Several methods are discussed, and two of them, namely the Weighted Sum of Gray Gases (WSGG) and the Spectral Line Weighted sum of gray gases (SLW), have been implemented to perform non gray calculations. Some significant results are shown.

Plenty of tests have been performed to the numerical code that resulted from the elaboration of this thesis. According to the results obtained, the objectives proposed in this thesis have been satisfied. As a demonstration of the usefulness of the implemented code, it has been succesfully integrated to a general purpose computational fluid dynamics code (DPC), fruit of the effort of many researchers during many years.
Results of the above integration lead to the resolution of combined heat transfer problems, that are analyzed in chapters 5 and 6, where radiative heat transfer is coupled to convection heat transfer. The effect of radiation on the total heat transfer is studied in chapter 5, which has been published as International Journal of Heat and Mass Transfer, volume 47 (issue 2), pages 257--269, year 2004. In chapter 6, the impact of some parameters of the SLW model on a combined heat transfer problem is analyzed. This chapter has been submitted for publication at the Journal of Quantitative Spectroscopy and Radiative Transfer.

We present the physics behind general optical interference filters and the design of dielectric anti-reflective filters. These can be anti-reflective at a single wavelength or in an interval. We solve the first case exactly for single and multiple layers and then present how the second case can be solved through the minimisation of an objective function. Next, we present several optimisation methods that are later used to solve the design problem. Finally, we test the different optimisation methods on a test problem and then compare the results with those obtained by the OpenFilters computer programme.

In both aviation and power generation, gas turbines are used as key components. An important driver of technological advance in gas turbines is the race towards environmentally friendly machines, decreasing the fuel burn, community noise and NOx emissions. Engine modifications that lead to propulsion efficiency improvements whilst maintaining minimum weight have led to having fewer stages and lower blade counts, reduced distance between blade rows, thinner and lighter components, highly three dimensional blade designs and the introduction of integrally bladed disks (blisks). These changes result in increasing challenges concerning the structural integrity of the engine. In particular for blisks, the absence of friction at the blade to disk connections decreases dramatically the damping sources, resulting in designs that rely mainly on aerodynamic damping. On the other hand, new open rotor concepts result in low blade-to-air mass ratios, increasing the influence of the surrounding flow on the vibration response.   This work presents the development and validation of a numerical tool for aeromechanical analysis of turbomachinery (AROMA - Aeroelastic Reduced Order Modeling Analyses), here applied to an industrial transonic compressor blisk. The tool is based on the integration of results from external Computational Fluid Dynamics (CFD) and Finite Element (FE) solvers with mistuning considerations, having as final outputs the stability curve (flutter analysis) and the fatigue risk (forced response analysis). The first part of the study aims at tracking different uncertainties along the numerical aeromechanical prediction chain. The amplitude predictions at two inlet guide vane setups are compared with experimental tip timing data. The analysis considers aerodynamic damping and forcing from 3D unsteady Navier Stokes solvers. Furthermore, in-vacuo mistuning analyses using Reduced Order Modeling (ROM) are performed in order to determine the maximum amplitude magnification expected. Results show that the largest uncertainties are from the unsteady aerodynamics predictions, in which the aerodynamic damping and forcing estimations are most critical. On the other hand, the structural dynamic models seem to capture well the vibration response and mistuning effects.   The second part of the study proposes a new method for aerodynamically coupled analysis: the Multimode Least Square (MLS) method. It is based on the generation of distributed aerodynamic matrices that can represent the aeroelastic behavior of different mode-families. The matrices are produced from blade motion unsteady forces at different mode-shapes fitted in terms of least square approximations. In this sense, tuned or mistuned interacting mode families can be represented. In order to reduce the domain size, a static condensation technique is implemented. This type of model permits forced response prediction including the effects of mistuning on both the aerodynamic damping as well as on the structural mode localization. A key feature of the model is that it opens up for considerations of responding mode-shapes different to the in-vacuo ones and allows aeroelastic predictions over a wide frequency range, suitable for new design concepts and parametric studies.
QC 20111125
Turbopower, AROMA

This thesis concerns numerical techniques for two phase flowsimulations; the two phases are immiscible and incompressible fluids. Strategies for accurate simulations are suggested. In particular, accurate approximations of the weakly discontinuousvelocity field, the discontinuous pressure, and the surface tension force and a new model for simulations of contact line dynamics are proposed. In two phase flow problems discontinuities arise in the pressure and the gradient of the velocity field due to surface tension forces and differences in the fluids' viscosity. In this thesis, a new finite element method which allows for discontinuities along an interface that can be arbitrarily located with respect to the mesh is presented. Using standard linear finite elements, the method is for an elliptic PDE proven to have optimal convergence order and a system matrix with condition number bounded independently of the position of the interface.The new finite element method is extended to the incompressible Stokes equations for two fluid systemsand enables accurate approximations of the weakly discontinuous velocity field and the discontinuous pressure. An alternative way to handle discontinuities is regularization. In this thesis, consistent regularizations of Dirac delta functions with support on interfaces are proposed. These regularized delta functions make it easy to approximate surface tension forces in level set methods. A new model for simulating contact line dynamics is also proposed. Capillary dominated flows are considered and it is assumed that contact line movement is driven by the deviation of the contact angle from its static value. This idea is used together with the conservative level set method. The need for fluid slip at the boundary is eliminated by providing a diffusive mechanism for contact line movement. Numerical experiments in two space dimensions show that the method is able to qualitatively correctly capture contact line dynamics.
QC 20110503

Free and/or moving boundary problems occur in a wide range of applications. These boundaries can obey either local or global conditions. In this dissertation, new numerical techniques for solving some of these problems are developed, analyzed, implemented and tested. The new techniques for free and moving boundary problems are 1) a second order method for solving moving boundary problems and 2) a hybrid level set/boundary element method for solving some free boundary problems. The main tool used in both is the Fast Marching method, a fast algorithm for solving the eikonal equation. An application using Fast Marching to solve a model for sand pile formation in domains with obstacles is shown. A new, second order Fast Marching scheme for domains with obstacles is introduced. We look at the stability and accuracy of discretizations commonly used with Fast Marching. The performance of Fast Marching is compared that of Fast Sweeping, another eikonal solver. The second order method for solving moving boundary problems is applied to some simple examples. Finally, a globally defined free boundary problem inspired by fluid dynamics, the Bernoulli problem, is solved using the hybrid method.

In this thesis, ruin probabilities of insurance companies are studied. Ruin proba- bility in finite time is considered because it is more realistic compared with infinite time ruin probabilities. However, infinite time methods are also mentioned in order to compare them with the finite time methods. The thesis will initially provide some information about ruin probability of a risk process in finite and infinite time, and then the Markov chain and quantum mechan- ics approaches will be shown in order to compute the ruin probability. Using a reinsurance agreement, which is a risk sharing tool in actuarial science, the ruin probability of a modified surplus process in finite time via the quantum mechanics approach is studied. Furthermore, some optimization problems about capital injections, withdrawals and reinsurance premiums are taken into considera- tion in order to minimise the ruin probability. Finally, the thesis compares the finite time method under the reinsurance agreement in terms of the ruin probability and total injections amount with an infinite time counterpart method.

Thesis (M.Eng.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2000.
Includes bibliographical references (leaves 62-63).
by Maksim A. Skorobogatiy.
M.Eng.

In this thesis, two algorithms are introduced for use in ultrasound elastography. Ultrasound elastography is a technique developed in the last 20 years by which anomalous regions in soft tissue are located and diagnosed without the need for biopsy. Due to this, the relativity cheap cost of ultrasound imaging and the high level of accuracy in the methods, ultrasound elastography methods have shown great potential for the diagnosis of cancer in soft tissues. The algorithms introduced in this thesis represent an advance in this field. The first algorithm is a two-step iteration procedure consisting of two minimization problems - displacement estimation and elastic parameter calculation that allow for diagnosis of any anomalous regions within soft tissue. The algorithm represents an improvement on existing methods in several ways. A weighting factor is introduced for each different point in the tissue dependent on the confidence in the accuracy of the data at that point, an exponential substitution is made for the elasticity modulus, an adjoint method is used for efficient calculation of the gradient vector and a total variation regularization technique is used. Most importantly, an adaptive mesh refinement strategy is introduced that allows highly efficient calculation of the elasticity distribution of the tissue though using a number of degrees of freedom several orders lower than methods that use a uniform mesh refinement strategy. Results are presented that show the algorithm is robust even in the presence of significant noise and that it can locate a tumour of 4mm in diameter within a 5cm square region of tissue. Also, the algorithm is extended into 3 dimensions and results are presented that show that it can calculate a 3 dimensional elasticity distribution efficiently. This extension into 3-d is a significant advance in the field. The second algorithm is a one-step algorithm that seeks to combine the two problems of elasticity distribution and displacement calculation into one. As in the two-step algorithm, a weighting factor, exponential substitution for the elasticity parameter, adjoint method for calculation of the gradient vector, total variation regularization and adaptive mesh refinement strategy are incorporated. Results are presented that show that this original approach can locate tumours of varying sizes and shapes in the presence of varying levels of added artificial noise and that it can determine the presence of a tumour in images taken from breast tissue in vivo.

Thesis (Ph. D.)--Ohio State University, 2004.
Title from first page of PDF file. Document formatted into pages; contains ix, 72 p. : ill. Advisor: Bostwick Wyman, Department of Mathematics. Includes bibliographical references (p. 72).

Numerical solutions to elastohydrodynamic lubrication problems have been computed for the last half century. Over the past decade multilevel techniques have been successfully applied in several solvers and significant speed-ups achieved. The aim of numerical research in this field is to develop techniques in order to calculate accurate solutions to demanding industrial problems as efficiently as possible. In this work the numerical solver, previously developed by Nurgat, is examined. Despite being successful in achieving converged results on a single grid, there were some unresolved issues relating to the multigrid performance. These problems are explained and the necessary modifications to the method used are detailed. There is much current interest in obtaining results to transient elastohydrodynamic lubrication problems. These are examined in detail and the justification for the methods used are discussed. Example results for industrially relevant cases, such as variation of lubricant entrainment, oscillation of the applied load and the presence of surface defects are considered. In many other fields, adaptation in both space and time is used to increase performance and accuracy. However, these techniques are not currently used for elastohydrodynamic lubrication problems. It is shown that they can be successfully applied and substantial benefits accrued. A method of variable timestepping has been introduced and results are presented showing that not only is it as accurate as fixed time stepping methods, but that the computational work required to obtain these solutions is significantly reduced. Local error control on each individual timestep is also implemented. Adaptation of the spatial mesh is also developed. By developing a hierarchy of refined meshes within the multigrid structure it is seen how significantly fewer computational points are used in the most expensive numerical calculations. This, in turn, means that the computational time required is reduced. Different criteria for adaptation are explained and results presented showing the relative levels of accuracy and speed-up achieved.

Fast and accurate solvers for capacitance extraction are needed by the VLSI industry in order to achieve good design quality in feasible time. With the development of technology, this demand is increasing dramatically. Three-dimensional capacitance extraction algorithms are desired due to their high accuracy. However, the present 3D algorithms are slow and thus their application is limited. In this dissertation, we present several novel techniques to significantly speed up capacitance extraction algorithms based on boundary element methods (BEM) and to compute the capacitance extraction in the presence of floating dummy conductors. We propose the PHiCap algorithm, which is based on a hierarchical refinement algorithm and the wavelet transform. Unlike traditional algorithms which result in dense linear systems, PHiCap converts the coefficient matrix in capacitance extraction problems to a sparse linear system. PHiCap solves the sparse linear system iteratively, with much faster convergence, using an efficient preconditioning technique. We also propose a variant of PHiCap in which the capacitances are solved for directly from a very small linear system. This small system is derived from the original large linear system by reordering the wavelet basis functions and computing an approximate LU factorization. We named the algorithm RedCap. To our knowledge, RedCap is the first capacitance extraction algorithm based on BEM that uses a direct method to solve a reduced linear system. In the presence of floating dummy conductors, the equivalent capacitances among regular conductors are required. For floating dummy conductors, the potential is unknown and the total charge is zero. We embed these requirements into the extraction linear system. Thus, the equivalent capacitance matrix is solved directly. The number of system solves needed is equal to the number of regular conductors. Based on a sensitivity analysis, we propose the selective coefficient enhancement method for increasing the accuracy of selected coupling or self-capacitances with only a small increase in the overall computation time. This method is desirable for applications, such as crosstalk and signal integrity analysis, where the coupling capacitances between some conductors needs high accuracy. We also propose the variable order multipole method which enhances the overall accuracy without raising the overall multipole expansion order. Finally, we apply the multigrid method to capacitance extraction to solve the linear system faster. We present experimental results to show that the techniques are significantly more efficient in comparison to existing techniques.

Reactive flows are ubiquitous in several energy systems: internal combustion engines, industrial burners, gas turbine combustors. Numerical modeling of reactive flows is a key tool for the development of such systems. However, computational combustion is a challenging task per se. It generally includes different coupled physical and chemical processes. A single model can come to deal with simultaneous processes: turbulent mixing, multi-phase fluid-dynamics, radiative heat transfer, and chemical kinetics. It is required not only of mathematically representing these processes and coupling them to each other, but also of being numerical efficient. In some applications, the numerical model needs to be able to deal with different length scales. For instance, a continuum approach to reactive flows in porous media burners is not adequate: processes occurring at the pore-scale are not taken into account properly. It is therefore fundamental to have numerical methods able to capture phenomena at the microscopic scales and incorporate the effects in the macroscopic scale. The lattice Boltzmann method (LBM), a relatively new numerical method in computational fluid-dynamics (CFD), summarizes the requirements of numerical efficiency and potential to relate micro-and macro-scale. However, despite these features and the recent developments, application of LBM to combustion problems is limited and hence further improvements are required. In this thesis, we explore the suitability of LBM for combustion problems and extend its capabilities. The first key-issue in modeling reactive flows is represented by the fact that the model has to be able to handle the significant density and temperature changes that are tipically encountered in combustion. A recently proposed LBM model for compressible thermal flows is extended to simulate reactive flows at the low Mach number regime. This thermal model is coupled with the mass conservation equations of the chemical species. Also in this case a model able to deal with compressibility effects is derived. To this purpose, we propose a new scheme for solving the reaction-diffusion equations of chemical species where compressibility is accounted for by simply modifying the equilibrium distribution function and the relaxation frequency of models already available in the literature. This extension enables one to apply LBM to a wide range of combustion phenomena, which were not properly adressed so far. The effectiveness of this approach is proved by simulating combustion of hydrogen/air mixtures in a mesoscale channel. Validation against reference numerical solution in the continuum limit are also presented. An adequate treatment of thermal radiation is important to develop a mathematical model of combustion systems. In fact, combustion incorporates also radiation process, which tends to plays a significant role if high temperatures (and solid opaque particles) are involved. In the thesis a LBM model for radiation is presented. The scheme is derived from the radiative transfer equation for a participating medium, assuming isotropic scattering and radiative equilibrium condition. The azimuthal angle is discretized according to the lattice velocities on the computational plane, whereas an additional component of the discrete velocity normal to the plane is introduced to discretize the polar angle. The radiative LBM is used to solve a two-dimensional square enclosure bechmark problem. Validation of the model is carried out by investigating the effects of the spatial and angular discretizations and extinction coefficient on the solution. To this purpose, LBM results are compared against reference solutions obtained by means of standard Finite Volume Method (FVM). Extensive error analysis and the order of convergence of the scheme are also reported in the thesis. In order to extend the capabilities of LBM and make it more efficient in the simulation of reactive flows, in this thesis a new formulation is presented, referred to as Link-wise Artificial Compressibility Method (LW-ACM). The Artificial Compressibility Method (ACM) is (link-wise) formulated by a finite set of discrete directions (links) on a regular Cartesian grid, in analogy with LBM. The main advantage is the possibility of exploiting well established technologies originally developed for LBM and classical computational fluid dynamics, with special emphasis on finite differences, at the cost of minor changes. For instance, wall boundaries not aligned with the background Cartesian mesh can be taken into account by tracing the intersections of each link with the wall (analogously to LBM technology). LW-ACM requires no high-order moments beyond hydrodynamics (often referred to as ghost moments) and no kinetic expansion. Like finite difference schemes, only standard Taylor expansion is needed for analyzing consistency. Preliminary efforts towards optimal implementations have shown that LW-ACM is capable of similar computational speed as optimized (BGK-) LBM. In addition, the memory demand is significantly smaller than (BGK-) LBM. Two- and three-dimensional benchmarks are investigated, and an extensive comparative study between solutions obtained through FVM. Numerical evidences suggest that LW-ACM represents an excellent alternative in terms of simplicity, stability and accuracy.

2013 - 2014
The subject of this thesis is the analysis and development of new numerical methods for Ordinary Di erential Equations (ODEs). This studies are motivated by the fundamental role that ODEs play in applied mathematics and applied sciences in general. In particular, as is well known, ODEs are successfully used to describe phenomena evolving in time, but it is often very di cult or even impossible to nd a solution in closed form, since a general formula for the exact solution has never been found, apart from special cases. The most important cases in the applications are systems of ODEs, whose exact solution is even harder to nd; then the role played by numerical integrators for ODEs is fundamental to many applied scientists. It is probably impossible to count all the scienti c papers that made use of numerical integrators during the last century and this is enough to recognize the importance of them in the progress of modern science. Moreover, in modern research, models keep getting more complicated, in order to catch more and more peculiarities of the physical systems they describe, thus it is crucial to keep improving numerical integrator's e ciency and accuracy. The rst, simpler and most famous numerical integrator was introduced by Euler in 1768 and it is nowadays still used very often in many situations, especially in educational settings because of its immediacy, but also in the practical integration of simple and well-behaved systems of ODEs. Since that time, many mathematicians and applied scientists devoted their time to the research of new and more e cient methods (in terms of accuracy and computational cost). The development of numerical integrators followed both the scienti c interests and the technological progress of the ages during whom they were developed. In XIX century, when most of the calculations were executed by hand or at most with mechanical calculators, Adams and Bashfort introduced the rst linear multistep methods (1855) and the rst Runge- Kutta methods appeared (1895-1905) due to the early works of Carl Runge and Martin Kutta. Both multistep and Runge-Kutta methods generated an incredible amount of research and of great results, providing a great understanding of them and making them very reliable in the numerical integration of a large number of practical problems. It was only with the advent of the rst electronic computers that the computational cost started to be a less crucial problem and the research e orts started to move towards the development of problem-oriented methods. It is probably possible to say that the rst class of problems that needed an ad-hoc numerical treatment was that of sti problems. These problems require highly stable numerical integrators (see Section ??) or, in the worst cases, a reformulation of the problem itself. Crucial contributions to the theory of numerical integrators for ODEs were given in the XX century by J.C. Butcher, who developed a theory of order for Runge-Kutta methods based on rooted trees and introduced the family of General Linear Methods together with K. Burrage, that uni ed all the known families of methods for rst order ODEs under a single formulation. General Linear Methods are multistagemultivalue methods that combine the characteristics of Runge-Kutta and Linear Multistep integrators... [edited by Author]
XIII n.s.

This dissertation presents a duality theorem of the Aubin-Nitsche type for discontinuous Petrov Galerkin (DPG) methods. This explains the numerically observed higher convergence rates in weaker norms. Considering the specific example of the mild-weak (or primal) DPG method for the Laplace equation, two further results are obtained. First, for triangular meshes, the DPG method continues to be solvable even when the test space degree is reduced, provided it is odd. Second, a non-conforming method of analysis is developed to explain the numerically observed convergence rates for a test space of reduced degree. Finally, for rectangular meshes, the test space is reduced, yet the convergence is recovered regardless of parity.

Meshless methods have been developed to avoid the numerical burden imposed by meshing in the Finite Element Method. Such methods are especially attrac- tive in problems that require repeated updates to the mesh, such as problems with discontinuities or large geometrical deformations. Although meshing is not required for solving problems with meshless methods, the use of meshless methods gives rise to different challenges. One of the main challenges associated with meshless methods is imposition of essential boundary conditions. If exact interpolants are used as shape functions in a meshless method, imposing essen- tial boundary conditions can be done in the same way as the Finite Element Method. Another attractive feature of meshless methods is that their use involves compu- tations that are largely independent from one another. This makes them suitable for implementation to run on highly parallel computing systems. Highly par- allel computing has become widely available with the introduction of software development tools that enable developing general-purpose programs that run on Graphics Processing Units. In the current work, the Moving Regularized Interpolation method has been de- veloped, which is a novel method of constructing meshless shape functions that achieve exact interpolation. The method is demonstrated in data interpolation and in partial differential equations. In addition, an implementation of the Element-Free Galerkin method has been written to run on a Graphics Processing Unit. The implementation is described and its performance is compared to that of a similar implementation that does not make use of the Graphics Processing Unit.

This thesis reports onreview and research work carried out on the numerical analysis of elastomers. The two numerical techniques investigated for this purpose are the finite and boundary element methods. The finite element method is studied so that existing theory is used to develop a finite element code both to review the finite element method as applied to the stress analysis of elastomers and to provide a comparison of results and numerical approach with the boundary element method. The research work supported on in this thesis covers the application of the boundary element method to the stress analysis of elastomers. To this end a simplified regularization approach is discussed for the removal of strong and hypersingularities generated in the system on non-linear boundary integral equations. The necessary programming details for the implementation of the boundary element method are discussed based on the code developed for this research. Both the finite and boundary element codes developed for this research use the Mooney-Rivlin material model as the strain energy based constitutive stress strain function. For validation purposes four test cases are investigated. These are the uni-axial patch test, pressurized thick wall cylinder, centrifugal loading of a rotating disk and the J-Integral evaluation for a centrally cracked plate. For the patch test and pressurized cylinder, both plane stress and strain have been investigated. For the centrifugal loading and centrally cracked plate test cases only plane stress has been investigated. For each test case the equivalent results for an equivalent FEM program mesh have been presented. The test results included in this thesis prove that the FE and BE derivations detailed in this work are correct. Specifically the simplified domain integral singular and hyper-singular regularization approach was shown to lead to accurate results for the test cases detailed. Various algorithm findings specific to the BEM implementation of the theory are also discussed.

Multitud de problemas en ciencia e ingeniería se plantean como ecuaciones en derivadas parciales (EDPs). Si la frontera del recinto donde esas ecuaciones han de satisfacerse se desconoce a priori, se habla de "Problemas de frontera libre", propios de sistemas estacionarios no dependientes del tiempo, o bien de "Problemas de frontera móvil", asociados a problemas de evolución temporal, donde la frontera cambia con el tiempo. La solución a dichos problemas viene dada por la expresión de la(s) variable(s) dependiente(s) de la(s) EDP(s) junto con la función que determina la posición de la frontera. Dado que este tipo de problemas carece en la mayoría de los casos de solución analítica conocida, se hace preciso recurrir a métodos numéricos que permitan obtener una solución lo suficientemente aproximada, y que además mantenga propiedades cualitativas de la solución del modelo continuo de EDP(s). En este trabajo se ha abordado el estudio numérico de algunos problemas de frontera móvil provenientes de diversas disciplinas. La metodología aplicada consta de dos pasos sucesivos: aplicación de la transformación de Landau o "Front-fixing transformation" al modelo en EDP(s) con el fin de mantener inmóvil la frontera del dominio, y posterior discretización a través de un esquema en diferencias finitas. De ahí se obtienen esquemas numéricos que se implementan por medio de la herramienta MATLAB. Mediante un exhaustivo análisis numérico, se estudian propiedades del esquema y de la solución numérica (positividad, estabilidad, consistencia, monotonía, etc.). En el primer capítulo de este trabajo se revisa el estado del arte del campo objeto de estudio, se justifica la necesidad de disponer de métodos numéricos adaptados a este tipo de problemas y se describe brevemente la metodología empleada en nuestro enfoque. El Capítulo 2 se dedica a un problema perteneciente a la Biología Matemática y que consiste en determinar la evolución de la población de una especie invasora que se propaga en un hábitat. Este modelo consiste en una ecuación de difusión-reacción unida a una condición tipo Stefan. Los resultados del análisis numérico confirman la existencia de una dicotomía propagación-extinción en la evolución a largo plazo de la densidad de población de la especie invasora. En particular, se ha podido precisar el valor del coeficiente de la condición de Stefan que separa el comportamiento de propagación del de extinción. Los Capítulos 3 y 4 se centran en un problema de Química del Hormigón con interés en Ingeniería Civil: el proceso de carbonatación del hormigón, fenómeno evolutivo que lleva consigo la degradación progresiva de la estructura afectada y finalmente su ruina, si no se toman medidas preventivas. En el Capítulo 3 se considera un sistema de dos EDPs de tipo parabólico con dos incógnitas. Para su resolución, hay que considerar además las condiciones iniciales, las de contorno y las de tipo Stefan en la frontera. Los resultados numéricos confirman la tendencia de la ley de evolución de la frontera móvil hacia una función del tipo "raíz cuadrada del tiempo". En el Capítulo 4 se considera un modelo más general que el anterior, en el que intervienen seis especies químicas que se encuentran tanto en la zona carbonatada como en la no carbonatada. En el Capítulo 5 se aborda un problema de transmisión de calor que aparece en diversos procesos industriales; en este caso, en el enfriamiento durante la colada de metal fundido, donde la fase sólida avanza y la líquida se va extinguiendo. La frontera móvil (frente de solidificación) separa ambas fases, siendo su posición en cada instante la variable a determinar, junto con las temperaturas en cada fase. Después de la adecuada transformación y discretización, se implementa un esquema en diferencias finitas, subdividiendo el proceso en tres estadios temporales, a fin de tratar las singularidades asociadas a posicione
Many problems in science and engineering are formulated as partial differential equations (PDEs). If the boundary of the domain where these equations are to be solved is not known a priori, we face "Free-boundary problems", which are characteristic of non-time dependent stationary systems; besides, we have "Moving-boundary problems" in temporal evolution processes, where the border changes over time. The solution to these problems is given by the expression of the dependent variable(s) of PDE(s), together with the function that determines the position of the boundary. Since the analytical solution of this type of problems is lacked in most cases, it is necessary to resort to numerical methods that allow an accurate enough solution to be obtained, and which also maintain the qualitative properties of the solution(s) of the continuous model. This work approaches the numerical study of some moving-boundary problems that arise in different disciplines. The applied methodology consists of two successive steps: firstly, the so-called Landau transformation, or "Front-fixing transformation", which is used in the PDE(s) model to maintain the boundary of the domain immobile; later, we proceed to its discretization with a finite difference scheme. Different numerical schemes are obtained and implemented through the MATLAB computational tool. Properties of the scheme and the numerical solution (positivity, stability, consistency, monotonicity, etc.) are studied by an exhaustive numerical analysis. The first chapter of this work reports the state of the art of the field under study, justifies the need to adapt numerical methods to this type of problem, and briefly describes the methodology used in our approach. Chapter 2 presents a problem in Mathematical Biology that consists in determining over time the evolution of an invasive species population that spreads in a habitat. This problem is modelled by a diffusion-reaction equation linked to a Stefan-type condition. The results of the numerical analysis confirm the existence of a spreading-vanishing dichotomy in the long-term evolution of the population density of the invasive species. In particular, it is possible to determine the value of the coefficient of the Stefan condition that separates the propagation behaviour from extinction. Chapters 3 and 4 focus on a problem of Concrete Chemistry with an interest in Civil Engineering: the carbonation of concrete, an evolutionary phenomenon that leads to the progressive degradation of the affected structure and its eventual ruin if preventive measures are not taken. Chapter 3 considers a system of two parabolic type PDEs with two unknowns. For its resolution, the initial and boundary conditions have to be considered together with the Stefan conditions on the carbonation front. The numerical analysis results agree with those obtained in a previous theoretical study. The dynamics of the concentrations and the moving boundary confirm the long-term behaviour of the evolution law for the moving boundary as a "square root of time". Chapter 4 considers a more general model than the previous one, which includes six chemical species, defined in both the carbonated and non-carbonated zones, whose concentrations have to be found. Chapter 5 addresses a heat transfer problem that appears in various industrial processes; in this case, the solidification of metals in casting processes, where the solid phase advances and liquid reduces until it is depleted. The moving boundary (the solidification front) separates both phases. Its position in each instant is the variable to be determined together with the temperature profiles in both phases. After suitable transformation, discretization is carried out to obtain a finite difference scheme to be implemented. The process was subdivided into three temporal stages to deal with the singularities associated with the moving boundary position in the initialisation and depletion stages.
Multitud de problemes en ciència i enginyeria es plantegen com a equacions en derivades parcials (EDPs). Si la frontera del recinte on eixes equacions han de satisfer-se es desconeix a priori, es parla de "Problemas de frontera lliure", propis de sistemes estacionaris no dependents del temps, o bé de "Problemas de frontera mòbil", associats a problemes d'evolució temporal, on la frontera canvia amb el temps. Atés que este tipus de problemes manca en la majoria dels casos de solució analítica coneguda, es fa precís recórrer a mètodes numèrics que permeten obtindre una solució prou aproximada a l'exacta, i que a més mantinga propietats qualitatives de la solució del model continu d'EDP(s). En aquest treball s'ha abordat l'estudi numèric d'alguns problemes de frontera mòbil provinents de diverses disciplines. La metodologia aplicada consta de dos passos successius: en primer lloc, s'aplica l'anomenada transformació de Landau o "Front-fixing transformation" al model en EDP(s) a fi de mantindre immòbil la frontera del domini; posteriorment, es procedix a la seva discretització a través d'un esquema en diferències finites. D'ací s'obtenen esquemes numèrics que s'implementen per mitjà de la ferramenta informàtica MATLAB. Per mitjà d'una exhaustiva anàlisi numèrica, s'estudien propietats de l'esquema i de la solució numèrica (positivitat, estabilitat, consistència, monotonia, etc.). En el primer capítol d'aquest treball es revisa l'estat de l'art del camp objecte d'estudi, es justifica la necessitat de disposar de mètodes numèrics adaptats a aquest tipus de problemes i es descriu breument la metodologia emprada en el nostre enfocament. El Capítol 2 es dedica a un problema pertanyent a la Biologia Matemàtica i que consistix a determinar l'evolució en el temps de la distribució de la població d'una espècie invasora que es propaga en un hàbitat. Este model consistix en una equació de difusió-reacció unida a una condició tipus Stefan, que relaciona les funcions solució i frontera mòbil a determinar. Els resultats de l'anàlisi numèrica confirmen l'existència d'una dicotomia propagació-extinció en l'evolució a llarg termini de la densitat de població de l'espècie invasora. En particular, s'ha pogut precisar el valor del coeficient de la condició de Stefan que separa el comportament de propagació del d'extinció. Els Capítols 3 i 4 se centren en un problema de Química del Formigó amb interés en Enginyeria Civil: el procés de carbonatació del formigó, fenomen evolutiu que comporta la degradació progressiva de l'estructura afectada i finalment la seua ruïna, si no es prenen mesures preventives. En el Capítol 3 es considera un sistema de dos EDPs de tipus parabòlic amb dos incògnites. Per a la seua resolució, cal considerar a més, les condicions inicials, les de contorn i les de tipus Stefan en la frontera. Els resultats de l'anàlisi numèrica s'ajusten als obtinguts en un estudi teòric previ. S'han dut a terme experiments numèrics, comprovant la tendència de la llei d'evolució de la frontera mòbil cap a una funció del tipus "arrel quadrada del temps". En el Capítol 4 es considera un model més general, en el que intervenen sis espècies químiques les concentracions de les quals cal trobar, i que es troben tant en la zona carbonatada com en la no carbonatada. En el Capítol 5 s'aborda un problema de transmissió de calor que apareix en diversos processos industrials; en aquest cas, en el refredament durant la bugada de metall fos, on la fase sòlida avança i la líquida es va extingint. La frontera mòbil (front de solidificació) separa ambdues fases, sent la seua posició en cada instant la variable a determinar, junt amb les temperatures en cada una de les dos fases. Després de l'adequada transformació i discretització, s'implementa un esquema en diferències finites, subdividint el procés en tres estadis temporals, per tal de tractar les singularitats asso
Piqueras García, MÁ. (2018). Numerical Methods for Multidisciplinary Free Boundary Problems: Numerical Analysis and Computing [Tesis doctoral no publicada]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/107948
TESIS

The development, analysis, and implementation of efficient methods to solve algebraic systems of equations are main research directions in the field of numerical simulation and are the focus of this thesis. Due to their lesser demands for computer resources, iterative solution methods are the choice to make, when very large scale simulations have to be performed. To improve their efficiency, iterative methods are combined with proper techniques to accelerate convergence. A general technique to do this is to use a so-called preconditioner. Constructing and analysing various preconditioning methods has been an active field of research already for decades. Special attention is devoted to the class of the so-called optimal order preconditioners, that possess both optimal convergence rate and optimal computational complexity. The preconditioning techniques, proposed and studied in this thesis, utilise the block structure of the underlying matrices, and lead to methods that are of optimal order. In the first part of the thesis, we construct an Algebraic MultiLevel Iteration (AMLI) method for systems arising from discretizations of parabolic problems, using Crouzeix-Raviart finite elements. The developed AMLI method is based on an approximated block factorization of the original system matrix, where the partitioning is associated with a sequence of nested discretization meshes. In the second part of the thesis we develop solution methods for the numerical simulation of multiphase flow problems, modelled by the Cahn-Hilliard (C-H) equation. We consider the discrete C-H problem, obtained via finite element discretization in space and implicit schemes in time. We propose techniques to precondition the Jacobian of the discrete nonlinear system, based on its natural two-by-two block structure. The preconditioners are used in the framework of inexact Newton methods. We develop two nonlinear solution algorithms for the Cahn-Hilliard problem. Both lead to efficient optimal order methods. One of the main advantages of the proposed methods is that they are implemented using available software toolboxes for both sequential and distributed execution. The theoretical analysis of the solution methods presented in this thesis is combined with numerical studies that confirm their efficiency.

Waveguides are used to transmit electromagnetic signals.Their geometry is typically long and slender their particularshape can be used in the design of computational methods. Onlyspecial modes are transmitted and eigenvalue and eigenvectoranalysis becomes important.

We develop a .nite-element code for solving theelectromagnetic .eld problem in closed waveguides .lled withvarious materials. By discretizing the cross-section of thewaveguide into a number of triangles, an eigenvalue problem isderived. A general program based on Arnoldi’s method andARPACK has been written using node and edge elements toapproximate the .eld. A serious problem in the FEM was theoccurrence of spurious solution, that was due to impropermodeling of the null space of the curl operator. Therefore edgeelements has been chosen to remove non physical spurioussolutions that arises.

Numerical examples are given for homogeneous andinhomogeneous waveguides, in the homogeneous case the resultsare compared to analytical solutions and the right order ofconvergence is achieved. For the more complicated inhomogeneouswaveguides with and without striplines, comparison has beendone with results found in literature together with gridconvergence studies.

The code has been implemented to be used in an industrialenvironment, together with full 3-D time and frequency domainsolvers. The2-D simulations has been used as input for full3-D time domain simulations, and the results have been comparedto what an analytical input would give.

The parQ method, up to now only capable of calculating the density of states in the canonical ensemble, is extended to the grand canonical ensemble and compared to the Wang-Landau algorithm, a local-update flat-histogram method. Both algorithms have been implemented so that the performance and the respective benefits with increasing simulation time can be determined and compared.

This study is concerned with the numerical solution of certain stochastic models of chemical reactions. Such descriptions have been shown to be useful tools when studying biochemical processes inside living cells where classical deterministic rate equations fail to reproduce actual behavior. The main contribution of this thesis lies in its theoretical and practical investigation of different methods for obtaining numerical solutions to such descriptions. In a preliminary study, a simple but often quite effective approach to the moment closure problem is examined. A more advanced program is then developed for obtaining a consistent representation of the high dimensional probability density of the solution. The proposed method gains efficiency by utilizing a rapidly converging representation of certain functions defined over the semi-infinite integer lattice. Another contribution of this study, where the focus instead is on the spatially distributed case, is a suggestion for how to obtain a consistent stochastic reaction-diffusion model over an unstructured grid. Here it is also shown how to efficiently collect samples from the resulting model by making use of a hybrid method. In a final study, a time-parallel stochastic simulation algorithm is suggested and analyzed. Efficiency is here achieved by moving parts of the solution phase into the deterministic regime given that a parallel architecture is available. Necessary background material is developed in three chapters in this summary. An introductory chapter on an accessible level motivates the purpose of considering stochastic models in applied physics. In a second chapter the actual stochastic models considered are developed in a multi-faceted way. Finally, the current state-of-the-art in numerical solution methods is summarized and commented upon.

This thesis applies modern financial option valuation methods to the problem of telecommunication network capacity investment decision timing. In particular, given a cluster of base stations (wireless network with a certain traffic capacity per base station), the objective of this thesis is to determine when it is optimal to increase capacity to each of the base stations of the cluster. Based on several time series taken from the wireless and bandwidth industry, it is argued that capacity usage is the major uncertain component in telecommunications. It is found that price has low volatility when compared to capacity usage. A real options approach is then applied to derive a two dimensional partial integro-differential equation (PIDE) to value investments in telecommunication infrastructure when capacity usage is uncertain and has temporary sudden large variations. This real options PIDE presents several numerical challenges. First, the integral term must be solved accurately and quickly enough such that the general PIDE solution is reasonably accurate. To deal with the integral term, an implicit method is suggested. Proofs of timestepping stability and convergence of a fixed point iteration scheme are presented. The correlation integral is computed using a fast Fourier transform (FFT) method. Techniques are developed to avoid wrap-around effects. This method is tested on option pricing problems where the underlying asset follows a jump diffusion process. Second, the absence of diffusion in one direction of the two dimensional PIDE creates numerical challenges regarding accuracy and timestep selection. A semi-Lagrangian method is presented to alleviate these issues. At each timestep, a set of one dimensional PIDEs is solved and the solution of each PIDE is updated using semi-Lagrangian timestepping. Crank-Nicolson and second order backward differencing timestepping schemes are studied. Monotonicity and stability results are derived. This method is tested on continuously observed Asian options. Finally, a five factor algorithm that captures many of the constraints of the wireless network capacity investment decision timing problem is developed. The upgrade decision for different upgrade decision intervals (e. g. monthly, quarterly, etc. ) is studied, and the effect of a safety level (i. e. the maximum allowed capacity used in practice on a daily basis—which differs from the theoretical maximum) is investigated.