[pt] Este trabalho propõe uma técnica do tipo rotação de fase para migração em profundidade de dados sísmicos para meios com simetria polar local (localmente transversalmente isotrópicos, LTI), nos quais a direção do eixo de simetria varia continuamente ao longo das camadas. São testadas, através de simulações numéricas de levantamentos sísmicos, a precisão e a estabilidade do método, em função da variação do eixo de simetria. Para a realização das simulações, desenvolveu-se um método a partir da solução da equação elástica da onda usando-se a técnica das diferenças finitas, que possibilita a modelagem em meios LTI, onde cada ponto da malha tem suas características definidas pelas velocidades de fase P e SV, parâmetros de Thomsen, densidade e inclinação do eixo de simetria. Na separação dos modos de onda qP e qSV dos sismogramas, implementou-se um algoritmo baseado na solução da equação de Christoffel para determinar os operadores de separação. A migração para cada família de tiro comum é realizada por soluções da equação da onda usando somente técnicas de rotações de fase. De fato, tanto a depropagação do campo registrado quanto a geração das matrizes de tempo utilizadas na condição de imageamento, são realizadas por soluções que envolvem rotações de fase para cada conjunto de parâmetros, em cada nível de profundidade. Nos resultados das migrações usando reflexões dos tipos qP-qP, e qP-qSV, os horizontes foram localizados precisamente e verificou-se que o processo é estável em relação à variação do eixo de simetria. Vale ressaltar que o método não está restrito a aquisições sísmicas multicomponentes, podendo ser aplicado em dados sísmicos marítimos convencionais, como também em dados provenientes de aquisições do tipo OBC (Ocean Bottom Cable) e com cabo vertical. Como o método proposto se baseia em algoritmos que utilizam técnicas de rotação de fase, a sua implementação conta com o beneficio de ser altamente paralelizável. / [en] This work proposes a technique based on the phase-shift method to implement pre-stack depth migration on locally transverse isotropic media (LTI), in which the direction of the symmetry axis varies continually along the layers. Through numerical seismic data simulations the methods robustness and stability were tested in relation to the axis symmetry variations. For seismic modeling, a generalization of the finite differences method for the solution of the elastic wave equation was used. With this procedure, it was possible to accommodate seismic modeling on LTI media defined by six parameters at each grid point, i.e., density, P and S wave propagation velocities along the local symmetry axis, Thomsen parameters and, the direction of the local symmetry axis itself. In order to separate from the seismograms the qP and qSV wavefields, an algorithm based on the Christoffel equation was implemented. The migration for each common shot gather is implemented solely by phase-shift based algorithms, which means that not only the depropagation of the registered wavefield, but also the generation of the time matrices involved in the imaging condition were obtained in this manner for each set of parameters at each depth level. The migration results using qP-qP and qP-qSV reflections show that the horizons were located precisely, and that the process is stable in relation to the symmetry axis variations. The proposed method is not restricted to multicomponent seismic acquisitions, but it can be applied to marine seismic data using streamers, or Ocean Bottom Cables or vertical cables. Since the proposed method uses phaseshift algorithms, its parallel implementation can be highly efficient.

"This thesis presents an implementation of the Finite Difference Time Domain (FDTD) method on a massively parallel computer system, for the analysis of electromagnetic phenomenon. In addition, the implementation of an efficient mesh generator is also presented. For this research we selected the MasPar system, as it is a relatively low cost, reliable, high performance computer system. In this thesis we are primarily concerned with the selection of an efficient algorithm for each of the programs written for our selected application, and devising clever ways to make the best use of the MasPar system. This thesis has a large emphasis on examining the application performance."

A grande maioria da população mundial está crescentemente exposta à radiação eletromagnética proveniente de fontes que muitas vezes estão localizadas nas proximidades do corpo. A radiação eletromagnética é considerada um agente possivelmente cancerígeno para as pessoas, classificação 2B indicada pela Organização Mundial da Saúde-OMS (WHO/IARC, 2011). Devido às preocupações em relação aos riscos associados a esta exposição existem normas que recomendam os valores máximos de exposição permitidos (ICNIRP, 1998; FCC, 2001). A correta avaliação das doses de radiação é, portanto, relevante. Este trabalho tem a finalidade de avaliar o impacto dos resultados do cálculo da dose da Taxa de Absorção Específica (SAR) em usuários expostos a radiação por tablets operando na faixa de radiocomunicações Wi-fi. Os três modelos existentes de cabeça humana utilizados serão um manequim homogêneo SAM phantom e dois modelos de cabeça realistas heterogêneos: um adulto masculino e uma criança masculina. Será também utilizado nas simulações um modelo masculino de criança que foi desenvolvido através de imagens de tomografia computadorizada (TC) pelo processo de segmentação feito no software AMIRA. Será utilizado um modelo genérico de tablet. Os parâmetros dosimétricos usados para simulação da SAR serão computados pelo software SEMCAD X que é baseado no Método das Diferenças Finitas no Domínio do Tempo (FDTD). Será criado também um código do Método FDTD através do software MATLAB que servirá para a escolha dos parâmetros do SEMCAD X. A distância entre o tablet e os modelos de cabeças varia de 50 mm a 300 mm. Os resultados da SAR serão comparados com os limites de exposição recomendados pelas normas internacionais. Também serão simuladas diferentes posições da antena no tablet. Da análise dos resultados foi constatado que os valores de SAR são muito baixos e todos os resultados ficaram dentro dos limites do psSAR recomendados pela FCC de 1,6 W/kg em cada 1 g de tecido e de 2 W/kg em cada 10 g de tecido estabelecidos pela ICNIRP. Comparando os valores de SAR do modelo SAM com o modelo DUKE, o modelo SAM se mostra conservador, porém quando a comparação é feita com as crianças o SAM deixa de ser conservador. / The vast majority of the world population is increasingly exposed to electromagnetic radiation from sources which are often located near to the body. Electromagnetic radiation is considered a possible carcinogen for people, classification 2B indicated by the World Health Organization-WHO (WHO/IARC, 2011). Due to concerns regarding the risks associated with this exposition there are regulations suggesting maximum allowed exposure values (ICNIRP, 1998; FCC, 2001). The correct evaluation of radiation doses is therefore relevant. This work aims to assess the impact of the results of the calculation of Specific Absorption Rate dose (SAR) in users exposed to radiation from tablets operating in the Wi-fi band. The three existing models of human head used are a homogeneous dummy SAM phantom and two heterogeneous realistic head models: a male adult and a male child. It will also be used in the simulations a male child model which was developed from computed tomography (CT) imaging using the AMIRA software for the segmentation process. A generic model of tablet is used. Dosimetric parameters used for simulation of the SAR are computed using the SEMCAD X software which is based on the Finite Difference Method in Time Domain (FDTD). A FDTD code was developed using the MATLAB software in order to help to choose the input SEMCAD X parameters. The distances between the tablet and the head of the models varies from 50 mm to 300 mm. SAR results are compared with the exposure limits recommended by international standards. Different antenna positions on the tablet are simulated too. Examining the results it was found that the SAR values are very low and all results are within the psSAR limits recommended by FCC (1,6 W/kg averaged over 1 g of tissue) and by ICNIRP (2 W/kg in 10 g of tissue). Comparing the SAR in the SAM model with the SAR in the DUKE model, the SAM model shows to be conservative. However, when compared with the children, the SAM is not conservative.

Este trabalho propõe uma extensão do método de propagação de feixe (BPM - Beam Propagation Method) para a análise de guias de ondas ópticos e acopladores baseados em materiais não-lineares do tipo Kerr. Este método se destina à investigação de estruturas onde a utilização da equação escalar de Helmholtz (EEH) em seu limite paraxial não mais se aplica. Os métodos desenvolvidos para este fim são denominados na literatura como métodos de propagação de feixe de ângulo largo. O formalismo aqui desenvolvido é baseado na técnica das diferenças finitas e nos esquemas de Crank-Nicholson (CN) e Douglas generalizado (GD). Estes esquemas apresentam como característica o fato de apresentarem um erro de truncamento em relação ao passo de discretização transversal, &#916x, proporcional a O(&#916x2) para o primeiro e O(&#916x4). A convergência do método em ambos esquemas é otimizada pela utilização de um algoritmo interativo para a correção do campo no meio não-linear. O formalismo de ângulo largo é obtido pela expansão da EEH para os esquemas CN e GD em termos de polinômios aproximantes de Padé de ordem (1,0) e (1,1) para CN e GD, e (2,2) e (3,3) para CN. Os aproximantes de ordem superior a (1,1) apresentam sérios problemas de estabilidade. Este problema é eliminado pela rotação dos aproximantes no plano complexo. Duas condições de contorno nos extremos da janela computacional são também investigadas: 1) (TBC - Transparent Boundary Condition) e 2) condição de contorno absorvente (TAB - Transparent Absorbing Boundary). Estas condições de contorno possuem a facilidade de evitar que reflexões indesejáveis sejam transmitidas para dentro da janela computacional. Um estudo comparativo da influência destas condições de contorno na solução de guias de ondas ópticos não-lineares é também abordada neste trabalho. / This work introduces an extension of the beam propagation method (BPM) for the analysis of optical waveguides and couplers based on Kerr-type nonlinear materials. This method is intended for the investigation of structures where the paraxial scalar Helmholtz equation (EEH) no longer holds. The numerical methods developed for this situation are known in the literature as wide-angle beam propagation methods. The formulation developed in this work is based on finite differences and on the Crank-Nicholson (CN) and Generalized Douglas (GD) schemes. These schemes are characterized by a truncation error with respect to the transverse discretization step, &#916x, proporcional to O(&#916x2) for the CN and to O(&#916x4) for the GD scheme. The convergence of the method for both schemes is optimized by the application of an iterative algorithm for the correction of the field in the nonlinear medium. The wide-angle formalism is obtained by the expansion of the EEH for the CN and GD schemes in terms of Padé approximant polynomials. The expansions addressed in this work utilize Padé approximants of order (1,0) and (1,1) for the CN and GD scheme, and (2,2) and (3,3) for the CN scheme. Approximants orders higher than (1,1) show serious stability problems. This problem is circumvented by rotating the approximants in the complex plane. Two boundary conditions on the edge of the computational window are also investigated: 1) transparent boundary condition (TBC) and 2) transparent absorbing boundary (TAB). These boundary conditions are necessary in order to avoid unwanted reflections back to computational domain. A comparative study of the influence of these boundary conditions on the solution of nonlinear optical waveguides is also addressed in this work.

During the work of this research project we were interested in mathematical techniques that give us an insight to the following questions: How do we understand the trading decisions made by a manager of a hedge fund and what influences these decisions? In what way does an illiquid market affect these decisions and the performance of the fund? And how does the payment scheme affect the investor's decisions? Based on existing work on hedge fund management, we start with a fund that can be modelled with one risky investment and one riskless investment. Next, subject to the hedge fund special reward scheme we maximise the expected utility of wealth of the manager, by controlling the percentage invested in the risky investment, namely the portfolio. We use stochastic control techniques to derive a partial differential equation (PDE) and numerically obtain its corresponding viscosity solution, which provides a weak notion of solutions to these PDEs. This is then taken to a liquidity constrained scenario, to compare the behaviour of the two scenarios. Using the same approach as before we notice that due to the liquidity restriction we cannot use a simple model to combine the risky and riskless investments as a total amount, and hence the PDE is one order higher than before. We then model an investor who is investing in the hedge fund subject to the manager's optimal portfolio decisions, with similar mathematical tools as before. Comparisons between the investor's expected utility of wealth and the utility of having the money invested in the risk-free investment suggests that, in some cases, the investor is paying more to the manager than the return he is receiving for having invested in the hedge fund, compared to a risk-free investment. For that reason we propose a strategic game where the manager's action is to allocate the money between the two assets and the investor's action is to add money to the fund when he expects profit. The result is that the investor profits from the option to reinvest in the fund, although in some extreme cases the actions of the manager make the investor receive a negative value for having the option.

Nesta dissertação de Mestrado será apresentada uma poderosa técnica numérica, conhecida como método Level Set, capaz de simular e analisar movimentos de curvas em diferentes cenários físicos. Tal método - formulado por Osher e Sethian [1] - está sedimentado na seguinte idéia: representar uma determinada curva (ou superfície) Γ como a curva de nível zero (zero level set) de uma função Φ de maior dimensão (denominada função Level Set). A equação diferencial do tipo Hamilton-Jacobi que descreve a evolução da função Level Set é discretizada através da utilização de acurados esquemas hiperbólicos e, como resultado de tal acurácia, obtém-se uma formulação numérica capaz de tratar eficazmente mudanças topológicas e/ou descontinuidades que, eventualmente, podem surgir no decorrer da propagação da curva (ou superfície) de nível zero. Em virtude da eficácia e versatilidade do método Level Set, esta técnica numérica está sendo amplamente aplicada à diversas áreas científicas, incluindo mecânica dos fluidos, processamento de imagens e visão computacional, crescimento de cristais, geometria computacional e ciência dos materiais. Particularmente, o propósito deste trabalho equivale ao estudo dos fundamentos do método Level Set e, por fim, visa-se aplicar tal modelo numérico à problemas existentes na área de crescimento de cristais. [1] S. Osher and J. A. Sethian, Fronts propagating with curvature-dependent speed: Algorithms based on Hamilton-Jacobi formulations, J. Comp. Phys., 79:12, 1988. / In this dissertation, we present a powerful numerical technique known as Level Set Method for computing and analyzing moving fronts in different physical settings. The method -formulated by Osher and Sethian [1] - is based on the following idea: a curve (or surface) is embedded as the zero level set of a higher-dimensional function Φ (called level set function). Then, we can link the evolution of this function Φ to the propagation of the curve itself through a time-dependent initial value problem. At any time, the curve is given by the zero level set of the time-dependent level set function Φ. The evolution of the level set function Φ is described by a Hamilton-Jacobi type partial differential equation, which can be discretised by the use of accurate methods for hyperbolic equations. As a result, the Level Set Method is able to track complex curves that can develop large spikes, sharp corners or change its topology as they evolve. Because of its versatility and efficacy, this numerical technique has found applications in a large number of areas, including fluid mechanics, image processing and computer vision, crystal growth, computational geometry and materials science. Particularly, the aim of this dissertation has been to understand the fundamentals of Level Set Method and its final goal is compute the motion of bondaries in crystal growth using this numerical model. [1] S. Osher and J. A. Sethian, Fronts propagating with curvature-dependent speed: Algorithms based on Hamilton-Jacobi formulations, J. Comp. Phys., 79:12, 1988.

Submitted by Celso Magalhaes (celsomagalhaes@ufrrj.br) on 2017-05-19T12:03:19Z No. of bitstreams: 1 2016 - Pablo Amauri Carvalho de Ara?jo e Souza.pdf: 3429164 bytes, checksum: c1da6eb8bb41fc96de0b7e5ca2a9570f (MD5) / Made available in DSpace on 2017-05-19T12:03:19Z (GMT). No. of bitstreams: 1 2016 - Pablo Amauri Carvalho de Ara?jo e Souza.pdf: 3429164 bytes, checksum: c1da6eb8bb41fc96de0b7e5ca2a9570f (MD5) Previous issue date: 2016-06-13 / Coordena??o de Aperfei?oamento de Pessoal de N?vel Superior - CAPES / This work highlights the importance of well administrated vaccination as prophylactic activity, making it a key element of mathematical modeling about the spreading of an infection by Influenza H1N1 virus in a human population. The model counts with Optimal Control theory to achieve a vaccination strategy that balance infection?s prevention and your own cost in a hypothetical population exposed to a virus. The numerical solutions of ordinary differential equations systems generated by model is given via Finite Difference Method, that reveals the populational dynamics during the time while the vaccine is distributed, in various different situations of virus exposition and vaccination cost. / Este trabalho ressalta a import?ncia da vacina??o bem administrada como atividade profil?tica, tornando-a elemento chave da modelagem matem?tica do espalhamento da infec??o pelo v?rus Influenza H1N1 em uma popula??o humana. O modelo conta com a teoria de Controle ?timo para alcan?ar uma estrat?gia de vacina??o, que equilibre a preven??o da infec??o e seu pr?prio custo em uma popula??o hipot?tica exposta ao v?rus. As solu??es num?ricas dos sistemas de equa??es diferenciais ordin?rias gerados pelo modelo ficam a cargo do M?todo das Diferen?as Finitas, revelando a din?mica populacional no per?odo de tempo em que a vacina ? distribu?da, em distintas situa??es de exposi??o ao v?rus e custo da vacina??o.

Nesta dissertação de Mestrado será apresentada uma poderosa técnica numérica, conhecida como método Level Set, capaz de simular e analisar movimentos de curvas em diferentes cenários físicos. Tal método - formulado por Osher e Sethian [1] - está sedimentado na seguinte idéia: representar uma determinada curva (ou superfície) Γ como a curva de nível zero (zero level set) de uma função Φ de maior dimensão (denominada função Level Set). A equação diferencial do tipo Hamilton-Jacobi que descreve a evolução da função Level Set é discretizada através da utilização de acurados esquemas hiperbólicos e, como resultado de tal acurácia, obtém-se uma formulação numérica capaz de tratar eficazmente mudanças topológicas e/ou descontinuidades que, eventualmente, podem surgir no decorrer da propagação da curva (ou superfície) de nível zero. Em virtude da eficácia e versatilidade do método Level Set, esta técnica numérica está sendo amplamente aplicada à diversas áreas científicas, incluindo mecânica dos fluidos, processamento de imagens e visão computacional, crescimento de cristais, geometria computacional e ciência dos materiais. Particularmente, o propósito deste trabalho equivale ao estudo dos fundamentos do método Level Set e, por fim, visa-se aplicar tal modelo numérico à problemas existentes na área de crescimento de cristais. [1] S. Osher and J. A. Sethian, Fronts propagating with curvature-dependent speed: Algorithms based on Hamilton-Jacobi formulations, J. Comp. Phys., 79:12, 1988. / In this dissertation, we present a powerful numerical technique known as Level Set Method for computing and analyzing moving fronts in different physical settings. The method -formulated by Osher and Sethian [1] - is based on the following idea: a curve (or surface) is embedded as the zero level set of a higher-dimensional function Φ (called level set function). Then, we can link the evolution of this function Φ to the propagation of the curve itself through a time-dependent initial value problem. At any time, the curve is given by the zero level set of the time-dependent level set function Φ. The evolution of the level set function Φ is described by a Hamilton-Jacobi type partial differential equation, which can be discretised by the use of accurate methods for hyperbolic equations. As a result, the Level Set Method is able to track complex curves that can develop large spikes, sharp corners or change its topology as they evolve. Because of its versatility and efficacy, this numerical technique has found applications in a large number of areas, including fluid mechanics, image processing and computer vision, crystal growth, computational geometry and materials science. Particularly, the aim of this dissertation has been to understand the fundamentals of Level Set Method and its final goal is compute the motion of bondaries in crystal growth using this numerical model. [1] S. Osher and J. A. Sethian, Fronts propagating with curvature-dependent speed: Algorithms based on Hamilton-Jacobi formulations, J. Comp. Phys., 79:12, 1988.

Les neurosciences computationnelles ont permis de développer des outils mathématiques et informatiques permettant la création, puis la simulation de modèles représentant le comportement de certaines composantes de notre cerveau à l’échelle cellulaire. Ces derniers sont utiles dans la compréhension des interactions physiques et biochimiques entre les différents neurones, au lieu d’une reproduction fidèle des différentes fonctions cognitives comme dans les travaux sur l’intelligence artificielle. La construction de modèles décrivant le cerveau dans sa globalité, en utilisant une homogénéisation des données microscopiques est plus récent, car il faut prendre en compte la complexité géométrique des différentes structures constituant le cerveau. Il y a donc un long travail de reconstitution à effectuer pour parvenir à des simulations. D’un point de vue mathématique, les différents modèles sont décrits à l’aide de systèmes d’équations différentielles ordinaires, et d’équations aux dérivées partielles. Le problème majeur de ces simulations vient du fait que le temps de résolution peut devenir très important, lorsque des précisions importantes sur les solutions sont requises sur les échelles temporelles mais également spatiales. L’objet de cette étude est d’étudier les différents modèles décrivant l’activité électrique du cerveau, en utilisant des techniques innovantes de parallélisation des calculs, permettant ainsi de gagner du temps, tout en obtenant des résultats très précis. Quatre axes majeurs permettront de répondre à cette problématique : description des modèles, explication des outils de parallélisation, applications sur deux modèles macroscopiques. / Computational Neuroscience helped develop mathematical and computational tools for the creation, then simulation models representing the behavior of certain components of our brain at the cellular level. These are helpful in understanding the physical and biochemical interactions between different neurons, instead of a faithful reproduction of various cognitive functions such as in the work on artificial intelligence. The construction of models describing the brain as a whole, using a homogenization microscopic data is newer, because it is necessary to take into account the geometric complexity of the various structures comprising the brain. There is therefore a long process of rebuilding to be done to achieve the simulations. From a mathematical point of view, the various models are described using ordinary differential equations, and partial differential equations. The major problem of these simulations is that the resolution time can become very important when important details on the solutions are required on time scales but also spatial. The purpose of this study is to investigate the various models describing the electrical activity of the brain, using innovative techniques of parallelization of computations, thereby saving time while obtaining highly accurate results. Four major themes will address this issue: description of the models, explaining parallelization tools, applications on both macroscopic models.

The metallurgical processes and the products developed from these processes have been the cornerstone on which our civilizations have developed and flourished. Many of the new materials that have been developed over centuries were often the result of serendipitous occurrences. Because of the importance of new materials to the improvement of society, it is necessary to accelerate the way in which new alloys and processes are designed, developed and implemented. Over the last two decades the computational side of materials science has thrived as a result of bigger and faster computers. However, the application of new computational methods to the development of new materials and structures is still in the early stages primarily because of the complexity of most metallurgical processes. One such process is the decarburization of steel. Because of the importance of the microstructure on the mechanical properties, changes in the near surface properties are affected by the loss of carbon in the alloy. The topics investigated in this thesis include a variety of alloys and microstructures that are considered to be important in the development of a unique structure necessary for a more efficient method of recovering natural gas and oil from underground reserves as well as structures for energy absorbing systems. Since both the material application and the structure are new, this research represents an ideal opportunity to combine processing, properties, microstructure and computations to accelerate the development of these new structures. Compared to other commercially available proppants which tend to fail in demanding environments, the thin-walled hollow metal proppants are regarded more promising due to the low density and high mechanical strength. The energy-absorbing composite material manufactured by embedding said spheres in the Mg/Al matrix material is optimized by improving sphere and matrix properties at each step in the process. Ultimately the mechanical strength, fracture toughness, and energy absorption are expected to achieve a factor of 2-5 higher than previously reported. Modeling makes it economically practical to assess the targeted materials' overall properties, behaviors and the mechanical responses in conjunction with stress environment, material properties, material dimensions among other variables, before a structure is built. Additionally, more advanced modeling can enable the quantitative descriptions of more complex metallurgical phenomena such as the effects of impurity elements and deformation under complex loading conditions.