A numerical model for describing the kinetics of intracellular water transport during cryopreservation was developed. As ice is formed outside the cell, depleting the extracellular liquid of water, the cell will experience an osmotic pressure difference across its membrane, which causes cell dehydration and concomitant shrinkage. Although Mazur (1963) has previously modeled this phenomenon as a two-compartment system with membrane limited transport, the assumption of well-mixed compartments breaks down at large Biot numbers. Therefore, we have developed a numerical solution to this moving-boundary problem, including diffusive transport in the intracellular liquid, in addition to the osmotically driven membrane flux. Our model uses a modified Crank-Nicolson scheme with a non-uniform Eulerian-Lagrangian grid, and is able to reproduce predictions from Mazurs model at low Biot numbers, while generating novel predictions at high Biot numbers. Given that cell damage may result from excessive water loss, our model can be used to predict freezing methods that minimize the probability of cell injury during the cryopreservation process.

Digital systems have derived performance benefits due to the scaling down of CMOS microprocessor feature sizes towards packing billions of transistors on a chip, or gigascale integration (GSI). This has placed immense bandwidth demands on chip-to-chip and chip-to-board interconnects. The present-day electrical interconnect may limit bandwidth as transmission rates grow. As such, optical interconnects have been proposed as a potential solution. A critical requirement for enabling chip-to-chip and chip-to-board optical interconnection is out-of-plane coupling for directing light between a chip and the board. Any solution for this problem must be compatible with conventional packaging and assembly requirements. This research addresses the prospects for integrating waveguides with mirrors and polymer pillar optical I/O interconnects to provide such a compatible, out-of-plane, chip-to-board packaging solution through the design, analysis, fabrication, and testing of its constituent parts and their ultimate integration.

In this research, a new technique for modeling periodic structures in the finite-difference time-domain (FDTD) method is developed, and the technique is applied to the study of structural color in insects. Various recent supplements to the FDTD method, such as a nearly-perfect plane-wave injector and convolutional perfectly matched layer boundary condition, are used. A method for implementing the FDTD method on a parallel, distributed-memory computer cluster is given. To model a periodic structure, a single periodic cell is terminated by periodic boundary conditions (PBCs). A new technique for incorporating PBCs into the FDTD method is presented. The simplest version of the technique is limited to two-dimensional, singly-periodic geometries. The accuracy is demonstrated by comparing to independent results calculated with a frequency-domain, mode-matching method. The periodic FDTD method is then extended to the more general case of three-dimensional, doubly-periodic problems. This extension requires additional steps and imposes new limitations. The computational cost and limitations of the method are presented. Certain species of butterflies exhibit structural color, which is caused by quasi-periodic structures on the scales covering the wings. Numerical experiments are performed to develop a technique for modeling quasi-periodic structures using the periodic FDTD method. The observed structural color of butterflies is then calculated from the electromagnetic data using colorimetric theory. Three types of butterflies are considered. The first type are from the Morpho genus. These are typically a brilliant, almost metallic, blue color. The second type is the Troides magellanus, which exhibits an interplay of structural and pigmentary color, but the structural color is only visible near grazing incidence. The final type is the Ancyluris meliboeus, which exhibits iridescence on the ventral side. For all cases, the effects of changing the dimensions of various structural elements are considered. Finally, some earlier work on the design of TEM horn antennas is presented. The TEM horn is a simple and popular antenna, but only limited design information is available in the literature. A parametric study was performed, and the results are given. A complete derivation of the characteristic impedance of the basic antenna is also presented.

Les discrétisations adaptatives sont importantes dans les problèmes de fluxcompressible/incompressible puisqu'il est souvent nécessaire de résoudre desdétails sur plusieurs niveaux, en permettant de modéliser de grandes régionsd'espace en utilisant un nombre réduit de degrés de liberté (et en réduisant letemps de calcul).Il existe une grande variété de méthodes de discrétisation adaptative, maisles grilles cartésiennes sont les plus efficaces, grâce à leurs stencilsnumériques simples et précis et à leurs performances parallèles supérieures.Et telles performance et simplicité sont généralement obtenues en appliquant unschéma de différences finies pour la résolution des problèmes, mais cetteapproche de discrétisation ne présente pas, au contraire, un chemin faciled'adaptation.Dans un schéma de volumes finis, en revanche, nous pouvons incorporer différentstypes de maillages, plus appropriées aux raffinements adaptatifs, en augmentantla complexité sur les stencils et en obtenant une plus grande flexibilité.L'opérateur de Laplace est un élément essentiel des équations de Navier-Stokes,un modèle qui gouverne les écoulements de fluides, mais il se produit égalementdans des équations différentielles qui décrivent de nombreux autres phénomènesphysiques, tels que les potentiels électriques et gravitationnels. Il s'agitdonc d'un opérateur différentiel très important, et toutes les études qui ontété effectuées sur celui-ci, prouvent sa pertinence.Dans ce travail seront présentés des approches de différences finies et devolumes finis 2D pour résoudre l'opérateur laplacien, en appliquant des patchsde grilles superposées où un niveau plus fin est nécessaire, en laissant desmaillages plus grossiers dans le reste du domaine de calcul.Ces grilles superposées auront des formes quadrilatérales génériques.Plus précisément, les sujets abordés seront les suivants:1) introduction à la méthode des différences finies, méthode des volumes finis,partitionnement des domaines, approximation de la solution;2) récapitulatif des différents types de maillages pour représenter de façondiscrète la géométrie impliquée dans un problème, avec un focussur la structure de données octree, présentant PABLO et PABLitO. Le premier estune bibliothèque externe utilisée pour gérer la création de chaque grille,l'équilibrage de charge et les communications internes, tandis que la secondeest l'API Python de cette bibliothèque, écrite ad hoc pour le projet en cours;3) la présentation de l'algorithme utilisé pour communiquer les données entreles maillages (en ignorant chacune l'existence de l'autre) en utilisant lesintercommunicateurs MPI et la clarification de l'approche monolithique appliquéeà la construction finale de la matrice pour résoudre le système, en tenantcompte des blocs diagonaux, de restriction et de prolongement;4) la présentation de certains résultats; conclusions, références.Il est important de souligner que tout est fait sous Python comme framework deprogrammation, en utilisant Cython pour l'écriture de PABLitO, MPI4Py pour lescommunications entre grilles, PETSc4py pour les parties assemblage et résolutiondu système d'inconnues, NumPy pour les objets à mémoire continue.Le choix de ce langage de programmation a été fait car Python, facile àapprendre et à comprendre, est aujourd'hui un concurrent significatif pourl'informatique numérique et l'écosystème HPC, grâce à son style épuré, sespackages, ses compilateurs et pourquoi pas ses versions optimisées pour desarchitectures spécifiques. / Adaptive discretizations are important in compressible/incompressible flow problems since it is often necessary to resolve details on multiple levels,allowing large regions of space to be modeled using a reduced number of degrees of freedom (reducing the computational time).There are a wide variety of methods for adaptively discretizing space, but Cartesian grids have often outperformed them even at high resolutions due totheir simple and accurate numerical stencils and their superior parallel performances.Such performance and simplicity are in general obtained applying afinite-difference scheme for the resolution of the problems involved, but this discretization approach does not present, by contrast, an easy adapting path.In a finite-volume scheme, instead, we can incorporate different types of grids,more suitable for adaptive refinements, increasing the complexity on thestencils and getting a greater flexibility.The Laplace operator is an essential building block of the Navier-Stokes equations, a model that governs fluid flows, but it occurs also in differential equations that describe many other physical phenomena, such as electric and gravitational potentials, and quantum mechanics. So, it is a very importantdifferential operator, and all the studies carried out on it, prove itsrelevance.In this work will be presented 2D finite-difference and finite-volume approaches to solve the Laplacian operator, applying patches of overlapping grids where amore fined level is needed, leaving coarser meshes in the rest of the computational domain.These overlapping grids will have generic quadrilateral shapes.Specifically, the topics covered will be:1) introduction to the finite difference method, finite volume method, domainpartitioning, solution approximation;2) overview of different types of meshes to represent in a discrete way thegeometry involved in a problem, with a focuson the octree data structure, presenting PABLO and PABLitO. The first one is anexternal library used to manage each single grid’s creation, load balancing and internal communications, while the second one is the Python API ofthat library written ad hoc for the current project;3) presentation of the algorithm used to communicate data between meshes (beingall of them unaware of each other’s existence) using MPI inter-communicators and clarification of the monolithic approach applied building the finalmatrix for the system to solve, taking into account diagonal, restriction and prolongation blocks;4) presentation of some results; conclusions, references.It is important to underline that everything is done under Python as programmingframework, using Cython for the writing of PABLitO, MPI4Py for the communications between grids, PETSc4py for the assembling and resolution partsof the system of unknowns, NumPy for contiguous memory buffer objects.The choice of this programming language has been made because Python, easy to learn and understand, is today a significant contender for the numerical computing and HPC ecosystem, thanks to its clean style, its packages, its compilers and, why not, its specific architecture optimized versions.

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.

Cette thèse se penche sur la propagation d’ondes au sein du système coupléTerre-océan-atmosphère. La compréhension de ces phénomènes a une importance majeure pour l’étude de perturbations sismiques et d’explosions atmosphériques notamment dans le cadre de missions spatiales planétaires. Les formes d’ondes issues du couplage fluide-solide permettent d’obtenir de précieuses informations sur la source du signal ou les propriétés des milieux de propagation. On développe donc deux outils numériques d’ordre élevé pour la propagation d’ondes acoustiques et de gravité. L'u en différences finies et se concentre sur le milieu atmosphérique et la propagation d’ondes linéaires dans un milieu stratifié visqueux et avec du vent. Cette méthode linéaire est validée par des solutions quasi-analytiques reposant sur les équations de dispersion dans une atmosphère stratifiée. Elle est aussi appliquée à deux cas d’études : la propagation d’ondes liée à l’impact d’une météorite à la surface de Mars (mission NASA INSIGHT), et la propagation d’ondes atmosphériques liées au tsunami de Sumatra en 2004. La seconde méthode résout la propagation non-linéaire d’ondes gravito-acoustiques dans une atmosphère couplée, avec topographie, à la propagation d’ondes élastiques dans un solide visco-élastique. Cette méthode repose sur sur le couplage d’une formulation en éléments finis discontinus, pour résoudre les équations de Navier-Stokes la partie fluide, par éléments finis continus pour résoudre les équations de l’élastodynamique dans la partie solide. Elle a été validée grâce à des solutions analytiques ainsi que par des comparaisons avec les résultats de la méthode par différences finies. / This thesis deals with the wave propagation problem within the Earth-ocean-atmosphere coupled system. A good understanding of the these phenomena has a major importance for seismic and atmospheric explosion studies, especially for planetary missions. Atmospheric wave-forms generated by explosions or surface oscillations can bring valuable information about the source mechanism or the properties of the various propagation media. We develop two new numerical full-wave high-order modeling tools to model the propagation of acoustic and gravity waves in realistic atmospheres. The first one relies on a high-order staggered finite difference method and focus only on the atmosphere. It enables the simultaneous propagation of linear acoustic and gravity waves in stratified viscous and windy atmosphere. This method is validated against quasi-analytical solutions based on the dispersion equations for a stratified atmosphere. It has also been employed to investigate two cases : the atmospheric propagation generated by a meteor impact on Mars for the INSIGHT NASA mission and for the study of tsunami-induced acoutic and gravity waves following the 2004 Sumatra tsunami. The second numerical method resolves the non-linear acoustic and gravity wave propagation in a realistic atmosphere coupled, with topography, to the elastic wave propagation in a visco-elastic solid. This numerical tool relies on a discontinuous Galerkin method to solve the full Navier-Stokes equations in the fluid domain and a continuous Galerkin method to solve the elastodynamics equations in the solid domain. It is validated against analytical solutions and numerical results provided by the finite-difference method.

No description available.

[pt] A maioria das opções negociadas atualmente é do estilo americano, no entanto sua avaliação continua sendo uma tarefa bastante difí­cil, constituindo-se numa das áreas mais desafiadoras no campo de derivativos financeiros, particularmente quando existem vários fatores afetando o preço da opção. Isso ocorre basicamente porque os métodos de árvores binomiais e diferenças finitas tornam-se impraticáveis na avaliação de opções com mais de três fatores de incerteza. No presente trabalho, faz-se um estudo prévio dos modelos de precificação tradicionais, para posteriormente nos estendermos a modelos mais flexíveis desenvolvidos recentemente baseados em simulações de Monte Carlo e Quase-Monte Carlo, até então considerados inaplicáveis na avaliação de opções americanas. Nesse sentido, pretendemos comprovar a aplicabilidade e versatilidade dos modelos baseados em simulação na avaliação de opções americanas tradicionais ou complexas. Nossa análise baseia-se, sobretudo na ilustração de exemplos práticos, dando especial ênfase à implementação computacional e precisão dos modelos. / [en] The majority of the options negotiated nowadays are of the american style, however its valuation goes on being a very hard job, constituting themselves in one of the most challenging areas in the financial derivative field, particularly when there are several factors affecting the price of the option. It happens basically because the binominal trees and finite differences methods become impracticable in the valuation of options with more than three factors of uncertainty. In this work we are doing a previous study of the traditional methods of american option valuation for later extending this study to more flexible and newly developed models based on simulations of Monte Carlo and Quase-Monte Carlo, which up to the present have been considered inapplicable in the valuation of the american style options. In this sense we intend to prove the applicability and versatility of the models based on simulation in the valuation of traditional and complex american options. Our analysis is, above all based on the illustration of practical examples giving special emphasis to the computational implementation and accuracy of the methods.

Escoamentos multifásicos em meios porosos são modelados por um sistema de equações diferenciais parciais e o estudo da aproximação das soluções dessas equações desempenha papel crucial na simulação e previsão de problemas de grande interesse prático e impacto econômico e social, tais como a recuperação secundária de petróleo, o armazenamento geológico de CO2 e o transporte de poluentes em aquíferos. O presente trabalho tem como objetivo o desenvolvimento de um simulador numérico tridimensional para avaliar com precisão o transporte de dois fluidos imiscíveis em um meio poroso heterogêneo e que utiliza computação paralela multithread para computadores multiprocessados de memória compartilhada. O sistema de equações diferenciais parciais é decomposto em um subsistema elíptico para a determinação do campo de velocidades dos fluidos e uma equação hiperbólica não-linear para o transporte das fases fluidas. Para esta última, foi utilizado um método numérico de volumes finitos, não-oscilatório de alta ordem baseado em esquemas centrais e que admite uma formulação semi-discreta com coeficientes variáveis no espaço. Experimentos numéricos em modelos tridimensionais foram realizados considerando problemas de escoamentos lineares e não lineares postos em configurações típicas de simulação de reservatórios de petróleo. Os resultados mostraram-se satisfatórios por apresentarem conservação da massa, boa captura das ondas de choque e pequena difusão numérica, independente do passo de tempo. / Multiphase flows in porous media are modeled by a system of partial differential equations and the study of the numerical approximation to the solutions of these plays a crucial role in the simulation and prediction of problems that are of great practical interest and of economic and social impact, such as secondary oil recovery, geological storage of CO2 and transport of pollutants in aquifers. The goal of this work is the development of a three-dimensional numerical simulator that precisely evaluates the transport of two immiscible fluids in a heterogeneous porous media using multithread parallel programming to shared memory multiprocessors computers. The system of partial differential equations is decomposed into a elliptic subsystem used to determine the velocity field and into a hyperbolic equation (nonlinear) to determine the transport of the fluid phases. The approximation to the solution of the latter one is calculated using a high order non-oscillatory finite-differences numerical method based on central schemes that allows a semi-discrete formulation which an extension that enables to work with variable space coefficients. Numerical experiments on three-dimensional models were performed considering linear and nonlinear flow problems in typical settings of oil reservoirs simulations. The results were satisfactory since they presented mass conservation, precise capture of shock waves and small numeric diffusion, regardless of the time step.

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.