Em problemas de viscoelasticidade computacional, a discretização espacial para a solução global das equações de equilíbrio é acoplada à discretização temporal para a solução de um problema de valor inicial local do fluxo viscoelástico. É demonstrado que este acoplamento espacial-temporal (ou global-local) éconsistente se o tensor de deformação total, agindo como elemento acoplador, tem uma aproximação de ordem p ao longo do tempo igual à ordem de convergência do método de integração de Runge-Kutta (RK). Para a interpolação da deformação foram utilizados polinômios baseados em soluções obtidas nos tempos tn+1, tn, . . ., tn+2−p, p ≥ 2, fornecendo dados consistentes de deformação nos estágios do RK. Em uma situação onde tal regra para a interpolação da deformação não é satisfeita, a integração no tempo apresentará, consequentemente, redução de ordem, baixa precisão e, por conseguinte, eficiência inferior. Em termos gerais, o propósito é generalizar esta condição de consistência proposta pela literatura, formalizando-a matematicamente e o demonstrando através da utilização de métodos de Runge-Kutta diagonalmente implícitos (DIRK) até ordem p = 4, aplicados a modelos viscoelásticos não-lineares sujeitos a deformações finitas. Através de exemplos numéricos, os algoritmos de integração temporal adaptados apresentaram ordem de convergência nominal e, portanto, comprovam a validade da formalização do conceito de interpolação consistente da deformação. Comparado com o método de integração de Euler implícito, é demonstrado que os métodos DIRK aqui aplicados apresentam um ganho considerável em eficiência, comprovado através dos fatores de aceleração atingidos. / In computational viscoelasticity, spatial discretization for the solution of the weak form of the balance of linear momentum is coupled to the temporal discretization for solving a local initial value problem (IVP) of the viscoelastic flow. It is shown that this spatial- temporal (or global-local) coupling is consistent if the total strain tensor, acting as the coupling agent, exhibits the same approximation of order p in time as the convergence order of the Runge-Kutta (RK) integration algorithm. To this end we construct interpolation polynomials based on data at tn+1, tn, . . ., tn+2−p, p ≥ 2, which provide consistent strain data at the RK stages. If this novel rule for strain interpolation is not satisfied, time integration shows order reduction, poor accuracy and therefore less efficiency. Generally, the objective is to propose a generalization of this consistency idea proposed in the literature, formalizing it mathematically and testing it using diagonally implicit Runge-Kutta methods (DIRK) up to order p = 4 applied to a nonlinear viscoelasticity model subjected to finite strain. In a set of numerical examples, the adapted time integrators obtain full convergence order and thus approve the novel concept of consistency. Substantially high speed-up factors confirm the improvement in the efficiency compared with Backward Euler algorithm.

Em problemas de viscoelasticidade computacional, a discretização espacial para a solução global das equações de equilíbrio é acoplada à discretização temporal para a solução de um problema de valor inicial local do fluxo viscoelástico. É demonstrado que este acoplamento espacial-temporal (ou global-local) éconsistente se o tensor de deformação total, agindo como elemento acoplador, tem uma aproximação de ordem p ao longo do tempo igual à ordem de convergência do método de integração de Runge-Kutta (RK). Para a interpolação da deformação foram utilizados polinômios baseados em soluções obtidas nos tempos tn+1, tn, . . ., tn+2−p, p ≥ 2, fornecendo dados consistentes de deformação nos estágios do RK. Em uma situação onde tal regra para a interpolação da deformação não é satisfeita, a integração no tempo apresentará, consequentemente, redução de ordem, baixa precisão e, por conseguinte, eficiência inferior. Em termos gerais, o propósito é generalizar esta condição de consistência proposta pela literatura, formalizando-a matematicamente e o demonstrando através da utilização de métodos de Runge-Kutta diagonalmente implícitos (DIRK) até ordem p = 4, aplicados a modelos viscoelásticos não-lineares sujeitos a deformações finitas. Através de exemplos numéricos, os algoritmos de integração temporal adaptados apresentaram ordem de convergência nominal e, portanto, comprovam a validade da formalização do conceito de interpolação consistente da deformação. Comparado com o método de integração de Euler implícito, é demonstrado que os métodos DIRK aqui aplicados apresentam um ganho considerável em eficiência, comprovado através dos fatores de aceleração atingidos. / In computational viscoelasticity, spatial discretization for the solution of the weak form of the balance of linear momentum is coupled to the temporal discretization for solving a local initial value problem (IVP) of the viscoelastic flow. It is shown that this spatial- temporal (or global-local) coupling is consistent if the total strain tensor, acting as the coupling agent, exhibits the same approximation of order p in time as the convergence order of the Runge-Kutta (RK) integration algorithm. To this end we construct interpolation polynomials based on data at tn+1, tn, . . ., tn+2−p, p ≥ 2, which provide consistent strain data at the RK stages. If this novel rule for strain interpolation is not satisfied, time integration shows order reduction, poor accuracy and therefore less efficiency. Generally, the objective is to propose a generalization of this consistency idea proposed in the literature, formalizing it mathematically and testing it using diagonally implicit Runge-Kutta methods (DIRK) up to order p = 4 applied to a nonlinear viscoelasticity model subjected to finite strain. In a set of numerical examples, the adapted time integrators obtain full convergence order and thus approve the novel concept of consistency. Substantially high speed-up factors confirm the improvement in the efficiency compared with Backward Euler algorithm.

In this paper the rate of convergence, speed of execution and symplectic properties of the time-integrators Leap-Frog (LF2), fourth order Runge-Kutta(RK4) and Crank-Nicholson (CN2) have been studied. This was done by solving the one-dimensional model for a particle in a box (Dirichlet-conditions). The results show that RK4 is the fastest in achieving higher tolerances, while CN2 is the fastest in achieving lower tolerances. Fourth order corrections of LF (LF4)and CN (CN4) were also studied, though these showed no improvements overLF2 and CN2. All methods were shown to exhibit symplectic behavior.

The famous Black-Scholes partial differential equation is one of the most widely used and researched equations in modern financial engineering to address the complex evaluations in the financial markets. This thesis investigates a numerical technique, using a fourth-order discretization in time and space, to solve a generalized version of the classical Black-Scholes partial differential equation. The numerical discretization in space consists of a fourth order centered difference approximation in the interior points of the spatial domain along with a fourth order left and right sided approximation for the points near the boundary. On the other hand, the temporal discretization is made by implementing a Runge-Kutta order four (RK4) method. The designed approximations are analyzed numerically with respect to stability and convergence properties.

At many American colleges and universities, efforts to enhance the retention of a diverse group of students have become a priority. This study represents part of this effort at the University of Central Florida, a large public suburban state university in the South. Specifically, this investigation evaluated Pegasus '95 and the Academic Mentoring Program offered in the Summer and Fall Semesters of 1995 to specially-admitted students who fell short of regular admissions requirements. During the summer, Pegasus '95 provided testing, orientation, guided course work, study skills workshops, and mentoring, both individually and in the context of cohesive socialization groups of approximately 15 students each. In the Fall 1995 Semester, students were highly encouraged to participate in one-on-one mentoring in the Academic Mentoring Program (AMP) available through the Student Academic Resource Center (SARC), a university-based office which provides a variety of academic assistance services. A multiple regression analysis was conducted using the following independent predictor variables: gender, SAT/ACT scores, Pegasus participation, use of the AMP in the Fall 1995 semester, four summary scores from the College Student Inventory (CSI), and eight scaled scores from the Noncognitive Questionnaire (NCQ). Dependent variables were individual student GPA in the Summer and Fall 1995 semesters, cumulative GPA after two semesters, and enrolled credit hours into the Spring 1996 academic term. Overall, it was expected that a combination of predictor variables, including both traditional cognitive factors (SAT/ACT scores and high school GPA) and noncognitive factors (NCQ scores and CSI scores, Pegasus participation, and mentoring by the SARC) would significantly predict GP A and retention. The study found that a regression equation including gender, high school GPA, overall SAT scores and the eight NCQ scale scores significantly predicted Fall 1995 and cumulative GPA after two semesters but not Summer 1995 GPA or credit hours enrolled in Spring 1996. Attendance at Pegasus meetings was also shown to be significantly and positively associated with Fall 1995 GPA and cumulative GPA after two semesters but not of Summer 1995 GPA or credit hours enrolled in Spring 1996. Gender, high school GP A, the ACT score and the CSI Dropout Proneness scale significantly predicted credit hours enrolled in Spring 1996, as did use of the AMP program provided by the SARC. Of particular interest was the finding that including noncognitive factors in significant equations led to a greater explanation of the variance than could be obtained with any of the traditional cognitive measurements alone, suggesting that with academically disadvantaged students noncognitive measures must be considered in predicting who can succeed and persist in college.

A coupled solution approach is presented for numerically simulating a near-field underwater explosion (UNDEX). An UNDEX consists of a complicated sequence of events over a wide range of time scales. Due to the complex physics, separate simulations for near/far-field and early/late-time are common in practice. This work focuses on near-field early-time UNDEX simulations. Using the assumption of compressible, inviscid and adiabatic flow, the fluid flow is governed by a set of Euler fluid equations. In practical simulations, we often encounter computational difficulties that include large displacements, shocks, multi-fluid flows with cavitation, spurious waves reflecting from boundaries and fluid-structure coupling. Existing methods and codes are not able to simultaneously consider all of these characteristics. A robust numerical method that is capable of treating large displacements, capturing shocks, handling two-fluid flows with cavitation, imposing non-reflecting boundary conditions (NRBC) and allowing the movement of fluid grids is required. This method is developed by combining numerical techniques that include a high-order accurate numerical method with a shock capturing scheme, a multi-fluid method to handle explosive gas-water flows and cavitating flows, and an Arbitrary Lagrangian Eulerian (ALE) deformable fluid mesh. These combined approaches are unique for numerically simulating various near-field UNDEX phenomena within a robust single framework. A review of the literature indicates that a fully coupled methodology with all of these characteristics for near-field UNDEX phenomena has not yet been developed. A set of governing equations in the ALE description is discretized by a Runge Kutta Discontinuous Galerkin (RKDG) method. For multi-fluid flows, a Direct Ghost Fluid (DGF) Method coupled with the Level Set (LS) interface method is incorporated in the RKDG framework. The combination of RKDG and DGF methods (RKDG-DGF) is the main contribution of this work which improves the quality and stability of near-field UNDEX flow simulations. Unlike other methods, this method is simpler to apply for various UNDEX applications and easier to extend to multi-dimensions. / Ph. D.

abstract: Rabies is an infectious viral disease. It is usually fatal if a victim reaches the rabid stage, which starts after the appearance of disease symptoms. The disease virus attacks the central nervous system, and then it migrates from peripheral nerves to the spinal cord and brain. At the time when the rabies virus reaches the brain, the incubation period is over and the symptoms of clinical disease appear on the victim. From the brain, the virus travels via nerves to the salivary glands and saliva. A mathematical model is developed for the spread of rabies in a spatially distributed fox population to model the spread of the rabies epizootic through middle Europe that occurred in the second half of the 20th century. The model considers both territorial and wandering rabid foxes and includes a latent period for the infection. Since the model assumes these two kinds of rabid foxes, it is a system of both partial differential and integral equations (with integration over space and, occasionally, also over time). To study the spreading speeds of the rabies epidemic, the model is reduced to a scalar Volterra-Hammerstein integral equation, and space-time Laplace transform of the integral equation is used to derive implicit formulas for the spreading speed. The spreading speeds are discussed and implicit formulas are given for latent periods of fixed length, exponentially distributed length, Gamma distributed length, and log-normally distributed length. A number of analytic and numerical results are shown pertaining to the spreading speeds. Further, a numerical algorithm is described for the simulation of the spread of rabies in a spatially distributed fox population on a bounded domain with Dirichlet boundary conditions. I propose the following methods for the numerical approximation of solutions. The partial differential and integral equations are discretized in the space variable by central differences of second order and by the composite trapezoidal rule. Next, the ordinary or delay differential equations that are obtained this way are discretized in time by explicit continuous Runge-Kutta methods of fourth order for ordinary and delay differential systems. My particular interest is in how the partition of rabid foxes into territorial and diffusing rabid foxes influences the spreading speed, a question that can be answered by purely analytic means only for small basic reproduction numbers. I will restrict the numerical analysis to latent periods of fixed length and to exponentially distributed latent periods. The results of the numerical calculations are compared for latent periods of fixed and exponentially distributed length and for various proportions of territorial and wandering rabid foxes. The speeds of spread observed in the simulations are compared to spreading speeds obtained by numerically solving the analytic formulas and to observed speeds of epizootic frontlines in the European rabies outbreak 1940 to 1980. / Dissertation/Thesis / Doctoral Dissertation Applied Mathematics 2018

A numerical method (SIMPLE DIRK Method) for unsteady incompressible viscous flow simulation is presented. The proposed method can be used to achieve arbitrarily high order of accuracy in time-discretization which is otherwise limited to second order in majority of the currently used simulation techniques. A special class of implicit Runge-Kutta methods is used for time discretization in conjunction with finite volume based SIMPLE algorithm. The algorithm was tested by solving for velocity field in a lid-driven square cavity. In the test case calculations, power law scheme was used in spatial discretization and time discretization was performed using a second-order implicit Runge-Kutta method. Time evolution of velocity profile along the cavity centerline was obtained from the proposed method and compared with that obtained from a commercial computational fluid dynamics software program, FLUENT 6.2.16. Also, steady state solution from the present method was compared with the numerical solution of Ghia, Ghia, and Shin and that of Erturk, Corke, and Goökçöl. Good agreement of the solution of the proposed method with the solutions of FLUENT; Ghia, Ghia, and Shin; and Erturk, Corke, and Goökçöl establishes the feasibility of the proposed method.

A numerical method (SIMPLE DIRK Method) for unsteady incompressible viscous flow simulation is presented. The proposed method can be used to achieve arbitrarily high order of accuracy in time-discretization which is otherwise limited to second order in majority of the currently used simulation techniques. A special class of implicit Runge-Kutta methods is used for time discretization in conjunction with finite volume based SIMPLE algorithm. The algorithm was tested by solving for velocity field in a lid-driven square cavity. In the test case calculations, power law scheme was used in spatial discretization and time discretization was performed using a second-order implicit Runge-Kutta method. Time evolution of velocity profile along the cavity centerline was obtained from the proposed method and compared with that obtained from a commercial computational fluid dynamics software program, FLUENT 6.2.16. Also, steady state solution from the present method was compared with the numerical solution of Ghia, Ghia, and Shin and that of Erturk, Corke, and Goökçöl. Good agreement of the solution of the proposed method with the solutions of FLUENT; Ghia, Ghia, and Shin; and Erturk, Corke, and Goökçöl establishes the feasibility of the proposed method.

The validity of transfer matrix method (TMM) employed in a nonlinear gear cam system is studied in this thesis. The nonlinear dynamic responses of each part in the nonlinear system are estimated by applying the 4th-order Runge-Kutta method. A high speed gear cam drive automatic die cutter was analyzed in this study. A 25 horsepower AC induction motor is designed to drive the system. To complete the cutting work, a sequential process of the harmonic motion and the intermittent motion are generated by the elbow mechanism and the gear cam mechanism, respectively. A simplified branched multi-rotor system is modeled to approximate the motion of the system. The variation of the dynamic parameters of the system in a loading cycle is estimated under a branched torsional system. The Holzer¡¦s transfer matrix method is used to study the variation of the system parameters during the intermittent movement. Moreover, the effect of time-varied speed introduced from the torque variation of the induction motor and gear cam mechanism on the nonlinear dynamic response of the system has also been investigated. To explore the dynamic effect of different cam designs, three different cam motion curves and seven operating rates have been analyzed in this work. The residual vibration of the last sprocket has also been discussed. Numerical results indicate that the proposed model is available to simulate the dynamic responses of a nonlinear gear cam drive system.