In this work, the peroxide-initiated degradation of polypropylene (PP) in co-rotating intermeshing twin-screw extruders (COITSEs) is analyzed by means of numerical simulations. This reactive extrusion (REX) operation is simulated by implementing (i) a one-dimensional and (ii) a three-dimensional (3D) modeling approach. In the case of the 1D modeling, a REX mathematical model previously developed and implemented as a computer code is used for the evaluation of two scale-up rules for COITSEs of various sizes. The first scale-up rule which is proposed in this work is based on the concept of thermal time introduced by Nauman (1977), and the second one is based on specific energy consumption (SEC) requirements. The processing parameters used in testing the previously referred to scale-up approaches are the mass throughput, the screw rotating speed, and the peroxide concentration, whereas the extruder screw configuration and the barrel temperature profiles are kept constant. The results for the simulated operating conditions show that when the REX operation is scaled-up under constant thermal time, very good agreement is obtained between the weight-average molecular weight (Mw) and poly-dispersity index (PDI) from the larger extruders and the values of these parameters corresponding to the reference extruder. For the constant SEC approach, on the other hand, more significant variations are observed for both of the aforementioned parameters. In the case of the implemented constant thermal time procedure, a further analysis of the effect of the mass throughput and screw speed of the reference device on the scaled-up operation is performed. It is observed that when the lower mass throughput is implemented for the smaller extruder keeping a constant screw speed, the predicted residence times of extrusion for the larger extruders are lower, in general terms, than those corresponding to the reference device, and a converse situation occurs for the higher implemented value of the mass throughput. Also, in general terms, the higher increase of the reaction temperature on the scaled-up operation corresponds to the lower mass throughputs and higher screw speeds specified for the reference extruder. For the 3D modeling approach, two different case studies are analyzed by means of a commercial FEM software package. The REX simulations are performed under the assumption of steady-state conditions using the concept of a moving relative system (MRS). To complement the information obtained from the MRS calculations, simulations for selected conditions (for non-reactive cases) are performed considering the more realistic transient-state (TS) flow conditions. The TS flow conditions are associated to the time periodicity of the flow field inside the conveying elements of COITSEs. In the first case study, the peroxide-initiated degradation of PP is simulated in fully-filled screw elements of two different size COITSEs in order to evaluate scale-up implications of the REX operation. In the second case, the reacting flow is simulated for a conventional conveying screw element and a conveying screw element having a special design and corresponding to the same extruder size. For both of the analyzed cases, the effects of the initial peroxide concentration and mass throughput on the final Mw and PDI of the degraded resin are studied. The effect of the processing conditions is discussed in terms of the residence time distribution (RTD), the temperature of reaction, and the distributive mixing capabilities of the REX system. When analyzing the scale-up case, it is found that for the implemented processing conditions, the final Mws and PDIs are very close to each other in both of the analyzed flow geometries when the specified flow is close to that corresponding to the maximum conveying capabilities of the screw elements. For more restrictive flow conditions, the final Mws and PDIs are lower in the case of the screw element of the larger extruder. It is found that the distributive mixing ability of the reactive flow is mainly related to the specified mass throughput and almost independent of the specified peroxide concentration for a particular extruder size. For the analyzed screw elements, the conveying element corresponding to the small size extruder shows a slightly better distributive mixing performance. For this same case study, a further evaluation of the proposed scale-up criterion under constant thermal time confirms the trend of the results observed for the 1D simulations. In the second case study, the special type of screw element consists of screws rotating at different speeds which have different cross sections. In this case, the outer and inner diameters of both the special and the conventional type of screw elements are specified to be the same. As in the previous case study, the distributive mixing capabilities appear to be independent of the specified peroxide concentrations but dependent on the mass flow rate. It is speculated from the simulation results, from both the transient- as well as the steady-state flow conditions, that the screw element with the special design would yield lower final values of the PDI and Mw. Also, this screw element appears to have improved distributive mixing capabilities as well as a wider RTD.

The design of new forming tools get more problemtic as the geometries get more complicated and the materials less formable. The idea with this project is to evaluate if an implementation of a simulation software in the designing process, to simulate the forming process before actually building the tools, could help Duroc Tooling avoid expensive mistakes. To evaluate this, the commercial FEM simulation software LS-DYNA was used in a complicated project, where the design of the forming tools for forming a girder was considered. The main objective was to avoid cracking and severe wrinkling which may result in the forming process. With help of simulations a stable forming process which did not yield cracks or severe wrinkling, was eventually found. The girder was almost impossible to form without cracking, but the breakthrough came when we tried to simulate a preforming step which solved the problem. Without a simulation software this would never have been tested since it would be to risky and expensive to try an idea which could turn out to be of no use. The simulations also showed that the springback - shape deformation occuring after pressing - was large and hard to predict without simulations. Therefore, the tools were also finally springback compensated. We concluded that simulations are very effective to quickly test new ideas which may be necessary when designing the tools for forming complicated parts. Simulation also provided detailed quantitative information about the expected cracks, wrinkles, and weaknesses of the resulting pieces. Even though there is cost associated with simulations, it is obvious from this project that a simulation software is a must if Duroc Tooling wants to be a leading company in sheet metal forming tools, and stand ready for the higher demands on the products in the future.

This thesis is composed of two parts. The first parts deals with a technique for pricing American-style contingent options. The second part details a statistical arbitrage model using statistical process control approaches. We propose a novel simulation approach for pricing American-style contingent claims. We develop an adaptive policy search algorithm for obtaining the optimal policy in exercising an American-style option. The option price is first obtained by estimating the optimal option exercising policy and then evaluating the option with the estimated policy through simulation. Both high-biased and low-biased estimators of the option price are obtained. We show that the proposed algorithm leads to convergence to the true optimal policy with probability one. This policy search algorithm requires little knowledge about the structure of the optimal policy and can be naturally implemented using parallel computing methods. As illustrative examples, computational results on pricing regular American options and American-Asian options are reported and they indicate that our algorithm is faster than certain alternative American option pricing algorithms reported in the literature. Secondly, we investigate arbitrage opportunities arising from continuous monitoring of the price difference of highly correlated assets. By differentiating between two assets, we can separate common macroeconomic factors that influence the asset price movements from an idiosyncratic condition that can be monitored very closely by itself. Since price movements are in line with macroeconomic conditions such as interest rates and economic cycles, we can easily see out of the normal behaviors on the price changes. We apply a statistical process control approach for monitoring time series with the serially correlated data. We use various variance estimators to set up and establish trading strategy thresholds.

This thesis presents a new method for controlling the look of an ocean water simulation for the purpose of creating cartoon-styled fluid animations. Two popular techniques to simulate fluid, a statistical height field method via the Fast Fourier Transform and the Stable Fluid method for dynamic effects, are connected smoothly via a blend domain, thus allowing a height field to drive a physical simulation. In addition, the height field can be stylized by utilizing a keyframing technique on wave amplitudes defined in the Fourier domain, allowing for creative control of the fluid’s surface. Such stylized height fields therefore can be simulated to exhibit natural fluid motion as well as to produce dynamic effects such as breaking waves that were previously unattainable in common fluid pipelines.

The conformational preferences of several oligosaccharides are investigated herein using a combination of NMR spectroscopy and molecular dynamics (MD) simulations, focusing on the torsion angles associated with the glycosidic linkages. Strategies for obtaining usable J-HMBC spectra for carbons with an adjacent 13C label are described. By employing a selective pulse or a constant time modification, spectra free from interferences are obtained for site-specifically 13C labeled oligosaccharides. Intermolecular hydrogen bonding in sucrose is investigated using MD simulations performed at different concentrations. One of the most frequent intermolecular hydrogen bonds in the simulations, O3f∙∙∙HO3g, was detected using the HSQC-TOCSY NMR experiment. Based on MD simulations and NMR spectroscopy, the conformational ensemble for a trisaccharide segment of the LeaLex hexasaccharide is proposed to feature conformational exchange between conformations with positive and negative values for the ψ3 torsion angle in the β-D-GlcpNAc-(1→3)-β-D-Galp linkage. Using MD simulations, the conformation of the N-acetyl group is shown to influence the glycosidic conformation at a nearby linkage in two oligosaccharides. Short (1→6)-linked oligosaccharides are shown to exhibit conformational exchange at the ω and ψ torsion angles. Notably, the former torsion angle populates states with ψ ≈ ±90°. Conformationally sensitive homo- and heteronuclear coupling constants are determined using various NMR experiments. The experimental data, including effective distances from NOESY obtained for two of the compounds, is used to improve the representation of the ω torsion angle in the CHARMM36 force field. / <p>At the time of the doctoral defense, the following papers were unpublished and had a status as follows: Paper 1: Manuscript. Paper 5: Accepted. Paper 6: Manuscript.</p>

This textual analysis examines computer simulations as rhetorical objects and acts. In particular, this work examines scientific simulations from organic chemistry and astrophysics in order to expose how rhetorical and social aspects influence the ad hoc decisions (e.g., setting initial parameters, excluding and adding arbitrary elements, and making other choices) that comprise simulations. Prior works in philosophy, critical theory and technical communication underscore fictional and formal features of simulation. In contrast, this dissertation dissects multiple levels of documents surrounding actual simulations—not only drafts of published articles but also software and code interiors, e-mail and letter correspondence, newsletters and white paper reports—in order to discuss the relational (rather than purely formal) meaning of the simulations. This work also compares simulation to other modes of the scientific imagination—paradox, thought experiments and metaphor, in particular. My findings suggest that simulations hinge upon abductive (rather than deductive or inductive) reasoning and qualify as virtual evidence. Also, while published drafts of simulation articles tidy the ad hoc twists and turns necessary for creating simulations, prior drafts and peripheral documents attest to the fact that organizational affiliations, earlier projects, and rhetorical strategies help establish the scope and meaning of simulation projects. Further, meaning-making takes place well before and long after the article drafting process—in prior incarnations of the work for presentation, in correspondence between article writers and reviewers, and in citations in others’ writing. / text

As scientific simulations get increasingly complex, so do the requirements of how to deal with the data that is produced. Few scientists and engineers today are satisfied with just looking at streams of numbers; we require graphical visualizations to better understand their meaning. The traditional method of visualization has been to save the simulation's results to a file, then load that file up in another program (eg. Microsoft Excel) for post-processing. Although post-processing data to produce visualizations may be sufficient for some simple simulations, a modern simulation designer usually wants more out of their visualization. Perhaps they want the visualization to be a 3D plot of an interplanetary trajectory, with the ability to zoom, pan, and rotate the scene interactively. Until now, doing so has required the designer to become adept at computer graphics, which is a feat that almost no scientist or engineer has the time to attempt. The research undertaken here introduces an architecture by which a simulation programmer can easily add interactive 3D visualizations to their simulations. This architecture has several benefits over existing visualization packages, the biggest one being that no knowledge of computer graphics is required to use the it in one's own simulations. Another benefit is that the resulting visualization is interactive by default, without any extra programming required on the part of the simulation designer. This thesis begins by introducing the theory behind how scientific simulations want to visualize data. Common aspects of all simulations are identified, and are used to develop a common "visualization language" that can be used by any simulation designer to specify what they want to visualize. The second part of the thesis specifies a particular implementation of this visualization language, called OpenFrames. Open- Frames is a library of functions that can be called from C, C++, or FORTRAN, and automatically implements the visualization specified by the designer.

Achieving realistic simulations of terrain vehicles in their work environment does not only require a careful model of the vehicle itself but the vehicle's interactions with the surroundings are equally important. For off-road ground vehicles the terrain will heavily affect the behaviour of the vehicle and thus puts great demands on the terrain model. The purpose of this project has been to develop and evaluate a deformable terrain model, meant to be used in real-time simulations with multi-body dynamics. The proposed approach is a modification of an existing elastoplastic model based on linear elasticity theory and a capped Drucker-Prager model, using it in an adaptive way. The original model can be seen as a system of rigid bodies connected by elastoplastic constraints, representing the terrain. This project investigates if it is possible to create dynamic bodies just when it is absolutely necessary, and store information about possible deformations in a grid. Two methods used for transferring information between the dynamic bodies and the grid have been evaluated; an interpolating approach and a discrete approach. The test results indicate that the interpolating approach is preferable, with better stability to an equal performance cost. However, stability problems still exist that have to be solved if the model should be useful in a commercial product.

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Cosmological simulations show that dark matter halos contain a wealth of substructure. These subhalos are assumed have a mass distribution that extends down to the smallest mass in the Cold Dark Matter (CDM) hierarchy, which lies below the current resolution limit of simulations. Substructure has important ramifications for indirect dark matter detection experiments as the signal depends sensitively on the small-scale density distribution of dark matter in the Galactic halo. A clumpy halo produces a stronger signal than halos where the density is a smooth function of radius. However, the small-scale Universe presents a daunting challenge for models of structure formation. In the CDM paradigm, structures form in a hierarchical fashion, with small-scale perturbations collapsing first to form halos that then grow via mergers. However, near the bottom of the hierarchy, dark matter structures form nearly simultaneously across a wide range of scales. To explore these small scales, I use a series of simulations of scale-free cosmological models, where the initial density power spectrum is a power-law. I can effectively examine various scales in the Universe by using the index in these artificial cosmologies as a proxy for scale. This approach is not new, but my simulations are larger than previous such simulations by a factor of 3 or more. My results call into question the often made assumption that the subhalo population is scale-free. The subhalo population does depend on the mass of the host. By combining my study with others, I construct a phenomenological model for the subhalo mass function. This model shows that the full subhalo hierarchy does not greatly boost the dark matter annihilation flux of a host halo. Thus, the enhancement of the Galactic halo signature due to substructure can not alone account the observed flux of cosmic rays produced by annihilating dark matter. Finally, I examine the nonlinear power spectrum, which is used to determine cosmological parameters based on large-scale, observational surveys. I find that in this nonlinear regime, my results are not consistent with currently used fitting formulae and present my own empirical formula. / Thesis (Ph.D, Physics, Engineering Physics and Astronomy) -- Queen's University, 2009-09-25 01:01:39.714