This dissertation presents three studies addressing various modeling and computational aspects of lattice structures. The first study is concerned with characterization of the threshold behavior for very slow (subcritical) crack growth. First, it is shown that this behavior requires the presence of a healing mechanism. Then thermodynamic analysis of brittle fracture specimens near the threshold developed by Rice (1978) is extended to specimens undergoing microstructural changes. This extension gives rise to a generalization of the threshold concept that mirrors the way the resistance R-curve generalizes the fracture toughness. In the absence of experimental data, the resistance curve near the threshold is constructed using a lattice model that includes healing and rupture mechanisms. The second study is concerned with transmission of various boundary conditions through irregular lattices. The boundary conditions are parameterized using trigonometric Fourier series, and it is shown that, under certain conditions, transmission through irregular lattices can be well approximated by that through classical continuum. It is determined that such transmission must involve the wavelength of at least 12 lattice spacings; for smaller wavelength classical continuum approximations become increasingly inaccurate. Also it is shown that this restriction is much more severe than that associated with identifying the minimum size for representative volume elements. The third study is concerned with extending the use of boundary algebraic equations to problems involving irregular rather than regular lattices. Such an extension would be indispensable for solving multiscale problems defined on irregular lattices, as boundary algebraic equations provide seamless bridging between discrete and continuum models. It is shown that, in contrast to regular lattices, boundary algebraic equations for irregular lattices require a statistical rather than deterministic treatment. Furthermore, boundary algebraic equations for irregular lattices contain certain terms that require the same amount of computational effort as the original problem. / text

The purpose of this thesis is to look into the difficulty of valuing American options, put as well as call, on an asset that pays continuous dividends. The authors are willing to demonstrate how mentioned above securities can be priced using a simple approximation of the Kim integral equations by quadrature formulas. This approach is compared with closed form American Option price formula proposed by Bjerksund-Stenslands in 2002. The results obtained by Bjerksund-Stenslands method are numerically compared by authors to the Kim’s. In Joon Kim’s approximation seems to be more accurate and closer to the chosen “true” value of an American option, however, Bjerksund-Stenslands model is demonstrating a higher speed in calculations.

Carding is an essential pre-spinning process whereby masses of dirty tufted fibres are cleaned, disentangled and refined into a smooth coherent web. Research and development in this `low-technology' industry have hitherto depended on empirical evidence. In collaboration with the School of Textile Industries at the University of Leeds, a mathematical theory has been developed that describes the passage of fibres through the carding machine. The fibre dynamics in the carding machine are posed, modelled and simulated by three distinct physical problems: the journey of a single fibre, the extraction of fibres from a tuft or tufts and many interconnecting, entangled fibres. A description of the life of a single fibre is given as it is transported through the carding machine. Many fibres are sparsely distributed across machine surfaces, therefore interactions with other neighbouring fibres, either hydrodynamically or by frictional contact points, can be neglected. The aerodynamic forces overwhelm the fibre's ability to retain its crimp or natural curvature, and so the fibre is treated as an inextensible string. Two machine topologies are studied in detail, thin annular regions with hooked surfaces and the nip region between two rotating drums. The theoretical simulations suggest that fibres do not transfer between carding surfaces in annular machine geometries. In contrast to current carding theories, which are speculative, a novel explanation is developed for fibre transfer between the rotating drums. The mathematical simulations describe two distinct mechanisms: strong transferral forces between the taker-in and cylinder and a weaker mechanism between cylinder and doffer. Most fibres enter the carding machine connected to and entangled with other fibres. Fibres are teased from their neighbours and in the case where their neighbours form a tuft, which is a cohesive and resistive fibre structure, a model has been developed to understand how a tuft is opened and broken down during the carding process. Hook-fibre-tuft competitions are modelled in detail: a single fibre extracted from a tuft by a hook and diverging hook-entrained tufts with many interconnecting fibres. Consequently, for each scenario once fibres have been completely or partially extracted, estimates can be made as to the degree to which a tuft has been opened-up. Finally, a continuum approach is used to simulate many interconnected, entangled fibre-tuft populations, focusing in particular on their deformations. A novel approach describes this medium by density, velocity, directionality, alignment and entanglement. The materials responds to stress as an isotropic or transversely isotropic medium dependent on the degree of alignment. Additionally, the material's response to stress is a function of the degree of entanglement which we describe by using braid theory. Analytical solutions are found for elongational and shearing flows, and these compare very well with experiments for certain parameter regimes.

This thesis deals with the mathematical modelling of nutrient uptake by plant roots. It starts with the Nye-Tinker-Barber model for nutrient uptake by a single bare cylindrical root. The model is treated using matched asymptotic expansion and an analytic formula for the rate of nutrient uptake is derived for the first time. The basic model is then extended to include root hairs and mycorrhizae, which have been found experimentally to be very important for the uptake of immobile nutrients. Again, analytic expressions for nutrient uptake are derived. The simplicity and clarity of the analytical formulae for the solution of the single root models allows the extension of these models to more realistic branched roots. These models clearly show that the `volume averaging of branching structure' technique commonly used to extend the Nye-Tinker-Barber with experiments can lead to large errors. The same models also indicate that in the absence of large-scale water movement, due to rainfall, fertiliser fails to penetrate into the soil. This motivates us to build a model for water movement and uptake by branched root structures. This model considers the simultaneous flow of water in the soil, uptake by the roots, and flow within the root branching network to the stems of the plant. The water uptake model shows that the water saturation can develop pseudo-steady-state wet and dry zones in the rooting region of the soil. The dry zone is shown to stop the movement of nutrient from the top of the soil to the groundwater. Finally we present a model for the simultaneous movement and uptake of both nutrients and water. This is discussed as a new tool for interpreting available experimental results and designing future experiments. The parallels between evolution and mathematical optimisation are also discussed.

Over the past 30 years the study of free boundary problems has stimulated much work. However, there exists a widely occurring, but little studied subclass of free boundary problems in which the free boundary has dimension two fewer than that of the underlying space rather than the more commonly studied case of one less. These problems are called `codimension-two' free boundary problems. In Chapter 1 the typical geometries required for such problems, the main mathematical techniques and the methodology used are discussed. Then, in Chapter 2, the techniques required to solve them are demonstrated using the particular example of the water entry problem. Further results for the water entry problem are then derived including an analysis of the relatively poorly understood water exit problem. In Chapter 3 a review is given of some classical contact and crack problems in solid mechanics. The inclusion of a cohesive zone in a dynamic type-III crack problem is considered. The Muskhelishvili potential method is presented and used to solve both a contact and crack problem. This enables the solution of a type-I crack problem relating to an ink delivery system to be found. In Chapter 4 a problem posed by car windscreen forming is addressed. A local solution near a corner is analysed to explain when and how point forces occur at the corners of the frame on which the simply supported windscreen rests. Then the full problem is solved numerically for different types of boundary condition. Chapters 5 and 6 deal with several sintering problems in viscous flow highlighting the value of the methodology introduced in Chapter 1. It will be shown how the Muskhelishvili potential method also carries over to Stokes flow problems. The difficulties of matching to an inner as opposed to an outer region are investigated. Last two interface problems between immiscible liquids are considered which show how the solution procedure is adapted when the field equation in the thin region is non-trivial. In the final chapter results are summarised, open problems listed and conclusions drawn.

Submitted by Luciana Ferreira (lucgeral@gmail.com) on 2014-10-31T11:26:53Z No. of bitstreams: 2 Dissertação - Emílio Curi Neto - 2014.pdf: 3380066 bytes, checksum: d90415ab2be40c912a8f3437adf514bb (MD5) license_rdf: 23148 bytes, checksum: 9da0b6dfac957114c6a7714714b86306 (MD5) / Approved for entry into archive by Luciana Ferreira (lucgeral@gmail.com) on 2014-10-31T13:45:48Z (GMT) No. of bitstreams: 2 Dissertação - Emílio Curi Neto - 2014.pdf: 3380066 bytes, checksum: d90415ab2be40c912a8f3437adf514bb (MD5) license_rdf: 23148 bytes, checksum: 9da0b6dfac957114c6a7714714b86306 (MD5) / Made available in DSpace on 2014-10-31T13:45:48Z (GMT). No. of bitstreams: 2 Dissertação - Emílio Curi Neto - 2014.pdf: 3380066 bytes, checksum: d90415ab2be40c912a8f3437adf514bb (MD5) license_rdf: 23148 bytes, checksum: 9da0b6dfac957114c6a7714714b86306 (MD5) Previous issue date: 2014-07-03 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES / In this work the main goal is focused on applying the theory of Taylor polynomial approximations applied on the trigonometric function defined by f : [0; 2 ] 􀀀! R, where f(x) = sin(x). To achieve this goal, eight sections were developed, in which initially a reflection on the problem and the need to obtain the values in this respect in that it is wide angle measure x is presented. Is presented and subsequently treated a problem involving the movement of a pendulum, which uses the approximation sin(x) x where x belongs to a certain range. In the sections that follow a literature review of the theories of differential and integral calculus is presented, and the related theory of Taylor approximation of functions by polynomials. Later we used these theories to analyze and determine polynomials approximating the function f(x) = sin(x) in a neighborhood of the point x = 0, and estimate the error when we applied these approaches. At this time the error occurred due to the approach used in the pendulum problem was also analyzed. Finally a hint of practice to be held in the classroom using the theories treated here as well as the study of the problem of heat transfer in a bar through the theory of Fourier activity is presented. / Neste trabalho o objetivo principal está focado em aplicar a teoria de Taylor relativa à aproximações polinomiais aplicadas à função trigonométrica definida por f : [0; 2 ] 􀀀! R, onde f(x) = sen(x). Para alcançar esse objetivo, foram desenvolvidas oito seções, nas quais inicialmente é apresentada uma reflexão sobre a necessidade e a problemática de obtêr-se os valores desta relação a medida em que varia-se a medida do ângulo x. Posteriormente é apresentado e tratado um problema envolvendo o movimento de um pêndulo, o qual utiliza a aproximação sen(x) x onde x pertence o um certo intervalo. Nas seções que seguem é apresentada uma revisão bibliográfica das Teorias do Cálculo Diferencial e Integral, assim como da Teoria de Taylor relacionada à aproximação de funções através de polinômios. Posteriormente utilizou-se estas teorias para analisar e determinar polinômios que aproximam a função sen(x) em uma vizinhança do ponto x = 0, assim como estimar o erro gerado ao utilizar-se estas aproximações. Nesse momento também foi analisado o erro ocorrido devido à aproximação utilizada no problema do pêndulo. Por fim é apresentada uma sugestão de atividade prática a ser realizada em sala de aula utilizando as teorias aqui tratadas, assim como o estudo do problema de transferência de calor em uma barra através da teoria de Fourier.

Using surrogate approximations (e.g. Kriging interpolation or artifical neural networks) is an established technique for decreasing the execution time of simulation optimization problems. However, constructing surrogate approximations can be impossible when facing complex simulation inputs, and instead one is forced to use a surrogate model, which explicitly attempts to simulate the inner workings of the underlying simulation model. This dissertation has investigated if postprocessing the output of a surrogate model with an artificial neural network can increase its accuracy and value in simulation optimization problems. Results indicate that the technique has potential in that when output post-processing was enabled the accuracy of the surrogate model increased, i.e. its output more losely matched the output of the real simulation model. No apparent improvement in optimization performance could be observed however. It was speculated that this was due to either the optimization algorithm used not taking advantage of the improved accuracy of the surrogate model, or the fact the the improved accuracy of the surrogate model was to small to make any measurable impact. Further investigation of these issues must be conducted in order to get a better understanding of the pros and cons of the technique.

Safety-critical systems, especially those found in avionics and automotive industries, rely on machine arithmetic to perform their tasks: integer arithmetic, fixed-point arithmetic or floating-point arithmetic (FPA). Machine arithmetic exhibits subtle differences in behavior compared to the ideal mathematical arithmetic, due to fixed-size representation in memory. Failure of safety-critical systems is unacceptable, due to high-stakes involving human lives or huge amounts of money, time and effort. By formally proving properties of systems, we can be assured that they meet safety requirements. However, to prove such properties it is necessary to reason about machine arithmetic. SMT techniques for machine arithmetic are lacking scalability. This thesis presents approaches that augment or complement existing SMT techniques for machine arithmetic. In this thesis, we explore approximations as a means of augmenting existing decision procedures. A general approximation refinement framework is presented, along with its implementation called UppSAT. The framework solves a sequence of approximations. Initially very crude, these approximations are fairly easy to solve. Results of solving approximate constraints are used to either reconstruct a solution of original constraints, obtain a proof of unsatisfiability or to refine the approximation. The framework preserves soundness, completeness, and termination of the underlying decision procedure, guaranteeing that eventually, either a solution is found or a proof that solution does not exist. We evaluate the impact of approximations implemented in the UppSAT framework on the state-of-the-art in SMT for floating-point arithmetic. A novel method to reason about the theory of fixed-width bit-vectors called mcBV is presented. It is an instantiation of the model constructing satisfiability calculus, mcSAT, and uses a new lazy representation of bit-vectors that allows both bit- and word-level reasoning. It uses a greedy explanation generalization mechanism capable of more general learning compared to traditional approaches. Evaluation of mcBV shows that it can outperform bit-blasting on several classes of problems.

We propose a new method of calculating electronically excited states that combines a density functional theory based ground state calculation with a linear response treatment that employs approximations used in the time-dependent density functional based tight binding (TD-DFTB) approach. The new method termed time-dependent density functional theory TD-DFT+TB does not rely on the DFTB parametrization and is therefore applicable to systems involving all combinations of elements. We show that the new method yields UV/Vis absorption spectra that are in excellent agreement with computationally much more expensive TD-DFT calculations. Errors in vertical excitation energies are reduced by a factor of two compared to TD-DFTB.

No description available.