Thesis (M.Sc.)--Memorial University of Newfoundland, 2004. / Bibliography: leaves135-137. Also available online.

Thesis (M.S.) -- Worcester Polytechnic Institute. / Keywords: Finite Difference; Pricing; C++. Includes bibliographical references (leaf 21).

Thesis (M.Sc.(Mathematics and Applied Mathematics)) -- University of Pretoria, 2008. / Summary in English. Includes bibliographical references.

Made available in DSpace on 2014-06-11T19:26:10Z (GMT). No. of bitstreams: 0 Previous issue date: 2007-04-10Bitstream added on 2014-06-13T20:33:56Z : No. of bitstreams: 1 teramoto_eh_me_rcla.pdf: 2690171 bytes, checksum: e9bf862dfe4d665dcbf73deb1105b9b7 (MD5) / Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) / Em área contaminada por hidrocarbonetos, situada no município de Paulínia, a migração dos contaminantes e a eficiência do sistema de bombeamento são governadas pela heterogeneidade litológica do aqüífero local, constituído por rochas do Subgrupo Itararé, rochas intrusivas básicas da Formação Serra Geral e por sedimentos cenozóicos correlatos à Formação Rio Claro. Desta forma, o entendimento da heterogeneidade que caracteriza este aqüífero e suas propriedades hidráulicas é essencial para a otimização e o aprimoramento do processo de remediação. Visando delinear o entendimento e a caracterização hidrogeológica local, foi elaborado modelo hidrogeológico conceitual, por meio da integração de dados provenientes de técnicas tradicionais de investigação, tais como métodos geofísicos, monitoramento dos níveis piezométricos de poços de monitoramento, descrições geológicas e análises granulométricas, para entendimento da dinâmica de fluxo local, distribuição litológica do substrato aqüífero e seus valores de condutividade hidráulica. Foram ainda realizadas simulações numéricas de fluxo em regime permanente, utilizando o software Visual Modflow, que emprega o método de diferenças finitas para testar o modelo conceitual concebido. A simulação numérica apresentou excelentes correlações entre os valores de cargas hidráulicas medidas e simuladas e os resultados obtidos permitiram verificar a consistência do modelo conceitual. / In an hydrocarbon contaminated area locate in Paulínia city, lithological heterogeneity of local aquifer controls the migration of contaminant and the efficiency of pump system. The aquifer is composed by sedimentary rocks of Itararé Sub-group, basic intrusive of Serra Geral Formation and cenozoic sediments correlated to Rio Claro Formation. Therefore, understanding heterogeinity that characterize the aquifer and its hydraulic properties is vital to optimization and improvement of remediation process. For hydrogeological characterization of the local aquifer, a conceptual hydrogeological model was elaborated by integrating traditional investigations tools, such as geophysical methods, piezometric level monitoring, and geological descriptions in drillings and granulometric analysis to understanding of local dynamic flow, lithological distributions and hydraulic conductivity. Numerical simulation under steady-state condition using Visual Modflow, which utilizes the finite differences method were performed to test the conceived conceptual model. The measured and calculated hydraulic heads are in excellent agreement, showing the consistency of the conceptual model.

Made available in DSpace on 2014-06-11T19:24:47Z (GMT). No. of bitstreams: 0 Previous issue date: 2004-08-22Bitstream added on 2014-06-13T20:47:19Z : No. of bitstreams: 1 pentagna_rpp_me_bauru_prot.pdf: 1054031 bytes, checksum: c2f515f7ab29cf3aa3f199133c8d8d15 (MD5) / outros - empresas / Foi desenvolvido um modelo matemático para descrever o processo de estocagem de energia via estratificação térmica de líquido em um tanque. Neste modelo foi considerado um balanço de energia para o sistema de estocagem e proposto um modelo matemático unidimensional e transiente capaz de descrever o histórico dos perfis de temperatura do líquido e da parede do reservatório durante a operação de carregamento dinâmico. O modelo matemático foi discretizado através da técnica de diferença finitas e sua solução foi obtida numericamente através de um código computacional desenvolvido em linguagem de programação FORTRAN. Os resultados teóricos foram comparados com resultados experimentais, e estudada também a influência da relação altura/diâmetro e velocidade de carregamento no processo de estocagem de energia. / A mathematical model is developed to describe the energy storage process by thermal stratification of a liquid in a storage tank. Considering a balance of energy for the storage system, is proposed a transient and unidimensional mathematical model capable to describe the history of the liquid temperatures profile and the wall of the storage during the charging dynamic operations. The mathematical model was discretizided using a finite differences technic and its solution got numerically through a computational code developed in a FORTRAN programming language. The theorical results were compared with experimental results, and it was also studied the influence of aspect ratio and the charging velocity in an energy storage process.

Resumo: Em área contaminada por hidrocarbonetos, situada no município de Paulínia, a migração dos contaminantes e a eficiência do sistema de bombeamento são governadas pela heterogeneidade litológica do aqüífero local, constituído por rochas do Subgrupo Itararé, rochas intrusivas básicas da Formação Serra Geral e por sedimentos cenozóicos correlatos à Formação Rio Claro. Desta forma, o entendimento da heterogeneidade que caracteriza este aqüífero e suas propriedades hidráulicas é essencial para a otimização e o aprimoramento do processo de remediação. Visando delinear o entendimento e a caracterização hidrogeológica local, foi elaborado modelo hidrogeológico conceitual, por meio da integração de dados provenientes de técnicas tradicionais de investigação, tais como métodos geofísicos, monitoramento dos níveis piezométricos de poços de monitoramento, descrições geológicas e análises granulométricas, para entendimento da dinâmica de fluxo local, distribuição litológica do substrato aqüífero e seus valores de condutividade hidráulica. Foram ainda realizadas simulações numéricas de fluxo em regime permanente, utilizando o software Visual Modflow, que emprega o método de diferenças finitas para testar o modelo conceitual concebido. A simulação numérica apresentou excelentes correlações entre os valores de cargas hidráulicas medidas e simuladas e os resultados obtidos permitiram verificar a consistência do modelo conceitual. / Abstract: In an hydrocarbon contaminated area locate in Paulínia city, lithological heterogeneity of local aquifer controls the migration of contaminant and the efficiency of pump system. The aquifer is composed by sedimentary rocks of Itararé Sub-group, basic intrusive of Serra Geral Formation and cenozoic sediments correlated to Rio Claro Formation. Therefore, understanding heterogeinity that characterize the aquifer and its hydraulic properties is vital to optimization and improvement of remediation process. For hydrogeological characterization of the local aquifer, a conceptual hydrogeological model was elaborated by integrating traditional investigations tools, such as geophysical methods, piezometric level monitoring, and geological descriptions in drillings and granulometric analysis to understanding of local dynamic flow, lithological distributions and hydraulic conductivity. Numerical simulation under steady-state condition using Visual Modflow, which utilizes the finite differences method were performed to test the conceived conceptual model. The measured and calculated hydraulic heads are in excellent agreement, showing the consistency of the conceptual model. / Orientador: Chang Hung Kiang / Banca: Edson Cézar Wedland / Banca: Ewerton de Oliveira / Mestre

Orientador: Ricardo Caetano Azevedo Biloti / Dissertação (mestrado profissional) - Universidade Estadual de Campinas, Instituto de Matematica, Estatistica e Computação Cientifica / Made available in DSpace on 2018-08-13T04:58:29Z (GMT). No. of bitstreams: 1 Sousa_Nadsonde_M.pdf: 846587 bytes, checksum: 2e5832c38e969f5279654b4c89da83e3 (MD5) Previous issue date: 2009 / Resumo: O presente trabalho aborda os métodos de diferenças finitas com suas propriedades e aplicações. Iniciamos com uma revisão histórica, destacando alguns matemáticos que participaram do desenvolvimento da teoria de métodos de diferenças. Em seguida, apresentamos alguns modelos matemáticos compostos por equações diferenciais. Através da equação de advecção, estudamos métodos de diferenças explícitos, com especial enfoque para as propriedades de erro de truncamento, consistência, estabilidade e convergência dando ênfase ao Teorema de Lax. Estudamos a análise de Fourier e a condição de von Neumann para interpretar a amplitude, a dissipação e a dispersão das soluções numéricas. Abordamos os métodos Upwind, de Lax-Friedrichs e de Lax-Wendroff. Por fim, exemplificamos numericamente os conceitos e propriedades estudados com comparações entre os métodos, aplicados em um problema teste. / Abstract: The present work approaches finite-difference methods, their properties, and their applications. We present a historical review, including some mathematieians who participated in the development of the theory of differences. Furthermore, we present some mathematical models consisting of differential equatiolls. Through the advection equationl, we study explicit finite-difference methods, detailing their truncation error, consistency, stability and conlvergence properties. We employ Fourier analysis and the von Neumann condition to study the amplitude, dissipation and dispersion of numerical solutions. We compare three methods: Upwind, Lax-Friedrichs and Lax-Wendroff. Finally, we perform numerical tests to illustrate the concepts and properties studied in this work. / Mestrado / Analise Numerica / Mestre em Matemática

No description available.

Terahertz (THz) reflection and transmission spectroscopy is a promising new field with applications in imaging and illicit material detection. One particularly useful application is for the detection of improvised explosive devices (IEDs) which is a favorite weapon of global terrorists. Explosive materials have been shown to have a unique spectral signature in the THz band which can be used to identify the explosives. However, the initial measurements performed on the explosive samples do not account for the modulation of the spectral features by random scattering that will be prevalent with actual samples encountered in applications. The intent of this work is to characterize and quantify the effects of random scattering that may alter the spectral features. Specifically, the effect that a randomly rough surface and granular scattering has on the scattered THz wave (T-Rays) will be investigated and characterized using the Finite-Difference Time-Domain (FDTD) simulation method. The FDTD method is a natural choice for this work as it can handle complicated geometries (i.e., multiple scatterers, arbitrarily rough interfaces, etc.) arbitrary materials (i.e., dispersive media, etc.) and provides broadband frequency data with one simulation pass. First, the effect that the randomly rough surface of the sample explosive has on the extracted spectral signature will be studied using a Monte-Carlo analysis. Then the effect of the complex structure inside the explosive material (the granular scatterers) will be considered. Next, when the physics of the rough surface and granular scattering are understood, a robust method to extract the spectral signature from the reflected T-rays will be developed.

Microwave circuits play an important role in wireless communications. Microwave circuits are made up of many components, including passive devices. Passive devices include resistors, capacitors, inductors, and transformers. These passive devices are used to help lower noise and to allow signals to pass effectively though the circuit. The Finite-Difference Time-Domain (FDTD) method is a powerful tool used to analyze the electromagnetic properties of objects. FDTD can be used to model the electromagnetic behavior of microwave circuits. Important electromagnetic properties such as S-parameters, effective dielectric constant, phase constant, and the movement of the electric and magnetic fields through the circuit can be extracted from a single FDTD simulation. Also of particular interest is the frequency response of a circuit, which can be determined by taking the Fourier transform of the time-domain results. FDTD is an efficient way to determine many electromagnetic characteristics of a microwave circuit. FDTD offers a programmer much freedom in assigning the shape, properties, and size of a structure that is to be analyzed. Also, FDTD is more robust than other electromagnetic analysis methods due to the algorithm it uses in finding the electric and magnetic fields. These useful aspects of FDTD make it the top choice in analyzing passive devices in microwave circuits. The thesis involves the electromagnetic analysis of passive structures that are used in RF IC's. Circuits that will be analyzed include a low-pass filter, antenna, and coplanar waveguides. This leads to the ultimate goal of the thesis, the analysis of a spiral inductor that is to be used in an RF IC. Spiral inductors are used as passive devices in planar microwave circuits. Spiral inductors can take on several shapes, with the square being the shape of interest in this thesis. FDTD will be used to analyze the electromagnetic properties of the spiral inductor, with the inductance being extracted from the values of the electromagnetic variables calculated during the simulation. Two types of spiral inductors will be analyzed; a three-turn spiral inductor and an eight-turn spiral inductor. Both types of spiral inductor will be analyzed on silicon and gallium arsenide dielectric substrates. The inductance values extracted from the spiral inductor can be used to determine how the inductor will behave as part of a microwave circuit. Inductor behavior is critical in that the performance of an RF IC will be affected if inductors are not performing optimally.