Orientadores: Lucio Tunes dos Santos, Maria Amélia Novais Schleicher / Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Matematica, Estatistica e Computação Cientifica / Made available in DSpace on 2018-08-04T04:00:54Z (GMT). No. of bitstreams: 1 Pila_MatheusFabiano_M.pdf: 955722 bytes, checksum: adb4b488d6a2e8995d1f8985186d2693 (MD5) Previous issue date: 2005 / Mestrado / Geofisica Computacional / Mestre em Matemática Aplicada

Abstract Several numerical methods and algorithms, for solving the mathematical model of a continuous casting process, are presented, and theoretically studied, in this work. The numerical algorithms can be divided in to three different groups: the Schwarz type overlapping methods, the nonoverlapping Splitting iterative methods, and the Predictor-Corrector type nonoverlapping methods. These algorithms are all so-called parallel algorithms i.e., they are highly suitable for parallel computers. Multiplicative, additive Schwarz alternating method and two asynchronous domain decomposition methods, which appear to be a two-stage Schwarz alternating algorithms, are theoretically and numerically studied. Unique solvability of the fully implicit and semi-implicit finite difference schemes as well as monotone dependence of the solution on the right-hand side are proved. Geometric rate of convergence for the iterative methods is investigated. Splitting iterative methods for the sum of maximal monotone and single-valued monotone operators in a finite-dimensional space are studied. Convergence, rate of convergence and optimal iterative parameters are derived. A two-stage iterative method with inner iterations is analyzed in the case when both operators are linear, self-adjoint and positive definite. Several new finite-difference schemes for a nonlinear convection-diffusion problem are constructed and numerically studied. These schemes are constructed on the basis of non-overlapping domain decomposition and predictor-corrector approach. Different non-overlapping decompositions of a domain, with cross-points and angles, schemes with grid refinement in time in some subdomains, are used. All proposed algorithms are extensively numerically tested and are founded stable and accurate under natural assumptions for time and space grid steps. The advantages and disadvantages of the numerical methods are clearly seen in the numerical examples. All of the algorithms presented are quite easy and straight forward, from an implementation point of view. The speedups show that splitting iterative method can be parallelized better than multiplicative or additive Schwarz alternating method. The numerical examples show that the multidecomposition method is a very effective numerical method for solving the continuous casting problem. The idea of dividing the subdomains to smaller subdomains seems to be very beneficial and profitable. The advantages of multidecomposition methods over other methods is obvious. Multidecomposition methods are extremely quick, while being just as accurate as other methods. The numerical results for one processor seem to be very promising.

L'étude des nanobulles de vapeur générées autour de nanoparticules métalliques chauffées par un laser dans de l'eau a connu un intérêt croissant au cours de la dernière décennie, motivé notamment par leur utilisation potentielle pour des applications biomédicales. Ces travaux sont majoritairement expérimentaux et il n'existe pas de description complète des phénomènes physiques régissant la génération et la dynamique des nanobulles. L'objet de cette thèse est de répondre à ces questions fondamentales par la résolution numérique d'un modèle fondé sur les équations de conservation locales dans le fluide (masse, quantité de mouvement et énergie) et prenant en compte la thermodynamique du fluide, les effets capillaires et la résistance thermique à l'interface or-fluide. Par la résolution de ce modèle, nous avons accès à la thermodynamique du fluide avant sa vaporisation et pendant la durée de l'existence des nanobulles, ce qui permet la description de leur dynamique. Dans un second temps, nous définissons le critère de vaporisation dans le fluide par le franchissement de la température spinodale du fluide. Enfin, nous effectuons le bilan énergétique de la production et de la croissance des nanobulles, pour optimiser le transfert énergétique entre le laser et la nanobulle. Nous nous intéressons enfin à la conductance thermique d'interface due au couplage électron-phonon entre un métal et un diélectrique. Après avoir souligné l'influence de ce type de couplage sur le transfert énergétique interfacial, nous présentons des résultats préliminaires concernant le chauffage d'un fluide par des nanoparticules de type cœur-coquille or-silicium / Nanobubbles produced around metal nanoparticles heated by a laser pulse have received an increasing interest over the last decade. This interest is motivated by the possible use of those nanobubbles as an agent for cancer therapy. Existing studies are mainly experimental and a complete description of the mechanisms controlling the nanobubbles generation and evolution is still lacking. The aim of this thesis is to answer those fundamental issues by numerically solving a model based on the conservation equations inside the fluid (mass, momentum and energy). This model accounts for the thermodynamics of the fluid, capillary effects and a thermal interface resistance across the particle-fluid interface. Solving this model gives information about the thermodynamics of the fluid before and after its vaporization, which allows for the description of the bubbles dynamics. Then, we can define a criterion for bubbles generation, which corresponds to the crossing of the spinodal temperature of the fluid. Finally, we investigate the role played by the interface thermal resistance arising from electron-phonon couplings between a metal and a dielectric. We present some preliminary results concerning the heating of a fluid with core-shell nanoparticles

The objective of this dissertation is to develop robust and accurate numerical methods for solving the compressible, non-linear Euler equations of gas dynamics in one and two space dimensions. In theory, solutions of the Euler equations can display various characteristics including shock waves, rarefaction waves and contact discontinuities. To capture these features correctly, highly accurate numerical schemes are designed. In this thesis, two different projects have been studied to show the accuracy and utility of these numerical schemes. Firstly, the compressible, non-linear Euler equations of gas dynamics in one space dimension are considered. Since the non-linear partial differential equations (PDEs) can develop discontinuities (shock waves), the numerical code is designed to obtain stable numerical solutions of the Euler equations in the presence of shocks. Discontinuous solutions are defined in a weak sense, which means that there are many different solutions of the initial value problems of PDEs. To choose the physically relevant solution among the others, the entropy condition was applied to the problem. This condition is then used to derive a bound on the solution in order to satisfy L2-stability. Also, it provides information on how to add an adequate amount of diffusion to smooth the numerical shock waves. Furthermore, numerical solutions are obtained using far-field and no penetration (wall) boundary conditions. Grid interfaces were also included in these numerical computations. Secondly, the two dimensional compressible, non-linear Euler equations are considered. These equations are used to obtain numerical solutions for compressible ow in a shock tube with a 90° circular bend for two channels of different curvatures. The cell centered finite volume numerical scheme is employed to achieve these numerical solutions. The accuracy of this numerical scheme is tested using two different methods. In the first method, manufactured solutions are used to the test the convergence rate of the code. Then, Sod's shock tube test case is implemented into the numerical code to show the correctness of the code in both ow directions. The numerical method is then used to obtain numerical solutions which are compared with experimental data available in the literature. It is found that the numerical solutions are in a good agreement with these experimental results.

The finite difference time domain (FDTD) method is commonly used for numerical simulations of the electromagnetic wave propagation in time domain. The FDTD method is easy to implement and the computational results are highly relevant to the analytical solution, so that the FDTD method is applied to variety application problems. However, the computational efficiency of the FDTD method is constrained by the upper limit of the temporal discretisation. The Courant Friedrich Lewy (CFL) stability condition limits the time step for the computation of the FDTD method, so that if the spatial discretisation of the computation is set to be small in order to obtain high accurate results, the size of the temporal discretisation need to be satisfy the CFL stability condition. The locally one dimensional FDTD (LOD-FDTD) method is unconditionally stable. The time step and the spatial step can be independently chosen for the computation of the LOD-FDTD method. The arithmetic operations of the LOD-FDTD method is fewer than that of the other implicit FDTD method, such as the Crank Nicolson FDTD (CN-FDTD) method and the alternating direction implicit FDTD (ADI-FDTD) method. Although the implementation of the LOD-FDTD method is simpler than that of the ADI-FDTD method,the numerical error in the computational results of the LOD-FDTD method is equivalent to that in the computational results of the ADI-FDTD method. In this thesis, a new three dimensional (3D) frequency dependent (FD) LOD-FDTD method is proposed. The one pole Debye model is incorporated into the 3D-FD-LOD-FDTD method in order to deal with practical applications. The proposed method is implemented in Fortran 90 and parallelised with OpenMP. A simulation model of the human phantom is developed in the 3D-FD-LOD-FDTD method with fine structures and frequency dependent dielectric properties of the human tissues, and numerical simulation of electromagnetic wave propagation inside the human head is shown.

This thesis is intended to contribute to policy analysis on nuclear energy planning, and also as a contribution to applied mathematics. From point of view of nuclear policy analysis, this thesis is not designed to offer realistic detail on nuclear engineering itself, which is of second order relative to our chosen problem. The goal is to address some large scale problems in the management of the world stocks of two important nuclear fuels, Uranium (an economically finite natural resource) and Plutonium (the result at first of policies for Uranium burning, and later of policies on fast reactor breeding). This thesis assumes, as a ‘political’ working hypothesis, that at some future time world governments will agree urgently to decarbonise the world economy. Up to that point, assuming no previous large progress towards decarbonisation, basic world electricity consumption will have continued to grow at its historic average of 1.9% compound. This rate is hypothetically a combination of slower growth in the developed world and faster growth in the developing world. On this hypothesis, a necessary but not sufficient condition for decarbonising the economy would be the complete decarbonisation of future basic electricity demand, plus the provision of sufficient extra decarbonised electricity supply to take over powering all land transport. The demand for electricity for land transport at any time is assumed to equal (in line with historical experience) an increment of approximately 20% above the contemporary basic world demand for electricity. The hypothetical scenario for achieving this model of decarbonisation, without major stress to the worlds economic and social system, is to expand nuclear power to meet the whole of basic electricity demand. This would leave intermittent renewable sources to power the intermittent electricity demands of road transport.This thesis explores the above hypothetical future in various ways. We first list published forecasts of future Uranium use and future Uranium supply. These suggest that presently known Uranium reserves can meet demand for many decades. However on extrapolating the cumulative demand for Uranium that results from the above working hypothesis, we find that if a dash to decarbonise world electricity supply begins immediately, this would consume a very large multiple of presently known Uranium reserves. Sustaining that decarbonisation for only a few more decades of demand growth would consume further large multiples of the known Uranium supply. A delay in the start of the dash for decarbonisation by only a few decades greatly increases the cumulative Uranium demand needed to reach decarbonisation even briefly.Therefore the sustained achievement of decarbonisation, in a world economy of the historical type, requires such large Uranium resources that a successor fuel cycle is required. This thesis models only the case of a Uranium-based fast reactor fuel cycle, since this cycle can in principle consume all the cumulative past and future Plutonium stockpile, and can then meet its own Plutonium needs for a long period (hundreds or thousands of years), allowing ample time for economic adjustment. However a commercially effective fast reactor technology is some decades away.Up to this point, the thesis has only added two physical factors to the existing debate on Uranium needs: namely cumulative growth of electricity demand at its historic rate, and a political choice for 100% physical decarbonisation of the electricity supply.The mathematical and economic contribution of the thesis then begins. We ask the following questions:1. Under what circumstances would profit-maximising investors (or an economically rational centralized economy) actually choose to build enough reactors to decarbonise the world electricity supply?2. Would the need for investors to make a profit increase or decrease the life of the economically accessible Uranium reserves?3. What is the effect of accelerating or delaying the technical availability of fast reactors?4. When if at all would there be shortages of Uranium or Plutonium?5. Under what circumstances would rational investors chose a smooth and physically feasible handover from Uranium burning to fast reactors, thus avoiding the need for a large but temporary return to fossil fuel?The above questions set a mathematically demanding problem: four interacting physical stocks and two physical flow variables ( control variables) must simultaneously be optimized, along with their economic effects. The two control variables are the rate of building or decommissioning Uranium burners, and the rate of building or decommissioning fast reactors. The first control variable drives the cumulative stock of Uranium burning reactors, and hence the resulting maximum physical supply of electricity (with sales income bounded by demand), less the costs of operating, and of new investment. This variable also drives the cumulative depletion of the finite economically extractable reserve of Uranium, and it simultaneously drives an increase in the free Plutonium stock (from Uranium burning). The second control variable, the rate of building or decommissioning fast reactors, drives a decrease in the Plutonium stock (from charging new fast reactors) and it drives a cumulative increase in the stock of fast reactors. This affects the resulting rate of supply of electricity and of income less operating costs and new investment costs. The combined sales of electricity from the two reactor systems is bounded by the total world demand for electricity.The thesis explores this problem in several stages. A fully stochastic form of the problem (stochastic in the price of electricity) is posed using the tools of contingent claims analysis, but this proves intractable to solve, even numerically. Fortunately the price increases needed to impose decarbonisation are very large, and they result from discrete and long lasting government actions. Hence for policy analysis it is adequate to assume a large one off change in electricity price, and observe the progress towards the resulting evolving equilibrium. This problem is also addressed in stages, firstly we optimise the Uranium burning and the fast reactor cycles in isolation from each other, then we allow some purely heuristic and manually controlled interaction between them. Finally we solve, and economically optimize, the total dynamic system of two physical control variables and the resulting four interacting dependent stock variables.

O objetivo deste trabalho é desenvolver um método numérico capaz de simular escoamentos viscoelásticos com superfícies livres governados pela equação constitutiva não-linear PTT (Phan-Thien-Tanner). Neste trabalho foram apresentados três métodos numéricos para simular escoamentos viscoelásticos modelados pela equação PTT. Dois desses métodos foram desenvolvidos para simular escoamentos viscoelásticos bidimensionais enquanto o terceiro método foi desenvolvido para simular escoamentos viscoelásticos tridimensionais. Estes métodos numéricos foram incorporados aos ambientes de simulação FreeDow2D e FreeDow3D, extendendo estes ambientes para escoamentos viscoelásticos descritos por uma equação constitutiva não-linear. Inicialmente, uma descrição de FreeDow2D e FreeDow3D é apresentada. As equações governantes para escoamentos descritos pelo modelo PTT são dadas na forma de tensorial e as formulações matemáticas para obtenção dos métodos numéricos são apresentadas. As equações que descrevem os métodos numéricos são resolvidas pela técnica de diferenças finitas numa malha deslocada e o fluido é representado por partículas arcadoras usando o método Marker-and-Cell. As condições de contorno para cada tipo de contorno são descritas em detalhes e o cálculo do tensor extra-tensão no contorno rígido é obtido utilizando as idéias de Tomé et al. [84] para o modelo Oldroyd-B. Seguindo a metodologia de Alves et al. [2], a solução analítica do modelo PTT para escoamentos totalmente desenvolvidos em um canal bidimensional é apresentada em detalhes. Esta solução analítica é então usada para validar o método numérico desenvolvido neste trabalho. Os métodos numéricos desenvolvidos nesse trabalho foram aplicados para simular os seguintes problemas: um jato de fluido viscoelástico incidindo numa placa rígida; o inchamento do extrudado e o problema de uma gota esférica de fluido viscoelástico incidindo perpendicularmente contra uma superfície rígida plana / The aim of this work is to develop a numerical method capable of simulating viscoelastic free surface flows governed by the non-linear constitutive equation PTT (Phan-Thien-Tanner). In this work three numerical methods to simulate vicoelastic Flows of fluids modelled by the PTT equation are presented. Two of these methods were developed to simulate two-dimensional viscoelastic flows while the third method was developed to simulate three-dimensional viscoelastic flows. These numerical methods were incorporated into the codes FreeFlow2D and FreeFlow3D, extending these codes to viscoelastic flows described by the non-linear constitutive equation PTT. Initially, a description of FreeFlow2D and FreeFlow3D is presented. The governing equations for flows described by the PTT model are given in index form and the mathematical formulations for obtaining the numerical methods are presented. The equations describing the numerical methods are solved by the finite difference method on a staggered grid and the fluid is modelled using a Marker-and-Cell type method. The boundary conditions for each type of boundary are described in details and the calculation of the extra-stress tensor on rigid boundaries is performed using the ideas of Tomé et al. [84] for an Oldroyd-B Fluid. Following the methodology presented by Alves et al. [2], the analytic solution of the PTT model for fully developed flows in a two-dimensional channel is presented in details. This analytic solution is then used to validate the numerical method developed in this work. Finally, the numerical methods developed in this work were applied to simulate viscoelastic flows such as a viscoelastic jet flowing onto a rigid plate, the extrudate swell of viscoelastic fluids and the simulation of a viscoelastic drop hitting a rigid plate

Neste projeto, é apresentado um método numérico com uma abordagem do tipoMAC para a simulação de escoamentos viscoelásticos incompressíveis tridimensionais com superfície livre governados pelo modelo de fluido SXPP. A formulação apresentada nesse trabalho é uma extensão dos resultados obtidos por Oishi et al. (2011), sobre o estudo de métodos numéricos para a simulação de escoamentos incompressíveis viscoelásticos com superfície livre a baixos números de Reynolds, para o caso bidimensional. No contexto de problemas transientes, metodologias explícitas para solução numérica das equações governantes apresentam restrições de estabilidade muito severas para a definição do passo temporal, acarretando em um custo computacional relativamente alto. Sendo assim, utilizamos um método implícito para resolver a equação de conservação da quantidade de movimento, eliminando assim, a restrição de estabilidade parabólica e diminuindo significativamente o custo computacional. Mas tal estratégia acopla os campos de velocidade e pressão. Dessa forma, para desacoplar esses campos, foi utilizado uma abordagem que combina método de projeção com uma técnica implícita para o tratamento da pressão na superfície livre. A equação constitutiva foi resolvida pelo método de Runge-Kutta de segunda-ordem. A validação do método numérico foi realizada utilizando refinamento da malha no escoamento em um canal. Como aplicação, apresentamos resultados numéricos sobre o problema do jato oscilante e do inchamento do extrudado / In this work, we present a numerical method with a MAC type approach to simulate tridimensional incompressible viscoelastic free surface flows governed by a SXPP (Single eXtended Pom-Pom) model. The formulation presented in this work is an extension to the work of Oishi et al. (2011). They have studied numerical methods for solving incompressible viscoelastic free surface flows with low Reynolds number, for the bidimensional case. In the context of transient problems, explicitmethodologies for the numerical solution of the governing equations present severe stability constraints for defining the time step, what highly increases the computational cost. Due to this fact, an implicit method is used to solve the momentum equation, eliminating the parabolic stability constraint and decreasing significantly the computational cost. However, this strategy couples velocity and pressure fields. To decouples this fields, it was used an approach that combines a projection method and an implicit technique for the treatment of the pressure at the free surface. The constitutive equation is solved by a second-order Runge-Kutta method. The numerical method validation was achieved by a mesh refinement for a flow in a channel. As applications, numerical results of the die-swell problem and the jet buckling phenomenon are presented

The buckling of a material subject to stress is a very common phenomenon observed in mechanics. However, the observed buckling of a surface confined hydrogel due to swelling is a unique manifestation of the buckling problem. The reason for buckling is the same in all cases; there is a certain magnitude of force that once exceeded, causes the material to deform itself into a buckling mode. Exactly what that buckling mode is as well as how much force is necessary to cause buckling depends on the material properties. Taking both a finite difference and analytical approach to the problem, it is desired to obtain relationships between the material properties and the predicted buckling modes. These relationships will make it possible for a hydrogel to be designed so that the predicted amount of buckling will occur.

The mathematical model that has been recognized to have the more accurate approximation to the physical laws govern subsurface hydrocarbon flow in reservoirs is the Compositional Model. The features of this model are adequate to describe not only the performance of a multiphase system but also to represent the transport of chemical species in a porous medium. Its importance relies not only on its current relevance to simulate petroleum extraction processes, such as, Primary, Secondary, and Enhanced Oil Recovery Process (EOR) processes but also, in the recent years, carbon dioxide (CO2) sequestration. The purpose of this study is to investigate the subsurface compositional flow under isothermal conditions for several oil well cases. While simultaneously addressing computational implementation finesses to contribute to the efficiency of the algorithm. This study provides the theoretical framework and computational implementation subtleties of an IMplicit Pressure Explicit Composition (IMPEC)-Volume-balance (VB), two-phase, equation-of-state, approach to model isothermal compositional flow based on the finite difference scheme. The developed model neglects capillary effects and diffusion. From the phase equilibrium premise, the model accounts for volumetric performances of the phases, compressibility of the phases, and composition-dependent viscosities. The Equation of State (EoS) employed to approximate the hydrocarbons behaviour is the Peng Robinson Equation of State (PR-EOS). Various numerical examples were simulated. The numerical results captured the complex physics involved, i.e., compositional, gravitational, phase-splitting, viscosity and relative permeability effects. Regarding the numerical scheme, a phase-volumetric-flux estimation eases the calculation of phase velocities by naturally fitting to phase-upstream-upwinding. And contributes to a faster computation and an efficient programming development.