Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / Em uma grande gama de problemas físicos, governados por equações diferenciais, muitas vezes é de interesse obter-se soluções para o regime transiente e, portanto, deve-se empregar técnicas de integração temporal. Uma primeira possibilidade seria a de aplicar-se métodos explícitos, devido à sua simplicidade e eficiência computacional. Entretanto, esses métodos frequentemente são somente condicionalmente estáveis e estão sujeitos a severas restrições na escolha do passo no tempo. Para problemas advectivos, governados por equações hiperbólicas, esta restrição é conhecida como a condição de Courant-Friedrichs-Lewy (CFL). Quando temse a necessidade de obter soluções numéricas para grandes períodos de tempo, ou quando o custo computacional a cada passo é elevado, esta condição torna-se um empecilho. A fim de contornar esta restrição, métodos implícitos, que são geralmente incondicionalmente estáveis, são utilizados. Neste trabalho, foram aplicadas algumas formulações implícitas para a integração temporal no método Smoothed Particle Hydrodynamics (SPH) de modo a possibilitar o uso de maiores incrementos de tempo e uma forte estabilidade no processo de marcha temporal. Devido ao alto custo computacional exigido pela busca das partículas a cada passo no tempo, esta implementação só será viável se forem aplicados algoritmos eficientes para o tipo de estrutura matricial considerada, tais como os métodos do subespaço de Krylov. Portanto, fez-se um estudo para a escolha apropriada dos métodos que mais se adequavam a este problema, sendo os escolhidos os métodos Bi-Conjugate Gradient (BiCG), o Bi-Conjugate Gradient Stabilized (BiCGSTAB) e o Quasi-Minimal Residual (QMR). Alguns problemas testes foram utilizados a fim de validar as soluções numéricas obtidas com a versão implícita do método SPH. / In a wide range of physical problems governed by differential equations, it is often of interest to obtain solutions for the unsteady state and therefore it must be employed temporal integration techniques. One possibility could be the use of an explicit methods due to its simplicity and computational efficiency. However, these methods are often only conditionally stable and are subject to severe restrictions for the time step choice. For advective problems governed by hyperbolic equations, this restriction is known as the Courant-Friedrichs-Lewy (CFL) condition. When there is the need to obtain numerical solutions for long periods of time, or when the computational cost for each time step is high, this condition becomes a handicap. In order to overcome this restriction implicit methods can be used, which are generally unconditionally stable. In this study, some implicit formulations for time integration are used in the Smoothed Particle Hydrodynamics (SPH) method to enable the use of larger time increments and obtain a strong stability in the time evolution process. Due to the high computational cost required by the particles tracking at each time step, the implementation will be feasible only if efficient algorithms were applied for this type of matrix structure such as Krylov subspace methods. Therefore, we carried out a study for the appropriate choice of methods best suited to this problem, and the methods chosen were the Bi-Conjugate Gradient (BiCG), the Bi-Conjugate Gradient Stabilized (BiCGSTAB) and the Quasi-Minimal Residual(QMR). Some test problems were used to validate the numerical solutions obtained with the implicit version of the SPH method.

Neste trabalho efetuamos uma análise quantitativa das forças que atuam entre partículas coloidais. Para isto integramos a Equação de Poisson-Boltzmann não linearizada levando em consideração o tamanho finito dos íons. Os resultados são aplicados a sistemas formados por esferas de poliestireno em dispersão aquosa. Concluímos que as forças repulsivas são dominantes nestes sistemas permitindo-nos negligenciar as forças atrativas. Também efetuamos algumas comparações dos mesmos resultados com dados experimentais / We present a quantitative analisis of the forces acting in colloidal particles. For this purpose we integrated the non linerized Poisson- Boltzmann Equation by a numerical method. We took in accont the finite size of the ions and applied the results to systems formed by polystirene spheres in aqueous dispersion. We were able to conclude that the attractive forces can be neglicted in front of the repulsive forces. We also were able to perform same comparasion com experimental data

Orientadores: Maicon Ribeiro Correa, Eduardo Cardoso de Abreu / Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Matemática Estatística e Computação Científica / Made available in DSpace on 2018-08-27T11:41:21Z (GMT). No. of bitstreams: 1 Silva_FelipeAugustoGuedesda_M.pdf: 1119470 bytes, checksum: eeabeb98750e53492e778b99174c0887 (MD5) Previous issue date: 2015 / Resumo: O foco do presente trabalho consiste no estudo computacional de métodos de Galerkin Descontínuo para aproximação numérica de problemas diferenciais de natureza hiperbólica, com enfoque em esquemas explícitos e no uso de aproximações do tipo Runge-Kutta no tempo para aproximação de problemas lineares e não-lineares. Especificamente, serão exploradas as boas propriedades de estabilidade local, no tempo, dos métodos da classe Runge-Kutta em conjunto com funções de fluxo numérico estáveis e com o uso de limitadores de inclinação, com o objetivo de desenvolver métodos Galerkin Descontínuo de alta ordem capazes de obter uma boa resolução de gradientes abruptos e de soluções descontínuas, sem oscilações espúrias, em problemas hiperbólicos. Uma breve discussão sobre esquemas de volumes finitos centrais de alta ordem é apresentada, onde são introduzidos importantes conceitos a serem utilizados na construção dos métodos de Galerkin Descontínuo. Um conjunto representativo de simulações numéricas de modelos hiperbólicos lineares e não-lineares é apresentado e discutido para avaliar a qualidade das aproximações obtidas em uma comparação direta com outras aproximações precisas de volumes finitos ou com soluções exatas, sempre que possível / Abstract: The focus of this work is the computational study of some Discontinuous Galerkin methods for the numerical approximation of first order hyperbolic differential problems, focusing on explicit schemes with discretization based on Runge-Kutta type methods in time, in problems with linear and nonlinear fluxes. Specifically, the good local stability properties of Runge-Kutta methods are combined with stable numerical flux functions and slope limiters in order to propose new higher-order Discontinuous Galerkin methods that achieve high resolution of abrupt gradients and of discontinuous solutions, without spurious oscillations in numerical solutions. Furthermore, a brief discussion about higher-order finite volume central schemes is presented in order to introduce some important concepts to be used in the construction of the DG methods. A representative set of numerical simulations for linear and nonlinear hyperbolic models is presented and discussed, in order to check the accuracy of the obtained Discontinuous Galerkin solutions by comparing their results with those of existing well-established finite volume numerical methods and exact solutions / Mestrado / Matematica Aplicada / Mestre em Matemática Aplicada

This thesis is concerned with analysis and implementation of Time discontinuous Galerkin method. Important part of it is constructing of algorithm for solving nonlinear convection-diffusion equations, which combines Discontinuous Galerkin method in space (DGFEM) with Time discontinuous Galerkin method (TDG). Nonlinearity of the problem is overcome by damped Newton-like method. This approach provides easy adaptivity manipulation as well as high order approximation with respect to both space and time variables. The second part of the thesis is focused on Time discontinuous Galerkin method, applied to ordinary differential equations. It is shown that the solution of Time discontinuous Galerkin equals the solution obtained by Radau IIA implicit Runge-Kutta method in the roots of right Radau Quadrature. By virtue of this relation, error estimates of the order higher by one than the standard order can be obtained in these points. Furthermore, almost two times higher order can be achieved in the endpoints of the intervals of time discretization. Finally, the thesis deals with the phenomenon of stiffness, which may dramatically decrease the order of the applied method. The theoretical results are verified by numerical experiments. Powered by TCPDF (www.tcpdf.org)

[pt] Há alguns anos temos visto um grande progresso na resolução de problemas antigos na teoria das superfícies mínimas. Dentre esse problemas estão as conjecturas de Calabi-Yau, que datam dos anos 60 do século passado. A primeira delas afirmava que não existiam superfícies mínimas completas contidas em uma bola de R3, e a segunda que todas as superfícies mínimas completas tinham uma projeção ilimitada em cada eixo. Neste trabalho pretendemos revisar dois exemplos que mostram a falsidade da segunda conjectura. O primeiro foi dado por L. P. Jorge e F. Xavier (1980), e o segundo por H. Rosenberg e E. Toubiana (1987). A primeira conjectura também é falsa. O primeiro contraexemplo foi dado por N. Nadirashvili (1996) e também constitui um contraexemplo da conjectura de Hadamard, que afirmava que não existiam superfícies completas limitadas com curvatura Gaussiana negativa. O desenvolvimento do artigo de Nadirashvili é o principal objetivo desta dissertação. A técnica usada nestes três trabalhos é o uso da Representação de Enneper-Weierstrass, combinada com aplicações adequadas do Teorema de Runge. / [en] During some years we have seen great progress in solving old problems in minimal surfaces theory. Among these problems are the Calabi-Yau s conjectures, dating from the 60s of last century. The first one stated that there were no complete minimal surfaces contained in a ball of R3, and the second one that all complete minimal surface should have an unbounded projection in each axes. In this work we pretend to review two examples that proof the falsity of the second conjecture. The first one was given by L. P. Jorge e F. Xavier (1980) and the second one by H. Rosenberg e E. Toubiana (1987). The first conjecture is also false. The first counterexample was given by N. Nadirashvili (1996) and it is also a counterexample to the conjecture of Hadamard, which stated that there were no complete bounded surfaces with negative Gaussian curvature. Development of Nadirashvilli s article is the main objective of this dissertation. The technique used in these three works is the use of the Enneper-Weierstrass Representation, combined with appropriate applications of Runge s theorem.

Neste trabalho, uma análise quantitativa e qualitativa para a estabilização dinâmica de um pêndulo invertido com uma força externa senoidal aplicada no ponto de suspensão é feita. Inicialmente, a perturbação externa é composta de um único cosseno, então uma generalização é feita, usando uma soma de N cossenos com diferentes amplitudes e frequências. Aproximações são testadas e o tempo durante o qual o pêndulo invertido permanece estável é explorado quando N é grande, a fim de recuperar o padrão do caso onde N = 1. O caso específico de oscilações periódicas e quase periódicas, quando N = 2, é analisado e diagramas de estabilidade considerando diferentes frequências e amplitudes são estudados. Depois, um ruído Gaussiano additivo é adicionado ao sistema para que a degradação dos diagramas de estabilidade gerados por variâncias diferentes possam ser estudados. Todos os pontos deste trabalho são corroborados por simulações, as quais integram numericamente as equações de movimento do sistema através do método de Runge-Kutta de quarta ordem. Os algoritmos e detalhes extras dos métodos de integração usados são explorados numa publicação deste trabalho, a qual está apresentada, nesta dissertação, como um apêndice. / In this work a quantitative and qualitative analysis of the dynamical stabilization of an inverted pendulum with a sinusoidal external perturbation applied at the suspension point is made. Initially, the external perturbation is composed of a single cosine, then a generalization is made using a sum of N cosines with different amplitudes and frequencies. Approximations are tested, and the time for which the inverted pendulum remains stable is explored when N is large, in order to recover the pattern of the case when N = 1. The specific case of periodic and almost periodic oscillations, when N = 2, is analysed and stability diagrams considering different frequencies and amplitudes are studied. Later, an additive Gaussian noise is added to the system so the degradation of the stability diagrams generated by different variances can be studied. All points of this work are corroborated by simulations, which numerically integrate the system’s equation of motion through a fourth order Runge-Kutta method. Algorithms and extra details on the integration methods used are explored in a publication of this work, which is presented in this thesis as an appendix.

Differential-algebraic equations (DAEs) consist of mixed systems of ordinary differential equations (ODEs) coupled with linear or nonlinear equations. Such systems may be viewed as ODEs with integral curves lying in a manifold. DAEs appear frequently in applications such as classical mechanics and electrical circuits. This thesis concentrates on systems of index 2, originally index 3, and mixed index 2 and 3. Fast and efficient numerical solvers for DAEs are highly desirable for finding solutions. We focus primarily on the class of Gauss-Lobatto SPARK methods. However, we also introduce an extension to methods proposed by Murua for solving index 2 systems to systems of mixed index 2 and 3. An analysis of these methods is also presented in this thesis. We examine the existence and uniqueness of the proposed numerical solutions, the influence of perturbations, and the local error and global convergence of the methods. When applied to index 2 DAEs, SPARK methods are shown to be equivalent to a class of collocation type methods. When applied to originally index 3 and mixed index 2 and 3 DAEs, they are equivalent to a class of discontinuous collocation methods. Using these equivalences, (s,s)--Gauss-Lobatto SPARK methods can be shown to be superconvergent of order 2s. Symplectic SPARK methods applied to Hamiltonian systems with holonomic constraints preserve well the total energy of the system. This follows from a backward error analysis approach. SPARK methods and our proposed EMPRK methods are shown to be Lagrange-d'Alembert integrators. This thesis also presents some numerical results for Gauss-Lobatto SPARK and EMPRK methods. A few problems from mechanics are considered.

The focus of this study is the prediction of trajectories of solid particles injected into either a cylindrically- shaped solid rocket motor (SRM) or a bidirectional vortex chamber (BV). The Lagrangian particle trajectory is assumed to be governed by drag, virtual mass, Magnus, Saffman lift, and gravity forces in a Stokes flow regime. For the conditions in a solid rocket motor, it is determined that either the drag or gravity forces will dominate depending on whether the sidewall injection velocity is high (drag) or low (gravity). Using a one-way coupling paradigm in a solid rocket motor, the effects of particle size, sidewall injection velocity, and particle-to-gas density ratio are examined. The particle size and sidewall injection velocity are found to have a greater impact on particle trajectories than the density ratio. Similarly, for conditions associated with a bidirectional vortex engine, it is determined that the drag force dominates. Using a one-way particle tracking Lagrangian model, the effects of particle size, geometric inlet parameter, particle-to-gas density ratio, and initial particle velocity are examined. All but the initial particle velocity are found to have a significant impact on particle trajectories. The proposed models can assist in reducing slag retention and identifying fuel injection configurations that will ensure proper confinement of combusting droplets to the inner vortex in solid rocket motors and bidirectional vortex engines, respectively.

Delay differential equations (DDEs) are a class of differential equations that have received considerable recent attention and been shown to model many real life problems, traditionally formulated as systems of ordinary differential equations (ODEs), more naturally and more accurately. Ideally a DDE modeling package should provide facilities for approximating the solution, performing a sensitivity analysis and estimating unknown parameters. In this thesis we propose new techniques for efficient simulation, accurate sensitivity analysis and reliable parameter estimation of DDEs. We propose a new framework for designing a delay differential equation (DDE) solver which works with any supplied initial value problem (IVP) solver that is based on a general linear method (GLM) and can provide dense output. This is done by treating a general DDE as a special example of a discontinuous IVP. We identify a precise process for the numerical techniques used when solving the implicit equations that arise on a time step, such as when the underlying IVP solver is implicit or the delay vanishes. We introduce an equation governing the dynamics of sensitivities for the most general system of parametric DDEs. Then, having a similar view as the simulation (DDEs as discontinuous ODEs), we introduce a formula for finding the size of jumps that appear at discontinuity points when the sensitivity equations are integrated. This leads to an algorithm which can compute sensitivities for various kind of parameters very accurately. We also develop an algorithm for reliable parameter identification of DDEs. We propose a method for adding extra constraints to the optimization problem, changing a possibly non-smooth optimization to a smooth problem. These constraints are effectively handled using information from the simulator and the sensitivity analyzer. Finally, we discuss the structure of our evolving modeling package DDEM. We present a process that has been used for incorporating existing codes to reduce the implementation time. We discuss the object-oriented paradigm as a way of having a manageable design with reusable and customizable components. The package is programmed in C++ and provides a user-friendly calling sequences. The numerical results are very encouraging and show the effectiveness of the techniques.

Delay differential equations (DDEs) are a class of differential equations that have received considerable recent attention and been shown to model many real life problems, traditionally formulated as systems of ordinary differential equations (ODEs), more naturally and more accurately. Ideally a DDE modeling package should provide facilities for approximating the solution, performing a sensitivity analysis and estimating unknown parameters. In this thesis we propose new techniques for efficient simulation, accurate sensitivity analysis and reliable parameter estimation of DDEs. We propose a new framework for designing a delay differential equation (DDE) solver which works with any supplied initial value problem (IVP) solver that is based on a general linear method (GLM) and can provide dense output. This is done by treating a general DDE as a special example of a discontinuous IVP. We identify a precise process for the numerical techniques used when solving the implicit equations that arise on a time step, such as when the underlying IVP solver is implicit or the delay vanishes. We introduce an equation governing the dynamics of sensitivities for the most general system of parametric DDEs. Then, having a similar view as the simulation (DDEs as discontinuous ODEs), we introduce a formula for finding the size of jumps that appear at discontinuity points when the sensitivity equations are integrated. This leads to an algorithm which can compute sensitivities for various kind of parameters very accurately. We also develop an algorithm for reliable parameter identification of DDEs. We propose a method for adding extra constraints to the optimization problem, changing a possibly non-smooth optimization to a smooth problem. These constraints are effectively handled using information from the simulator and the sensitivity analyzer. Finally, we discuss the structure of our evolving modeling package DDEM. We present a process that has been used for incorporating existing codes to reduce the implementation time. We discuss the object-oriented paradigm as a way of having a manageable design with reusable and customizable components. The package is programmed in C++ and provides a user-friendly calling sequences. The numerical results are very encouraging and show the effectiveness of the techniques.