Anelastic sensitivity kernels with parsimonious storage for adjoint tomography and full waveform inversion

We introduce a technique to compute exact anelastic sensitivity kernels in the time domain using parsimonious disk storage. The method is based on a reordering of the time loop of time-domain forward/adjoint wave propagation solvers combined with the use of a memory buffer. It avoids instabilities that occur when time-reversing dissipative wave propagation simulations. The total number of required time steps is unchanged compared to usual acoustic or elastic approaches. The cost is reduced by a factor of 4/3 compared to the case in which anelasticity is partially accounted for by accommodating the effects of physical dispersion. We validate our technique by performing a test in which we compare the $K_\alpha$ sensitivity kernel to the exact kernel obtained by saving the entire forward calculation. This benchmark confirms that our approach is also exact. We illustrate the importance of including full attenuation in the calculation of sensitivity kernels by showing significant differences with physical-dispersion-only kernels

Option Pricing and Hedging with Small Transaction Costs

An investor with constant absolute risk aversion trades a risky asset with general It\^o-dynamics, in the presence of small proportional transaction costs. In this setting, we formally derive a leading-order optimal trading policy and the associated welfare, expressed in terms of the local dynamics of the frictionless optimizer. By applying these results in the presence of a random endowment, we obtain asymptotic formulas for utility indifference prices and hedging strategies in the presence of small transaction costs.Comment: 20 pages, to appear in "Mathematical Finance

Nonintrusive coupling of 3D and 2D laminated composite models based on finite element 3D recovery

In order to simulate the mechanical behavior of large structures assembled from thin composite panels, we propose a coupling technique which substitutes local 3D models for the global plate model in the critical zones where plate modeling is inadequate. The transition from 3D to 2D is based on stress and displacement distributions associated with Saint-Venant problems which are precalculated automatically for a simple 3D cell. The hybrid plate/3D model is obtained after convergence of a series of iterations between a global plate model of the structure and localized 3D models of the critical zones. This technique is nonintrusive because the global calculations can be carried out using commercial software. Evaluation tests show that convergence is fast and that the resulting hybrid model is very close to a full 3D model

Numerical product design: Springback prediction, compensation and optimization

Numerical simulations are being deployed widely for product design. However, the accuracy of the numerical tools is not yet always sufficiently accurate and reliable. This article focuses on the current state and recent developments in different stages of product design: springback prediction, springback compensation and optimization by finite element (FE) analysis. To improve the springback prediction by FE analysis, guidelines regarding the mesh discretization are provided and a new through-thickness integration scheme for shell elements is launched. In the next stage of virtual product design the product is compensated for springback. Currently, deformations due to springback are manually compensated in the industry. Here, a procedure to automatically compensate the tool geometry, including the CAD description, is presented and it is successfully applied to an industrial automotive part. The last stage in virtual product design comprises optimization. This article presents an optimization scheme which is capable of designing optimal and robust metal forming processes efficiently

Computational methods and software systems for dynamics and control of large space structures

Two key areas of crucial importance to the computer-based simulation of large space structures are discussed. The first area involves multibody dynamics (MBD) of flexible space structures, with applications directed to deployment, construction, and maneuvering. The second area deals with advanced software systems, with emphasis on parallel processing. The latest research thrust in the second area involves massively parallel computers

Numerical modelling of the fluid-structure interaction in complex vascular geometries

A complex network of vessels is responsible for the transportation of blood throughout the body and back to the heart. Fluid mechanics and solid mechanics play a fundamental role in this transport phenomenon and are particularly suited for computer simulations. The latter may contribute to a better comprehension of the physiological processes and mechanisms leading to cardiovascular diseases, which are currently the leading cause of death in the western world. In case these computational models include patient-specific geometries and/or the interaction between the blood flow and the arterial wall, they become challenging to develop and to solve, increasing both the operator time and the computational time. This is especially true when the domain of interest involves vascular pathologies such as a local narrowing (stenosis) or a local dilatation (aneurysm) of the arterial wall. To overcome these issues of high operator times and high computational times when addressing the bio(fluid)mechanics of complex geometries, this PhD thesis focuses on the development of computational strategies which improve the generation and the accuracy of image-based, fluid-structure interaction (FSI) models. First, a robust procedure is introduced for the generation of hexahedral grids, which allows for local grid refinements and automation. Secondly, a straightforward algorithm is developed to obtain the prestress which is implicitly present in the arterial wall of a – by the blood pressure – loaded geometry at the moment of medical image acquisition. Both techniques are validated, applied to relevant cases, and finally integrated into a fluid-structure interaction model of an abdominal mouse aorta, based on in vivo measurements

Contribution to the structural analysis of a modified railway wagon for wooden transportation

Acquiring or designing and creating new freight wagons for transporting specific goods implies high investments that do not always justify the expected traffic. The trend is to improve and update the existing rolling stock to meet the verified needs as efficiently as possible. This thesis presents the work developed within the scope of a project initiated by Medway Maintenance & Repair, which intends to convert a fleet of universal flat wagons to transport wooden logs. It describes the structural analysis carried out on the wagon's underframe to assess the feasibility of implementing a stanchion system for transporting wooden logs following the standards and guidelines applicable to this type of modification. It entailed a reverse engineering process for obtaining the wagon's underframe geometry and characterizing the base material's mechanical properties. It also demonstrates the development of the Finite Element Models (FEM) used to assess the structural integrity of the wagon before and after modification. Finally, strategic structural reinforcements are proposed for the case in study based on the results obtained.Adquirir ou desenhar e criar novos vagões ferroviários para transportes de bens específicos implica investimentos elevados que nem sempre justificam o tráfego esperado. A tendência é melhorar e atualizar o material rolante existente para colmatar da forma mais eficiente as necessidades verificadas. Nesta tese é apresentado o trabalho desenvolvido no âmbito de um projeto iniciado pela Medway Maintenance & Repair, onde se pretende converter uma frota de vagões plataforma universais para o transporte de madeira em rolaria. Descreve a análise estrutural realizada ao chassis do vagão plataforma para avaliar a viabilidade de implementação de um sistema de fueiros para transporte de madeira em rolaria, tendo por base as normas e diretrizes aplicáveis a este tipo de modificação. Envolve um processo de engenharia inversa para obtenção da geometria do chassis e para a caracterização das propriedades mecânicas do material de base. É demonstrada a obtenção dos Modelos de Elementos Finitos utilizados para avaliação da integridade estrutural do vagão, pré e pós modificação, e são propostos reforços estruturais estratégicos para o caso em estudo com base nos resultados obtidos