Robust optimization of control parameters for WEC arrays using stochastic methods

This work presents a new computational optimization framework for the robust control of parks of Wave Energy Converters (WEC) in irregular waves. The power of WEC parks is maximized with respect to the individual control damping and stiffness coefficients of each device. The results are robust with respect to the incident wave direction, which is treated as a random variable. Hydrodynamic properties are computed using the linear potential model, and the dynamics of the system is computed in the frequency domain. A slamming constraint is enforced to ensure that the results are physically realistic. We show that the stochastic optimization problem is well posed. Two optimization approaches for dealing with stochasticity are then considered: stochastic approximation and sample average approximation. The outcomes of the above mentioned methods in terms of accuracy and computational time are presented. The results of the optimization for complex and realistic array configurations of possible engineering interest are then discussed. Results of extensive numerical experiments demonstrate the efficiency of the proposed computational framework

Risk and Vulnerability Studies for Water Infrastructures Using a GIS-Based Decision Support System with 2D Numerical Flood Modeling

Source: ICHE Conference Archive - https://mdi-de.baw.de/icheArchiv

SUIHTER: A new mathematical model for COVID-19. Application to the analysis of the second epidemic outbreak in Italy

The COVID-19 epidemic is the last of a long list of pandemics that have affected humankind in the last century. In this paper, we propose a novel mathematical epidemiological model named SUIHTER from the names of the seven compartments that it comprises: susceptible uninfected individuals (S), undetected (both asymptomatic and symptomatic) infected (U), isolated (I), hospitalized (H), threatened (T), extinct (E), and recovered (R). A suitable parameter calibration that is based on the combined use of least squares method and Markov Chain Monte Carlo (MCMC) method is proposed with the aim of reproducing the past history of the epidemic in Italy, surfaced in late February and still ongoing to date, and of validating SUIHTER in terms of its predicting capabilities. A distinctive feature of the new model is that it allows a one-to-one calibration strategy between the model compartments and the data that are daily made available from the Italian Civil Protection. The new model is then applied to the analysis of the Italian epidemic with emphasis on the second outbreak emerged in Fall 2020. In particular, we show that the epidemiological model SUIHTER can be suitably used in a predictive manner to perform scenario analysis at national level.Comment: 25 page

Asymmetry of thermal structure at slow-spreading ridges: Geodynamics and numerical modeling

Tectonic evolution at spreading centers is commonly considered symmetric along mid-ocean ridges, when modeling with relative plate motions and steady-state processes. However, tectonic features are generally asymmetric, as provided by geological a geophysical data. A better way to understand dynamics of the lithosphere at mid-ocean ridges, and lithosphere/mantle interactions corresponds to absolute plate kinematic analyses, i.e., with respect to the mantle, modeling time-dependent tectonic processes. We performed numerical simulations of plate-driven mantle flow beneath slow mid-ocean ridges and we considered a time-dependent flow induced by the motion of overlying rigid plates in an incompressible viscous mantle, using plate velocities obtained in the hotspot reference frame, as boundary conditions. This implies that plates along a ridge, and the ridge itself, move toward the same direction, but with different velocities, relative to the mantle, and the separation between plates triggers mantle upwelling. Numerical solutions for viscosity flow beneath plates that thicken with increasing age are presented. The mantle can be modeled as a viscous fluid, and its dynamics can be described using the Stokes equations and thermal effects, and a finite element approach has been adopted to obtain numerical solutions. Results show an asymmetric thickening of oceanic plates along the ridge, as suggested by the observations, and provide useful relationships between mantle temperature and thickness of the oceanic lithosphere

A Finite Element Framework for Option Pricing with the Bates Model

In the present paper we present a finite element approach for option pricing in the framework of a well-known stochastic volatility model with jumps, the Bates model. In this model the asset log-returns are assumed to follow a jump-diffusion model where the jump component consists of a Levy process of compound Poisson type, while the volatility behavior is described by a stochastic differential equation of CIR type, with a mean-reverting drift term and a diffusion component correlated with that of the log-returns. Like in all the Levy models, the option pricing problem can be formulated in terms of an integro-differential equation: for the Bates model the unknown F(S, V, t) (the option price) of the pricing equation depends on three independent variables and the differential operator part turns out to be of parabolic kind, while the nonlocal integral operator is calculated with respect to the Levy measure of the jumps. In this paper we will present a variational formulation of the problem suitable for a finite element approach. The numerical results obtained for european options will be compared with those obtained with different methods.

Parallel Computing for the Simulation of 3D Free Surface Flows in Environmental Applications

WWW home page:http://www.mox.polimi.it Abstract. The numerical simulation of 3D free surface flows in environmental fluid-dynamics requires a huge computational effort. In this work we address the numerical aspects and the computer implementation of the parallel finite element code Stratos for the solution of medium and large scale hydrodynamics problems. The code adopts the MPI protocol to manage inter-processor communication. Particular attention is paid to present some original details of the software implementation as well as to show the numerical results obtained on a Cray T3E machine. 1 Introduction an