Moscoso / Platero Progress in Industrial Mathematics at ECMI 2006

1. Auflage 2007
ISBN: 978-3-540-71992-2
Verlag: Springer-Verlag
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 988 Seiten

Proceedings from the 14th European Conference for Mathematics in Industry held in Madrid present innovative numerical and mathematical techniques. Topics include the latest applications in aerospace, information and communications, materials, energy and environment, imaging, biology and biotechnology, life sciences, and finance. In addition, the conference also delved into education in industrial mathematics and web learning.

Autoren/Hrsg.

Moscoso, Miguel

Platero, Gloria

Inhaltsverzeichnis

1;Preface;6
2;Contents;8
3;Part I Plenary Lectures;22
3.1;On the Mean Geometric Densities of Random Closed Sets, and Their Estimation: Application to the Estimation of the Mean Density of Inhomogeneous Fibre Processes;23
3.1.1;Preface [VC];23
3.1.2;1 Introduction;25
3.1.3;2 Generalized Densities;30
3.1.4;3 Approximation of Mean Densities;34
3.1.5;4 Statistical Methods for Fibre Systems;36
3.1.6;5 Estimators of the Intensity;39
3.1.7;6 Application of the Estimators to the Simulated Inhomogeneous Poisson Segment Process;41
3.1.8;7 Experimental Results;43
3.1.9;References;53
3.2;Synthesis of Micro and Nanoparticles from Coaxial Electrified Jets;55
3.2.1;1 Introduction;55
3.2.2;2 Capillary Flows Driven by Electrical Forces;58
3.2.3;3 Core-Shell Nanoparticles;62
3.2.4;4 Conclusions;66
3.2.5;References;67
3.3;Numerical Simulation of Induction Furnaces for Silicon Purification;68
3.3.1;1 Introduction;68
3.3.2;2 Statement of the Problem: Mathematical Modelling;71
3.3.3;3 Numerical Approximation;79
3.3.4;4 Numerical Results;80
3.3.5;References;85
3.4;Growth and Pattern Formation for Thin Films;86
3.4.1;1 Introduction;86
3.4.2;2 Island Dynamics;87
3.4.3;3 Discrete Elasticity;88
3.4.4;4 Directed Self-Assembly;89
3.4.5;5 Conclusions;91
3.4.6;References;92
3.5;On Waves in Fluids: Some Mathematical, Physical and Engineering Aspects;93
3.5.1;1 Introduction;93
3.5.2;2 Sixty Acoustic Wave Equations;94
3.5.3;3 Generation of Magneto-Acoustic-Gravity-Inertial ( MAGI) Waves;102
3.5.4;4 Some Problems in Aeroacoustics;109
3.5.5;5 Conclusion;122
3.5.6;References;123
3.6;Quantum Diffusion Models Derived from the Entropy Principle;126
3.6.1;1 Introduction;126
3.6.2;2 Quantum Energy-Transport Model;127
3.6.3;3 Summary and Conclusion;140
3.6.4;References;141
3.7;Statistical Aspects of Size Functions for the Description of Random Shapes: Applications to Problems of Lithography in Microelectronics;143
3.7.1;1 Introduction;143
3.7.2;2 Size Functions and Shape Description;144
3.7.3;3 Size Functions and Shape Comparison;146
3.7.4;4 Analysis of Random Shapes Impressed on Integrated Devices;148
3.7.5;References;154
4;Part II Minisymposia;155
4.1;Minisymposium Flow Control in Aircrafts ;156
4.1.1;Using Non-Normality for Passive Laminar Flow Control;158
4.1.1.1;1 Introduction;158
4.1.1.2;2 Basic Flows;159
4.1.1.3;3 Linear Stability of the Streaky Basic Flows;160
4.1.1.4;4 Experimental Results;162
4.1.1.5;5 Conclusions;163
4.1.1.6;References;164
4.1.2;On the Catalytic Effect of Resonant Interactions in Boundary Layer Transition;165
4.1.2.1;1 Introduction;165
4.1.2.2;2 Experimental Evidence of Catalytic Effect;166
4.1.2.3;3 Mathematical Formulation;169
4.1.2.4;4 Subharmonic resonant triad;170
4.1.2.5;5 Phase-Locked Interaction;171
4.1.2.6;6 Concluding Remarks;174
4.1.2.7;References;175
4.1.3;Stabilization of Tollmien–Schlichting Waves by Mode Interaction;176
4.1.3.1;1 Introduction;176
4.1.3.2;2 Compressible Navier–Stokes Equations;177
4.1.3.3;3 Mode Interaction; Parametric Forcing;178
4.1.3.4;4 Direct Numerical Simulation;182
4.1.3.5;5 Concluding Remarks;186
4.1.3.6;References;186
4.1.4;Acoustic Streaming and Lower-than-Laminar Drag in Controlled Channel Flow;188
4.1.4.1;1 Introduction;188
4.1.4.2;2 Not Drag but Thrust;191
4.1.4.3;3 Is the Absence of Reaction on the Walls Counter- Intuitive?;194
4.1.4.4;4 Conclusion;195
4.1.4.5;References;196
4.1.5;Recent Progress in the Use of Compliant Walls for Laminar Flow Control;197
4.1.5.1;1 Introduction;197
4.1.5.2;2 The Effects of Freestream Turbulence on Transition;198
4.1.5.3;3 Effects of Wall Compliance on Tollmien–Schlichting Waves;203
4.1.5.4;4 Effects of Wall Compliance on Velocity Streaks;204
4.1.5.5;5 Conclusions;205
4.1.5.6;References;205
4.1.6;Minisymposium Global Flow Instability ;207
4.1.6.1;Summary;207
4.1.6.2;References;209
4.1.7;Helical Instability and Breakdown of a Batchelor Trailing Vortex;210
4.1.7.1;1 Introduction;210
4.1.7.2;2 Numerical Methods;210
4.1.7.3;3 Vortex Stability and Breakdown;211
4.1.7.4;4 Influence of Pressure Gradients;212
4.1.7.5;5 Conclusions;214
4.1.7.6;References;214
4.1.8;A Finite-Element Alternative for BiGlobal Linear Instability Analysis;215
4.1.8.1;1 Mathematical Formulation;215
4.1.8.2;2 Results;216
4.1.8.3;References;219
4.1.9;Numerical Considerations in Spectral Multidomain Methods for BiGlobal Instability Analysis of Open Cavity Configurations;220
4.1.9.1;1 Theory;220
4.1.9.2;2 Results;222
4.1.9.3;References;225
4.2;Minisymposium Analysis of Dynamical Problems in Turbomachinery ;226
4.2.1;Modal Identification of Mistuned Bladed Discs;227
4.2.1.1;1 Introduction;227
4.2.1.2;2 Mechanical Model;228
4.2.1.3;3 Identification Algorithm;229
4.2.1.4;4 Evaluation of the Algorithm;230
4.2.1.5;5 Conclusion;231
4.2.1.6;References;232
4.2.2;Aeroelastic Instability of Low-Pressure Rotor Blades;233
4.2.2.1;1 Introduction;233
4.2.2.2;2 Analysis Methodology;235
4.2.2.3;3 Results;237
4.2.2.4;4 Concluding Remarks;237
4.2.2.5;References;237
4.2.3;Recent Advances in Numerical Analysis of Nonlinear Vibrations of Complex Structures with Friction Contact Interfaces;239
4.2.3.1;1 Introduction;239
4.2.3.2;2 New Friction Constitutive Laws and Modeling of Friction Contact Interfaces;240
4.2.3.3;3 Methods for Analysis of Nonsmooth Nonlinear Dynamics of Large- Scale Finite Element Models of Structures;241
4.2.3.4;4 Conclusions;243
4.2.3.5;References;243
4.3;Minisymposium Numerical Methods for Conservation Laws ;244
4.3.1;Central Runge–Kutta Schemes for Stiff Balance Laws;245
4.3.1.1;1 Introduction;245
4.3.1.2;2 IMEX CRK Schemes;246
4.3.1.3;References;249
4.3.2;Flow Calculations using Shock Capturing Schemes Based on Power Limiters;250
4.3.2.1;1 Introduction;250
4.3.2.2;2 Power Limiters and Weighted PowerENO Method;250
4.3.2.3;3 Numerical Method;251
4.3.2.4;References;254
4.3.3;A Comparison Between Relaxation and Kurganov– Tadmor Schemes;255
4.3.3.1;1 Motivation;255
4.3.3.2;2 Results;256
4.3.3.3;3 Concluding Remarks;259
4.3.3.4;References;259
4.4;Minisymposium Multibody Dynamics ;260
4.4.1;The Reverse Method of Lines in Flexible Multibody Dynamics;261
4.4.1.1;1 Introduction;261
4.4.1.2;2 Equations of Motion;262
4.4.1.3;3 Time Integration and Reverse Method of Lines;263
4.4.1.4;4 Simulation Example;265
4.4.1.5;References;265
4.4.2;Fast Simulation of Quasistatic Rod Deformations for VR Applications;266
4.4.2.1;1 Introduction;266
4.4.2.2;2 Cosserat and Kirchhoff Rod Models;267
4.4.2.3;3 Discrete Rod Models of Mass & Spring Type;270
4.4.2.4;References;272
4.4.3;Simulation and Optimization of Suspension Testing Systems;273
4.4.3.1;1 Introduction;273
4.4.3.2;2 The Suspension and Test Rig Models;274
4.4.3.3;3 Improving the Design of the Hexapod;275
4.4.3.4;4 Summary and Future Work;276
4.4.3.5;References;277
4.5;Minisymposium Some Topics in Astrodynamics and Space Geodesy ;278
4.5.1;Optimal Station Keeping for Geostationary Satellites with Electric Propulsion Systems Under Eclipse Constraints;279
4.5.1.1;1 Introduction;279
4.5.1.2;2 Problem Specification and Modelling;280
4.5.1.3;3 Numerical Results;282
4.5.1.4;References;283
4.5.2;International Reference Systems for Astrodynamics and Space Geodesy;284
4.5.2.1;1 Introduction;284
4.5.2.2;2 International Reference Systems in Geodesy and Astrodynamics;285
4.5.2.3;3 Modelling;286
4.5.2.4;4 Conclusions;287
4.5.2.5;References;288
4.5.3;Post-Newtonian Covariant Measurement Formulations in Space Geodesy;289
4.5.3.1;1 Introduction;289
4.5.3.2;2 Modelling Assumptions;289
4.5.3.3;3 Relative Distance;291
4.5.3.4;4 Local Measurement Procedures;292
4.5.3.5;5 The Ballistic Problem;293
4.5.3.6;References;294
4.6;Minisymposium Clean Coal Conversion Technologies ;295
4.6.1;Mathematical Modelling of Coal Particles Combustion in Pulverised Coal Furnaces;296
4.6.1.1;1 Introduction;296
4.6.1.2;2 Mathematical Model;296
4.6.1.3;3 Numerical Solution;302
4.6.1.4;References;302
4.6.2;Transport of Particles and Vapors in Flue Gases and Deposition on Cold Surfaces;303
4.6.2.1;1 Introduction;303
4.6.2.2;2 Dynamics of Particle in Gases;303
4.6.2.3;3 Behavior of Particles Near Obstacles Under Strong Temperature Differences;305
4.6.2.4;4 Monte Carlo Simulation of Deposit Growth Dynamics;306
4.6.2.5;5 Vapor Deposition;307
4.6.2.6;6 Final Remarks;307
4.6.2.7;References;307
4.6.3;A Comprehensive Mathematical Model of Flue- gas Desulfurization;309
4.6.3.1;1 Flue-gas Desulfurization;309
4.6.3.2;2 Multiphase, Multidomain Model;310
4.6.3.3;3 Chemical Model;311
4.6.3.4;4 Results;312
4.6.3.5;References;314
4.6.4;Determination of the Kinetic Parameters of a Pulverized Fuel from Drop Tube Experiments;315
4.6.4.1;1 Introduction;315
4.6.4.2;2 Char Oxidation Model;316
4.6.4.3;3 Deconvolution Procedures;316
4.6.4.4;4 Conclusions and Further Work;319
4.6.4.5;References;319
4.7;Minisymposium Mathematical Problems in Oil Industry ;320
4.7.1;An Asphaltene Precipitation Model Using a Lattice Approach;321
4.7.1.1;1 Introduction;321
4.7.1.2;2 The Lattice Description;321
4.7.1.3;3 Enthalpy of Mixing;322
4.7.1.4;4 The Free Energy of Mixing;323
4.7.1.5;5 Asphaltene Aggregation;323
4.7.1.6;6 Results and Conclusions;324
4.7.1.7;References;325
4.7.2;Formation and Growth of Wax Deposit in the Pipelining of Crude Oils;326
4.7.2.1;1 The Thermal Field;326
4.7.2.2;2 The Deposition Equation;327
4.7.2.3;3 The Deposition Segment;328
4.7.2.4;4 Ageing;329
4.7.2.5;5 The Total Mass of Deposit;329
4.7.2.6;6 Desaturation;329
4.7.2.7;References;330
4.7.3;Simulations of the Spurt Phenomenon for Suspensions of Rod- Like Molecules;331
4.7.3.1;1 Introduction;331
4.7.3.2;2 The Mathematical Model for Suspensions of Rod- Like Molecules in the Dilute Regime;332
4.7.3.3;3 A Numerical Method for the Smoluchowski Equation;333
4.7.3.4;References;335
4.8;Minisymposium Flow in Porous Media ;336
4.8.1;Multiscale Stochastic Homogenization of Convection- Diffusion Equations;337
4.8.1.1;1 Introduction;337
4.8.1.2;2 Homogenization of the Convection-Diffusion Equation;338
4.8.1.3;3 Some Cell Solutions of the Convection Field;340
4.8.1.4;References;341
4.8.2;Numerical Approximation of Boundary Layers for Rough Boundaries;342
4.8.2.1;1 Introduction;342
4.8.2.2;2 The Model Problem;342
4.8.2.3;3 The Two-Dimensional Case;343
4.8.2.4;4 Numerical Approximation of the Cell Problems;344
4.8.2.5;5 Numerical Approximation of cbl;344
4.8.2.6;6 Numerical Test;345
4.8.2.7;References;346
4.8.3;Upscaling in Nonlinear Thermal Diffusion Problems in Composite Materials;347
4.8.3.1;1 Introduction;347
4.8.3.2;2 Classical Transmission Boundary Conditions;348
4.8.3.3;3 Diffusion in Partially Fissured Media;350
4.8.3.4;References;351
4.8.4;Effective Two-Phase Flow Models Including Trapping Effects at the Micro Scale;352
4.8.4.1;1 Introduction;352
4.8.4.2;2 The Model;353
4.8.4.3;Conclusions and Acknowledgment;357
4.8.4.4;References;357
4.9;Minisymposium Shallow Water and Simulation of Environmental Flows ;359
4.9.1;ADER DG and FV Schemes for Shallow Water Flows;360
4.9.1.1;1 Introduction;360
4.9.1.2;2 The Two-Dimensional Shallow Water System;360
4.9.1.3;3 Numerical Method;361
4.9.1.4;4 ADER Schemes;362
4.9.1.5;5 Convergence Test;363
4.9.1.6;6 Conclusions and Further Work;364
4.9.1.7;References;364
4.9.2;Numerical Simulation of Bedload Sediment Transport Using Finite Volume Schemes;365
4.9.2.1;1 Introduction;365
4.9.2.2;2 Shallow Water Equations with Sediment Transport;366
4.9.2.3;3 2D High Order Finite Volume Methods by State Reconstructions;367
4.9.2.4;4 Numerical Test;368
4.9.2.5;References;369
4.9.3;New Trends and Applications in Oceanographic Numerical Modelling;370
4.9.3.1;1 Introduction;370
4.9.3.2;2 Sinking of the Prestige;370
4.9.3.3;3 Fish Recruitment;372
4.9.3.4;4 Coastal Regions;373
4.9.3.5;5 Conclusions;374
4.9.3.6;References;374
4.9.4;Study and Development of Numerical Models for the Simulation of Geophysical Flows: The DamFlow Project;375
4.9.4.1;1 Equations and Numerical Scheme;375
4.9.4.2;2 A Brief Description of the Implementation;376
4.9.4.3;3 Numerical Performance of the Matrix Library;377
4.9.4.4;4 A Brief Description of the Visualization Toolkit;378
4.9.4.5;5 Numerical Examples;379
4.9.4.6;References;379
4.9.5;On Variational Data Assimilation for 1D and 2D Fluvial Hydraulics;380
4.9.5.1;1 Introduction;380
4.9.5.2;2 Assimilation of Lagrangian Data;381
4.9.5.3;3 A Joint Assimilation-Coupling Procedure;382
4.9.5.4;References;384
4.10;Minisymposium Multiscale Problems in Materials ;385
4.10.1;An Asymptotic Solution of Aggregation Dynamics;387
4.10.1.1;1 Introduction;387
4.10.1.2;2 Aggregation Model;388
4.10.1.3;3 The Signaling Problem and the Three Eras;389
4.10.1.4;4 Conclusions;393
4.10.1.5;References;393
4.10.2;Atomistic Simulations of the Incipient Plastic Deformation Mechanisms on Metal Surfaces;395
4.10.2.1;1 Introduction;395
4.10.2.2;2 Methodology;395
4.10.2.3;3 Results;396
4.10.2.4;4 Conclusions;399
4.10.2.5;References;399
4.10.3;Critical Thickness for Misfit Dislocation Formation in InAs/ GaAs( 110) Heteroepitaxy;400
4.10.3.1;1 Introduction;400
4.10.3.2;2 The Model;401
4.10.3.3;3 Methodology;402
4.10.3.4;4 Results and Conclusions;404
4.10.3.5;References;405
4.10.4;Discrete Dislocation Dynamics in Crystals;406
4.10.4.1;1 Introduction;406
4.10.4.2;2 Stored Energy of Discrete Dislocations;406
4.10.4.3;3 Applications;409
4.10.4.4;References;410
4.10.5;Interconnection of Continuum and Discrete Models of Dislocation Pile- ups;411
4.10.5.1;Introduction;411
4.10.5.2;1 Governing Equations;412
4.10.5.3;2 The Continuum Approximation;412
4.10.5.4;3 Dislocation Density in;413
4.10.5.5;Region;413
4.10.5.6;4 Conclusions;415
4.10.5.7;References;415
4.10.6;Simplified PN Models and Natural Convection– Radiation;416
4.10.6.1;1 Introduction;416
4.10.6.2;2 The Model for Natural Convection–Radiation;417
4.10.6.3;3 Numerical Results;419
4.10.6.4;References;420
4.11;Minisymposium Nonlinear Charge and Spin Transport in Semiconductor Nanostructures ;421
4.11.1;Electronic Transport in Nanowires at Different Length Scales;423
4.11.1.1;1 Semiconducting Nanowires;423
4.11.1.2;2 The Density Functional: Nonequilibrium Green Function Paradigm;428
4.11.1.3;3 The Density Matrix Renormalization Group Applied to Transport;434
4.11.1.4;4 Conclusion;438
4.11.1.5;References;438
4.11.2;SU(4) Kondo Effect in a Mesoscopic Interferometer;440
4.11.2.1;1 Introduction;440
4.11.2.2;2 Theoretical Approaches: Scaling Analysis and Numerical Renormalization Group;441
4.11.2.3;3 Conclusions;444
4.11.2.4;References;444
4.11.3;Josephson Effect and Magnetic Interactions in Double Quantum Dots;445
4.11.3.1;1 Exact Diagonalization;446
4.11.3.2;2 Slave Boson Mean Field;447
4.11.3.3;References;449
4.11.4;Quantum Shuttle: Physics of a Numerical Challenge;450
4.11.4.1;1 The Archetypal Model;450
4.11.4.2;2 The Dynamics: Generalized Master Equation;452
4.11.4.3;3 Stationary State: A Mathematical Challenge;453
4.11.4.4;4 The Three Regimes;455
4.11.4.5;5 Conclusions;457
4.11.4.6;References;458
4.11.5;Microscopical Model for Hyperfine Interaction in Electronic Transport Through Double Quantum Dots: Spin Blockade Lifting;459
4.11.5.1;1 Introduction;459
4.11.5.2;2 Theoretical Model;459
4.11.5.3;3 Results;461
4.11.5.4;References;462
4.11.6;Rabi Dynamics in Driven Tunneling Devices;463
4.11.6.1;1 Model;463
4.11.6.2;2 Example: Two Interacting Electrons;466
4.11.6.3;References;467
4.11.7;Quantum-Transmitting-Boundary Algorithm with Local Spin– Orbit Coupling;468
4.11.7.1;1 Introduction;468
4.11.7.2;2 Physical System;469
4.11.7.3;3 The QTBM;469
4.11.7.4;4 Results;471
4.11.7.5;5 Conclusions;472
4.11.7.6;References;472
4.11.8;Spintronic Transport in II–VI Magnetic Semiconductor Resonant Tunneling Devices;473
4.11.8.1;1 Introduction;473
4.11.8.2;2 Theoretical Model;474
4.11.8.3;3 Conclusions;477
4.11.8.4;References;478
4.11.9;Hysteretic Linear Conductance in Single Electron Transport through a Single Atom Magnet;479
4.11.9.1;1 Introduction;479
4.11.9.2;2 Formalism;480
4.11.9.3;3 Results;481
4.11.9.4;4 Conclusions;483
4.11.9.5;References;483
4.12;Minisymposium Ferromagnetic Carbon Nanostructures ;485
4.12.1;Ferromagnetic Carbon Nanostructures;486
4.12.1.1;Introduction;486
4.12.1.2;Nanosized Carbon Structures;486
4.12.1.3;Intrinsic Magnetic Defects in Nanocarbon;488
4.12.1.4;Magnetic Properties of Nanocarbon;489
4.12.1.5;Ferromagnetism in Carbon Nanostructures;491
4.12.1.6;Conclusions;493
4.12.1.7;References;493
4.12.2;Looking for Ferromagnetic Signals in Proton- Irradiated Graphite;496
4.12.2.1;1 Introduction;496
4.12.2.2;2 Experimental;497
4.12.2.3;3 Results and Discussion;497
4.12.2.4;4 Summary and Conclusions;499
4.12.2.5;References;500
4.12.3;Ferromagnetism and Disorder in Graphene;502
4.12.3.1;1 Introduction;502
4.12.3.2;2 Inclusion of Disorder;503
4.12.3.3;3 Conclusions;506
4.12.3.4;Acknowledgments;506
4.12.3.5;References;506
4.12.4;Topological Defects and Electronic Properties in Graphene;507
4.12.4.1;1 Introduction;507
4.12.4.2;2 A First Model for the Topological Defects in Graphene;508
4.12.4.3;3 Generalization of the Model;509
4.12.4.4;References;511
4.12.5;Transport Through a Graphene Transistor;513
4.12.5.1;1 Introduction;513
4.12.5.2;2 The Model;513
4.12.5.3;3 Results;516
4.12.5.4;References;516
4.13;Minisymposium PDAE Modelling and Multiscale Simulation in Microelectronics and New Technologies ;518
4.13.1;Domain Decomposition Techniques for Microelectronic Modeling;519
4.13.1.1;1 Introduction;519
4.13.1.2;2 Extra Device Approach;519
4.13.1.3;3 Intra Device Approach;522
4.13.1.4;4 Conclusions;524
4.13.1.5;References;524
4.13.2;A Concept for Classification of Partial Differential Algebraic Equations in Nanoelectronics;525
4.13.2.1;1 Introduction;525
4.13.2.2;2 PDAE Models;526
4.13.2.3;3 Illustrative Example;528
4.13.2.4;4 Conclusions;529
4.13.2.5;References;529
4.13.3;Numerical Simulation of a Class of PDAEs with a Separation of Time Scales;531
4.13.3.1;1 Introduction;531
4.13.3.2;2 Problem Formulation and QSS Approximation;532
4.13.3.3;3 Solution of ODEs with IVP-DAEs Embedded;533
4.13.3.4;4 Application to Micro Power Generation;534
4.13.3.5;5 Conclusions;535
4.13.3.6;References;536
4.13.4;Model Order Reduction for Nonlinear Differential Algebraic Equations in Circuit Simulation;537
4.13.4.1;1 Introduction;537
4.13.4.2;2 Trajectory Piecewise Linear Model Order Reduction;538
4.13.4.3;3 Proper Orthogonal Decomposition Combined with Missing Point Estimation;539
4.13.4.4;4 Numerical Results;540
4.13.4.5;5 Conclusion and Outlook;542
4.13.4.6;References;542
4.14;Minisymposium Numerical Methods for Semiconductor Kinetic Equations ( COMSON Minisymposium) ;543
4.14.1;Comparing Kinetic and MEP Model of Charge Transport in Semiconductors;544
4.14.1.1;1 Kinetic Model;544
4.14.1.2;2 The Maximum Entropy System for Electrons in Semiconductors;545
4.14.1.3;3 Comparison Between the MEP Distribution Function and the Direct Solution of the Boltzmnn Equation;547
4.14.1.4;References;549
4.14.2;A Deterministic Solver to the Boltzmann- Poisson System Including Quantization Effects for Silicon- MOSFETs;550
4.14.2.1;1 Introduction;550
4.14.2.2;2 Boltzmann-Poisson-Schr¨ odinger System;551
4.14.2.3;3 Numerical Scheme;552
4.14.2.4;4 Results;553
4.14.2.5;5 Conclusion;554
4.14.2.6;References;554
4.15;Minisymposium of the ECMI SIG Shape and Size in Medicine, Biotechnology and Material Sciences ;556
4.15.1;Size Functions Applied to the Statistical Shape Analysis and Classification of Tumor Cells;557
4.15.1.1;1 Introduction;557
4.15.1.2;2 Size Functions and Shape Description;558
4.15.1.3;3 Application to the Classification of Tumor and Normal Cells;560
4.15.1.4;References;561
4.15.2;A Mathematical Morphology Approach to Cell Shape Analysis;562
4.15.2.1;1 Introduction: Context and Motivation;562
4.15.2.2;2 Multi-Scale Shape Descriptors Using Granulometries;563
4.15.2.3;3 Radial/Angular Decompositions Using Skeletons in Log- Polar Coordinates;564
4.15.2.4;References;566
4.15.3;Reconstruction of Transducer Pressure Fields from Schlieren Data;567
4.15.3.1;1 Schlieren Optical System and Data Acquisition;567
4.15.3.2;2 A Mathematical Model for Schlieren Tomography;567
4.15.3.3;3 The Loping Landweber–Kaczmarz Method;569
4.15.3.4;4 Numerical Experiments;569
4.15.3.5;References;571
4.15.4;Plant Growth Modeling;572
4.15.4.1;1 Introduction;572
4.15.4.2;2 Main Principles and Assumptions (1D Model);573
4.15.4.3;3 1D Model with Branching;573
4.15.4.4;4 2D Model;575
4.15.4.5;References;577
4.16;Minisymposium New Trends in the Analysis of Functional Genomics Data ;578
4.16.1;Bayesian Classifiers with Consensus Gene Selection: A Case Study in the Systemic Lupus Erythematosus;579
4.16.1.1;1 Introduction;579
4.16.1.2;2 Bayesian Classifiers;579
4.16.1.3;3 Consensus Gene Selection;580
4.16.1.4;4 Knowledge Discovery by Means of Bayesian Classifiers;581
4.16.1.5;5 Results;581
4.16.1.6;References;583
4.16.2;The Quest for Biological Significance;585
4.16.2.1;1 Introduction;585
4.16.2.2;2 From Biological to Statistical Significance: Gene Enrichment Analysis;587
4.16.2.3;3 Discussion: Drawbacks and Limitations;588
4.16.2.4;Appendix;589
4.16.2.5;References;589
4.16.3;Functional Classification of Genes Using Non- Negative Independent Component Analysis;590
4.16.3.1;1 Introduction;590
4.16.3.2;2 Methods;591
4.16.3.3;3 Results;592
4.16.3.4;4 Discussion and Conclusions;593
4.16.3.5;References;594
4.16.4;New Trends in the Analysis of Functional Genomic Data;595
4.16.4.1;1 Replications of the Same Statistical Test;595
4.16.4.2;2 Blocks of Functional Genes;595
4.16.4.3;3 The Overall Approach;596
4.16.4.4;4 Detaching Concepts and Algorithms;597
4.16.4.5;5 Coda;598
4.16.4.6;References;598
4.17;Minisymposium: Inverse Problems and Applications ;600
4.17.1;A Robustness Analysis of the Iterative Multi- Scaling Approach Integrated with Morphological Operations;601
4.17.1.1;1 Introduction;601
4.17.1.2;2 Mathematical Formulation;602
4.17.1.3;3 Numerical Results;604
4.17.1.4;4 Conclusions;605
4.17.1.5;References;605
4.17.2;Iterative Microwave Inversion Algorithm Based on the Adjoint- Field Method for Breast Cancer Application;606
4.17.2.1;1 Introduction;606
4.17.2.2;2 Shape Reconstruction in Microwave Imaging;607
4.17.2.3;3 Numerical Experiments;608
4.17.2.4;References;610
4.17.3;Iterative Microwave Inversion for Breast Cancer Detection Using Level Sets;611
4.17.3.1;1 Introduction;611
4.17.3.2;2 Mathematical Model;612
4.17.3.3;3 Numerical Experiments;614
4.17.3.4;References;615
4.17.4;Characterization of Reservoirs by Evolving Level Set Functions Obtained from Geostatistics;616
4.17.4.1;1 Introduction;616
4.17.4.2;2 Sequential Gaussian Simulation for Constructing Initial Guesses;617
4.17.4.3;3 Numerical Experiments and Discussion;618
4.17.4.4;References;621
4.17.5;Reconstruction of Simple Geometric Objects in 3D Optical Tomography Using an Adjoint Technique and a Boundary Element Method;622
4.17.5.1;1 Introduction;622
4.17.5.2;2 Solution Strategy for the Inverse Problem;623
4.17.5.3;3 Calculating Gradient Directions by an Adjoint Scheme;623
4.17.5.4;4 Results from 3D Simulations;625
4.17.5.5;5 Conclusion;626
4.17.5.6;References;626
4.17.6;High Contrast Electrical Impedance Imaging;627
4.17.6.1;1 Introduction;627
4.17.6.2;2 The Forward Electrostatic Problem;627
4.17.6.3;3 The Primal and Dual Inverse Problems;628
4.17.6.4;4 Primal–Dual Newton Equations;629
4.17.6.5;5 Numerical Results;630
4.17.6.6;6 Conclusions;631
4.17.6.7;References;631
4.18;Minisymposium Finance (Oxford);632
4.18.1;Pricing Exotic Options Using Strong Convergence Properties;633
4.18.1.1;1 Introduction;633
4.18.1.2;2 Orthogonal Transformation;635
4.18.1.3;3 Strong Convergence;636
4.18.1.4;4 Stochastic Volatility Models;638
4.18.1.5;5 Pricing Exotic Options Using ML-MC;640
4.18.1.6;6 Conclusions;647
4.18.1.7;References;647
4.18.2;Credit Contagion in a Structural Framework;649
4.18.2.1;1 Introduction;649
4.18.2.2;2 Two-Firm Model;649
4.18.2.3;3 Conclusion;654
4.18.2.4;References;654
4.18.3;The Valuation of Elementary Exotics with Strike Resets;656
4.18.3.1;1 Introduction;656
4.18.3.2;2 Background;657
4.18.3.3;3 Elementary Exotics with Resets;659
4.18.3.4;References;661
4.19;Minisymposium On Optimal Strategies of Multivariate Passport Options ;662
4.19.1;Foresight Bias and Suboptimality Correction in Monte– Carlo Pricing of Options with Early Exercise;664
4.19.1.1;1 Bermudan Option Pricing, Bellman’s Principle;664
4.19.1.2;2 Conditional Expectation Estimators;665
4.19.1.3;3 Foresight Bias: Classification, Calculation & Removal;666
4.19.1.4;4 Numerical Results;667
4.19.1.5;References;668
4.19.2;On the American Option Value Near its Exercise Region;669
4.19.2.1;1 American Options;669
4.19.2.2;2 Lower Bound for the Value Function Near its Exercise Region;671
4.19.2.3;3 Application to the Bermudean Approximation of American Options;672
4.19.2.4;References;673
4.19.3;Free Boundary Problems in Mathematical Finance;674
4.19.3.1;1 American Put Option;674
4.19.3.2;2 Credit Default;679
4.19.3.3;3 Mortgage Prepayment Options;680
4.19.3.4;References;683
4.19.4;Optimal Strategies of Passport Options;685
4.19.4.1;1 Multivariate Passport Options;685
4.19.4.2;2 Two Mean Stochastic Comparison Results;687
4.19.4.3;3 Optimal Strategies of Multivariate Passport Options;688
4.19.4.4;References;689
4.20;Minisymposium Meshfree Methods for the Solution of PDEs ;690
4.20.1;Solving One-Dimensional Moving-Boundary Problems with Meshless Method;691
4.20.1.1;1 Introduction;691
4.20.1.2;2 Radial Basis Function Methods;692
4.20.1.3;3 The Problem;693
4.20.1.4;4 The Numerical Solution Methods;694
4.20.1.5;5 Numerical Example;694
4.20.1.6;6 Discussion and Conclusions;695
4.20.1.7;References;695
4.20.2;Meshless Simulation of Hele-Shaw Flow;696
4.20.2.1;1 Introduction;696
4.20.2.2;2 Asymmetric RBF Collocation;697
4.20.2.3;3 Non-Newtonian Flow;698
4.20.2.4;4 Conclusions;700
4.20.2.5;References;701
4.21;Minisymposium: Mathematical Models for the Textile Industry ;702
4.21.1;Dynamics of Curved Viscous Fibers;704
4.21.1.1;1 Motivation;704
4.21.1.2;2 Systematic Asymptotic Derivation of the Model;705
4.21.1.3;3 Numerical Results;708
4.21.1.4;References;708
4.21.2;Modeling and Simulation of Non-Woven Processes;710
4.21.2.1;1 Introduction;710
4.21.2.2;2 Fiber Modeling in Euler and Lagrange Description;712
4.21.2.3;3 Interaction of Fibers and Fluid Flow;713
4.21.2.4;4 Example: Spinning of Glass Wool Fibers;714
4.21.2.5;References;715
4.21.3;Asymptotics of Fiber Spinning Equations;716
4.21.3.1;1 The Problem;716
4.21.3.2;2 The Stationary, Inviscid Case;717
4.21.3.3;3 The Instationary, Viscous Case;718
4.21.3.4;References;721
4.21.4;Three-Dimensional Elastica for Modelling Fibre Assemblies;722
4.21.4.1;1 Introduction;722
4.21.4.2;2 Differential Geometry of Centreline of Elastica;722
4.21.4.3;3 Constitutive Equations;723
4.21.4.4;4 Equilibrium Equations;723
4.21.4.5;5 Single Helix Compression Model;724
4.21.4.6;6 Yarn Compression Model;725
4.21.4.7;7 Conclusions;726
4.21.4.8;References;726
4.21.5;Effective Properties of Nonwoven Textiles from Microstructure Simulations;727
4.21.5.1;1 Introduction;727
4.21.5.2;2 Nonwoven Model;727
4.21.5.3;3 Computed Permeability;731
4.21.5.4;References;731
4.21.6;Minisymposium Approximate Algebraic Techniques for Curves and Surfaces ;732
4.21.6.1;References;732
4.21.7;Computing the Intersection Curve Between a Plane and the Offset of a Parametric Surface;733
4.21.7.1;1 Introduction;733
4.21.7.2;2 The Algorithm;734
4.21.7.3;3 Implementation and Experimentation;735
4.21.7.4;4 Conclusions and Further Work;737
4.21.7.5;References;737
4.21.8;Approximating Offsets of Surfaces by using the Support Function Representation;738
4.21.8.1;1 Introduction;738
4.21.8.2;2 Support Function Representation of Surfaces;738
4.21.8.3;3 Approximation of Surfaces;740
4.21.8.4;References;742
4.21.9;Semantic Modelling for Styling and Design;743
4.21.9.1;1 Introduction;743
4.21.9.2;2 Fully Freeform Deformation Features;744
4.21.9.3;3 Sweep-Like Features;745
4.21.9.4;4 Conclusions;746
4.21.9.5;References;747
4.22;Minisymposium Web-based Learning Environments in Applied Mathematics ;748
4.22.1;An Industrial Application of an Integrated Framework for Production of Interactive Documents;750
4.22.1.1;1 Introduction;750
4.22.1.2;2 LATEX2WEB;752
4.22.1.3;3 An Industrial Application of LATEX2WEB;753
4.22.1.4;References;754
4.22.2;An e-Learning Platform for Applications of Mathematics to Microelectronic Industry;755
4.22.2.1;1 Introduction;755
4.22.2.2;2 The Demonstrator Platform and the e-Learning Platform;755
4.22.2.3;3 Innovative e-Learning Methods;757
4.22.2.4;4 Design of the e-Learning Platform;757
4.22.2.5;5 Conclusions;759
4.22.2.6;References;759
4.22.3;Web Based System for Graduate Studies: Optimization, Games, and Markets;760
4.22.3.1;1 Introduction;760
4.22.3.2;2 Heuristics;761
4.22.3.3;3 Bayesian Heuristic Approach;761
4.22.3.4;4 Improving Expert Heuristics;762
4.22.3.5;5 Distance Studies;762
4.22.3.6;6 Conclusions;764
4.22.3.7;References;764
4.22.4;Web-Tool on Differential Equations;765
4.22.4.1;1 Introduction;765
4.22.4.2;2 Strategy of e-Study;765
4.22.4.3;3 Design of the Tool on Differential Equations;767
4.22.4.4;References;769
5;Part III Contributed Papers;770
5.1;Model and Method to Increase the Thermal Efficiency of Micro- Heat Exchangers for Aerospace Applications;771
5.1.1;1 Introduction;771
5.1.2;2 Problem Description;772
5.1.3;3 Governing Equations and Boundary Conditions;772
5.1.4;4 Results;774
5.1.5;5 Conclusions;775
5.1.6;References;775
5.2;Influence of Trailing Jet Instability on the Dynamics of Starting Jets;776
5.2.1;1 Introduction;776
5.2.2;2 Experimental Set-Up;777
5.2.3;3 Numerical Simulation;777
5.2.4;4 Analysis;778
5.2.5;5 Discussion;780
5.2.6;References;780
5.3;Modelling and Computational Analysis of the Dynamic Crash Behaviour of Fabric Reinforced Composite Automotive Structures;781
5.3.1;1 Introduction;781
5.3.2;2 Progressive Damage Modelling;781
5.3.3;3 Structural Prototype and Model Development;782
5.3.4;4 Prototype Testing and Model Verification;782
5.3.5;5 Simulation of Impact Loading;783
5.3.6;6 Conclusions;785
5.3.7;References;785
5.4;Theoretical Modeling of Flame–Acoustic Interaction;786
5.4.1;1 Introduction;786
5.4.2;2 Flame Model;787
5.4.3;3 Location of the Flame Front;788
5.4.4;4 Transfer Function;789
5.4.5;5 Conclusion;790
5.4.6;References;790
5.5;Air-Blown Rivulet Flow of a Perfectly Wetting Fluid on an Inclined Substrate;792
5.5.1;1 Introduction;792
5.5.2;2 Problem Formulation;792
5.5.3;3 Rivulet Solutions;794
5.5.4;4 Classification of Flow Patterns;794
5.5.5;5 Solutions for Prescribed t and Varying a;795
5.5.6;6 Conclusions;796
5.5.7;References;796
5.6;The Effect of the Thermal Conductivity of the Substrate on Droplet Evaporation;797
5.6.1;1 Introduction;797
5.6.2;2 Mathematical Model;797
5.6.3;3 Comparison with Experiments;799
5.6.4;4 FurtherWork;801
5.6.5;References;801
5.7;The Effect of Particles on Linear and Weakly Nonlinear Instability of a Two- Phase Shallow Flows;802
5.7.1;1 Introduction;802
5.7.2;2 Weakly Nonlinear Spatial Instability of Two- Phase Flows;803
5.7.3;References;806
5.8;Water Quality Simulation of a Future Pit Lake;808
5.8.1;1 Introduction;808
5.8.2;2 Model Development;809
5.8.3;3 Model Results;811
5.8.4;References;812
5.9;Optimal Management and Design of a Wastewater Purification System;813
5.9.1;1 Introduction;813
5.9.2;2 Optimal Operation and Design: Problem Formulation;814
5.9.3;3 Numerical Solution;816
5.9.4;References;817
5.10;Estimation of Fuzzy Anomalies in Water Distribution Systems;819
5.10.1;1 Introduction;819
5.10.2;2 Mathematical Model and State Estimation;820
5.10.3;3 Error Limit Analysis;821
5.10.4;4 The Neural Network;821
5.10.5;5 Conclusions;822
5.10.6;References;823
5.11;Investigation of the Evolution and Breakup of Electrically Charged Drops;824
5.11.1;1 Introduction;824
5.11.2;2 The Model Equations;825
5.11.3;3 The Numerical Method;825
5.11.4;4 Results and Conclusions;828
5.11.5;References;829
5.12;Homogeneous Nucleation of Dipole Domains and Current Self- Oscillations in Photoexcited Semiconductor Superlattices;830
5.12.1;1 Introduction;830
5.12.2;2 Model Equations;831
5.12.3;3 Numerical Results;833
5.12.4;References;834
5.13;Numerical Analysis of a Nickel-Iron Electrodeposition Process;835
5.13.1;1 Introduction;835
5.13.2;2 Existence and Uniqueness Result;836
5.13.3;3 Numerical Methods;837
5.13.4;4 Numerical Result;838
5.13.5;References;839
5.14;A Simplified Finite Element Formulation for Spray Transfer GMA Weld Pools;840
5.14.1;1 Introduction;840
5.14.2;2 Mathematical Modelling;840
5.14.3;3 Computational and Numerical Modelling;843
5.14.4;4 Qualitative Behaviour of the Model;843
5.14.5;5 Conclusions and Future Work;844
5.14.6;References;844
5.15;Numerical Solution of a Non-Local Elliptic Problem Modeling a Thermistor with a Finite Element and a Finite Volume Method;845
5.15.1;1 Introduction;845
5.15.2;2 Formulation of the Numerical Methods;846
5.15.3;3 Numerical Results and Comparison;848
5.15.4;References;849
5.16;Numerical Solution of 3D Magnetostatic Problems in Terms of Scalar Potentials;851
5.16.1;1 Introduction;851
5.16.2;2 Scalar Formulation of the Magnetostatic Problem;851
5.16.3;3 Finite Element Discretization and Numerical Results;853
5.16.4;References;855
5.17;Optimization Methods for a Wifi Location System;856
5.17.1;1 Introduction;856
5.17.2;2 The Optimization Method;857
5.17.3;3 Numerical Results;858
5.17.4;4 Conclusions;859
5.17.5;References;860
5.18;Flow in the Canal of Schlemm and its Influence on Primary Open Angle Glaucoma;861
5.18.1;1 POAG in Human Eyes;861
5.18.2;2 Governing Equations;861
5.18.3;3 Results;863
5.18.4;4 Conclusions and Further Work;865
5.18.5;References;865
5.19;A One-Phase Model for Air-Breathing DMFC Cells with Non- Tafel Kinetics;866
5.19.1;1 Introduction;866
5.19.2;2 Mathematical Model;867
5.19.3;3 Results and Discussions;869
5.19.4;4 Conclusions;870
5.19.5;References;870
5.20;Optimising Design Parameters of Enzyme- Channelling Biosensors;871
5.20.1;1 Introduction;871
5.20.2;2 Spatially Extended Model;872
5.20.3;3 Simplified Model;873
5.20.4;4 Numerical Simulations and Discussions;874
5.20.5;References;875
5.21;Breast Nodule Ultrasound Segmentation Through Texture- Based Active Contours;876
5.21.1;1 Introduction;876
5.21.2;2 Image Filtering;877
5.21.3;3 Front Propagation;877
5.21.4;4 Active Contours;878
5.21.5;5 Conclusion;880
5.21.6;References;880
5.22;A Contrast Invariant Approach to Motion Estimation: Validation and Application to Motion Estimation Improvement;881
5.22.1;1 Introduction;881
5.22.2;2 Motion Estimation and Significance Analysis;882
5.22.3;3 Application: Motion Reassignment;884
5.22.4;4 Results;884
5.22.5;5 Conclusions;885
5.22.6;References;885
5.23;A Mathematical Model for Prediction of Recurrence in Bladder Cancer Patients;886
5.23.1;1 Introduction;886
5.23.2;2 Material and Methods;887
5.23.3;3 Results;888
5.23.4;4 Conclusions;890
5.23.5;References;890
5.24;Use of the Fourier Transform in the Distributions Sense for Creation Numerical Algorithms for Cone- Beam Tomography;891
5.24.1;References;894
5.25;Shapley Value vs. Proportional Rule in Cooperative Affairs;895
5.25.1;1 Introduction;895
5.25.2;2 Cooperative Affairs;895
5.25.3;3 The Proportional Rule;896
5.25.4;4 An Axiomatic Approach to a Value Notion;896
5.25.5;5 Checking the Proportional Rule;897
5.25.6;6 Conclusions;898
5.25.7;References;899
5.26;A Wide Family of Solutions Based on Marginal Contributions for Situations of Competence– Cooperation with Structure of a Priori Coalition Blocks;900
5.26.1;1 Introduction and Preliminaries;900
5.26.2;2 Mixed Modified Semivalues;902
5.26.3;3 Computation Procedure of Mixed Modified Semivalues;903
5.26.4;References;904
5.27;Time-Varying Grids for Gas Dynamics;905
5.27.1;1 Modeling of the Physical Problem;905
5.27.2;2 Numerical Scheme;906
5.27.3;3 Adaptive Multiresolution;907
5.27.4;References;909
5.28;Meshless Poisson Problems in the Finite Pointset Method: Positive Stencils and Multigrid;910
5.28.1;1 Introduction;910
5.28.2;2 Meshless Finite Differences for Poisson Equation;910
5.28.3;3 Least Squares Methods;911
5.28.4;4 Minimal Positive Stencils;912
5.28.5;5 M-Matrices and Multigrid Solvers;913
5.28.6;6 Numerical Results;913
5.28.7;7 Conclusions and Outlook;914
5.28.8;References;914
5.29;Basics of a Differential-Geometric Approach to Diffusion: Uniting Lagrangian and Eulerian Models on a Manifold;915
5.29.1;1 Introduction;915
5.29.2;2 The Geometry of Diffusion;916
5.29.3;3 Lagrangian Formalism;917
5.29.4;4 Energy and Mass Conservation;918
5.29.5;5 Conclusion and Outlook;919
5.29.6;References;919
5.30;Diagnostic Modelling of Digital Systems with Binary and High- Level Decision Diagrams;920
5.30.1;1 Introduction;920
5.30.2;2 Modelling Digital Systems by Binary Decision Diagrams;920
5.30.3;3 Modelling Systems by a Single DD on Higher Levels;922
5.30.4;4 Experimental Results and Conclusions;924
5.30.5;References;925
5.31;Numerical Integration in Bayesian Positioning;926
5.31.1;1 Bayesian Positioning;926
5.31.2;2 Integration Methods;927
5.31.3;3 Numerical Results;928
5.31.4;4 Conclusions;929
5.31.5;References;930
5.32;Singular Problems With Quadratic Gradient Term;931
5.32.1;1 Introduction;931
5.32.2;2 Radial Solutions;932
5.32.3;3 Existence Results;933
5.32.4;4 Boundary Estimates;934
5.32.5;References;935
5.33;Pattern Matching for Control Chart Monitoring;936
5.33.1;1 Introduction;936
5.33.2;2 Identifying Normal Patterns;938
5.33.3;3 Identifying Decreasing and Increasing Trend Patterns;938
5.33.4;4 Conclusions and Future Works;940
5.33.5;References;940
5.34;Index Characterization in DAE Circuit Models Without Passivity Assumptions;941
5.34.1;1 Introduction;941
5.34.2;2 Differential-Algebraic Circuit Models;942
5.34.3;3 Index 1 Configurations;943
5.34.4;4 Concluding Remarks;945
5.34.5;References;945
5.35;Fingerprint Classification using Entropy Sensitive Tracing;946
5.35.1;1 Introduction;946
5.35.2;2 Tracer;947
5.35.3;3 Characteristic Lines;947
5.35.4;4 Conclusions;950
5.35.5;References;950
5.36;An Invariant Domain Preserving MUSCL Scheme;951
5.36.1;1 Introduction;951
5.36.2;2 Stability of the MUSCL Schemes;952
5.36.3;3 MUSCL Schemes for 2D Unstructured Meshes;954
5.36.4;References;955
5.37;A Stable CE–SE Numerical Method for Time- Dependent Advection– Diffusion Equation;957
5.37.1;1 Introduction;957
5.37.2;2 Stability Analysis;959
5.37.3;References;961
5.38;A Random Euler Method for Solving Differential Equations with Uncertainties;962
5.38.1;1 Introduction and Preliminaries;962
5.38.2;2 On the Random Euler Method;963
5.38.3;3 Numerical Results;964
5.38.4;References;966
5.39;Cubic-Matrix Splines and Second-Order Matrix Models;967
5.39.1;1 Introduction;967
5.39.2;2 Construction of the Method;968
5.39.3;3 Example;970
5.39.4;References;971
6;Part IV Color Plates;972
7;Part V Contributor Index;998
8;List of Contributors;999