## Berichte des Fraunhofer-Instituts für Techno- und Wirtschaftsmathematik (ITWM Report)

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#### Keywords

- numerical upscaling (6)
- Darcy’s law (3)
- effective heat conductivity (3)
- facility location (3)
- non-Newtonian flow in porous media (3)
- poroelasticity (3)
- virtual material design (3)
- American options (2)
- Bartlett spectrum (2)
- HJB equation (2)

- 124
- A Comparative Study of the Vasicek and the CIR Model of the Short Rate (2007)
- In this work, we analyze two important and simple models of short rates, namely Vasicek and CIR models. The models are described and then the sensitivity of the models with respect to changes in the parameters are studied. Finally, we give the results for the estimation of the model parameters by using two different ways.

- 27
- On Interaction Of A Liquid Film With An Obstacle (2001)
- In this paper mathematical models for liquid films generated by impinging jets are discussed. Attention is stressed to the interaction of the liquid film with some obstacle. S. G. Taylor [Proc. R. Soc. London Ser. A 253, 313 (1959)] found that the liquid film generated by impinging jets is very sensitive to properties of the wire which was used as an obstacle. The aim of this presentation is to propose a modification of the Taylor's model, which allows to simulate the film shape in cases, when the angle between jets is different from 180°. Numerical results obtained by discussed models give two different shapes of the liquid film similar as in Taylors experiments. These two shapes depend on the regime: either droplets are produced close to the obstacle or not. The difference between two regimes becomes larger if the angle between jets decreases. Existence of such two regimes can be very essential for some applications of impinging jets, if the generated liquid film can have a contact with obstacles.

- 215
- Constitutive models for static granular systems and focus to the Jiang-Liu hyperelastic law (2012)
- Granular systems in solid-like state exhibit properties like stiffness dependence on stress, dilatancy, yield or incremental non-linearity that can be described within the continuum mechanical framework. Different constitutive models have been proposed in the literature either based on relations between some components of the stress tensor or on a quasi-elastic description. After a brief description of these models, the hyperelastic law recently proposed by Jiang and Liu [1] will be investigated. In this framework, the stress-strain relation is derived from an elastic strain energy density where the stable proper- ties are linked to a Drucker-Prager yield criteria. Further, a numerical method based on the finite element discretization and Newton- Raphson iterations is presented to solve the force balance equation. The 2D numerical examples presented in this work show that the stress distributions can be computed not only for triangular domains, as previoulsy done in the literature, but also for more complex geometries. If the slope of the heap is greater than a critical value, numerical instabilities appear and no elastic solution can be found, as predicted by the theory. As main result, the dependence of the material parameter Xi on the maximum angle of repose is established.

- 165
- An alternative view on global radiotherapy optimization problems (2009)
- Radiotherapy is one of the major forms in cancer treatment. The patient is irradiated with high-energetic photons or charged particles with the primary goal of delivering sufficiently high doses to the tumor tissue while simultaneously sparing the surrounding healthy tissue. The inverse search for the treatment plan giving the desired dose distribution is done by means of numerical optimization [11, Chapters 3-5]. For this purpose, the aspects of dose quality in the tissue are modeled as criterion functions, whose mathematical properties also affect the type of the corresponding optimization problem. Clinical practice makes frequent use of criteria that incorporate volumetric and spatial information about the shape of the dose distribution. The resulting optimization problems are of global type by empirical knowledge and typically computed with generic global solver concepts, see for example [16]. The development of good global solvers to compute radiotherapy optimization problems is an important topic of research in this application, however, the structural properties of the underlying criterion functions are typically not taken into account in this context.

- 123
- Survey of 3d image segmentation methods (2007)
- This report reviews selected image binarization and segmentation methods that have been proposed and which are suitable for the processing of volume images. The focus is on thresholding, region growing, and shape–based methods. Rather than trying to give a complete overview of the field, we review the original ideas and concepts of selected methods, because we believe this information to be important for judging when and under what circumstances a segmentation algorithm can be expected to work properly.

- 91
- Application of general semi-infinite Programming to Lapidary Cutting Problems (2006)
- We consider a volume maximization problem arising in gemstone cutting industry. The problem is formulated as a general semi-infinite program (GSIP) and solved using an interiorpoint method developed by Stein. It is shown, that the convexity assumption needed for the convergence of the algorithm can be satisfied by appropriate modelling. Clustering techniques are used to reduce the number of container constraints, which is necessary to make the subproblems practically tractable. An iterative process consisting of GSIP optimization and adaptive refinement steps is then employed to obtain an optimal solution which is also feasible for the original problem. Some numerical results based on realworld data are also presented.

- 94
- EJ-HEAT: A Fast Explicit Jump Harmonic Averaging Solver for the Effective Heat Conductivity of Composite Materials (2006)
- The stationary heat equation is solved with periodic boundary conditions in geometrically complex composite materials with high contrast in the thermal conductivities of the individual phases. This is achieved by harmonic averaging and explicitly introducing the jumps across the material interfaces as additional variables. The continuity of the heat flux yields the needed extra equations for these variables. A Schur-complent formulation for the new variables is derived that is solved using the FFT and BiCGStab methods. The EJ-HEAT solver is given as a 3-page Matlab program in the Appendix. The C++ implementation is used for material design studies. It solves 3-dimensional problems with around 190 Mio variables on a 64-bit AMD Opteron desktop system in less than 6 GB memory and in minutes to hours, depending on the contrast and required accuracy. The approach may also be used to compute effective electric conductivities because they are governed by the stationary heat equation.

- 155
- Design of pleated filters by computer simulations (2009)
- Four aspects are important in the design of hydraulic lters. We distinguish between two cost factors and two performance factors. Regarding performance, filter eciencynd lter capacity are of interest. Regarding cost, there are production considerations such as spatial restrictions, material cost and the cost of manufacturing the lter. The second type of cost is the operation cost, namely the pressure drop. Albeit simulations should and will ultimately deal with all 4 aspects, for the moment our work is focused on cost. The PleatGeo Module generates three-dimensional computer models of a single pleat of a hydraulic lter interactively. PleatDict computes the pressure drop that will result for the particular design by direct numerical simulation. The evaluation of a new pleat design takes only a few hours on a standard PC compared to days or weeks used for manufacturing and testing a new prototype of a hydraulic lter. The design parameters are the shape of the pleat, the permeabilities of one or several layers of lter media and the geometry of a supporting netting structure that is used to keep the out ow area open. Besides the underlying structure generation and CFD technology, we present some trends regarding the dependence of pressure drop on design parameters that can serve as guide lines for the design of hydraulic lters. Compared to earlier two-dimensional models, the three-dimensional models can include a support structure.

- 129
- Computation of the permeability of porous materials from their microstructure by FFF-Stokes (2007)
- A fully automatic procedure is proposed to rapidly compute the permeability of porous materials from their binarized microstructure. The discretization is a simplified version of Peskin’s Immersed Boundary Method, where the forces are applied at the no-slip grid points. As needed for the computation of permeability, steady flows at zero Reynolds number are considered. Short run-times are achieved by eliminating the pressure and velocity variables using an Fast Fourier Transform-based and 4 Poisson problembased fast inversion approach on rectangular parallelepipeds with periodic boundary conditions. In reference to calling it a fast method using fictitious or artificial forces, the implementation is called FFF-Stokes. Large scale computations on 3d images are quickly and automatically performed to estimate the permeability of some sample materials. A matlab implementation is provided to allow readers to experience the automation and speed of the method for realistic three-dimensional models.

- 220
- Construction of discrete shell models by geometric finite differences (2012)
- In the presented work, we make use of the strong reciprocity between kinematics and geometry to build a geometrically nonlinear, shearable low order discrete shell model of Cosserat type defined on triangular meshes, from which we deduce a rotation–free Kirchhoff type model with the triangle vertex positions as degrees of freedom. Both models behave physically plausible already on very coarse meshes, and show good convergence properties on regular meshes. Moreover, from the theoretical side, this deduction provides a common geometric framework for several existing models.