Homogenization of bone elasticity based on tissue‐independent (‘universal’) phase properties

As candidates for tissue‐independent phase properties of cortical and trabecular bone we consider (i) hydroxyapatite, (ii) collagen, (iii) ultrastructural water and non‐collagenous proteins, and (iv) marrow (water) filling the Haversian canals and the intertrabecular space. From experiments reported in the literature, we assign stiffness properties to these phases (experimental set I). On the basis of these phase definitions, we develop, within the framework of continuum micromechanics, a two step homogenization procedure: (i) At a length scale of 100 – 200 nm, hydroxyapatite (HA) crystals build up a crystal foam ('polycrystal'), and water and non‐collagenous organic matter fill the intercrystalline space (homogenization step I); (ii) At the ultrastructural scale of mineralized tissues, i.e. 5 to 10 microns, collagen assemblies composed of collagen molecules are embedded into the crystal foam, acting mechanically as cylindrical templates. At an enlarged material scale of 5 to 10 mm, the second homogenization step also accommodates the micropore space as cylindrical pore inclusions (Haversian and Volkmann canals, inter‐trabecular space), that are suitable for both trabecular and cortical bone. The input of this micromechanical model are tissue‐specific volume fractions of HA, collagen, and of the micropore space. The output are tissue‐specific ultrastructural and microstructural (=macroscopic=apparent) elasticity tensors. A second independent experimental set (composition data and experimental stiffness values) is employed to validate the proposed model. We report a a good agreement between model predictions and experimentally determined macroscopic stiffness values. The validation suggests that hydroxyapatite, collagen, and water are tissue‐independent phases, which define, through their mechanical interaction, the elasticity of all bones, whether cortical or trabecular.     

Different choices of scaling in homogenization of diffusion and interfacial exchange in a porous medium

Several choices of scaling are investigated for a coupled system of parabolic partial differential equations in a two‐phase medium at the microscopic scale. This system may be regarded as modelling a reaction–diffusion problem, the Stokes problem of single‐phase flow of a slightly compressible fluid or as a heat conduction problem (with or without interfacial resistance), for example. It is shown that, starting with the same problem on the microscopic scale, different choices of scaling of the diffusion coefficients (resp. permeability or conductivity) and the interfacial‐exchange coefficient lead to different types of macroscopic systems of equations. The characterization of the limit problems in terms of the scaling parameters constitutes a modelling tool because it allows to determine the right type of limit problem. New macroscopic models, not previously dealt with, arise and, for some scalings, classical macroscopic models are recovered. Using the method of two‐scale convergence, a unified approach yielding rigorous proofs is given covering a very broad class of different scalings. Copyright © 2008 John Wiley & Sons, Ltd.     

Homogenization of cellular structures for soft tissue modelling

The aim of the paper is to show how the method of homogenization can be applied in modelling of soft tissue undergoing large deformation. Simplified microstructures are considered, which consist of hyperelastic porous matrix and periodic array of fluid‐filled cells. At the microscopic level diffusion processes are described by the Darcy law, permeability of the cellular membrane is introduced. Although at the macroscopic scale the tissue is incompressible, the flow inside microscopic volumes induces viscous relaxation effects. The homogenized problem is formulated.     

Fuzzy control of thyristor-controlled series compensator in power system transients

Power system transient stability is one of the most challenging technical areas in electric power industry. Thyristor-controlled series compensation (TCSC) is expected to improve transient stability and damp power oscillations. TCSC control in power system transients is a nonlinear control problem. This paper presents a T–S-model-based fuzzy control scheme and a systematic design method for the TCSC fuzzy controller. The nonlinear power system containing TCSC is modelled as a fuzzy “blending” of a set of locally linearized models. A linear optimal control is designed for each local linear model. Different control requirements at different stages during power system transients can be considered in deriving the linear control rules. The resulting fuzzy controller is then a fuzzy “blending” of these linear controllers. Quadratic stability of the overall nonlinear controlled system can be checked and ensured using H^∞ control theory. Digital simulation with NETOMAC software has verified that the fuzzy control scheme can improve power system transient stability and damp power swings very quickly.     

Microscopic and macroscopic modelling of foams

The macroscopic behaviour of foams is influenced by the size and structure of the pores. Therefore, a Cosserat theory is motivated by a micromechanical beam model. A homogenization strategy is applied to the micromechanical model leading to results that are comparable to the predictions of the macroscopic Cosserat model.     

The structure of roll waves in two-layer flows

The structure of non-linear waves in a two-layer flow of an incompressible fluid in extended channels is investigated. Periodic discontinuous solutions, describing roll waves of finite amplitude, are constructred for the equations of two-layer shallow water. “Anomalous” waves of limited amplitude are found which correspond to the transition from stratified to slug flow conditions.     

Computational micro-macro transitions at large strains for curvilinear physical directions

Biological tissues such as those involved in the eye, heart, veins or arteries are heterogeneous on one or another spatial scale and can undergo very large elastic strains. Frequently, these tissues are characterized by shell-like structures at the macroscopic scale and the physical material directions follow curvilinear paths. We consider a homogenized macro-continuum formulated in curvilinear convective coordinates with locally attached representative micro-structures. Micro-structures attached to different macroscopic points are assumed to be rotated counterparts according to the curvilinear path of the physical material directions at the macro-scale. The solution of such multi-scale problems according to the computational homogenization scheme [1, 2, 3] would need a different RVE at each macroscopic point. The goal of this paper is to use the same initial RVE at each macroscopic point by generalizing the computational homogenization scheme to a formulation considering different physical spaces at the micro- and macro-scale. The deformation and the reference frame of the micro-structure are assumed to be coupled with the local deformation and the local reference frame at the corresponding point of the macrocontinuum. For a consistent formulation of micro-macro transitions physical reference directions are defined on both scales, where the macroscopic one follows a curvilinear path. To formulate the generalized micro-macro transitions in absolute tensor notation the operations scale-up and scale-down are introduced. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Asymptotics for mixed Dirichlet–Robin problems in irregular domains

We study the asymptotic behaviour of the solutions of two-dimensional elliptic problems with Robin boundary conditions on the “prefractal” curves approximating the Koch curve type fractals.     

On an incompressible model in radiation hydrodynamics

We consider a simplified model arising in radiation hydrodynamics based on the incompressible Navier–Stokes–Fourier system describing a macroscopic fluid motion coupled to a transport equation modeling the propagation of radiative intensity. We establish global‐in‐time existence for the associated initial‐boundary value problem in the framework of weak solutions. Copyright © 2014 John Wiley & Sons, Ltd.     

The practice of Delta–Gamma VaR: Implementing the quadratic portfolio model

This paper intends to critically evaluate state-of-the-art methodologies for calculating the value-at-risk (VaR) of non-linear portfolios from the point of view of computational accuracy and efficiency. We focus on the quadratic portfolio model, also known as “Delta–Gamma”, and, as a working assumption, we model risk factor returns as multi-normal random variables. We present the main approaches to Delta–Gamma VaR weighing their merits and accuracy from an implementation-oriented standpoint. One of our main conclusions is that the Delta–Gamma-Normal VaR may be less accurate than even Delta VaR. On the other hand, we show that methods that essentially take into account the non-linearity (hence gammas and third or higher moments) of the portfolio values may present significant advantages over full Monte Carlo revaluations. The role of non-diagonal terms in the Gamma matrix as well as the sensitivity to correlation is considered both for accuracy and computational effort. We also qualitatively examine the robustness of Delta–Gamma methodologies by considering a highly non-quadratic portfolio value function.     

Upscaling of a parabolic system with a large nonlinear surface reaction term

Motivated by the study of the dynamics of calcium ions in biological cells, the authors derived in [33], via periodic homogenization, a macroscopic bidomain model, by considering in the corresponding microscopic two-component problem a properly scaled nonlinear exchange term. We study here, at the microscopic scale, a similar parabolic system, with a large nonlinear interfacial reaction term. At the macroscopic scale, the nonlinear effect of this reaction term is recovered in the homogenized diffusion matrix, which is not anymore constant. This nonstandard phenomenon shows the fine interplay between reaction and diffusion in such processes.     

Twisted loop groups and their affine flag varieties

We develop a theory of affine flag varieties and of their Schubert varieties for reductive groups over a Laurent power series local field k((t)) with k a perfect field. This can be viewed as a generalization of the theory of affine flag varieties for loop groups to a “twisted case”; a consequence of our results is that our construction also includes the flag varieties for Kac–Moody Lie algebras of affine type. We also give a coherence conjecture on the dimensions of the spaces of global sections of the natural ample line bundles on the partial flag varieties attached to a fixed group over k((t)) and some applications to local models of Shimura varieties.     

Māl, enunciations, and the prehistory of Arabic algebra

Medieval Arabic algebra books intended for practical training generally have in common a first “book” which is divided into two sections: one on the methods of solving simplified equations and manipulating expressions, followed by one consisting of worked-out problems. By paying close attention to the wording of the problems in the books of al-Khwārizmī, Abū Kāmil, and Ibn Badr, we reveal the different ways the word māl was used. In the enunciation of a problem it is a common noun meaning “quantity,” while in the solution it is the proper noun naming the square of “thing” (shay '). We then look into the differences between the wording of enunciations and equations, which clarify certain problems solved without “thing,” and help explain the development of algebra before the time of al-Khwārizmī.     

Modeling of the effective viscoelastic material behavior of textile reinforced composites using a multi-scale approach

The increasing importance of constructive lightweight in modern engineering science involves the use of advanced materials like textile reinforced composites. In order to reduce development costs, efficient numerical simulations are needed to model the macroscopic behavior of the final product. Focussing on long term phenomena, which are important when parts made of composites with rate-dependent material behavior are assembled by bolted or screwed joints, a two-step homogenization procedure is used to obtain an effective homogeneous equivalent material at the macroscopic scale. (© 2014 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Homogenization of a two‐phase incompressible fluid in crossflow filtration through a porous medium

We study the homogenization of a slow viscous two‐phase incompressible flow in a domain consisting of a free fluid domain, a porous medium, and the interface between them. We take into account the capillary forces on the fluid‐fluid interfaces. We construct boundary layers describing the flow at the interface between the free fluid and the porous medium. We derive a macroscopic model with a viscous two‐phase fluid in the free domain, a coupled Darcy law connecting two‐phase velocities in the porous medium, and boundary conditions at the permeable interface between the free fluid domain and the porous medium.     

Limit Theorem for Controlled Backward SDEs and Homogenization of Hamilton–Jacobi–Bellman Equations

We prove a convergence theorem for a family of value functions associated with stochastic control problems whose cost functions are defined by backward stochastic differential equations. The limit function is characterized as a viscosity solution to a fully nonlinear partial differential equation of second order. The key assumption we use in our approach is shown to be a necessary and sufficient assumption for the homogenizability of the control problem. The results generalize partially homogenization problems for Hamilton–Jacobi–Bellman equations treated recently by Alvarez and Bardi by viscosity solution methods. In contrast to their approach, we use mainly probabilistic arguments, and discuss a stochastic control interpretation for the limit equation.     

A posteriori error estimates in quantities of interest for the finite element heterogeneous multiscale method

We present an “a posteriori” error analysis in quantities of interest for elliptic homogenization problems discretized by the finite element heterogeneous multiscale method. The multiscale method is based on a macro‐to‐micro formulation, where the macroscopic physical problem is discretized in a macroscopic finite element space, and the missing macroscopic data are recovered on‐the‐fly using the solutions of corresponding microscopic problems. We propose a new framework that allows to follow the concept of the (single‐scale) dual‐weighted residual method at the macroscopic level in order to derive a posteriori error estimates in quantities of interests for multiscale problems. Local error indicators, derived in the macroscopic domain, can be used for adaptive goal‐oriented mesh refinement. These error indicators rely only on available macroscopic and microscopic solutions. We further provide a detailed analysis of the data approximation error, including the quadrature errors. Numerical experiments confirm the efficiency of the adaptive method and the effectivity of our error estimates in the quantities of interest. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Aspects of a direct homogenization procedure for electro-mechanically coupled problems

The aim of this work is to discuss a micro–macro homogenization procedure for electro–mechanically coupled problems. In this context a two–scale homogenization ansatz for ferroelectric ceramics based on an FE²-approach is presented. The microscopic discretization of the heterogeneous structure of the polycrystalline material allows for the incorporation of microscopic effects, which are necessary to determine the corresponding overall macroscopic material response. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)