Wave Propagation in Fluids. Models and Numerical Techniques

This second edition with four additional chapters presents the physical principles and solution techniques for transient propagation in fluid mechanics and hydraulics. The application domains vary including contaminant transport with or without sorption, the motion of immiscible hydrocarbons in aquifers, pipe transients, open channel and shallow water flow, and compressible gas dynamics. The mathematical formulation is covered from the angle of conservation laws, with an emphasis on multidimensional problems and discontinuous flows, such as steep fronts and shock waves. Finite difference-, finite volume- and finite element-based numerical methods (including discontinuous Galerkin techniques) are covered and applied to various physical fields. Additional chapters include the treatment of geometric source terms, as well as direct and adjoint sensitivity modeling for hyperbolic conservation laws. A concluding chapter is devoted to practical recommendations to the modeler. Application exercises with on-line solutions are proposed at the end of the chapters.

Wave propagation is central to all areas of petroleum engineering, e.g., drilling vibrations, MWD mud pulse telemetry, swab-surge, geophysical ray tracing, ocean and current interactions, electromagnetic wave and sonic applications in the borehole, but rarely treated rigorously or described in truly scientific terms, even for a single discipline. Wilson Chin, an MIT and Caltech educated scientist who has consulted internationally, provides an integrated, comprehensive, yet readable exposition covering all of the cited topics, offering insights, algorithms and validated methods never before published. A must on every petroleum engineering bookshelf! In particular, the book: Delivers drillstring vibrations models coupling axial, torsional and lateral motions that predict rate-of-penetration, bit bounce and stick-slip as they depend on rock-bit interaction and bottomhole assembly properties, Explains why catastrophic lateral vibrations at the neutral point cannot be observed from the surface even in vertical wells, but providing a proven method to avoid them, Demonstrates why Fermat's «principle of least time» (used in geophysics) applies to non-dissipative media only, but using the «kinematic wave theory» developed at MIT, derives powerful methods applicable to general attenuative inhomogeneous media, Develops new approaches to mud acoustics and applying them to MWD telemetry modeling and strong transients in modern swab-surge applicagtions, Derives new algorithms for borehole geophysics interpretation, e.g., Rh and Rv in electromagnetic wave and permeability in Stoneley waveform analysis, and Outlines many more applications, e.g., wave loadings on offshore platforms, classical problems in wave propagation, and extensions to modern kinematic wave theory. These disciplines, important to all field-oriented activities, are not treated as finite element applications that are simply gridded, «number-crunched» and displayed, but as scientific disciplines deserving of clear explanation. General results are carefully motivated, derived and applied to real-world problems, with results demonstrating the importance and predictive capabilities of the new methods.

One of the most methodical treatments of electromagnetic wave propagation, radiation, and scattering—including new applications and ideas Presented in two parts, this book takes an analytical approach on the subject and emphasizes new ideas and applications used today. Part one covers fundamentals of electromagnetic wave propagation, radiation, and scattering. It provides ample end-of-chapter problems and offers a 90-page solution manual to help readers check and comprehend their work. The second part of the book explores up-to-date applications of electromagnetic waves—including radiometry, geophysical remote sensing and imaging, and biomedical and signal processing applications. Written by a world renowned authority in the field of electromagnetic research, this new edition of Electromagnetic Wave Propagation, Radiation, and Scattering: From Fundamentals to Applications presents detailed applications with useful appendices, including mathematical formulas, Airy function, Abel’s equation, Hilbert transform, and Riemann surfaces. The book also features newly revised material that focuses on the following topics: Statistical wave theories—which have been extensively applied to topics such as geophysical remote sensing, bio-electromagnetics, bio-optics, and bio-ultrasound imaging Integration of several distinct yet related disciplines, such as statistical wave theories, communications, signal processing, and time reversal imaging New phenomena of multiple scattering, such as coherent scattering and memory effects Multiphysics applications that combine theories for different physical phenomena, such as seismic coda waves, stochastic wave theory, heat diffusion, and temperature rise in biological and other media Metamaterials and solitons in optical fibers, nonlinear phenomena, and porous media Primarily a textbook for graduate courses in electrical engineering, Electromagnetic Wave Propagation, Radiation, and Scattering is also ideal for graduate students in bioengineering, geophysics, ocean engineering, and geophysical remote sensing. The book is also a useful reference for engineers and scientists working in fields such as geophysical remote sensing, bio–medical engineering in optics and ultrasound, and new materials and integration with signal processing.

Scattering-based numerical methods are increasingly applied to the numerical simulation of distributed time-dependent physical systems. These methods, which possess excellent stability and stability verification properties, have appeared in various guises as the transmission line matrix (TLM) method, multidimensional wave digital (MDWD) filtering and digital waveguide (DWN) methods. This text provides a unified framework for all of these techniques and addresses the question of how they are related to more standard numerical simulation techniques. Covering circuit/scattering models in electromagnetics, transmission line modelling, elastic dynamics, as well as time-varying and nonlinear systems, this book highlights the general applicability of this technique across a variety of disciplines, as well as the inter-relationships between simulation techniques and digital filter design. provides a comprehensive overview of scattering-based numerical integration methods. reviews the basics of classical electrical network theory, wave digital filters, and digital waveguide networks. discusses applications for time-varying and nonlinear systems. includes an extensive bibliography containing over 250 references. Mixing theory and application with numerical simulation results, this book will be suitable for both experts and readers with a limited background in signal processing and numerical techniques.

With recent outbreaks of multiple large-scale financial crises, amplified by interconnected risk sources, a new paradigm of fund management has emerged. This new paradigm leverages “embedded” quantitative processes and methods to provide more transparent, adaptive, reliable and easily implemented “risk assessment-based” practices. This book surveys the most widely used factor models employed within the field of financial asset pricing. Through the concrete application of evaluating risks in the hedge fund industry, the authors demonstrate that signal processing techniques are an interesting alternative to the selection of factors (both fundamentals and statistical factors) and can provide more efficient estimation procedures, based on lq regularized Kalman filtering for instance. With numerous illustrative examples from stock markets, this book meets the needs of both finance practitioners and graduate students in science, econometrics and finance. Contents Foreword, Rama Cont. 1. Factor Models and General Definition. 2. Factor Selection. 3. Least Squares Estimation (LSE) and Kalman Filtering (KF) for Factor Modeling: A Geometrical Perspective. 4. A Regularized Kalman Filter (rgKF) for Spiky Data. Appendix: Some Probability Densities. About the Authors Serge Darolles is Professor of Finance at Paris-Dauphine University, Vice-President of QuantValley, co-founder of QAMLab SAS, and member of the Quantitative Management Initiative (QMI) scientific committee. His research interests include financial econometrics, liquidity and hedge fund analysis. He has written numerous articles, which have been published in academic journals. Patrick Duvaut is currently the Research Director of Telecom ParisTech, France. He is co-founder of QAMLab SAS, and member of the Quantitative Management Initiative (QMI) scientific committee. His fields of expertise encompass statistical signal processing, digital communications, embedded systems and QUANT finance. Emmanuelle Jay is co-founder and President of QAMLab SAS. She has worked at Aequam Capital as co-head of R&D since April 2011 and is member of the Quantitative Management Initiative (QMI) scientific committee. Her research interests include SP for finance, quantitative and statistical finance, and hedge fund analysis.

A state-of-the-art introduction to the powerful mathematical and statistical tools used in the field of finance The use of mathematical models and numerical techniques is a practice employed by a growing number of applied mathematicians working on applications in finance. Reflecting this development, Numerical Methods in Finance and Economics: A MATLAB?-Based Introduction, Second Edition bridges the gap between financial theory and computational practice while showing readers how to utilize MATLAB?–the powerful numerical computing environment–for financial applications. The author provides an essential foundation in finance and numerical analysis in addition to background material for students from both engineering and economics perspectives. A wide range of topics is covered, including standard numerical analysis methods, Monte Carlo methods to simulate systems affected by significant uncertainty, and optimization methods to find an optimal set of decisions. Among this book's most outstanding features is the integration of MATLAB?, which helps students and practitioners solve relevant problems in finance, such as portfolio management and derivatives pricing. This tutorial is useful in connecting theory with practice in the application of classical numerical methods and advanced methods, while illustrating underlying algorithmic concepts in concrete terms. Newly featured in the Second Edition: * In-depth treatment of Monte Carlo methods with due attention paid to variance reduction strategies * New appendix on AMPL in order to better illustrate the optimization models in Chapters 11 and 12 * New chapter on binomial and trinomial lattices * Additional treatment of partial differential equations with two space dimensions * Expanded treatment within the chapter on financial theory to provide a more thorough background for engineers not familiar with finance * New coverage of advanced optimization methods and applications later in the text Numerical Methods in Finance and Economics: A MATLAB?-Based Introduction, Second Edition presents basic treatments and more specialized literature, and it also uses algebraic languages, such as AMPL, to connect the pencil-and-paper statement of an optimization model with its solution by a software library. Offering computational practice in both financial engineering and economics fields, this book equips practitioners with the necessary techniques to measure and manage risk.

Based on his many years of professional experience at leading companies in communications technology, the author describes an analytical solution for wave propagation over the sea surface in an atmospheric boundary layer. His approach allows the detailed analysis of combined effects of diffraction, refraction and scattering in random media. While specific applications covered are targeted at radio wave propagation over the sea surface, a similar approach is applicable to many problems in underwater acoustics, seismology, solid matter physics and astrophysics.

This book deals with electromagnetic theory and its applications at the level of a senior-level undergraduate course for science and engineering. The basic concepts and mathematical analysis are clearly developed and the important applications are analyzed. Each chapter contains numerous problems ranging in difficulty from simple applications to challenging. The answers for the problems are given at the end of the book. Some chapters which open doors to more advanced topics, such as wave theory, special relativity, emission of radiation by charges and antennas, are included. The material of this book allows flexibility in the choice of the topics covered. Knowledge of basic calculus (vectors, differential equations and integration) and general physics is assumed. The required mathematical techniques are gradually introduced. After a detailed revision of time-independent phenomena in electrostatics and magnetism in vacuum, the electric and magnetic properties of matter are discussed. Induction, Maxwell equations and electromagnetic waves, their reflection, refraction, interference and diffraction are also studied in some detail. Four additional topics are introduced: guided waves, relativistic electrodynamics, particles in an electromagnetic field and emission of radiation. A useful appendix on mathematics, units and physical constants is included. Contents 1. Prologue. 2. Electrostatics in Vacuum. 3. Conductors and Currents. 4. Dielectrics. 5. Special Techniques and Approximation Methods. 6. Magnetic Field in Vacuum. 7. Magnetism in Matter. 8. Induction. 9. Maxwell’s Equations. 10. Electromagnetic Waves. 11. Reflection, Interference, Diffraction and Diffusion. 12. Guided Waves. 13. Special Relativity and Electrodynamics. 14. Motion of Charged Particles in an Electromagnetic Field. 15. Emission of Radiation.

An important resource that examines the physical aspects of wireless communications based on mathematical and physical evidence The Physics and Mathematics of Electromagnetic Wave Propagation in Cellular Wireless Communicationdescribes the electromagnetic principles for designing a cellular wireless system and includes the subtle electromagnetic principles that are often overlooked in designing such a system. This important text explores both the physics and mathematical concepts used in deploying antennas for transmission and reception of electromagnetic signals and examines how to select the proper methodology from a wide range of scenarios. In this much-needed guide, the authors—noted experts in the field—explore the principle of electromagnetics as developed through the Maxwellian principles and describe the properties of an antenna in the frequency domain. The text also includes a review of the characterization of propagation path loss in a cellular wireless environment and examines ultrawideband antennas and the mechanisms of broadband transmission of both power and information. This important resource: Includes a discussion of the shortcomings of a MIMO system from both theoretical and practical aspects Demonstrates how to deploy base station antennas with better efficiency Validates the principle and the theoretical analysis of electromagnetic propagation in cellular wireless communication Contains results of experiments that are solidly grounded in mathematics and physics Written for engineers, researchers, and educators who are or plan to work in the field, The Physics and Mathematics of Electromagnetic Wave Propagation in Cellular Wireless Communicationoffers an essential resource for understanding the principles underpinning wireless communications.

This comprehensive overview of the whole field of fatigue and fracture of metallic materials covers both the theoretical background and some of the latest experimental techniques. It provides a summary of the complex interactions between material microstructure and cracks, classifying them with respect to the overall damage process with a focus on microstructurally short cracks and dynamic embrittlement. It furthermore introduces new concepts for the numerical treatment of fatigue microcrack propagation and their implementation in fatigue-life prediction models.This comprehensive overview of the whole field of fatigue and fracture of metallic materials covers both the theoretical background and the latest experimental techniques. It provides a summary of the complex interactions between material microstructure and cracks, classifying them with respect to the overall damage process. It furthermore introduces new concepts for the numerical treatment of fatigue microcrack propagation and their implementation in fatigue-life prediction models.