Time-domain-finite-wave analysis of the engine exhaust system by means of the stationary-frame method of characteristics. Part II. Computed results and experimental corroboration thereof

Time-domain-finite-wave analysis of engine exhaust systems is usually carried out by means of the method of characteristics. The theory and the computational details of the stationary-frame method have been worked out in the accompanying paper (part I). In this paper (part II), typical computed results are given and discussed. A setup designed for experimental corroboration is described. The results obtained from the simulation are found to be in good agreement with experimental observations.

Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market

We address risk minimizing option pricing in a regime switching market where the floating interest rate depends on a finite state Markov process. The growth rate and the volatility of the stock also depend on the Markov process. Using the minimal martingale measure, we show that the locally risk minimizing prices for certain exotic options satisfy a system of Black-Scholes partial differential equations with appropriate boundary conditions. We find the corresponding hedging strategies and the residual risk. We develop suitable numerical methods to compute option prices.

Bearing capacity factors of circular foundations for a general c-phi soil using lower bound finite elements limit analysis

By using the lower bound limit analysis in conjunction with finite elements and linear programming, the bearing capacity factors due to cohesion, surcharge and unit weight, respectively, have been computed for a circular footing with different values of phi. The recent axisymmetric formulation proposed by the authors under phi = 0 condition, which is based on the concept that the magnitude of the hoop stress (sigma(theta)) remains closer to the least compressive normal stress (sigma(3)), is extended for a general c-phi soil. The computational results are found to compare quite well with the available numerical results from literature. It is expected that the study will be useful for solving various axisymmetric geotechnical stability problems. Copyright (C) 2010 John Wiley & Sons, Ltd.

On Two-User Gaussian Multiple Access Channels With Finite Input Constellations

Constellation Constrained (CC) capacity regions of two-user Single-Input Single-Output (SISO) Gaussian Multiple Access Channels (GMAC) are computed for several Non-Orthogonal Multiple Access schemes (NO-MA) and Orthogonal Multiple Access schemes (O-MA). For NO-MA schemes, a metric is proposed to compute the angle(s) of rotation between the input constellations such that the CC capacity regions are maximally enlarged. Further, code pairs based on Trellis Coded Modulation (TCM) are designed with PSK constellation pairs and PAM constellation pairs such that any rate pair within the CC capacity region can be approached. Such a NO-MA scheme which employs CC capacity approaching trellis codes is referred to as Trellis Coded Multiple Access (TCMA). Then, CC capacity regions of O-MA schemes such as Frequency Division Multiple Access (FDMA) and Time Division Multiple Access (TDMA) are also computed and it is shown that, unlike the Gaussian distributed continuous constellations case, the CC capacity regions with FDMA are strictly contained inside the CC capacity regions with TCMA. Hence, for finite constellations, a NO-MA scheme such as TCMA is better than FDMA and TDMA which makes NO-MA schemes worth pursuing in practice for two-user GMAC. Then, the idea of introducing rotations between the input constellations is used to construct Space-Time Block Code (STBC) pairs for two-user Multiple-Input Single-Output (MISO) fading MAC. The proposed STBCs are shown to have reduced Maximum Likelihood (ML) decoding complexity and information-losslessness property. Finally, STBC pairs with reduced sphere decoding complexity are proposed for two-user Multiple-Input Multiple-Output (MIMO) fading MAC.

Decoupled three-dimensional finite element computation of thermoelastic damping using Zener's approximation

We consider three dimensional finite element computations of thermoelastic damping ratios of arbitrary bodies using Zener's approach. In our small-damping formulation, unlike existing fully coupled formulations, the calculation is split into three smaller parts. Of these, the first sub-calculation involves routine undamped modal analysis using ANSYS. The second sub-calculation takes the mode shape, and solves on the same mesh a periodic heat conduction problem. Finally, the damping coefficient is a volume integral, evaluated elementwise. In the only other decoupled three dimensional computation of thermoelastic damping reported in the literature, the heat conduction problem is solved much less efficiently, using a modal expansion. We provide numerical examples using some beam-like geometries, for which Zener's and similar formulas are valid. Among these we examine tapered beams, including the limiting case of a sharp tip. The latter's higher-mode damping ratios dramatically exceed those of a comparable uniform beam.

Unsteady free convection flow under the influence of a magnetic field

The unsteady free convection boundary layer at the stagnation point of a two-dimensional body and an axisymmetric body with prescribed surface heat flux or temperature has been studied. The magnetic field is applied parallel to the surface and the effect of induced magnetic field has been considered. It is found that for certain powerlaw distribution of surface heat flux or temperature and magnetic field with time, the governing boundary layer equations admit a self-similar solution locally. The resulting nonlinear ordinary differential equations have been solved using a finite element method and a shooting method with Newton's corrections for missing initial conditions. The results show that the skin friction and heat transfer coefficients, and x-component of the induced magnetic field on the surface increase with the applied magnetic field. In general, the skin friction, heat transfer and x-component of the induced magnetic field for axisymmetric case are more than those of the two-dimensional case. Also they change more when the surface heat flux or temperature decreases with time than when it increases with time. The skin friction, heat transfer and x-component of the induced magnetic field are significantly affected by the magnetic Prandtl number and they increase as the magnetic Prandtl number decreases. The skin friction and x-component of the magnetic field increase with the dissipation parameter, but heat transfer decreases.

Extended kac-akhiezer formulae and the fredholm determinant of finite section hilbert-schmidt kernels

This paper deals with some results (known as Kac-Akhiezer formulae) on generalized Fredholm determinants for Hilbert-Schmidt operators on L2-spaces, available in the literature for convolution kernels on intervals. The Kac-Akhiezer formulae have been obtained for kernels which are not necessarily of convolution nature and for domains in R(n).

Finite data performance of MUSIC and minimum norm methods

In the direction of arrival (DOA) estimation problem, we encounter both finite data and insufficient knowledge of array characterization. It is therefore important to study how subspace-based methods perform in such conditions. We analyze the finite data performance of the multiple signal classification (MUSIC) and minimum norm (min. norm) methods in the presence of sensor gain and phase errors, and derive expressions for the mean square error (MSE) in the DOA estimates. These expressions are first derived assuming an arbitrary array and then simplified for the special case of an uniform linear array with isotropic sensors. When they are further simplified for the case of finite data only and sensor errors only, they reduce to the recent results given in [9-12]. Computer simulations are used to verify the closeness between the predicted and simulated values of the MSE.

Generating synchronizable test sequences based on finite-statemachine with distributed ports

In the area of testing communication systems, the interfaces between systems to be tested and their testers have great impact on test generation and fault detectability. Several types of such interfaces have been standardized by the International Standardization Organization (ISO). A general distributed test architecture, containing distributed interfaces, has been presented in the literature for testing distributed systems based on the Open Distributing Processing (ODP) Basic Reference Model (BRM), which is a generalized version of ISO distributed test architecture. We study in this paper the issue of test selection with respect to such an test architecture. In particular, we consider communication systems that can be modeled by finite state machines with several distributed interfaces, called ports. A test generation method is developed for generating test sequences for such finite state machines, which is based on the idea of synchronizable test sequences. Starting from the initial effort by Sarikaya, a certain amount of work has been done for generating test sequences for finite state machines with respect to the ISO distributed test architecture, all based on the idea of modifying existing test generation methods to generate synchronizable test sequences. However, none studies the fault coverage provided by their methods. We investigate the issue of fault coverage and point out a fact that the methods given in the literature for the distributed test architecture cannot ensure the same fault coverage as the corresponding original testing methods. We also study the limitation of fault detectability in the distributed test architecture.

Tunable Locally-Optimal Geographical Forwarding in Wireless Sensor Networks with Sleep-Wake Cycling Nodes

We consider a wireless sensor network whose main function is to detect certain infrequent alarm events, and to forward alarm packets to a base station, using geographical forwarding. The nodes know their locations, and they sleep-wake cycle, waking up periodically but not synchronously. In this situation, when a node has a packet to forward to the sink, there is a trade-off between how long this node waits for a suitable neighbor to wake up and the progress the packet makes towards the sink once it is forwarded to this neighbor. Hence, in choosing a relay node, we consider the problem of minimizing average delay subject to a constraint on the average progress. By constraint relaxation, we formulate this next hop relay selection problem as a Markov decision process (MDP). The exact optimal solution (BF (Best Forward)) can be found, but is computationally intensive. Next, we consider a mathematically simplified model for which the optimal policy (SF (Simplified Forward)) turns out to be a simple one-step-look-ahead rule. Simulations show that SF is very close in performance to BF, even for reasonably small node density. We then study the end-to-end performance of SF in comparison with two extremal policies: Max Forward (MF) and First Forward (FF), and an end-to-end delay minimising policy proposed by Kim et al. 1]. We find that, with appropriate choice of one hop average progress constraint, SF can be tuned to provide a favorable trade-off between end-to-end packet delay and the number of hops in the forwarding path.

Lacunary Fourier series and a qualitative uncertainty principle for compact Lie groups

We define lacunary Fourier series on a compact connected semisimple Lie group G. If f is an element of L-1 (G) has lacunary Fourier series and f vanishes on a non empty open subset of G, then we prove that f vanishes identically. This result can be viewed as a qualitative uncertainty principle.

Thiol-ene Clickable Hyperscaffolds Bearing Peripheral Allyl Groups

Radical catalyzed thiol-ene reaction has become a useful alternative to the Huisgen-type click reaction as it helps to expand the variability in reaction conditions as well as the range of clickable entities. Thus, direct generation of hyper-branched polymers bearing peripheral allyl groups that could be clicked using a variety of functional thiols would be of immense value. A specifically designed AB(2) type monomer, that carries two allyl benzyl ethers groups and one alcohol functionality, was shown to undergo self-condensation under acid-catalyzed melt-transetherification to yield a hyperbranched polyether that carries numerous allyl end-groups. Importantly, it was shown that the kinetics of polymerization is not dramatically affected by the change of the ether unit from previously studied methyl benzyl ether to an allyl benzyl ether. The peripheral allyl groups were readily clicked quantitatively, using a variety of thiols, to generate an hydrocarbon-soluble octadecyl-derivative, amphiphilic systems using 2-mercaptoethanol and chiral amino acid (N-benzoyl cystine) derivatized hyperbranched structures; thus demonstrating the versatility of this novel class of clickable hyperscaffolds. (C) 2011 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 49:1735-1744, 2011

Solid finite elements through three decades

conventionally, solid finite elements have been looked upon as just generalizations of two-dimensional finite elements. In this article we trace their development starting from the days of their inception. Keeping in tune with our perceptions on developing finite elements, without taking recourse to any extra variational techniques, we discuss a few of the techniques which have been applied to solid finite elements. Finally we critically examine our own work on formulating solid finite elements based on the solutions to the Navier equations.

On the performance of strain smoothing for quadratic and enriched finite element approximations (XFEM/GFEM/PUFEM)

By using the strain smoothing technique proposed by Chen et al. (Comput. Mech. 2000; 25: 137-156) for meshless methods in the context of the finite element method (FEM), Liu et al. (Comput. Mech. 2007; 39(6): 859-877) developed the Smoothed FEM (SFEM). Although the SFEM is not yet well understood mathematically, numerical experiments point to potentially useful features of this particularly simple modification of the FEM. To date, the SFEM has only been investigated for bilinear and Wachspress approximations and is limited to linear reproducing conditions. The goal of this paper is to extend the strain smoothing to higher order elements and to investigate numerically in which condition strain smoothing is beneficial to accuracy and convergence of enriched finite element approximations. We focus on three widely used enrichment schemes, namely: (a) weak discontinuities; (b) strong discontinuities; (c) near-tip linear elastic fracture mechanics functions. The main conclusion is that strain smoothing in enriched approximation is only beneficial when the enrichment functions are polynomial (cases (a) and (b)), but that non-polynomial enrichment of type (c) lead to inferior methods compared to the standard enriched FEM (e.g. XFEM). Copyright (C) 2011 John Wiley & Sons, Ltd.

Social selection and the evolution of cooperative groups: The example of the cellular slime moulds

In social selection the phenotype of an individual depends on its own genotype as well as on the phenotypes, and so genotypes, of other individuals. This makes it impossible to associate an invariant phenotype with a genotype: the social context is crucial. Descriptions of metazoan development, which often is viewed as the acme of cooperative social behaviour, ignore or downplay this fact. The implicit justification for doing so is based on a group-selectionist point of view. Namely, embryos are clones, therefore all cells have the same evolutionary interest, and the visible differences between cells result from a common strategy. The reasoning is flawed, because phenotypic heterogeneity within groups can result from contingent choices made by cells from a flexible repertoire as in multicellular development. What makes that possible is phenotypic plasticity, namely the ability of a genotype to exhibit different phenotypes. However, co-operative social behaviour with division of labour requires that different phenotypes interact appropriately, not that they belong to the same genotype, or have overlapping genetic interests. We sketch a possible route to the evolution of social groups that involves many steps: (a) individuals that happen to be in spatial proximity benefit simply by virtue of their number; (b) traits that are already present act as preadaptations and improve the efficiency of the group; and (c) new adaptations evolve under selection in the social context-that is, via interactions between individuals-and further strengthen group behaviour. The Dictyostelid or cellular slime mould amoebae (CSMs) become multicellular in an unusual way, by the aggregation of free-living cells. In nature the resulting group can be genetically homogeneous (clonal) or heterogeneous (polyclonal); in either case its development, which displays strong cooperation between cells (to the extent of so-called altruism) is not affected. This makes the CSMs exemplars for the study of social behaviour.