SPLIT-STEP FORWARD MILSTEIN METHOD FOR STOCHASTIC DIFFERENTIAL EQUATIONS

In this paper, we consider the problem of computing numerical solutions for stochastic differential equations (SDEs) of Ito form. A fully explicit method, the split-step forward Milstein (SSFM) method, is constructed for solving SDEs. It is proved that the SSFM method is convergent with strong order gamma = 1 in the mean-square sense. The analysis of stability shows that the mean-square stability properties of the method proposed in this paper are an improvement on the mean-square stability properties of the Milstein method and three stage Milstein methods.

Conformational dynamics of HIV-1 protease: a comparative molecular dynamics simulation study with multiple amber force fields

Flap dynamics of HIV-1 protease (HIV-pr) controls the entry of inhibitors and substrates to the active site. Dynamical models from previous simulations are not all consistent with each other and not all are supported by the NMR results. In the present work, the er effect of force field on the dynamics of HIV-pr is investigated by MD simulations using three AMBER force fields ff99, ff99SB, and ff03. The generalized order parameters for amide backbone are calculated from the three force fields and compared with the NMR S2 values. We found that the ff99SB and ff03 force field calculated order parameters agree reasonably well with the NMR S2 values, whereas ff99 calculated values deviate most from the NMR order parameters. Stereochemical geometry of protein models from each force field also agrees well with the remarks from NMR S2 values. However, between ff99SB and ff03, there are several differences, most notably in the loop regions. It is found that these loops are, in general, more flexible in the ff03 force field. This results in a larger active site cavity in the simulation with the ff03 force field. The effect of this difference in computer-aided drug design against flexible receptors is discussed.

Generalizing the Amplify-and-Forward Relay Gain Model: An Optimal SEP Perspective

Two models for AF relaying, namely, fixed gain and fixed power relaying, have been extensively studied in the literature given their ability to harness spatial diversity. In fixed gain relaying, the relay gain is fixed but its transmit power varies as a function of the source-relay channel gain. In fixed power relaying, the relay transmit power is fixed, but its gain varies. We revisit and generalize the fundamental two-hop AF relaying model. We present an optimal scheme in which an average power constrained AF relay adapts its gain and transmit power to minimize the symbol error probability (SEP) at the destination. Also derived are insightful and practically amenable closed-form bounds for the optimal relay gain. We then analyze the SEP of MPSK, derive tight bounds for it, and characterize the diversity order for Rayleigh fading. Also derived is an SEP approximation that is accurate to within 0.1 dB. Extensive results show that the scheme yields significant energy savings of 2.0-7.7 dB at the source and relay. Optimal relay placement for the proposed scheme is also characterized, and is different from fixed gain or power relaying. Generalizations to MQAM and other fading distributions are also discussed.

Simulation of Influence of Bilayer Melting on Dynamics and Thermodynamics of Interfacial Water

We investigate the effect of bilayer melting transition on thermodynamics and dynamics of interfacial water using molecular dynamics simulation with the two-phase thermodynamic model. We show that the diffusivity of interface water depicts a dynamic crossover at the chain melting transition following an Arrhenius behavior until the transition temperature. The corresponding change in the diffusion coefficient from the bulk to the interface water is comparable with experimental observations found recently for water near 1,2-dipalmitoyl-sn-glycero-3-phosphocholine (DPPC) vesicles Phys. Chem. Chem. Phys. 13, 7732 (2011)]. The entropy and potential energy of interfacial water show distinct changes at the bilayer melting transition, indicating a strong correlation in the thermodynamic state of water and the accompanying first-order phase transition of the bilayer membrane. DOI: 10.1103/PhysRevLett.110.018303

Methodology for Pavement Design Reliability and Back Analysis Using Markov Chain Monte Carlo Simulation

Given the increasing cost of designing and building new highway pavements, reliability analysis has become vital to ensure that a given pavement performs as expected in the field. Recognizing the importance of failure analysis to safety, reliability, performance, and economy, back analysis has been employed in various engineering applications to evaluate the inherent uncertainties of the design and analysis. The probabilistic back analysis method formulated on Bayes' theorem and solved using the Markov chain Monte Carlo simulation method with a Metropolis-Hastings algorithm has proved to be highly efficient to address this issue. It is also quite flexible and is applicable to any type of prior information. In this paper, this method has been used to back-analyze the parameters that influence the pavement life and to consider the uncertainty of the mechanistic-empirical pavement design model. The load-induced pavement structural responses (e.g., stresses, strains, and deflections) used to predict the pavement life are estimated using the response surface methodology model developed based on the results of linear elastic analysis. The failure criteria adopted for the analysis were based on the factor of safety (FOS), and the study was carried out for different sample sizes and jumping distributions to estimate the most robust posterior statistics. From the posterior statistics of the case considered, it was observed that after approximately 150 million standard axle load repetitions, the mean values of the pavement properties decrease as expected, with a significant decrease in the values of the elastic moduli of the expected layers. An analysis of the posterior statistics indicated that the parameters that contribute significantly to the pavement failure were the moduli of the base and surface layer, which is consistent with the findings from other studies. After the back analysis, the base modulus parameters show a significant decrease of 15.8% and the surface layer modulus a decrease of 3.12% in the mean value. The usefulness of the back analysis methodology is further highlighted by estimating the design parameters for specified values of the factor of safety. The analysis revealed that for the pavement section considered, a reliability of 89% and 94% can be achieved by adopting FOS values of 1.5 and 2, respectively. The methodology proposed can therefore be effectively used to identify the parameters that are critical to pavement failure in the design of pavements for specified levels of reliability. DOI: 10.1061/(ASCE)TE.1943-5436.0000455. (C) 2013 American Society of Civil Engineers.

Correlations of vaporization performance of conventional and biofuel sprays in a crossflow heated chamber

Pre-vaporization and pre-mixing are the two main features of LPP type of combustor that operate on liquid fuels. The pre-vaporization length scale is one of its most important design parameters. In this study, the goal is to put forward a simulation based correlation for fuel vaporization performance as a function of dimensionless parameters for crossflow type of injections. Two types of fuels are studied here: jet-A and one of its potential biofuel substitutes, RME. Different sets of spray simulations are considered for crossflow type of injections. Correlations are provided for both jet-A and RME's vaporization performance as a function of non-dimensional inlet air temperature, fuel/air momentum flux ratio and normalized spray traverse distance. (C) 2012 Elsevier Ltd. All rights reserved.

Eulerian two-phase flow simulation and experimental validation of semisolid slurry generation process using cooling slope

Experimental and numerical studies of slurry generation using a cooling slope are presented in the paper. The slope having stainless steel body has been designed and constructed to produce semisolid A356 Al alloy slurry. The pouring temperature of molten metal, slope angle of the cooling slope and slope wall temperature were varied during the experiment. A multiphase numerical model, considering liquid metal and air, has been developed to simulate the liquid metal flow along the cooling channel using an Eulerian two-phase flow approach. Solid fraction evolution of the solidifying melt is tracked at different locations of the cooling channel following Schiel's equation. The continuity, momentum and energy equations are solved considering thin wall boundary condition approach. During solidification of the melt, based on the liquid fraction and latent heat of the alloy, temperature of the alloy is modified continuously by introducing a modified temperature recovery method. Numerical simulations has been carried out for semisolid slurry formation by varying the process parameters such as angle of the cooling slope, cooling slope wall temperature and melt superheat temperature, to understand the effect of process variables on cooling slope semisolid slurry generation process such as temperature distribution, velocity distribution and solid fraction of the solidifying melt. Experimental validation performed for some chosen cases reveals good agreement with the numerical simulations.

Relay Selection for Geographical Forwarding in Sleep-Wake Cycling Wireless Sensor Networks

Our work is motivated by geographical forwarding of sporadic alarm packets to a base station in a wireless sensor network (WSN), where the nodes are sleep-wake cycling periodically and asynchronously. We seek to develop local forwarding algorithms that can be tuned so as to tradeoff the end-to-end delay against a total cost, such as the hop count or total energy. Our approach is to solve, at each forwarding node enroute to the sink, the local forwarding problem of minimizing one-hop waiting delay subject to a lower bound constraint on a suitable reward offered by the next-hop relay; the constraint serves to tune the tradeoff. The reward metric used for the local problem is based on the end-to-end total cost objective (for instance, when the total cost is hop count, we choose to use the progress toward sink made by a relay as the reward). The forwarding node, to begin with, is uncertain about the number of relays, their wake-up times, and the reward values, but knows the probability distributions of these quantities. At each relay wake-up instant, when a relay reveals its reward value, the forwarding node's problem is to forward the packet or to wait for further relays to wake-up. In terms of the operations research literature, our work can be considered as a variant of the asset selling problem. We formulate our local forwarding problem as a partially observable Markov decision process (POMDP) and obtain inner and outer bounds for the optimal policy. Motivated by the computational complexity involved in the policies derived out of these bounds, we formulate an alternate simplified model, the optimal policy for which is a simple threshold rule. We provide simulation results to compare the performance of the inner and outer bound policies against the simple policy, and also against the optimal policy when the source knows the exact number of relays. Observing the good performance and the ease of implementation of the simple policy, we apply it to our motivating problem, i.e., local geographical routing of sporadic alarm packets in a large WSN. We compare the end-to-end performance (i.e., average total delay and average total cost) obtained by the simple policy, when used for local geographical forwarding, against that obtained by the globally optimal forwarding algorithm proposed by Kim et al. 1].

Force Biased Molecular Dynamics Simulation Study of Effect of Dendrimer Generation on Interaction with DNA

We have studied the effect of dendrimer generation on the interaction between dsDNA and the PAMAM dendrimer using force biased simulation of dsDNA with three generations of dendrimer: G3, G4, and G5. Our results for the potential of mean force (PMF) and the dendrimer asphericity along the binding pathway, combined with visualization of the simulations, demonstrate that dendrimer generation has a pronounced impact on the interaction. The PMF increases linearly with increasing generation of the dendrimer. While, in agreement with previous results, we see an increase in the extent to which the dendrimer bends the dsDNA with increasing dendrimer generation, we also see that the deformation of the dendrimer is greater with smaller generation of the dendrimer. The larger dendrimer forces the dsDNA to conform to its structure, while the smaller dendrimer is forced to conform to the structure of the dsDNA. Monitoring the number of bound cations at different values of force bias distance shows the expected effect of ions being expelled when the dendrimer binds dsDNA.

Full Chemical Kinetic Simulation of Biogas Early Phase Combustion in SI Engines

This paper presents computational work on the biogas early phase combustion in spark ignition (SI) engines using detailed chemical kinetics. Specifically, the early phase combustion is studied to assess the effect of various ignition parameters such as spark plug location, spark energy, and number of spark plugs. An integrated version of the KIVA-3V and CHEMKIN codes was developed and used for the simulations utilizing detailed kinetics involving 325 reactions and 53 species The results show that location of the spark plug and local flow field play an important role. A central plug configuration, which is associated with higher local flow velocities in the vicinity of the spark plug, showed faster initial combustion. Although a dual plug configuration shows the highest rate of fuel consumption, it is comparable to the rate exhibited by the central plug case. The radical species important in the initiation of combustion are identified, and their concentrations are monitored during the early phase of combustion. The concentration of these radicals is also observed to correlate very well with the above-mentioned trend.Thus, the role of these radicals in promoting faster combustion has been clearly established. It is also observed that the minimum ignition energy required to initiate a self-sustained flame depends on the flow field condition in the vicinity of the spark plug.Increasing the methane content in the biogas has shown improved combustion.

Distributed Space Time Coding for Wireless Two-Way Relaying

We consider the wireless two-way relay channel, in which two-way data transfer takes place between the end nodes with the help of a relay. For the Denoise-And-Forward (DNF) protocol, it was shown by Koike-Akino et al. that adaptively changing the network coding map used at the relay greatly reduces the impact of Multiple Access Interference at the relay. The harmful effect of the deep channel fade conditions can be effectively mitigated by proper choice of these network coding maps at the relay. Alternatively, in this paper we propose a Distributed Space Time Coding (DSTC) scheme, which effectively removes most of the deep fade channel conditions at the transmitting nodes itself without any CSIT and without any need to adaptively change the network coding map used at the relay. It is shown that the deep fades occur when the channel fade coefficient vector falls in a finite number of vector subspaces of, which are referred to as the singular fade subspaces. DSTC design criterion referred to as the singularity minimization criterion under which the number of such vector subspaces are minimized is obtained. Also, a criterion to maximize the coding gain of the DSTC is obtained. Explicit low decoding complexity DSTC designs which satisfy the singularity minimization criterion and maximize the coding gain for QAM and PSK signal sets are provided. Simulation results show that at high Signal to Noise Ratio, the DSTC scheme provides large gains when compared to the conventional Exclusive OR network code and performs better than the adaptive network coding scheme.

Engagement of CF3 Group in N-H center dot center dot center dot F-C Hydrogen Bond in the Solution State: NMR Spectroscopy and MD Simulation Studies

Unambiguous evidence for the engagement of CF3 group in N-H center dot center dot center dot F-C hydrogen bond in a low polarity solvent, the first observation of its kind, is reported. The presence of such weak molecular interactions in the solution state is convincingly established by one and two-dimensional H-1, F-19, and natural abundant N-15 NMR spectroscopic studies. The strong and direct evidence is derived by the observation of through-space couplings, such as, (1h)J(FH), (1h)J(FN), and (2h)J(FF), where the spin polarization is transmitted through hydrogen bond. In an interesting example of a molecule containing two CF3 groups getting simultaneously involved in hydrogen bond, where hydrogen bond mediated couplings are not reflected in the NMR spectrum, F-19-F-19 NOESY experiment yielded confirmatory evidence. Significant deviations in the strengths of (1)J(NH), variable temperature, and the solvent induced perturbations yielded additional support. The NMR results are corroborated by both DFT calculations and MD simulations, where the quantitative information on different ways of involvement of fluorine in two and three centered hydrogen bonds, their percentage of occurrences, and geometries have been obtained. The hydrogen bond interaction energies have also been calculated.

Performance analysis of fixed gain amplify-and-forward relaying with time-efficient cascaded channel estimation

In a cooperative system with an amplify-and-forward relay, the cascaded channel training protocol enables the destination to estimate the source-destination channel gain and the product of the source-relay (SR) and relay-destination (RD) channel gains using only two pilot transmissions from the source. Notably, the destination does not require a separate estimate of the SR channel. We develop a new expression for the symbol error probability (SEP) of AF relaying when imperfect channel state information (CSI) is acquired using the above training protocol. A tight SEP upper bound is also derived; it shows that full diversity is achieved, albeit at a high signal-to-noise ratio (SNR). Our analysis uses fewer simplifying assumptions, and leads to expressions that are accurate even at low SNRs and are different from those in the literature. For instance, it does not approximate the estimate of the product of SR and RD channel gains by the product of the estimates of the SR and RD channel gains. We show that cascaded channel estimation often outperforms a channel estimation protocol that incurs a greater training overhead by forwarding a quantized estimate of the SR channel gain to the destination. The extent of pilot power boosting, if allowed, that is required to improve performance is also quantified.

On the dynamic contact angle in simulation of impinging droplets with sharp interface methods

Effects of dynamic contact angle models on the flow dynamics of an impinging droplet in sharp interface simulations are presented in this article. In the considered finite element scheme, the free surface is tracked using the arbitrary Lagrangian-Eulerian approach. The contact angle is incorporated into the model by replacing the curvature with the Laplace-Beltrami operator and integration by parts. Further, the Navier-slip with friction boundary condition is used to avoid stress singularities at the contact line. Our study demonstrates that the contact angle models have almost no influence on the flow dynamics of the non-wetting droplets. In computations of the wetting and partially wetting droplets, different contact angle models induce different flow dynamics, especially during recoiling. It is shown that a large value for the slip number has to be used in computations of the wetting and partially wetting droplets in order to reduce the effects of the contact angle models. Among all models, the equilibrium model is simple and easy to implement. Further, the equilibrium model also incorporates the contact angle hysteresis. Thus, the equilibrium contact angle model is preferred in sharp interface numerical schemes.

A THREE-WHEELED MOBILE ROBOT FOR TRAVERSING UNEVEN TERRAIN WITHOUT SLIP: SIMULATION AND EXPERIMENTS

A wheeled mobile robot (WMR) can move on uneven terrains without slip if the wheels are allowed to tilt laterally. This paper deals with the analysis, design and experimentations with a WMR where the wheels can tilt laterally. The wheels of such a WMR must be equipped with two degrees of freedom suspension mechanism. A prototype three-wheeled mobile robot is fabricated with a two degree-of-freedom suspension mechanism. Simulations show that the three-wheeled mobile robot can traverse uneven terrains with very little slip and experiments with the prototype on a representative uneven terrain confirm that the slip is significantly reduced.