Numerical simulation of stochastic ordinary differential equations in biomathematical modelling

In this work we discuss the effects of white and coloured noise perturbations on the parameters of a mathematical model of bacteriophage infection introduced by Beretta and Kuang in [Math. Biosc. 149 (1998) 57]. We numerically simulate the strong solutions of the resulting systems of stochastic ordinary differential equations (SDEs), with respect to the global error, by means of numerical methods of both Euler-Taylor expansion and stochastic Runge-Kutta type.

Numerical methods for strong solutions of stochastic differential equations : an overview

This paper gives a review of recent progress in the design of numerical methods for computing the trajectories (sample paths) of solutions to stochastic differential equations. We give a brief survey of the area focusing on a number of application areas where approximations to strong solutions are important, with a particular focus on computational biology applications, and give the necessary analytical tools for understanding some of the important concepts associated with stochastic processes. We present the stochastic Taylor series expansion as the fundamental mechanism for constructing effective numerical methods, give general results that relate local and global order of convergence and mention the Magnus expansion as a mechanism for designing methods that preserve the underlying structure of the problem. We also present various classes of explicit and implicit methods for strong solutions, based on the underlying structure of the problem. Finally, we discuss implementation issues relating to maintaining the Brownian path, efficient simulation of stochastic integrals and variable-step-size implementations based on various types of control.

Analytical Solution of a Walters’ Liquid B Flow Over a Linear Stretching Sheet in a Porous Medium

This chapter represents the analytical solution of two-dimensional linear stretching sheet problem involving a non-Newtonian liquid and suction by (a) invoking the boundary layer approximation and (b) using this result to solve the stretching sheet problem without using boundary layer approximation. The basic boundary layer equations for momentum, which are non-linear partial differential equations, are converted into non-linear ordinary differential equations by means of similarity transformation. The results reveal a new analytical procedure for solving the boundary layer equations arising in a linear stretching sheet problem involving a non-Newtonian liquid (Walters’ liquid B). The present study throws light on the analytical solution of a class of boundary layer equations arising in the stretching sheet problem.

Numerical solutions of stochastic differential equations – implementation and stability issues

Stochastic differential equations (SDEs) arise fi om physical systems where the parameters describing the system can only be estimated or are subject to noise. There has been much work done recently on developing numerical methods for solving SDEs. This paper will focus on stability issues and variable stepsize implementation techniques for numerically solving SDEs effectively.

Adams-Type Methods for the Numerical Solution of Stochastic Ordinary Differential Equations

Stochastic differential equations (SDEs) arise fi om physical systems where the parameters describing the system can only be estimated or are subject to noise. There has been much work done recently on developing numerical methods for solving SDEs. This paper will focus on stability issues and variable stepsize implementation techniques for numerically solving SDEs effectively. (C) 2000 Elsevier Science B.V. All rights reserved.

Porohyperelastic analysis to explore mechanical properties of chondrocytes using numerical modeling and experiments : a finite element study

There are many continuum mechanical models have been developed such as liquid drop models, solid models, and so on for single living cell biomechanics studies. However, these models do not give a fully approach to exhibit a clear understanding of the behaviour of single living cells such as swelling behaviour, drag effect, etc. Hence, the porohyperelastic (PHE) model which can capture those aspects would be a good candidature to study cells behaviour (e.g. chondrocytes in this study). In this research, an FEM model of single chondrocyte cell will be developed by using this PHE model to simulate Atomic Force Microscopy (AFM) experimental results with the variation of strain rate. This material model will be compared with viscoelastic model to demonstrate the advantages of PHE model. The results have shown that the maximum value of force applied of PHE model is lower at lower strain rates. This is because the mobile fluid does not have enough time to exude in case of very high strain rate and also due to the lower permeability of the membrane than that of the protoplasm of chondrocyte. This behavior is barely observed in viscoelastic model. Thus, PHE model is the better model for cell biomechanics studies.

Thermal performance of composite panels under fire conditions using numerical studies : plasterboards, rockwool, glass fibre and cellulose insulations

In recent times, light gauge steel frame (LSF) wall systems are increasingly used in the building industry. They are usually made of cold-formed and thin-walled steel studs that are fire-protected by two layers of plasterboard on both sides. A composite LSF wall panel system was developed recently, where an insulation layer was used externally between the two plasterboards to improve the fire performance of LSF wall panels. In this research, finite element thermal models of the new composite panels were developed using a finite element program, SAFIR, to simulate their thermal performance under both standard and Eurocode design fire curves. Suitable apparent thermal properties of both the gypsum plasterboard and insulation materials were proposed and used in the numerical models. The developed models were then validated by comparing their results with available standard fire test results of composite panels. This paper presents the details of the finite element models of composite panels, the thermal analysis results in the form of time-temperature profiles under standard and Eurocode design fire curves and their comparisons with fire test results. Effects of using rockwool, glass fibre and cellulose fibre insulations with varying thickness and density were also investigated, and the results are presented in this paper. The results show that the use of composite panels in LSF wall systems will improve their fire rating, and that Eurocode design fires are likely to cause severe damage to LSF walls than standard fires.

High strong order methods for non-commutative stochastic ordinary differential equation systems and the Magnus formula

In recent years considerable attention has been paid to the numerical solution of stochastic ordinary differential equations (SODEs), as SODEs are often more appropriate than their deterministic counterparts in many modelling situations. However, unlike the deterministic case numerical methods for SODEs are considerably less sophisticated due to the difficulty in representing the (possibly large number of) random variable approximations to the stochastic integrals. Although Burrage and Burrage [High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations, Applied Numerical Mathematics 22 (1996) 81-101] were able to construct strong local order 1.5 stochastic Runge-Kutta methods for certain cases, it is known that all extant stochastic Runge-Kutta methods suffer an order reduction down to strong order 0.5 if there is non-commutativity between the functions associated with the multiple Wiener processes. This order reduction down to that of the Euler-Maruyama method imposes severe difficulties in obtaining meaningful solutions in a reasonable time frame and this paper attempts to circumvent these difficulties by some new techniques. An additional difficulty in solving SODEs arises even in the Linear case since it is not possible to write the solution analytically in terms of matrix exponentials unless there is a commutativity property between the functions associated with the multiple Wiener processes. Thus in this present paper first the work of Magnus [On the exponential solution of differential equations for a linear operator, Communications on Pure and Applied Mathematics 7 (1954) 649-673] (applied to deterministic non-commutative Linear problems) will be applied to non-commutative linear SODEs and methods of strong order 1.5 for arbitrary, linear, non-commutative SODE systems will be constructed - hence giving an accurate approximation to the general linear problem. Secondly, for general nonlinear non-commutative systems with an arbitrary number (d) of Wiener processes it is shown that strong local order I Runge-Kutta methods with d + 1 stages can be constructed by evaluated a set of Lie brackets as well as the standard function evaluations. A method is then constructed which can be efficiently implemented in a parallel environment for this arbitrary number of Wiener processes. Finally some numerical results are presented which illustrate the efficacy of these approaches. (C) 1999 Elsevier Science B.V. All rights reserved.

Multi-scale numerical simulations of thermal expansion properties of CNT-reinforced nanocomposites

In this work, the thermal expansion properties of carbon nanotube (CNT)-reinforced nanocomposites with CNT content ranging from 1 to 15 wt% were evaluated using a multi-scale numerical approach, in which the effects of two parameters, i.e., temperature and CNT content, were investigated extensively. For all CNT contents, the obtained results clearly revealed that within a wide low-temperature range (30°C ~ 62°C), thermal contraction is observed, while thermal expansion occurs in a high-temperature range (62°C ~ 120°C). It was found that at any specified CNT content, the thermal expansion properties vary with temperature - as temperature increases, the thermal expansion rate increases linearly. However, at a specified temperature, the absolute value of the thermal expansion rate decreases nonlinearly as the CNT content increases. Moreover, the results provided by the present multi-scale numerical model were in good agreement with those obtained from the corresponding theoretical analyses and experimental measurements in this work, which indicates that this multi-scale numerical approach provides a powerful tool to evaluate the thermal expansion properties of any type of CNT/polymer nanocomposites and therefore promotes the understanding on the thermal behaviors of CNT/polymer nanocomposites for their applications in temperature sensors, nanoelectronics devices, etc.

Numerical Modelling of Mechanical Behaviour of Graphene

Graphene, one of the allotropes (diamond, carbon nanotube, and fullerene) of element carbon, is a monolayer of honeycomb lattice of carbon atoms, which was discovered in 2004. The Nobel Prize in Physics 2010 was awarded to Andre Geim and Konstantin Novoselov for their ground breaking work on the two-dimensional (2D) graphene [1]. Since its discovery, the research communities have shown a lot of interest in this novel material owing to its intriguing electrical, mechanical and thermal properties. It has been confirmed that grapheme possesses very peculiar electrical properties such as anomalous quantum hall effect, and high electron mobility at room temperature (250000 cm2/Vs). Graphene also has exceptional mechanical properties. It is one of the stiffest (modulus ~1 TPa) and strongest (strength ~100 GPa) materials. In addition, it has exceptional thermal conductivity (5000 Wm-1K-1). Due to these exceptional properties, graphene has demonstrated its potential for broad applications in micro and nano devices, various sensors, electrodes, solar cells and energy storage devices and nanocomposites. In particular, the excellent mechanical properties of graphene make it more attractive for development next generation nanocomposites and hybrid materials...

Exponential integrators and a dual-scale model for wood drying

For the timber industry, the ability to simulate the drying of wood is invaluable for manufacturing high quality wood products. Mathematically, however, modelling the drying of a wet porous material, such as wood, is a diffcult task due to its heterogeneous and anisotropic nature, and the complex geometry of the underlying pore structure. The well{ developed macroscopic modelling approach involves writing down classical conservation equations at a length scale where physical quantities (e.g., porosity) can be interpreted as averaged values over a small volume (typically containing hundreds or thousands of pores). This averaging procedure produces balance equations that resemble those of a continuum with the exception that effective coeffcients appear in their deffnitions. Exponential integrators are numerical schemes for initial value problems involving a system of ordinary differential equations. These methods differ from popular Newton{Krylov implicit methods (i.e., those based on the backward differentiation formulae (BDF)) in that they do not require the solution of a system of nonlinear equations at each time step but rather they require computation of matrix{vector products involving the exponential of the Jacobian matrix. Although originally appearing in the 1960s, exponential integrators have recently experienced a resurgence in interest due to a greater undertaking of research in Krylov subspace methods for matrix function approximation. One of the simplest examples of an exponential integrator is the exponential Euler method (EEM), which requires, at each time step, approximation of φ(A)b, where φ(z) = (ez - 1)/z, A E Rnxn and b E Rn. For drying in porous media, the most comprehensive macroscopic formulation is TransPore [Perre and Turner, Chem. Eng. J., 86: 117-131, 2002], which features three coupled, nonlinear partial differential equations. The focus of the first part of this thesis is the use of the exponential Euler method (EEM) for performing the time integration of the macroscopic set of equations featured in TransPore. In particular, a new variable{ stepsize algorithm for EEM is presented within a Krylov subspace framework, which allows control of the error during the integration process. The performance of the new algorithm highlights the great potential of exponential integrators not only for drying applications but across all disciplines of transport phenomena. For example, when applied to well{ known benchmark problems involving single{phase liquid ow in heterogeneous soils, the proposed algorithm requires half the number of function evaluations than that required for an equivalent (sophisticated) Newton{Krylov BDF implementation. Furthermore for all drying configurations tested, the new algorithm always produces, in less computational time, a solution of higher accuracy than the existing backward Euler module featured in TransPore. Some new results relating to Krylov subspace approximation of '(A)b are also developed in this thesis. Most notably, an alternative derivation of the approximation error estimate of Hochbruck, Lubich and Selhofer [SIAM J. Sci. Comput., 19(5): 1552{1574, 1998] is provided, which reveals why it performs well in the error control procedure. Two of the main drawbacks of the macroscopic approach outlined above include the effective coefficients must be supplied to the model, and it fails for some drying configurations, where typical dual{scale mechanisms occur. In the second part of this thesis, a new dual{scale approach for simulating wood drying is proposed that couples the porous medium (macroscale) with the underlying pore structure (microscale). The proposed model is applied to the convective drying of softwood at low temperatures and is valid in the so{called hygroscopic range, where hygroscopically held liquid water is present in the solid phase and water exits only as vapour in the pores. Coupling between scales is achieved by imposing the macroscopic gradient on the microscopic field using suitably defined periodic boundary conditions, which allows the macroscopic ux to be defined as an average of the microscopic ux over the unit cell. This formulation provides a first step for moving from the macroscopic formulation featured in TransPore to a comprehensive dual{scale formulation capable of addressing any drying configuration. Simulation results reported for a sample of spruce highlight the potential and flexibility of the new dual{scale approach. In particular, for a given unit cell configuration it is not necessary to supply the effective coefficients prior to each simulation.

Bubble extinction in Hele-Shaw flow with surface tension and kinetic undercooling regularisation

We perform an analytic and numerical study of an inviscid contracting bubble in a two-dimensional Hele-Shaw cell, where the effects of both surface tension and kinetic undercooling on the moving bubble boundary are not neglected. In contrast to expanding bubbles, in which both boundary effects regularise the ill-posedness arising from the viscous (Saffman-Taylor) instability, we show that in contracting bubbles the two boundary effects are in competition, with surface tension stabilising the boundary, and kinetic undercooling destabilising it. This competition leads to interesting bifurcation behaviour in the asymptotic shape of the bubble in the limit it approaches extinction. In this limit, the boundary may tend to become either circular, or approach a line or "slit" of zero thickness, depending on the initial condition and the value of a nondimensional surface tension parameter. We show that over a critical range of surface tension values, both these asymptotic shapes are stable. In this regime there exists a third, unstable branch of limiting self-similar bubble shapes, with an asymptotic aspect ratio (dependent on the surface tension) between zero and one. We support our asymptotic analysis with a numerical scheme that utilises the applicability of complex variable theory to Hele-Shaw flow.

Shear strengths of lipped channel beams with stiffened web openings using numerical studies

This paper presents the details of numerical studies on the shear behaviour and strength of lipped channel beams (LCBs) with stiffened web openings. Over the last couple of decades, cold-formed steel beams have been used extensively in residential, industrial and commercial buildings as primary load bearing structural components. Their shear strengths are considerably reduced when web openings are included for the purpose of locating building services. Our research has shown that shear strengths of LCBs were reduced by up to 70% due to the inclusion of web openings. Hence there is a need to improve the shear strengths of LCBs with web openings. A cost effective way to improve the detrimental effects of a large web opening is to attach appropriate stiffeners around the web openings in order to restore the original shear strength and stiffness of LCBs. Hence numerical studies were undertaken to investigate the shear strengths of LCBs with stiffened web openings. In this research, finite element models of LCBs with stiffened web openings in shear were developed to simulate the shear behaviour and strength of LCBs. Various stiffening methods using plate and LCB stud stiffeners attached to LCBs using screw-fastening were attempted. The developed models were then validated by comparing their results with experimental results and used in parametric studies. Both finite element analysis and experimental results showed that the stiffening arrangements recommended by past re-search for cold-formed steel channel beams are not adequate to restore the shear strengths of LCBs with web openings. Therefore new stiffener arrangements were proposed for LCBs with web openings based on experimental and finite element analysis results. This paper presents the details of finite element models and analyses used in this research and the results including the recommended stiffener arrangements.

Numerical studies of load bearing LSF walls under realistic design fire conditions

Fire safety of light gauge steel frame (LSF) stud walls is important in the design of buildings. Currently LSF walls are increasingly used in the building industry, and are usually made of cold-formed and thin-walled steel studs that are fire-protected by two layers of plasterboard on both sides. Many experimental and numerical studies have been undertaken to investigate the fire performance of load bearing LSF walls under standard fire conditions. However, the standard time-temperature curve does not represent the fire load present in typical residential and commercial buildings that include considerable amount of thermoplastic materials. Real building fires are unlikely to follow a standard time-temperature curve. However, only limited research has been undertaken to investigate the fire performance of load bearing LSF walls under realistic design fire conditions. Therefore in this research, finite element thermal models of the traditional LSF wall panels without cavity insulation and the new LSF composite wall panels were developed to simulate their fire performance under recently developed realistic design fire curves. Suitable thermal properties were proposed for plasterboards and insulations based on laboratory tests and literature review. The developed models were then validated by comparing their thermal performance results with available results from realistic design fire tests, and were later used in parametric studies. This paper presents the details of the developed finite element thermal models of load bearing LSF wall panels under realistic design fire time-temperature curves and the re-sults. It shows that finite element thermal models can be used to predict the fire performance of load bearing LSF walls with varying configurations of insulations and plasterboards under realistic design fires. Failure times of load bearing LSF walls were also predicted based on the results from finite element thermal analyses.

Numerical analysis of shape transition in graphene nanoribbons

Graphene nanoribbon (GNR) with free edges can exhibit non-flat morphologies due to pre-existing edge stress. Using molecular dynamics (MD) simulations, we investigate the free-edge effect on the shape transition in GNRs with different edge types, including regular (armchair and zigzag), armchair terminated with hydrogen and reconstructed armchair. The results show that initial edge stress and energy are dependent on the edge configurations. It is confirmed that pre-strain on the free edges is a possible way to limit the random shape transition of GNRs. In addition, the influence of surface attachment on the shape transition is also investigated in this work. It is found that surface attachment can lead to periodic ripples in GNRs, dependent on the initial edge configurations.