Multifractal characterisation and analysis of complex networks

Complex networks have been studied extensively due to their relevance to many real-world systems such as the world-wide web, the internet, biological and social systems. During the past two decades, studies of such networks in different fields have produced many significant results concerning their structures, topological properties, and dynamics. Three well-known properties of complex networks are scale-free degree distribution, small-world effect and self-similarity. The search for additional meaningful properties and the relationships among these properties is an active area of current research. This thesis investigates a newer aspect of complex networks, namely their multifractality, which is an extension of the concept of selfsimilarity. The first part of the thesis aims to confirm that the study of properties of complex networks can be expanded to a wider field including more complex weighted networks. Those real networks that have been shown to possess the self-similarity property in the existing literature are all unweighted networks. We use the proteinprotein interaction (PPI) networks as a key example to show that their weighted networks inherit the self-similarity from the original unweighted networks. Firstly, we confirm that the random sequential box-covering algorithm is an effective tool to compute the fractal dimension of complex networks. This is demonstrated on the Homo sapiens and E. coli PPI networks as well as their skeletons. Our results verify that the fractal dimension of the skeleton is smaller than that of the original network due to the shortest distance between nodes is larger in the skeleton, hence for a fixed box-size more boxes will be needed to cover the skeleton. Then we adopt the iterative scoring method to generate weighted PPI networks of five species, namely Homo sapiens, E. coli, yeast, C. elegans and Arabidopsis Thaliana. By using the random sequential box-covering algorithm, we calculate the fractal dimensions for both the original unweighted PPI networks and the generated weighted networks. The results show that self-similarity is still present in generated weighted PPI networks. This implication will be useful for our treatment of the networks in the third part of the thesis. The second part of the thesis aims to explore the multifractal behavior of different complex networks. Fractals such as the Cantor set, the Koch curve and the Sierspinski gasket are homogeneous since these fractals consist of a geometrical figure which repeats on an ever-reduced scale. Fractal analysis is a useful method for their study. However, real-world fractals are not homogeneous; there is rarely an identical motif repeated on all scales. Their singularity may vary on different subsets; implying that these objects are multifractal. Multifractal analysis is a useful way to systematically characterize the spatial heterogeneity of both theoretical and experimental fractal patterns. However, the tools for multifractal analysis of objects in Euclidean space are not suitable for complex networks. In this thesis, we propose a new box covering algorithm for multifractal analysis of complex networks. This algorithm is demonstrated in the computation of the generalized fractal dimensions of some theoretical networks, namely scale-free networks, small-world networks, random networks, and a kind of real networks, namely PPI networks of different species. Our main finding is the existence of multifractality in scale-free networks and PPI networks, while the multifractal behaviour is not confirmed for small-world networks and random networks. As another application, we generate gene interactions networks for patients and healthy people using the correlation coefficients between microarrays of different genes. Our results confirm the existence of multifractality in gene interactions networks. This multifractal analysis then provides a potentially useful tool for gene clustering and identification. The third part of the thesis aims to investigate the topological properties of networks constructed from time series. Characterizing complicated dynamics from time series is a fundamental problem of continuing interest in a wide variety of fields. Recent works indicate that complex network theory can be a powerful tool to analyse time series. Many existing methods for transforming time series into complex networks share a common feature: they define the connectivity of a complex network by the mutual proximity of different parts (e.g., individual states, state vectors, or cycles) of a single trajectory. In this thesis, we propose a new method to construct networks of time series: we define nodes by vectors of a certain length in the time series, and weight of edges between any two nodes by the Euclidean distance between the corresponding two vectors. We apply this method to build networks for fractional Brownian motions, whose long-range dependence is characterised by their Hurst exponent. We verify the validity of this method by showing that time series with stronger correlation, hence larger Hurst exponent, tend to have smaller fractal dimension, hence smoother sample paths. We then construct networks via the technique of horizontal visibility graph (HVG), which has been widely used recently. We confirm a known linear relationship between the Hurst exponent of fractional Brownian motion and the fractal dimension of the corresponding HVG network. In the first application, we apply our newly developed box-covering algorithm to calculate the generalized fractal dimensions of the HVG networks of fractional Brownian motions as well as those for binomial cascades and five bacterial genomes. The results confirm the monoscaling of fractional Brownian motion and the multifractality of the rest. As an additional application, we discuss the resilience of networks constructed from time series via two different approaches: visibility graph and horizontal visibility graph. Our finding is that the degree distribution of VG networks of fractional Brownian motions is scale-free (i.e., having a power law) meaning that one needs to destroy a large percentage of nodes before the network collapses into isolated parts; while for HVG networks of fractional Brownian motions, the degree distribution has exponential tails, implying that HVG networks would not survive the same kind of attack.

Numerical methods for solving the multi-term time-fractional wave-diffusion equations

In this paper, the multi-term time-fractional wave diffusion equations are considered. The multiterm time fractional derivatives are defined in the Caputo sense, whose orders belong to the intervals [0,1], [1,2), [0,2), [0,3), [2,3) and [2,4), respectively. Some computationally effective numerical methods are proposed for simulating the multi-term time-fractional wave-diffusion equations. The numerical results demonstrate the effectiveness of theoretical analysis. These methods and techniques can also be extended to other kinds of the multi-term fractional time-space models with fractional Laplacian.

An implicit RBF meshless method for a fractal mobile/immobile transport model

Fractional differential equation is used to describe a fractal model of mobile/immobile transport with a power law memory function. This equation is the limiting equation that governs continuous time random walks with heavy tailed random waiting times. In this paper, we firstly propose a finite difference method to discretize the time variable and obtain a semi-discrete scheme. Then we discuss its stability and convergence. Secondly we consider a meshless method based on radial basis functions (RBF) to discretize the space variable. By contrast to conventional FDM and FEM, the meshless method is demonstrated to have distinct advantages: calculations can be performed independent of a mesh, it is more accurate and it can be used to solve complex problems. Finally the convergence order is verified from a numerical example is presented to describe the fractal model of mobile/immobile transport process with different problem domains. The numerical results indicate that the present meshless approach is very effective for modeling and simulating of fractional differential equations, and it has good potential in development of a robust simulation tool for problems in engineering and science that are governed by various types of fractional differential equations.

Pore formation during dehydration of polycrystalline gypsum observed and quantified in a time-series synchrotron radiation based X-ray micro-tomography experiment

We conducted an in-situ X-ray micro-computed tomography heating experiment at the Advanced Photon Source (USA) to dehydrate an unconfined 2.3 mm diameter cylinder of Volterra Gypsum. We used a purpose-built X-ray transparent furnace to heat the sample to 388 K for a total of 310 min to acquire a three-dimensional time-series tomography dataset comprising nine time steps. The voxel size of 2.2 μm3 proved sufficient to pinpoint reaction initiation and the organization of drainage architecture in space and time. We observed that dehydration commences across a narrow front, which propagates from the margins to the centre of the sample in more than four hours. The advance of this front can be fitted with a square-root function, implying that the initiation of the reaction in the sample can be described as a diffusion process. Novel parallelized computer codes allow quantifying the geometry of the porosity and the drainage architecture from the very large tomographic datasets (20483 voxels) in unprecedented detail. We determined position, volume, shape and orientation of each resolvable pore and tracked these properties over the duration of the experiment. We found that the pore-size distribution follows a power law. Pores tend to be anisotropic but rarely crack-shaped and have a preferred orientation, likely controlled by a pre-existing fabric in the sample. With on-going dehydration, pores coalesce into a single interconnected pore cluster that is connected to the surface of the sample cylinder and provides an effective drainage pathway. Our observations can be summarized in a model in which gypsum is stabilized by thermal expansion stresses and locally increased pore fluid pressures until the dehydration front approaches to within about 100 μm. Then, the internal stresses are released and dehydration happens efficiently, resulting in new pore space. Pressure release, the production of pores and the advance of the front are coupled in a feedback loop.

Shear thinning and shear thickening non-Newtonian confined fluid flow over rotating cylinder

In present work, numerical solution is performed to study the confined flow of power-law non Newtonian fluids over a rotating cylinder. The main purpose is to evaluate drag and thermal coefficients as functions of the related governing dimensionless parameters, namely, power-law index (0.5 ≤ n ≤ 1.4), dimensionless rotational velocity (0 ≤ α ≤ 6) and the Reynolds number (100 ≤ Re ≤ 500). Over the range of Reynolds number, the flow is known to be steady. Results denoted that the increment of power law index and rotational velocity increases the drag coefficient due to momentum diffusivity improvement which is responsible for low rate of heat transfer, because the thicker the boundary layer, the lower the heat transfer is implemented.

Pore structure characterization of North American shale gas reservoirs using USANS/SANS, gas adsorption, and mercury intrusion

Small-angle and ultra-small-angle neutron scattering (SANS and USANS), low-pressure adsorption (N2 and CO2), and high-pressure mercury intrusion measurements were performed on a suite of North American shale reservoir samples providing the first ever comparison of all these techniques for characterizing the complex pore structure of shales. The techniques were used to gain insight into the nature of the pore structure including pore geometry, pore size distribution and accessible versus inaccessible porosity. Reservoir samples for analysis were taken from currently-active shale gas plays including the Barnett, Marcellus, Haynesville, Eagle Ford, Woodford, Muskwa, and Duvernay shales. Low-pressure adsorption revealed strong differences in BET surface area and pore volumes for the sample suite, consistent with variability in composition of the samples. The combination of CO2 and N2 adsorption data allowed pore size distributions to be created for micro–meso–macroporosity up to a limit of �1000 Å. Pore size distributions are either uni- or multi-modal. The adsorption-derived pore size distributions for some samples are inconsistent with mercury intrusion data, likely owing to a combination of grain compression during high-pressure intrusion, and the fact that mercury intrusion yields information about pore throat rather than pore body distributions. SANS/USANS scattering data indicate a fractal geometry (power-law scattering) for a wide range of pore sizes and provide evidence that nanometer-scale spatial ordering occurs in lower mesopore–micropore range for some samples, which may be associated with inter-layer spacing in clay minerals. SANS/USANS pore radius distributions were converted to pore volume distributions for direct comparison with adsorption data. For the overlap region between the two methods, the agreement is quite good. Accessible porosity in the pore size (radius) range 5 nm–10 lm was determined for a Barnett shale sample using the contrast matching method with pressurized deuterated methane fluid. The results demonstrate that accessible porosity is pore-size dependent.

Towards proximity-based passenger sensing on public transport buses

While substantial research on intelligent transportation systems has focused on the development of novel wireless communication technologies and protocols, relatively little work has sought to fully exploit proximity-based wireless technologies that passengers actually carry with them today. This paper presents the real-world deployment of a system that exploits public transit bus passengers’ Bluetooth-capable devices to capture and reconstruct micro- and macro-passenger behavior. We present supporting evidence that approximately 12% of passengers already carry Bluetooth-enabled devices and that the data collected on these passengers captures with almost 80 % accuracy the daily fluctuation of actual passengers flows. The paper makes three contributions in terms of understanding passenger behavior: We verify that the length of passenger trips is exponentially bounded, the frequency of passenger trips follows a power law distribution, and the microstructure of the network of passenger movements is polycentric.

Deformation with coupled chemical diffusion

The deformation of rocks is commonly intimately associated with metamorphic reactions. This paper is a step towards understanding the behaviour of fully coupled, deforming, chemically reacting systems by considering a simple example of the problem comprising a single layer system with elastic-power law viscous constitutive behaviour where the deformation is controlled by the diffusion of a single chemical component that is produced during a metamorphic reaction. Analysis of the problem using the principles of non-equilibrium thermodynamics allows the energy dissipated by the chemical reaction-diffusion processes to be coupled with the energy dissipated during deformation of the layers. This leads to strain-rate softening behaviour and the resultant development of localised deformation which in turn nucleates buckles in the layer. All such diffusion processes, in leading to Herring-Nabarro, Coble or “pressure solution” behaviour, are capable of producing mechanical weakening through the development of a “chemical viscosity”, with the potential for instability in the deformation. For geologically realistic strain rates these chemical feed-back instabilities occur at the centimetre to micron scales, and so produce structures at these scales, as opposed to thermal feed-back instabilities that become important at the 100–1000 m scales.

Mixing and dispersion of pollutants emitted from an outboard motor

This paper quantifies the mixing and dispersion from an outboard motor by field experiments in a small subtropical waterway. Organic dye was used as a surrogate for exhaust emissions and was mixed with uncontaminated creek water before being dispersed into the creek. Dye concentrations were measured with an array of concentration probes stationed in the creek. The data were then processed and fitted with a power law function. The corresponding dispersion constants agreed well with the literature. However, the amplitude was lower than the IMO equation but higher than the correlation from laboratory tests. Results for dye concentration intermittency (presence of dye) are presented for the first time from such field measurements and show significant mixing in-homogeneity.

A RBF meshless approach for modeling a fractal mobile/immobile transport model

A fractional differential equation is used to describe a fractal model of mobile/immobile transport with a power law memory function. This equation is the limiting equation that governs continuous time random walks with heavy tailed random waiting times. In this paper, we firstly propose a finite difference method to discretize the time variable and obtain a semi-discrete scheme. Then we discuss its stability and convergence. Secondly we consider a meshless method based on radial basis functions (RBFs) to discretize the space variable. In contrast to conventional FDM and FEM, the meshless method is demonstrated to have distinct advantages: calculations can be performed independent of a mesh, it is more accurate and it can be used to solve complex problems. Finally the convergence order is verified from a numerical example which is presented to describe a fractal model of mobile/immobile transport process with different problem domains. The numerical results indicate that the present meshless approach is very effective for modeling and simulating fractional differential equations, and it has good potential in the development of a robust simulation tool for problems in engineering and science that are governed by various types of fractional differential equations.

Self-exciting hurdle models for terrorist activity

A predictive model of terrorist activity is developed by examining the daily number of terrorist attacks in Indonesia from 1994 through 2007. The dynamic model employs a shot noise process to explain the self-exciting nature of the terrorist activities. This estimates the probability of future attacks as a function of the times since the past attacks. In addition, the excess of nonattack days coupled with the presence of multiple coordinated attacks on the same day compelled the use of hurdle models to jointly model the probability of an attack day and corresponding number of attacks. A power law distribution with a shot noise driven parameter best modeled the number of attacks on an attack day. Interpretation of the model parameters is discussed and predictive performance of the models is evaluated.

Similarity solutions for flow and heat transfer of non-Newtonian fluid over a stretching surface

Similarity solutions are carried out for flow of power law non-Newtonian fluid film on unsteady stretching surface subjected to constant heat flux. Free convection heat transfer induces thermal boundary layer within a semi-infinite layer of Boussinesq fluid. The nonlinear coupled partial differential equations (PDE) governing the flow and the boundary conditions are converted to a system of ordinary differential equations (ODE) using two-parameter groups. This technique reduces the number of independent variables by two, and finally the obtained ordinary differential equations are solved numerically for the temperature and velocity using the shooting method. The thermal and velocity boundary layers are studied by the means of Prandtl number and non-Newtonian power index plotted in curves.

Measurement of contact voltage drop and resistance in organic solar cells

Bulk heterojunction organic solar cells based on poly[4,7-bis(3- dodecylthiophene-2-yl) benzothiadiazole-co-benzothiadiazole] and [6,6]-phenyl C71-butyric acid methyl ester are investigated. A prominent kink is observed in the fourth quadrant of the current density-voltage (J-V) response. Annealing the active layer prior to cathode deposition eliminates the kink. The kink is attributed to an extraction barrier. The J-V response in these devices is well described by a power law. This behavior is attributed to an imbalance in charge carrier mobility. An expected photocurrent for the device displaying a kink in the J-V response is determined by fitting to a power law. The difference between the expected and measured photocurrent allows for the determination of a voltage drop within the device. Under simulated 1 sun irradiance, the peak voltage drop and contact resistance at short circuit are 0.14 V and 90 Ω, respectively. © 2012 American Institute of Physics.

Doppler and Pathloss Characterization for Vehicle-to-Vehicle communications at 5.8 GHz

Due to significant increase in vehicular accident and traffic congestions, vehicle to vehicle (V2V) communication based on the intelligent transport system (ITS) was introduced. However, to carry out efficient design and implementation of a reliable vehicular communication systems,a deep knowledge of the propagation channel characteristics in different environments is crucial, in particular the Doppler and pathloss parameters. Therefore, this paper presents an empirical V2V channel characterization and measurement performed under realistic urban, suburban and highway driving conditions in Brisbane, Australia. Based on Lin Cheng statistical Doppler Model (LCDM), values for the RMS Doppler spread and coherence time due to time selective nature of V2V channels were presented. Also, based on Log-distance power law model, values for the mean pathloss exponent and the standard deviation of shadowing were reported for urban, suburban and highway environments. The V2V channel parameters can be useful to system designers for the purpose of evaluating, simulating and developing new protocols and systems.

Empirical vehicle-to-vehicle pathloss modeling in highway, suburban and urban environments at 5.8GHz

In this paper, we present a pathloss characterization for vehicle-to-vehicle (V2V) communications based on empirical data collected from extensive measurement campaign performed under line-of-sight (LOS), non-line-of-sight (NLOS) and varying traffic densities. The experiment was conducted in three different V2V propagation environments: highway, suburban and urban at 5.8GHz. We developed pathloss models for each of the three different V2V environments considered. Based on a log-distance power law model, the values for the pathloss exponent and the standard deviation of shadowing were reported. The average pathloss exponent ranges from 1.77 for highway, 1.68 for the urban to 1.53 for the suburban environment. The reported results can contribute to vehicular network (VANET) simulators and can be used by system designers to develop, evaluate and validate new protocols and system designs under realistic propagation conditions.