The impact of wall shear stress and pressure drop on the stability of the atherosclerotic plaque

Rupture of vulnerable atheromatous plaque in the carotid and coronary arteries often leads to stroke and heart attack respectively. The mechanism of blood flow and plaque rupture in stenotic arteries is still not fully understood. A three dimensional rigid wall model was solved under steady state conditions and unsteady conditions by assuming a time-varying inlet velocity profile to investigate the relative importance of axial forces and pressure drops in arteries with asymmetric stenosis. Flow-structure interactions were investigated for the same geometry and the results were compared with those retrieved with the corresponding 2D cross-section structural models. The Navier-Stokes equations were used as the governing equations for the fluid. The tube wall was assumed hyperelastic, homogeneous, isotropic and incompressible. The analysis showed that the three dimensional behavior of velocity, pressure and wall shear stress is in general very different from that predicted by cross-section models. Pressure drop across the stenosis was found to be much higher than shear stress. Therefore, pressure may be the more important mechanical trigger for plaque rupture other than shear stress, although shear stress is closely related to plaque formation and progression.

Wavelet-based multiresolution analysis of Wivenhoe Dam water temperatures

Water temperature measurements from Wivenhoe Dam offer a unique opportunity for studying fluctuations of temperatures in a subtropical dam as a function of time and depth. Cursory examination of the data indicate a complicated structure across both time and depth. We propose simplifying the task of describing these data by breaking the time series at each depth into physically meaningful components that individually capture daily, subannual, and annual (DSA) variations. Precise definitions for each component are formulated in terms of a wavelet-based multiresolution analysis. The DSA components are approximately pairwise uncorrelated within a given depth and between different depths. They also satisfy an additive property in that their sum is exactly equal to the original time series. Each component is based upon a set of coefficients that decomposes the sample variance of each time series exactly across time and that can be used to study both time-varying variances of water temperature at each depth and time-varying correlations between temperatures at different depths. Each DSA component is amenable for studying a certain aspect of the relationship between the series at different depths. The daily component in general is weakly correlated between depths, including those that are adjacent to one another. The subannual component quantifies seasonal effects and in particular isolates phenomena associated with the thermocline, thus simplifying its study across time. The annual component can be used for a trend analysis. The descriptive analysis provided by the DSA decomposition is a useful precursor to a more formal statistical analysis.

Smooth stabilisation of nonholonomic robots subject to disturbances

In this paper, we address the problem of stabilisation of robots subject to nonholonommic constraints and external disturbances using port-Hamiltonian theory and smooth time-invariant control laws. This should be contrasted with the commonly used switched or time-varying laws. We propose a control design that provides asymptotic stability of an manifold (also called relative equilibria)-due to the Brockett condition this is the only type of stabilisation possible using smooth time-invariant control laws. The equilibrium manifold can be shaped to certain extent to satisfy specific control objectives. The proposed control law also incorporates integral action, and thus the closed-loop system is robust to unknown constant disturbances. A key step in the proposed design is a change of coordinates not only in the momentum, but also in the position vector, which differs from coordinate transformations previously proposed in the literature for the control of nonholonomic systems. The theoretical properties of the control law are verified via numerical simulation based on a robotic ground vehicle model with differential traction wheels and non co-axial centre of mass and point of contact.

Correction factors for dynamic state estimation of aggregated generators

This paper presents an approach for dynamic state estimation of aggregated generators by introducing a new correction factor for equivalent inter-area power flows. The spread of generators from the center of inertia of each area is summarized by the correction term α on the equivalent power flow between the areas and is applied to the identification and estimation process. A nonlinear time varying Kalman filter is applied to estimate the equivalent angles and velocities of coherent areas by reducing the effect of local modes on the estimated states. The approach is simulated on two test systems and the results show the effect of the correction factor and the performance of the state estimation by estimating the inter-area dynamics of the system.

Interdependence between Greece and other European stock markets: A comparison of wavelet and VMD copula, and the portfolio implications

The interdependence of Greece and other European stock markets and the subsequent portfolio implications are examined in wavelet and variational mode decomposition domain. In applying the decomposition techniques, we analyze the structural properties of data and distinguish between short and long term dynamics of stock market returns. First, the GARCH-type models are fitted to obtain the standardized residuals. Next, different copula functions are evaluated, and based on the conventional information criteria and time varying parameter, Joe-Clayton copula is chosen to model the tail dependence between the stock markets. The short-run lower tail dependence time paths show a sudden increase in comovement during the global financial crises. The results of the long-run dependence suggest that European stock markets have higher interdependence with Greece stock market. Individual country’s Value at Risk (VaR) separates the countries into two distinct groups. Finally, the two-asset portfolio VaR measures provide potential markets for Greece stock market investment diversification.

Testing against changing correlation

A test for time-varying correlation is developed within the framework of a dynamic conditional score (DCS) model for both Gaussian and Student t-distributions. The test may be interpreted as a Lagrange multiplier test and modified to allow for the estimation of models for time-varying volatility in the individual series. Unlike standard moment-based tests, the score-based test statistic includes information on the level of correlation under the null hypothesis and local power arguments indicate the benefits of doing so. A simulation study shows that the performance of the score-based test is strong relative to existing tests across a range of data generating processes. An application to the Hong Kong and South Korean equity markets shows that the new test reveals changes in correlation that are not detected by the standard moment-based test.

Event interval analysis: Why do processes take time?

Through the application of process mining, valuable evidence-based insights can be obtained about business processes in organisations. As a result the field has seen an increased uptake in recent years as evidenced by success stories and increased tool support. However, despite this impact, current performance analysis capabilities remain somewhat limited in the context of information-poor event logs. For example, natural daily and weekly patterns are not considered. In this paper a new framework for analysing event logs is defined which is based on the concept of event gap. The framework allows for a systematic approach to sophisticated performance-related analysis of event logs containing varying degrees of information. The paper formalises a range of event gap types and then presents an implementation as well as an evaluation of the proposed approach.

Urban network travel time estimation from stop-line loop detector data and signal controller data

This paper presents a model to estimate travel time using cumulative plots. Three different cases considered are i) case-Det, for only detector data; ii) case-DetSig, for detector data and signal controller data and iii) case-DetSigSFR: for detector data, signal controller data and saturation flow rate. The performance of the model for different detection intervals is evaluated. It is observed that detection interval is not critical if signal timings are available. Comparable accuracy can be obtained from larger detection interval with signal timings or from shorter detection interval without signal timings. The performance for case-DetSig and for case-DetSigSFR is consistent with accuracy generally more than 95% whereas, case-Det is highly sensitive to the signal phases in the detection interval and its performance is uncertain if detection interval is integral multiple of signal cycles.

Near real-time prediction of Zenith Tropospheric Delays for position estimation over long-baseline CORS network

This paper presents the preliminary results in establishing a strategy for predicting Zenith Tropospheric Delay (ZTD) and relative ZTD (rZTD) between Continuous Operating Reference Stations (CORS) in near real-time. It is anticipated that the predicted ZTD or rZTD can assist the network-based Real-Time Kinematic (RTK) performance over long inter-station distances, ultimately, enabling a cost effective method of delivering precise positioning services to sparsely populated regional areas, such as Queensland. This research firstly investigates two ZTD solutions: 1) the post-processed IGS ZTD solution and 2) the near Real-Time ZTD solution. The near Real-Time solution is obtained through the GNSS processing software package (Bernese) that has been deployed for this project. The predictability of the near Real-Time Bernese solution is analyzed and compared to the post-processed IGS solution where it acts as the benchmark solution. The predictability analyses were conducted with various prediction time of 15, 30, 45, and 60 minutes to determine the error with respect to timeliness. The predictability of ZTD and relative ZTD is determined (or characterized) by using the previously estimated ZTD as the predicted ZTD of current epoch. This research has shown that both the ZTD and relative ZTD predicted errors are random in nature; the STD grows from a few millimeters to sub-centimeters while the predicted delay interval ranges from 15 to 60 minutes. Additionally, the RZTD predictability shows very little dependency on the length of tested baselines of up to 1000 kilometers. Finally, the comparison of near Real-Time Bernese solution with IGS solution has shown a slight degradation in the prediction accuracy. The less accurate NRT solution has an STD error of 1cm within the delay of 50 minutes. However, some larger errors of up to 10cm are observed.

Generalized binomial Tau-leap method for biochemical kinetics incorporating both delay and intrinsic noise

The delay stochastic simulation algorithm (DSSA) by Barrio et al. [Plos Comput. Biol.2, 117–E (2006)] was developed to simulate delayed processes in cell biology in the presence of intrinsic noise, that is, when there are small-to-moderate numbers of certain key molecules present in a chemical reaction system. These delayed processes can faithfully represent complex interactions and mechanisms that imply a number of spatiotemporal processes often not explicitly modeled such as transcription and translation, basic in the modeling of cell signaling pathways. However, for systems with widely varying reaction rate constants or large numbers of molecules, the simulation time steps of both the stochastic simulation algorithm (SSA) and the DSSA can become very small causing considerable computational overheads. In order to overcome the limit of small step sizes, various τ-leap strategies have been suggested for improving computational performance of the SSA. In this paper, we present a binomial τ- DSSA method that extends the τ-leap idea to the delay setting and avoids drawing insufficient numbers of reactions, a common shortcoming of existing binomial τ-leap methods that becomes evident when dealing with complex chemical interactions. The resulting inaccuracies are most evident in the delayed case, even when considering reaction products as potential reactants within the same time step in which they are produced. Moreover, we extend the framework to account for multicellular systems with different degrees of intercellular communication. We apply these ideas to two important genetic regulatory models, namely, the hes1 gene, implicated as a molecular clock, and a Her1/Her 7 model for coupled oscillating cells.