Numerical methods for fractional partial differential equations with Riesz space fractional derivatives

In this paper, we consider the numerical solution of a fractional partial differential equation with Riesz space fractional derivatives (FPDE-RSFD) on a finite domain. Two types of FPDE-RSFD are considered: the Riesz fractional diffusion equation (RFDE) and the Riesz fractional advection–dispersion equation (RFADE). The RFDE is obtained from the standard diffusion equation by replacing the second-order space derivative with the Riesz fractional derivative of order αset membership, variant(1,2]. The RFADE is obtained from the standard advection–dispersion equation by replacing the first-order and second-order space derivatives with the Riesz fractional derivatives of order βset membership, variant(0,1) and of order αset membership, variant(1,2], respectively. Firstly, analytic solutions of both the RFDE and RFADE are derived. Secondly, three numerical methods are provided to deal with the Riesz space fractional derivatives, namely, the L1/L2-approximation method, the standard/shifted Grünwald method, and the matrix transform method (MTM). Thirdly, the RFDE and RFADE are transformed into a system of ordinary differential equations, which is then solved by the method of lines. Finally, numerical results are given, which demonstrate the effectiveness and convergence of the three numerical methods.

Employee engagement : the development of a three dimensional model of engagement; and an exploration of its relationship with affective leader behaviours

This study was designed to examine affective leader behaviours, and their impact on cognitive, affective and behavioural engagement. Researchers (e.g., Cropanzano & Mitchell, 2005; Moorman et al., 1998) have called for more research to be directed toward modelling and testing sets of relationships which better approximate the complexity associated with contemporary organisational experience. This research has attempted to do this by clarifying and defining the construct of engagement, and then by examining how each of the engagement dimensions are impacted by affective leader behaviours. Specifically, a model was tested that identifies leader behaviour antecedents of cognitive, affective and behavioural engagement. Data was collected from five public-sector organisations. Structural equation modelling was used to identify the relationships between the engagement dimensions and leader behaviours. The results suggested that affective leader behaviours had a substantial direct impact on cognitive engagement, which in turn influenced affective engagement, which then influenced intent to stay and extra-role performance. The results indicated a directional process for engagement, but particularly highlighted the significant impact of affective leader behaviours as an antecedent to engagement. In general terms, the findings will provide a platform from which to develop a robust measure of engagement, and will be helpful to human resource practitioners interested in understanding the directional process of engagement and the importance of affective leadership as an antecedent to engagement.

Three-dimensional reconstruction of an ancient Egyptian mummy

A complete series of cross-sectional computed tomography (CT) scans were obtained of a mummy of an Egyptian priestess, Tjenmutengebtiu, (Jeni), who lived in the twenty-second Dynasty (c. 945-715 BC). The purpose of this joint British Museum and St. Thomas’ Hospital project was effectively to ‘unwrap’ a mummy using cross-sectional X-rays. Jeni is encased in a beautifully decorated anthropomorphic cartonnage coffin. The head and neck were scanned with 2mm slices, the teeth with 1mm slices and the rest of the body with 4 mm slices, a 512 x 512 matrix was used. The 2D CT images, and 3D surface reconstruction’s, demonstrate many features of the embalming techniques and funerary customs of the XXII Dynasty. The presence of cloth protruding from the nasal cavities into the otherwise empty cranial cavity indicates that the brain was extracted via the nose. The remains of the heart can be seen as well as four organ packs corresponding to the mummified and repackaged lungs, intestines, stomach and liver. Each of the organ packs encloses a wax figurine representing one of the four sons of Horus. The teeth are in very good condition with little signs of wear, which, considering the gritty diet of the Egyptians, indicates that Jeni must have been very young when she died. A young age of death is also suggested by analysis of the shape of the molar teeth. The body is generally in very good condition demonstrating the consummate skill of the twenty-second Dynasty embalmers.

Stochastic modelling of financial time series with memory and multifractal scaling

Financial processes may possess long memory and their probability densities may display heavy tails. Many models have been developed to deal with this tail behaviour, which reflects the jumps in the sample paths. On the other hand, the presence of long memory, which contradicts the efficient market hypothesis, is still an issue for further debates. These difficulties present challenges with the problems of memory detection and modelling the co-presence of long memory and heavy tails. This PhD project aims to respond to these challenges. The first part aims to detect memory in a large number of financial time series on stock prices and exchange rates using their scaling properties. Since financial time series often exhibit stochastic trends, a common form of nonstationarity, strong trends in the data can lead to false detection of memory. We will take advantage of a technique known as multifractal detrended fluctuation analysis (MF-DFA) that can systematically eliminate trends of different orders. This method is based on the identification of scaling of the q-th-order moments and is a generalisation of the standard detrended fluctuation analysis (DFA) which uses only the second moment; that is, q = 2. We also consider the rescaled range R/S analysis and the periodogram method to detect memory in financial time series and compare their results with the MF-DFA. An interesting finding is that short memory is detected for stock prices of the American Stock Exchange (AMEX) and long memory is found present in the time series of two exchange rates, namely the French franc and the Deutsche mark. Electricity price series of the five states of Australia are also found to possess long memory. For these electricity price series, heavy tails are also pronounced in their probability densities. The second part of the thesis develops models to represent short-memory and longmemory financial processes as detected in Part I. These models take the form of continuous-time AR(∞) -type equations whose kernel is the Laplace transform of a finite Borel measure. By imposing appropriate conditions on this measure, short memory or long memory in the dynamics of the solution will result. A specific form of the models, which has a good MA(∞) -type representation, is presented for the short memory case. Parameter estimation of this type of models is performed via least squares, and the models are applied to the stock prices in the AMEX, which have been established in Part I to possess short memory. By selecting the kernel in the continuous-time AR(∞) -type equations to have the form of Riemann-Liouville fractional derivative, we obtain a fractional stochastic differential equation driven by Brownian motion. This type of equations is used to represent financial processes with long memory, whose dynamics is described by the fractional derivative in the equation. These models are estimated via quasi-likelihood, namely via a continuoustime version of the Gauss-Whittle method. The models are applied to the exchange rates and the electricity prices of Part I with the aim of confirming their possible long-range dependence established by MF-DFA. The third part of the thesis provides an application of the results established in Parts I and II to characterise and classify financial markets. We will pay attention to the New York Stock Exchange (NYSE), the American Stock Exchange (AMEX), the NASDAQ Stock Exchange (NASDAQ) and the Toronto Stock Exchange (TSX). The parameters from MF-DFA and those of the short-memory AR(∞) -type models will be employed in this classification. We propose the Fisher discriminant algorithm to find a classifier in the two and three-dimensional spaces of data sets and then provide cross-validation to verify discriminant accuracies. This classification is useful for understanding and predicting the behaviour of different processes within the same market. The fourth part of the thesis investigates the heavy-tailed behaviour of financial processes which may also possess long memory. We consider fractional stochastic differential equations driven by stable noise to model financial processes such as electricity prices. The long memory of electricity prices is represented by a fractional derivative, while the stable noise input models their non-Gaussianity via the tails of their probability density. A method using the empirical densities and MF-DFA will be provided to estimate all the parameters of the model and simulate sample paths of the equation. The method is then applied to analyse daily spot prices for five states of Australia. Comparison with the results obtained from the R/S analysis, periodogram method and MF-DFA are provided. The results from fractional SDEs agree with those from MF-DFA, which are based on multifractal scaling, while those from the periodograms, which are based on the second order, seem to underestimate the long memory dynamics of the process. This highlights the need and usefulness of fractal methods in modelling non-Gaussian financial processes with long memory.

Three-dimensional hydrogen-bonded structures in the 1:1 proton-transfer compounds of L-tartaric acid with the associative-group monosubstituted pyridines 3-minopyridine, 3-carboxypyridine (nicotinic acid) and 2-carboxypyridine (picolinic acid).

The 1:1 proton-transfer compounds of L-tartaric acid with 3-aminopyridine [3-aminopyridinium hydrogen (2R,3R)-tartrate dihydrate, C5H7N2+·C4H5O6-·2H2O, (I)], pyridine-3-carboxylic acid (nicotinic acid) [anhydrous 3-carboxypyridinium hydrogen (2R,3R)-tartrate, C6H6NO2+·C4H5O6-, (II)] and pyridine-2-carboxylic acid [2-carboxypyridinium hydrogen (2R,3R)-tartrate monohydrate, C6H6NO2+·C4H5O6-·H2O, (III)] have been determined. In (I) and (II), there is a direct pyridinium-carboxyl N+-HO hydrogen-bonding interaction, four-centred in (II), giving conjoint cyclic R12(5) associations. In contrast, the N-HO association in (III) is with a water O-atom acceptor, which provides links to separate tartrate anions through Ohydroxy acceptors. All three compounds have the head-to-tail C(7) hydrogen-bonded chain substructures commonly associated with 1:1 proton-transfer hydrogen tartrate salts. These chains are extended into two-dimensional sheets which, in hydrates (I) and (III) additionally involve the solvent water molecules. Three-dimensional hydrogen-bonded structures are generated via crosslinking through the associative functional groups of the substituted pyridinium cations. In the sheet struture of (I), both water molecules act as donors and acceptors in interactions with separate carboxyl and hydroxy O-atom acceptors of the primary tartrate chains, closing conjoint cyclic R44(8), R34(11) and R33(12) associations. Also, in (II) and (III) there are strong cation carboxyl-carboxyl O-HO hydrogen bonds [OO = 2.5387 (17) Å in (II) and 2.441 (3) Å in (III)], which in (II) form part of a cyclic R22(6) inter-sheet association. This series of heteroaromatic Lewis base-hydrogen L-tartrate salts provides further examples of molecular assembly facilitated by the presence of the classical two-dimensional hydrogen-bonded hydrogen tartrate or hydrogen tartrate-water sheet substructures which are expanded into three-dimensional frameworks via peripheral cation bifunctional substituent-group crosslinking interactions.

Combining electrospun scaffolds with electrosprayed hydrogels leads to three-dimensional cellularization of hybrid constructs

A common problem in the design of tissue engineered scaffolds using electrospun scaffolds is the poor cellular infiltration into the structure. To tackle this issue, three approaches to scaffold design using electrospinning were investigated: selective leaching of a water-soluble fiber phase (poly ethylene oxide (PEO) or gelatin), the use of micron-sized fibers as the scaffold, and a combination of micron-sized fibers with codeposition of a hyaluronic acid-derivative hydrogel, Heprasil. These designs were achieved by modifying a conventional electrospinning system with two charged capillaries and a rotating mandrel collector. Three types of scaffolds were fabricated: medical grade poly(epsilon-caprolactone)/collagen (mPCL/Col) cospun with PEO or gelatin, mPCL/Col meshes with micron-sized fibers, and mPCL/Col microfibers cosprayed with Heprasil. All three scaffold types supported attachment and proliferation of human fetal osteoblasts. However, selective leaching only marginally improved cellular infiltration when compared to meshes obtained by conventional electrospinning. Better cell penetration was seen in mPCL/Col microfibers, and this effect was more pronounced when Heprasil regions were present in the structure. Thus, such techniques could be further exploited for the design of cell permeable fibrous meshes for tissue engineering applications.

Modeling corneal surfaces with three-dimensional basis functions

Purpose: To ascertain the effectiveness of object-centered three-dimensional representations for the modeling of corneal surfaces. Methods: Three-dimensional (3D) surface decomposition into series of basis functions including: (i) spherical harmonics, (ii) hemispherical harmonics, and (iii) 3D Zernike polynomials were considered and compared to the traditional viewer-centered representation of two-dimensional (2D) Zernike polynomial expansion for a range of retrospective videokeratoscopic height data from three clinical groups. The data were collected using the Medmont E300 videokeratoscope. The groups included 10 normal corneas with corneal astigmatism less than −0.75 D, 10 astigmatic corneas with corneal astigmatism between −1.07 D and 3.34 D (Mean = −1.83 D, SD = ±0.75 D), and 10 keratoconic corneas. Only data from the right eyes of the subjects were considered. Results: All object-centered decompositions led to significantly better fits to corneal surfaces (in terms of the RMS error values) than the corresponding 2D Zernike polynomial expansions with the same number of coefficients, for all considered corneal surfaces, corneal diameters (2, 4, 6, and 8 mm), and model orders (4th to 10th radial orders) The best results (smallest RMS fit error) were obtained with spherical harmonics decomposition which lead to about 22% reduction in the RMS fit error, as compared to the traditional 2D Zernike polynomials. Hemispherical harmonics and the 3D Zernike polynomials reduced the RMS fit error by about 15% and 12%, respectively. Larger reduction in RMS fit error was achieved for smaller corneral diameters and lower order fits. Conclusions: Object-centered 3D decompositions provide viable alternatives to traditional viewer-centered 2D Zernike polynomial expansion of a corneal surface. They achieve better fits to videokeratoscopic height data and could be particularly suited to the analysis of multiple corneal measurements, where there can be slight variations in the position of the cornea from one map acquisition to the next.

One-dimensional hydrogen-bonded structures in the 1:1 proton-transfer salts of 4,5-dichlorophthalic acid with the aliphatic Lewis bases diisopropylamine and hexamethylenetetramine

The crystal structures of the 1:1 proton-transfer compounds of 4,5-dichlorophthalic acid with the aliphatic Lewis bases diisopropylamine and hexamethylenetetramine, viz. diisopropylaminium 2-carboxy-4,5-dichlorobenzoate (1) and hexamethylenetetraminium 2-carboxy-4,5-dichlorobenzoate hemihydrate (2), have been determined. Crystals of both 1 and 2 are triclinic, space group P-1, with Z = 2 in cells with a = 7.0299(5), b = 9.4712(7), c = 12.790(1)Å, α = 99.476(6), β = 100.843(6), γ = 97.578(6)o (1) and a = 7.5624(8), b = 9.8918(8), c = 11.5881(16)Å, α = 65.660(6), β = 86.583(4), γ = 86.987(8)o (2). In each, one-dimensional hydrogen-bonded chain structures are found: in 1 formed through aminium N+-H...Ocarboxyl cation-anion interactions. In 2, the chains are formed through anion carboxyl O...H-Obridging water interactions with the cations peripherally bound. In both structures, the hydrogen phthalate anions are essentially planar with short intra-species carboxylic acid O-H...Ocarboxyl hydrogen bonds [O…O, 2.381(3) Å (1) and 2.381(8) Å (2)].

Infrastructure sustainability : differential axial shortening of concrete structures

High density development has been seen as a contribution to sustainable development. However, a number of engineering issues play a crucial role in the sustainable construction of high rise buildings. Non linear deformation of concrete has an adverse impact on high-rise buildings with complex geometries, due to differential axial shortening. These adverse effects are caused by time dependent behaviour resulting in volume change known as ‘shrinkage’, ‘creep’ and ‘elastic’ deformation. These three phenomena govern the behaviour and performance of all concrete elements, during and after construction. Reinforcement content, variable concrete modulus, volume to surface area ratio of the elements, environmental conditions, and construction quality and sequence influence on the performance of concrete elements and differential axial shortening will occur in all structural systems. Its detrimental effects escalate with increasing height and non vertical load paths resulting from geometric complexity. The magnitude of these effects has a significant impact on building envelopes, building services, secondary systems, and lifetime serviceability and performance. Analytical and test procedures available to quantify the magnitude of these effects are limited to a very few parameters and are not adequately rigorous to capture the complexity of true time dependent material response. With this in mind, a research project has been undertaken to develop an accurate numerical procedure to quantify the differential axial shortening of structural elements. The procedure has been successfully applied to quantify the differential axial shortening of a high rise building, and the important capabilities available in the procedure have been discussed. A new practical concept, based on the variation of vibration characteristic of structure during and after construction and used to quantify the axial shortening and assess the performance of structure, is presented.

Hydrate stabilization in the three-dimensional hydrogen-bonded structure of the brucinium compound, bis(2,3-dimethoxy-10-oxostrychnidinium) biphenyl-4,4'-disulfonate hexahydrate

The crystal structure of the 2:1 proton-transfer compound of brucine with biphenyl-4,4’-disulfonate, bis(2,3-dimethoxy-10-oxostrychnidinium) biphenyl-4,4'-disulfonate hexahydrate (1) has been determined at 173 K. Crystals are monoclinic, space group P21 with Z = 2 in a cell with a = 8.0314(2), b = 29.3062(9), c = 12.2625(3) Å, β = 101.331(2)o. The crystallographic asymmetric unit comprises two brucinium cations, a biphenyl-4,4'-disulfonate dianion and six water molecules of solvation. The brucinium cations form a variant of the common undulating and overlapping head-to-tail sheet sub-structure. The sulfonate dianions are also linked head-to-tail by hydrogen bonds into parallel zig-zag chains through clusters of six water molecules of which five are inter-associated, featuring conjoint cyclic eight-membered hydrogen-bonded rings [graph sets R33(8) and R34(8)], comprising four of the water molecules and closed by sulfonate O-acceptors. These chain structures occupy the cavities between the brucinium cation sheets and are linked to them peripherally through both brucine N+-H...Osulfonate and Ocarbonyl…H-Owater to sulfonate O bridging hydrogen bonds, forming an overall three-dimensional framework structure. This structure determination confirms the importance of water in the stabilization of certain brucine compounds which have inherent crystal instability.