A variable stepsize implementation for stochastic differential equations

Stochastic differential equations (SDEs) arise from physical systems where the parameters describing the system can only be estimated or are subject to noise. Much work has been done recently on developing higher order Runge-Kutta methods for solving SDEs numerically. Fixed stepsize implementations of numerical methods have limitations when, for example, the SDE being solved is stiff as this forces the stepsize to be very small. This paper presents a completely general variable stepsize implementation of an embedded Runge Kutta pair for solving SDEs numerically; in this implementation, there is no restriction on the value used for the stepsize, and it is demonstrated that the integration remains on the correct Brownian path.

Mathematical models of bubble evolution in a Hele-Shaw Cell

This thesis concerns the mathematical model of moving fluid interfaces in a Hele-Shaw cell: an experimental device in which fluid flow is studied by sandwiching the fluid between two closely separated plates. Analytic and numerical methods are developed to gain new insights into interfacial stability and bubble evolution, and the influence of different boundary effects is examined. In particular, the properties of the velocity-dependent kinetic undercooling boundary condition are analysed, with regard to the selection of only discrete possible shapes of travelling fingers of fluid, the formation of corners on the interface, and the interaction of kinetic undercooling with the better known effect of surface tension. Explicit solutions to the problem of an expanding or contracting ring of fluid are also developed.

Multiscale coupling and multiphysics approaches in earth sciences : theory

Measuring Earth material behaviour on time scales of millions of years transcends our current capability in the laboratory. We review an alternative path considering multiscale and multiphysics approaches with quantitative structure-property relationships. This approach allows a sound basis to incorporate physical principles such as chemistry, thermodynamics, diffusion and geometry-energy relations into simulations and data assimilation on the vast range of length and time scales encountered in the Earth. We identify key length scales for Earth systems processes and find a substantial scale separation between chemical, hydrous and thermal diffusion. We propose that this allows a simplified two-scale analysis where the outputs from the micro-scale model can be used as inputs for meso-scale simulations, which then in turn becomes the micro-model for the next scale up. We present two fundamental theoretical approaches to link the scales through asymptotic homogenisation from a macroscopic thermodynamic view and percolation renormalisation from a microscopic, statistical mechanics view.

Socio-demographic characteristics, modifiable lifestyle factors, and health as predictors of mental health in midlife and older Australian women: a multilevel investigation

Background Poor mental health is a significant cause of morbidity and mortality, yet debate continues about factors most likely to predict poor mental health outcomes. Objective This cohort study examines the influence of modifiable lifestyle factors, menopausal symptoms, and physical health on the mental health of midlife and older Australian women. Methods: Random sampling was used to recruit women aged 40-55, from rural and urban areas of Queensland, Australia. Overall, 340 women completed mailed surveys on socio-demographic characteristics, midlife symptoms (Greene Climacteric Scale©), modifiable lifestyle factors, and mental health (SF-12©) in 2001, 2004 and 2011. Hierarchical repeated-measure models were used to explore the correlates of poor mental health over time. Results The mean age [SD] at baseline was 55 [2.7] years, most were married (73%, n=248) and 18% were pre-menopausal. The model suggested that variance in mental health widened and showed a non-linear increase with age. Decrements in mental health were associated with an increase in midlife symptoms (Greene psychological scale, P <0.01; Greene somatic scale, P <0.05), time (P <0.01), poor physical health (P <0.01) and individual variance (P <0.01). Socio-demographics and lifestyle factors had little influence on mental health over time. Conclusion Findings suggest that while women’s mental health may decline during midlife, the effect is temporary; in older women, physical health and individual factors seem to be increasingly significant. This research highlights the importance of active health promotion as a means of enhancing both physical and mental health in midlife women.

Cohabitation, marriage, and divorce in a model of match quality

The objective of this research is to further our understanding of how and why individuals enter and leave coresidential relationships. We develop and estimate an economic model of nonmarital cohabitation, marriage, and divorce that is consistent with current data on the formation and dissolution of relationships. Jovanovic's (Journal of Political Economy 87 (1979), 972-90) theoretical matching model is extended to help explain household formation and dissolution behavior. Implications of the model reveal what factors influence the decision to start a relationship, what form this relationship will take, and the relative stability of the various types of unions. The structural parameters of the model are estimated using longitudinal data from a sample of female high school seniors from the United States. New numerical methods are developed to reduce computational costs associated with estimation. The empirical results have interesting interpretations given the structural model. They show that a significant cause of cohabitation is the need to learn about potential partners and to hedge against future bad shocks. The estimated parameters are used to conduct several comparative dynamic experiments. For example, we show that policy experiments changing the cost of divorce have little effect on relationship choices.

On helical shear of a compressible elastic circular cylindrical tube

In this paper we examine the combined azimuthal and axial shear of a compressible isotropic elastic circular cylindrical tube of finite extent, otherwise referred to as helical shear (which is an isochoric deformation). The equilibrium equations are formulated in terms of the principal stretches, and explicit necessary and sufficient conditions on the strain-energy function for the material to support this deformation are obtained and compared with those obtained previously for this problem. Several classes of strain-energy functions are derived and in some general cases complete solutions of the equilibrium equations are obtained. Existing results are recovered as special cases and some new results for the strain-energy functions derived are determined and discussed.

A comparison of stability and bifurcation criteria for inflated spherical elastic shells

The nonlinear stability analysis introduced by Chen and Haughton [1] is employed to study the full nonlinear stability of the non-homogeneous spherically symmetric deformation of an elastic thick-walled sphere. The shell is composed of an arbitrary homogeneous, incompressible elastic material. The stability criterion ultimately requires the solution of a third-order nonlinear ordinary differential equation. Numerical calculations performed for a wide variety of well-known incompressible materials are then compared with existing bifurcation results and are found to be identical. Further analysis and comparison between stability and bifurcation are conducted for the case of thin shells and we prove by direct calculation that the two criteria are identical for all modes and all materials.

Experimental and statistical investigation of Australian native plants for second-generation biodiesel production

This work explores the potential of Australian native plants as a source of second-generation biodiesel for internal combustion engines application. Biodiesels were evaluated from a number of non-edible oil seeds which are grow naturally in Queensland, Australia. The quality of the produced biodiesels has been investigated by several experimental and numerical methods. The research methodology and numerical model developed in this study can be used for a broad range of biodiesel feedstocks and for the future development of renewable native biodiesel in Australia.

Laminar and turbulent natural convection in rectangular cavities

"This chapter discusses laminar and turbulent natural convection in rectangular cavities. Natural convection in rectangular two-dimensional cavities has become a standard problem in numerical heat transfer because of its relevance in understanding a number of problems in engineering. Current research identified a number of difficulties with regard to the numerical methods and the turbulence modeling for this class of flows. Obtaining numerical predictions at high Rayleigh numbers proved computationally expensive such that results beyond Ra ∼ 1014 are rarely reported. The chapter discusses a study in which it was found that turbulent computations in square cavities can't be extended beyond Ra ∼ O (1012) despite having developed a code that proved very efficient for the high Ra laminar regime. As the Rayleigh number increased, thin boundary layers began to form next to the vertical walls, and the central region became progressively more stagnant and highly stratified. Results obtained for the high Ra laminar regime were in good agreement with existing studies. Turbulence computations, although of a preliminary nature, indicated that a second moment closure model was capable of predicting the experimentally observed flow features."--Publisher Summary

A Numerical Solution Using an Adaptively Preconditioned Lanczos Method for a Class of Linear Systems Related with the Fractional Poisson Equation

This study considers the solution of a class of linear systems related with the fractional Poisson equation (FPE) (−∇2)α/2φ=g(x,y) with nonhomogeneous boundary conditions on a bounded domain. A numerical approximation to FPE is derived using a matrix representation of the Laplacian to generate a linear system of equations with its matrix A raised to the fractional power α/2. The solution of the linear system then requires the action of the matrix function f(A)=A−α/2 on a vector b. For large, sparse, and symmetric positive definite matrices, the Lanczos approximation generates f(A)b≈β0Vmf(Tm)e1. This method works well when both the analytic grade of A with respect to b and the residual for the linear system are sufficiently small. Memory constraints often require restarting the Lanczos decomposition; however this is not straightforward in the context of matrix function approximation. In this paper, we use the idea of thick-restart and adaptive preconditioning for solving linear systems to improve convergence of the Lanczos approximation. We give an error bound for the new method and illustrate its role in solving FPE. Numerical results are provided to gauge the performance of the proposed method relative to exact analytic solutions.

A numerical method to quantify differential axial shortening in concrete buildings

Differential distortion comprising axial shortening and consequent rotation in concrete buildings is caused by the time dependent effects of “shrinkage”, “creep” and “elastic” deformation. Reinforcement content, variable concrete modulus, volume to surface area ratio of elements and environmental conditions influence these distortions and their detrimental effects escalate with increasing height and geometric complexity of structure and non vertical load paths. Differential distortion has a significant impact on building envelopes, building services, secondary systems and the life time serviceability and performance of a building. Existing methods for quantifying these effects are unable to capture the complexity of such time dependent effects. This paper develops a numerical procedure that can accurately quantify the differential axial shortening that contributes significantly to total distortion in concrete buildings by taking into consideration (i) construction sequence and (ii) time varying values of Young’s Modulus of reinforced concrete and creep and shrinkage. Finite element techniques are used with time history analysis to simulate the response to staged construction. This procedure is discussed herein and illustrated through an example.

Look before you leap : a confidence-based method for selecting species criticality while avoiding negative populations in τ-leaping

The stochastic simulation algorithm was introduced by Gillespie and in a different form by Kurtz. There have been many attempts at accelerating the algorithm without deviating from the behavior of the simulated system. The crux of the explicit τ-leaping procedure is the use of Poisson random variables to approximate the number of occurrences of each type of reaction event during a carefully selected time period, τ. This method is acceptable providing the leap condition, that no propensity function changes “significantly” during any time-step, is met. Using this method there is a possibility that species numbers can, artificially, become negative. Several recent papers have demonstrated methods that avoid this situation. One such method classifies, as critical, those reactions in danger of sending species populations negative. At most, one of these critical reactions is allowed to occur in the next time-step. We argue that the criticality of a reactant species and its dependent reaction channels should be related to the probability of the species number becoming negative. This way only reactions that, if fired, produce a high probability of driving a reactant population negative are labeled critical. The number of firings of more reaction channels can be approximated using Poisson random variables thus speeding up the simulation while maintaining the accuracy. In implementing this revised method of criticality selection we make use of the probability distribution from which the random variable describing the change in species number is drawn. We give several numerical examples to demonstrate the effectiveness of our new method.

Numerical simulation of red blood cells' deformation using SPH method

A numerical simulation method for the Red Blood Cells’ (RBC) deformation is presented in this study. The two-dimensional RBC membrane is modeled by the spring network, where the elastic stretch/compression energy and the bending energy are considered with the constraint of constant RBC surface area. Smoothed Particle Hydrodynamics (SPH) method is used to solve the Navier-Stokes equation coupled with the Plasma-RBC membrane and Cytoplasm- RBC membrane interaction. To verify the method, the motion of a single RBC is simulated in Poiseuille flow and compared with the results reported earlier. Typical motion and deformation mechanism of the RBC is observed.

A bridging transition technique for the combination of meshfree method with finite element method in 2D solids and structures

For certain continuum problems, it is desirable and beneficial to combine two different methods together in order to exploit their advantages while evading their disadvantages. In this paper, a bridging transition algorithm is developed for the combination of the meshfree method (MM) with the finite element method (FEM). In this coupled method, the meshfree method is used in the sub-domain where the MM is required to obtain high accuracy, and the finite element method is employed in other sub-domains where FEM is required to improve the computational efficiency. The MM domain and the FEM domain are connected by a transition (bridging) region. A modified variational formulation and the Lagrange multiplier method are used to ensure the compatibility of displacements and their gradients. To improve the computational efficiency and reduce the meshing cost in the transition region, regularly distributed transition particles, which are independent of either the meshfree nodes or the FE nodes, can be inserted into the transition region. The newly developed coupled method is applied to the stress analysis of 2D solids and structures in order to investigate its’ performance and study parameters. Numerical results show that the present coupled method is convergent, accurate and stable. The coupled method has a promising potential for practical applications, because it can take advantages of both the meshfree method and FEM when overcome their shortcomings.