On selecting an optimal wavelet for detecting singularities in traffic and vehicular data

Serving as a powerful tool for extracting localized variations in non-stationary signals, applications of wavelet transforms (WTs) in traffic engineering have been introduced; however, lacking in some important theoretical fundamentals. In particular, there is little guidance provided on selecting an appropriate WT across potential transport applications. This research described in this paper contributes uniquely to the literature by first describing a numerical experiment to demonstrate the shortcomings of commonly-used data processing techniques in traffic engineering (i.e., averaging, moving averaging, second-order difference, oblique cumulative curve, and short-time Fourier transform). It then mathematically describes WT’s ability to detect singularities in traffic data. Next, selecting a suitable WT for a particular research topic in traffic engineering is discussed in detail by objectively and quantitatively comparing candidate wavelets’ performances using a numerical experiment. Finally, based on several case studies using both loop detector data and vehicle trajectories, it is shown that selecting a suitable wavelet largely depends on the specific research topic, and that the Mexican hat wavelet generally gives a satisfactory performance in detecting singularities in traffic and vehicular data.

Free surface flow past topography : a beyond-all-orders approach

The problem of steady subcritical free surface flow past a submerged inclined step is considered. The asymptotic limit of small Froude number is treated, with particular emphasis on the effect that changing the angle of the step face has on the surface waves. As demonstrated by Chapman & Vanden-Broeck (2006), the divergence of a power series expansion in powers of the square of the Froude number is caused by singularities in the analytic continuation of the free surface; for an inclined step, these singularities may correspond to either the corners or stagnation points of the step, or both, depending on the angle of incline. Stokes lines emanate from these singularities, and exponentially small waves are switched on at the point the Stokes lines intersect with the free surface. Our results suggest that for a certain range of step angles, two wavetrains are switched on, but the exponentially subdominant one is switched on first, leading to an intermediate wavetrain not previously noted. We extend these ideas to the problem of flow over a submerged bump or trench, again with inclined sides. This time there may be two, three or four active Stokes lines, depending on the inclination angles. We demonstrate how to construct a base topography such that wave contributions from separate Stokes lines are of equal magnitude but opposite phase, thus cancelling out. Our asymptotic results are complemented by numerical solutions to the fully nonlinear equations.

New exact solutions for Hele-Shaw flow in doubly connected regions

Radial Hele-Shaw flows are treated analytically using conformal mapping techniques. The geometry of interest has a doubly-connected annular region of viscous fluid surrounding an inviscid bubble that is either expanding or contracting due to a pressure difference caused by injection or suction of the inviscid fluid. The zero-surface-tension problem is ill-posed for both bubble expansion and contraction, as both scenarios involve viscous fluid displacing inviscid fluid. Exact solutions are derived by tracking the location of singularities and critical points in the analytic continuation of the mapping function. We show that by treating the critical points, it is easy to observe finite-time blow-up, and the evolution equations may be written in exact form using complex residues. We present solutions that start with cusps on one interface and end with cusps on the other, as well as solutions that have the bubble contracting to a point. For the latter solutions, the bubble approaches an ellipse in shape at extinction.

Mathematical modelling of controlled drug release from polymer micro-spheres : incorporating the effects of swelling, diffusion and dissolution via moving boundary problems

Controlled drug delivery is a key topic in modern pharmacotherapy, where controlled drug delivery devices are required to prolong the period of release, maintain a constant release rate, or release the drug with a predetermined release profile. In the pharmaceutical industry, the development process of a controlled drug delivery device may be facilitated enormously by the mathematical modelling of drug release mechanisms, directly decreasing the number of necessary experiments. Such mathematical modelling is difficult because several mechanisms are involved during the drug release process. The main drug release mechanisms of a controlled release device are based on the device’s physiochemical properties, and include diffusion, swelling and erosion. In this thesis, four controlled drug delivery models are investigated. These four models selectively involve the solvent penetration into the polymeric device, the swelling of the polymer, the polymer erosion and the drug diffusion out of the device but all share two common key features. The first is that the solvent penetration into the polymer causes the transition of the polymer from a glassy state into a rubbery state. The interface between the two states of the polymer is modelled as a moving boundary and the speed of this interface is governed by a kinetic law. The second feature is that drug diffusion only happens in the rubbery region of the polymer, with a nonlinear diffusion coefficient which is dependent on the concentration of solvent. These models are analysed by using both formal asymptotics and numerical computation, where front-fixing methods and the method of lines with finite difference approximations are used to solve these models numerically. This numerical scheme is conservative, accurate and easily implemented to the moving boundary problems and is thoroughly explained in Section 3.2. From the small time asymptotic analysis in Sections 5.3.1, 6.3.1 and 7.2.1, these models exhibit the non-Fickian behaviour referred to as Case II diffusion, and an initial constant rate of drug release which is appealing to the pharmaceutical industry because this indicates zeroorder release. The numerical results of the models qualitatively confirms the experimental behaviour identified in the literature. The knowledge obtained from investigating these models can help to develop more complex multi-layered drug delivery devices in order to achieve sophisticated drug release profiles. A multi-layer matrix tablet, which consists of a number of polymer layers designed to provide sustainable and constant drug release or bimodal drug release, is also discussed in this research. The moving boundary problem describing the solvent penetration into the polymer also arises in melting and freezing problems which have been modelled as the classical onephase Stefan problem. The classical one-phase Stefan problem has unrealistic singularities existed in the problem at the complete melting time. Hence we investigate the effect of including the kinetic undercooling to the melting problem and this problem is called the one-phase Stefan problem with kinetic undercooling. Interestingly we discover the unrealistic singularities existed in the classical one-phase Stefan problem at the complete melting time are regularised and also find out the small time behaviour of the one-phase Stefan problem with kinetic undercooling is different to the classical one-phase Stefan problem from the small time asymptotic analysis in Section 3.3. In the case of melting very small particles, it is known that surface tension effects are important. The effect of including the surface tension to the melting problem for nanoparticles (no kinetic undercooling) has been investigated in the past, however the one-phase Stefan problem with surface tension exhibits finite-time blow-up. Therefore we investigate the effect of including both the surface tension and kinetic undercooling to the melting problem for nanoparticles and find out the the solution continues to exist until complete melting. The investigation of including kinetic undercooling and surface tension to the melting problems reveals more insight into the regularisations of unphysical singularities in the classical one-phase Stefan problem. This investigation gives a better understanding of melting a particle, and contributes to the current body of knowledge related to melting and freezing due to heat conduction.

Development of optimal designs of insulated rail joints

Proper functioning of Insulated Rail Joints (IRJs) is essential for the safe operation of the railway signalling systems and broken rail identification circuitries. The Conventional IRJ (CIRJ) resembles structural butt joints consisting of two pieces of rails connected together through two joint bars on either side of their web and the assembly is held together through pre-tensioned bolts. As the IRJs should maintain electrical insulation between the two rails, a gap between the rail ends must be retained at all times and all metal contacting surfaces should be electrically isolated from each other using non-conductive material. At the gap, the rail ends lose longitudinal continuity and hence the vertical sections of the rail ends are often severely damaged, especially at the railhead, due to the passage of wheels compared to other continuously welded rail sections. Fundamentally, the reason for the severe damage can be related to the singularities of the wheel-rail contact pressure and the railhead stress. No new generation designs that have emerged in the market to date have focussed on this fundamental; they only have provided attention to either the higher strength materials or the thickness of the sections of various components of the IRJs. In this thesis a novel method of shape optimisation of the railhead is developed to eliminate the pressure and stress singularities through changes to the original sharp corner shaped railhead into an arc profile in the longitudinal direction. The optimal shape of the longitudinal railhead profile has been determined using three nongradient methods in search of accuracy and efficiency: (1) Grid Search Method; (2) Genetic Algorithm Method and (3) Hybrid Genetic Algorithm Method. All these methods have been coupled with a parametric finite element formulation for the evaluation of the objective function for each iteration or generation depending on the search algorithm employed. The optimal shape derived from these optimisation methods is termed as Stress Minimised Railhead (SMRH) in this thesis. This optimal SMRH design has exhibited significantly reduced stress concentration that remains well below the yield strength of the head hardened rail steels and has shifted the stress concentration location away from the critical zone of the railhead end. The reduction in the magnitude and the relocation of the stress concentration in the SMRH design has been validated through a full scale wheel – railhead interaction test rig; Railhead strains under the loaded wheels have been recorded using a non-contact digital image correlation method. Experimental study has confirmed the accuracy of the numerical predications. Although the SMRH shaped IRJs eliminate stress singularities, they can still fail due to joint bar or bolt hole cracking; therefore, another conceptual design, termed as Embedded IRJ (EIRJ) in this thesis, with no joint bars and pre-tensioned bolts has been developed using a multi-objective optimisation formulation based on the coupled genetic algorithm – parametric finite element method. To achieve the required structural stiffness for the safe passage of the loaded wheels, the rails were embedded into the concrete of the post tensioned sleepers; the optimal solutions for the design of the EIRJ is shown to simplify the design through the elimination of the complex interactions and failure modes of the various structural components of the CIRJ. The practical applicability of the optimal shapes SMRH and EIRJ is demonstrated through two illustrative examples, termed as improved designs (IMD1 & IMD2) in this thesis; IMD1 is a combination of the CIRJ and the SMRH designs, whilst IMD2 is a combination of the EIRJ and SMRH designs. These two improved designs have been simulated for two key operating (speed and wagon load) and design (wheel diameter) parameters that affect the wheel-rail contact; the effect of these parameters has been found to be negligible to the performance of the two improved designs and the improved designs are in turn found far superior to the current designs of the CIRJs in terms of stress singularities and deformation under the passage of the loaded wheels. Therefore, these improved designs are expected to provide longer service life in relation to the CIRJs.

Novel solutions for a model of wound healing angiogenesis

We prove the existence of novel, shock-fronted travelling wave solutions to a model of wound healing angiogenesis studied in Pettet et al (2000 IMA J. Math. App. Med. 17 395–413) assuming two conjectures hold. In the previous work, the authors showed that for certain parameter values, a heteroclinic orbit in the phase plane representing a smooth travelling wave solution exists. However, upon varying one of the parameters, the heteroclinic orbit was destroyed, or rather cut-off, by a wall of singularities in the phase plane. As a result, they concluded that under this parameter regime no travelling wave solutions existed. Using techniques from geometric singular perturbation theory and canard theory, we show that a travelling wave solution actually still exists for this parameter regime. We construct a heteroclinic orbit passing through the wall of singularities via a folded saddle canard point onto a repelling slow manifold. The orbit leaves this manifold via the fast dynamics and lands on the attracting slow manifold, finally connecting to its end state. This new travelling wave is no longer smooth but exhibits a sharp front or shock. Finally, we identify regions in parameter space where we expect that similar solutions exist. Moreover, we discuss the possibility of more exotic solutions.

Adaptive finite element analysis of elliptic problems based on bubble-type local mesh generation

A new mesh adaptivity algorithm that combines a posteriori error estimation with bubble-type local mesh generation (BLMG) strategy for elliptic differential equations is proposed. The size function used in the BLMG is defined on each vertex during the adaptive process based on the obtained error estimator. In order to avoid the excessive coarsening and refining in each iterative step, two factor thresholds are introduced in the size function. The advantages of the BLMG-based adaptive finite element method, compared with other known methods, are given as follows: the refining and coarsening are obtained fluently in the same framework; the local a posteriori error estimation is easy to implement through the adjacency list of the BLMG method; at all levels of refinement, the updated triangles remain very well shaped, even if the mesh size at any particular refinement level varies by several orders of magnitude. Several numerical examples with singularities for the elliptic problems, where the explicit error estimators are used, verify the efficiency of the algorithm. The analysis for the parameters introduced in the size function shows that the algorithm has good flexibility.

Explicit finite element modelling of bridge girder bearing pedestals

Bridge girder bearings rest on pedestals to transfer the loading safely to the pier headstock. In spite of the existence of industry guidelines, due to construction complexities, such guidelines are often overlooked. Further, there is paucity of research on the performance of pedestals, although their failure could cause exorbitant maintenance costs. Although reinforced concrete pedestals are recommended in the industry design guidelines, unreinforced concrete and/ or epoxy glue pedestals are provided due to construction issues; such pedestals fail within a very short period of service. With a view to understanding the response of pedestals subject to monotonic loading, a three-dimensional nonlinear explicit finite element micro-model of unreinforced and reinforced concrete pedestals has been developed. Contact and material nonlinearity have been accounted for in the model. It is shown that the unreinforced concrete pedestals suffer from localised edge stress singularities, the failure of which was comparable to those in the field. The reinforced concrete pedestals, on the other hand, distribute the loading without edge stress singularity, again conforming to the field experience.

Experimental studies on the performance of rail joints with modified wheel/railhead contact

Rail joints are provided with a gap to account for thermal movement and to maintain electrical insulation for the control of signals and/or broken rail detection circuits. The gap in the rail joint is regarded as a source of significant problems for the rail industry since it leads to a very short rail service life compared with other track components due to the various, and difficult to predict, failure modes – thus increasing the risk for train operations. Many attempts to improve the life of rail joints have led to a large number of patents around the world; notable attempts include strengthening through larger-sized joint bars, an increased number of bolts and the use of high yield materials. Unfortunately, no design to date has shown the ability to prolong the life of the rail joints to values close to those for continuously welded rail (CWR). This paper reports the results of a fundamental study that has revealed that the wheel contact at the free edge of the railhead is a major problem since it generates a singularity in the contact pressure and railhead stresses. A design was therefore developed using an optimisation framework that prevents wheel contact at the railhead edge. Finite element modelling of the design has shown that the contact pressure and railhead stress singularities are eliminated, thus increasing the potential to work as effectively as a CWR that does not have a geometric gap. An experimental validation of the finite element results is presented through an innovative non-contact measurement of strains. Some practical issues related to grinding rails to the optimal design are also discussed.

Non-Newtonian mixed convection flow from a horizontal circular cylinder with uniform surface heat flux

Mixed convection laminar two-dimensional boundary-layer flow of non-Newtonian pseudo-plastic fluids is investigated from a horizontal circular cylinder with uniform surface heat flux using a modified power-law viscosity model, that contains no unrealistic limits of zero or infinite viscosity; consequently, no irremovable singularities are introduced into boundary-layer formulations for such fluids. The governing boundary layer equations are transformed into a non-dimensional form and the resulting nonlinear systems of partial differential equations are solved numerically applying marching order implicit finite difference method with double sweep technique. Numerical results are presented for the case of shear-thinning fluids in terms of the fluid temperature distributions, rate of heat transfer in terms of the local Nusselt number.