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.

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.

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.

Further development of discrete computational techniques for calculation of restricted diffusion propagators in porous media

Magnetic resonance is a well-established tool for structural characterisation of porous media. Features of pore-space morphology can be inferred from NMR diffusion-diffraction plots or the time-dependence of the apparent diffusion coefficient. Diffusion NMR signal attenuation can be computed from the restricted diffusion propagator, which describes the distribution of diffusing particles for a given starting position and diffusion time. We present two techniques for efficient evaluation of restricted diffusion propagators for use in NMR porous-media characterisation. The first is the Lattice Path Count (LPC). Its physical essence is that the restricted diffusion propagator connecting points A and B in time t is proportional to the number of distinct length-t paths from A to B. By using a discrete lattice, the number of such paths can be counted exactly. The second technique is the Markov transition matrix (MTM). The matrix represents the probabilities of jumps between every pair of lattice nodes within a single timestep. The propagator for an arbitrary diffusion time can be calculated as the appropriate matrix power. For periodic geometries, the transition matrix needs to be defined only for a single unit cell. This makes MTM ideally suited for periodic systems. Both LPC and MTM are closely related to existing computational techniques: LPC, to combinatorial techniques; and MTM, to the Fokker-Planck master equation. The relationship between LPC, MTM and other computational techniques is briefly discussed in the paper. Both LPC and MTM perform favourably compared to Monte Carlo sampling, yielding highly accurate and almost noiseless restricted diffusion propagators. Initial tests indicate that their computational performance is comparable to that of finite element methods. Both LPC and MTM can be applied to complicated pore-space geometries with no analytic solution. We discuss the new methods in the context of diffusion propagator calculation in porous materials and model biological tissues.

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.