Memory of past random wave conditions in submarine groundwater discharge

Submarine groundwater discharge (SGD) is an integral part of the hydrological cycle and represents an important aspect of land-ocean interactions. We used a numerical model to simulate flow and salt transport in a nearshore groundwater aquifer under varying wave conditions based on yearlong random wave data sets, including storm surge events. The results showed significant flow asymmetry with rapid response of influxes and retarded response of effluxes across the seabed to the irregular wave conditions. While a storm surge immediately intensified seawater influx to the aquifer, the subsequent return of intruded seawater to the sea, as part of an increased SGD, was gradual. Using functional data analysis, we revealed and quantified retarded, cumulative effects of past wave conditions on SGD including the fresh groundwater and recirculating seawater discharge components. The retardation was characterized well by a gamma distribution function regardless of wave conditions. The relationships between discharge rates and wave parameters were quantifiable by a regression model in a functional form independent of the actual irregular wave conditions. This statistical model provides a useful method for analyzing and predicting SGD from nearshore unconfined aquifers affected by random waves

Constitutive modeling of shape memory alloy wire with non-local rate kinetics

A constitutive modeling approach for shape memory alloy (SMA) wire by taking into account the microstructural phase inhomogeneity and the associated solid-solid phase transformation kinetics is reported in this paper. The approach is applicable to general thermomechanical loading. Characterization of various scales in the non-local rate sensitive kinetics is the main focus of this paper. Design of SMA materials and actuators not only involve an optimal exploitation of the hysteresis loops during loading-unloading, but also accounts for fatigue and training cycle identifications. For a successful design of SMA integrated actuator systems, it is essential to include the microstructural inhomogeneity effects and the loading rate dependence of the martensitic evolution, since these factors play predominant role in fatigue. In the proposed formulation, the evolution of new phase is assumed according to Weibull distribution. Fourier transformation and finite difference methods are applied to arrive at the analytical form of two important scaling parameters. The ratio of these scaling parameters is of the order of 10(6) for stress-free temperature-induced transformation and 10(4) for stress-induced transformation. These scaling parameters are used in order to study the effect of microstructural variation on the thermo-mechanical force and interface driving force. It is observed that the interface driving force is significant during the evolution. Increase in the slopes of the transformation start and end regions in the stress-strain hysteresis loop is observed for mechanical loading with higher rates.

Structure and dynamics of two-dimensional sheared granular flows

The structure and dynamics of the two-dimensional linear shear flow of inelastic disks at high area fractions are analyzed. The event-driven simulation technique is used in the hard-particle limit, where the particles interact through instantaneous collisions. The structure (relative arrangement of particles) is analyzed using the bond-orientational order parameter. It is found that the shear flow reduces the order in the system, and the order parameter in a shear flow is lower than that in a collection of elastic hard disks at equilibrium. The distribution of relative velocities between colliding particles is analyzed. The relative velocity distribution undergoes a transition from a Gaussian distribution for nearly elastic particles, to an exponential distribution at low coefficients of restitution. However, the single-particle distribution function is close to a Gaussian in the dense limit, indicating that correlations between colliding particles have a strong influence on the relative velocity distribution. This results in a much lower dissipation rate than that predicted using the molecular chaos assumption, where the velocities of colliding particles are considered to be uncorrelated.

Statistically steady turbulence in thin films: direct numerical simulations with Ekman friction

We present a detailed direct numerical simulation (DNS) of the two-dimensional Navier-Stokes equation with the incompressibility constraint and air-drag-induced Ekman friction; our DNS has been designed to investigate the combined effects of walls and such a friction on turbulence in forced thin films. We concentrate on the forward-cascade regime and show how to extract the isotropic parts of velocity and vorticity structure functions and hence the ratios of multiscaling exponents. We find that velocity structure functions display simple scaling, whereas their vorticity counterparts show multiscaling, and the probability distribution function of the Weiss parameter 3, which distinguishes between regions with centers and saddles, is in quantitative agreement with experiments.

Finite volume TVD formulation of lattice Boltzmann simulation on unstructured mesh

A numerical scheme is presented for accurate simulation of fluid flow using the lattice Boltzmann equation (LBE) on unstructured mesh. A finite volume approach is adopted to discretize the LBE on a cell-centered, arbitrary shaped, triangular tessellation. The formulation includes a formal, second order discretization using a Total Variation Diminishing (TVD) scheme for the terms representing advection of the distribution function in physical space, due to microscopic particle motion. The advantage of the LBE approach is exploited by implementing the scheme in a new computer code to run on a parallel computing system. Performance of the new formulation is systematically investigated by simulating four benchmark flows of increasing complexity, namely (1) flow in a plane channel, (2) unsteady Couette flow, (3) flow caused by a moving lid over a 2D square cavity and (4) flow over a circular cylinder. For each of these flows, the present scheme is validated with the results from Navier-Stokes computations as well as lattice Boltzmann simulations on regular mesh. It is shown that the scheme is robust and accurate for the different test problems studied.

Hierarchical Bayesian modelling of plant pest invasions with human-mediated dispersal

Hierarchical Bayesian models can assimilate surveillance and ecological information to estimate both invasion extent and model parameters for invading plant pests spread by people. A reliability analysis framework that can accommodate multiple dispersal modes is developed to estimate human-mediated dispersal parameters for an invasive species. Uncertainty in the observation process is modelled by accounting for local natural spread and population growth within spatial units. Broad scale incursion dynamics are based on a mechanistic gravity model with a Weibull distribution modification to incorporate a local pest build-up phase. The model uses Markov chain Monte Carlo simulations to infer the probability of colonisation times for discrete spatial units and to estimate connectivity parameters between these units. The hierarchical Bayesian model with observational and ecological components is applied to a surveillance dataset for a spiralling whitefly (Aleurodicus dispersus) invasion in Queensland, Australia. The model structure provides a useful application that draws on surveillance data and ecological knowledge that can be used to manage the risk of pest movement.

Dynamics of dense sheared granular flows. Part II. The relative velocity distributions

The distribution of relative velocities between colliding particles in shear flows of inelastic spheres is analysed in the Volume fraction range 0.4-0.64. Particle interactions are considered to be due to instantaneous binary collisions, and the collision model has a normal coefficient of restitution e(n) (negative of the ratio of the post- and pre-collisional relative velocities of the particles along the line joining the centres) and a tangential coefficient of restitution e(t) (negative of the ratio of post- and pre-collisional velocities perpendicular to line joining the centres). The distribution or pre-collisional normal relative velocities (along the line Joining the centres of the particles) is Found to be an exponential distribution for particles with low normal coefficient of restitution in the range 0.6-0.7. This is in contrast to the Gaussian distribution for the normal relative velocity in all elastic fluid in the absence of shear. A composite distribution function, which consists of an exponential and a Gaussian component, is proposed to span the range of inelasticities considered here. In the case of roughd particles, the relative velocity tangential to the surfaces at contact is also evaluated, and it is found to be close to a Gaussian distribution even for highly inelastic particles.Empirical relations are formulated for the relative velocity distribution. These are used to calculate the collisional contributions to the pressure, shear stress and the energy dissipation rate in a shear flow. The results of the calculation were round to be in quantitative agreement with simulation results, even for low coefficients of restitution for which the predictions obtained using the Enskog approximation are in error by an order of magnitude. The results are also applied to the flow down an inclined plane, to predict the angle of repose and the variation of the volume fraction with angle of inclination. These results are also found to be in quantitative agreement with previous simulations.

Random vibration of a second order non-linear elastic system

A method is presented for obtaining, approximately, the response covariance and probability distribution of a non-linear oscillator under a Gaussian excitation. The method has similarities with the hierarchy closure and the equivalent linearization approaches, but is different. A Gaussianization technique is used to arrive at the output autocorrelation and the input-output cross-correlation. This along with an energy equivalence criterion is used to estimate the response distribution function. The method is applicable in both the transient and steady state response analysis under either stationary or non-stationary excitations. Good comparison has been observed between the predicted and the exact steady state probability distribution of a Duffing oscillator under a white noise input.

A conditional random field-based downscaling method for assessment of climate change impact on multisite daily precipitation in the Mahanadi basin

Downscaling to station-scale hydrologic variables from large-scale atmospheric variables simulated by general circulation models (GCMs) is usually necessary to assess the hydrologic impact of climate change. This work presents CRF-downscaling, a new probabilistic downscaling method that represents the daily precipitation sequence as a conditional random field (CRF). The conditional distribution of the precipitation sequence at a site, given the daily atmospheric (large-scale) variable sequence, is modeled as a linear chain CRF. CRFs do not make assumptions on independence of observations, which gives them flexibility in using high-dimensional feature vectors. Maximum likelihood parameter estimation for the model is performed using limited memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) optimization. Maximum a posteriori estimation is used to determine the most likely precipitation sequence for a given set of atmospheric input variables using the Viterbi algorithm. Direct classification of dry/wet days as well as precipitation amount is achieved within a single modeling framework. The model is used to project the future cumulative distribution function of precipitation. Uncertainty in precipitation prediction is addressed through a modified Viterbi algorithm that predicts the n most likely sequences. The model is applied for downscaling monsoon (June-September) daily precipitation at eight sites in the Mahanadi basin in Orissa, India, using the MIROC3.2 medium-resolution GCM. The predicted distributions at all sites show an increase in the number of wet days, and also an increase in wet day precipitation amounts. A comparison of current and future predicted probability density functions for daily precipitation shows a change in shape of the density function with decreasing probability of lower precipitation and increasing probability of higher precipitation.

Orientational ordering in sheared inelastic dumbbells

Using even driven simulations, we show that homogeneously sheared inelastic dumbbells in two dimensions are randomly orientated in the limit of low density. As the packing fraction is increased, particles first tend to orient along the extensional axis, and then as the packing fraction is further increased, the alignment shifts closer to the flow axis. The orientational order parameter displays a continuous increase with packing fraction and does not appear to exhibit a universal scaling with elongation. Except at the highest packing fractions, the orientational distribution function can be reconstructed with only the first coefficient of the Fourier expansion.

The virial expansion of a classical interacting system

We consider N particles interacting pairwise by an inverse square potential in one dimension (Calogero-Sutherland-Moser model). For a system placed in a harmonic trap, its classical partition function for the repulsive regime is recognised in the literature. We start by presenting a concise re-derivation of this result. The equation of state is then calculated both for the trapped and the homogeneous gas. Finally, the classical limit of Wu's distribution function for fractional exclusion statistics is obtained and we re-derive the classical virial expansion of the homogeneous gas using this distribution function.

Diagnostic Tests Based on Quantile Residuals for Nonlinear Time Series Models

This thesis studies quantile residuals and uses different methodologies to develop test statistics that are applicable in evaluating linear and nonlinear time series models based on continuous distributions. Models based on mixtures of distributions are of special interest because it turns out that for those models traditional residuals, often referred to as Pearson's residuals, are not appropriate. As such models have become more and more popular in practice, especially with financial time series data there is a need for reliable diagnostic tools that can be used to evaluate them. The aim of the thesis is to show how such diagnostic tools can be obtained and used in model evaluation. The quantile residuals considered here are defined in such a way that, when the model is correctly specified and its parameters are consistently estimated, they are approximately independent with standard normal distribution. All the tests derived in the thesis are pure significance type tests and are theoretically sound in that they properly take the uncertainty caused by parameter estimation into account. -- In Chapter 2 a general framework based on the likelihood function and smooth functions of univariate quantile residuals is derived that can be used to obtain misspecification tests for various purposes. Three easy-to-use tests aimed at detecting non-normality, autocorrelation, and conditional heteroscedasticity in quantile residuals are formulated. It also turns out that these tests can be interpreted as Lagrange Multiplier or score tests so that they are asymptotically optimal against local alternatives. Chapter 3 extends the concept of quantile residuals to multivariate models. The framework of Chapter 2 is generalized and tests aimed at detecting non-normality, serial correlation, and conditional heteroscedasticity in multivariate quantile residuals are derived based on it. Score test interpretations are obtained for the serial correlation and conditional heteroscedasticity tests and in a rather restricted special case for the normality test. In Chapter 4 the tests are constructed using the empirical distribution function of quantile residuals. So-called Khmaladze s martingale transformation is applied in order to eliminate the uncertainty caused by parameter estimation. Various test statistics are considered so that critical bounds for histogram type plots as well as Quantile-Quantile and Probability-Probability type plots of quantile residuals are obtained. Chapters 2, 3, and 4 contain simulations and empirical examples which illustrate the finite sample size and power properties of the derived tests and also how the tests and related graphical tools based on residuals are applied in practice.

Heat transfer in rarefied couette flow on the basis of discrete ordinate method

The method of discrete ordinates, in conjunction with the modified "half-range" quadrature, is applied to the study of heat transfer in rarefied gas flows. Analytic expressions for the reduced distribution function, the macroscopic temperature profile and the heat flux are obtained in the general n-th approximation. The results for temperature profile and heat flux are in sufficiently good accord both with the results of the previous investigators and with the experimental data.

Non-linear couette flow with heat transfer using the B-G-K model

In recent years a large number of investigators have devoted their efforts to the study of flow and heat transfer in rarefied gases, using the BGK [1] model or the Boltzmann kinetic equation. The velocity moment method which is based on an expansion of the distribution function as a series of orthogonal polynomials in velocity space, has been applied to the linearized problem of shear flow and heat transfer by Mott-Smith [2] and Wang Chang and Uhlenbeck [3]. Gross, Jackson and Ziering [4] have improved greatly upon this technique by expressing the distribution function in terms of half-range functions and it is this feature which leads to the rapid convergence of the method. The full-range moments method [4] has been modified by Bhatnagar [5] and then applied to plane Couette flow using the B-G-K model. Bhatnagar and Srivastava [6] have also studied the heat transfer in plane Couette flow using the linearized B-G-K equation. On the other hand, the half-range moments method has been applied by Gross and Ziering [7] to heat transfer between parallel plates using Boltzmann equation for hard sphere molecules and by Ziering [83 to shear and heat flow using Maxwell molecular model. Along different lines, a moment method has been applied by Lees and Liu [9] to heat transfer in Couette flow using Maxwell's transfer equation rather than the Boltzmann equation for distribution function. An iteration method has been developed by Willis [10] to apply it to non-linear heat transfer problems using the B-G-K model, with the zeroth iteration being taken as the solution of the collisionless kinetic equation. Krook [11] has also used the moment method to formulate the equivalent continuum equations and has pointed out that if the effects of molecular collisions are described by the B-G-K model, exact numerical solutions of many rarefied gas-dynamic problems can be obtained. Recently, these numerical solutions have been obtained by Anderson [12] for the non-linear heat transfer in Couette flow,

Lattice vibrations and specific heat of zinc blende

The dispersion relations, frequency distribution function and specific heat of zinc blende have been calculated using Houston's method on (1) A short range force (S. R.) model of the type employed in diamond by Smith and (2) A long range model assuming an effective charge Ze on the ions. Since the elastic constant data on ZnS are not in agreement with one another the following values were used in these calculations: {Mathematical expression}. As compared to the results on the S. R. model, the Coulomb force causes 1. A splitting of the optical branches at (000) and a larger dispersion of these branches; 2. A rise in the acoustic frequency branches the effect being predominant in a transverse acoustic branch along [110]; 3. A bridging of the gap of forbidden frequencies in the S. R. model; 4. A reduction of the moments of the frequency distribution function and 5. A flattening of the Θ- T curve. By plotting (Θ/Θ0) vs. T., the experimental data of Martin and Clusius and Harteck are found to be in perfect coincidence with the curve for the short range model. The values of the elastic constants deduced from the ratio Θ0 (Theor)/Θ0 (Expt) agree with those of Prince and Wooster. This is surprising as several lines of evidence indicate that the bond in zinc blende is partly covalent and partly ionic. The conclusion is inescapable that the effective charge in ZnS is a function of the wave vector {Mathematical expression}.