On the effective hydraulic conductivity and macrodispersivity for density-dependent groundwater flow

In this paper, semi-analytical expressions of the effective hydraulic conductivity ( KE) and macrodispersivity ( αE) for 3D steady-state density-dependent groundwater flow are derived using a stationary spectral method. Based on the derived expressions, we present the dependence of KE and αE on the density of fluid under different dispersivity and spatial correlation scale of hydraulic conductivity. The results show that the horizontal KE and αE are not affected by density-induced flow. However, due to gravitational instability of the fluid induced by density contrasts, both vertical KE and αE are found to be reduced slightly when the density factor ( γ ) is less than 0.01, whereas significant decreases occur when γ exceeds 0.01. Of note, the variation of KE and αE is more significant when local dispersivity is small and the correlation scale of hydraulic conductivity is large.

Effects of free flow state highway traffic parameters on the performance of amplify and forward cooperative multi-hop vehicular networks

In this paper we analyse the effects of highway traffic flow parameters like vehicle arrival rate and density on the performance of Amplify and Forward (AF) cooperative vehicular networks along a multi-lane highway under free flow state. We derive analytical expressions for connectivity performance and verify them with Monte-Carlo simulations. When AF cooperative relaying is employed together with Maximum Ratio Combining (MRC) at the receivers the average route error rate shows 10-20 fold improvement compared to direct communication. A 4-8 fold increase in maximum number of traversable hops can also be observed at different vehicle densities when AF cooperative communication is used to strengthen communication routes. However the theorical upper bound of maximum number of hops promises higher performance gains.

Sequential decision fusion of multibiometrics applied to text-dependent speaker verification for controlled errors

Reliability of the performance of biometric identity verification systems remains a significant challenge. Individual biometric samples of the same person (identity class) are not identical at each presentation and performance degradation arises from intra-class variability and inter-class similarity. These limitations lead to false accepts and false rejects that are dependent. It is therefore difficult to reduce the rate of one type of error without increasing the other. The focus of this dissertation is to investigate a method based on classifier fusion techniques to better control the trade-off between the verification errors using text-dependent speaker verification as the test platform. A sequential classifier fusion architecture that integrates multi-instance and multisample fusion schemes is proposed. This fusion method enables a controlled trade-off between false alarms and false rejects. For statistically independent classifier decisions, analytical expressions for each type of verification error are derived using base classifier performances. As this assumption may not be always valid, these expressions are modified to incorporate the correlation between statistically dependent decisions from clients and impostors. The architecture is empirically evaluated by applying the proposed architecture for text dependent speaker verification using the Hidden Markov Model based digit dependent speaker models in each stage with multiple attempts for each digit utterance. The trade-off between the verification errors is controlled using the parameters, number of decision stages (instances) and the number of attempts at each decision stage (samples), fine-tuned on evaluation/tune set. The statistical validation of the derived expressions for error estimates is evaluated on test data. The performance of the sequential method is further demonstrated to depend on the order of the combination of digits (instances) and the nature of repetitive attempts (samples). The false rejection and false acceptance rates for proposed fusion are estimated using the base classifier performances, the variance in correlation between classifier decisions and the sequence of classifiers with favourable dependence selected using the 'Sequential Error Ratio' criteria. The error rates are better estimated by incorporating user-dependent (such as speaker-dependent thresholds and speaker-specific digit combinations) and class-dependent (such as clientimpostor dependent favourable combinations and class-error based threshold estimation) information. The proposed architecture is desirable in most of the speaker verification applications such as remote authentication, telephone and internet shopping applications. The tuning of parameters - the number of instances and samples - serve both the security and user convenience requirements of speaker-specific verification. The architecture investigated here is applicable to verification using other biometric modalities such as handwriting, fingerprints and key strokes.

Optimising offsets and bandwidths in vehicle traffic networks

Bandwidths and offsets are important components in vehicle traffic control strategies. This article proposes new methods for quantifying and selecting them. Bandwidth is the amount of green time available for vehicles to travel through adjacent intersections without the requirement to stop at the second traffic light. The offset is the difference between the starting-time of ``green'' periods at two adjacent intersections, along a given route. The core ideas in this article were developed during the 2013 Maths and Industry Study Group in Brisbane, Australia. Analytical expressions for computing bandwidth, as a function of offset, are developed. An optimisation model, for selecting offsets across an arterial, is proposed. Arterial roads were focussed upon, as bandwidth and offset have a greater impact on these types of road as opposed to a full traffic network. A generic optimisation-simulation approach is also proposed to refine an initial starting solution, according to a specified metric. A metric that reflects the number of stops, and the distance between stops, is proposed to explicitly reduce the dissatisfaction of road users, and to implicitly reduce fuel consumption and emissions. Conceptually the optimisation-simulation approach is superior as it handles real-life complexities and is a global optimisation approach. The models and equations in this article can be used in road planning and traffic control.

Swelling induced finite strain flexure in a rectangular block of an isotropic elastic material

The deformation of a rectangular block into an annular wedge is studied with respect to the state of swelling interior to the block. Nonuniform swelling fields are shown to generate these flexure deformations in the absence of resultant forces and bending moments. Analytical expressions for the deformation fields demonstrate these effects for both incompressible and compressible generalizations of conventional hyperelastic materials. Existing results in the absence of a swelling agent are recovered as special cases.

Resonant generation of the second harmonic of a surface wave on a plasma-metal boundary

The process of resonant generation of the second harmonic of the surface wave, propagating along the external magnetic field at the plasma-metal boundary is considered. The periodic process of the energy exchange between the first and the second harmonics of the wave is investigated as well. It is shown that the process under study is periodic one. The analytical expressions are obtained and numerical estimations are presented for characteristic time of nonlinear energy exchange. The self-action effect of main frequency wave is account for harmonics interaction. It is shown that the effect leads to nonlinear phenomena attenuation, which expresses in narrowing possible value interval of harmonics amplitudes during energy exchange process and in increasing the nonlinear interaction time.

Modeling conditional correlations of asset returns : a smooth transition approach

In this paper we propose a new multivariate GARCH model with time-varying conditional correlation structure. The time-varying conditional correlations change smoothly between two extreme states of constant correlations according to a predetermined or exogenous transition variable. An LM–test is derived to test the constancy of correlations and LM- and Wald tests to test the hypothesis of partially constant correlations. Analytical expressions for the test statistics and the required derivatives are provided to make computations feasible. An empirical example based on daily return series of five frequently traded stocks in the S&P 500 stock index completes the paper.

Bayesian predictive modeling and comparison of oil samples

Statistical comparison of oil samples is an integral part of oil spill identification, which deals with the process of linking an oil spill with its source of origin. In current practice, a frequentist hypothesis test is often used to evaluate evidence in support of a match between a spill and a source sample. As frequentist tests are only able to evaluate evidence against a hypothesis but not in support of it, we argue that this leads to unsound statistical reasoning. Moreover, currently only verbal conclusions on a very coarse scale can be made about the match between two samples, whereas a finer quantitative assessment would often be preferred. To address these issues, we propose a Bayesian predictive approach for evaluating the similarity between the chemical compositions of two oil samples. We derive the underlying statistical model from some basic assumptions on modeling assays in analytical chemistry, and to further facilitate and improve numerical evaluations, we develop analytical expressions for the key elements of Bayesian inference for this model. The approach is illustrated with both simulated and real data and is shown to have appealing properties in comparison with both standard frequentist and Bayesian approaches

Multiscale modeling of lamellar mesophases

The mesoscale simulation of a lamellar mesophase based on a free energy functional is examined with the objective of determining the relationship between the parameters in the model and molecular parameters. Attention is restricted to a symmetric lamellar phase with equal volumes of hydrophilic and hydrophobic components. Apart from the lamellar spacing, there are two parameters in the free energy functional. One of the parameters, r, determines the sharpness of the interface, and it is shown how this parameter can be obtained from the interface profile in a molecular simulation. The other parameter, A, provides an energy scale. Analytical expressions are derived to relate these parameters to r and A to the bending and compression moduli and the permeation constant in the macroscopic equation to the Onsager coefficient in the concentration diffusion equation. The linear hydrodynamic response predicted by the theory is verified by carrying out a mesoscale simulation using the lattice-Boltzmann technique and verifying that the analytical predictions are in agreement with simulation results. A macroscale model based on the layer thickness field and the layer normal field is proposed, and the relationship between the parameters in the macroscale model from the parameters in the mesoscale free energy functional is obtained.

Structural Response of Partially Fibrous Concrete Beams

The inclusion of fibers into a matrix over only a partial thickness of the beam is regarded as partially fiber reinforcing a beam. This concept is fully invoked in the present investigation. A tensile strain enhancement factor, t, as determined by a direct tension test, forms a convenient engineering parameter that takes care of the influence of the aspect ratio and volume fraction of the given type of fiber. The appropriate thickness of the beam section to be reinforced with fibers is computed using the above parameter. Necessary analytical expressions were developed to compute the moment enhancement factor associated with different values of the parameter, t. The validity of the approach was experimentally demonstrated. Practically similar deflection patterns for fully and partially fibrous sections were observed. The applicability of the method developed in practical situations, such as the design of airfield and highway pavements with fiber conretes, is cited.

Effects of fish density distribution and effort distribution on catchability

The effects of fish density distribution and effort distribution on the overall catchability coefficient are examined. Emphasis is also on how aggregation and effort distribution interact to affect overall catch rate [catch per unit effort (cpue)]. In particular, it is proposed to evaluate three indices, the catchability index, the knowledge parameter, and the aggregation index, to describe the effectiveness of targeting and the effects on overall catchability in the stock area. Analytical expressions are provided so that these indices can easily be calculated. The average of the cpue calculated from small units where fishing is random is a better index for measuring the stock abundance. The overall cpue, the ratio of lumped catch and effort, together with the average cpue, can be used to assess the effectiveness of targeting. The proposed methods are applied to the commercial catch and effort data from the Australian northern prawn fishery. The indices are obtained assuming a power law for the effort distribution as an approximation of targeting during the fishing operation. Targeting increased catchability in some areas by 10%, which may have important implications on management advice.

Composite field approximations for ion traps with apertures on electrodes

This paper presents two approximate analytical expressions for nonlinear electric fields in the principal direction in axially symmetric (3D) and two dimensional (2D) ion trap mass analysers with apertures (holes in case of 3D traps and slits in case of 2D traps) on the electrodes. Considered together (3D and 2D), we present composite approximations for the principal unidirectional nonlinear electric fields in these ion traps. The composite electric field E has the form E = E-noaperture + E-aperture. where E-noaperture is the field within an imagined trap which is identical to the practical trap except that the apertures are missing and E-aperture is the field contribution due to apertures on the two trap electrodes. The field along the principal axis, of the trap can in this way be well approximated for any aperture that is not too large. To derive E-aperture. classical results of electrostatics have been extended to electrodes with finite thickness and different aperture shapes.E-noaperture is a modified truncated multipole expansion for the imagined trap with no aperture. The first several terms in the multipole expansion are in principle exact(though numerically determined using the BEM), while the last term is chosen to match the field at the electrode. This expansion, once Computed, works with any aperture in the practical trap. The composite field approximation for axially symmetric (3D) traps is checked for three geometries: the Paul trap, the cylindrical ion trap (CIT) and an arbitrary other trap. The approximation for 2D traps is verified using two geometries: the linear ion trap (LIT) and the rectilinear ion trap (RIT). In each case, for two aperture sizes (10% and 50% of the trap dimension), highly satisfactory fits are obtained. These composite approximations may be used in more detailed nonlinear ion dynamics Studies than have been hitherto attempted. (C) 2009 Elsevier B.V. All rights reserved.

Parameterizing Unconditional Skewness in Models for Financial Time Series

In this paper we consider the third-moment structure of a class of time series models. It is often argued that the marginal distribution of financial time series such as returns is skewed. Therefore it is of importance to know what properties a model should possess if it is to accommodate unconditional skewness. We consider modeling the unconditional mean and variance using models that respond nonlinearly or asymmetrically to shocks. We investigate the implications of these models on the third-moment structure of the marginal distribution as well as conditions under which the unconditional distribution exhibits skewness and nonzero third-order autocovariance structure. In this respect, an asymmetric or nonlinear specification of the conditional mean is found to be of greater importance than the properties of the conditional variance. Several examples are discussed and, whenever possible, explicit analytical expressions provided for all third-order moments and cross-moments. Finally, we introduce a new tool, the shock impact curve, for investigating the impact of shocks on the conditional mean squared error of return series.

Electric-field-dependent average resistance and the resistance fluctuation in one-dimensional disordered systems

Following an invariant-imbedding approach, we obtain analytical expressions for the ensemble-averaged resistance (ρ) and its Sinai’s fluctuations for a one-dimensional disordered conductor in the presence of a finite electric field F. The mean resistance shows a crossover from the exponential to the power-law length dependence with increasing field strength in agreement with known numerical results. More importantly, unlike the zero-field case the resistance distribution saturates to a Poissonian-limiting form proportional to A‖F‖exp(-A‖F‖ρ) for large sample lengths, where A is constant.

Photoelastic determination of mode i stress intensity factor in tensile strips—effect of crack length

This paper reports an experimental investigation carried out, using the photoelastic technique, to determine the Mode I stress intensity factor in case of cracks of varying a/w ratio in single edge-notch specimens. The photoelastic information was analysed using the several methods proposed by earlier workers. The experimental results are compared with the analytical expressions.