Immersed Boundary Method for generalised finite volume and finite difference Navier-Stokes solvers

In Immersed Boundary Methods (IBM) the effect of complex geometries is introduced through the forces added in the Navier-Stokes solver at the grid points in the vicinity of the immersed boundaries. Most of the methods in the literature have been used with Cartesian grids. Moreover many of the methods developed in the literature do not satisfy some basic conservation properties (the conservation of torque, for instance) on non-uniform meshes. In this paper we will follow the RKPM method originated by Liu et al. [1] to build locally regularized functions that verify a number of integral conditions. These local approximants will be used both for interpolating the velocity field and for spreading the singular force field in the framework of a pressure correction scheme for the incompressible Navier-Stokes equations. We will also demonstrate the robustness and effectiveness of the scheme through various examples. Copyright © 2010 by ASME.

Terahertz time-domain spectroscopy characterization of vertically aligned carbon nanotube films

Terahertz time-domain spectroscopy measurements were made for vertically aligned multi-walled carbon nanotube (VACNT) films. We obtained the frequency dependent complex permittivity and conductivity (on the assumption that permeability μ = 1) of several samples exhibiting Drude behaviour for lossy metals. The obtained material properties of VACNT films provide information for potential microwave and terahertz applications. © 2011 Elsevier Ltd. All rights reserved.

Efficient parametric uncertainty analysis within the hybrid Finite Element/Statistical Energy Analysis method

This paper is concerned with the development of efficient algorithms for propagating parametric uncertainty within the context of the hybrid Finite Element/Statistical Energy Analysis (FE/SEA) approach to the analysis of complex vibro-acoustic systems. This approach models the system as a combination of SEA subsystems and FE components; it is assumed that the FE components have fully deterministic properties, while the SEA subsystems have a high degree of randomness. The method has been recently generalised by allowing the FE components to possess parametric uncertainty, leading to two ensembles of uncertainty: a non-parametric one (SEA subsystems) and a parametric one (FE components). The SEA subsystems ensemble is dealt with analytically, while the effect of the additional FE components ensemble can be dealt with by Monte Carlo Simulations. However, this approach can be computationally intensive when applied to complex engineering systems having many uncertain parameters. Two different strategies are proposed: (i) the combination of the hybrid FE/SEA method with the First Order Reliability Method which allows the probability of the non-parametric ensemble average of a response variable exceeding a barrier to be calculated and (ii) the combination of the hybrid FE/SEA method with Laplace's method which allows the evaluation of the probability of a response variable exceeding a limit value. The proposed approaches are illustrated using two built-up plate systems with uncertain properties and the results are validated against direct integration, Monte Carlo simulations of the FE and of the hybrid FE/SEA models. © 2013 Elsevier Ltd.

Wavelength Coded Optical Time-Domain Reflectometry

This paper presents a wavelength coded optical timedomain reflectometry based on optical heterodyne technique. In this scheme, the probe and reference optical pulses have different wavelengths. This enables optical heterodyne detection to be used to improve the system performances significantly. We demonstrate a spatial resolution of 2.5 m within a range of 60 km in weak-reflection signal detection and direct observation of Brillouin scattering over a long optical fiber, suggesting online fiber sensing possible. The principle of wavelength coding is applicable to other systems like lidar and radar to increase receiver sensitivity and simplify system structure.

New finite-difference scheme for simulations of step-index waveguides with tilt interfaces

A new finite-difference scheme is presented for the second derivative of a semivectorial field in a step-index optical waveguide with tilt interfaces. The present scheme provides an accurate description of the tilt interface of the nonrectangular structure. Comparison with previously presented formulas shows the effectiveness of the present scheme.

Domain analysis of the Edwardsiella tarda ferric uptake regulator

Recent studies have shown that the ferric uptake regulator (Fur) of Edwardsiella tarda (Fur(Et)) shares high sequence identity with the Escherichia coli Fur (Fur(Ec)) at the N-terminal DNA-binding region. In the present study, the functional importance of the C-terminal region of Fur(Et) was investigated. It was found that Fur(Et) bearing deletion of the C-terminal 12 residues still possesses most of the repressor activity, whereas Fur(Et) bearing deletions of the C-terminal 16 and more than 16 residues are severely affected in activity. Domain swapping analyses indicated that the chimeric Fur proteins (Et75Ec73 and Et75Vh74) consisting of the N-terminal 1-75 region of Fur(Et) fused to the C-terminal 76-148 region of Fur(Ec) and the C-terminal 76-149 region of the Vibrio harveyi Fur (Fur(Vh)), respectively, are fully active. C92 of Fur(Ec) and C137 of Fur(Vh), which are functionally essential in Fur(Ec) and Fur(Vh), respectively, are also essential in Et75Ec73 and Et75074, respectively. Further study identified an artificial Fur protein, EtMF54, which is composed of the N-terminal 49 residues of Fur(Et) and five artificial residues. Compared to Fur(Et), EtMF54 possesses partial Fur activity that is iron-dependent. These results (I) indicate that there exist certain functional/structural compatibilities among Fur(Et), Fur(Ec), and Fur(Vh) at the C-terminal region; (ii) provide insights to the potential location of the regulatory ion-binding site of Fur(Et).

A Radial Basis Function Approach to Financial Time Series Analysis

Nonlinear multivariate statistical techniques on fast computers offer the potential to capture more of the dynamics of the high dimensional, noisy systems underlying financial markets than traditional models, while making fewer restrictive assumptions. This thesis presents a collection of practical techniques to address important estimation and confidence issues for Radial Basis Function networks arising from such a data driven approach, including efficient methods for parameter estimation and pruning, a pointwise prediction error estimator, and a methodology for controlling the "data mining'' problem. Novel applications in the finance area are described, including customized, adaptive option pricing and stock price prediction.

Uniformly convergent finite element and finite difference methods for singularly perturbed ordinary differential equations

This thesis is concerned with uniformly convergent finite element and finite difference methods for numerically solving singularly perturbed two-point boundary value problems. We examine the following four problems: (i) high order problem of reaction-diffusion type; (ii) high order problem of convection-diffusion type; (iii) second order interior turning point problem; (iv) semilinear reaction-diffusion problem. Firstly, we consider high order problems of reaction-diffusion type and convection-diffusion type. Under suitable hypotheses, the coercivity of the associated bilinear forms is proved and representation results for the solutions of such problems are given. It is shown that, on an equidistant mesh, polynomial schemes cannot achieve a high order of convergence which is uniform in the perturbation parameter. Piecewise polynomial Galerkin finite element methods are then constructed on a Shishkin mesh. High order convergence results, which are uniform in the perturbation parameter, are obtained in various norms. Secondly, we investigate linear second order problems with interior turning points. Piecewise linear Galerkin finite element methods are generated on various piecewise equidistant meshes designed for such problems. These methods are shown to be convergent, uniformly in the singular perturbation parameter, in a weighted energy norm and the usual L2 norm. Finally, we deal with a semilinear reaction-diffusion problem. Asymptotic properties of solutions to this problem are discussed and analysed. Two simple finite difference schemes on Shishkin meshes are applied to the problem. They are proved to be uniformly convergent of second order and fourth order respectively. Existence and uniqueness of a solution to both schemes are investigated. Numerical results for the above methods are presented.

A framework for state-based time-series analysis and prediction

Time-series analysis and prediction play an important role in state-based systems that involve dealing with varying situations in terms of states of the world evolving with time. Generally speaking, the world in the discourse persists in a given state until something occurs to it into another state. This paper introduces a framework for prediction and analysis based on time-series of states. It takes a time theory that addresses both points and intervals as primitive time elements as the temporal basis. A state of the world under consideration is defined as a set of time-varying propositions with Boolean truth-values that are dependent on time, including properties, facts, actions, events and processes, etc. A time-series of states is then formalized as a list of states that are temporally ordered one after another. The framework supports explicit expression of both absolute and relative temporal knowledge. A formal schema for expressing general time-series of states to be incomplete in various ways, while the concept of complete time-series of states is also formally defined. As applications of the formalism in time-series analysis and prediction, we present two illustrating examples.