Performance analysis of switch-and-stay combining in two-way relay systems with analog network coding and time-division broadcast protocols

In this paper, weconsider switch-and-stay combining (SSC) in two-way relay systems with two amplify-and-forward relays, one of which is activated to assist the information exchange between the two sources. The system operates in either analog network coding (ANC) protocol where the communication is only achieved with the help of the active relay or timedivision broadcast (TDBC) protocol where the direct link between two sources can be utilized to exploit more diversity gain. In both cases, we study the outage probability and bit error rate (BER) for Rayleigh fading channels. In particular, we derive closed-form lower bounds for the outage probability and the average BER, which remain tight for different fading conditions. We also present asymptotic analysis for both the outage probability and the average BER at high signalto-noise ratio. It is shown that SSC can achieve the full diversity order in two-way relay systems for both ANC and TDBC protocols with proper switching thresholds. Copyright © 2014 John Wiley & Sons, Ltd.

I/Q imbalance in AF dual-hop relaying: Performance analysis in Nakagami-m fading

We analyze the performance of amplify-and-forward dual-hop relaying systems in the presence of in-phase and quadrature-phase imbalance (IQI) at the relay node. In particular, an exact analytical expression for and tight lower bounds on the outage probability are derived over independent, non-identically distributed Nakagami-m fading channels. Moreover, tractable upper and lower bounds on the ergodic capacity are presented at arbitrary signal-to-noise ratios (SNRs). Some special cases of practical interest (e.g., Rayleigh and Nakagami-0.5 fading) are also studied. An asymptotic analysis is performed in the high SNR regime, where we observe that IQI results in a ceiling effect on the signal-to-interference-plus-noise ratio (SINR), which depends only on the level of I/Q impairments, i.e., the joint image rejection ratio. Finally, the optimal I/Q amplitude and phase mismatch parameters are provided for maximizing the SINR ceiling, thus improving the system performance. An interesting observation is that, under a fixed total phase mismatch constraint, it is optimal to have the same level of transmitter (TX) and receiver (RX) phase mismatch at the relay node, while the optimal values for the TX and RX amplitude mismatch should be inversely proportional to each other.

Asymptotic expansions for Taylor coefficients of the composition of two functions

We give an asymptotic expansion for the Taylor coe±cients of L(P(z)) where L(z) is analytic in the open unit disc whose Taylor coe±cients vary `smoothly' and P(z) is a probability generating function. We show how this result applies to a variety of problems, amongst them obtaining the asymptotics of Bernoulli transforms and weighted renewal sequences.

Vector Mode Analysis of Ring-Core Fibers: Design Tools for Spatial Division Multiplexing

Design tools have existed for decades for standard step-index fibers, with analytical expressions for cutoff conditions as a function of core size, refractive indexes, and wavelength. We present analytical expressions for cutoff conditions for fibers with a ring-shaped propagation region. We validate our analytical expressions against numerical solutions, as well as via asymptotic analysis yielding the existing solutions for standard step-index fiber. We demonstrate the utility of our solutions for optimizing fibers supporting specific eigenmode behaviors of interest for spatial division multiplexing. In particular, we address large mode separation for orbital angular momentum modes and fibers supporting only modes with a single intensity ring.

Asymptotic theory of wall-attached convection in a horizontal fluid layer with a vertical magnetic field

A horizontal fluid layer heated from below in the presence of a vertical magnetic field is considered. A simple asymptotic analysis is presented which demonstrates that a convection mode attached to the side walls of the layer sets in at Rayleigh numbers much below those required for the onset of convection in the bulk of the layer. The analysis complements an earlier analysis by Houchens [J. Fluid Mech. 469, 189 (2002)] which derived expressions for the critical Rayleigh number for the onset of convection in a vertical cylinder with an axial magnetic field in the cases of two aspect ratios. © 2008 American Institute of Physics.

Asymptotic stability of a coupled Advection-Diffusion-Reaction system arising in bioreactor processes.

In this work, we perform an asymptotic analysis of a coupled system of two Advection-Diffusion-Reaction equations with Danckwerts boundary conditions, which models the interaction between a microbial population (e.g., bacterias), called biomass, and a diluted organic contaminant (e.g., nitrates), called substrate, in a continuous flow bioreactor. This system exhibits, under suitable conditions, two stable equilibrium states: one steady state in which the biomass becomes extinct and no reaction is produced, called washout, and another steady state, which corresponds to the partial elimination of the substrate. We use the method of linearization to give sufficient conditions for the asymptotic stability of the two stable equilibrium configurations. Finally, we compare our asymptotic analysis with the usual asymptotic analysis associated to the continuous bioreactor when it is modeled with ordinary differential equations.

Adaptive instantaneous frequency estimation: Techniques and algorithms

This thesis deals with the problem of the instantaneous frequency (IF) estimation of sinusoidal signals. This topic plays significant role in signal processing and communications. Depending on the type of the signal, two major approaches are considered. For IF estimation of single-tone or digitally-modulated sinusoidal signals (like frequency shift keying signals) the approach of digital phase-locked loops (DPLLs) is considered, and this is Part-I of this thesis. For FM signals the approach of time-frequency analysis is considered, and this is Part-II of the thesis. In part-I we have utilized sinusoidal DPLLs with non-uniform sampling scheme as this type is widely used in communication systems. The digital tanlock loop (DTL) has introduced significant advantages over other existing DPLLs. In the last 10 years many efforts have been made to improve DTL performance. However, this loop and all of its modifications utilizes Hilbert transformer (HT) to produce a signal-independent 90-degree phase-shifted version of the input signal. Hilbert transformer can be realized approximately using a finite impulse response (FIR) digital filter. This realization introduces further complexity in the loop in addition to approximations and frequency limitations on the input signal. We have tried to avoid practical difficulties associated with the conventional tanlock scheme while keeping its advantages. A time-delay is utilized in the tanlock scheme of DTL to produce a signal-dependent phase shift. This gave rise to the time-delay digital tanlock loop (TDTL). Fixed point theorems are used to analyze the behavior of the new loop. As such TDTL combines the two major approaches in DPLLs: the non-linear approach of sinusoidal DPLL based on fixed point analysis, and the linear tanlock approach based on the arctan phase detection. TDTL preserves the main advantages of the DTL despite its reduced structure. An application of TDTL in FSK demodulation is also considered. This idea of replacing HT by a time-delay may be of interest in other signal processing systems. Hence we have analyzed and compared the behaviors of the HT and the time-delay in the presence of additive Gaussian noise. Based on the above analysis, the behavior of the first and second-order TDTLs has been analyzed in additive Gaussian noise. Since DPLLs need time for locking, they are normally not efficient in tracking the continuously changing frequencies of non-stationary signals, i.e. signals with time-varying spectra. Nonstationary signals are of importance in synthetic and real life applications. An example is the frequency-modulated (FM) signals widely used in communication systems. Part-II of this thesis is dedicated for the IF estimation of non-stationary signals. For such signals the classical spectral techniques break down, due to the time-varying nature of their spectra, and more advanced techniques should be utilized. For the purpose of instantaneous frequency estimation of non-stationary signals there are two major approaches: parametric and non-parametric. We chose the non-parametric approach which is based on time-frequency analysis. This approach is computationally less expensive and more effective in dealing with multicomponent signals, which are the main aim of this part of the thesis. A time-frequency distribution (TFD) of a signal is a two-dimensional transformation of the signal to the time-frequency domain. Multicomponent signals can be identified by multiple energy peaks in the time-frequency domain. Many real life and synthetic signals are of multicomponent nature and there is little in the literature concerning IF estimation of such signals. This is why we have concentrated on multicomponent signals in Part-H. An adaptive algorithm for IF estimation using the quadratic time-frequency distributions has been analyzed. A class of time-frequency distributions that are more suitable for this purpose has been proposed. The kernels of this class are time-only or one-dimensional, rather than the time-lag (two-dimensional) kernels. Hence this class has been named as the T -class. If the parameters of these TFDs are properly chosen, they are more efficient than the existing fixed-kernel TFDs in terms of resolution (energy concentration around the IF) and artifacts reduction. The T-distributions has been used in the IF adaptive algorithm and proved to be efficient in tracking rapidly changing frequencies. They also enables direct amplitude estimation for the components of a multicomponent

Modelling of some biological materials using continuum mechanics

Continuum mechanics provides a mathematical framework for modelling the physical stresses experienced by a material. Recent studies show that physical stresses play an important role in a wide variety of biological processes, including dermal wound healing, soft tissue growth and morphogenesis. Thus, continuum mechanics is a useful mathematical tool for modelling a range of biological phenomena. Unfortunately, classical continuum mechanics is of limited use in biomechanical problems. As cells refashion the �bres that make up a soft tissue, they sometimes alter the tissue's fundamental mechanical structure. Advanced mathematical techniques are needed in order to accurately describe this sort of biological `plasticity'. A number of such techniques have been proposed by previous researchers. However, models that incorporate biological plasticity tend to be very complicated. Furthermore, these models are often di�cult to apply and/or interpret, making them of limited practical use. One alternative approach is to ignore biological plasticity and use classical continuum mechanics. For example, most mechanochemical models of dermal wound healing assume that the skin behaves as a linear viscoelastic solid. Our analysis indicates that this assumption leads to physically unrealistic results. In this thesis we present a novel and practical approach to modelling biological plasticity. Our principal aim is to combine the simplicity of classical linear models with the sophistication of plasticity theory. To achieve this, we perform a careful mathematical analysis of the concept of a `zero stress state'. This leads us to a formal de�nition of strain that is appropriate for materials that undergo internal remodelling. Next, we consider the evolution of the zero stress state over time. We develop a novel theory of `morphoelasticity' that can be used to describe how the zero stress state changes in response to growth and remodelling. Importantly, our work yields an intuitive and internally consistent way of modelling anisotropic growth. Furthermore, we are able to use our theory of morphoelasticity to develop evolution equations for elastic strain. We also present some applications of our theory. For example, we show that morphoelasticity can be used to obtain a constitutive law for a Maxwell viscoelastic uid that is valid at large deformation gradients. Similarly, we analyse a morphoelastic model of the stress-dependent growth of a tumour spheroid. This work leads to the prediction that a tumour spheroid will always be in a state of radial compression and circumferential tension. Finally, we conclude by presenting a novel mechanochemical model of dermal wound healing that takes into account the plasticity of the healing skin.

Numerical solution to the Saffman-Taylor finger problem with kinetic undercooling regularisation

The Saffman-Taylor finger problem is to predict the shape and,in particular, width of a finger of fluid travelling in a Hele-Shaw cell filled with a different, more viscous fluid. In experiments the width is dependent on the speed of propagation of the finger, tending to half the total cell width as the speed increases. To predict this result mathematically, nonlinear effects on the fluid interface must be considered; usually surface tension is included for this purpose. This makes the mathematical problem suffciently diffcult that asymptotic or numerical methods must be used. In this paper we adapt numerical methods used to solve the Saffman-Taylor finger problem with surface tension to instead include the effect of kinetic undercooling, a regularisation effect important in Stefan melting-freezing problems, for which Hele-Shaw flow serves as a leading order approximation when the specific heat of a substance is much smaller than its latent heat. We find the existence of a solution branch where the finger width tends to zero as the propagation speed increases, disagreeing with some aspects of the asymptotic analysis of the same problem. We also find a second solution branch, supporting the idea of a countably infinite number of branches as with the surface tension problem.

Wound healing angiogenesis : the clinical implications of a simple mathematical model

Nonhealing wounds are a major burden for health care systems worldwide. In addition, a patient who suffers from this type of wound usually has a reduced quality of life. While the wound healing process is undoubtedly complex, in this paper we develop a deterministic mathematical model, formulated as a system of partial differential equations, that focusses on an important aspect of successful healing: oxygen supply to the wound bed by a combination of diffusion from the surrounding unwounded tissue and delivery from newly formed blood vessels. While the model equations can be solved numerically, the emphasis here is on the use of asymptotic methods to establish conditions under which new blood vessel growth can be initiated and wound-bed angiogenesis can progress. These conditions are given in terms of key model parameters including the rate of oxygen supply and its rate of consumption in the wound. We use our model to discuss the clinical use of treatments such as hyperbaric oxygen therapy, wound bed debridement, and revascularisation therapy that have the potential to initiate healing in chronic, stalled wounds.

Bubble extinction in Hele-Shaw flow with surface tension and kinetic undercooling regularisation

We perform an analytic and numerical study of an inviscid contracting bubble in a two-dimensional Hele-Shaw cell, where the effects of both surface tension and kinetic undercooling on the moving bubble boundary are not neglected. In contrast to expanding bubbles, in which both boundary effects regularise the ill-posedness arising from the viscous (Saffman-Taylor) instability, we show that in contracting bubbles the two boundary effects are in competition, with surface tension stabilising the boundary, and kinetic undercooling destabilising it. This competition leads to interesting bifurcation behaviour in the asymptotic shape of the bubble in the limit it approaches extinction. In this limit, the boundary may tend to become either circular, or approach a line or "slit" of zero thickness, depending on the initial condition and the value of a nondimensional surface tension parameter. We show that over a critical range of surface tension values, both these asymptotic shapes are stable. In this regime there exists a third, unstable branch of limiting self-similar bubble shapes, with an asymptotic aspect ratio (dependent on the surface tension) between zero and one. We support our asymptotic analysis with a numerical scheme that utilises the applicability of complex variable theory to Hele-Shaw flow.

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.

Secular series and renormalization group for amplitude equations

We have developed a technique that circumvents the process of elimination of secular terms and reproduces the uniformly valid approximations, amplitude equations, and first integrals. The technique is based on a rearrangement of secular terms and their grouping into the secular series that multiplies the constants of the asymptotic expansion. We illustrate the technique by deriving amplitude equations for standard nonlinear oscillator and boundary-layer problems. © 2008 The American Physical Society.

Renormalization group interpretation of the Born and Rytov approximations

In this paper the method of renormalization group (RG) [Phys. Rev. E 54, 376 (1996)] is related to the well-known approximations of Rytov and Born used in wave propagation in deterministic and random media. Certain problems in linear and nonlinear media are examined from the viewpoint of RG and compared with the literature on Born and Rytov approximations. It is found that the Rytov approximation forms a special case of the asymptotic expansion generated by the RG, and as such it gives a superior approximation to the exact solution compared with its Born counterpart. Analogous conclusions are reached for nonlinear equations with an intensity-dependent index of refraction where the RG recovers the exact solution. © 2008 Optical Society of America.