Numerical solutions of stochastic differential equations – implementation and stability issues

Stochastic differential equations (SDEs) arise fi om physical systems where the parameters describing the system can only be estimated or are subject to noise. There has been much work done recently on developing numerical methods for solving SDEs. This paper will focus on stability issues and variable stepsize implementation techniques for numerically solving SDEs effectively.

Adams-Type Methods for the Numerical Solution of Stochastic Ordinary Differential Equations

Stochastic differential equations (SDEs) arise fi om physical systems where the parameters describing the system can only be estimated or are subject to noise. There has been much work done recently on developing numerical methods for solving SDEs. This paper will focus on stability issues and variable stepsize implementation techniques for numerically solving SDEs effectively. (C) 2000 Elsevier Science B.V. All rights reserved.

Porohyperelastic analysis to explore mechanical properties of chondrocytes using numerical modeling and experiments : a finite element study

There are many continuum mechanical models have been developed such as liquid drop models, solid models, and so on for single living cell biomechanics studies. However, these models do not give a fully approach to exhibit a clear understanding of the behaviour of single living cells such as swelling behaviour, drag effect, etc. Hence, the porohyperelastic (PHE) model which can capture those aspects would be a good candidature to study cells behaviour (e.g. chondrocytes in this study). In this research, an FEM model of single chondrocyte cell will be developed by using this PHE model to simulate Atomic Force Microscopy (AFM) experimental results with the variation of strain rate. This material model will be compared with viscoelastic model to demonstrate the advantages of PHE model. The results have shown that the maximum value of force applied of PHE model is lower at lower strain rates. This is because the mobile fluid does not have enough time to exude in case of very high strain rate and also due to the lower permeability of the membrane than that of the protoplasm of chondrocyte. This behavior is barely observed in viscoelastic model. Thus, PHE model is the better model for cell biomechanics studies.

Thermal performance of composite panels under fire conditions using numerical studies : plasterboards, rockwool, glass fibre and cellulose insulations

In recent times, light gauge steel frame (LSF) wall systems are increasingly used in the building industry. They are usually made of cold-formed and thin-walled steel studs that are fire-protected by two layers of plasterboard on both sides. A composite LSF wall panel system was developed recently, where an insulation layer was used externally between the two plasterboards to improve the fire performance of LSF wall panels. In this research, finite element thermal models of the new composite panels were developed using a finite element program, SAFIR, to simulate their thermal performance under both standard and Eurocode design fire curves. Suitable apparent thermal properties of both the gypsum plasterboard and insulation materials were proposed and used in the numerical models. The developed models were then validated by comparing their results with available standard fire test results of composite panels. This paper presents the details of the finite element models of composite panels, the thermal analysis results in the form of time-temperature profiles under standard and Eurocode design fire curves and their comparisons with fire test results. Effects of using rockwool, glass fibre and cellulose fibre insulations with varying thickness and density were also investigated, and the results are presented in this paper. The results show that the use of composite panels in LSF wall systems will improve their fire rating, and that Eurocode design fires are likely to cause severe damage to LSF walls than standard fires.

A lightweight biometric signature scheme for user authentication over networks

We introduce a lightweight biometric solution for user authentication over networks using online handwritten signatures. The algorithm proposed is based on a modified Hausdorff distance and has favorable characteristics such as low computational cost and minimal training requirements. Furthermore, we investigate an information theoretic model for capacity and performance analysis for biometric authentication which brings additional theoretical insights to the problem. A fully functional proof-of-concept prototype that relies on commonly available off-the-shelf hardware is developed as a client-server system that supports Web services. Initial experimental results show that the algorithm performs well despite its low computational requirements and is resilient against over-the-shoulder attacks.

Multi-scale numerical simulations of thermal expansion properties of CNT-reinforced nanocomposites

In this work, the thermal expansion properties of carbon nanotube (CNT)-reinforced nanocomposites with CNT content ranging from 1 to 15 wt% were evaluated using a multi-scale numerical approach, in which the effects of two parameters, i.e., temperature and CNT content, were investigated extensively. For all CNT contents, the obtained results clearly revealed that within a wide low-temperature range (30°C ~ 62°C), thermal contraction is observed, while thermal expansion occurs in a high-temperature range (62°C ~ 120°C). It was found that at any specified CNT content, the thermal expansion properties vary with temperature - as temperature increases, the thermal expansion rate increases linearly. However, at a specified temperature, the absolute value of the thermal expansion rate decreases nonlinearly as the CNT content increases. Moreover, the results provided by the present multi-scale numerical model were in good agreement with those obtained from the corresponding theoretical analyses and experimental measurements in this work, which indicates that this multi-scale numerical approach provides a powerful tool to evaluate the thermal expansion properties of any type of CNT/polymer nanocomposites and therefore promotes the understanding on the thermal behaviors of CNT/polymer nanocomposites for their applications in temperature sensors, nanoelectronics devices, etc.

Numerical Modelling of Mechanical Behaviour of Graphene

Graphene, one of the allotropes (diamond, carbon nanotube, and fullerene) of element carbon, is a monolayer of honeycomb lattice of carbon atoms, which was discovered in 2004. The Nobel Prize in Physics 2010 was awarded to Andre Geim and Konstantin Novoselov for their ground breaking work on the two-dimensional (2D) graphene [1]. Since its discovery, the research communities have shown a lot of interest in this novel material owing to its intriguing electrical, mechanical and thermal properties. It has been confirmed that grapheme possesses very peculiar electrical properties such as anomalous quantum hall effect, and high electron mobility at room temperature (250000 cm2/Vs). Graphene also has exceptional mechanical properties. It is one of the stiffest (modulus ~1 TPa) and strongest (strength ~100 GPa) materials. In addition, it has exceptional thermal conductivity (5000 Wm-1K-1). Due to these exceptional properties, graphene has demonstrated its potential for broad applications in micro and nano devices, various sensors, electrodes, solar cells and energy storage devices and nanocomposites. In particular, the excellent mechanical properties of graphene make it more attractive for development next generation nanocomposites and hybrid materials...

Refinements and developments on the stratospheric dust database and classification scheme

Greater than 750 individual particles have now been selected from collection flags housed in the JSC Cosmic Dust Curatorial Facility and most have been documented in the Cosmic Dust Catalogs [1]. As increasing numbers of particles are placed in Cosmic Dust Collections, and a greater diversity of particles are introduced to the stratosphere through natural and man-made processes (e.g. decaying orbits of space debris [2]), there is an even greater need for a classification scheme to encompass all stratospheric particles rather than only extraterrestrial particles. The fundamental requirements for a suitable classification scheme have been outlined in earlier communications [3,4]. A quantitative survey of particles on collection flag W7017 indicates that there is some bias in the number of samples selected within a given category for the Cosmic Dust Catalog [5]. However, the sample diversity within this selection is still appropriate for the development of a reliable classification scheme. In this paper, we extend the earlier works on stratospheric particle classification to include particles collected during the period May 1981 to November 1983.

Shear strengths of lipped channel beams with stiffened web openings using numerical studies

This paper presents the details of numerical studies on the shear behaviour and strength of lipped channel beams (LCBs) with stiffened web openings. Over the last couple of decades, cold-formed steel beams have been used extensively in residential, industrial and commercial buildings as primary load bearing structural components. Their shear strengths are considerably reduced when web openings are included for the purpose of locating building services. Our research has shown that shear strengths of LCBs were reduced by up to 70% due to the inclusion of web openings. Hence there is a need to improve the shear strengths of LCBs with web openings. A cost effective way to improve the detrimental effects of a large web opening is to attach appropriate stiffeners around the web openings in order to restore the original shear strength and stiffness of LCBs. Hence numerical studies were undertaken to investigate the shear strengths of LCBs with stiffened web openings. In this research, finite element models of LCBs with stiffened web openings in shear were developed to simulate the shear behaviour and strength of LCBs. Various stiffening methods using plate and LCB stud stiffeners attached to LCBs using screw-fastening were attempted. The developed models were then validated by comparing their results with experimental results and used in parametric studies. Both finite element analysis and experimental results showed that the stiffening arrangements recommended by past re-search for cold-formed steel channel beams are not adequate to restore the shear strengths of LCBs with web openings. Therefore new stiffener arrangements were proposed for LCBs with web openings based on experimental and finite element analysis results. This paper presents the details of finite element models and analyses used in this research and the results including the recommended stiffener arrangements.

Numerical studies of load bearing LSF walls under realistic design fire conditions

Fire safety of light gauge steel frame (LSF) stud walls is important in the design of buildings. Currently LSF walls are increasingly used in the building industry, and are usually made of cold-formed and thin-walled steel studs that are fire-protected by two layers of plasterboard on both sides. Many experimental and numerical studies have been undertaken to investigate the fire performance of load bearing LSF walls under standard fire conditions. However, the standard time-temperature curve does not represent the fire load present in typical residential and commercial buildings that include considerable amount of thermoplastic materials. Real building fires are unlikely to follow a standard time-temperature curve. However, only limited research has been undertaken to investigate the fire performance of load bearing LSF walls under realistic design fire conditions. Therefore in this research, finite element thermal models of the traditional LSF wall panels without cavity insulation and the new LSF composite wall panels were developed to simulate their fire performance under recently developed realistic design fire curves. Suitable thermal properties were proposed for plasterboards and insulations based on laboratory tests and literature review. The developed models were then validated by comparing their thermal performance results with available results from realistic design fire tests, and were later used in parametric studies. This paper presents the details of the developed finite element thermal models of load bearing LSF wall panels under realistic design fire time-temperature curves and the re-sults. It shows that finite element thermal models can be used to predict the fire performance of load bearing LSF walls with varying configurations of insulations and plasterboards under realistic design fires. Failure times of load bearing LSF walls were also predicted based on the results from finite element thermal analyses.

The cost of carbon : capital market effects of the proposed emission trading scheme (ETS)

In March 2008, the Australian Government announced its intention to introduce a national Emissions Trading Scheme (ETS), now expected to start in 2015. This impending development provides an ideal setting to investigate the impact an ETS in Australia will have on the market valuation of Australian Securities Exchange (ASX) firms. This is the first empirical study into the pricing effects of the ETS in Australia. Primarily, we hypothesize that firm value will be negatively related to a firm's carbon intensity profile. That is, there will be a greater impact on firm value for high carbon emitters in the period prior (2007) to the introduction of the ETS, whether for reasons relating to the existence of unbooked liabilities associated with future compliance and/or abatement costs, or for reasons relating to reduced future earnings. Using a sample of 58 Australian listed firms (constrained by the current availability of emissions data) which comprise larger, more profitable and less risky listed Australian firms, we first undertake an event study focusing on five distinct information events argued to impact the probability of the proposed ETS being enacted. Here, we find direct evidence that the capital market is indeed pricing the proposed ETS. Second, using a modified version of the Ohlson (1995) valuation model, we undertake a valuation analysis designed not only to complement the event study results, but more importantly to provide insights into the capital market's assessment of the magnitude of the economic impact of the proposed ETS as reflected in market capitalization. Here, our results show that the market assesses the most carbon intensive sample firms a market value decrement relative to other sample firms of between 7% and 10% of market capitalization. Further, based on the carbon emission profile of the sample firms we imply a ‘future carbon permit price’ of between AUD$17 per tonne and AUD$26 per tonne of carbon dioxide emitted. This study is more precise than industry reports, which set a carbon price of between AUD$15 to AUD$74 per tonne.

Numerical analysis of shape transition in graphene nanoribbons

Graphene nanoribbon (GNR) with free edges can exhibit non-flat morphologies due to pre-existing edge stress. Using molecular dynamics (MD) simulations, we investigate the free-edge effect on the shape transition in GNRs with different edge types, including regular (armchair and zigzag), armchair terminated with hydrogen and reconstructed armchair. The results show that initial edge stress and energy are dependent on the edge configurations. It is confirmed that pre-strain on the free edges is a possible way to limit the random shape transition of GNRs. In addition, the influence of surface attachment on the shape transition is also investigated in this work. It is found that surface attachment can lead to periodic ripples in GNRs, dependent on the initial edge configurations.

Numerical Characterization of Nanowires

In this chapter, we will present a contemporary review of the hitherto numerical characterization of nanowires (NWs). The bulk of the research reported in the literatures concern metallic NWs including Al, Cu, Au, Ag, Ni, and their alloys NWs. Research has also been reported for the investigation of some nonmetallic NWs, such as ZnO, GaN, SiC, SiO2. A plenty of researches have been conducted regarding the numerical investigation of NWs. Issues analyzed include structural changes under different loading situations, the formation and propagation of dislocations, and the effect of the magnitude of applied loading on deformation mechanics. Efforts have also been made to correlate simulation results with experimental measurements. However, direct comparisons are difficult since most simulations are carried out under conditions of extremely high strain/loading rates and small simulation samples due to computational limitations. Despite of the immense numerical studies of NWs, a significant work still lies ahead in terms of problem formulation, interpretation of results, identification and delineation of deformation mechanisms, and constitutive characterization of behavior. In this chapter, we present an introduction of the commonly adopted experimental and numerical approaches in studies of the deformation of NWs in Section 1. An overview of findings concerning perfect NWs under different loading situations, such as tension, compression, torsion, and bending are presented in Section 2. In Section 3, we will detail some recent results from the authors’ own work with an emphasis on the study of influences from different pre-existing defect on NWs. Some thoughts on future directions of the computational mechanics of NWs together with Conclusions will be given in the last section.

Two novel numerical methods for solving the two-dimensional fractional Fitzhugh-Nagumo-monodomain model

Fractional mathematical models represent a new approach to modelling complex spatial problems in which there is heterogeneity at many spatial and temporal scales. In this paper, a two-dimensional fractional Fitzhugh-Nagumo-monodomain model with zero Dirichlet boundary conditions is considered. The model consists of a coupled space fractional diffusion equation (SFDE) and an ordinary differential equation. For the SFDE, we first consider the numerical solution of the Riesz fractional nonlinear reaction-diffusion model and compare it to the solution of a fractional in space nonlinear reaction-diffusion model. We present two novel numerical methods for the two-dimensional fractional Fitzhugh-Nagumo-monodomain model using the shifted Grunwald-Letnikov method and the matrix transform method, respectively. Finally, some numerical examples are given to exhibit the consistency of our computational solution methodologies. The numerical results demonstrate the effectiveness of the methods.

Spectral approximations to the fractional integral and derivative

In this paper, the spectral approximations are used to compute the fractional integral and the Caputo derivative. The effective recursive formulae based on the Legendre, Chebyshev and Jacobi polynomials are developed to approximate the fractional integral. And the succinct scheme for approximating the Caputo derivative is also derived. The collocation method is proposed to solve the fractional initial value problems and boundary value problems. Numerical examples are also provided to illustrate the effectiveness of the derived methods.