Computationally efficient methods for solving time-variable-order time-space fractional reaction-diffusion equation

Fractional differential equations are becoming more widely accepted as a powerful tool in modelling anomalous diffusion, which is exhibited by various materials and processes. Recently, researchers have suggested that rather than using constant order fractional operators, some processes are more accurately modelled using fractional orders that vary with time and/or space. In this paper we develop computationally efficient techniques for solving time-variable-order time-space fractional reaction-diffusion equations (tsfrde) using the finite difference scheme. We adopt the Coimbra variable order time fractional operator and variable order fractional Laplacian operator in space where both orders are functions of time. Because the fractional operator is nonlocal, it is challenging to efficiently deal with its long range dependence when using classical numerical techniques to solve such equations. The novelty of our method is that the numerical solution of the time-variable-order tsfrde is written in terms of a matrix function vector product at each time step. This product is approximated efficiently by the Lanczos method, which is a powerful iterative technique for approximating the action of a matrix function by projecting onto a Krylov subspace. Furthermore an adaptive preconditioner is constructed that dramatically reduces the size of the required Krylov subspaces and hence the overall computational cost. Numerical examples, including the variable-order fractional Fisher equation, are presented to demonstrate the accuracy and efficiency of the approach.

Effects of wireless sensor network uncertainties on output-only modal analysis employing merged data of multiple tests

The use of Wireless Sensor Networks (WSNs) for Structural Health Monitoring (SHM) has become a promising approach due to many advantages such as low cost, fast and flexible deployment. However, inherent technical issues such as data synchronization error and data loss have prevented these distinct systems from being extensively used. Recently, several SHM-oriented WSNs have been proposed and believed to be able to overcome a large number of technical uncertainties. Nevertheless, there is limited research verifying the applicability of those WSNs with respect to demanding SHM applications like modal analysis and damage identification. This paper first presents a brief review of the most inherent uncertainties of the SHM-oriented WSN platforms and then investigates their effects on outcomes and performance of the most robust Output-only Modal Analysis (OMA) techniques when employing merged data from multiple tests. The two OMA families selected for this investigation are Frequency Domain Decomposition (FDD) and Data-driven Stochastic Subspace Identification (SSI-data) due to the fact that they both have been widely applied in the past decade. Experimental accelerations collected by a wired sensory system on a large-scale laboratory bridge model are initially used as clean data before being contaminated by different data pollutants in sequential manner to simulate practical SHM-oriented WSN uncertainties. The results of this study show the robustness of FDD and the precautions needed for SSI-data family when dealing with SHM-WSN uncertainties. Finally, the use of the measurement channel projection for the time-domain OMA techniques and the preferred combination of the OMA techniques to cope with the SHM-WSN uncertainties is recommended.

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.

Health informatics domain knowledge analysis : an information technology perspective

Health Informatics is an intersection of information technology, several disciplines of medicine and health care. It sits at the common frontiers of health care services including patient centric, processes driven and procedural centric care. From the information technology perspective it can be viewed as computer application in medical and/or health processes for delivering better health care solutions. In spite of the exaggerated hype, this field is having a major impact in health care solutions, in particular health care deliveries, decision making, medical devices and allied health care industries. It also affords enormous research opportunities for new methodological development. Despite the obvious connections between Medical Informatics, Nursing Informatics and Health Informatics, most of the methodologies and approaches used in Health Informatics have so far originated from health system management, care aspects and medical diagnostic. This paper explores reasoning for domain knowledge analysis that would establish Health Informatics as a domain and recognised as an intellectual discipline in its own right.

Practical aspects of frequency-domain identification of dynamic models of marine structures from hydrodynamic data

The motion response of marine structures in waves can be studied using finite-dimensional linear-time-invariant approximating models. These models, obtained using system identification with data computed by hydrodynamic codes, find application in offshore training simulators, hardware-in-the-loop simulators for positioning control testing, and also in initial designs of wave-energy conversion devices. Different proposals have appeared in the literature to address the identification problem in both time and frequency domains, and recent work has highlighted the superiority of the frequency-domain methods. This paper summarises practical frequency-domain estimation algorithms that use constraints on model structure and parameters to refine the search of approximating parametric models. Practical issues associated with the identification are discussed, including the influence of radiation model accuracy in force-to-motion models, which are usually the ultimate modelling objective. The illustration examples in the paper are obtained using a freely available MATLAB toolbox developed by the authors, which implements the estimation algorithms described.

Second-order elastic finite element analysis of structures using a single element per member

Finite element frame analysis programs targeted for design office application necessitate algorithms which can deliver reliable numerical convergence in a practical timeframe with comparable degrees of accuracy, and a highly desirable attribute is the use of a single element per member to reduce computational storage, as well as data preparation and the interpretation of the results. To this end, a higher-order finite element method including geometric non-linearity is addressed in the paper for the analysis of elastic frames for which a single element is used to model each member. The geometric non-linearity in the structure is handled using an updated Lagrangian formulation, which takes the effects of the large translations and rotations that occur at the joints into consideration by accumulating their nodal coordinates. Rigid body movements are eliminated from the local member load-displacement relationship for which the total secant stiffness is formulated for evaluating the large member deformations of an element. The influences of the axial force on the member stiffness and the changes in the member chord length are taken into account using a modified bowing function which is formulated in the total secant stiffness relationship, for which the coupling of the axial strain and flexural bowing is included.

Effects of wireless sensor network uncertainties on output-only modal analysis employing merged data of multiple tests

The use of Wireless Sensor Networks (WSNs) for vibration-based Structural Health Monitoring (SHM) has become a promising approach due to many advantages such as low cost, fast and flexible deployment. However, inherent technical issues such as data asynchronicity and data loss have prevented these distinct systems from being extensively used. Recently, several SHM-oriented WSNs have been proposed and believed to be able to overcome a large number of technical uncertainties. Nevertheless, there is limited research verifying the applicability of those WSNs with respect to demanding SHM applications like modal analysis and damage identification. Based on a brief review, this paper first reveals that Data Synchronization Error (DSE) is the most inherent factor amongst uncertainties of SHM-oriented WSNs. Effects of this factor are then investigated on outcomes and performance of the most robust Output-only Modal Analysis (OMA) techniques when merging data from multiple sensor setups. The two OMA families selected for this investigation are Frequency Domain Decomposition (FDD) and data-driven Stochastic Subspace Identification (SSI-data) due to the fact that they both have been widely applied in the past decade. Accelerations collected by a wired sensory system on a large-scale laboratory bridge model are initially used as benchmark data after being added with a certain level of noise to account for the higher presence of this factor in SHM-oriented WSNs. From this source, a large number of simulations have been made to generate multiple DSE-corrupted datasets to facilitate statistical analyses. The results of this study show the robustness of FDD and the precautions needed for SSI-data family when dealing with DSE at a relaxed level. Finally, the combination of preferred OMA techniques and the use of the channel projection for the time-domain OMA technique to cope with DSE are recommended.

Simulation-based density estimation for time series using covariate data

This paper proposes a simulation-based density estimation technique for time series that exploits information found in covariate data. The method can be paired with a large range of parametric models used in time series estimation. We derive asymptotic properties of the estimator and illustrate attractive finite sample properties for a range of well-known econometric and financial applications.

Transitioning to energy efficient vehicles: An analysis of the potential rebound effects and subsequent impact upon emissions

Given the shift toward energy efficient vehicles (EEVs) in recent years, it is important that the effects of this transition are properly examined. This paper investigates some of these effects by analyzing annual kilometers traveled (AKT) of private vehicle owners in Stockholm in 2008. The difference in emissions associated with EEV adoption is estimated, along with the effect of a congestion-pricing exemption for EEVs on vehicle usage. Propensity score matching is used to compare AKT rates of different vehicle owner groups based on the treatments of: EEV ownership and commuting across the cordon, controlling for confounding factors such as demographics. Through this procedure, rebound effects are identified, with some EEV owners found to have driven up to 12.2% further than non-EEV owners. Although some of these differences could be attributed to the congestion-pricing exemption, the results were not statistically significant. Overall, taking into account lifecycle emissions of each fuel type, average EEV emissions were 50.5% less than average non-EEV emissions, with this reduction in emissions offset by 2.0% due to rebound effects. Although it is important for policy-makers to consider the potential for unexpected negative effects in similar transitions, the overall benefit of greatly reduced emissions appears to outweigh any rebound effects present in this case study.

Sidewall inclined slot in a rectangular waveguide: Theory and experiment

A novel analysis to compute the admittance characteristics of the slots cut in the narrow wall of a rectangular waveguide, which includes the corner diffraction effects and the finite waveguide wall thickness, is presented. A coupled magnetic field integral equation is formulated at the slot aperture which is solved by the Galerkin approach of the method of moments using entire domain sinusoidal basis functions. The externally scattered fields are computed using the finite difference method (FDM) coupled with the measured equation of invariance (MEI). The guide wall thickness forms a closed cavity and the fields inside it are evaluated using the standard FDM. The fields scattered inside the waveguide are formulated in the spectral domain for faster convergence compared to the traditional spatial domain expansions. The computed results have been compared with the experimental results and also with the measured data published in previous literature. Good agreement between the theoretical and experimental results is obtained to demonstrate the validity of the present analysis.

Unsteady flow and heat transfer between rotating coaxial disks

A study is made on the flow and heat transfer of a viscous fluid confined between two parallel disks. The disks are allowed to rotate with different time dependent angular velocities, and the upper disk is made to approach the lower one with a constant speed. Numerical solutions of the governing parabolic partial differential equations are obtained through a fourth-order accurate compact finite difference scheme. The normal forces and torques that the fluid exerts on the rotating surfaces are obtained at different nondimensional times for different values of the rate of squeezing and disk angular velocities. The temperature distribution and heat transfer are also investigated in the present analysis.

On the sensitivity of elastic waves due to structural damages:Time-frequency based indexing method

Time-frequency analysis of various simulated and experimental signals due to elastic wave scattering from damage are performed using wavelet transform (WT) and Hilbert-Huang transform (HHT) and their performances are compared in context of quantifying the damages. Spectral finite element method is employed for numerical simulation of wave scattering. An analytical study is carried out to study the effects of higher-order damage parameters on the reflected wave from a damage. Based on this study, error bounds are computed for the signals in the spectral and also on the time-frequency domains. It is shown how such an error bound can provide all estimate of error in the modelling of wave propagation in structure with damage. Measures of damage based on WT and HHT is derived to quantify the damage information hidden in the signal. The aim of this study is to obtain detailed insights into the problem of (1) identifying localised damages (2) dispersion of multifrequency non-stationary signals after they interact with various types of damage and (3) quantifying the damages. Sensitivity analysis of the signal due to scattered wave based on time-frequency representation helps to correlate the variation of damage index measures with respect to the damage parameters like damage size and material degradation factors.

Wave propagation in multi-walled carbon nanotube

In this paper, wave propagation in multi-walled carbon nanotubes (MWNTs) are studied by modeling them as continuum multiple shell coupled through van der Waals force of interaction. The displacements, namely, axial, radial and circumferential displacements vary along the circumferential direction. The wave propagation are simulated using the wavelet based spectral finite element (WSFE) method. This technique involves Daubechies scaling function approximation in time and spectral element approach. The WSFE Method allows the study of wave properties in both time and frequency domains. This is in contrast to the conventional Fourier transform based analysis which are restricted to frequency domain analysis. Here, first, the wavenumbers and wave speeds of carbon nanotubes (CNTs) are Studied to obtain the characteristics of the waves. These group speeds have been compared with those reported in literature. Next, the natural frequencies of a single-walled carbon nanotube (SWNT) are studied for different values of the radius. The frequencies of the first five modes vary linearly with the radius of the SWNT. Finally, the time domain responses are simulated for SWNT and three-walled carbon nanotubes.

Time dependent rotational flow of a viscous fluid over an infinite porous disk with a magnetic field

Both the semi-similar and self-similar flows due to a viscous fluid rotating with time dependent angular velocity over a porous disk of large radius at rest with or without a magnetic field are investigated. For the self-similar case the resulting equations for the suction and no mass transfer cases are solved numerically by quasilinearization method whereas for the semi-similar case and injection in the self-similar case an implicit finite difference method with Newton's linearization is employed. For rapid deceleration of fluid and for moderate suction in the case of self-similar flow there exists a layer of fluid, close to the disk surface where the sense of rotation is opposite to that of the fluid rotating far away. The velocity profiles in the absence of magnetic field are found to be oscillatory except for suction. For the accelerating freestream, (semi-similar flow) the effect of time is to reduce the amplitude of the oscillations of the velocity components. On the other hand the effect of time for the oscillating case is just the opposite.

Methodological and Empirical Advances in the Quantitative Analysis of Spontaneous Responses in Psychophysiological Time Series

The aim of the present study was to advance the methodology and use of time series analysis to quantify dynamic structures in psychophysiological processes and thereby to produce information on spontaneously coupled physiological responses and their behavioral and experiential correlates. Series of analyses using both simulated and empirical cardiac (IBI), electrodermal (EDA), and facial electromyographic (EMG) data indicated that, despite potential autocorrelated structures, smoothing increased the reliability of detecting response coupling from an interindividual distribution of intraindividual measures and that especially the measures of covariance produced accurate information on the extent of coupled responses. This methodology was applied to analyze spontaneously coupled IBI, EDA, and facial EMG responses and vagal activity in their relation to emotional experience and personality characteristics in a group of middle-aged men (n = 37) during the administration of the Rorschach testing protocol. The results revealed new characteristics in the relationship between phasic end-organ synchronization and vagal activity, on the one hand, and individual differences in emotional adjustment to novel situations on the other. Specifically, it appeared that the vagal system is intimately related to emotional and social responsivity. It was also found that the lack of spontaneously synchronized responses is related to decreased energetic arousal (e.g., depression, mood). These findings indicate that the present process analysis approach has many advantages for use in both experimental and applied research, and that it is a useful new paradigm in psychophysiological research. Keywords: Autonomic Nervous System; Emotion; Facial Electromyography; Individual Differences; Spontaneous Responses; Time Series Analysis; Vagal System