Langevin dynamics modeling of the water diffusion tensor in partially aligned collagen networks

In this work, a Langevin dynamics model of the diffusion of water in articular cartilage was developed. Numerical simulations of the translational dynamics of water molecules and their interaction with collagen fibers were used to study the quantitative relationship between the organization of the collagen fiber network and the diffusion tensor of water in model cartilage. Langevin dynamics was used to simulate water diffusion in both ordered and partially disordered cartilage models. In addition, an analytical approach was developed to estimate the diffusion tensor for a network comprising a given distribution of fiber orientations. The key findings are that (1) an approximately linear relationship was observed between collagen volume fraction and the fractional anisotropy of the diffusion tensor in fiber networks of a given degree of alignment, (2) for any given fiber volume fraction, fractional anisotropy follows a fiber alignment dependency similar to the square of the second Legendre polynomial of cos(θ), with the minimum anisotropy occurring at approximately the magic angle (θMA), and (3) a decrease in the principal eigenvalue and an increase in the transverse eigenvalues is observed as the fiber orientation angle θ progresses from 0◦ to 90◦. The corresponding diffusion ellipsoids are prolate for θ < θMA, spherical for θ ≈ θMA, and oblate for θ > θMA. Expansion of the model to include discrimination between the combined effects of alignment disorder and collagen fiber volume fraction on the diffusion tensor is discussed.

Trace-element modeling of the magmatic evolution of rare-earth-rich carbonatite from the Miaoya deposit, Central China

Carbonatites are known to contain the highest concentrations of rare-earth elements (REE) among all igneous rocks. The REE distribution of carbonatites is commonly believed to be controlled by that of the rock forming Ca minerals (i.e., calcite, dolomite, and ankerite) and apatite because of their high modal content and tolerance for the substitution of Ca by light REE (LREE). Contrary to this conjecture, calcite from the Miaoya carbonatite (China), analyzed in situ by laser-ablation inductively-coupled-plasma mass-spectrometry, is characterized by low REE contents (100–260 ppm) and relatively !at chondrite-normalized REE distribution patterns [average (La/Yb)CN=1.6]. The carbonatite contains abundant REE-rich minerals, including monazite and !uorapatite, both precipitated earlier than the REE-poor calcite, and REE-fluorocarbonates that postdated the calcite. Hydrothermal REE-bearing !uorite and barite veins are not observed at Miaoya. The textural and analytical evidence indicates that the initially high concentrations of REE and P in the carbonatitic magma facilitated early precipitation of REE-rich phosphates. Subsequent crystallization of REE-poor calcite led to enrichment of the residual liquid in REE, particularly LREE. This implies that REE are generally incompatible with respect to calcite and the calcite/melt partition coefficients for heavy REE (HREE) are significantly greater than those for LREE. Precipitation of REE-fluorocarbonates late in the evolutionary history resulted in depletion of the residual liquid in LREE, as manifested by the development of HREE-enriched late-stage calcite [(La/Yb)CN=0.7] in syenites associated with the carbonatite. The observed variations of REE distribution between calcite and whole rocks are interpreted to arise from multistage fractional crystallization (phosphates!calcite!REE-!uorocarbonates) from an initially REE-rich carbonatitic liquid.

A simulation modeling approach to understanding information technology value cocreation

The business value of information technology (IT) is increasingly being cocreated by multiple parties, opening opportunities for new research initiatives. Previous studies on IT value cocreation mainly focus on analyzing sources of cocreated IT value, yet inadequately accommodating the influence of competition relationships in IT value cocreation activities. To fill the gap, this in-progress paper suggests an agent-based modeling (also simulation) approach to investigating potential influences of the dynamic interplay between cooperation and competition relationships in IT value cocreation settings. In particular, the research proposes a high-level conceptual framework to position general IT value cocreation processes. A relational network view is offered, aiming at decomposing and systemizing several typical cooperation and competition scenarios in practical IT value cocreation settings. The application of a simulation approach to analytical insights and to theory building is illustrated.

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.

A framework for freeway incident modeling and traffic re-routing

This paper proposes an analytical Incident Traffic Management framework for freeway incident modeling and traffic re-routing. The proposed framework incorporates an econometric incident duration model and a traffic re-routing optimization module. The incident duration model is used to estimate the expected duration of the incident and thus determine the planning horizon for the re-routing module. The re-routing module is a CTM-based Single Destination System Optimal Dynamic Traffic Assignment model that generates optimal real-time strategies of re-routing freeway traffic to its adjacent arterial network during incidents. The proposed framework has been applied to a case study network including a freeway and its adjacent arterial network in South East Queensland, Australia. The results from different scenarios of freeway demand and incident blockage extent have been analyzed and advantages of the proposed framework are demonstrated.

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.

Constitutive modeling of shape memory alloy wire with non-local rate kinetics

A constitutive modeling approach for shape memory alloy (SMA) wire by taking into account the microstructural phase inhomogeneity and the associated solid-solid phase transformation kinetics is reported in this paper. The approach is applicable to general thermomechanical loading. Characterization of various scales in the non-local rate sensitive kinetics is the main focus of this paper. Design of SMA materials and actuators not only involve an optimal exploitation of the hysteresis loops during loading-unloading, but also accounts for fatigue and training cycle identifications. For a successful design of SMA integrated actuator systems, it is essential to include the microstructural inhomogeneity effects and the loading rate dependence of the martensitic evolution, since these factors play predominant role in fatigue. In the proposed formulation, the evolution of new phase is assumed according to Weibull distribution. Fourier transformation and finite difference methods are applied to arrive at the analytical form of two important scaling parameters. The ratio of these scaling parameters is of the order of 10(6) for stress-free temperature-induced transformation and 10(4) for stress-induced transformation. These scaling parameters are used in order to study the effect of microstructural variation on the thermo-mechanical force and interface driving force. It is observed that the interface driving force is significant during the evolution. Increase in the slopes of the transformation start and end regions in the stress-strain hysteresis loop is observed for mechanical loading with higher rates.

Modeling Finite Buffer Effects on TCP Traffic over an IEEE 802.11 Infrastructure WLAN

The network scenario is that of an infrastructure IEEE 802.11 WLAN with a single AP with which several stations (STAs) are associated. The AP has a finite size buffer for storing packets. In this scenario, we consider TCP controlled upload and download file transfers between the STAs and a server on the wireline LAN (e.g., 100 Mbps Ethernet) to which the AP is connected. In such a situation, it is known (see, for example, (3), [9]) that because of packet loss due to finite buffers at the Ap, upload file transfers obtain larger throughputs than download transfers. We provide an analytical model for estimating the upload and download throughputs as a function of the buffer size at the AP. We provide models for the undelayed and delayed ACK cases for a TCP that performs loss recovery only by timeout, and also for TCP Reno.

State Dependent Attempt Rate Modeling of Single Cell IEEE 802.11 WLANs with Homogeneous Nodes and Poisson Arrivals

Analytical models of IEEE 802.11-based WLANs are invariably based on approximations, such as the well-known mean-field approximations proposed by Bianchi for saturated nodes. In this paper, we provide a new approach for modeling the situation when the nodes are not saturated. We study a State Dependent Attempt Rate (SDAR) approximation to model M queues (one queue per node) served by the CSMA/CA protocol as standardized in the IEEE 802.11 DCF. The approximation is that, when n of the M queues are non-empty, the attempt probability of the n non-empty nodes is given by the long-term attempt probability of n saturated nodes as provided by Bianchi's model. This yields a coupled queue system. When packets arrive to the M queues according to independent Poisson processes, we provide an exact model for the coupled queue system with SDAR service. The main contribution of this paper is to provide an analysis of the coupled queue process by studying a lower dimensional process and by introducing a certain conditional independence approximation. We show that the numerical results obtained from our finite buffer analysis are in excellent agreement with the corresponding results obtained from ns-2 simulations. We replace the CSMA/CA protocol as implemented in the ns-2 simulator with the SDAR service model to show that the SDAR approximation provides an accurate model for the CSMA/CA protocol. We also report the simulation speed-ups thus obtained by our model-based simulation.

Modeling ecological and evolutionary processes in spatially structured populations

Many species inhabit fragmented landscapes, resulting either from anthropogenic or from natural processes. The ecological and evolutionary dynamics of spatially structured populations are affected by a complex interplay between endogenous and exogenous factors. The metapopulation approach, simplifying the landscape to a discrete set of patches of breeding habitat surrounded by unsuitable matrix, has become a widely applied paradigm for the study of species inhabiting highly fragmented landscapes. In this thesis, I focus on the construction of biologically realistic models and their parameterization with empirical data, with the general objective of understanding how the interactions between individuals and their spatially structured environment affect ecological and evolutionary processes in fragmented landscapes. I study two hierarchically structured model systems, which are the Glanville fritillary butterfly in the Åland Islands, and a system of two interacting aphid species in the Tvärminne archipelago, both being located in South-Western Finland. The interesting and challenging feature of both study systems is that the population dynamics occur over multiple spatial scales that are linked by various processes. My main emphasis is in the development of mathematical and statistical methodologies. For the Glanville fritillary case study, I first build a Bayesian framework for the estimation of death rates and capture probabilities from mark-recapture data, with the novelty of accounting for variation among individuals in capture probabilities and survival. I then characterize the dispersal phase of the butterflies by deriving a mathematical approximation of a diffusion-based movement model applied to a network of patches. I use the movement model as a building block to construct an individual-based evolutionary model for the Glanville fritillary butterfly metapopulation. I parameterize the evolutionary model using a pattern-oriented approach, and use it to study how the landscape structure affects the evolution of dispersal. For the aphid case study, I develop a Bayesian model of hierarchical multi-scale metapopulation dynamics, where the observed extinction and colonization rates are decomposed into intrinsic rates operating specifically at each spatial scale. In summary, I show how analytical approaches, hierarchical Bayesian methods and individual-based simulations can be used individually or in combination to tackle complex problems from many different viewpoints. In particular, hierarchical Bayesian methods provide a useful tool for decomposing ecological complexity into more tractable components.

Modeling finite buffer effects on TCP traffic over an IEEE 802.11 infrastructure WLAN

The network scenario is that of an infrastructure IEEE 802.11 WLAN with a single AP with which several stations (STAs) are associated. The AP has a finite size buffer for storing packets. In this scenario, we consider TCP-controlled upload and download file transfers between the STAs and a server on the wireline LAN (e.g., 100 Mbps Ethernet) to which the AP is connected. In such a situation, it is well known that because of packet losses due to finite buffers at the AP, upload file transfers obtain larger throughputs than download transfers. We provide an analytical model for estimating the upload and download throughputs as a function of the buffer size at the AP. We provide models for the undelayed and delayed ACK cases for a TCP that performs loss recovery only by timeout, and also for TCP Reno. The models are validated incomparison with NS2 simulations.

An analytical model for performance evaluation of multimedia applications over EDCA in an IEEE 802.11e WLAN

We extend the modeling heuristic of (Harsha et al. 2006. In IEEE IWQoS 06, pp 178 - 187) to evaluate the performance of an IEEE 802.11e infrastructure network carrying packet telephone calls, streaming video sessions and TCP controlled file downloads, using Enhanced Distributed Channel Access (EDCA). We identify the time boundaries of activities on the channel (called channel slot boundaries) and derive a Markov Renewal Process of the contending nodes on these epochs. This is achieved by the use of attempt probabilities of the contending nodes as those obtained from the saturation fixed point analysis of (Ramaiyan et al. 2005. In Proceedings ACM Sigmetrics, `05. Journal version accepted for publication in IEEE TON). Regenerative analysis on this MRP yields the desired steady state performance measures. We then use the MRP model to develop an effective bandwidth approach for obtaining a bound on the size of the buffer required at the video queue of the AP, such that the streaming video packet loss probability is kept to less than 1%. The results obtained match well with simulations using the network simulator, ns-2. We find that, with the default IEEE 802.11e EDCA parameters for access categories AC 1, AC 2 and AC 3, the voice call capacity decreases if even one streaming video session and one TCP file download are initiated by some wireless station. Subsequently, reducing the voice calls increases the video downlink stream throughput by 0.38 Mbps and file download capacity by 0.14 Mbps, for every voice call (for the 11 Mbps PHY). We find that a buffer size of 75KB is sufficient to ensure that the video packet loss probability at the QAP is within 1%.

Modeling and analysis of a tunable piezoelectric structure for transverse shear wave generation

An analytical investigation of the transverse shear wave mode tuning with a resonator mass (packing mass) on a Lead Zirconium Titanate (PZT) crystal bonded together with a host plate and its equivalent electric circuit parameters are presented. The energy transfer into the structure for this type of wave modes are much higher in this new design. The novelty of the approach here is the tuning of a single wave mode in the thickness direction using a resonator mass. First, a one-dimensional constitutive model assuming the strain induced only in the thickness direction is considered. As the input voltage is applied to the PZT crystal in the thickness direction, the transverse normal stress distribution induced into the plate is assumed to have parabolic distribution, which is presumed as a function of the geometries of the PZT crystal, packing mass, substrate and the wave penetration depth of the generated wave. For the PZT crystal, the harmonic wave guide solution is assumed for the mechanical displacement and electric fields, while for the packing mass, the former is solved using the boundary conditions. The electromechanical characteristics in terms of the stress transfer, mechanical impedance, electrical displacement, velocity and electric field are analyzed. The analytical solutions for the aforementioned entities are presented on the basis of varying the thickness of the PZT crystal and the packing mass. The results show that for a 25% increase in the thickness of the PZT crystal, there is ~38% decrease in the first resonant frequency, while for the same change in the thickness of the packing mass, the decrease in the resonant frequency is observed as ~35%. Most importantly the tuning of the generated wave can be accomplished with the packing mass at lower frequencies easily. To the end, an equivalent electric circuit, for tuning the transverse shear wave mode is analyzed.

Moment-Matched Lognormal Modeling of Uplink Interference with Power Control and Cell Selection

We develop an alternate characterization of the statistical distribution of the inter-cell interference power observed in the uplink of CDMA systems. We show that the lognormal distribution better matches the cumulative distribution and complementary cumulative distribution functions of the uplink interference than the conventionally assumed Gaussian distribution and variants based on it. This is in spite of the fact that many users together contribute to uplink interference, with the number of users and their locations both being random. Our observations hold even in the presence of power control and cell selection, which have hitherto been used to justify the Gaussian distribution approximation. The parameters of the lognormal are obtained by matching moments, for which detailed analytical expressions that incorporate wireless propagation, cellular layout, power control, and cell selection parameters are developed. The moment-matched lognormal model, while not perfect, is an order of magnitude better in modeling the interference power distribution.