Supplement : Efficient weak second-order stochastic Runge-Kutta methods for non-commutative Stratonvich stochastic differential equations

This paper gives a modification of a class of stochastic Runge–Kutta methods proposed in a paper by Komori (2007). The slight modification can reduce the computational costs of the methods significantly.

Higher-order spectral analysis of nonlinear ocean surface gravity waves

Higher-order spectral analysis is used to detect the presence of secondary and tertiary forced waves associated with the nonlinearity of energetic swell observed in 8- and 13-m water depths. Higher-order spectral analysis techniques are first described and then applied to the field data, followed by a summary of the results.

A new first-order decision-making model for the procurement of public sector infrastructure: Procedures and Testing

Given global demand for new infrastructure, governments face substantial challenges in funding new infrastructure and delivering Value for Money (VfM). As part of the background to this challenge, a critique is given of current practice in the selection of the approach to procure major public sector infrastructure in Australia and which is akin to the Multi-Attribute Utility Approach (MAUA). To contribute towards addressing the key weaknesses of MAUA, a new first-order procurement decision-making model is presented. The model addresses the make-or-buy decision (risk allocation); the bundling decision (property rights incentives), as well as the exchange relationship decision (relational to arms-length exchange) in its novel approach to articulating a procurement strategy designed to yield superior VfM across the whole life of the asset. The aim of this paper is report on the development of this decisionmaking model in terms of the procedural tasks to be followed and the method being used to test the model. The planned approach to testing the model uses a sample of 87 Australian major infrastructure projects in the sum of AUD32 billion and deploys a key proxy for VfM comprising expressions of interest, as an indicator of competition.

Testing second order cyclostationarity in the squared envelope spectrum of non-white vibration signals

Cyclostationary models for the diagnostic signals measured on faulty rotating machineries have proved to be successful in many laboratory tests and industrial applications. The squared envelope spectrum has been pointed out as the most efficient indicator for the assessment of second order cyclostationary symptoms of damages, which are typical, for instance, of rolling element bearing faults. In an attempt to foster the spread of rotating machinery diagnostics, the current trend in the field is to reach higher levels of automation of the condition monitoring systems. For this purpose, statistical tests for the presence of cyclostationarity have been proposed during the last years. The statistical thresholds proposed in the past for the identification of cyclostationary components have been obtained under the hypothesis of having a white noise signal when the component is healthy. This need, coupled with the non-white nature of the real signals implies the necessity of pre-whitening or filtering the signal in optimal narrow-bands, increasing the complexity of the algorithm and the risk of losing diagnostic information or introducing biases on the result. In this paper, the authors introduce an original analytical derivation of the statistical tests for cyclostationarity in the squared envelope spectrum, dropping the hypothesis of white noise from the beginning. The effect of first order and second order cyclostationary components on the distribution of the squared envelope spectrum will be quantified and the effectiveness of the newly proposed threshold verified, providing a sound theoretical basis and a practical starting point for efficient automated diagnostics of machine components such as rolling element bearings. The analytical results will be verified by means of numerical simulations and by using experimental vibration data of rolling element bearings.

Investigation of the effects of the fatty acid profile on fuel properties using a Multi-Criteria Decision Analysis

The structural features of fatty acids in biodiesel, including degree of unsaturation, percentage of saturated fatty acids and average chain length, influence important fuel properties such as cetane number, iodine value, density, kinematic viscosity, higher heating value and oxidation stability. The composition of fatty acid esters within the fuel should therefore be in the correct ratio to ensure fuel properties are within international biodiesel standards such as ASTM 6751 or EN 14214. This study scrutinises the influence of fatty acid composition and individual fatty acids on fuel properties. Fuel properties were estimated based on published equations, and measured according to standard procedure ASTM D6751 and EN 14214 to confirm the influences of the fatty acid profile. Based on fatty acid profile-derived calculations, the cetane number of the microalgal biodiesel was estimated to be 11.6, but measured 46.5, which emphasises the uncertainty of the method used for cetane number calculation. Multi-criteria decision analysis (MCDA), PROMETHEE-GAIA, was used to determine the influence of individual fatty acids on fuel properties in the GAIA plane. Polyunsaturated fatty acids increased the iodine value and had a negative influence on cetane number. Kinematic viscosity was negatively influenced by some long chain polyunsaturated fatty acids such as C20:5 and C22:6 and some of the more common saturated fatty acids C14:0 and C18:0. The positive impact of average chain length on higher heating value was also confirmed in the GAIA plane

A decision-analysis-based framework for analysing stakeholder behaviour in scenario planning

Scenario planning is a method widely used by strategic planners to address uncertainty about the future. However, current methods either fail to address the future behaviour and impact of stakeholders or they treat the role of stakeholders informally. We present a practical decision-analysis-based methodology for analysing stakeholder objectives and likely behaviour within contested unfolding futures. We address issues of power, interest, and commitment to achieve desired outcomes across a broad stakeholder constituency. Drawing on frameworks for corporate social responsibility (CSR), we provide an illustrative example of our approach to analyse a complex contested issue that crosses geographic, organisational and cultural boundaries. Whilst strategies can be developed by individual organisations that consider the interests of others – for example in consideration of an organisation's CSR agenda – we show that our augmentation of scenario method provides a further, nuanced, analysis of the power and objectives of all concerned stakeholders across a variety of unfolding futures. The resulting modelling framework is intended to yield insights and hence more informed decision making by individual stakeholders or regulators.

Maximal regularity for second order non-autonomous Cauchy problems

We consider some non-autonomous second order Cauchy problems of the form u + B(t)(u) over dot + A(t)u = f (t is an element of [0, T]), u(0) = (u) over dot(0) = 0. We assume that the first order problem (u) over dot + B(t)u = f (t is an element of [0, T]), u(0) = 0, has L-p-maximal regularity. Then we establish L-p-maximal regularity of the second order problem in situations when the domains of B(t(1)) and A(t(2)) always coincide, or when A(t) = kappa B(t).

Compressible second-order boundary layers for three-dimensional stagnation point flows with mass transfer

All the second-order boundary-layer effects have been studied for the steady laminar compressible 3-dimensional stagnation-point flows with variable properties and mass transfer for both saddle and nodal point regions. The governing equations have been solved numerically using an implicit finite-difference scheme. Results for the heat transfer and skin friction have been obtained for several values of the mass-transfer rate, wall temperature, and also for several values of parameters characterizing the nature of stagnation point and variable gas properties. The second-order effects on the heat transfer and skin friction at the wall are found to be significant and at large injection rates, they dominate over the results of the first-order boundary layer, but the effect of large suction is just the opposite. In general, the second-order effects are more pronounced in the saddle-point region than in the nodal-point region. The overall heat-transfer rate for the 3-dimensional flows is found to be more than that of the 2-dimensional flows.

Unsteady laminar incompressible second-order boundary-layer flow at a three-dimensional stagnation point

The unsteadely laminar incompressible second-order boundary-layer flow at the stagnation point of a three-dimensional body has been studied for both nodal and saddle point regions. The effects of mass transfer and Prandtl number have been taken into account. The equations governing the flow have been solved numerically using an implicit finite-difference scheme. It has been found that the parameter characterizing the unsteadiness in the velocity of the free stream, the nature of the stagnation point, the mass transfer and Prandtl number strongly affect the second-order skin friction and heat transfer. The overall skin friction becomes less due to second-order effects but the heat transfer has the opposite behaviour. For large injection, the second-order skin-friction and heat-transfer results prevail over the first-order boundary layer results whereas for the case of large suction the behaviour is just the opposite.

Nonlinear analysis for the pre- and post-yield behaviour of a composite structure with the refined plastic hinge approach

The computational technique of the full ranges of the second-order inelastic behaviour evaluation of steel-concrete composite structure is not always sought forgivingly, and therefore it hinders the development and application of the performance-based design approach for the composite structure. To this end, this paper addresses of the advanced computational technique of the higher-order element with the refined plastic hinges to capture the all-ranges behaviour of an entire steel-concrete composite structure. Moreover, this paper presents the efficient and economical cross-section analysis to evaluate the element section capacity of the non-uniform and arbitrary composite section subjected to the axial and bending interaction. Based on the same single algorithm, it can accurately and effectively evaluate nearly continuous interaction capacity curve from decompression to pure bending technically, which is the important capacity range but highly nonlinear. Hence, this cross-section analysis provides the simple but unique algorithm for the design approach. In summary, the present nonlinear computational technique can simulate both material and geometric nonlinearities of the composite structure in the accurate, efficient and reliable fashion, including partial shear connection and gradual yielding at pre-yield stage, plasticity and strain-hardening effect due to axial and bending interaction at post-yield stage, loading redistribution, second-order P-δ and P-Δ effect, and also the stiffness and strength deterioration. And because of its reliable and accurate behavioural evaluation, the present technique can be extended for the design of the high-strength composite structure and potentially for the fibre-reinforced concrete structure.

Unsteady compressible second-order boundary layers at the stagnation point of two-dimensional and axisymmetric bodies

The unsteady laminar compressible boundary-layer flow over two-dimensional and axisymmetric bodies at the stagnation point with mass transfer has been studied for all second-order boundary layer effects when the basic potential flow admits selfsimilarity. The solutions for the governing equations are obtained by using an implicit finite-difference scheme. Computations have been carried out for different values of the parameters characterizing the unsteadiness in the free stream velocity, wall temperature, mass transfer rate and variable gas properties. The results are found to be strongly affected by the unsteadiness in the free stream velocity. For large injection rates the second-orderboundary layer effects may prevail over the first-order boundary layer, but reverse is true for suction. The wall temperature and the variation of the density-viscosity product across the boundary layer appreciably change the skin-friction and heat-transfer rates due to second-order boundary-layer effects.

Oscillation criteria for differential equations of second order

In this article, we give sufficient condition in the form of integral inequalities to establish the oscillatory nature of non linear homogeneous differential equations of the form where r, q, p, f and g are given data. We do this by separating the two cases f is monotonous and non monotonous.