Half metallicity in finite-length zigzag single walled carbon nanotube : A first-principle prediction

We predict here from first-principle calculations that finite-length (n,0) single walled carbon nanotubes (SWCNTs) with H-termination at the open ends displaying antiferromagnetic coupling when n is greater than 6. An opposite local gating effect of the spin states, i.e., half metallicity, is found under the influence of an external electric field along the direction of tube axis. Remarkably, boron doping of unpassivated SWCNTs at both zigzag edges is found to favor a ferromagnetic ground state, with the B-doped tubes displaying half-metallic behavior even in the absence of an electric field. Aside of the intrinsic interest of these results, an important avenue for development of CNT-based spintronic is suggested.

The benefit of modeling jumps in realized volatility for risk prediction : evidence from Chinese mainland stocks

Recent literature has focused on realized volatility models to predict financial risk. This paper studies the benefit of explicitly modeling jumps in this class of models for value at risk (VaR) prediction. Several popular realized volatility models are compared in terms of their VaR forecasting performances through a Monte Carlo study and an analysis based on empirical data of eight Chinese stocks. The results suggest that careful modeling of jumps in realized volatility models can largely improve VaR prediction, especially for emerging markets where jumps play a stronger role than those in developed markets.

Numerical solutions for thin film flow down the outside and inside of a vertical cylinder

We consider a model for thin film flow down the outside and inside of a vertical cylinder. Our focus is to study the effect that the curvature of the cylinder has on the gravity-driven instability of the advancing contact line and to simulate the resulting fingering patterns that form due to this instability. The governing partial differential equation is fourth order with a nonlinear degenerate diffusion term that represents the stabilising effect of surface tension. We present numerical solutions obtained by implementing an efficient alternating direction implicit scheme. When compared to the problem of flow down a vertical plane, we find that increasing substrate curvature tends to increase the fingering instability for flow down the outside of the cylinder, whereas flow down the inside of the cylinder substrate curvature has the opposite effect. Further, we demonstrate the existence of nontrivial travelling wave solutions which describe fingering patterns that propagate down the inside of a cylinder at constant speed without changing form. These solutions are perfectly analogous to those found previously for thin film flow down an inclined plane.

Hydrogeological framework, conceptual and numerical groundwater flow model of Laidley Creek catchment, Queensland, Australia

This thesis studies the water resources of Laidley Creek catchment within the Lockyer Valley where groundwater is used for intensive irrigation of crops. A holistic approach was used to consider groundwater within the total water cycle. The project mapped the geology, measured stream flows and groundwater levels, and analysed the chemistry of the waters. These data were integrated within a catchment-wide conceptual model, including historic and rainfall records. From this a numerical simulation was produced to test data validity and develop predictions of behaviour, which can support management decisions, particularly in times of variable climate.

A method for predicting rain-induced instability of an individual slope

Awareness to avoid losses and casualties due to rain-induced landslide is increasing in regions that routinely experience heavy rainfall. Improvements in early warning systems against rain-induced landslide such as prediction modelling using rainfall records, is urgently needed in vulnerable regions. The existing warning systems have been applied using stability chart development and real-time displacement measurement on slope surfaces. However, there are still some drawbacks such as: ignorance of rain-induced instability mechanism, mislead prediction due to the probabilistic prediction and short time for evacuation. In this research, a real-time predictive method was proposed to alleviate the drawbacks mentioned above. A case-study soil slope in Indonesia that failed in 2010 during rainfall was used to verify the proposed predictive method. Using the results from the field and laboratory characterizations, numerical analyses can be applied to develop a model of unsaturated residual soils slope with deep cracks and subject to rainwater infiltration. Real-time rainfall measurement in the slope and the prediction of future rainfall are needed. By coupling transient seepage and stability analysis, the variation of safety factor of the slope with time were provided as a basis to develop method for the real-time prediction of the rain-induced instability of slopes. This study shows the proposed prediction method has the potential to be used in an early warning system against landslide hazard, since the FOS value and the timing of the end-result of the prediction can be provided before the actual failure of the case study slope.

Displacement motion prediction of a landing deck for recovery operations of rotary UAVs

This paper proposes a practical prediction procedure for vertical displacement of a Rotarywing Unmanned Aerial Vehicle (RUAV) landing deck in the presence of stochastic sea state disturbances. A proper time series model tending to capture characteristics of the dynamic relationship between an observer and a landing deck is constructed, with model orders determined by a novel principle based on Bayes Information Criterion (BIC) and coefficients identified using the Forgetting Factor Recursive Least Square (FFRLS) method. In addition, a fast-converging online multi-step predictor is developed, which can be implemented more rapidly than the Auto-Regressive (AR) predictor as it requires less memory allocations when updating coefficients. Simulation results demonstrate that the proposed prediction approach exhibits satisfactory prediction performance, making it suitable for integration into ship-helicopter approach and landing guidance systems in consideration of computational capacity of the flight computer.

Numerical simulation of anomalous diffusion with application to medical imaging

The first objective of this project is to develop new efficient numerical methods and supporting error and convergence analysis for solving fractional partial differential equations to study anomalous diffusion in biological tissue such as the human brain. The second objective is to develop a new efficient fractional differential-based approach for texture enhancement in image processing. The results of the thesis highlight that the fractional order analysis captured important features of nuclear magnetic resonance (NMR) relaxation and can be used to improve the quality of medical imaging.

Laboratory measurement of hydraulic conductivity functions of two unsaturated sandy soils during drying and wetting processes

The importance of applying unsaturated soil mechanics to geotechnical engineering design has been well understood. However, the consumption of time and the necessity for a specific laboratory testing apparatus when measuring unsaturated soil properties have limited the application of unsaturated soil mechanics theories in practice. Although methods for predicting unsaturated soil properties have been developed, the verification of these methods for a wide range of soil types is required in order to increase the confidence of practicing engineers in using these methods. In this study, a new permeameter was developed to measure the hydraulic conductivity of unsaturated soils using the steady-state method and directly measured suction (negative pore-water pressure) values. The apparatus is instrumented with two tensiometers for the direct measurement of suction during the tests. The apparatus can be used to obtain the hydraulic conductivity function of sandy soil over a low suction range (0-10 kPa). Firstly, the repeatability of the unsaturated hydraulic conductivity measurement, using the new permeameter, was verified by conducting tests on two identical sandy soil specimens and obtaining similar results. The hydraulic conductivity functions of the two sandy soils were then measured during the drying and wetting processes of the soils. A significant hysteresis was observed when the hydraulic conductivity was plotted against the suction. However, the hysteresis effects were not apparent when the conductivity was plotted against the volumetric water content. Furthermore, the measured unsaturated hydraulic conductivity functions were compared with predictions using three different predictive methods that are widely incorporated into numerical software. The results suggest that these predictive methods are capable of capturing the measured behavior with reasonable agreement.

A closed-form approximation for pricing temperature-based weather derivatives

This paper develops analytical distributions of temperature indices on which temperature derivatives are written. If the deviations of daily temperatures from their expected values are modelled as an Ornstein-Uhlenbeck process with timevarying variance, then the distributions of the temperature index on which the derivative is written is the sum of truncated, correlated Gaussian deviates. The key result of this paper is to provide an analytical approximation to the distribution of this sum, thus allowing the accurate computation of payoffs without the need for any simulation. A data set comprising average daily temperature spanning over a hundred years for four Australian cities is used to demonstrate the efficacy of this approach for estimating the payoffs to temperature derivatives. It is demonstrated that expected payoffs computed directly from historical records are a particularly poor approach to the problem when there are trends in underlying average daily temperature. It is shown that the proposed analytical approach is superior to historical pricing.

Accurate pattern prediction of very closely spaced mismatched antennas using measured active element patterns

A method for prediction of the radiation pattern of N strongly coupled antennas with mismatched sources is presented. The method facilitates fast and accurate design of compact arrays. The prediction is based on the measured N-port S parameters of the coupled antennas and the N active element patterns measured in a 50 ω environment. By introducing equivalent power sources, the radiation pattern with excitation by sources with arbitrary impedances and various decoupling and matching networks (DMN) can be accurately predicted without the need for additional measurements. Two experiments were carried out for verification: pattern prediction for parasitic antennas with different loads and for antennas with DMN. The difference between measured and predicted patterns was within 1 to 2 dB.

A framework for cost-aware process management : cost reporting and cost prediction

Organisations are constantly seeking efficiency gains for their business processes in terms of time and cost. Management accounting enables detailed cost reporting of business operations for decision making purposes, although significant effort is required to gather accurate operational data. Process mining, on the other hand, may provide valuable insight into processes through analysis of events recorded in logs by IT systems, but its primary focus is not on cost implications. In this paper, a framework is proposed which aims to exploit the strengths of both fields in order to better support management decisions on cost control. This is achieved by automatically merging cost data with historical data from event logs for the purposes of monitoring, predicting, and reporting process-related costs. The on-demand generation of accurate, relevant and timely cost reports, in a style akin to reports in the area of management accounting, will also be illustrated. This is achieved through extending the open-source process mining framework ProM.

Travel time prediction on signalised urban arterials by applying SARIMA modelling on Bluetooth data

Travel time prediction has long been the topic of transportation research. But most relevant prediction models in the literature are limited to motorways. Travel time prediction on arterial networks is challenging due to involving traffic signals and significant variability of individual vehicle travel time. The limited availability of traffic data from arterial networks makes travel time prediction even more challenging. Recently, there has been significant interest of exploiting Bluetooth data for travel time estimation. This research analysed the real travel time data collected by the Brisbane City Council using the Bluetooth technology on arterials. Databases, including experienced average daily travel time are created and classified for approximately 8 months. Thereafter, based on data characteristics, Seasonal Auto Regressive Integrated Moving Average (SARIMA) modelling is applied on the database for short-term travel time prediction. The SARMIA model not only takes the previous continuous lags into account, but also uses the values from the same time of previous days for travel time prediction. This is carried out by defining a seasonality coefficient which improves the accuracy of travel time prediction in linear models. The accuracy, robustness and transferability of the model are evaluated through comparing the real and predicted values on three sites within Brisbane network. The results contain the detailed validation for different prediction horizons (5 min to 90 minutes). The model performance is evaluated mainly on congested periods and compared to the naive technique of considering the historical average.

Experimental and numerical study of water-filled road safety barriers

Portable water-filled road barriers (PWFB) are roadside structures placed on temporary construction zones to separate work site from moving traffic. Recent changes in governing standards require PWFB to adhere to strict compliance in terms of lateral displacement of the road barriers and vehicle redirectionality. Actual road safety barrier test can be very costly, thus researchers resort to Finite Element Analysis (FEA) in the initial designs phase prior to real vehicle test. There has been many research conducted on concrete barriers and flexible steel barriers using FEA, however not many is done pertaining to PWFB. This research probes a new method to model joint mechanism in PWFB. Two methods to model the joining mechanism are presented and discussed in relation to its practicality and accuracy to real work applications. Moreover, the study of the physical gap and mass of the barrier was investigated. Outcome from this research will benefit PWFB research and allow road barrier designers better knowledge in developing the next generation of road safety structures.

Real - time prediction of rainfall induced instability of residual soil slopes associated with deep cracks

The early warning based on real-time prediction of rain-induced instability of natural residual slopes helps to minimise human casualties due to such slope failures. Slope instability prediction is complicated, as it is influenced by many factors, including soil properties, soil behaviour, slope geometry, and the location and size of deep cracks in the slope. These deep cracks can facilitate rainwater infiltration into the deep soil layers and reduce the unsaturated shear strength of residual soil. Subsequently, it can form a slip surface, triggering a landslide even in partially saturated soil slopes. Although past research has shown the effects of surface-cracks on soil stability, research examining the influence of deep-cracks on soil stability is very limited. This study aimed to develop methodologies for predicting the real-time rain-induced instability of natural residual soil slopes with deep cracks. The results can be used to warn against potential rain-induced slope failures. The literature review conducted on rain induced slope instability of unsaturated residual soil associated with soil crack, reveals that only limited studies have been done in the following areas related to this topic: - Methods for detecting deep cracks in residual soil slopes. - Practical application of unsaturated soil theory in slope stability analysis. - Mechanistic methods for real-time prediction of rain induced residual soil slope instability in critical slopes with deep cracks. Two natural residual soil slopes at Jombok Village, Ngantang City, Indonesia, which are located near a residential area, were investigated to obtain the parameters required for the stability analysis of the slope. A survey first identified all related field geometrical information including slope, roads, rivers, buildings, and boundaries of the slope. Second, the electrical resistivity tomography (ERT) method was used on the slope to identify the location and geometrical characteristics of deep cracks. The two ERT array models employed in this research are: Dipole-dipole and Azimuthal. Next, bore-hole tests were conducted at different locations in the slope to identify soil layers and to collect undisturbed soil samples for laboratory measurement of the soil parameters required for the stability analysis. At the same bore hole locations, Standard Penetration Test (SPT) was undertaken. Undisturbed soil samples taken from the bore-holes were tested in a laboratory to determine the variation of the following soil properties with the depth: - Classification and physical properties such as grain size distribution, atterberg limits, water content, dry density and specific gravity. - Saturated and unsaturated shear strength properties using direct shear apparatus. - Soil water characteristic curves (SWCC) using filter paper method. - Saturated hydraulic conductivity. The following three methods were used to detect and simulate the location and orientation of cracks in the investigated slope: (1) The electrical resistivity distribution of sub-soil obtained from ERT. (2) The profile of classification and physical properties of the soil, based on laboratory testing of soil samples collected from bore-holes and visual observations of the cracks on the slope surface. (3) The results of stress distribution obtained from 2D dynamic analysis of the slope using QUAKE/W software, together with the laboratory measured soil parameters and earthquake records of the area. It was assumed that the deep crack in the slope under investigation was generated by earthquakes. A good agreement was obtained when comparing the location and the orientation of the cracks detected by Method-1 and Method-2. However, the simulated cracks in Method-3 were not in good agreement with the output of Method-1 and Method-2. This may have been due to the material properties used and the assumptions made, for the analysis. From Method-1 and Method-2, it can be concluded that the ERT method can be used to detect the location and orientation of a crack in a soil slope, when the ERT is conducted in very dry or very wet soil conditions. In this study, the cracks detected by the ERT were used for stability analysis of the slope. The stability of the slope was determined using the factor of safety (FOS) of a critical slip surface obtained by SLOPE/W using the limit equilibrium method. Pore-water pressure values for the stability analysis were obtained by coupling the transient seepage analysis of the slope using finite element based software, called SEEP/W. A parametric study conducted on the stability of an investigated slope revealed that the existence of deep cracks and their location in the soil slope are critical for its stability. The following two steps are proposed to predict the rain-induced instability of a residual soil slope with cracks. (a) Step-1: The transient stability analysis of the slope is conducted from the date of the investigation (initial conditions are based on the investigation) to the preferred date (current date), using measured rainfall data. Then, the stability analyses are continued for the next 12 months using the predicted annual rainfall that will be based on the previous five years rainfall data for the area. (b) Step-2: The stability of the slope is calculated in real-time using real-time measured rainfall. In this calculation, rainfall is predicted for the next hour or 24 hours and the stability of the slope is calculated one hour or 24 hours in advance using real time rainfall data. If Step-1 analysis shows critical stability for the forthcoming year, it is recommended that Step-2 be used for more accurate warning against the future failure of the slope. In this research, the results of the application of the Step-1 on an investigated slope (Slope-1) showed that its stability was not approaching a critical value for year 2012 (until 31st December 2012) and therefore, the application of Step-2 was not necessary for the year 2012. A case study (Slope-2) was used to verify the applicability of the complete proposed predictive method. A landslide event at Slope-2 occurred on 31st October 2010. The transient seepage and stability analyses of the slope using data obtained from field tests such as Bore-hole, SPT, ERT and Laboratory tests, were conducted on 12th June 2010 following the Step-1 and found that the slope in critical condition on that current date. It was then showing that the application of the Step-2 could have predicted this failure by giving sufficient warning time.

Analysis and prediction of the critical current density across [001]-tilt YBa2Cu3O7- grain boundaries of arbitrary misorientation angles

A qualitative analysis of the expected dilatation strain field in the vicinity of an array of grain-boundary (GB) dislocations is presented. The analysis provides a basis for the prediction of the critical current densities (jc) across low-angle YBa2Cu3O7- (YBCO) GBs as a function of their energy. The introduction of the GB energy allows the extension of the analysis to high-angle GBs using established models which predict the GB energy as a function of misorientation angle. The results are compared to published data for jc across [001]-tilt YBCO GBs for the full range of misorientations, showing a good fit. Since the GB energy is directly related to the GB structure, the analysis may allow a generalization of the scaling behavior of jc with the GB energy. © 1995 The American Physical Society.