Analytical Solution of a Walters’ Liquid B Flow Over a Linear Stretching Sheet in a Porous Medium

This chapter represents the analytical solution of two-dimensional linear stretching sheet problem involving a non-Newtonian liquid and suction by (a) invoking the boundary layer approximation and (b) using this result to solve the stretching sheet problem without using boundary layer approximation. The basic boundary layer equations for momentum, which are non-linear partial differential equations, are converted into non-linear ordinary differential equations by means of similarity transformation. The results reveal a new analytical procedure for solving the boundary layer equations arising in a linear stretching sheet problem involving a non-Newtonian liquid (Walters’ liquid B). The present study throws light on the analytical solution of a class of boundary layer equations arising in the stretching sheet problem.

High strong order methods for non-commutative stochastic ordinary differential equation systems and the Magnus formula

In recent years considerable attention has been paid to the numerical solution of stochastic ordinary differential equations (SODEs), as SODEs are often more appropriate than their deterministic counterparts in many modelling situations. However, unlike the deterministic case numerical methods for SODEs are considerably less sophisticated due to the difficulty in representing the (possibly large number of) random variable approximations to the stochastic integrals. Although Burrage and Burrage [High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations, Applied Numerical Mathematics 22 (1996) 81-101] were able to construct strong local order 1.5 stochastic Runge-Kutta methods for certain cases, it is known that all extant stochastic Runge-Kutta methods suffer an order reduction down to strong order 0.5 if there is non-commutativity between the functions associated with the multiple Wiener processes. This order reduction down to that of the Euler-Maruyama method imposes severe difficulties in obtaining meaningful solutions in a reasonable time frame and this paper attempts to circumvent these difficulties by some new techniques. An additional difficulty in solving SODEs arises even in the Linear case since it is not possible to write the solution analytically in terms of matrix exponentials unless there is a commutativity property between the functions associated with the multiple Wiener processes. Thus in this present paper first the work of Magnus [On the exponential solution of differential equations for a linear operator, Communications on Pure and Applied Mathematics 7 (1954) 649-673] (applied to deterministic non-commutative Linear problems) will be applied to non-commutative linear SODEs and methods of strong order 1.5 for arbitrary, linear, non-commutative SODE systems will be constructed - hence giving an accurate approximation to the general linear problem. Secondly, for general nonlinear non-commutative systems with an arbitrary number (d) of Wiener processes it is shown that strong local order I Runge-Kutta methods with d + 1 stages can be constructed by evaluated a set of Lie brackets as well as the standard function evaluations. A method is then constructed which can be efficiently implemented in a parallel environment for this arbitrary number of Wiener processes. Finally some numerical results are presented which illustrate the efficacy of these approaches. (C) 1999 Elsevier Science B.V. All rights reserved.

Exponential asymptotics of free surface flow due to a line source

The steady problem of free surface flow due to a submerged line source is revisited for the case in which the fluid depth is finite and there is a stagnation point on the free surface directly above the source. Both the strength of the source and the fluid speed in the far field are measured by a dimensionless parameter, the Froude number. By applying techniques in exponential asymptotics, it is shown that there is a train of periodic waves on the surface of the fluid with an amplitude which is exponentially small in the limit that the Froude number vanishes. This study clarifies that periodic waves do form for flows due to a source, contrary to a suggestion by Chapman & Vanden-Broeck (2006, J. Fluid Mech., 567, 299--326). The exponentially small nature of the waves means they appear beyond all orders of the original power series expansion; this result explains why attempts at describing these flows using a finite number of terms in an algebraic power series incorrectly predict a flat free surface in the far field.

Optimally increasing secure connectivity in multihop wireless ad hoc networks

We consider the problem of how to maximize secure connectivity of multi-hop wireless ad hoc networks after deployment. Two approaches, based on graph augmentation problems with nonlinear edge costs, are formulated. The first one is based on establishing a secret key using only the links that are already secured by secret keys. This problem is in NP-hard and does not accept polynomial time approximation scheme PTAS since minimum cutsets to be augmented do not admit constant costs. The second one is based of increasing the power level between a pair of nodes that has a secret key to enable them physically connect. This problem can be formulated as the optimal key establishment problem with interference constraints with bi-objectives: (i) maximizing the concurrent key establishment flow, (ii) minimizing the cost. We show that both problems are NP-hard and MAX-SNP (i.e., it is NP-hard to approximate them within a factor of 1 + e for e > 0 ) with a reduction to MAX3SAT problem. Thus, we design and implement a fully distributed algorithm for authenticated key establishment in wireless sensor networks where each sensor knows only its one- hop neighborhood. Our witness based approaches find witnesses in multi-hop neighborhood to authenticate the key establishment between two sensor nodes which do not share a key and which are not connected through a secure path.

Exponential integrators and a dual-scale model for wood drying

For the timber industry, the ability to simulate the drying of wood is invaluable for manufacturing high quality wood products. Mathematically, however, modelling the drying of a wet porous material, such as wood, is a diffcult task due to its heterogeneous and anisotropic nature, and the complex geometry of the underlying pore structure. The well{ developed macroscopic modelling approach involves writing down classical conservation equations at a length scale where physical quantities (e.g., porosity) can be interpreted as averaged values over a small volume (typically containing hundreds or thousands of pores). This averaging procedure produces balance equations that resemble those of a continuum with the exception that effective coeffcients appear in their deffnitions. Exponential integrators are numerical schemes for initial value problems involving a system of ordinary differential equations. These methods differ from popular Newton{Krylov implicit methods (i.e., those based on the backward differentiation formulae (BDF)) in that they do not require the solution of a system of nonlinear equations at each time step but rather they require computation of matrix{vector products involving the exponential of the Jacobian matrix. Although originally appearing in the 1960s, exponential integrators have recently experienced a resurgence in interest due to a greater undertaking of research in Krylov subspace methods for matrix function approximation. One of the simplest examples of an exponential integrator is the exponential Euler method (EEM), which requires, at each time step, approximation of φ(A)b, where φ(z) = (ez - 1)/z, A E Rnxn and b E Rn. For drying in porous media, the most comprehensive macroscopic formulation is TransPore [Perre and Turner, Chem. Eng. J., 86: 117-131, 2002], which features three coupled, nonlinear partial differential equations. The focus of the first part of this thesis is the use of the exponential Euler method (EEM) for performing the time integration of the macroscopic set of equations featured in TransPore. In particular, a new variable{ stepsize algorithm for EEM is presented within a Krylov subspace framework, which allows control of the error during the integration process. The performance of the new algorithm highlights the great potential of exponential integrators not only for drying applications but across all disciplines of transport phenomena. For example, when applied to well{ known benchmark problems involving single{phase liquid ow in heterogeneous soils, the proposed algorithm requires half the number of function evaluations than that required for an equivalent (sophisticated) Newton{Krylov BDF implementation. Furthermore for all drying configurations tested, the new algorithm always produces, in less computational time, a solution of higher accuracy than the existing backward Euler module featured in TransPore. Some new results relating to Krylov subspace approximation of '(A)b are also developed in this thesis. Most notably, an alternative derivation of the approximation error estimate of Hochbruck, Lubich and Selhofer [SIAM J. Sci. Comput., 19(5): 1552{1574, 1998] is provided, which reveals why it performs well in the error control procedure. Two of the main drawbacks of the macroscopic approach outlined above include the effective coefficients must be supplied to the model, and it fails for some drying configurations, where typical dual{scale mechanisms occur. In the second part of this thesis, a new dual{scale approach for simulating wood drying is proposed that couples the porous medium (macroscale) with the underlying pore structure (microscale). The proposed model is applied to the convective drying of softwood at low temperatures and is valid in the so{called hygroscopic range, where hygroscopically held liquid water is present in the solid phase and water exits only as vapour in the pores. Coupling between scales is achieved by imposing the macroscopic gradient on the microscopic field using suitably defined periodic boundary conditions, which allows the macroscopic ux to be defined as an average of the microscopic ux over the unit cell. This formulation provides a first step for moving from the macroscopic formulation featured in TransPore to a comprehensive dual{scale formulation capable of addressing any drying configuration. Simulation results reported for a sample of spruce highlight the potential and flexibility of the new dual{scale approach. In particular, for a given unit cell configuration it is not necessary to supply the effective coefficients prior to each simulation.

Distinguishing new science from calibration effects in the electron-volt neutron spectrometer VESUVIO at ISIS

The "standard" procedure for calibrating the Vesuvio eV neutron spectrometer at the ISIS neutron source, forming the basis for data analysis over at least the last decade, was recently documented in considerable detail by the instrument’s scientists. Additionally, we recently derived analytic expressions of the sensitivity of recoil peak positions with respect to fight-path parameters and presented neutron–proton scattering results that together called in to question the validity of the "standard" calibration. These investigations should contribute significantly to the assessment of the experimental results obtained with Vesuvio. Here we present new results of neutron–deuteron scattering from D2 in the backscattering angular range (theata > 90 degrees) which are accompanied by a striking energy increase that violates the Impulse Approximation, thus leading unequivocally the following dilemma: (A) either the "standard" calibration is correct and then the experimental results represent a novel quantum dynamical effect of D which stands in blatant contradiction of conventional theoretical expectations; (B) or the present "standard" calibration procedure is seriously deficient and leads to artificial outcomes. For Case(A), we allude to the topic of attosecond quantumdynamical phenomena and our recent neutron scattering experiments from H2 molecules. For Case(B),some suggestions as to how the "standard" calibration could be considerably improved are made.

Dots versus antidots : computational exploration of structure, magnetism, and half-metallicity in boron−nitride nanostructures

Triangle-shaped nanohole, nanodot, and lattice antidot structures in hexagonal boron-nitride (h-BN) monolayer sheets are characterized with density functional theory calculations utilizing the local spin density approximation. We find that such structures may exhibit very large magnetic moments and associated spin splitting. N-terminated nanodots and antidots show strong spin anisotropy around the Fermi level, that is, half-metallicity. While B-terminated nanodots are shown to lack magnetism due to edge reconstruction, B-terminated nanoholes can retain magnetic character due to the enhanced structural stability of the surrounding two-dimensional matrix. In spite of significant lattice contraction due to the presence of multiple holes, antidot super lattices are predicted to be stable, exhibiting amplified magnetism as well as greatly enhanced half-metallicity. Collectively, the results indicate new opportunities for designing h-BNbased nanoscale devices with potential applications in the areas of spintronics, light emission, and photocatalysis.

Formation of single-walled carbon nanotube via the interaction of graphene nanoribbons : ab initio density functional calculations

The interaction of bare graphene nanoribbons (GNRs) was investigated by ab initio density functional theory calculations with both the local density approximation (LDA) and the generalized gradient approximation (GGA). Remarkably, two bare 8-GNRs with zigzag-shaped edges are predicted to form an (8, 8) armchair single-wall carbon nanotube (SWCNT) without any obvious activation barrier. The formation of a (10, 0) zigzag SWCNT from two bare 10-GNRs with armchair-shaped edges has activation barriers of 0.23 and 0.61 eV for using the LDA and the revised PBE exchange correlation functional, respectively, Our results suggest a possible route to control the growth of specific types SWCNT via the interaction of GNRs.

Bubble extinction in Hele-Shaw flow with surface tension and kinetic undercooling regularisation

We perform an analytic and numerical study of an inviscid contracting bubble in a two-dimensional Hele-Shaw cell, where the effects of both surface tension and kinetic undercooling on the moving bubble boundary are not neglected. In contrast to expanding bubbles, in which both boundary effects regularise the ill-posedness arising from the viscous (Saffman-Taylor) instability, we show that in contracting bubbles the two boundary effects are in competition, with surface tension stabilising the boundary, and kinetic undercooling destabilising it. This competition leads to interesting bifurcation behaviour in the asymptotic shape of the bubble in the limit it approaches extinction. In this limit, the boundary may tend to become either circular, or approach a line or "slit" of zero thickness, depending on the initial condition and the value of a nondimensional surface tension parameter. We show that over a critical range of surface tension values, both these asymptotic shapes are stable. In this regime there exists a third, unstable branch of limiting self-similar bubble shapes, with an asymptotic aspect ratio (dependent on the surface tension) between zero and one. We support our asymptotic analysis with a numerical scheme that utilises the applicability of complex variable theory to Hele-Shaw flow.

Complexity of increasing the secure connectivity in wireless ad hoc networks

We consider the problem of maximizing the secure connectivity in wireless ad hoc networks, and analyze complexity of the post-deployment key establishment process constrained by physical layer properties such as connectivity, energy consumption and interference. Two approaches, based on graph augmentation problems with nonlinear edge costs, are formulated. The first one is based on establishing a secret key using only the links that are already secured by shared keys. This problem is in NP-hard and does not accept polynomial time approximation scheme PTAS since minimum cutsets to be augmented do not admit constant costs. The second one extends the first problem by increasing the power level between a pair of nodes that has a secret key to enable them physically connect. This problem can be formulated as the optimal key establishment problem with interference constraints with bi-objectives: (i) maximizing the concurrent key establishment flow, (ii) minimizing the cost. We prove that both problems are NP-hard and MAX-SNP with a reduction to MAX3SAT problem.

Gravity-driven fingering simulations for a thin liquid film flowing down the outside of a vertical cylinder

A numerical study is presented to examine the fingering instability of a gravity-driven thin liquid film flowing down the outer wall of a vertical cylinder. The lubrication approximation is employed to derive an evolution equation for the height of the film, which is dependent on a single parameter, the dimensionless cylinder radius. This equation is identified as a special case of that which describes thin film flow down an inclined plane. Fully three-dimensional simulations of the film depict a fingering pattern at the advancing contact line. We find the number of fingers observed in our simulations to be in excellent agreement with experimental observations and a linear stability analysis reported recently by Smolka & SeGall (Phys Fluids 23, 092103 (2011)). As the radius of the cylinder decreases, the modes of perturbation have an increased growth rate, thus increasing cylinder curvature partially acts to encourage the contact line instability. In direct competition with this behaviour, a decrease in cylinder radius means that fewer fingers are able to form around the circumference of the cylinder. Indeed, for a sufficiently small radius, a transition is observed, at which point the contact line is stable to transverse perturbations of all wavenumbers. In this regime, free surface instabilities lead to the development of wave patterns in the axial direction, and the flow features become perfectly analogous to the two-dimensional flow of a thin film down an inverted plane as studied by Lin & Kondic (Phys Fluids 22, 052105 (2010)). Finally, we simulate the flow of a single drop down the outside of the cylinder. Our results show that for drops with low volume, the cylinder curvature has the effect of increasing drop speed and hence promoting the phenomenon of pearling. On the other hand, drops with much larger volume evolve to form single long rivulets with a similar shape to a finger formed in the aforementioned simulations.

Numerical techniques for simulating a fractional mathematical model of epidermal wound healing

A number of mathematical models investigating certain aspects of the complicated process of wound healing are reported in the literature in recent years. However, effective numerical methods and supporting error analysis for the fractional equations which describe the process of wound healing are still limited. In this paper, we consider the numerical simulation of a fractional mathematical model of epidermal wound healing (FMM-EWH), which is based on the coupled advection-diffusion equations for cell and chemical concentration in a polar coordinate system. The space fractional derivatives are defined in the Left and Right Riemann-Liouville sense. Fractional orders in the advection and diffusion terms belong to the intervals (0, 1) or (1, 2], respectively. Some numerical techniques will be used. Firstly, the coupled advection-diffusion equations are decoupled to a single space fractional advection-diffusion equation in a polar coordinate system. Secondly, we propose a new implicit difference method for simulating this equation by using the equivalent of Riemann-Liouville and Grünwald-Letnikov fractional derivative definitions. Thirdly, its stability and convergence are discussed, respectively. Finally, some numerical results are given to demonstrate the theoretical analysis.

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.

The analytical solution and numerical solution of the fractional diffusion-wave equation with damping

Fractional partial differential equations have been applied to many problems in physics, finance, and engineering. Numerical methods and error estimates of these equations are currently a very active area of research. In this paper we consider a fractional diffusionwave equation with damping. We derive the analytical solution for the equation using the method of separation of variables. An implicit difference approximation is constructed. Stability and convergence are proved by the energy method. Finally, two numerical examples are presented to show the effectiveness of this approximation.

A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions

A quasi-maximum likelihood procedure for estimating the parameters of multi-dimensional diffusions is developed in which the transitional density is a multivariate Gaussian density with first and second moments approximating the true moments of the unknown density. For affine drift and diffusion functions, the moments are exactly those of the true transitional density and for nonlinear drift and diffusion functions the approximation is extremely good and is as effective as alternative methods based on likelihood approximations. The estimation procedure generalises to models with latent factors. A conditioning procedure is developed that allows parameter estimation in the absence of proxies.