Strange Dynamics in a Fractional Derivative of Complex-Order Network of Chaotic Oscillators

We study the peculiar dynamical features of a fractional derivative of complex-order network. The network is composed of two unidirectional rings of cells, coupled through a "buffer" cell. The network has a Z3 × Z5 cyclic symmetry group. The complex derivative Dα±jβ, with α, β ∈ R+ is a generalization of the concept of integer order derivative, where α = 1, β = 0. Each cell is modeled by the Chen oscillator. Numerical simulations of the coupled cell system associated with the network expose patterns such as equilibria, periodic orbits, relaxation oscillations, quasiperiodic motion, and chaos, in one or in two rings of cells. In addition, fixing β = 0.8, we perceive differences in the qualitative behavior of the system, as the parameter c ∈ [13, 24] of the Chen oscillator and/or the real part of the fractional derivative, α ∈ {0.5, 0.6, 0.7, 0.8, 0.9, 1.0}, are varied. Some patterns produced by the coupled system are constrained by the network architecture, but other features are only understood in the light of the internal dynamics of each cell, in this case, the Chen oscillator. What is more important, architecture and/or internal dynamics?

Ruin problems under IBNR Dynamics

In this paper, we consider a discrete-time risk process allowing for delay in claim settlement, which introduces a certain type of dependence in the process. From martingale theory, an expression for the ultimate ruin probability is obtained, and Lundberg-type inequalities are derived. The impact of delay in claim settlement is then investigated. To this end, a convex order comparison of the aggregate claim amounts is performed with the corresponding non-delayed risk model, and numerical simulations are carried out with Belgian market data.

Simulations numériques de la dynamique des protéines : translation de ligands, flexibilité et dynamique des boucles

La flexibilité est une caractéristique intrinsèque des protéines qui doivent, dès le mo- ment de leur synthèse, passer d’un état de chaîne linéaire à un état de structure tridimen- sionnelle repliée et enzymatiquement active. Certaines protéines restent flexibles une fois repliées et subissent des changements de conformation de grande amplitude lors de leur cycle enzymatique. D’autres contiennent des segments si flexibles que leur structure ne peut être résolue par des méthodes expérimentales. Dans cette thèse, nous présentons notre application de méthodes in silico d’analyse de la flexibilité des protéines : • À l’aide des méthodes de dynamique moléculaire dirigée et d’échantillonnage pa- rapluie, nous avons caractérisé les trajectoires de liaison de l’inhibiteur Z-pro- prolinal à la protéine Prolyl oligopeptidase et identifié la trajectoire la plus pro- bable. Nos simulations ont aussi identifié un mode probable de recrutement des ligands utilisant une boucle flexible de 19 acides aminés à l’interface des deux domaines de la protéine. • En utilisant les méthodes de dynamique moléculaire traditionnelle et dirigée, nous avons examiné la stabilité de la protéine SAV1866 dans sa forme fermée insérée dans une membrane lipidique et étudié un des modes d’ouverture possibles par la séparation de ses domaines liant le nucléotide. • Nous avons adapté auproblème de la prédiction de la structure des longues boucles flexibles la méthode d’activation et de relaxation ART-nouveau précédemment uti- lisée dans l’étude du repliement et de l’agrégation de protéines. Appliqué au replie- ment de boucles de 8 à 20 acides aminés, la méthode démontre une dépendance quadratique du temps d’exécution sur la longueur des boucles, rendant possible l’étude de boucles encore plus longues.

Techniques for Enhancing Wind Energy Generation - A CFD Based Multibody Dynamics Approach in Horizontal Axis Wind Turbines

Wind energy has emerged as a major sustainable source of energy.The efficiency of wind power generation by wind mills has improved a lot during the last three decades.There is still further scope for maximising the conversion of wind energy into mechanical energy.In this context,the wind turbine rotor dynamics has great significance.The present work aims at a comprehensive study of the Horizontal Axis Wind Turbine (HAWT) aerodynamics by numerically solving the fluid dynamic equations with the help of a finite-volume Navier-Stokes CFD solver.As a more general goal,the study aims at providing the capabilities of modern numerical techniques for the complex fluid dynamic problems of HAWT.The main purpose is hence to maximize the physics of power extraction by wind turbines.This research demonstrates the potential of an incompressible Navier-Stokes CFD method for the aerodynamic power performance analysis of horizontal axis wind turbine.The National Renewable Energy Laboratory USA-NREL (Technical Report NREL/Cp-500-28589) had carried out an experimental work aimed at the real time performance prediction of horizontal axis wind turbine.In addition to a comparison between the results reported by NREL made and CFD simulations,comparisons are made for the local flow angle at several stations ahead of the wind turbine blades.The comparison has shown that fairly good predictions can be made for pressure distribution and torque.Subsequently, the wind-field effects on the blade aerodynamics,as well as the blade/tower interaction,were investigated.The selected case corresponded to a 12.5 m/s up-wind HAWT at zero degree of yaw angle and a rotational speed of 25 rpm.The results obtained suggest that the present can cope well with the flows encountered around wind turbines.The areodynamic performance of the turbine and the flow details near and off the turbine blades and tower can be analysed using theses results.The aerodynamic performance of airfoils differs from one another.The performance mainly depends on co-efficient of performnace,co-efficient of lift,co-efficient of drag, velocity of fluid and angle of attack.This study shows that the velocity is not constant for all angles of attack of different airfoils.The performance parameters are calculated analytically and are compared with the standardized performance tests.For different angles of ,the velocity stall is determined for the better performance of a system with respect to velocity.The research addresses the effect of surface roughness factor on the blade surface at various sections.The numerical results were found to be in agreement with the experimental data.A relative advantage of the theoretical aerofoil design method is that it allows many different concepts to be explored economically.Such efforts are generally impractical in wind tunnels because of time and money constraints.Thus, the need for a theoretical aerofoil design method is threefold:first for the design of aerofoil that fall outside the range of applicability of existing calalogs:second,for the design of aerofoil that more exactly match the requirements of the intended application:and third,for the economic exploration of many aerofoil concepts.From the results obtained for the different aerofoils,the velocity is not constant for all angles of attack.The results obtained for the aerofoil mainly depend on angle of attack and velocity.The vortex generator technique was meticulously studies with the formulation of the specification for the right angle shaped vortex generators-VG.The results were validated in accordance with the primary analysis phase.The results were found to be in good agreement with the power curve.The introduction of correct size VGs at appropriate locations over the blades of the selected HAWT was found to increase the power generation by about 4%

Protein Folding Simulations: Confinement, External Fields and Sequence Design

The present Thesis looks at the problem of protein folding using Monte Carlo and Langevin simulations, three topics in protein folding have been studied: 1) the effect of confining potential barriers, 2) the effect of a static external field and 3) the design of amino acid sequences which fold in a short time and which have a stable native state (global minimum). Regarding the first topic, we studied the confinement of a small protein of 16 amino acids known as 1NJ0 (PDB code) which has a beta-sheet structure as a native state. The confinement of proteins occurs frequently in the cell environment. Some molecules called Chaperones, present in the cytoplasm, capture the unfolded proteins in their interior and avoid the formation of aggregates and misfolded proteins. This mechanism of confinement mediated by Chaperones is not yet well understood. In the present work we considered two kinds of potential barriers which try to mimic the confinement induced by a Chaperon molecule. The first kind of potential was a purely repulsive barrier whose only effect is to create a cavity where the protein folds up correctly. The second kind of potential was a barrier which includes both attractive and repulsive effects. We performed Wang-Landau simulations to calculate the thermodynamical properties of 1NJ0. From the free energy landscape plot we found that 1NJ0 has two intermediate states in the bulk (without confinement) which are clearly separated from the native and the unfolded states. For the case of the purely repulsive barrier we found that the intermediate states get closer to each other in the free energy landscape plot and eventually they collapse into a single intermediate state. The unfolded state is more compact, compared to that in the bulk, as the size of the barrier decreases. For an attractive barrier modifications of the states (native, unfolded and intermediates) are observed depending on the degree of attraction between the protein and the walls of the barrier. The strength of the attraction is measured by the parameter $\epsilon$. A purely repulsive barrier is obtained for $\epsilon=0$ and a purely attractive barrier for $\epsilon=1$. The states are changed slightly for magnitudes of the attraction up to $\epsilon=0.4$. The disappearance of the intermediate states of 1NJ0 is already observed for $\epsilon =0.6$. A very high attractive barrier ($\epsilon \sim 1.0$) produces a completely denatured state. In the second topic of this Thesis we dealt with the interaction of a protein with an external electric field. We demonstrated by means of computer simulations, specifically by using the Wang-Landau algorithm, that the folded, unfolded, and intermediate states can be modified by means of a field. We have found that an external field can induce several modifications in the thermodynamics of these states: for relatively low magnitudes of the field ($<2.06 \times 10^8$ V/m) no major changes in the states are observed. However, for higher magnitudes than ($6.19 \times 10^8$ V/m) one observes the appearance of a new native state which exhibits a helix-like structure. In contrast, the original native state is a $\beta$-sheet structure. In the new native state all the dipoles in the backbone structure are aligned parallel to the field. The design of amino acid sequences constitutes the third topic of the present work. We have tested the Rate of Convergence criterion proposed by D. Gridnev and M. Garcia ({\it work unpublished}). We applied it to the study of off-lattice models. The Rate of Convergence criterion is used to decide if a certain sequence will fold up correctly within a relatively short time. Before the present work, the common way to decide if a certain sequence was a good/bad folder was by performing the whole dynamics until the sequence got its native state (if it existed), or by studying the curvature of the potential energy surface. There are some difficulties in the last two approaches. In the first approach, performing the complete dynamics for hundreds of sequences is a rather challenging task because of the CPU time needed. In the second approach, calculating the curvature of the potential energy surface is possible only for very smooth surfaces. The Rate of Convergence criterion seems to avoid the previous difficulties. With this criterion one does not need to perform the complete dynamics to find the good and bad sequences. Also, the criterion does not depend on the kind of force field used and therefore it can be used even for very rugged energy surfaces.

Structural Dynamics Model of a Cartesian Robot

Methods are developed for predicting vibration response characteristics of systems which change configuration during operation. A cartesian robot, an example of such a position-dependent system, served as a test case for these methods and was studied in detail. The chosen system model was formulated using the technique of Component Mode Synthesis (CMS). The model assumes that he system is slowly varying, and connects the carriages to each other and to the robot structure at the slowly varying connection points. The modal data required for each component is obtained experimentally in order to get a realistic model. The analysis results in prediction of vibrations that are produced by the inertia forces as well as gravity and friction forces which arise when the robot carriages move with some prescribed motion. Computer simulations and experimental determinations are conducted in order to calculate the vibrations at the robot end-effector. Comparisons are shown to validate the model in two ways: for fixed configuration the mode shapes and natural frequencies are examined, and then for changing configuration the residual vibration at the end of the mode is evaluated. A preliminary study was done on a geometrically nonlinear system which also has position-dependency. The system consisted of a flexible four-bar linkage with elastic input and output shafts. The behavior of the rocker-beam is analyzed for different boundary conditions to show how some limiting cases are obtained. A dimensional analysis leads to an evaluation of the consequences of dynamic similarity on the resulting vibration.

Automatic generation of active coordinates for quantum dynamics calculations: application to the dynamics of benzene photochemistry

A new practical method to generate a subspace of active coordinates for quantum dynamics calculations is presented. These reduced coordinates are obtained as the normal modes of an analytical quadratic representation of the energy difference between excited and ground states within the complete active space self-consistent field method. At the Franck-Condon point, the largest negative eigenvalues of this Hessian correspond to the photoactive modes: those that reduce the energy difference and lead to the conical intersection; eigenvalues close to 0 correspond to bath modes, while modes with large positive eigenvalues are photoinactive vibrations, which increase the energy difference. The efficacy of quantum dynamics run in the subspace of the photoactive modes is illustrated with the photochemistry of benzene, where theoretical simulations are designed to assist optimal control experiments

Mechanisms for the land/sea warming contrast exhibited by simulations of climate change

The land/sea warming contrast is a phenomenon of both equilibrium and transient simulations of climate change: large areas of the land surface at most latitudes undergo temperature changes whose amplitude is more than those of the surrounding oceans. Using idealised GCM experiments with perturbed SSTs, we show that the land/sea contrast in equilibrium simulations is associated with local feedbacks and the hydrological cycle over land, rather than with externally imposed radiative forcing. This mechanism also explains a large component of the land/sea contrast in transient simulations as well. We propose a conceptual model with three elements: (1) there is a spatially variable level in the lower troposphere at which temperature change is the same over land and sea; (2) the dependence of lapse rate on moisture and temperature causes different changes in lapse rate upon warming over land and sea, and hence a surface land/sea temperature contrast; (3) moisture convergence over land predominantly takes place at levels significantly colder than the surface; wherever moisture supply over land is limited, the increase of evaporation over land upon warming is limited, reducing the relative humidity in the boundary layer over land, and hence also enhancing the land/sea contrast. The non-linearity of the Clausius–Clapeyron relationship of saturation specific humidity to temperature is critical in (2) and (3). We examine the sensitivity of the land/sea contrast to model representations of different physical processes using a large ensemble of climate model integrations with perturbed parameters, and find that it is most sensitive to representation of large-scale cloud and stomatal closure. We discuss our results in the context of high-resolution and Earth-system modelling of climate change.

Life-cycle simulations of shallow frontal waves and the impact of deformation strain

The life-cycle of shallow frontal waves and the impact of deformation strain on their development is investigated using the idealised version of the Met Office non-hydrostatic Unified Model which includes the same physics and dynamics as the operational forecast model. Frontal wave development occurs in two stages; first, a deformation strain is applied to a front and a positive potential vorticity (PV) strip forms, generated by latent heat release in the frontal updraft; second, as the deformation strain is reduced the PV strip breaks up into individual anomalies. The circulations associated with the PV anomalies cause shallow frontal waves to form. The structure of the simulated frontal waves is consistent with the conceptual model of a frontal cyclone. Deeper frontal waves are simulated if the stability of the atmosphere is reduced. Deformation strain rates of different strengths are applied to the PV strip to determine whether a deformation strain threshold exists above which frontal wave development is suppressed. An objective method of frontal wave activity is defined and frontal wave development was found to be suppressed by deformation strain rates $\ge 0.4\times10^{-5}\mbox{s}^{-1}$. This value compares well with observed deformation strain rate thresholds and the analytical solution for the minimum deformation strain rate needed to suppress barotropic frontal wave development. The deformation strain rate threshold is dependent on the strength of the PV strip with strong PV strips able to overcome stronger deformation strain rates (leading to frontal wave development) than weaker PV strips.

Linear viscoelasticity from molecular dynamics simulation of entangled polymers

The linear viscoelastic (LVE) spectrum is one of the primary fingerprints of polymer solutions and melts, carrying information about most relaxation processes in the system. Many single chain theories and models start with predicting the LVE spectrum to validate their assumptions. However, until now, no reliable linear stress relaxation data were available from simulations of multichain systems. In this work, we propose a new efficient way to calculate a wide variety of correlation functions and mean-square displacements during simulations without significant additional CPU cost. Using this method, we calculate stress−stress autocorrelation functions for a simple bead−spring model of polymer melt for a wide range of chain lengths, densities, temperatures, and chain stiffnesses. The obtained stress−stress autocorrelation functions were compared with the single chain slip−spring model in order to obtain entanglement related parameters, such as the plateau modulus or the molecular weight between entanglements. Then, the dependence of the plateau modulus on the packing length is discussed. We have also identified three different contributions to the stress relaxation:  bond length relaxation, colloidal and polymeric. Their dependence on the density and the temperature is demonstrated for short unentangled systems without inertia.

Mechanisms and dynamics of protein clustering on a solid surface

A methodology for discovering the mechanisms and dynamics of protein clustering on solid surfaces is presented. In situ atomic force microscopy images are quantitatively compared to Monte Carlo simulations using cluster statistics to differentiate various models. We study lysozyme adsorption on mica as a model system and find that all surface-supported clusters are mobile, not just the monomers, with diffusion constant inversely related to cluster size. The surface monomer diffusion constant is measured to be D1∼9×10-16  cm2 s-1, such a low value being difficult to measure using other techniques.

Modeling the Stream Water Nitrate Dynamics in 60,000-km(2) European Catchment, the Garonne, Southwest France

The spatial and temporal dynamics in the stream water NO3-N concentrations in a major European river-system, the Garonne (62,700 km(2)), are described and related to variations in climate, land management, and effluent point-sources using multivariate statistics. Building on this, the Hydrologiska Byrans Vattenbalansavdelning (HBV) rainfall-runoff model and the Integrated Catchment Model of Nitrogen (INCA-N) are applied to simulate the observed flow and N dynamics. This is done to help us to understand which factors and processes control the flow and N dynamics in different climate zones and to assess the relative inputs from diffuse and point sources across the catchment. This is the first application of the linked HBV and INCA-N models to a major European river system commensurate with the largest basins to be managed tinder the Water Framework Directive. The simulations suggest that in the lowlands, seasonal patterns in the stream water NO3-N concentrations emerge and are dominated by diffuse agricultural inputs, with an estimated 75% of the river load in the lowlands derived from arable farming. The results confirm earlier European catchment studies. Namely, current semi-distrubuted catchment-scale dynamic models, which integrate variations in land cover, climate, and a simple representation of the terrestrial and in-stream N cycle, are able to simulate seasonal NO3-N patterns at large spatial (> 300 km(2)) and temporal (>= monthly) scales using available national datasets.

Modeling the mechanisms that control in-stream dissolved organic carbon dynamics in upland and forested catchments

[1] We present a new, process-based model of soil and stream water dissolved organic carbon (DOC): the Integrated Catchments Model for Carbon (INCA-C). INCA-C is the first model of DOC cycling to explicitly include effects of different land cover types, hydrological flow paths, in-soil carbon biogeochemistry, and surface water processes on in-stream DOC concentrations. It can be calibrated using only routinely available monitoring data. INCA-C simulates daily DOC concentrations over a period of years to decades. Sources, sinks, and transformation of solid and dissolved organic carbon in peat and forest soils, wetlands, and streams as well as organic carbon mineralization in stream waters are modeled. INCA-C is designed to be applied to natural and seminatural forested and peat-dominated catchments in boreal and temperate regions. Simulations at two forested catchments showed that seasonal and interannual patterns of DOC concentration could be modeled using climate-related parameters alone. A sensitivity analysis showed that model predictions were dependent on the mass of organic carbon in the soil and that in-soil process rates were dependent on soil moisture status. Sensitive rate coefficients in the model included those for organic carbon sorption and desorption and DOC mineralization in the soil. The model was also sensitive to the amount of litter fall. Our results show the importance of climate variability in controlling surface water DOC concentrations and suggest the need for further research on the mechanisms controlling production and consumption of DOC in soils.

Modelling stream and soil water nitrate dynamics during experimentally increased nitrogen deposition in a coniferous forest catchment at Gardsjon, Sweden

Increased atmospheric deposition of inorganic nitrogen (N) may lead to increased leaching of nitrate (NO3-) to surface waters. The mechanisms responsible for, and controls on, this leaching are matters of debate. An experimental N addition has been conducted at Gardsjon, Sweden to determine the magnitude and identify the mechanisms of N leaching from forested catchments within the EU funded project NITREX. The ability of INCA-N, a simple process-based model of catchment N dynamics, to simulate catchment-scale inorganic N dynamics in soil and stream water during the course of the experimental addition is evaluated. Simulations were performed for 1990-2002. Experimental N addition began in 1991. INCA-N was able to successfully reproduce stream and soil water dynamics before and during the experiment. While INCA-N did not correctly simulate the lag between the start of N addition and NO 2 3 breakthrough, the model was able to simulate the state change resulting from increased N deposition. Sensitivity analysis showed that model behaviour was controlled primarily by parameters related to hydrology and vegetation dynamics and secondarily by in-soil processes.

Modeling the Stream Water Nitrate Dynamics in 60,000-km(2) European Catchment, the Garonne, Southwest France

The spatial and temporal dynamics in the stream water NO3-N concentrations in a major European river-system, the Garonne (62,700 km(2)), are described and related to variations in climate, land management, and effluent point-sources using multivariate statistics. Building on this, the Hydrologiska Byrans Vattenbalansavdelning (HBV) rainfall-runoff model and the Integrated Catchment Model of Nitrogen (INCA-N) are applied to simulate the observed flow and N dynamics. This is done to help us to understand which factors and processes control the flow and N dynamics in different climate zones and to assess the relative inputs from diffuse and point sources across the catchment. This is the first application of the linked HBV and INCA-N models to a major European river system commensurate with the largest basins to be managed tinder the Water Framework Directive. The simulations suggest that in the lowlands, seasonal patterns in the stream water NO3-N concentrations emerge and are dominated by diffuse agricultural inputs, with an estimated 75% of the river load in the lowlands derived from arable farming. The results confirm earlier European catchment studies. Namely, current semi-distrubuted catchment-scale dynamic models, which integrate variations in land cover, climate, and a simple representation of the terrestrial and in-stream N cycle, are able to simulate seasonal NO3-N patterns at large spatial (> 300 km(2)) and temporal (>= monthly) scales using available national datasets.