Applications of Spreadsheets in Education : The Amazing Power of a Simple Tool

This e-book is devoted to the use of spreadsheets in the service of education in a broad spectrum of disciplines: science, mathematics, engineering, business, and general education. The effort is aimed at collecting the works of prominent researchers and educators that make use of spreadsheets as a means to communicate concepts with high educational value. The e-book brings some of the most recent applications of spreadsheets in education and research to the fore. To offer the reader a broad overview of the diversity of applications, carefully chosen articles from engineering (power systems and control), mathematics (calculus, differential equations, and probability), science (physics and chemistry), and education are provided. Some of these applications make use of Visual Basic for Applications (VBA), a versatile computer language that further expands the functionality of spreadsheets. The material included in this e-book should inspire readers to devise their own applications and enhance their teaching and/or learning experience.

A Combined Renormalization Group-Multiple Scale Method for Singularly Perturbed Problems

This paper introduces a straightforward method to asymptotically solve a variety of initial and boundary value problems for singularly perturbed ordinary differential equations whose solution structure can be anticipated. The approach is simpler than conventional methods, including those based on asymptotic matching or on eliminating secular terms. © 2010 by the Massachusetts Institute of Technology.

A comparison of stability and bifurcation criteria for inflated spherical elastic shells

The nonlinear stability analysis introduced by Chen and Haughton [1] is employed to study the full nonlinear stability of the non-homogeneous spherically symmetric deformation of an elastic thick-walled sphere. The shell is composed of an arbitrary homogeneous, incompressible elastic material. The stability criterion ultimately requires the solution of a third-order nonlinear ordinary differential equation. Numerical calculations performed for a wide variety of well-known incompressible materials are then compared with existing bifurcation results and are found to be identical. Further analysis and comparison between stability and bifurcation are conducted for the case of thin shells and we prove by direct calculation that the two criteria are identical for all modes and all materials.

Building macroscale models from microscale probabilistic models : a general probabilistic approach for nonlinear diffusion and multispecies phenomena

A discrete agent-based model on a periodic lattice of arbitrary dimension is considered. Agents move to nearest-neighbor sites by a motility mechanism accounting for general interactions, which may include volume exclusion. The partial differential equation describing the average occupancy of the agent population is derived systematically. A diffusion equation arises for all types of interactions and is nonlinear except for the simplest interactions. In addition, multiple species of interacting subpopulations give rise to an advection-diffusion equation for each subpopulation. This work extends and generalizes previous specific results, providing a construction method for determining the transport coefficients in terms of a single conditional transition probability, which depends on the occupancy of sites in an influence region. These coefficients characterize the diffusion of agents in a crowded environment in biological and physical processes.

Adaptive finite element analysis of elliptic problems based on bubble-type local mesh generation

A new mesh adaptivity algorithm that combines a posteriori error estimation with bubble-type local mesh generation (BLMG) strategy for elliptic differential equations is proposed. The size function used in the BLMG is defined on each vertex during the adaptive process based on the obtained error estimator. In order to avoid the excessive coarsening and refining in each iterative step, two factor thresholds are introduced in the size function. The advantages of the BLMG-based adaptive finite element method, compared with other known methods, are given as follows: the refining and coarsening are obtained fluently in the same framework; the local a posteriori error estimation is easy to implement through the adjacency list of the BLMG method; at all levels of refinement, the updated triangles remain very well shaped, even if the mesh size at any particular refinement level varies by several orders of magnitude. Several numerical examples with singularities for the elliptic problems, where the explicit error estimators are used, verify the efficiency of the algorithm. The analysis for the parameters introduced in the size function shows that the algorithm has good flexibility.

High order unconditionally stable difference schemes for the Riesz space-fractional telegraph equation

In this paper, a class of unconditionally stable difference schemes based on the Pad´e approximation is presented for the Riesz space-fractional telegraph equation. Firstly, we introduce a new variable to transform the original dfferential equation to an equivalent differential equation system. Then, we apply a second order fractional central difference scheme to discretise the Riesz space-fractional operator. Finally, we use (1, 1), (2, 2) and (3, 3) Pad´e approximations to give a fully discrete difference scheme for the resulting linear system of ordinary differential equations. Matrix analysis is used to show the unconditional stability of the proposed algorithms. Two examples with known exact solutions are chosen to assess the proposed difference schemes. Numerical results demonstrate that these schemes provide accurate and efficient methods for solving a space-fractional hyperbolic equation.

A Novel High Order Space-Time Spectral Method for the Time Fractional Fokker--Planck Equation

The fractional Fokker-Planck equation is an important physical model for simulating anomalous diffusions with external forces. Because of the non-local property of the fractional derivative an interesting problem is to explore high accuracy numerical methods for fractional differential equations. In this paper, a space-time spectral method is presented for the numerical solution of the time fractional Fokker-Planck initial-boundary value problem. The proposed method employs the Jacobi polynomials for the temporal discretization and Fourier-like basis functions for the spatial discretization. Due to the diagonalizable trait of the Fourier-like basis functions, this leads to a reduced representation of the inner product in the Galerkin analysis. We prove that the time fractional Fokker-Planck equation attains the same approximation order as the time fractional diffusion equation developed in [23] by using the present method. That indicates an exponential decay may be achieved if the exact solution is sufficiently smooth. Finally, some numerical results are given to demonstrate the high order accuracy and efficiency of the new numerical scheme. The results show that the errors of the numerical solutions obtained by the space-time spectral method decay exponentially.

The mathematical modelling of cheese ripening

A mathematical model is developed for the ripening of cheese. Such models may assist predicting final cheese quality using measured initial composition. The main constituent chemical reactions are described with ordinary differential equations. Numerical solutions to the model equations are found using Matlab. Unknown parameter values have been fitted using experimental data available in the literature. The results from the numerical fitting are in good agreement with the data. Statistical analysis is performed on near infrared data provided to the MISG. However, due to the inhomogeneity and limited nature of the data, not many conclusions can be drawn from the analysis. A simple model of the potential changes in acidity of cheese is also considered. The results from this model are consistent with cheese manufacturing knowledge, in that the pH of cheddar cheese does not significantly change during ripening.

An improved computational method in structural dynamics

Purpose – In structural, earthquake and aeronautical engineering and mechanical vibration, the solution of dynamic equations for a structure subjected to dynamic loading leads to a high order system of differential equations. The numerical methods are usually used for integration when either there is dealing with discrete data or there is no analytical solution for the equations. Since the numerical methods with more accuracy and stability give more accurate results in structural responses, there is a need to improve the existing methods or develop new ones. The paper aims to discuss these issues. Design/methodology/approach – In this paper, a new time integration method is proposed mathematically and numerically, which is accordingly applied to single-degree-of-freedom (SDOF) and multi-degree-of-freedom (MDOF) systems. Finally, the results are compared to the existing methods such as Newmark’s method and closed form solution. Findings – It is concluded that, in the proposed method, the data variance of each set of structural responses such as displacement, velocity, or acceleration in different time steps is less than those in Newmark’s method, and the proposed method is more accurate and stable than Newmark’s method and is capable of analyzing the structure at fewer numbers of iteration or computation cycles, hence less time-consuming. Originality/value – A new mathematical and numerical time integration method is proposed for the computation of structural responses with higher accuracy and stability, lower data variance, and fewer numbers of iterations for computational cycles.

Efficient simulation of stochastic chemical kinetics with the Stochastic Bulirsch-Stoer extrapolation method

Background Biochemical systems with relatively low numbers of components must be simulated stochastically in order to capture their inherent noise. Although there has recently been considerable work on discrete stochastic solvers, there is still a need for numerical methods that are both fast and accurate. The Bulirsch-Stoer method is an established method for solving ordinary differential equations that possesses both of these qualities. Results In this paper, we present the Stochastic Bulirsch-Stoer method, a new numerical method for simulating discrete chemical reaction systems, inspired by its deterministic counterpart. It is able to achieve an excellent efficiency due to the fact that it is based on an approach with high deterministic order, allowing for larger stepsizes and leading to fast simulations. We compare it to the Euler τ-leap, as well as two more recent τ-leap methods, on a number of example problems, and find that as well as being very accurate, our method is the most robust, in terms of efficiency, of all the methods considered in this paper. The problems it is most suited for are those with increased populations that would be too slow to simulate using Gillespie’s stochastic simulation algorithm. For such problems, it is likely to achieve higher weak order in the moments. Conclusions The Stochastic Bulirsch-Stoer method is a novel stochastic solver that can be used for fast and accurate simulations. Crucially, compared to other similar methods, it better retains its high accuracy when the timesteps are increased. Thus the Stochastic Bulirsch-Stoer method is both computationally efficient and robust. These are key properties for any stochastic numerical method, as they must typically run many thousands of simulations.

Stochastic dynamics of interacting haematopoietic stem cell niche lineages

Since we still know very little about stem cells in their natural environment, it is useful to explore their dynamics through modelling and simulation, as well as experimentally. Most models of stem cell systems are based on deterministic differential equations that ignore the natural heterogeneity of stem cell populations. This is not appropriate at the level of individual cells and niches, when randomness is more likely to affect dynamics. In this paper, we introduce a fast stochastic method for simulating a metapopulation of stem cell niche lineages, that is, many sub-populations that together form a heterogeneous metapopulation, over time. By selecting the common limiting timestep, our method ensures that the entire metapopulation is simulated synchronously. This is important, as it allows us to introduce interactions between separate niche lineages, which would otherwise be impossible. We expand our method to enable the coupling of many lineages into niche groups, where differentiated cells are pooled within each niche group. Using this method, we explore the dynamics of the haematopoietic system from a demand control system perspective. We find that coupling together niche lineages allows the organism to regulate blood cell numbers as closely as possible to the homeostatic optimum. Furthermore, coupled lineages respond better than uncoupled ones to random perturbations, here the loss of some myeloid cells. This could imply that it is advantageous for an organism to connect together its niche lineages into groups. Our results suggest that a potential fruitful empirical direction will be to understand how stem cell descendants communicate with the niche and how cancer may arise as a result of a failure of such communication.

A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems

In order to simulate stiff biochemical reaction systems, an explicit exponential Euler scheme is derived for multidimensional, non-commutative stochastic differential equations with a semilinear drift term. The scheme is of strong order one half and A-stable in mean square. The combination with this and the projection method shows good performance in numerical experiments dealing with an alternative formulation of the chemical Langevin equation for a human ether a-go-go related gene ion channel mode

Unsteady-Flow Of A Viscous-Fluid Between 2 Parallel Disks With A Time-Varying Gap Width And A Magnetic-Field

The unsteady incompressible viscous fluid flow between two parallel infinite disks which are located at a distance h(t*) at time t* has been studied. The upper disk moves towards the lower disk with velocity h'(t*). The lower disk is porous and rotates with angular velocity Omega(t*). A magnetic field B(t*) is applied perpendicular to the two disks. It has been found that the governing Navier-Stokes equations reduce to a set of ordinary differential equations if h(t*), a(t*) and B(t*) vary with time t* in a particular manner, i.e. h(t*) = H(1 - alpha t*)(1/2), Omega(t*) = Omega(0)(1 - alpha t*)(-1), B(t*) = B-0(1 - alpha t*)(-1/2). These ordinary differential equations have been solved numerically using a shooting method. For small Reynolds numbers, analytical solutions have been obtained using a regular perturbation technique. The effects of squeeze Reynolds numbers, Hartmann number and rotation of the disk on the flow pattern, normal force or load and torque have been studied in detail

An Explicit Guidance Scheme For A Low-Thrust Terminal Rendezvous

An explicit near-optimal guidance scheme is developed for a terminal rendezvous of a spacecraft with a passive target in circular orbit around the earth. The thrust angle versus time profile for the continuous-thrust, constant-acceleration maneuver is derived, based on the assumption that the components of inertial acceleration due to relative position and velocity are negligible on account of the close proximity between the two spacecraft. The control law is obtained as a ''bilinear tangent law'' and an analytic solution to the state differential equations is obtained by expanding a portion of the integrand as an infinite series in time. A differential corrector method is proposed, to obtain real-time updates to the guidance parameters at regular time intervals. Simulation of the guidance scheme is carried out using the Clohessy-Wiltshire equations of relative motion as well as the inverse-square two-body equations of motion. Results for typical examples are presented.