An asymptotic analysis for the coupled dispersion characteristics of a structural acoustic waveguide

Analytical expressions are derived, using asymptotics, for the fluid-structure coupled wavenumbers in a one-dimensional (1-D) structural acoustic waveguide. The coupled dispersion equation of the system is rewritten in the form of the uncoupled dispersion equation with an added term due to the fluid-structure coupling. As a result of this coupling, the prior uncoupled structural and acoustic wavenumbers, now become coupled structural and acoustic wavenumbers. A fluid-loading parameter e, defined as the ratio of mass of fluid to mass of the structure per unit area, is introduced which when set to zero yields the uncoupled dispersion equation. The coupled wavenumber is then expressed in terms of an asymptotic series in e. Analytical expressions are found as e is varied from small to large values. Different asymptotic expansions are used for different frequency ranges with continuous transitions occurring between them. This systematic derivation helps to continuously track the wavenumber solutions as the fluid-loading parameter is varied from small to large values. Though the asymptotic expansion used is limited to the first-order correction factor, the results are close to the numerical results. A general trend is that a given wavenumber branch transits from a rigid-walled solution to a pressure-release solution with increasing E. Also, it is found that at any frequency where two wavenumbers intersect in the uncoupled analysis, there is no more an-intersection in the coupled case, but a gap is created at that frequency. (c) 2007 Elsevier Ltd. All rights reserved.

A Reliable method of obtaining Breakthrough Curves of ions in Soils using Transport Equation

Molecular diffusion plays a dominant role in transport of contaminants through fine-grained soils with low hydraulic conductivity. Attenuation processes occur while contaminants travel through the soils. Effective diffusion coefficient (De) is expected to take into consideration various attenuation processes. Effective diffusion coefficient has been considered to develop a general approach for modelling of contaminant transport in soils.The effective diffusion coefficient of sodium in presence of sulphate has been obtained using the column test.The reliability of De, has been checked by comparing theoretical breakthrough curves of sodium ion in soils obtained using advection diffusion equation with the experimental curve.

Unified Dispersion Characteristics of Structural Acoustic Waveguides

In this article, we show with some formalism that infinite flexible structural acoustic waveguides have a general form for the dispersion equation. The dispersion equation of all such waveguides should conform to a generic form. This allows us to bring out the common features of structural acoustic waveguides. We take three examples to demonstrate this fact, namely, the rectangular, the circular cylindrical and the elliptical geometries. Where necessary, the equations are simplified for applicability to a particular frequency-regime before demonstrating the conformance to the generic form of the dispersion relation. It is then shown that the coupled wavenumber solutions of all these systems can be represented on a single schematic.

Analysis of diffusion process in fractured reservoirs using fractional derivative approach

The fractal geometry is used to model of a naturally fractured reservoir and the concept of fractional derivative is applied to the diffusion equation to incorporate the history of fluid flow in naturally fractured reservoirs. The resulting fractally fractional diffusion (FFD) equation is solved analytically in the Laplace space for three outer boundary conditions. The analytical solutions are used to analyze the response of a naturally fractured reservoir considering the anomalous behavior of oil production. Several synthetic examples are provided to illustrate the methodology proposed in this work and to explain the diffusion process in fractally fractured systems.

Discrete fractional order system vibrations

A theory of free vibrations of discrete fractional order (FO) systems with a finite number of degrees of freedom (dof) is developed. A FO system with a finite number of dof is defined by means of three matrices: mass inertia, system rigidity and FO elements. By adopting a matrix formulation, a mathematical description of FO discrete system free vibrations is determined in the form of coupled fractional order differential equations (FODE). The corresponding solutions in analytical form, for the special case of the matrix of FO properties elements, are determined and expressed as a polynomial series along time. For the eigen characteristic numbers, the system eigen main coordinates and the independent eigen FO modes are determined. A generalized function of visoelastic creep FO dissipation of energy and generalized forces of system with no ideal visoelastic creep FO dissipation of energy for generalized coordinates are formulated. Extended Lagrange FODE of second kind, for FO system dynamics, are also introduced. Two examples of FO chain systems are analyzed and the corresponding eigen characteristic numbers determined. It is shown that the oscillatory phenomena of a FO mechanical chain have analogies to electrical FO circuits. A FO electrical resistor is introduced and its constitutive voltage–current is formulated. Also a function of thermal energy FO dissipation of a FO electrical relation is discussed.

A prelude to the fractional calculus applied to tumor dynamic

In order to refine the solution given by the classical logistic equation and extend its range of applications in the study of tumor dynamics, we propose and solve a generalization of this equation, using the so-called Fractional Calculus, i.e., we replace the ordinary derivative of order 1, in one version of the usual equation, by a non-integer derivative of order 0 < α < 1, and recover the classical solution as a particular case. Finally, we analyze the applicability of this model to describe the growth of cancer tumors.

Modelling the fate of chromated copper arsenate in a sandy soil

A pulse of chromated copper arsenate (CCA, a timber preservative) was applied in irrigation water to an undisturbed field soil in a laboratory column. Concentrations of various elements in the leachate from the column were measured during the experiment. Also, the remnants within the soil were measured at the end of the experiment. The geochemical modelling package, PHREEQC-2, was used to simulate the experimental data. Processes included in the CCA transport modelling were advection, dispersion, non-specific adsorption (cation exchange) and specific adsorption by clay minerals and organic matter, as well as other possible chemical reactions such as precipitation/dissolution. The modelling effort highlighted the possible complexities in CCA transport and reaction experiments. For example, the uneven dosing of CCA as well as incomplete knowledge of the soil properties resulted in simulations that gave only partial, although reasonable, agreement with the experimental data. Both the experimental data and simulations show that As and Cu are strongly adsorbed and therefore, will mostly remain at the top of the soil profile, with a small proportion appearing in leachate. On the other hand, Cr is more mobile and thus it is present in the soil column leachate. Further simulations show that both the quantity of CCA added to the soil and the pH of the irrigation water will influence CCA transport. Simulations suggest that application of larger doses of CCA to the soil will result in higher leachate concentrations, especially for Cu and As. Irrigation water with a lower pH will dramatically increase leaching of Cu. These results indicate that acidic rainfall or significant accidental spillage of CCA will increase the risk of groundwater pollution.

Discrete Models of Time-Fractional Diffusion in a Potential Well

Mathematics Subject Classification: 26A33, 45K05, 60J60, 60G50, 65N06, 80-99.

Solving Fractional Diffusion-Wave Equations Using a New Iterative Method

Mathematics Subject Classification: 26A33, 31B10

Impulsive Partial Hyperbolic Functional Differential Equations of Fractional Order with State-Dependent Delay

MSC 2010: 26A33, 34A37, 34K37, 34K40, 35R11

Nonlinear Time-Fractional Differential Equations in Combustion Science

MSC 2010: 34A08 (main), 34G20, 80A25

Maximum Principle and Its Application for the Time-Fractional Diffusion Equations

MSC 2010: 26A33, 33E12, 35B45, 35B50, 35K99, 45K05 Dedicated to Professor Rudolf Gorenflo on the occasion of his 80th anniversary

Um problema de dispersão de poluentes em rios e canais por meio do método de separação de variáveis

Neste trabalho obtém-se uma solução analítica para a equação de advecção-difusão aplicada a problemas de dispersão de poluentes em rios e canais. Para tanto, consideram-se os casos unidimensionais e bidimensionais em regime transiente com coeficientes de difusividade e velocidades constantes. A abordagem utilizada para a resolução deste problema é o método de Separação de Variáveis. Os modelos resolvidos foram simulados utilizando o MatLab. Apresentam-se os resultados das simulações numéricas em formato gráfico. Os resultados de algumas simulações numéricas existem na literatura e puderam ser comparados. O modelo proposto mostrou-se coerente em relação aos dados considerados. Para outras simulações não foram encontrados comparativos na literatura, todavia esses problemas governados por equações diferenciais parciais, mesmo lineares, não são de fácil solução analítica. Sendo que, muitas delas representam importantes problemas de matemática e física, com diversas aplicações na engenharia. Dessa forma, é de grande importância a disponibilidade de um maior número de problemas-teste para avaliação de desempenho de formulações numéricas, cada vez mais eficazes, já que soluções analíticas oferecem uma base mais segura para comparação de resultados.

Stochastic modelling of financial time series with memory and multifractal scaling

Financial processes may possess long memory and their probability densities may display heavy tails. Many models have been developed to deal with this tail behaviour, which reflects the jumps in the sample paths. On the other hand, the presence of long memory, which contradicts the efficient market hypothesis, is still an issue for further debates. These difficulties present challenges with the problems of memory detection and modelling the co-presence of long memory and heavy tails. This PhD project aims to respond to these challenges. The first part aims to detect memory in a large number of financial time series on stock prices and exchange rates using their scaling properties. Since financial time series often exhibit stochastic trends, a common form of nonstationarity, strong trends in the data can lead to false detection of memory. We will take advantage of a technique known as multifractal detrended fluctuation analysis (MF-DFA) that can systematically eliminate trends of different orders. This method is based on the identification of scaling of the q-th-order moments and is a generalisation of the standard detrended fluctuation analysis (DFA) which uses only the second moment; that is, q = 2. We also consider the rescaled range R/S analysis and the periodogram method to detect memory in financial time series and compare their results with the MF-DFA. An interesting finding is that short memory is detected for stock prices of the American Stock Exchange (AMEX) and long memory is found present in the time series of two exchange rates, namely the French franc and the Deutsche mark. Electricity price series of the five states of Australia are also found to possess long memory. For these electricity price series, heavy tails are also pronounced in their probability densities. The second part of the thesis develops models to represent short-memory and longmemory financial processes as detected in Part I. These models take the form of continuous-time AR(∞) -type equations whose kernel is the Laplace transform of a finite Borel measure. By imposing appropriate conditions on this measure, short memory or long memory in the dynamics of the solution will result. A specific form of the models, which has a good MA(∞) -type representation, is presented for the short memory case. Parameter estimation of this type of models is performed via least squares, and the models are applied to the stock prices in the AMEX, which have been established in Part I to possess short memory. By selecting the kernel in the continuous-time AR(∞) -type equations to have the form of Riemann-Liouville fractional derivative, we obtain a fractional stochastic differential equation driven by Brownian motion. This type of equations is used to represent financial processes with long memory, whose dynamics is described by the fractional derivative in the equation. These models are estimated via quasi-likelihood, namely via a continuoustime version of the Gauss-Whittle method. The models are applied to the exchange rates and the electricity prices of Part I with the aim of confirming their possible long-range dependence established by MF-DFA. The third part of the thesis provides an application of the results established in Parts I and II to characterise and classify financial markets. We will pay attention to the New York Stock Exchange (NYSE), the American Stock Exchange (AMEX), the NASDAQ Stock Exchange (NASDAQ) and the Toronto Stock Exchange (TSX). The parameters from MF-DFA and those of the short-memory AR(∞) -type models will be employed in this classification. We propose the Fisher discriminant algorithm to find a classifier in the two and three-dimensional spaces of data sets and then provide cross-validation to verify discriminant accuracies. This classification is useful for understanding and predicting the behaviour of different processes within the same market. The fourth part of the thesis investigates the heavy-tailed behaviour of financial processes which may also possess long memory. We consider fractional stochastic differential equations driven by stable noise to model financial processes such as electricity prices. The long memory of electricity prices is represented by a fractional derivative, while the stable noise input models their non-Gaussianity via the tails of their probability density. A method using the empirical densities and MF-DFA will be provided to estimate all the parameters of the model and simulate sample paths of the equation. The method is then applied to analyse daily spot prices for five states of Australia. Comparison with the results obtained from the R/S analysis, periodogram method and MF-DFA are provided. The results from fractional SDEs agree with those from MF-DFA, which are based on multifractal scaling, while those from the periodograms, which are based on the second order, seem to underestimate the long memory dynamics of the process. This highlights the need and usefulness of fractal methods in modelling non-Gaussian financial processes with long memory.

The determination of three selected sites for the construction and operation of a low level radioactive waste storage and burial facility

Radioactive wastes are by-products of the use of radiation technologies. As with many technologies, the wastes are required to be disposed of in a safe manner so as to minimise risk to human health. This study examines the requirements for a hypothetical repository and develops techniques for decision making to permit the establishment of a shallow ground burial facility to receive an inventory of low-level radioactive wastes. Australia’s overall inventory is used as an example. Essential and desirable siting criteria are developed and applied to Australia's Northern Territory resulting in the selection of three candidate sites for laboratory investigations into soil behaviour. The essential quantifiable factors which govern radionuclide migration and ultimately influence radiation doses following facility closure are reviewed. Simplified batch and column procedures were developed to enable laboratory determination of distribution and retardation coefficient values for use in one-dimensional advection-dispersion transport equations. Batch and column experiments were conducted with Australian soils sampled from the three identified candidate sites using a radionuclide representative of the current national low-level radioactive waste inventory. The experimental results are discussed and site soil performance compared. The experimental results are subsequently used to compare the relative radiation health risks between each of the three sites investigated. A recommendation is made as to the preferred site to construct an engineered near-surface burial facility to receive the Australian low-level radioactive waste inventory.