Oscillation Criteria of Second-Order Quasi-Linear Neutral Delay Difference Equations

2000 Mathematics Subject Classification: 39A10.

Dunkl-Schrödinger Equations with and without Quadratic Potentials

2000 Mathematics Subject Classification: Primary 42A38. Secondary 42B10.

100-Gb/s point-to-point solutions for long-reach passive optical networks in sparse rural and urban areas

Long reach-passive optical networks (LR-PON) are being proposed as a means of enabling ubiquitous fiber-to-the-home (FTTH) by massive sharing of network resources and therefore reducing per customer costs to affordable levels. In this paper, we analyze the chain solutions for LR-PON deployment in urban and rural areas at 100-Gb/s point-to-point transmission using dual polarization-quaternary phase shift-keying (DP-QPSK) modulation. The numerical analysis shows that with appropriate finite impulse response (FIR) filter designs, 100-Gb/s transmission can be achieved with at least 512 way split and up to 160 km total distance, which is sufficient for many of the optical paths in a practical situation, for point-to-point link from one LR-PON to another LR-PON through the optical switch at the metro nodes and across a core light path through the core network without regeneration.

A method of fundamental solutions for radially symmetric and axisymmetric backward heat conduction problems

We propose and investigate an application of the method of fundamental solutions (MFS) to the radially symmetric and axisymmetric backward heat conduction problem (BHCP) in a solid or hollow cylinder. In the BHCP, the initial temperature is to be determined from the temperature measurements at a later time. This is an inverse and ill-posed problem, and we employ and generalize the MFS regularization approach [B.T. Johansson and D. Lesnic, A method of fundamental solutions for transient heat conduction, Eng. Anal. Boundary Elements 32 (2008), pp. 697–703] for the time-dependent heat equation to obtain a stable and accurate numerical approximation with small computational cost.

A method of fundamental solutions for theaxisymmetric backward heat equation

We propose and investigate an application of the method of fundamental solutions (MFS) to the radially symmetric and axisymmetric backward heat conduction problem (BHCP) in a solid or hollow cylinder. In the BHCP, the initial temperature is to be determined from the temperature measurements at a later time. This is an inverse and ill-posed problem, and we employ and generalize the MFS regularization approach [B.T. Johansson and D. Lesnic, A method of fundamental solutions for transient heat conduction, Eng. Anal. Boundary Elements 32 (2008), pp. 697–703] for the time-dependent heat equation to obtain a stable and accurate numerical approximation with small computational cost.

Computation of rare transitions in the barotropic quasi-geostrophic equations

We investigate the theoretical and numerical computation of rare transitions in simple geophysical turbulent models. We consider the barotropic quasi-geostrophic and two-dimensional Navier–Stokes equations in regimes where bistability between two coexisting large-scale attractors exist. By means of large deviations and instanton theory with the use of an Onsager–Machlup path integral formalism for the transition probability, we show how one can directly compute the most probable transition path between two coexisting attractors analytically in an equilibrium (Langevin) framework and numerically otherWe adapt a class of numerical optimization algorithms known as minimum action methods to simple geophysical turbulent models. We show that by numerically minimizing an appropriate action functional in a large deviation limit, one can predict the most likely transition path for a rare transition between two states. By considering examples where theoretical predictions can be made, we show that the minimum action method successfully predicts the most likely transition path. Finally, we discuss the application and extension of such numerical optimization schemes to the computation of rare transitions observed in direct numerical simulations and experiments and to other, more complex, turbulent systems.

Development of a mathematical and computer model to assess water quality impacts of hazardous compounds from minor gasoline spills in the inter-tidal zone of the Miami River, Florida

The objective of this study was to develop a model to predict transport and fate of gasoline components of environmental concern in the Miami River by mathematically simulating the movement of dissolved benzene, toluene, xylene (BTX), and methyl-tertiary-butyl ether (MTBE) occurring from minor gasoline spills in the inter-tidal zone of the river. Computer codes were based on mathematical algorithms that acknowledge the role of advective and dispersive physical phenomena along the river and prevailing phase transformations of BTX and MTBE. Phase transformations included volatilization and settling. ^ The model used a finite-difference scheme of steady-state conditions, with a set of numerical equations that was solved by two numerical methods: Gauss-Seidel and Jacobi iterations. A numerical validation process was conducted by comparing the results from both methods with analytical and numerical reference solutions. Since similar trends were achieved after the numerical validation process, it was concluded that the computer codes algorithmically were correct. The Gauss-Seidel iteration yielded at a faster convergence rate than the Jacobi iteration. Hence, the mathematical code was selected to further develop the computer program and software. The model was then analyzed for its sensitivity. It was found that the model was very sensitive to wind speed but not to sediment settling velocity. ^ A computer software was developed with the model code embedded. The software was provided with two major user-friendly visualized forms, one to interface with the database files and the other to execute and present the graphical and tabulated results. For all predicted concentrations of BTX and MTBE, the maximum concentrations were over an order of magnitude lower than current drinking water standards. It should be pointed out, however, that smaller concentrations than the latter reported standards and values, although not harmful to humans, may be very harmful to organisms of the trophic levels of the Miami River ecosystem and associated waters. This computer model can be used for the rapid assessment and management of the effects of minor gasoline spills on inter-tidal riverine water quality. ^

Lattice Boltzmann method for flow and heat transfer in microgeometries

Recent technological developments have made it possible to design various microdevices where fluid flow and heat transfer are involved. For the proper design of such systems, the governing physics needs to be investigated. Due to the difficulty to study complex geometries in micro scales using experimental techniques, computational tools are developed to analyze and simulate flow and heat transfer in microgeometries. However, conventional numerical methods using the Navier-Stokes equations fail to predict some aspects of microflows such as nonlinear pressure distribution, increase mass flow rate, slip flow and temperature jump at the solid boundaries. This necessitates the development of new computational methods which depend on the kinetic theory that are both accurate and computationally efficient. In this study, lattice Boltzmann method (LBM) was used to investigate the flow and heat transfer in micro sized geometries. The LBM depends on the Boltzmann equation which is valid in the whole rarefaction regime that can be observed in micro flows. Results were obtained for isothermal channel flows at Knudsen numbers higher than 0.01 at different pressure ratios. LBM solutions for micro-Couette and micro-Poiseuille flow were found to be in good agreement with the analytical solutions valid in the slip flow regime (0.01 < Kn < 0.1) and direct simulation Monte Carlo solutions that are valid in the transition regime (0.1 < Kn < 10) for pressure distribution and velocity field. The isothermal LBM was further extended to simulate flows including heat transfer. The method was first validated for continuum channel flows with and without constrictions by comparing the thermal LBM results against accurate solutions obtained from analytical equations and finite element method. Finally, the capability of thermal LBM was improved by adding the effect of rarefaction and the method was used to analyze the behavior of gas flow in microchannels. The major finding of this research is that, the newly developed particle-based method described here can be used as an alternative numerical tool in order to study non-continuum effects observed in micro-electro-mechanical-systems (MEMS).

Multimode Analysis of Nanoscale Biomolecular Interactions

Biomolecular interactions, including protein-protein, protein-DNA, and protein-ligand interactions, are of special importance in all biological systems. These interactions may occer during the loading of biomolecules to interfaces, the translocation of biomolecules through transmembrane protein pores, and the movement of biomolecules in a crowded intracellular environment. The molecular interaction of a protein with its binding partners is crucial in fundamental biological processes such as electron transfer, intracellular signal transmission and regulation, neuroprotective mechanisms, and regulation of DNA topology. In this dissertation, a customized surface plasmon resonance (SPR) has been optimized and new theoretical and label free experimental methods with related analytical calculations have been developed for the analysis of biomolecular interactions. Human neuroglobin (hNgb) and cytochrome c from equine heart (Cyt c) proteins have been used to optimize the customized SPR instrument. The obtained Kd value (~13 µM), from SPR results, for Cyt c-hNgb molecular interactions is in general agreement with a previously published result. The SPR results also confirmed no significant impact of the internal disulfide bridge between Cys 46 and Cys 55 on hNgb binding to Cyt c. Using SPR, E. coli topoisomerase I enzyme turnover during plasmid DNA relaxation was found to be enhanced in the presence of Mg2+. In addition, a new theoretical approach of analyzing biphasic SPR data has been introduced based on analytical solutions of the biphasic rate equations. In order to develop a new label free method to quantitatively study protein-protein interactions, quartz nanopipettes were chemically modified. The derived Kd (~20 µM) value for the Cyt c-hNgb complex formations matched very well with SPR measurements (Kd ~16 µM). The finite element numerical simulation results were similar to the nanopipette experimental results. These results demonstrate that nanopipettes can potentially be used as a new class of a label-free analytical method to quantitatively characterize protein-protein interactions in attoliter sensing volumes, based on a charge sensing mechanism. Moreover, the molecule-based selective nature of hydrophobic and nanometer sized carbon nanotube (CNT) pores was observed. This result might be helpful to understand the selective nature of cellular transport through transmembrane protein pores.

Lattice Boltzmann Method for Flow and Heat Transfer in Microgeometries

Recent technological developments have made it possible to design various microdevices where fluid flow and heat transfer are involved. For the proper design of such systems, the governing physics needs to be investigated. Due to the difficulty to study complex geometries in micro scales using experimental techniques, computational tools are developed to analyze and simulate flow and heat transfer in microgeometries. However, conventional numerical methods using the Navier-Stokes equations fail to predict some aspects of microflows such as nonlinear pressure distribution, increase mass flow rate, slip flow and temperature jump at the solid boundaries. This necessitates the development of new computational methods which depend on the kinetic theory that are both accurate and computationally efficient. In this study, lattice Boltzmann method (LBM) was used to investigate the flow and heat transfer in micro sized geometries. The LBM depends on the Boltzmann equation which is valid in the whole rarefaction regime that can be observed in micro flows. Results were obtained for isothermal channel flows at Knudsen numbers higher than 0.01 at different pressure ratios. LBM solutions for micro-Couette and micro-Poiseuille flow were found to be in good agreement with the analytical solutions valid in the slip flow regime (0.01 < Kn < 0.1) and direct simulation Monte Carlo solutions that are valid in the transition regime (0.1 < Kn < 10) for pressure distribution and velocity field. The isothermal LBM was further extended to simulate flows including heat transfer. The method was first validated for continuum channel flows with and without constrictions by comparing the thermal LBM results against accurate solutions obtained from analytical equations and finite element method. Finally, the capability of thermal LBM was improved by adding the effect of rarefaction and the method was used to analyze the behavior of gas flow in microchannels. The major finding of this research is that, the newly developed particle-based method described here can be used as an alternative numerical tool in order to study non-continuum effects observed in micro-electro-mechanical-systems (MEMS).

Optimization of three-dimensional branching networks of microchannels for thermal management of microelectronics

The aim of this work is to present a methodology to develop cost-effective thermal management solutions for microelectronic devices, capable of removing maximum amount of heat and delivering maximally uniform temperature distributions. The topological and geometrical characteristics of multiple-story three-dimensional branching networks of microchannels were developed using multi-objective optimization. A conjugate heat transfer analysis software package and an automatic 3D microchannel network generator were developed and coupled with a modified version of a particle-swarm optimization algorithm with a goal of creating a design tool for 3D networks of optimized coolant flow passages. Numerical algorithms in the conjugate heat transfer solution package include a quasi-ID thermo-fluid solver and a steady heat diffusion solver, which were validated against results from high-fidelity Navier-Stokes equations solver and analytical solutions for basic fluid dynamics test cases. Pareto-optimal solutions demonstrate that thermal loads of up to 500 W/cm2 can be managed with 3D microchannel networks, with pumping power requirements up to 50% lower with respect to currently used high-performance cooling technologies.

Efficient Computation of Electromagnetic Waves in Hydrocarbon Exploration Using the Improved Numerical Mode Matching (NMM) Method

In this study, we developed and improved the numerical mode matching (NMM) method which has previously been shown to be a fast and robust semi-analytical solver to investigate the propagation of electromagnetic (EM) waves in an isotropic layered medium. The applicable models, such as cylindrical waveguide, optical fiber, and borehole with earth geological formation, are generally modeled as an axisymmetric structure which is an orthogonal-plano-cylindrically layered (OPCL) medium consisting of materials stratified planarly and layered concentrically in the orthogonal directions.

In this report, several important improvements have been made to extend applications of this efficient solver to the anisotropic OCPL medium. The formulas for anisotropic media with three different diagonal elements in the cylindrical coordinate system are deduced to expand its application to more general materials. The perfectly matched layer (PML) is incorporated along the radial direction as an absorbing boundary condition (ABC) to make the NMM method more accurate and efficient for wave diffusion problems in unbounded media and applicable to scattering problems with lossless media. We manipulate the weak form of Maxwell's equations and impose the correct boundary conditions at the cylindrical axis to solve the singularity problem which is ignored by all previous researchers. The spectral element method (SEM) is introduced to more efficiently compute the eigenmodes of higher accuracy with less unknowns, achieving a faster mode matching procedure between different horizontal layers. We also prove the relationship of the field between opposite mode indices for different types of excitations, which can reduce the computational time by half. The formulas for computing EM fields excited by an electric or magnetic dipole located at any position with an arbitrary orientation are deduced. And the excitation are generalized to line and surface current sources which can extend the application of NMM to the simulations of controlled source electromagnetic techniques. Numerical simulations have demonstrated the efficiency and accuracy of this method.

Finally, the improved numerical mode matching (NMM) method is introduced to efficiently compute the electromagnetic response of the induction tool from orthogonal transverse hydraulic fractures in open or cased boreholes in hydrocarbon exploration. The hydraulic fracture is modeled as a slim circular disk which is symmetric with respect to the borehole axis and filled with electrically conductive or magnetic proppant. The NMM solver is first validated by comparing the normalized secondary field with experimental measurements and a commercial software. Then we analyze quantitatively the induction response sensitivity of the fracture with different parameters, such as length, conductivity and permeability of the filled proppant, to evaluate the effectiveness of the induction logging tool for fracture detection and mapping. Casings with different thicknesses, conductivities and permeabilities are modeled together with the fractures in boreholes to investigate their effects for fracture detection. It reveals that the normalized secondary field will not be weakened at low frequencies, ensuring the induction tool is still applicable for fracture detection, though the attenuation of electromagnetic field through the casing is significant. A hybrid approach combining the NMM method and BCGS-FFT solver based integral equation has been proposed to efficiently simulate the open or cased borehole with tilted fractures which is a non-axisymmetric model.

Evaporation maps for ternary non-ideal liquid mixtures

This thesis deals with the evaporation of non-ideal liquid mixtures using a multicomponent mass transfer approach. It develops the concept of evaporation maps as a convenient way of representing the dynamic composition changes of ternary mixtures during an evaporation process. Evaporation maps represent the residual composition of evaporating ternary non-ideal mixtures over the full range of composition, and are analogous to the commonly-used residue curve maps of simple distillation processes. The evaporation process initially considered in this work involves gas-phase limited evaporation from a liquid or wetted-solid surface, over which a gas flows at known conditions. Evaporation may occur into a pure inert gas, or into one pre-loaded with a known fraction of one of the ternary components. To explore multicomponent masstransfer effects, a model is developed that uses an exact solution to the Maxwell-Stefan equations for mass transfer in the gas film, with a lumped approach applied to the liquid phase. Solutions to the evaporation model take the form of trajectories in temperaturecomposition space, which are then projected onto a ternary diagram to form the map. Novel algorithms are developed for computation of pseudo-azeotropes in the evaporating mixture, and for calculation of the multicomponent wet-bulb temperature at a given liquid composition. A numerical continuation method is used to track the bifurcations which occur in the evaporation maps, where the composition of one component of the pre-loaded gas is the bifurcation parameter. The bifurcation diagrams can in principle be used to determine the required gas composition to produce a specific terminal composition in the liquid. A simple homotopy method is developed to track the locations of the various possible pseudo-azeotropes in the mixture. The stability of pseudo-azeotropes in the gas-phase limited case is examined using a linearized analysis of the governing equations. Algorithms for the calculation of separation boundaries in the evaporation maps are developed using an optimization-based method, as well as a method employing eigenvectors derived from the linearized analysis. The flexure of the wet-bulb temperature surface is explored, and it is shown how evaporation trajectories cross ridges and valleys, so that ridges and valleys of the surface do not coincide with separation boundaries. Finally, the assumption of gas-phase limited mass transfer is relaxed, by employing a model that includes diffusion in the liquid phase. A finite-volume method is used to solve the system of partial differential equations that results. The evaporation trajectories for the distributed model reduce to those of the lumped (gas-phase limited) model as the diffusivity in the liquid increases; under the same gas-phase conditions the permissible terminal compositions of the distributed and lumped models are the same.

Symmetries and exact solutions of KP equation with an arbitrary nonlinear term

The generalized KP (GKP) equations with an arbitrary nonlinear term model and characterize many nonlinear physical phenomena. The symmetries of GKP equation with an arbitrary nonlinear term are obtained. The condition that must satisfy for existence the symmetries group of GKP is derived and also the obtained symmetries are classified according to different forms of the nonlinear term. The resulting similarity reductions are studied by performing the bifurcation and the phase portrait of GKP and also the corresponding solitary wave solutions of GKP
equation are constructed.

Secrecy Capacity Analysis Over κ–μ Fading Channels: Theory and Applications

In this paper, we consider the transmission of confidential information over a κ-μ fading channel in the presence of an eavesdropper who also experiences κ-μ fading. In particular, we obtain novel analytical solutions for the probability of strictly positive secrecy capacity (SPSC) and a lower bound of secure outage probability (SOPL) for independent and non-identically distributed channel coefficients without parameter constraints. We also provide a closed-form expression for the probability of SPSC when the μ parameter is assumed to take positive integer values. Monte-Carlo simulations are performed to verify the derived results. The versatility of the κ-μ fading model means that the results presented in this paper can be used to determine the probability of SPSC and SOPL for a large number of other fading scenarios, such as Rayleigh, Rice (Nakagamin), Nakagami-m, One-Sided Gaussian, and mixtures of these common fading models. In addition, due to the duality of the analysis of secrecy capacity and co-channel interference (CCI), the results presented here will have immediate applicability in the analysis of outage probability in wireless systems affected by CCI and background noise (BN). To demonstrate the efficacy of the novel formulations proposed here, we use the derived equations to provide a useful insight into the probability of SPSC and SOPL for a range of emerging wireless applications, such as cellular device-to-device, peer-to-peer, vehicle-to-vehicle, and body centric communications using data obtained from real channel measurements.