Smoothing estimation of rate function for recurrent event data with informative censoring

This paper proposes kernel estimation of the occurrence rate function for recurrent event data with informative censoring. An informative censoring model is considered with assumptions made on the joint distribution of the recurrent event process and the censoring time without modeling the censoring distribution. Under the validity of the informative censoring model, we also show that an estimator based on the assumption of independent censoring becomes inappropriate and is generally asymptotically biased. To investigate the asymptotic properties of the proposed estimator, the explicit form of its asymptotic mean squared risk and the asymptotic normality are derived. Meanwhile, the empirical consistent smoothing estimator for the variance function of the estimator is suggested. The performance of the estimators are also studied through Monte Carlo simulations. An epidemiological example of intravenous drug user data is used to show the influence of informative censoring in the estimation of the occurrence rate functions for inpatient cares over time.     

Bounds to optimal burn‐in and optimal work size

Burn‐in is a widely used method to improve the quality of products or systems after they have been produced. In this paper, we consider the problem of determining the optimal burn‐in time and optimal work size maximizing the long‐run average amount of work saved per time unit in the computer applications. Assuming that the underlying lifetime distribution of the computer has an initially decreasing or/and eventually increasing failure rate function, an upper bound for the optimal burn‐in time is derived for each fixed work size and a uniform (with respect to the burn‐in time) upper bound for the optimal work size is also obtained. Furthermore, it is shown that a non‐trivial lower bound for the optimal burn‐in time can be derived if the underlying lifetime distribution has a large initial failure rate. Copyright © 2005 John Wiley & Sons, Ltd.     

A non‐linear and non‐local boundary condition for a diffusion equation in petroleum engineering

This article deals with a boundary value problem for Laplace equation with a non‐linear and non‐local boundary condition. This problem comes from petroleum engineering and is used to obtain an estimation of well productivity. The non‐linear and non‐local boundary condition is written on the well boundary. On the outer reservoir boundaries, we have both Dirichlet and Neumann conditions. In this paper, we prove the existence and uniqueness of a solution to this problem. The existence is proved by Schauder theorem and the uniqueness is obtained under more restricted conditions, when the involved operator is a contraction. Copyright © 2005 John Wiley & Sons, Ltd.     

An improved numerical simulator for multiphase flow in porous media

In basin modelling the thermodynamics of a multicomponent multiphase fluid flux are computationally too expensive when derived from an equation of state and the Gibbs equality constraints. In this article we present a novel implicit molar mass formulation technique using binary mixture thermodynamics. The two proposed solution methods, with and without cross derivative terms between components, are based on a preconditioned Newton‐GMRES scheme for each time‐step with analytical computation of the derivatives. These new algorithms reduce significantly the numerical effort for the computation of the molar masses, and we illustrate the behavior of these methods with numerical computations. Copyright © 2004 John Wiley & Sons Ltd.     

Assessment of two‐equation turbulence modelling for high Reynolds number hydrofoil flows

This paper presents an evaluation of the capability of turbulence models available in the commercial CFD code FLUENT 6.0 for their application to hydrofoil turbulent boundary layer separation flow at high Reynolds numbers. Four widely applied two‐equation RANS turbulence models were assessed through comparison with experimental data at Reynolds numbers of 8.284×106 and 1.657×107. They were the standard k–εmodel, the realizable k–εmodel, the standard k–ωmodel and the shear‐stress‐transport (SST) k–ωmodel. It has found that the realizable k–εturbulence model used with enhanced wall functions and near‐wall modelling techniques, consistently provides superior performance in predicting the flow characteristics around the hydrofoil. Copyright © 2004 John Wiley & Sons, Ltd.     

High‐order accurate numerical solutions of incompressible flows with the artificial compressibility method

A high‐order accurate, finite‐difference method for the numerical solution of incompressible flows is presented. This method is based on the artificial compressibility formulation of the incompressible Navier–Stokes equations. Fourth‐ or sixth‐order accurate discretizations of the metric terms and the convective fluxes are obtained using compact, centred schemes. The viscous terms are also discretized using fourth‐order accurate, centred finite differences. Implicit time marching is performed for both steady‐state and time‐accurate numerical solutions. High‐order, spectral‐type, low‐pass, compact filters are used to regularize the numerical solution and remove spurious modes arising from unresolved scales, non‐linearities, and inaccuracies in the application of boundary conditions. The accuracy and efficiency of the proposed method is demonstrated for test problems. Copyright © 2004 John Wiley & Sons, Ltd.     

A subdomain boundary element method for high‐Reynolds laminar flow using stream function‐vorticity formulation

The paper presents a new formulation of the integral boundary element method (BEM) using subdomain technique. A continuous approximation of the function and the function derivative in the direction normal to the boundary element (further ‘normal flux’) is introduced for solving the general form of a parabolic diffusion‐convective equation. Double nodes for normal flux approximation are used. The gradient continuity is required at the interior subdomain corners where compatibility and equilibrium interface conditions are prescribed. The obtained system matrix with more equations than unknowns is solved using the fast iterative linear least squares based solver. The robustness and stability of the developed formulation is shown on the cases of a backward‐facing step flow and a square‐driven cavity flow up to the Reynolds number value 50 000. Copyright © 2004 John Wiley & Sons, Ltd.     

Modeling Media with Oriented Structures

Heterogeneity is typically the result of space variability of soil parameters at different scales. Soil anisotropy may be defined as the spatial persistence in some direction only, across coarse-grid elements, of heterogeneous structures with different characteristic lengths in different directions. One can account for the effect of these structures by upscaling soil properties. Analyzing flow in a strongly anisotropic structured soil at different scales evidences how transverse dispersion reduces to a subscale process, leading to mixing within the conductive structures.     

On the hysteresis of vortex shedding in a periodically-varying flow

Efforts are made to explore the hysteresis characteristics of vortex shedding in a pipe flow, whose velocity varies periodically in time. Results obtained show that during acceleration of the flow, the vortex strength tends to be stronger, whereas during deceleration of the flow, the situation is reversed. As reconstructed from the velocity signals measured at a point in the flow field, the shed vortex arrays appear to possess uneven vortex strengths in response to periodically-varying incoming flows. Furthermore, in the hysteresis range, the streamwise spacings between the vortices appear to be unequal.     

On-line cysteine modification for protein analysis: new probes for electrochemical tagging nanospray mass spectrometry

A series of electrogenerated selective electrophiles based on substituted benzoquinones has been characterized as tags for l-cysteine and cysteine residues in proteins. The electrophiles are generated electrochemically from the corresponding hydroquinones. It is shown from mass spectrometry analysis that the electrogenerated benzoquinone can tag the biomolecules. The rate constants pertaining to the addition of l-cysteine onto the electrogenerated benzoquinones have been determined using electrochemical techniques. The substitution patterns have been unraveled leading to the assessment of site-specific rate constants. It is shown that the rate constants are primarily dependent on the electronic nature of the substituents as expressed by the Hammett substitution constant. The apparent tagging yields observed for l-cysteine in nanospray mass spectrometry experiments do not correspond to the yields expected from the electrochemical study, as the ionisation efficiencies are highly dependent on the tag. Finally, the on-line tagging has been tested using β-lactoglobulin A and myoglobin. Based on these results, it is concluded that the tagging reaction is selective towards cysteine when it takes place in the nanospray interface. The results show that the methodology presented can be used for a rapid characterization and identification of reactive sites in biomolecules.