NONLINEAR VIBRATION OF THE COUPLED STRUCTURE OF SUSPENDED-CABLE-STAYED BEAM-1:2 INTERNAL RESONANCE

Through the Galerkin method the nonlinear ordinary differential equations （ODEs） in time are obtained from the nonlinear partial differential equations （PDEs） to describe the mo- tion of the coupled structure of a suspended-cable-stayed beam. In the PDEs, the curvature of main cables and the deformation of cable stays are taken into account. The dynamics of the struc- ture is investigated based on the ODEs when the structure is subjected to a harmonic excitation in the presence of both high-frequency principle resonance and 1：2 internal resonance. It is found that there are typical jumps and saturation phenomena of the vibration amplitude in the struc- ture. And the structure may present quasi-periodic vibration or chaos, if the stiffness of the cable stays membrane and frequency of external excitation are disturbed.     

Ischemic Stroke Risk Assessment by Multiscale Entropy Analysis of Heart Rate Variability in Patients with Persistent Atrial Fibrillation

It has been recognized that heart rate variability (HRV), defined as the fluctuation of ventricular response intervals in atrial fibrillation (AFib) patients, is not completely random, and its nonlinear characteristics, such as multiscale entropy (MSE), contain clinically significant information. We investigated the relationship between ischemic stroke risk and HRV with a large number of stroke-naïve AFib patients (628 patients), focusing on those who had never developed an ischemic/hemorrhagic stroke before the heart rate measurement. The CHA2DS2−VASc score was calculated from the baseline clinical characteristics, while the HRV analysis was made from the recording of morning, afternoon, and evening. Subsequently, we performed Kaplan–Meier method and cumulative incidence function with mortality as a competing risk to estimate the survival time function. We found that patients with sample entropy (SE(s)) ≥ 0.68 at 210 s had a significantly higher risk of an ischemic stroke occurrence in the morning recording. Meanwhile, the afternoon recording showed that those with SE(s) ≥ 0.76 at 240 s and SE(s) ≥ 0.78 at 270 s had a significantly lower risk of ischemic stroke occurrence. Therefore, SE(s) at 210 s (morning) and 240 s ≤ s ≤ 270 s (afternoon) demonstrated a statistically significant predictive value for ischemic stroke in stroke-naïve AFib patients.     

Pricing Options on Defaultable Stocks*

? ?. This work was inspired by the SAMSI workshops on Financial Mathematics, Statistics and Econometrics (Fall 2005, Spring 2006 North Carolina). The author wishes to thank the organizers for the travel grant to participate in this stimulating event. I also would like to thank Bo Yang for his research assistance and the two anonymous referees and an anonymous associate editor for their valuable suggestions. Stock option price approximations are developed for a model which takes both the risk of default and the stochastic volatility into account. The intensity of defaults is assumed to be influenced by the volatility. It is shown that it might be possible to infer the risk neutral default intensity from the stock option prices. The proposed option price approximation has a rich implied volatility surface structure and fits the data implied volatility well. A calibration exercise shows that an effective hazard rate from bonds issued by a company can be used to explain the impliedvolatility skew of the option prices issued by the same company. It is also observed that the implied yield spread obtained from calibrating all the model parameters to the option prices matches the observed yield spread.     

Multiscale Permutation Lempel–Ziv Complexity Measure for Biomedical Signal Analysis: Interpretation and Application to Focal EEG Signals

This paper analyses the complexity of electroencephalogram (EEG) signals in different temporal scales for the analysis and classification of focal and non-focal EEG signals. Futures from an original multiscale permutation Lempel–Ziv complexity measure (MPLZC) were obtained. MPLZC measure combines a multiscale structure, ordinal analysis, and permutation Lempel–Ziv complexity for quantifying the dynamic changes of an electroencephalogram (EEG). We also show the dependency of MPLZC on several straight-forward signal processing concepts, which appear in biomedical EEG activity via a set of synthetic signals. The main material of the study consists of EEG signals, which were obtained from the Bern-Barcelona EEG database. The signals were divided into two groups: focal EEG signals (n = 100) and non-focal EEG signals (n = 100); statistical analysis was performed by means of non-parametric Mann–Whitney test. The mean value of MPLZC results in the non-focal group are significantly higher than those in the focal group for scales above 1 (p < 0.05). The result indicates that the non-focal EEG signals are more complex. MPLZC feature sets are used for the least squares support vector machine (LS-SVM) classifier to classify into the focal and non-focal EEG signals. Our experimental results confirmed the usefulness of the MPLZC method for distinguishing focal and non-focal EEG signals with a classification accuracy of 86%.     

A multiscale material point method for impact simulation

To better simulate multi-phase interactions involving failure evolution, the material point method (MPM) has evolved for almost twenty years. Recently, a particle-based multiscale simulation procedure is being developed, within the framework of the MPM, to describe the detonation process of energetic nano-composites from molecular to continuum level so that a multiscale equation of state could be formulated. In this letter, a multiscale MPM is proposed via both hierarchical and concurrent schemes to simulate the impact response between two microrods with different nanostructures. Preliminary results are presented to illustrate that a transition region is not required between different spatial scales with the proposed approach.     

Variational multiscale turbulence modelling in a high order spectral element method

In the variational multiscale (VMS) approach to large eddy simulation (LES), the governing equations are projected onto an a priori scale partitioning of the solution space. This gives an alternative framework for designing and analyzing turbulence models. We describe the implementation of the VMS LES methodology in a high order spectral element method with a nodal basis, and discuss the properties of the proposed scale partitioning. The spectral element code is first validated by doing a direct numerical simulation of fully developed plane channel flow. The performance of the turbulence model is then assessed by several coarse grid simulations of channel flow at different Reynolds numbers.     

两相流流型多尺度熵及动力学特性分析

研究了几种典型非线性时间序列的多尺度熵特征,在此基础上分析了由插入式阵列电导传感器采集的144种流动条件下的垂直上升气液两相流电导波动信号.研究结果表明：利用小尺度下样本熵的变化速率特征可以分辨三种典型流型（泡状流、段塞流、混状流）,而大尺度下样本熵的波动特征可以反映各种流型的动力学特性.泡状流随机可变特性表现为大尺度下样本熵的高值及振荡特征;段塞流气塞与液塞的间歇性运动表现为大尺度下样本熵的低值及平稳性;混状流极不稳定的振荡运动特性表现为介于泡状流及段塞流之间的熵值特点,并在更大尺度时熵值逐渐接近泡状流 关键词： 样本熵 多尺度熵 气液两相流 动力学特性     

复相介质及界面结构温度场跨尺度计算

本文针对复相介质及界面结构的跨层次热问题,提出了计算界面结构导热系数的分子动力学方法,复相介质宏观有效导热系数和温度函数的均匀化与多尺度渐近展开方法以及界面结构局域温度场的量子修正。建立了微观与宏观相关联的跨尺度计算模式,初步实现了从量子力学到连续模型的跨越。