A new method for tolerance estimation of multivariate multiscale sample entropy and its application for short-term time series

Multivariate multiscale sample entropy (MMSE) is a robust method to detect the complexity of multivariate system. It is evaluated for a certain value of tolerance parameter r which is mainly calculated from common acknowledged range. This kind of selection of r is not suitable for short-term time series and may lead to the unreliable detection. To reduce the impact of limited range of r, we apply cumulative histogram method to estimate the range of r. It is data-driven and needs no parameters. Moreover, we use secondary statistics, AvgMMSE and SDMMSE rather than the single value of MMSE to detect the complexity of signals and differentiate them. Several time series, either generated from chaotic or stochastic systems, are analyzed to demonstrate the approach. The core achievement of this experiment is the stability and classification for short-term time series. Then we apply this method to financial time series. Empirical results show that the proposed method is vigorous enough to classify different stock indices over different periods.     

Effects of Fuel Lewis Number on Localised Forced Ignition of Globally Stoichiometric Stratified Mixtures: a Numerical Investigation

The influences of fuel Lewis number Le_F on localised forced ignition of globally stoichiometric stratified mixtures have been analysed using three-dimensional compressible Direct Numerical Simulations (DNS) for cases with Le_F ranging from 0.8 to 1.2. The globally stoichiometric stratified mixtures with different values of root-mean-square (rms) equivalence ratio fluctuation (i.e. ?^′= 0.2, 0.4 and 0.6) and the Taylor micro-scale l_? of equivalence ratio ? variation (i.e. l_?/l_f= 2.1, 5.5 and 8.3 with l_f being the Zel’dovich flame thickness of the stoichiometric laminar premixed flame) have been considered for different initial rms values of turbulent velocity u^′. A pseudo-spectral method is used to initialise the equivalence ratio variation following a presumed bi-modal distribution for prescribed values of ?^′ and l_?/l_f for global mean equivalence ratio 〈?〉=1.0. The localised ignition is accounted for by a source term in the energy transport equation that deposits energy for a stipulated time interval. It has been observed that the maximum values of temperature and the fuel reaction rate magnitude increase with decreasing Le_F during the period of external energy deposition. The initial values of Le_F, u^′/S_b(?=1), ?^′ and l_?/l_f have been found to have significant effects on the extent of burning of the stratified mixtures following localised ignition. For a given value of u^′/S_b(?=1), the extent of burning decreases with increasing Le_F. An increase in u^′ leads to a monotonic reduction in the burned gas mass for all values of Le_F in all stratified mixture cases but an opposite trend is observed for the Le_F=0.8 homogeneous mixture. It has been found that an increase in ?^′ has adverse effects on the burned gas mass, whereas the effects of l_?/l_f on the extent of burning are non-monotonic and dependent on ?^′ and Le_F. Detailed physical explanations have been provided for the observed Le_F, u^′/S_b(?=1), ?^′ and l_?/l_f dependences.     

Separation zones in the flow near a small-angle convex corner

On the basis of an asymptotic analysis of the Navier-Stokes system of equations for large Reynolds numbers (Re → ∞), the plane incompressible fluid flow near a surface having a convex corner with a small angle 2θ* is investigated. It is shown that for θ* = O(Re^?1/4), in addition to the known solution that describes a separated flow completely localized in a thin “viscous” sublayer of the interaction region near the corner point, another solution corresponding to a flow with a developed separation zone is possible. For θ ₀ = Re^1/4 θ* = O(1), the longitudinal dimension of this zone varies from finite values up to values of the order of Re^?3/8. The nonuniqueness of the solution is established on a certain range of variation of the parameter θ ₀. The dependence of the drag coefficient on the angle θ* is found.     

Global Attractor for a Nonlinear Oscillator Coupled to the Klein–Gordon Field

The long-time asymptotics is analyzed for all finite energy solutions to a model\(\mathbf{U}(1)\)-invariant nonlinear Klein–Gordon equation in one dimension, with the nonlinearity concentrated at a single point: each finite energy solution converges as t→ ± ∞ to the set of all “nonlinear eigenfunctions” of the form ψ(x)e^{?iω t}. The global attraction is caused by the nonlinear energy transfer from lower harmonics to the continuous spectrum and subsequent dispersive radiation.We justify this mechanism by the following novel strategy based on inflation of spectrum by the nonlinearity. We show that any omega-limit trajectory has the time spectrum in the spectral gap [ ? m,m] and satisfies the original equation. This equation implies the key spectral inclusion for spectrum of the nonlinear term. Then the application of the Titchmarsh convolution theorem reduces the spectrum of each omega-limit trajectory to a single harmonic \(\omega\in[-m,m]\).The research is inspired by Bohr’s postulate on quantum transitions and Schrödinger’s identification of the quantum stationary states to the nonlinear eigenfunctions of the coupled\(\mathbf{U}(1)\)-invariant Maxwell–Schrödinger and Maxwell–Dirac equations.     

Miscible Thermo-Viscous Fingering Instability in Porous Media. Part 1: Linear Stability Analysis

The development of the thermo-viscous fingering instability of miscible displacements in homogeneous porous media is examined. In this first part of the study dealing with stability analysis, the basic equations and the parameters governing the problem in a rectilinear geometry are developed. An exponential dependence of viscosity on temperature and concentration is represented by two parameters, thermal mobility ratio β _T and a solutal mobility ratio β _C , respectively. Other parameters involved are the Lewis number Le and a thermal-lag coefficient λ. The governing equations are linearized and solved to obtain instability characteristics using either a quasi-steady-state approximation (QSSA) or initial value calculations (IVC). Exact analytical solutions are also obtained for very weakly diffusing systems. Using the QSSA approach, it was found that an increase in thermal mobility ratio β _T is seen to enhance the instability for fixed β _C , Le and λ. For fixed β _C and β _T , a decrease in the thermal-lag coefficient and/or an increase in the Lewis number always decrease the instability. Moreover, strong thermal diffusion at large Le as well as enhanced redistribution of heat between the solid and fluid phases at small λ is seen to alleviate the destabilizing effects of positive β _T . Consequently, the instability gets strictly dominated by the solutal front. The linear stability analysis using IVC approach leads to conclusions similar to the QSSA approach except for the case of large Le and unity λ flow where the instability is seen to get even less pronounced than in the case of a reference isothermal flow of the same β _C , but β _T  = 0. At practically, small value of λ, however, the instability ultimately approaches that due to β _C only.     

Effects of Fuel Lewis Number on Localised Forced Ignition of Turbulent Mixing Layers

The influences of fuel Lewis number Le _F on localised forced ignition of inhomogeneous mixtures are analysed using three-dimensional compressible Direct Numerical Simulations (DNS) of turbulent mixing layers for Le _F  = 0.8, 1.0 and 1.2 and a range of different root-mean-square turbulent velocity fluctuation u′ values. For all Le _F cases a tribrachial flame has been observed in case of successful ignition. However, the lean premixed branch tends to merge with the diffusion flame on the stoichiometric mixture fraction isosurface at later stages of the flame evolution. It has been observed that the maximum values of temperature and reaction rate increase with decreasing Le _F during the period of external energy addition. Moreover, Le _F is found to have a significant effect on the behaviours of mean temperature and fuel reaction rate magnitude conditional on mixture fraction values. It is also found that reaction rate and mixture fraction gradient magnitude \(\vert \nabla \xi \vert \) are negatively correlated at the most reactive region for all values of Le _F explored. The probability of finding high values of \(\vert \nabla \xi \vert \) increases with increasing Le _F . For a given value of u′, the extent of burning decreases with increasing Le _F . A moderate increase in u′ gives rise to an increase in the extent of burning for Le _F  = 0.8 and 1.0, which starts to decrease with further increases in u′. For Le _F  = 1.2, the extent of burning decreases monotonically with increasing u′. The extent of edge flame propagation on the stoichiometric mixture fraction ξ = ξ _st isosurface is characterised by the probability of finding burned gas on this isosurface, which decreases with increasing u′ and Le _F . It has been found that it is easier to obtain self-sustained combustion following localised forced ignition in case of inhomogeneous mixtures than that in the case of homogeneous mixtures with the same energy input, energy deposition duration when the ignition centre is placed at the stoichiometric mixture. The difficultly to sustain combustion unaided by external energy addition in homogeneous mixture is particularly prevalent in the case of Le _F  = 1.2.     

Dual yielding in capillary suspensions

Rheological measurements were performed to examine the yielding behavior of capillary suspensions prepared by mixing cocoa powder as dispersed phase, vegetable oil as the continuous primary fluid, and water as the secondary fluid. Here, we investigated the yielding behavior of solid-fluid-fluid systems with varying particle volume fraction, ?, spanning the regime from a low volume fraction (? = 0.25) to a highly filled regime (? = 0.65) using dynamic oscillatory measurements. While for ? ≤ 0.4 with a fixed water volume fraction (? _w ) of 0.06 as the secondary fluid, capillary suspensions exhibited a single yield point due to rupturing of aqueous capillary bridges between the particles, while capillary suspensions with ? ≥ 0.45 showed a two-step yielding behavior. On plotting elastic stress (G^′ γ) as a function of applied strain (γ), two distinct peaks, indicating two yield stresses, were observed. Both the yield stresses and storage modulus at low strains were found to increase with ? following a power law dependence. With increasing ? _w (0 – 0.08) at a fixed ? = 0.65, the system shifted to a frustrated, jammed state with particles strongly held together shown by rapidly increasing first and second yield stresses. In particular, the first yield stress was found to increase with ? _w following a power law dependence, while the second yield stress was found to increase exponentially with ? _w . Transient steady shear tests were also performed. The single stress overshoot for ? ≤ 0.4 with ? _w = 0.06 reflected one-step yielding behavior. In contrast, for high ? (≥ 0.45) values with ? _w = 0.06, two stress overshoots were observed in agreement with the two-step yielding behavior shown in the dynamic oscillatory measurements. Experiments on the effect of resting time on microstructure recovery demonstrated that aggregates could reform after resting under quiescent conditions.     

Effects of Lewis Number on Head on Quenching of Turbulent Premixed Flames: A Direct Numerical Simulation Analysis

The head on quenching of statistically planar turbulent premixed flames by an isothermal inert wall has been analysed using three-dimensional Direct Numerical Simulation (DNS) data for different values of global Lewis number Le(0.8, 1.0 and 1.2) and turbulent Reynolds number Re_t. The statistics of head on quenching have been analysed in terms of the wall Peclet number Pe (i.e. distance of the flame from the wall normalised by the Zel’dovich flame thickness) and the normalised wall heat flux Φ. It has been found that the maximum (minimum) value of Φ(Pe) for the turbulent Le=0.8 cases are greater (smaller) than the corresponding laminar value, whereas both Pe and Φ in turbulent cases remain comparable to the corresponding laminar values for Le=1.0 and 1.2. Detailed physical explanations are provided for the observed Le dependences of Pe and Φ. The existing closure of mean reaction rate \(\overline {\dot {\omega }}\) using the scalar dissipation rate (SDR) in the near wall region has been assessed based on a-priori analysis of DNS data and modifications to the existing closures of mean reaction rate and SDR have been suggested to account for the wall effects in such a manner that the modified closures perform well both near to and away from the wall.     

Linearized Stability for Semiflows Generated by a Class of Neutral Equations,with Applications to State-Dependent Delays

We prove a principle of linearized stability for semiflows generated by neutral functional differential equations of the form x′(t) = g(? x _t , x _t ). The state space is a closed subset in a manifold of C ²-functions. Applications include equations with state-dependent delay, as for example x′(t) = a x′(t + d(x(t))) + f (x(t + r(x(t)))) with \({a\in\mathbb{R}, d:\mathbb{R}\to(-h,0), f:\mathbb{R}\to\mathbb{R}, r:\mathbb{R}\to[-h,0]}\).     

Mixing and Bimolecular Reaction Kinetics in a Plane Poisseulle Flow

Mixing and a nonlinear bimolecular chemical reaction (reactant A + reactant B → product; reaction rate r?=?κc ₁ c ₂) in laminar shear flow are investigated. It is found that asymptotically the dominant balance between the rates of production and dissipation of the mean-squared concentration fluctuations \((\sigma_{c_1 }^2 ,\sigma_{c_2 }^2)\) and cross-covariance of concentration fluctuations \((\overline {c_1 c_2 })\) occurs under nonreactive and reactive conditions. Longitudinal dispersion of the cross-sectional averages (C ₁, C ₂), and variances and the cross-covariance of reactant concentrations can be asymptotically quantified by the classic Taylor dispersion coefficient (D) even under reactive conditions. The characteristic time-scale (τ) over which molecular diffusion dissipates concentration variance and the cross-covariance of reactant concentrations is also shown to be the same under nonreactive and reactive conditions. A variational estimate of τ is shown to be close to the values inferred from detailed numerical simulation. The production-dissipation balance implies that the cross-sectional averaged reaction rate follows \(\overline r =\kappa_{eff} C_1 C_2 \) and \(\kappa _{eff} \approx \kappa \left[ {1+2D\tau \left( {{\partial \ln C_1 } \mathord{\left/ {\vphantom {{\partial \ln C_1 } {\partial x}}} \right. \kern-\nulldelimiterspace} {\partial x}} \right)\left( {{\partial \ln C_2 } \mathord{\left/ {\vphantom {{\partial \ln C_2 } {\partial x}}} \right. \kern-\nulldelimiterspace} {\partial x}} \right)} \right]\). The effective reaction rate parameter (κ _eff ) is higher than that of well-mixed batch test reaction rate constant (κ) for initially overlapping species and κ _eff is smaller than κ for initially non-overlapping species.     

Pre-Chamber Ignition Mechanism: Simulations of Transient Autoignition in a Mixing Layer Between Reactants and Partially-Burnt Products

The structure of autoignition in a mixing layer between fully-burnt or partially-burnt combustion products from a methane-air flame at ? = 0.85 and a methane-air mixture of a leaner equivalence ratio has been studied with transient diffusion flamelet calculations. This configuration is relevant to scavenged pre-chamber natural-gas engines, where the turbulent jet ejected from the pre-chamber may be quenched or may be composed of fully-burnt products. The degree of reaction in the jet fluid is described by a progress variable c (c = taking values 0.5, 0.8, and 1.0) and the mixing by a mixture fraction ξ (ξ = 1 in the jet fluid and 0 in the CH₄-air mixture to be ignited). At high scalar dissipation rates, N₀, ignition does not occur and a chemically-frozen steady-state condition emerges at long times. At scalar dissipation rates below a critical value, ignition occurs at a time that increases with N₀. The flame reaches the ξ = 0 boundary at a finite time that decreases with N₀. The results help identify overall timescales of the jet-ignition problem and suggest a methodology by which estimates of ignition times in real engines may be made.     

On Entropy of Graph Maps That Give Hereditarily Indecomposable Inverse Limits

We prove that if \(f:G\rightarrow G\) is a map on a topological graph G such that the inverse limit \(\varprojlim (G,f)\) is hereditarily indecomposable, and entropy of f is positive, then there exists an entropy set with infinite topological entropy. When G is the circle and the degree of f is positive then the entropy is always infinite and the rotation set of f is nondegenerate. This shows that the Anosov-Katok type constructions of the pseudo-circle as a minimal set in volume-preserving smooth dynamical systems, or in complex dynamics, obtained previously by Handel, Herman and Chéritat cannot be modeled on inverse limits. This also extends a previous result of Mouron who proved that if \(G=[0,1]\), then \(h(f)\in \{0,\infty \}\), and combined with a result of Ito shows that certain dynamical systems on compact finite-dimensional Riemannian manifolds must either have zero entropy on their invariant sets or be non-differentiable.     

Multipulse Phases in k-Mixtures of Bose–Einstein Condensates

For the system

$-\Delta U_i+ U_i=U_i^3-\beta U_i\sum_{j\neq i}U_j^2,\quad i=1,\dots,k,$

(with k ≧ 3), we prove the existence for β large of positive radial solutions on \({\mathbb R^N}\) . We show that as β →  + ∞, the profile of each component U _i separates, in many pulses, from the others. Moreover, we can prescribe the location of such pulses in terms of the oscillations of the changing-sign solutions of the scalar equation  ? ΔW  +  W  =  W³. Within an Hartree–Fock approximation, this provides a theoretical indication of phase separation into many nodal domains for the k-mixtures of Bose–Einstein condensates.

     

On the orders of the best approximations of integrals of functions by integrals of rank <Emphasis Type="Italic">σ</Emphasis>

We study the values e _σ(f) of the best approximation of integrals of functions from the spaces L _p (A, dμ) by integrals of rank σ. We determine the orders of the least upper bounds of these values as σ → ∞ in the case where the function ? is the product of two nonnegative functions one of which is fixed and the other varies on the unit ball U _p (A) of the space L _p (A, dμ). We consider applications of the obtained results to approximation problems in the spaces S _p ^? .     

Regularity of Solutions to the Navier-Stokes Equations for Compressible Barotropic Flows on a Polygon

The Navier-Stokes system for a steady-state barotropic nonlinear compressible viscous flow, with an inflow boundary condition, is studied on a polygon D. A unique existence for the solution of the system is established. It is shown that the lowest order corner singularity of the nonlinear system is the same as that of the Laplacian in suitable L ^q spaces. Let ω be the interior angle of a vertex P of D. If \(\) and \(\), then the velocity u is split into singular and regular parts near the vertex P. If α < 2 and \(\) or if α > 2 and 2 < q < ∞&;, it is shown that u∈ (H ^{2, q} (D))².     

Decay of Almost Periodic Solutions¶of Conservation Laws

We consider the asymptotic behavior of solutions of systems of inviscid or viscous conservation laws in one or several space variables, which are almost periodic in the space variables in a generalized sense introduced by Stepanoff and Wiener, which extends the original one of H. Bohr. We prove that if u(x,t) is such a solution whose inclusion intervals at time t, with respect to ?>0, satisfy l _epsiv;(t)/t→0 as t→∞, and such that the scaling sequence u ^T (x,t)=u(T x,T t) is pre-compact as t→∞ in L _loc ¹(? ^{d +1} ₊, then u(x,t) decays to its mean value \(\), which is independent of t, as t→∞. The decay considered here is in L ¹ _loc of the variable ξ≡x/t, which implies, as we show, that \(\) as t→∞, where M _x denotes taking the mean value with respect to x. In many cases we show that, if the initial data are almost periodic in the generalized sense, then so also are the solutions. We also show, in these cases, how to reduce the condition on the growth of the inclusion intervals l _?(t) with t, as t→∞, for fixed ? > 0, to a condition on the growth of l _?(0) with ?, as ?→ 0, which amounts to imposing restrictions only on the initial data. We show with a simple example the existence of almost periodic (non-periodic) functions whose inclusion intervals satisfy any prescribed growth condition as ?→ 0. The applications given here include inviscid and viscous scalar conservation laws in several space variables, some inviscid systems in chromatography and isentropic gas dynamics, as well as many viscous 2 × 2 systems such as those of nonlinear elasticity and Eulerian isentropic gas dynamics, with artificial viscosity, among others. In the case of the inviscid scalar equations and chromatography systems, the class of initial data for which decay results are proved includes, in particular, the L ^∞ generalized limit periodic functions. Our procedures can be easily adapted to provide similar results for semilinear and kinetic relaxations of systems of conservation laws.     

Turbulent Drag Reduction by a Near Wall Surface Tension Active Interface

In this work we study the turbulence modulation in a viscosity-stratified two-phase flow using Direct Numerical Simulation (DNS) of turbulence and the Phase Field Method (PFM) to simulate the interfacial phenomena. Specifically we consider the case of two immiscible fluid layers driven in a closed rectangular channel by an imposed mean pressure gradient. The present problem, which may mimic the behaviour of an oil flowing under a thin layer of different oil, thickness ratio h₂/h₁ =?9, is described by three main flow parameters: the shear Reynolds number Re _τ (which quantifies the importance of inertia compared to viscous effects), the Weber number We (which quantifies surface tension effects) and the viscosity ratio λ = ν₁/ν₂ between the two fluids. For this first study, the density ratio of the two fluid layers is the same (ρ₂ = ρ₁), we keep Re _τ and We constant, but we consider three different values for the viscosity ratio: λ =?1, λ =?0.875 and λ =?0.75. Compared to a single phase flow at the same shear Reynolds number (Re _τ =?100), in the two phase flow case we observe a decrease of the wall-shear stress and a strong turbulence modulation in particular in the proximity of the interface. Interestingly, we observe that the modulation of turbulence by the liquid-liquid interface extends up to the top wall (i.e. the closest to the interface) and produces local shear stress inversions and flow recirculation regions. The observed results depend primarily on the interface deformability and on the viscosity ratio between the two fluids (λ).     

Bistable Boundary Reactions in Two Dimensions

In a bounded domain \({\Omega \subset \mathbb R^2}\) with smooth boundary we consider the problem

$\Delta u = 0 \quad {\rm{in }}\, \Omega, \qquad \frac{\partial u}{\partial \nu} = \frac1\varepsilon f(u) \quad {\rm{on }}\,\partial\Omega,$

where ν is the unit normal exterior vector, ε > 0 is a small parameter and f is a bistable nonlinearity such as f(u) = sin(π u) or f(u) = (1 ? u ²)u. We construct solutions that develop multiple transitions from ?1 to 1 and vice-versa along a connected component of the boundary ?Ω. We also construct an explicit solution when Ω is a disk and f(u) = sin(π u).

     

Wall slip and multi-tier yielding in capillary suspensions

Impact of wall slip on the yield stress measurement is examined for capillary suspensions consisting of cocoa powder as the dispersed phase, vegetable oil as the continuous primary fluid, and water as the secondary fluid using smooth and serrated parallel plates. Using dynamic oscillatory measurements, we investigated the yielding behavior of this ternary solid-fluid-fluid system with varying particle volume fraction, ?, from 0.45 to 0.65 and varying water volume fraction, ?_w, from 0.02 to 0.08. Yield stress is defined as the maximum in the elastic stress (G^′γ), which is obtained by plotting the product of elastic modulus (G^′) and strain amplitude (γ) as a function of applied strain amplitude. With serrated plates, which offer minimal slippage, capillary suspensions with ? ≥?0.45 and a fixed ?_w =?0.06 showed a two-step yielding behavior as indicated by two peaks in the plots of elastic stress as a function of strain amplitude. On the other hand with smooth plates, the capillary suspensions showed strong evidence of wall slip as evident by the presence of three distinct peaks and lowered first yield stresses for all ? and ?_w. These results can be interpreted based on the fact that a particle-depleted layer, which is known to be responsible for slip, is present in the vicinity of the smooth surfaces. The slip layer presents itself as an additional “pseudo-microstructure” (characteristic length scale) besides the two microstructures, aqueous bridges and solid particle agglomerates, that may occur in the system. With serrated plates, both the yield stresses (σ₁σ₂) and storage moduli plateau at lower strain (before the first yield point) and at higher strain (before the second yield point) (G\(^{\prime }_{p1}\), G\(^{\prime }_{p2}\)) were found to increase with ? (at a fixed ?_w =?0.06) following power-law dependences. Similarly with increasing ?_w (0.02 – 0.08) at a fixed ? =?0.62, the system behaved as a solid-like material in a jammed state with particles strongly held together as manifested by rapidly increasing σ₁ and σ₂. The usage of smooth surfaces primarily affected σ₁ which was reflected by an approximately 70–90% decrement in the measured σ₁ for all values of ?. By contrast, σ₂ and G\(^{\prime }_{p2}\) were found to be unaffected as shown by close agreement of values obtained using serrated geometry due to vanishing slip layers at higher strain amplitudes.     

Kovasznay Mode Decomposition of Velocity-Temperature Correlation in Canonical Shock-Turbulence Interaction

The correlation coefficient R_uT between the streamwise velocity and temperature is investigated for the case of canonical shock-turbulence interaction, motivated by the fact that this correlation is an important component in compressible turbulence models. The variation of R_uT with the Mach number, the turbulent Mach number, and the Reynolds number is predicted using linear inviscid theory and compared to data from DNS. The contributions from the individual Kovasznay modes are quantified. At low Mach numbers, the peak post-shock R_uT is determined by the acoustic mode, which is correctly predicted by the linear theory. At high Mach numbers, it is determined primarily by the vorticity and entropy modes, which are strongly affected by nonlinear and viscous effects, and thus less well predicted by the linear theory.