A Virtual Work Based Algorithm for Solving Direct Dynamics Problem of a 3-RRP Spherical Parallel Manipulator

In this paper, we use principle of virtual work to obtain the direct dynamics analysis of a 3-RRP spherical parallel manipulator, also called spherical star-triangle (SST) manipulator (Enferadi et al., Robotica 27, 2009). This manipulator has good accuracy and relatively a large workspace which is free of singularities (Enferadi et al., Robotica, 2009). The direct kinematics problem of this manipulator has eight solution (Enferadi et al., Robotica 27, 2009). Given a desired actuated joint trajectories, we first present an algorithm for selecting the admissible solution. Next, direct velocity and direct acceleration analysis are obtained in invariant form. The concept of direct link Jacobian matrices is introduced. The direct link Jacobian matrix relates motion of any link to vector velocity of actuated joints. Finally, dynamical equations of the manipulator are obtained using the principle of virtual work and the concept of direct link Jacobian matrices. This method allows elimination of constraint forces and moments at the passive joints from motion equations. Two examples are presented and trajectory of moving platform are obtained. Results are verified using a commercial dynamics modeling package as well as inverse dynamics analysis (Enferadi et al., Nonlinear Dyn 63, 2010).     

A Dynamic Travel Time Model for Spillback

In this paper we introduce travel time models that incorporate spillback and bottleneck phenomena. In particular, we study a model for determining the link travel times for drivers entering a link as well as drivers already in the link but whose travel times are affected by a significant change in traffic conditions (e.g. spillback or bottleneck phenomena). To achieve this goal, we extend the fluid dynamics travel time models proposed by Perakis (1997)and subsequently by Kachani (2002), and Kachani and Perakis (2001), to also incorporate such phenomena. These models utilize fluid dynamics laws for compressible flow to capture a variety of flow patterns such as the formation and dissipation of queues, drivers’ response to upstream congestion or decongestion and drivers’ reaction time. We propose variants of these models that explicitly account for spillback and bottleneck phenomena. Our investigation considers both separable and non-separable velocity functions.     

Numerical simulation of the motion of red blood cells and vesicles in microfluidic flows

We study the mathematical modeling and numerical simulation of the motion of red blood cells (RBC) and vesicles subject to an external incompressible flow in a microchannel. RBC and vesicles are viscoelastic bodies consisting of a deformable elastic membrane enclosing an incompressible fluid. We provide an extension of the finite element immersed boundary method by Boffi and Gastaldi (Comput Struct 81:491–501, 2003), Boffi et al. (Math Mod Meth Appl Sci 17:1479–1505, 2007), Boffi et al. (Comput Struct 85:775–783, 2007) based on a model for the membrane that additionally accounts for bending energy and also consider inflow/outflow conditions for the external fluid flow. The stability analysis requires both the approximation of the membrane by cubic splines (instead of linear splines without bending energy) and an upper bound on the inflow velocity. In the fully discrete case, the resulting CFL-type condition on the time step size is also more restrictive. We perform numerical simulations for various scenarios including the tank treading motion of vesicles in microchannels, the behavior of ‘healthy’ and ‘sick’ RBC which differ by their stiffness, and the motion of RBC through thin capillaries. The simulation results are in very good agreement with experimentally available data.     

AC electroosmotic flow in a DNA concentrator

Experimental velocity measurements are conducted in an AC electrokinetic DNA concentrator. The DNA concentrator is based upon Wong et al. (Transducers 2003, Boston, pp 20–23, 2003a; Anal Chem 76(23):6908–6914, 2004)and consists of two concentric electrodes that generate AC electroosmotic flow to stir the fluid, and dielectrophoretic and electrophoretic force fields that trap DNA near the centre of the inside electrode. A two-colour micro-PIV technique is used to measure the fluid velocity without a priori knowledge of the electric field in the device or the electrical properties of the particles. The device is also simulated computationally. The results indicate that the numerical simulations agree with experimental data in predicting the velocity field structure, except that the velocity scale is an order of magnitude higher for the simulations. Simulation of the dielectrophoretic forces allows the motion of the DNA within the device to be studied. It is suggested that the simulations can be used to study the phenomena occurring in the device, but that experimental data is required to determine the practical conditions under which these phenomena occur.     

Critical conditions and breakup of non-squashed microconfined droplets: effects of fluid viscoelasticity

Droplet breakup in systems with either a viscoelastic matrix or a viscoelastic droplet is studied microscopically in bulk and confined shear flow, using a parallel plate counter rotating shear flow cell. The ratio of droplet diameter to gap spacing is systematically varied between 0.1 and 0.85. In bulk shear flow, the effects of matrix and droplet viscoelasticity on the critical capillary number for breakup are very moderate under the studied conditions. However, in confined conditions a profoundly different behaviour is observed: the critical capillary numbers of a viscoelastic droplet are similar to those of a Newtonian droplet, whereas matrix viscoelasticity causes breakup at a much lower capillary number. The critical capillary numbers are compared with the predictions of a phenomenological model by Minale et al. (Langmuir 26:126–132, 2010); the model results are in qualitative disagreement with the experimental data. It is also found that the critical dimensionless droplet length, the critical capillary number, and the dimensionless droplet length at breakup show a similar dependency on confinement ratio. As a result, confined droplets in a viscoelastic matrix have a smaller dimensionless length at breakup than droplets in a Newtonian matrix, which affects the breakup mode. Whereas confined droplets in a Newtonian matrix can break up into multiple parts, only two daughter droplets are obtained after breakup in a viscoelastic matrix, up to very large confinement ratios.     

Topology design with negative masks using gradient search

Previous implementations of the Material Mask Overlay Scheme (MMOS) (Saxena, ASME J Mech Des 130(8):1–9, 2009, 2010; Jain and Saxena, ASME J Mech Des 132(6):1–10, 2010) use stochastic search to achieve well connected, perfectly binary topologies but are computationally expensive. Here, a gradient search is employed to lay the negative masks over the design region. A continuous material assignment model is presented and studied. This investigation is motivated by the following goals: (a) reduction in the number of evaluations thereby making the search computationally efficient compared to the previous implementations, (b) obtaining as close to well-connected binary topologies as possible, and (c) influence of various parameters on the quality of solutions and existence of gray cells.     

Effect of Stochastic Noise on Superior Julia Sets

Julia sets are considered one of the most attractive fractals and have wide range of applications in science and engineering. The strong physical meaning of Mandelbrot and Julia sets is broadly accepted and nicely connected by Christian Beck (Physica D 125(3–4):171–182, 1999) to the complex logistic maps, in the former case, and to the inverse complex logistic map, in the latter. Argyris et al. (Chaos Solitons Fractals 11(13):2067–2073, 2000) have studied the effect of noise on Julia sets and concluded that Julia sets are stable for noises of low strength, and a small increment in the strength of noise may cause considerable deterioration in the configuration of the Julia sets. It is well-known that the method of function iterates plays a crucial role in discrete dynamics utilizing the techniques of fractal theory. However, recently Rani and Kumar (J. Korea Soc. Math. Edu. Ser. D: Res. Math. Edu. 8(4):261–277, 2004) introduced superior iterations as a generalization of function iterations in the study of Julia sets and studied superior Julia sets. This technique is further utilized to study effectively new Mandelbrot sets and related properties (see, for instance, Negi and Rani, Chaos Solitons Fractals 36(2):237–245, 2008; 36(4):1089–1096, 2008, Rani and Kumar, J. Korea Soc. Math. Edu. Ser. D: Res. Math. Edu. 8(4):279–291, 2004). The intent of this paper is to study certain effects of noise on superior Julia sets. We find that the superior Julia sets are drastically more stable for higher strength of noises than the classical Julia sets. Finally, we make a humble attempt to discuss some applications of superior orbit in discrete dynamics and of superior Julia sets in particle dynamics.     

Predictive simulation of human walking transitions using an optimization formulation

A general optimization formulation for transition walking prediction using 3D skeletal model is presented. The formulation is based on a previously presented one-step walking formulation (Xiang et al., Int J Numer Methods Eng 79:667–695, 2009b). Two basic transitions are studied: walk-to-stand and slow-to-fast walk. The slow-to-fast transition is used to connect slow walk to fast walk by using a step-to-step transition formulation. In addition, the speed effects on the walk-to-stand motion are investigated. The joint torques and ground reaction forces (GRF) are recovered and analyzed from the simulation. For slow-to-fast walk transition, the predicted ground reaction forces in step transition is even larger than that of the fast walk. The model shows good correlation with the experimental data for the lower extremities except for the standing ankle profile. The optimal solution of transition simulation is obtained in a few minutes by using predictive dynamics method.     

Transition Dynamics in Endogenous Recombinant Growth Models by Means of Projection Methods

This study provides a step further in the computation of the transition path of a continuous time endogenous growth model discussed by Privileggi (Nonlinear dynamics in economics, finance and social sciences: essays in honour of John Barkley Rosser Jr., Springer, Berlin, Heidelberg, pp. 251–278, 2010)—based on the setting first introduced by Tsur and Zemel (J Econ Dyn Control 31:3459–3477, 2007)—in which knowledge evolves according to the Weitzman (Q J Econ 113:331–360, 1998) recombinant process. A projection method, based on the least squares of the residual function corresponding to the ODE defining the optimal policy of the ‘detrended’ model, allows for the numeric approximation of such policy for a positive Lebesgue measure range of values of the efficiency parameter characterizing the probability function of the recombinant process. Although the projection method’s performance rapidly degenerates as one departs from a benchmark value for the efficiency parameter, we are able to numerically compute time-path trajectories which are sufficiently regular to allow for sensitivity analysis under changes in parameters’ values.     

Control of Robot Manipulators in Terms of Quasi-Velocities

In this paper we present new control algorithms for robots with dynamics described in terms of quasi-velocities (Kozłowski, Identification of articulated body inertias and decoupled control of robots in terms of quasi-coordinates. In: Proc. of the 1996 IEEE International Conference on Robotics and Automation, pp. 317–322. IEEE, Piscataway, 1996a; Zeitschrift für Angewandte Mathematik und Mechanik 76(S3):479–480, 1996c; Robot control algorithms in terms of quasi-coordinates. In: Proc. of the 34 Conference on Decision and Control, pp. 3020–3025, Kobe, 11–13 December 1996, 1996d). The equations of motion are written using spatial quantities such as spatial velocities, accelerations, forces, and articulated body inertia matrices (Kozłowski, Standard and diagonalized Lagrangian dynamics: a comparison. In: Proc. of the 1995 IEEE Int. Conf. on Robotics and Automation, pp. 2823–2828. IEEE, Piscataway, 1995b; Rodriguez and Kreutz, Recursive Mass Matrix Factorization and Inversion, An Operator Approach to Open- and Closed-Chain Multibody Dynamics, pp. 88–11. JPL, Dartmouth, 1998). The forward dynamics algorithms incorporate new control laws in terms of normalized quasi-velocities. Two cases are considered: end point trajectory tracking and trajectory tracking algorithm, in general. It is shown that by properly choosing the Lyapunov function candidate a dynamic system with appropriate feedback can be made asymptotically stable and follows the desired trajectory in the task space. All of the control laws have a new architecture in the sense that they are derived, in the so-called quasi-velocity and quasi-force space, and at any instant of time generalized positions and forces can be recovered from order recursions, where denotes the number of degrees of freedom of the manipulator. This paper also contains the proposition of a sliding mode control, originally introduced by Slotine and Li (Int J Rob Res 6(3):49–59, 1987), which has been extended to the sliding mode control in the quasi-velocity and quasi-force space. Experimental results illustrate behavior of the new control schemes and show the potential of the approach in the quasi-velocity and quasi-force space. Authors are with Chair of Control and Systems Engineering.     

Capillary filling with the effect of pneumatic pressure of trapped air

This article presents an investigation into the effects of pneumatic pressure of trapped air on the dynamics of capillary filling. Controlled experiments were carried out in horizontal closed-end capillaries with diameters of 200–700 μm. Glycerol–DI water mixture solutions having viscosities ranging from 8 to 80 mPa s were used as the filling liquids. The pneumatic air backpressure is built up as a result of the air compressed at the closed end of the capillary. A model is presented based on the conventional theory of capillary filling (i.e., Washburn’s equation) with consideration of the effect of air backpressure force on the advancing meniscus. The molecular kinetics theory of Blake and De Coninck’s model (Adv Colloid Interface Sci 96:21–36, 2002) is also incorporated in the model to account for the dependence of dynamic contact angle on wetting velocity. The model predictions agree reasonably well with the experimental data. It is observed that due to the presence of air backpressure, the smaller the capillary diameter, the longer the length that the liquid fills the capillary, regardless of the liquid viscosity. It is also shown that the increased pneumatic air backpressure reduces the equilibrium contact angle (θ ⁰). A relation is then proposed among liquid penetration, capillary length and radius, and contact angle. In addition, a dimensionless analysis is performed on experimental data, and the power law dependence of dimensionless meniscus position on dimensionless time is obtained.     

On Total Variation Minimization and Surface Evolution Using Parametric Maximum Flows

In a recent paper Boykov et al. (LNCS, Vol. 3953, pp. 409–422, 2006) propose an approach for computing curve and surface evolution using a variational approach and the geo-cuts method of Boykov and Kolmogorov (International conference on computer vision, pp. 26–33, 2003). We recall in this paper how this is related to well-known approaches for mean curvature motion, introduced by Almgren et al. (SIAM Journal on Control and Optimization 31(2):387–438, 1993) and Luckhaus and Sturzenhecker (Calculus of Variations and Partial Differential Equations 3(2):253–271, 1995), and show how the corresponding problems can be solved with sub-pixel accuracy using Parametric Maximum Flow techniques. This provides interesting algorithms for computing crystalline curvature motion, possibly with a forcing term. A. Chambolle’s research supported by ANR project “MICA”, grant ANR-08-BLAN-0082. J. Darbon’s research supported by ONR grant N000140710810.     

How to address group dynamics in virtual worlds

The study of group dynamics highlights the activity in the group in terms of its performance and communication. The experience of facilitating virtual communities and teams (Eunice and Kimball in , 1997) suggests that groups go through the same stages either in face-to-face or in online mode. The paper brings together a theoretical framework based on the literature on virtual communities, Gestalt systems and online facilitation in order to address the issue of electronic togetherness, in particular from a group dynamics perspective. The empirical work on which the paper is based is an observation of a group of students in a training set playing a decision-making game. The model of Tuckman (Tuckman in Psychol Bull 63:384–399, 1965; Tuckman and Jensen in Group Organ Stud 2:419–427, 1977) is used as a framework within which to discuss the findings of the case. The paper finishes with concrete recommendations for facilitators of online communities and designers of the electronic spaces where these communities operate.     

Static and dynamic behaviour of gas bubbles in T-shaped non-clogging micro-channels

Preventing micro-channels from clogging is a major issue in most micro and nanofluidic systems (Gravesen et al., J Micromech Microeng 3(4):168–182, 1993; Jensen et al., In: Proc. of MicroTAS 2002, Nara, Japan, pp 733–735, 2002; Wong et al., J Fluid Mech 292:71–94, 1995). The T-shaped channel first reported by Kohnle et al. (In: IEEE MEMS, the 15th international IEEE micro electro mechanical conference (ed), Las Vegas, pp 77–80, 2002) prevents micro-channels from clogging by the aid of the equilibrium bubble position in such a geometry. This work is concerned with the static and dynamic behaviour of bubbles in such T-shaped micro-channels. The aspect ratio of a rectangle enclosing the T-shaped channel and the contact angle of the walls are the main parameters influencing the static and dynamic bubble behaviour. It is investigated in this article how these parameters relate to the equilibrium bubble shape and how optimum bubble velocities can be achieved inside the channel. An analytical model depending on the contact angle and the channel geometry is presented that allows to determine the bubble configuration inside the channel by minimizing the bubble’s surface energy. A second model is derived to predict the velocity of gas bubbles driven by buoyancy in vertical T-shaped channels. The model is applied to design T-shaped channels with a maximum mobility of gas bubbles. Experiments with MEMS fabricated devices and CFD simulations are used to verify the models. Furthermore design rules for an optimum non-clogging channel geometry which provides the highest gas bubble mobility are given.     

Detecting Braess Paradox Based on Stable Dynamics in General Congested Transportation Networks

This study examined the detection of the Braess Paradox by stable dynamics in general congested transportation networks. Stable dynamics, suggested by Nesterov and de Palma (2003), is a new model which describes and provides a stable state of congestion in urban transportation networks. In comparison with the user equilibrium model, which is based on the arc travel time function in analyzing transportation networks, stable dynamics requires few parameters and is coincident with intuitions and observations on congestion. It is therefore expected to be a useful analysis tool for transportation planners. The phenomenon whereby increasing network capacity, for example creating new routes, known as arcs, may decrease its performance is called the Braess Paradox. It has been studied intensively under user equilibrium models with the arc travel time function since it was first demonstrated by Braess (1968). However, the development of a general model to detect the Braess Paradox under stable dynamics models remains an open problem. In this study, we suggest a model to detect the paradox in general networks under stable dynamics. In our model, we decide whether the Braess Paradox will occur in a given network, detect Braess arcs or Braess crosses if the network permits the paradox, and present a numerical example of the application of the model to a given network.     

Credit market dynamics: a cobweb model

Starting from a recent model developed by Dieci and Westerhoff (Appl Math Comput 215:2011–2023, 2009; J Econ Behav Organ 75(3):461–481, 2010) enriching the classic cobweb framework based on the findings of Brock and Hommes (Econometrica 65:1059–1095, 1997; J Econ Dynam Control 22:1235–1274, 1998), an original model is set up to analyse the interactions among two types of credit markets considered from the aggregate demand side view point. The proposed model is an aggregate model for unobserved Financial Institutions which are assumed to supply credit on competitive markets and competition is due to the interest rates (i.e. prices) with respect to the corresponding contracts’ demand. Moreover these Financial Institutions can put contracts on the credit market switching over time on different types of contracts depending on expected profit differentials. Among the main characteristics of this model, the number of clients involved in the two credit markets changes over time. At any time, the density of contracts is assumed to maximize the entropy of the economic system under some constraints concerning aggregate profits where the contract profitability is defined as a function of the spread between the average price of the contracts and a measure of production costs. With reference to some model calibrations, the dynamic behaviours and the reactions of the model are investigated through the study of three shock scenarios. The promising obtained results will address further investigations to apply the proposed model to a real data base of information on Financial Institutions in Italy since 1997 to catch the dynamics of fixed and adjustable interest rate mortgages markets.     

Droplet dynamics passing through obstructions in confined microchannel flow

Motivated by the previous studies (Lee et al., Lab Chip 10:1160–1166, 2010; Link et al., Phys Rev Lett 92:054503-1–054503-4, 2004), the droplet dynamics passing through obstructions in confined microchannel was explored both numerically and experimentally. The effects of obstruction shape (cylinder and square), droplet size, and capillary number (Ca) on droplet dynamics were investigated. For the size control, due to an obstruction-induced droplet breakup, the cylinder obstruction was found to be advantageous over square type for practical purposes. The thread breakup was attributed to both normal and shear components of velocity gradients near the obstruction, in particular, near the corners of the square. As a result, the square obstruction was considered to generate more non-trivial satellite droplets. The droplet size showed little influence on the droplet dynamics. Considering the wetting process on the cylinder surface, we explored the droplet dynamics passing through two successive cylinder obstructions, where more complicated dynamics was observed depending on Ca (capillary number ~ viscous force / interface tension), cylinder interval, and droplet size. Here, we propose two requirements for independent wetting on each cylinder: (i) low Ca droplet should be manipulated, and (ii) cylinder interval should be larger than channel width. That is, low Ca droplet could intrude the region between two cylinders if the cylinder interval was far enough, while the droplet could not intrude due to geometric hindrance for close obstructions. In the numerical viewpoint, the proposed requirements were also valid for multi-cylinder obstructions up to 6. In addition, we propose a novel design of array structure of cylinders for a selective wetting, which might be useful to fabricate Janus particles. We hereby prove by both simulation and experiments that the wetting on the obstruction is controllable by changing Ca and cylinder design in the multilayer deposition process.     

Electrokinetic motion of an electrically induced Janus droplet in microchannels

The electrokinetic motion of an electrically induced Janus oil droplet with one side covered with an aluminum oxide nanoparticle film in a circular microchannel was numerically simulated in this paper. The Janus oil droplet is electrically anisotropic as the nanoparticle-covered area carries positive charges and the rest oil–water surface area carries negative charges. A theoretical model was constructed to calculate the electrokinetic velocity of the Janus droplet by considering the force balance on the surface of the Janus droplet at steady state. In the model, the effects of the electric double layer and surface charges on the motion at the oil–water interface are considered. The effects of five parameters on the electrokinetic motion of the Janus droplets were studied: the electric field, the zeta potential ratio of the positively charged side to the negatively charged side of the Janus droplet, the viscosity ratio of the oil phase to the water phase, the nanoparticle coverage of the Janus droplet, and the size ratio of the diameter of the Janus droplet to the diameter of the cylindrical microchannel. The simulation results indicate that the increase in the electrical field, the zeta potential ratio, the viscosity ratio or the nanoparticle coverage leads to faster electrokinetic motion of the Janus droplet. On the other hand, with the increase in size ratio, the electrokinetic velocity of Janus droplet first decreases gradually then increases sharply. The simulated results were compared with the experimental results and good agreement was found.     

Bifurcation in Perturbation Analysis:Calvo Pricing Examples

In recent macro models with staggered price and wage settings, the presence of variables such as relative price and wage dispersion is prevalent, which leads to the source of bifurcations. In this paper, we illustrate how to detect the existence of a bifurcation in stylized macroeconomic models with Calvo (J Monet Econ 12(3):383–398, 1983) pricing. Following the general approach of Judd (Numerical methods in economics, 1998), we employ l’Hospital’s rule to characterize the first-order dynamics of relative price distortion in terms of its higher-order derivatives. We also show that, as in the usual practice in the literature, the bifurcation can be eliminated through renormalization of model variables. Furthermore, we demonstrate that the second-order approximate solutions under this renormalization and under bifurcations can differ significantly.     

Homoclinic and Heteroclinic Bifurcations in an Overlapping Generations Model with Credit Market Imperfection

We analyze a nonlinear OLG model with credit market imperfection and endogenous labor supply. When the investors’ protection is perfect, the model reduces to the standard one sector growth model proposed by Reichlin (JET 40:89–102, 1986), while the model reduces to the one studied by Matsuyama (Econometrica 72:853–884, 2004) when the agents’ labor supply is exogenous. Our goal is to highlight that the local analysis of the perfect foresight equilibrium may lead to misleading conclusions because the local analysis neglects the occurrence of different global bifurcation scenarios. In particular, the existence of a heteroclinic connection or the occurrence of a homoclinic bifurcation may be associated with global indeterminacy even when all steady states are locally determinate.