Inferring mixed-culture growth from total biomass data in a wavelet approach

It is shown that the presence of mixed-culture growth in batch fermentation processes can be very accurately inferred from total biomass data by means of the wavelet analysis for singularity detection. This is accomplished by considering simple phenomenological models for the mixed growth and the more complicated case of mixed growth on a mixture of substrates. The main quantity provided by the wavelet analysis is the Holder exponent of the singularity that we determine for our illustrative examples. The numerical results point to the possibility that Holder exponents can be used to characterize the nature of the mixed-culture growth in batch fermentation processes with potential industrial applications. Moreover, the analysis of the same data affected by the common additive Gaussian noise still lead to the wavelet detection of the singularities although the Holder exponent is no longer a useful parameterComment: 17 pages and 10 (png) figure

Power-law behaviour evaluation from foreign exchange market data using a wavelet transform method

Numerous studies in the literature have shown that the dynamics of many time series including observations in foreign exchange markets exhibit scaling behaviours. A simple new statistical approach, derived from the concept of the continuous wavelet transform correlation function (WTCF), is proposed for the evaluation of power-law properties from observed data. The new method reveals that foreign exchange rates obey power-laws and thus belong to the class of self-similarity processes. (C) 2009 Elsevier B.V. All rights reserved

Adaptive transient solution of nonuniform multiconductor transmission lines using wavelets

Abstract—This paper presents a highly adaptive algorithm for the transient simulation of nonuniform interconnects loaded with arbitrary nonlinear and dynamic terminations. The discretization of the governing equations is obtained through a weak formula-tion using biorthogonal wavelet bases as trial and test functions. It is shown how the multiresolution properties of wavelets lead to very sparse approximations of the voltages and currents in typical transient analyzes. A simple yet effective time–space adaptive al-gorithm capable of selecting the minimal number of unknowns at each time iteration is described. Numerical results show the high degree of adaptivity of the proposed scheme. Index Terms—Electromagnetic (EM) transient analysis, multi-conductor transmission lines (TLs), wavelet transforms. I

Evaluating power-law properties from data using a wavelet transform correlation method with applications to foreign exchange rates

Numerous studies in the literature have shown that the dynamics of many time series including observations in foreign exchange markets exhibit scaling behaviours. A novel statistical method, derived from the concept of the continuous wavelet transform correlation function (WTCF), is proposed for the evaluation of power-law properties from observed data. The new method reveals that foreign exchange rates obey power-laws and thus belong to the class of self-similarity processes

Resolution of the 1D regularized Burgers equation using a spatial wavelet approximation

The Burgers equation with a small viscosity term, initial and periodic boundary conditions is resolved using a spatial approximation constructed from an orthonormal basis of wavelets. The algorithm is directly derived from the notions of multiresolution analysis and tree algorithms. Before the numerical algorithm is described these notions are first recalled. The method uses extensively the localization properties of the wavelets in the physical and Fourier spaces. Moreover, the authors take advantage of the fact that the involved linear operators have constant coefficients. Finally, the algorithm can be considered as a time marching version of the tree algorithm. The most important point is that an adaptive version of the algorithm exists: it allows one to reduce in a significant way the number of degrees of freedom required for a good computation of the solution. Numerical results and description of the different elements of the algorithm are provided in combination with different mathematical comments on the method and some comparison with more classical numerical algorithms

On the non-local geometry of turbulence

A multi-scale methodology for the study of the non-local geometry of eddy structures in turbulence is developed. Starting from a given three-dimensional field, this consists of three main steps: extraction, characterization and classification of structures. The extraction step is done in two stages. First, a multi-scale decomposition based on the curvelet transform is applied to the full three-dimensional field, resulting in a finite set of component three-dimensional fields, one per scale. Second, by iso-contouring each component field at one or more iso-contour levels, a set of closed iso-surfaces is obtained that represents the structures at that scale. The characterization stage is based on the joint probability density function (p.d.f.), in terms of area coverage on each individual iso-surface, of two differential-geometry properties, the shape index and curvedness, plus the stretching parameter, a dimensionless global invariant of the surface. Taken together, this defines the geometrical signature of the iso-surface. The classification step is based on the construction of a finite set of parameters, obtained from algebraic functions of moments of the joint p.d.f. of each structure, that specify its location as a point in a multi-dimensional ‘feature space’. At each scale the set of points in feature space represents all structures at that scale, for the specified iso-contour value. This then allows the application, to the set, of clustering techniques that search for groups of structures with a common geometry. Results are presented of a first application of this technique to a passive scalar field obtained from 5123 direct numerical simulation of scalar mixing by forced, isotropic turbulence (Reλ = 265). These show transition, with decreasing scale, from blob-like structures in the larger scales to blob- and tube-like structures with small or moderate stretching in the inertial range of scales, and then toward tube and, predominantly, sheet-like structures with high level of stretching in the dissipation range of scales. Implications of these results for the dynamical behaviour of passive scalar stirring and mixing by turbulence are discussed

Wavelet analysis and scaling properties of time series

We propose a wavelet based method for the characterization of the scaling behavior of non-stationary time series. It makes use of the built-in ability of the wavelets for capturing the trends in a data set, in variable window sizes. Discrete wavelets from the Daubechies family are used to illustrate the efficacy of this procedure. After studying binomial multifractal time series with the present and earlier approaches of detrending for comparison, we analyze the time series of averaged spin density in the 2D Ising model at the critical temperature, along with several experimental data sets possessing multi-fractal behavior.Comment: 4 pages, 4 figures. Accepted for publication in PR