Filtering via approximate Bayesian computation

Approximate Bayesian computation (ABC) has become a popular technique to facilitate Bayesian inference from complex models. In this article we present an ABC approximation designed to perform biased filtering for a Hidden Markov Model when the likelihood function is intractable. We use a sequential Monte Carlo (SMC) algorithm to both fit and sample from our ABC approximation of the target probability density. This approach is shown to, empirically, be more accurate w.r.t.~the original filter than competing methods. The theoretical bias of our method is investigated; it is shown that the bias goes to zero at the expense of increased computational effort. Our approach is illustrated on a constrained sequential lasso for portfolio allocation to 15 constituents of the FTSE 100 share index.

Experimental investigation of dynamic response of acoustically forced turbulent premixed CH4/CO2/air flames

Increasing demand for energy and continuing increase in environmental as well as financial cost of use of fossil fuels drive the need for utilization of fuels from sustainable sources for power generation. Development of fuel-flexible combustion systems is vital in enabling the use of sustainable fuels. It is also important that these sustainable combustion systems meet the strict governmental emission legislations. Biogas is considered as one of the viable sustainable fuels that can be used to power modern gas turbines: However, the change in chemical, thermal and transport properties as well as change in Wobbe index due to the variation of the fuel constituents can have a significant effect on the performance of the combustor. It is known that the fuel properties have strong influence on the dynamic flame response; however there is a lack of detailed information regarding the effect of fuel compositions on the sensitivity of the flames subjected to flow perturbations. In this study, we describe an experimental effort investigating the response of premixed biogas-air turbulent flames with varying proportions of CH4 and CO2 to velocity perturbations. The flame was stabilized using a centrally placed conical bluff body. Acoustic perturbations were imposed to the flow using loud speakers. The flame dynamics and the local heat release rate of these acoustically excited biogas flames were studied using simultaneous measurements of OH and H2CO planar laser induced fluorescence. OH* chemiluminescence along with acoustic pressure measurements were also recorded to estimate the total flame heat release modulation and the velocity fluctuations. The measurements were carried out by keeping the theoretical laminar flame speed constant while varying the bulk velocity and the fuel composition. The results indicate that the flame sensitivity to perturbations increased with increased dilution of CH4 by CO2 at low amplitude forcing, while at high amplitude forcing conditions the magnitude of the flame response was independent of dilution.

Mechanical and durability properties of concretes containing recycled lime powder and recycled aggregates

According to a recent report by the European Commission, within the European Union, the construction and demolition wastes come to at least 450 million tons per year. Roughly 75% of the waste is disposed to landfill, despite its major recycling potential. The bulk constituents of demolition debris are concrete (50-55%) and masonry (30-40%) with only small percentages of other materials such as metals, glass and timber. In Cyprus, at present, recycling of waste materials is practically inexistent and almost the entire demolition waste products are disposed in landfill sites, with all possible economic, technical and environmental impacts. This research paper presents the evaluation and the effective reuse of waste construction materials, such as recycled lime powder (RLP) and recycled concrete aggregates (RCA), disposed to landfill sites in Cyprus, due to the lack of a lucid recycling policy and knowledge. Results show that both RLP and RCA have the potential to produce good quality and robust concrete mixtures both in terms of mechanical and durability performance. © 2013 Elsevier B.V. All rights reserved.

Viscoelastic analysis of single-component and composite PEG and alginate hydrogels

Hydrogels, three-dimensional hydrophilic polymer networks, are appealing candidate materials for studying the cellular microenvironment as their substantial water content helps to better mimic soft tissue. However, hydrogels can lack mechanical stiffness, strength, and toughness. Composite hydrogel systems have been shown to improve upon mechanical properties compared to their singlecomponent counterparts. Poly (ethylene glycol) dimethacrylate (PEGDMA) and alginate are polymers that have been used to form hydrogels for biological applications. Singlecomponent and composite PEGDMA and alginate systems were fabricated with a range of total polymer concentrations. Bulk gels were mechanically characterized using spherical indentation testing and a viscoelastic analysis framework. An increase in shear modulus with increasing polymer concentration was demonstrated for all systems. Alginate hydrogels were shown to have a smaller viscoelastic ratio than the PEGDMA gels, indicating more extensive relaxation over time. Composite alginate and PEGDMA hydrogels exhibited a combination of the mechanical properties of the constituents, as well as a qualitative increase in toughness. Additionally, multiple hydrogel systems were produced that had similar shear moduli, but different viscoelastic behaviors. Accurate measurement of the mechanical properties of hydrogels is necessary in order to determine what parameters are key in modeling the cellular microenvironment. © 2014 The Chinese Society of Theoretical and Applied Mechanics; Institute of Mechanics, Chinese Academy of Sciences and Springer-Verlag Berlin Heidelberg.

Development of low-pH cements for immobilisation of intermediate level radioactive waste: Achievements and challenges

Although cementation is a widely recognized solidification/ stabilization process for immobilisation of Intermediate Level Radioactive Waste (ILRW), the low resistance to hyperalkaline pore waters compromises the effectiveness of the process when Portland Cement (PC) is employed. Moreover the manufacture of PC is responsible for significant CO2 emissions. In this context, low pH cements are environmentally more suitable and have emerged as a potential alternative for obtaining secure waste forms. This paper summarises the achievements on development of low-pH cements and the challenges of using these new materials for the ILRW immobilisation. The performance of waste forms is also discussed in terms of radionuclides release. Reactive magnesium oxide and magnesium phosphate cements are emphasised as they feature important advantages such as consumption of available constituents for controlling acid-base reactions, reduced permeability and higher density. Additionally, in order to identify new opportunities for study, the long-term modelling approach is also briefly discussed. Copyright © 2013 by ASME.