Numerical investigations of linear least squares methods for derivative estimation

The results of a numerical investigation into the errors for least squares estimates of function gradients are presented. The underlying algorithm is obtained by constructing a least squares problem using a truncated Taylor expansion. An error bound associated with this method contains in its numerator terms related to the Taylor series remainder, while its denominator contains the smallest singular value of the least squares matrix. Perhaps for this reason the error bounds are often found to be pessimistic by several orders of magnitude. The circumstance under which these poor estimates arise is elucidated and an empirical correction of the theoretical error bounds is conjectured and investigated numerically. This is followed by an indication of how the conjecture is supported by a rigorous argument.

Wavelet based approaches and high resolution methods for complex process models

Many industrial processes and systems can be modelled mathematically by a set of Partial Differential Equations (PDEs). Finding a solution to such a PDF model is essential for system design, simulation, and process control purpose. However, major difficulties appear when solving PDEs with singularity. Traditional numerical methods, such as finite difference, finite element, and polynomial based orthogonal collocation, not only have limitations to fully capture the process dynamics but also demand enormous computation power due to the large number of elements or mesh points for accommodation of sharp variations. To tackle this challenging problem, wavelet based approaches and high resolution methods have been recently developed with successful applications to a fixedbed adsorption column model. Our investigation has shown that recent advances in wavelet based approaches and high resolution methods have the potential to be adopted for solving more complicated dynamic system models. This chapter will highlight the successful applications of these new methods in solving complex models of simulated-moving-bed (SMB) chromatographic processes. A SMB process is a distributed parameter system and can be mathematically described by a set of partial/ordinary differential equations and algebraic equations. These equations are highly coupled; experience wave propagations with steep front, and require significant numerical effort to solve. To demonstrate the numerical computing power of the wavelet based approaches and high resolution methods, a single column chromatographic process modelled by a Transport-Dispersive-Equilibrium linear model is investigated first. Numerical solutions from the upwind-1 finite difference, wavelet-collocation, and high resolution methods are evaluated by quantitative comparisons with the analytical solution for a range of Peclet numbers. After that, the advantages of the wavelet based approaches and high resolution methods are further demonstrated through applications to a dynamic SMB model for an enantiomers separation process. This research has revealed that for a PDE system with a low Peclet number, all existing numerical methods work well, but the upwind finite difference method consumes the most time for the same degree of accuracy of the numerical solution. The high resolution method provides an accurate numerical solution for a PDE system with a medium Peclet number. The wavelet collocation method is capable of catching up steep changes in the solution, and thus can be used for solving PDE models with high singularity. For the complex SMB system models under consideration, both the wavelet based approaches and high resolution methods are good candidates in terms of computation demand and prediction accuracy on the steep front. The high resolution methods have shown better stability in achieving steady state in the specific case studied in this Chapter.

Collective dynamics and control of a 3-D small-world network with time delays

The paper presents a detailed analysis on the collective dynamics and delayed state feedback control of a three-dimensional delayed small-world network. The trivial equilibrium of the model is first investigated, showing that the uncontrolled model exhibits complicated unbounded behavior. Then three control strategies, namely a position feedback control, a velocity feedback control, and a hybrid control combined velocity with acceleration feedback, are then introduced to stabilize this unstable system. It is shown in these three control schemes that only the hybrid control can easily stabilize the 3-D network system. And with properly chosen delay and gain in the delayed feedback path, the hybrid controlled model may have stable equilibrium, or periodic solutions resulting from the Hopf bifurcation, or complex stranger attractor from the period-doubling bifurcation. Moreover, the direction of Hopf bifurcation and stability of the bifurcation periodic solutions are analyzed. The results are further extended to any "d" dimensional network. It shows that to stabilize a "d" dimensional delayed small-world network, at least a "d – 1" order completed differential feedback is needed. This work provides a constructive suggestion for the high dimensional delayed systems.

Stability and convergence of a finite volume method for the space fractional advection-dispersion equation

We consider the space fractional advection–dispersion equation, which is obtained from the classical advection–diffusion equation by replacing the spatial derivatives with a generalised derivative of fractional order. We derive a finite volume method that utilises fractionally-shifted Grünwald formulae for the discretisation of the fractional derivative, to numerically solve the equation on a finite domain with homogeneous Dirichlet boundary conditions. We prove that the method is stable and convergent when coupled with an implicit timestepping strategy. Results of numerical experiments are presented that support the theoretical analysis.

Populations of models, experimental designs and coverage of parameter space by Latin Hypercube and Orthogonal Sampling

In this paper we have used simulations to make a conjecture about the coverage of a t-dimensional subspace of a d-dimensional parameter space of size n when performing k trials of Latin Hypercube sampling. This takes the form P(k,n,d,t) = 1 - e^(-k/n^(t-1)). We suggest that this coverage formula is independent of d and this allows us to make connections between building Populations of Models and Experimental Designs. We also show that Orthogonal sampling is superior to Latin Hypercube sampling in terms of allowing a more uniform coverage of the t-dimensional subspace at the sub-block size level. These ideas have particular relevance when attempting to perform uncertainty quantification and sensitivity analyses.

Modelling water droplet movement on a leaf surface

Modelling droplet movement on leaf surfaces is an important component in understanding how water, pesticide or nutrient is absorbed through the leaf surface. A simple mathematical model is proposed in this paper for generating a realistic, or natural looking trajectory of a water droplet traversing a virtual leaf surface. The virtual surface is comprised of a triangular mesh structure over which a hybrid Clough-Tocher seamed element interpolant is constructed from real-life scattered data captured by a laser scanner. The motion of the droplet is assumed to be affected by gravitational, frictional and surface resistance forces and the innovation of our approach is the use of thin-film theory to develop a stopping criterion for the droplet as it moves on the surface. The droplet model is verified and calibrated using experimental measurement; the results are promising and appear to capture reality quite well.

Pattern recognition using invariants defined from higher order spectra - one-dimensional inputs

A new approach to pattern recognition using invariant parameters based on higher order spectra is presented. In particular, invariant parameters derived from the bispectrum are used to classify one-dimensional shapes. The bispectrum, which is translation invariant, is integrated along straight lines passing through the origin in bifrequency space. The phase of the integrated bispectrum is shown to be scale and amplification invariant, as well. A minimal set of these invariants is selected as the feature vector for pattern classification, and a minimum distance classifier using a statistical distance measure is used to classify test patterns. The classification technique is shown to distinguish two similar, but different bolts given their one-dimensional profiles. Pattern recognition using higher order spectral invariants is fast, suited for parallel implementation, and has high immunity to additive Gaussian noise. Simulation results show very high classification accuracy, even for low signal-to-noise ratios.

An advanced meshless method for time fractional diffusion equation

Recently, because of the new developments in sustainable engineering and renewable energy, which are usually governed by a series of fractional partial differential equations (FPDEs), the numerical modelling and simulation for fractional calculus are attracting more and more attention from researchers. The current dominant numerical method for modeling FPDE is Finite Difference Method (FDM), which is based on a pre-defined grid leading to inherited issues or shortcomings including difficulty in simulation of problems with the complex problem domain and in using irregularly distributed nodes. Because of its distinguished advantages, the meshless method has good potential in simulation of FPDEs. This paper aims to develop an implicit meshless collocation technique for FPDE. The discrete system of FPDEs is obtained by using the meshless shape functions and the meshless collocation formulation. The stability and convergence of this meshless approach are investigated theoretically and numerically. The numerical examples with regular and irregular nodal distributions are used to validate and investigate accuracy and efficiency of the newly developed meshless formulation. It is concluded that the present meshless formulation is very effective for the modeling and simulation of fractional partial differential equations.

Application of a new discreet form of Gauss’ theorem for measuring volume

Volume measurements are useful in many branches of science and medicine. They are usually accomplished by acquiring a sequence of cross sectional images through the object using an appropriate scanning modality, for example x-ray computed tomography (CT), magnetic resonance (MR) or ultrasound (US). In the cases of CT and MR, a dividing cubes algorithm can be used to describe the surface as a triangle mesh. However, such algorithms are not suitable for US data, especially when the image sequence is multiplanar (as it usually is). This problem may be overcome by manually tracing regions of interest (ROIs) on the registered multiplanar images and connecting the points into a triangular mesh. In this paper we describe and evaluate a new discreet form of Gauss’ theorem which enables the calculation of the volume of any enclosed surface described by a triangular mesh. The volume is calculated by summing the vector product of the centroid, area and normal of each surface triangle. The algorithm was tested on computer-generated objects, US-scanned balloons, livers and kidneys and CT-scanned clay rocks. The results, expressed as the mean percentage difference ± one standard deviation were 1.2 ± 2.3, 5.5 ± 4.7, 3.0 ± 3.2 and −1.2 ± 3.2% for balloons, livers, kidneys and rocks respectively. The results compare favourably with other volume estimation methods such as planimetry and tetrahedral decomposition.

Visualisation of complex flows using texture-based techniques

Complex flow datasets are often difficult to represent in detail using traditional vector visualisation techniques such as arrow plots and streamlines. This is particularly true when the flow regime changes in time. Texture-based techniques, which are based on the advection of dense textures, are novel techniques for visualising such flows (i.e., complex dynamics and time-dependent). In this paper, we review two popular texture-based techniques and their application to flow datasets sourced from real research projects. The texture-based techniques investigated were Line Integral Convolution (LIC), and Image-Based Flow Visualisation (IBFV). We evaluated these techniques and in this paper report on their visualisation effectiveness (when compared with traditional techniques), their ease of implementation, and their computational overhead.

Image based flow visualisation of experimental flow fields inside a gross pollutant trap

Typical flow fields in a stormwater gross pollutant trap (GPT) with blocked retaining screens were experimentally captured and visualised. Particle image velocimetry (PIV) software was used to capture the flow field data by tracking neutrally buoyant particles with a high speed camera. A technique was developed to apply the Image Based Flow Visualization (IBFV) algorithm to the experimental raw dataset generated by the PIV software. The dataset consisted of scattered 2D point velocity vectors and the IBFV visualisation facilitates flow feature characterisation within the GPT. The flow features played a pivotal role in understanding gross pollutant capture and retention within the GPT. It was found that the IBFV animations revealed otherwise unnoticed flow features and experimental artefacts. For example, a circular tracer marker in the IBFV program visually highlighted streamlines to investigate specific areas and identify the flow features within the GPT.

Slid pairs in the initialisation of the A5/1 stream cipher

A5/1 is a shift register based stream cipher which uses a majority clocking rule to update its registers. It is designed to provide privacy for the GSM system. In this paper, we analyse the initialisation process of A5/1. We demonstrate a sliding property of the A5/1 cipher, where every valid internal state is also a legitimate loaded state and multiple key-IV pairs produce phase shifted keystream sequences. We describe a possible ciphertext only attack based on this property.