Construction of nonparametric Bayesian models from parametric Bayes equations

We consider the general problem of constructing nonparametric Bayesian models on infinite-dimensional random objects, such as functions, infinite graphs or infinite permutations. The problem has generated much interest in machine learning, where it is treated heuristically, but has not been studied in full generality in non-parametric Bayesian statistics, which tends to focus on models over probability distributions. Our approach applies a standard tool of stochastic process theory, the construction of stochastic processes from their finite-dimensional marginal distributions. The main contribution of the paper is a generalization of the classic Kolmogorov extension theorem to conditional probabilities. This extension allows a rigorous construction of nonparametric Bayesian models from systems of finite-dimensional, parametric Bayes equations. Using this approach, we show (i) how existence of a conjugate posterior for the nonparametric model can be guaranteed by choosing conjugate finite-dimensional models in the construction, (ii) how the mapping to the posterior parameters of the nonparametric model can be explicitly determined, and (iii) that the construction of conjugate models in essence requires the finite-dimensional models to be in the exponential family. As an application of our constructive framework, we derive a model on infinite permutations, the nonparametric Bayesian analogue of a model recently proposed for the analysis of rank data.

Swimming direction reversal of flagella through ciliary motion of mastigonemes.

Bio-inspired designs can provide an answer to engineering problems such as swimming strategies at the micron or nano-scale. Scientists are now designing artificial micro-swimmers that can mimic flagella-powered swimming of micro-organisms. In an application such as lab-on-a-chip in which micro-object manipulation in small flow geometries could be achieved by micro-swimmers, control of the swimming direction becomes an important aspect for retrieval and control of the micro-swimmer. A bio-inspired approach for swimming direction reversal (a flagellum bearing mastigonemes) can be used to design such a system and is being explored in the present work. We analyze the system using a computational framework in which the equations of solid mechanics and fluid dynamics are solved simultaneously. The fluid dynamics of Stokes flow is represented by a 2D Stokeslets approach while the solid mechanics behavior is realized using Euler-Bernoulli beam elements. The working principle of a flagellum bearing mastigonemes can be broken up into two parts: (1) the contribution of the base flagellum and (2) the contribution of mastigonemes, which act like cilia. These contributions are counteractive, and the net motion (velocity and direction) is a superposition of the two. In the present work, we also perform a dimensional analysis to understand the underlying physics associated with the system parameters such as the height of the mastigonemes, the number of mastigonemes, the flagellar wave length and amplitude, the flagellum length, and mastigonemes rigidity. Our results provide fundamental physical insight on the swimming of a flagellum with mastigonemes, and it provides guidelines for the design of artificial flagellar systems.

Development of realistic liquid equations of state for multi-phase CFD modelling

Several equations of state (EOS) have been incorporated into a novel algorithm to solve a system of multi-phase equations in which all phases are assumed to be compressible to varying degrees. The EOSs are used to both supply functional relationships to couple the conservative variables to the primitive variables and to calculate accurately thermodynamic quantities of interest, such as the speed of sound. Each EOS has a defined balance of accuracy, robustness and computational speed; selection of an appropriate EOS is generally problem-dependent. This work employs an AUSM+-up method for accurate discretisation of the convective flux terms with modified low-Mach number dissipation for added robustness of the solver. In this paper we show a newly-developed time-marching formulation for temporal discretisation of the governing equations with incorporated time-dependent source terms, as well as considering the system of eigenvalues that render the governing equations hyperbolic.

Long range exhaustion-a mathematical model for the axisymmetric air flow of a local exhaust ventilation hood assisted by a turbulent radial jet

Abstract-Mathematical modelling techniques are used to predict the axisymmetric air flow pattern developed by a state-of-the-art Banged exhaust hood which is reinforced by a turbulent radial jet flow. The high Reynolds number modelling techniques adopted allow the complexity of determining the hood's air Bow to be reduced and provide a means of identifying and assessing the various parameters that control the air Bow. The mathematical model is formulated in terms of the Stokes steam function, ψ, and the governing equations of fluid motion are solved using finite-difference techniques. The injection flow of the exhaust hood is modelled as a turbulent radial jet and the entrained Bow is assumed to be an inviscid potential flow. Comparisons made between contours of constant air speed and centre-line air speeds deduced from the model and all the available experimental data show good agreement over a wide range of typical operating conditions. | Mathematical modelling techniques are used to predict the axisymmetric air flow pattern developed by a state-of-the-art flanged exhaust hood which is reinforced by a turbulent radial jet flow. The high Reynolds number modelling techniques adopted allow the complexity of determining the hood's air flow to be reduced and provide a means of identifying and assessing the various parameters that control the air flow. The mathematical model is formulated in terms of the Stokes steam function, Ψ, and the governing equations of fluid motion are solved using finite-difference techniques. The injection flow of the exhaust hood is modelled as a turbulent radial jet and the entrained flow is assumed to be an inviscid potential flow. Comparisons made between contours of constant air speed and centre-line air speeds deduced from the model and all the available experimental data show good agreement over a wide range of typical operating conditions.

Development of accurate, robust liquid equations of state for multi-phase CFD simulations with a modified AUSM+-up scheme

Eight equations of state (EOS) have been evaluated for the simulation of compressible liquid water properties, based on empirical correlations, the principle of corresponding states and thermodynamic relations. The IAPWS-IF97 EOS for water was employed as the reference case. These EOSs were coupled to a modified AUSM+-up convective flux solver to determine flow profiles for three test cases of differing flow conditions. The impact of the non-viscous interaction term discretisation scheme, interfacial pressure method and selection of low-Mach number diffusion were also compared. It was shown that a consistent discretisation scheme using the AUSM+-up solver for both the convective flux and the non-viscous interfacial term demonstrated both robustness and accuracy whilst facilitating a computationally cheaper solution than discretisation of the interfacial term independently by a central scheme. The simple empirical correlations gave excellent results in comparison to the reference IAPWS-IF97 EOS and were recommended for developmental work involving water as a cheaper and more accurate EOS than the more commonly used stiffened-gas model. The correlations based on the principles of corresponding-states and the modified Peng-Robinson cubic EOS also demonstrated a high degree of accuracy, which is promising for future work with generic fluids. Further work will encompass extension of the solver to multiple dimensions and to account for other source terms such as surface tension, along with the incorporation of phase changes. © 2013.

Cabaret finite-difference schemes for the one-dimensional Euler equations

In the present paper we consider second order compact upwind schemes with a space split time derivative (CABARET) applied to one-dimensional compressible gas flows. As opposed to the conventional approach associated with incorporating adjacent space cells we use information from adjacent time layer to improve the solution accuracy. Taking the first order Roe scheme as the basis we develop a few higher (i.e. second within regions of smooth solutions) order accurate difference schemes. One of them (CABARET3) is formulated in a two-time-layer form, which makes it most simple and robust. Supersonic and subsonic shock-tube tests are used to compare the new schemes with several well-known second-order TVD schemes. In particular, it is shown that CABARET3 is notably more accurate than the standard second-order Roe scheme with MUSCL flux splitting.

Unified form language: A domain-specific language for weak formulations of partial differential equations

We present the Unified Form Language (UFL), which is a domain-specific language for representing weak formulations of partial differential equations with a view to numerical approximation. Features of UFL include support for variational forms and functionals, automatic differentiation of forms and expressions, arbitrary function space hierarchies formultifield problems, general differential operators and flexible tensor algebra. With these features, UFL has been used to effortlessly express finite element methods for complex systems of partial differential equations in near-mathematical notation, resulting in compact, intuitive and readable programs. We present in this work the language and its construction. An implementation of UFL is freely available as an open-source software library. The library generates abstract syntax tree representations of variational problems, which are used by other software libraries to generate concrete low-level implementations. Some application examples are presented and libraries that support UFL are highlighted. © 2014 ACM.