Accelerated leap methods for simulating discrete stochastic chemical kinetics

Biologists are increasingly conscious of the critical role that noise plays in cellular functions such as genetic regulation, often in connection with fluctuations in small numbers of key regulatory molecules. This has inspired the development of models that capture this fundamentally discrete and stochastic nature of cellular biology - most notably the Gillespie stochastic simulation algorithm (SSA). The SSA simulates a temporally homogeneous, discrete-state, continuous-time Markov process, and of course the corresponding probabilities and numbers of each molecular species must all remain positive. While accurately serving this purpose, the SSA can be computationally inefficient due to very small time stepping so faster approximations such as the Poisson and Binomial τ-leap methods have been suggested. This work places these leap methods in the context of numerical methods for the solution of stochastic differential equations (SDEs) driven by Poisson noise. This allows analogues of Euler-Maruyuma, Milstein and even higher order methods to be developed through the Itô-Taylor expansions as well as similar derivative-free Runge-Kutta approaches. Numerical results demonstrate that these novel methods compare favourably with existing techniques for simulating biochemical reactions by more accurately capturing crucial properties such as the mean and variance than existing methods.

Supplement : Efficient weak second-order stochastic Runge-Kutta methods for non-commutative Stratonvich stochastic differential equations

This paper gives a modification of a class of stochastic Runge–Kutta methods proposed in a paper by Komori (2007). The slight modification can reduce the computational costs of the methods significantly.

Investigation of methods for increasing the energy efficiency on unmanned aerial vehicles (UAVS)

In recent years, development of Unmanned Aerial Vehicles (UAV) has become a significant growing segment of the global aviation industry. These vehicles are developed with the intention of operating in regions where the presence of onboard human pilots is either too risky or unnecessary. Their popularity with both the military and civilian sectors have seen the use of UAVs in a diverse range of applications, from reconnaissance and surveillance tasks for the military, to civilian uses such as aid relief and monitoring tasks. Efficient energy utilisation on an UAV is essential to its functioning, often to achieve the operational goals of range, endurance and other specific mission requirements. Due to the limitations of the space available and the mass budget on the UAV, it is often a delicate balance between the onboard energy available (i.e. fuel) and achieving the operational goals. This thesis presents an investigation of methods for increasing the energy efficiency on UAVs. One method is via the development of a Mission Waypoint Optimisation (MWO) procedure for a small fixed-wing UAV, focusing on improving the onboard fuel economy. MWO deals with a pre-specified set of waypoints by modifying the given waypoints within certain limits to achieve its optimisation objectives of minimising/maximising specific parameters. A simulation model of a UAV was developed in the MATLAB Simulink environment, utilising the AeroSim Blockset and the in-built Aerosonde UAV block and its parameters. This simulation model was separately integrated with a multi-objective Evolutionary Algorithm (MOEA) optimiser and a Sequential Quadratic Programming (SQP) solver to perform single-objective and multi-objective optimisation procedures of a set of real-world waypoints in order to minimise the onboard fuel consumption. The results of both procedures show potential in reducing fuel consumption on a UAV in a ight mission. Additionally, a parallel Hybrid-Electric Propulsion System (HEPS) on a small fixedwing UAV incorporating an Ideal Operating Line (IOL) control strategy was developed. An IOL analysis of an Aerosonde engine was performed, and the most efficient (i.e. provides greatest torque output at the least fuel consumption) points of operation for this engine was determined. Simulation models of the components in a HEPS were designed and constructed in the MATLAB Simulink environment. It was demonstrated through simulation that an UAV with the current HEPS configuration was capable of achieving a fuel saving of 6.5%, compared to the ICE-only configuration. These components form the basis for the development of a complete simulation model of a Hybrid-Electric UAV (HEUAV).

Novel numerical methods for time-space fractional reaction diffusion equations in two dimensions

We consider time-space fractional reaction diffusion equations in two dimensions. This equation is obtained from the standard reaction diffusion equation by replacing the first order time derivative with the Caputo fractional derivative, and the second order space derivatives with the fractional Laplacian. Using the matrix transfer technique proposed by Ilic, Liu, Turner and Anh [Fract. Calc. Appl. Anal., 9:333--349, 2006] and the numerical solution strategy used by Yang, Turner, Liu, and Ilic [SIAM J. Scientific Computing, 33:1159--1180, 2011], the solution of the time-space fractional reaction diffusion equations in two dimensions can be written in terms of a matrix function vector product $f(A)b$ at each time step, where $A$ is an approximate matrix representation of the standard Laplacian. We use the finite volume method over unstructured triangular meshes to generate the matrix $A$, which is therefore non-symmetric. However, the standard Lanczos method for approximating $f(A)b$ requires that $A$ is symmetric. We propose a simple and novel transformation in which the standard Lanczos method is still applicable to find $f(A)b$, despite the loss of symmetry. Numerical results are presented to verify the accuracy and efficiency of our newly proposed numerical solution strategy.