High strong order methods for non-commutative stochastic ordinary differential equation systems and the Magnus formula

In recent years considerable attention has been paid to the numerical solution of stochastic ordinary differential equations (SODEs), as SODEs are often more appropriate than their deterministic counterparts in many modelling situations. However, unlike the deterministic case numerical methods for SODEs are considerably less sophisticated due to the difficulty in representing the (possibly large number of) random variable approximations to the stochastic integrals. Although Burrage and Burrage [High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations, Applied Numerical Mathematics 22 (1996) 81-101] were able to construct strong local order 1.5 stochastic Runge-Kutta methods for certain cases, it is known that all extant stochastic Runge-Kutta methods suffer an order reduction down to strong order 0.5 if there is non-commutativity between the functions associated with the multiple Wiener processes. This order reduction down to that of the Euler-Maruyama method imposes severe difficulties in obtaining meaningful solutions in a reasonable time frame and this paper attempts to circumvent these difficulties by some new techniques. An additional difficulty in solving SODEs arises even in the Linear case since it is not possible to write the solution analytically in terms of matrix exponentials unless there is a commutativity property between the functions associated with the multiple Wiener processes. Thus in this present paper first the work of Magnus [On the exponential solution of differential equations for a linear operator, Communications on Pure and Applied Mathematics 7 (1954) 649-673] (applied to deterministic non-commutative Linear problems) will be applied to non-commutative linear SODEs and methods of strong order 1.5 for arbitrary, linear, non-commutative SODE systems will be constructed - hence giving an accurate approximation to the general linear problem. Secondly, for general nonlinear non-commutative systems with an arbitrary number (d) of Wiener processes it is shown that strong local order I Runge-Kutta methods with d + 1 stages can be constructed by evaluated a set of Lie brackets as well as the standard function evaluations. A method is then constructed which can be efficiently implemented in a parallel environment for this arbitrary number of Wiener processes. Finally some numerical results are presented which illustrate the efficacy of these approaches. (C) 1999 Elsevier Science B.V. All rights reserved.

General order conditions for stochastic Runge-Kutta methods for both commuting and non-commuting stochastic ordinary differential equation systems

In many modeling situations in which parameter values can only be estimated or are subject to noise, the appropriate mathematical representation is a stochastic ordinary differential equation (SODE). However, unlike the deterministic case in which there are suites of sophisticated numerical methods, numerical methods for SODEs are much less sophisticated. Until a recent paper by K. Burrage and P.M. Burrage (1996), the highest strong order of a stochastic Runge-Kutta method was one. But K. Burrage and P.M. Burrage (1996) showed that by including additional random variable terms representing approximations to the higher order Stratonovich (or Ito) integrals, higher order methods could be constructed. However, this analysis applied only to the one Wiener process case. In this paper, it will be shown that in the multiple Wiener process case all known stochastic Runge-Kutta methods can suffer a severe order reduction if there is non-commutativity between the functions associated with the Wiener processes. Importantly, however, it is also suggested how this order can be repaired if certain commutator operators are included in the Runge-Kutta formulation. (C) 1998 Elsevier Science B.V. and IMACS. All rights reserved.

Real-time risk monitoring in business processes : a sensor-based approach

This article proposes an approach for real-time monitoring of risks in executable business process models. The approach considers risks in all phases of the business process management lifecycle, from process design, where risks are defined on top of process models, through to process diagnosis, where risks are detected during process execution. The approach has been realized via a distributed, sensor-based architecture. At design-time, sensors are defined to specify risk conditions which when fulfilled, are a likely indicator of negative process states (faults) to eventuate. Both historical and current process execution data can be used to compose such conditions. At run-time, each sensor independently notifies a sensor manager when a risk is detected. In turn, the sensor manager interacts with the monitoring component of a business process management system to prompt the results to process administrators who may take remedial actions. The proposed architecture has been implemented on top of the YAWL system, and evaluated through performance measurements and usability tests with students. The results show that risk conditions can be computed efficiently and that the approach is perceived as useful by the participants in the tests.

Time-varying bispectral analysis of visually evoked multi-channel EEG

Theoretical foundations of higher order spectral analysis are revisited to examine the use of time-varying bicoherence on non-stationary signals using a classical short-time Fourier approach. A methodology is developed to apply this to evoked EEG responses where a stimulus-locked time reference is available. Short-time windowed ensembles of the response at the same offset from the reference are considered as ergodic cyclostationary processes within a non-stationary random process. Bicoherence can be estimated reliably with known levels at which it is significantly different from zero and can be tracked as a function of offset from the stimulus. When this methodology is applied to multi-channel EEG, it is possible to obtain information about phase synchronization at different regions of the brain as the neural response develops. The methodology is applied to analyze evoked EEG response to flash visual stimulii to the left and right eye separately. The EEG electrode array is segmented based on bicoherence evolution with time using the mean absolute difference as a measure of dissimilarity. Segment maps confirm the importance of the occipital region in visual processing and demonstrate a link between the frontal and occipital regions during the response. Maps are constructed using bicoherence at bifrequencies that include the alpha band frequency of 8Hz as well as 4 and 20Hz. Differences are observed between responses from the left eye and the right eye, and also between subjects. The methodology shows potential as a neurological functional imaging technique that can be further developed for diagnosis and monitoring using scalp EEG which is less invasive and less expensive than magnetic resonance imaging.

Social signal processing for pain monitoring using a hidden conditional random field

utomatic pain monitoring has the potential to greatly improve patient diagnosis and outcomes by providing a continuous objective measure. One of the most promising methods is to do this via automatically detecting facial expressions. However, current approaches have failed due to their inability to: 1) integrate the rigid and non-rigid head motion into a single feature representation, and 2) incorporate the salient temporal patterns into the classification stage. In this paper, we tackle the first problem by developing a “histogram of facial action units” representation using Active Appearance Model (AAM) face features, and then utilize a Hidden Conditional Random Field (HCRF) to overcome the second issue. We show that both of these methods improve the performance on the task of pain detection in sequence level compared to current state-of-the-art-methods on the UNBC-McMaster Shoulder Pain Archive.

Sex discrimination and non-random sampling in the Australian labour market

Historically a significant gap between male and female wages has existed in the Australian labour market. Indeed this wage differential was institutionalised in the 1912 arbitration decision which determined that the basic female wage would be set at between 54 and 66 per cent of the male wage. More recently however, the 1969 and 1972 Equal Pay Cases determined that male/female wage relativities should be based upon the premise of equal pay for work of equal value. It is important to note that the mere observation that average wages differ between males and females is not sine qua non evidence of sex discrimination. Economists restrict the definition of wage discrimination to cases where two distinct groups receive different average remuneration for reasons unrelated to differences in productivity characteristics. This paper extends previous studies of wage discrimination in Australia (Chapman and Mulvey, 1986; Haig, 1982) by correcting the estimated male/female wage differential for the existence of non-random sampling. Previous Australian estimates of male/female human capital basedwage specifications together with estimates of the corresponding wage differential all suffer from a failure to address this issue. If the sample of females observed to be working does not represent a random sample then the estimates of the male/female wage differential will be both biased and inconsistent.

Implementing green business processes : the importance of functional affordances of information systems

An environmentally sustainable and thus green business process is one that delivers organizational value whilst also exerting a minimal impact on the natural environment. Recent works from the field of Information Systems (IS) have argued that information systems can contribute to the design and implementation of sustainable business processes. While prior research has investigated how information systems can be used in order to support sustainable business practices, there is still a void as to the actual changes that business processes have to undergo in order to become environmentally sustainable, and the specific role that information systems play in enabling this change. In this paper, we provide a conceptualization of environmentally sustainable business processes, and discuss the role of functional affordances of information systems in enabling both incremental and radical changes in order to make processes environmentally sustainable. Our conceptualization is based on (a) a fundamental definition of the concept of environmental sustainability, grounded in two basic components:the environmental source and sink functions of any project or activity, and (b) the concept of functional affordances, which describe the potential uses originating in the material properties of information systems in relation to their use context. In order to illustrate the application of our framework and provide a first evaluation, we analyse two examples from prior research where information systems impacted on the sustainability of business processes.

Configuring processes and business documents : an integrated approach to enterprise systems collaboration

Enterprise Systems (ES) provide standardized, off-theshelf support for operations and management within organizations. With the advent of ES based on a serviceoriented architecture (SOA) and an increasing demand of IT-supported interorganizational collaboration, implementation projects face paradigmatically new challenges. The configuration of ES is costly and error-prone. Dependencies between business processes and business documents are hardly explicit and foster component proliferation instead of reuse. Configurative modeling can support the problem in two ways: First, conceptual modeling abstracts from technical details and provides more intuitive access and overview. Second, configuration allows the projection of variants from master models providing manageable variants with controlled flexibility. We aim at tackling the problem by proposing an integrated model-based framework for configuring both, processes and business documents, on an equal basis; as together, they constitute the core business components of an ES.

Business planning, innovation and performance in nascent firms

Debate about the relationships between business planning and performance has been active for decades (Bhidé, 2000; Mintzberg, 1994). While results have been inconclusive, this topic still strongly divides the research community (Brinckmann et al., 2010; Chwolka & Raith, 2011; Delmar & Shane, 2004; Frese, 2009; Gruber, 2007; Honig & Karlsson, 2004). Previous research explored the relationships between innovation and the venture creation process (Amason et al., 2006, Dewar & Dutton, 1986; Jennings et al., 2009). However, the relationships between business planning and innovation have mostly been invoked indirectly in the strategy and entrepreneurship literatures through the notion of uncertainty surrounding the development of innovation. Some posited that planning may be irrelevant due to the iterative process, the numerous changes innovation development entails and the need to be flexible (Brews & Hunt, 1999). Others suggested that planning may facilitate the achievement of goals and overcoming of obstacles (Locke and Latham, 2000), guide the venture in its allocation of resources (Delmar and Shane, 2003) and help to foster the communication about the innovation being developed (Liao & Welsh, 2008). However, the nature and extents of the relationships between business planning, innovation and performance are still largely unknown. Moreover, if the reasons why ventures should engage (Frese, 2009) –or not- (Honig, 2004) in business planning have been investigated quite extensively (Brinckmann et al., 2010), the specific value of business planning for nascent firms developing innovation is still unclear. The objective of this paper is to shed some light on these important aspects by investigating the two following questions on a large sample of random nascent firms: 1) how is business planning use over time by new ventures developing different types and degrees of innovation? 2) how do business planning and innovation impact the performance of the nascent firms? Methods & Key propositions This PSED-type study draws its data from the first three waves of the CAUSEE project where 30,105 Australian households were randomly contacted by phone using a methodology to capture emerging firms (Davidsson, Steffens, Gordon, Reynolds, 2008). This screening led to the identification of 594 nascent ventures (i.e., firms that were not operating yet at the time of the identification) that were willing to participate in the study. Comprehensive phone interviews were conducted with these 594 ventures. Likewise, two comprehensive follow-ups were organised 12 months and 24 months later where 80% of the eligible cases of the previous wave completed the interview. The questionnaire contains specific sections investigating business plans such as: presence or absence, degree of formality and updates of the plan. Four types of innovation are measured along three degrees of intensity to produce a comprehensive continuous measure ranging from 0 to 12 (Dahlqvist & Wiklund, 2011). Other sections informing on the gestation activities, industry and different types of experiences will be used as controls to measure the relationships and the impacts of business planning and innovation on the performance of nascent firms overtime. Results from two rounds of pre-testing informed the design of the instrument included in the main survey. The three waves of data are used to first test and compare the use of planning amongst nascent firms by their degrees of innovation and then to examine their impact on performance overtime through regression analyses. Results and Implications Three waves of data collection have been completed. Preliminary results show that on average, innovative firms are more likely to have a business plans than their low innovative counterpart. They are also most likely to update their plan suggesting a more continuous use of the plan over time than previously thought. Further analyses regarding the relationships between business planning, innovation and performance are undergoing. This paper is expected to contribute to the literature on business planning and innovation by measuring quantitatively their impact on nascent firms activities and performance at different stages of their development. In addition, this study will shed a new light on the business planning-performance relationship by disentangling plans, types of nascent firms regarding their innovation degres and their performance over time. Finally, we expect to increase the understanding of the venture creation process by analysing those questions on nascent firms from a large longitudinal sample of randomly selected ventures. We acknowledge the results from this study will be preliminary and will have to be interpreted with caution as the business planning-performance is not a straightforward relationship (Brinckmann et al., 2010). Meanwhile, we believe that this study is important to the field of entrepreneurship as it provides some much needed insights on the processes used by nascent firms during their creation and early operating stages.

The rise of birds and mammals: are microevolutionary processes sufficient for macroevolution?

It is a basis of darwinian evolution that the microevolutionary mechanisms that can be studied in the present are sufficient to account for macroevolution. However, this idea needs to be tested explicitly, as highlighted here by the example of the superceding of dinosaurs and pterosaurs by birds and placental mammals that occurred near the Cretaceous/Tertiary boundary approximately 65 million years ago. A major problem for testing the sufficiency of microevolutionary processes is that independent ideas (such as the existence of an extraterrestrial impact, and the extinction of dinosaurs) were linked without the evidence for each idea being evaluated separately. Here, we suggest and discuss five testable models for the times and divergences of modern mammals and birds. Determination of the model that best represents these events will enable the role of microevolutionary mechanisms to be evaluated. The question of the sufficiency of microevolutionary processes for macroevolution is solvable, and available evidence supports an important role for biological processes in the initial decline of dinosaurs and pterosaurs.

A catchment modelling approach integrating surface and groundwater processes, land use and distribution of nutrients : Elimbah Creek, southeast Queensland

As the world’s population is growing, so is the demand for agricultural products. However, natural nitrogen (N) fixation and phosphorus (P) availability cannot sustain the rising agricultural production, thus, the application of N and P fertilisers as additional nutrient sources is common. It is those anthropogenic activities that can contribute high amounts of organic and inorganic nutrients to both surface and groundwaters resulting in degradation of water quality and a possible reduction of aquatic life. In addition, runoff and sewage from urban and residential areas can contain high amounts of inorganic and organic nutrients which may also affect water quality. For example, blooms of the cyanobacterium Lyngbya majuscula along the coastline of southeast Queensland are an indicator of at least short term decreases of water quality. Although Australian catchments, including those with intensive forms of land use, show in general a low export of nutrients compared to North American and European catchments, certain land use practices may still have a detrimental effect on the coastal environment. Numerous studies are reported on nutrient cycling and associated processes on a catchment scale in the Northern Hemisphere. Comparable studies in Australia, in particular in subtropical regions are, however, limited and there is a paucity in the data, in particular for inorganic and organic forms of nitrogen and phosphorus; these nutrients are important limiting factors in surface waters to promote algal blooms. Therefore, the monitoring of N and P and understanding the sources and pathways of these nutrients within a catchment is important in coastal zone management. Although Australia is the driest continent, in subtropical regions such as southeast Queensland, rainfall patterns have a significant effect on runoff and thus the nutrient cycle at a catchment scale. Increasingly, these rainfall patterns are becoming variable. The monitoring of these climatic conditions and the hydrological response of agricultural catchments is therefore also important to reduce the anthropogenic effects on surface and groundwater quality. This study consists of an integrated hydrological–hydrochemical approach that assesses N and P in an environment with multiple land uses. The main aim is to determine the nutrient cycle within a representative coastal catchment in southeast Queensland, the Elimbah Creek catchment. In particular, the investigation confirms the influence associated with forestry and agriculture on N and P forms, sources, distribution and fate in the surface and groundwaters of this subtropical setting. In addition, the study determines whether N and P are subject to transport into the adjacent estuary and thus into the marine environment; also considered is the effect of local topography, soils and geology on N and P sources and distribution. The thesis is structured on four components individually reported. The first paper determines the controls of catchment settings and processes on stream water, riverbank sediment, and shallow groundwater N and P concentrations, in particular during the extended dry conditions that were encountered during the study. Temporal and spatial factors such as seasonal changes, soil character, land use and catchment morphology are considered as well as their effect on controls over distributions of N and P in surface waters and associated groundwater. A total number of 30 surface and 13 shallow groundwater sampling sites were established throughout the catchment to represent dominant soil types and the land use upstream of each sampling location. Sampling comprises five rounds and was conducted over one year between October 2008 and November 2009. Surface water and groundwater samples were analysed for all major dissolved inorganic forms of N and for total N. Phosphorus was determined in the form of dissolved reactive P (predominantly orthophosphate) and total P. In addition, extracts of stream bank sediments and soil grab samples were analysed for these N and P species. Findings show that major storm events, in particular after long periods of drought conditions, are the driving force of N cycling. This is expressed by higher inorganic N concentrations in the agricultural subcatchment compared to the forested subcatchment. Nitrate N is the dominant inorganic form of N in both the surface and groundwaters and values are significantly higher in the groundwaters. Concentrations in the surface water range from 0.03 to 0.34 mg N L..1; organic N concentrations are considerably higher (average range: 0.33 to 0.85 mg N L..1), in particular in the forested subcatchment. Average NO3-N in the groundwater has a range of 0.39 to 2.08 mg N L..1, and organic N averages between 0.07 and 0.3 mg N L..1. The stream bank sediments are dominated by organic N (range: 0.53 to 0.65 mg N L..1), and the dominant inorganic form of N is NH4-N with values ranging between 0.38 and 0.41 mg N L..1. Topography and soils, however, were not to have a significant effect on N and P concentrations in waters. Detectable phosphorus in the surface and groundwaters of the catchment is limited to several locations typically in the proximity of areas with intensive animal use; in soil and sediments, P is negligible. In the second paper, the stable isotopes of N (14N/15N) and H2O (16O/18O and 2H/H) in surface and groundwaters are used to identify sources of dissolved inorganic and organic N in these waters, and to determine their pathways within the catchment; specific emphasis is placed on the relation of forestry and agriculture. Forestry is predominantly concentrated in the northern subcatchment (Beerburrum Creek) while agriculture is mainly found in the southern subcatchment (Six Mile Creek). Results show that agriculture (horticulture, crops, grazing) is the main source of inorganic N in the surface waters of the agricultural subcatchment, and their isotopic signature shows a close link to evaporation processes that may occur during water storage in farm dams that are used for irrigation. Groundwaters are subject to denitrification processes that may result in reduced dissolved inorganic N concentrations. Soil organic matter delivers most of the inorganic N to the surface water in the forested subcatchment. Here, precipitation and subsequently runoff is the main source of the surface waters. Groundwater in this area is affected by agricultural processes. The findings also show that the catchment can attenuate the effects of anthropogenic land use on surface water quality. Riparian strips of natural remnant vegetation, commonly 50 to 100 m in width, act as buffer zones along the drainage lines in the catchment and remove inorganic N from the soil water before it enters the creek. These riparian buffer zones are common in most agricultural catchments of southeast Queensland and are indicated to reduce the impact of agriculture on stream water quality and subsequently on the estuary and marine environments. This reduction is expressed by a significant decrease in DIN concentrations from 1.6 mg N L..1 to 0.09 mg N L..1, and a decrease in the �15N signatures from upstream surface water locations downstream to the outlet of the agricultural subcatchment. Further testing is, however, necessary to confirm these processes. Most importantly, the amount of N that is transported to the adjacent estuary is shown to be negligible. The third and fourth components of the thesis use a hydrological catchment model approach to determine the water balance of the Elimbah Creek catchment. The model is then used to simulate the effects of land use on the water balance and nutrient loads of the study area. The tool that is used is the internationally widely applied Soil and Water Assessment Tool (SWAT). Knowledge about the water cycle of a catchment is imperative in nutrient studies as processes such as rainfall, surface runoff, soil infiltration and routing of water through the drainage system are the driving forces of the catchment nutrient cycle. Long-term information about discharge volumes of the creeks and rivers do, however, not exist for a number of agricultural catchments in southeast Queensland, and such information is necessary to calibrate and validate numerical models. Therefore, a two-step modelling approach was used to calibrate and validate parameters values from a near-by gauged reference catchment as starting values for the ungauged Elimbah Creek catchment. Transposing monthly calibrated and validated parameter values from the reference catchment to the ungauged catchment significantly improved model performance showing that the hydrological model of the catchment of interest is a strong predictor of the water water balance. The model efficiency coefficient EF shows that 94% of the simulated discharge matches the observed flow whereas only 54% of the observed streamflow was simulated by the SWAT model prior to using the validated values from the reference catchment. In addition, the hydrological model confirmed that total surface runoff contributes the majority of flow to the surface water in the catchment (65%). Only a small proportion of the water in the creek is contributed by total base-flow (35%). This finding supports the results of the stable isotopes 16O/18O and 2H/H, which show the main source of water in the creeks is either from local precipitation or irrigation waters delivered by surface runoff; a contribution from the groundwater (baseflow) to the creeks could not be identified using 16O/18O and 2H/H. In addition, the SWAT model calculated that around 68% of the rainfall occurring in the catchment is lost through evapotranspiration reflecting the prevailing long-term drought conditions that were observed prior and during the study. Stream discharge from the forested subcatchment was an order of magnitude lower than discharge from the agricultural Six Mile Creek subcatchment. A change in land use from forestry to agriculture did not significantly change the catchment water balance, however, nutrient loads increased considerably. Conversely, a simulated change from agriculture to forestry resulted in a significant decrease of nitrogen loads. The findings of the thesis and the approach used are shown to be of value to catchment water quality monitoring on a wider scale, in particular the implications of mixed land use on nutrient forms, distributions and concentrations. The study confirms that in the tropics and subtropics the water balance is affected by extended dry periods and seasonal rainfall with intensive storm events. In particular, the comprehensive data set of inorganic and organic N and P forms in the surface and groundwaters of this subtropical setting acquired during the one year sampling program may be used in similar catchment hydrological studies where these detailed information is missing. Also, the study concludes that riparian buffer zones along the catchment drainage system attenuate the transport of nitrogen from agricultural sources in the surface water. Concentrations of N decreased from upstream to downstream locations and were negligible at the outlet of the catchment.

How collaborative technology supports cognitive processes in collaborative process modeling : a capabilities-gains-outcome model

We examine which capabilities technologies provide to support collaborative process modeling. We develop a model that explains how technology capabilities impact cognitive group processes, and how they lead to improved modeling outcomes and positive technology beliefs. We test this model through a free simulation experiment of collaborative process modelers structured around a set of modeling tasks. With our study, we provide an understanding of the process of collaborative process modeling, and detail implications for research and guidelines for the practical design of collaborative process modeling.

3D BPMN airport processes

Video presented as part of ACIS 2009 conference in Melbourne Australia. This movie is a demonstration of the use of 3D Virtual Environments to visualise 3D BPMN Process Models, and in particular, to highlight any issues with the process model that are spatial in nature. This work is part of a paper accepted for the Asia-Pacific Conference on Conceptual Modelling (APCCM 2010) to be held in Brisbane - http://2010.apccm.org/

Personal processes interface mock up

Situated on Youtube, and shown in various locations. In this video we show a 3D mock up of a personal house purchasing process. A path traversal metaphor is used to give a sense of progression along the process stages. The intention is to be able to use console devices like an Xbox to consume business processes. This is so businesses can expose their internal processes to consumers using sophisticated user interfaces. The demonstrator was developed using Microsoft XNA, with assistance from the Suncorp Bank and the Smart Services CRC. More information at: www.bpmve.org