Exact series solutions of reactive transport models with general initial conditions

Exact solutions of partial differential equation models describing the transport and decay of single and coupled multispecies problems can provide insight into the fate and transport of solutes in saturated aquifers. Most previous analytical solutions are based on integral transform techniques, meaning that the initial condition is restricted in the sense that the choice of initial condition has an important impact on whether or not the inverse transform can be calculated exactly. In this work we describe and implement a technique that produces exact solutions for single and multispecies reactive transport problems with more general, smooth initial conditions. We achieve this by using a different method to invert a Laplace transform which produces a power series solution. To demonstrate the utility of this technique, we apply it to two example problems with initial conditions that cannot be solved exactly using traditional transform techniques.

Mathematical modelling of fumigant transport in stored grain

Computational fluid dynamics, analytical solutions, and mathematical modelling approaches are used to gain insights into the distribution of fumigant gas within farm-scale, grain storage silos. Both fan-forced and tablet fumigation are considered in this work, which develops new models for use by researchers, primary producers and silo manufacturers to assist in the eradication grain storage pests.

Bayesian models for spatio-temporal assessment of disease

This thesis has contributed to the advancement of knowledge in disease modelling by addressing interesting and crucial issues relevant to modelling health data over space and time. The research has led to the increased understanding of spatial scales, temporal scales, and spatial smoothing for modelling diseases, in terms of their methodology and applications. This research is of particular significance to researchers seeking to employ statistical modelling techniques over space and time in various disciplines. A broad class of statistical models are employed to assess what impact of spatial and temporal scales have on simulated and real data.

An investigation of the impact of various geographical scales for the specification of spatial dependence

Ecological studies are based on characteristics of groups of individuals, which are common in various disciplines including epidemiology. It is of great interest for epidemiologists to study the geographical variation of a disease by accounting for the positive spatial dependence between neighbouring areas. However, the choice of scale of the spatial correlation requires much attention. In view of a lack of studies in this area, this study aims to investigate the impact of differing definitions of geographical scales using a multilevel model. We propose a new approach -- the grid-based partitions and compare it with the popular census region approach. Unexplained geographical variation is accounted for via area-specific unstructured random effects and spatially structured random effects specified as an intrinsic conditional autoregressive process. Using grid-based modelling of random effects in contrast to the census region approach, we illustrate conditions where improvements are observed in the estimation of the linear predictor, random effects, parameters, and the identification of the distribution of residual risk and the aggregate risk in a study region. The study has found that grid-based modelling is a valuable approach for spatially sparse data while the SLA-based and grid-based approaches perform equally well for spatially dense data.

Bayesian hierarchical models for analysing spatial point-based data at a grid level: A comparison of approaches

Spatial data are now prevalent in a wide range of fields including environmental and health science. This has led to the development of a range of approaches for analysing patterns in these data. In this paper, we compare several Bayesian hierarchical models for analysing point-based data based on the discretization of the study region, resulting in grid-based spatial data. The approaches considered include two parametric models and a semiparametric model. We highlight the methodology and computation for each approach. Two simulation studies are undertaken to compare the performance of these models for various structures of simulated point-based data which resemble environmental data. A case study of a real dataset is also conducted to demonstrate a practical application of the modelling approaches. Goodness-of-fit statistics are computed to compare estimates of the intensity functions. The deviance information criterion is also considered as an alternative model evaluation criterion. The results suggest that the adaptive Gaussian Markov random field model performs well for highly sparse point-based data where there are large variations or clustering across the space; whereas the discretized log Gaussian Cox process produces good fit in dense and clustered point-based data. One should generally consider the nature and structure of the point-based data in order to choose the appropriate method in modelling a discretized spatial point-based data.

A pseudo-marginal sequential Monte Carlo algorithm for random effects models in Bayesian sequential design

A computationally efficient sequential Monte Carlo algorithm is proposed for the sequential design of experiments for the collection of block data described by mixed effects models. The difficulty in applying a sequential Monte Carlo algorithm in such settings is the need to evaluate the observed data likelihood, which is typically intractable for all but linear Gaussian models. To overcome this difficulty, we propose to unbiasedly estimate the likelihood, and perform inference and make decisions based on an exact-approximate algorithm. Two estimates are proposed: using Quasi Monte Carlo methods and using the Laplace approximation with importance sampling. Both of these approaches can be computationally expensive, so we propose exploiting parallel computational architectures to ensure designs can be derived in a timely manner. We also extend our approach to allow for model uncertainty. This research is motivated by important pharmacological studies related to the treatment of critically ill patients.

The subordinated processes controlled by a family of subordinators and corresponding Fokker-Planck type equations

In this work, we consider subordinated processes controlled by a family of subordinators which consist of a power function of a time variable and a negative power function of an α-stable random variable. The effect of parameters in the subordinators on the subordinated process is discussed. By suitable variable substitutions and the Laplace transform technique, the corresponding fractional Fokker–Planck-type equations are derived. We also compute their mean square displacements in a free force field. By choosing suitable ranges of parameters, the resulting subordinated processes may be subdiffusive, normal diffusive or superdiffusive

Methods for constructing uncertainty intervals for queries of Bayesian nets

In this paper the issue of finding uncertainty intervals for queries in a Bayesian Network is reconsidered. The investigation focuses on Bayesian Nets with discrete nodes and finite populations. An earlier asymptotic approach is compared with a simulation-based approach, together with further alternatives, one based on a single sample of the Bayesian Net of a particular finite population size, and another which uses expected population sizes together with exact probabilities. We conclude that a query of a Bayesian Net should be expressed as a probability embedded in an uncertainty interval. Based on an investigation of two Bayesian Net structures, the preferred method is the simulation method. However, both the single sample method and the expected sample size methods may be useful and are simpler to compute. Any method at all is more useful than none, when assessing a Bayesian Net under development, or when drawing conclusions from an ‘expert’ system.

A directed continuous time random walk model with jump length depending on waiting time

In continuum one-dimensional space, a coupled directed continuous time random walk model is proposed, where the random walker jumps toward one direction and the waiting time between jumps affects the subsequent jump. In the proposed model, the Laplace-Laplace transform of the probability density function P(x,t) of finding the walker at position at time is completely determined by the Laplace transform of the probability density function φ(t) of the waiting time. In terms of the probability density function of the waiting time in the Laplace domain, the limit distribution of the random process and the corresponding evolving equations are derived.

Flow field and traverse times for fan forced injection of fumigant via circular or annular inlet into stored grain

Fan forced injection of phosphine gas fumigant into stored grain is a common method to treat infestation by insects. For low injection velocities the transport of fumigant can be modelled as Darcy flow in a porous medium where the gas pressure satisfies Laplace's equation. Using this approach, a closed form series solution is derived for the pressure, velocity and streamlines in a cylindrically stored grain bed with either a circular or annular inlet, from which traverse times are numerically computed. A leading order closed form expression for the traverse time is also obtained and found to be reasonable for inlet configurations close to the central axis of the grain storage. Results are interpreted for the case of a representative 6m high farm wheat store, where the time to advect the phosphine to almost the entire grain bed is found to be approximately one hour.

A semi-analytical solution for multilayer diffusion in a composite medium consisting of a large number of layers

Diffusion in a composite slab consisting of a large number of layers provides an ideal prototype problem for developing and analysing two-scale modelling approaches for heterogeneous media. Numerous analytical techniques have been proposed for solving the transient diffusion equation in a one-dimensional composite slab consisting of an arbitrary number of layers. Most of these approaches, however, require the solution of a complex transcendental equation arising from a matrix determinant for the eigenvalues that is difficult to solve numerically for a large number of layers. To overcome this issue, in this paper, we present a semi-analytical method based on the Laplace transform and an orthogonal eigenfunction expansion. The proposed approach uses eigenvalues local to each layer that can be obtained either explicitly, or by solving simple transcendental equations. The semi-analytical solution is applicable to both perfect and imperfect contact at the interfaces between adjacent layers and either Dirichlet, Neumann or Robin boundary conditions at the ends of the slab. The solution approach is verified for several test cases and is shown to work well for a large number of layers. The work is concluded with an application to macroscopic modelling where the solution of a fine-scale multilayered medium consisting of two hundred layers is compared against an “up-scaled” variant of the same problem involving only ten layers.