A variable stepsize implementation for stochastic differential equations

Stochastic differential equations (SDEs) arise from physical systems where the parameters describing the system can only be estimated or are subject to noise. Much work has been done recently on developing higher order Runge-Kutta methods for solving SDEs numerically. Fixed stepsize implementations of numerical methods have limitations when, for example, the SDE being solved is stiff as this forces the stepsize to be very small. This paper presents a completely general variable stepsize implementation of an embedded Runge Kutta pair for solving SDEs numerically; in this implementation, there is no restriction on the value used for the stepsize, and it is demonstrated that the integration remains on the correct Brownian path.

Adams-Type Methods for the Numerical Solution of Stochastic Ordinary Differential Equations

Stochastic differential equations (SDEs) arise fi om physical systems where the parameters describing the system can only be estimated or are subject to noise. There has been much work done recently on developing numerical methods for solving SDEs. This paper will focus on stability issues and variable stepsize implementation techniques for numerically solving SDEs effectively. (C) 2000 Elsevier Science B.V. All rights reserved.

Optimal catalyst thickness in titanium dioxide fixed film reactors: Mathematical modelling and experimental validation

The use of immobilised TiO2 for the purification of polluted water streams introduces the necessity to evaluate the effect of mechanisms such as the transport of pollutants from the bulk of the liquid to the catalyst surface and the transport phenomena inside the porous film. Experimental results of the effects of film thickness on the observed reaction rate for both liquid-side and support-side illumination are here compared with the predictions of a one-dimensional mathematical model of the porous photocatalytic slab. Good agreement was observed between the experimentally obtained photodegradation of phenol and its by-products, and the corresponding model predictions. The results have confirmed that an optimal catalyst thickness exists and, for the films employed here, is 5 μm. Furthermore, the modelling results have highlighted the fact that porosity, together with the intrinsic reaction kinetics are the parameters controlling the photocatalytic activity of the film. The former by influencing transport phenomena and light absorption characteristics, the latter by naturally dictating the rate of reaction.

Further development of discrete computational techniques for calculation of restricted diffusion propagators in porous media

Magnetic resonance is a well-established tool for structural characterisation of porous media. Features of pore-space morphology can be inferred from NMR diffusion-diffraction plots or the time-dependence of the apparent diffusion coefficient. Diffusion NMR signal attenuation can be computed from the restricted diffusion propagator, which describes the distribution of diffusing particles for a given starting position and diffusion time. We present two techniques for efficient evaluation of restricted diffusion propagators for use in NMR porous-media characterisation. The first is the Lattice Path Count (LPC). Its physical essence is that the restricted diffusion propagator connecting points A and B in time t is proportional to the number of distinct length-t paths from A to B. By using a discrete lattice, the number of such paths can be counted exactly. The second technique is the Markov transition matrix (MTM). The matrix represents the probabilities of jumps between every pair of lattice nodes within a single timestep. The propagator for an arbitrary diffusion time can be calculated as the appropriate matrix power. For periodic geometries, the transition matrix needs to be defined only for a single unit cell. This makes MTM ideally suited for periodic systems. Both LPC and MTM are closely related to existing computational techniques: LPC, to combinatorial techniques; and MTM, to the Fokker-Planck master equation. The relationship between LPC, MTM and other computational techniques is briefly discussed in the paper. Both LPC and MTM perform favourably compared to Monte Carlo sampling, yielding highly accurate and almost noiseless restricted diffusion propagators. Initial tests indicate that their computational performance is comparable to that of finite element methods. Both LPC and MTM can be applied to complicated pore-space geometries with no analytic solution. We discuss the new methods in the context of diffusion propagator calculation in porous materials and model biological tissues.

Estimating link-dependent origin-destination matrices from sample trajectories and traffic counts

In transport networks, Origin-Destination matrices (ODM) are classically estimated from road traffic counts whereas recent technologies grant also access to sample car trajectories. One example is the deployment in cities of Bluetooth scanners that measure the trajectories of Bluetooth equipped cars. Exploiting such sample trajectory information, the classical ODM estimation problem is here extended into a link-dependent ODM (LODM) one. This much larger size estimation problem is formulated here in a variational form as an inverse problem. We develop a convex optimization resolution algorithm that incorporates network constraints. We study the result of the proposed algorithm on simulated network traffic.

Estimating link-dependent origin-destination matrices from sample trajectories and traffic counts

Origin-Destination matrices (ODM) estimation can benefits of the availability of sample trajectories which can be measured thanks to recent technologies. This paper focus on the case of transport networks where traffic counts are measured by magnetic loops and sample trajectories available. An example of such network is the city of Brisbane, where Bluetooth detectors are now operating. This additional data source is used to extend the classical ODM estimation to a link-specific ODM (LODM) one using a convex optimisation resolution that incorporates networks constraints as well. The proposed algorithm is assessed on a simulated network.

Compositional agent-based models for electricity distribution networks

This thesis presents a novel approach to building large-scale agent-based models of networked physical systems using a compositional approach to provide extensibility and flexibility in building the models and simulations. A software framework (MODAM - MODular Agent-based Model) was implemented for this purpose, and validated through simulations. These simulations allow assessment of the impact of technological change on the electricity distribution network looking at the trajectories of electricity consumption at key locations over many years.

Intuitive interaction in a mixed reality system

Tangible physical systems are more intuitive than Intangible virtual Systems. Mixed reality systems are considered as an alternative to virtual systems, bringing advantages of tangible systems into an interaction. However, past research has mainly focussed on technical aspects of incorporating pervasive-ness and immersive-ness in the virtual systems. This paper reports on an empirical study of intuitive Interaction in a Mixed Reality game system for children and the design aspects that could facilitate intuitive Interaction in such systems. A related samples Friedman’s test showed that the Mixed Reality game system demonstrated more intuitive interactions than non-intuitive Interactions. A linear regression analysis further established that the variation in intuitive Interaction in the Mixed Reality system could be statistically significantly explained primarily by physical affordances offered by the Mixed Reality system and to a lesser extent by the perceived affordances in the system. Design guidelines to develop intuitive Mixed Reality systems are discussed. These guidelines should allow designers to exploit the wonders of advances in technology and at the same time allow users to directly interact with the physical real world. This will allow users to access maximal physical affordances, which are primary contributors to intuitive interaction in Tangible and Mixed Reality systems.

Intelligent physical modelling systems - Why?

“What did you think you were doing?” Was the question posed by the conference organizers to me as the inventor and constructor of the first working Tangible Interfaces over 40 years ago. I think the question was intended to encourage me to talk about the underlying ideas and intentionality rather than describe an endless sequence of electronic bricks and that is what I shall do in this presentation. In the sixties the prevalent idea for a graphics interface was an analogue with sketching which was to somehow be understood by the computer as three dimensional form. I rebelled against this notion for reasons which I will explain in the presentation and instead came up with tangible physical three dimensional intelligent objects. I called these first prototypes “Intelligent Physical Modelling Systems” which is a really dumb name for an obvious concept. I am eternally grateful to Hiroshi Ishii for coining the term “Tangible User Interfaces” - the same idea but with a much smarter name. Another motivator was user involvement in the design process, and that led to the Generator (1979) project with Cedric Price for the world’s first intelligent building capable of organizing itself in response to the appetites of the users. The working model of that project is in MoMA. And the same motivation led to a self builders design kit (1980) for Walter Segal which facilitated self-builders to design their own houses. And indeed as the organizer’s question implied, the motivation and intentionality of these projects developed over the years in step with advancing technology. The speaker will attempt to articulate these changes with medical, psychological and educational examples. Much of this later work indeed stemming from the Media Lab where we are talking. Related topics such as “tangible thinking” and “intelligent teacups” will be introduced and the presentation will end with some speculations for the future. The presentation will be given against a background of images of early prototypes many of which have never been previously published.

The power of hands-on exercises in SCADA cyber security education

For decades Supervisory Control and Data Acquisition (SCADA) and Industrial Control Systems (ICS) have used computers to monitor and control physical processes in many critical industries, including electricity generation, gas pipelines, water distribution, waste treatment, communications and transportation. Increasingly these systems are interconnected with corporate networks via the Internet, making them vulnerable and exposed to the same risks as those experiencing cyber-attacks on a conventional network. Very often SCADA networks services are viewed as a specialty subject, more relevant to engineers than standard IT personnel. Educators from two Australian universities have recognised these cultural issues and highlighted the gap between specialists with SCADA systems engineering skills and the specialists in network security with IT background. This paper describes a learning approach designed to help students to bridge this gap, gain theoretical knowledge of SCADA systems' vulnerabilities to cyber-attacks via experiential learning and acquire practical skills through actively participating in hands-on exercises.

Crisis on impact : responding to cyber attacks on critical information infrastructures

In the developing digital economy, the notion of traditional attack on enterprises of national significance or interest has transcended into different modes of electronic attack, surpassing accepted traditional forms of physical attack upon a target. The terrorist attacks that took place in the United States on September 11, 2001 demonstrated the physical devastation that could occur if any nation were the target of a large-scale terrorist attack. Therefore, there is a need to protect criticalnational infrastructure and critical information infrastructure. In particular,this protection is crucial for the proper functioning of a modern society and for a government to fulfill one of its most important prerogatives – namely, the protection of its people. Computer networks have many benefits that governments, corporations, and individuals alike take advantage of in order to promote and perform their duties and roles. Today, there is almost complete dependence on private sector telecommunication infrastructures and the associated computer hardware and software systems.1 These infrastructures and systems even support government and defense activity.2 This Article discusses possible attacks on critical information infrastructures and the government reactions to these attacks.

Determination of particle concentration in the breathing zone for four different types of office ventilation systems

Many factors affect the airflow patterns, thermal comfort, contaminant removal efficiency and indoor air quality at individual workstations in office buildings. In this study, four ventilation systems were used in a test chamber designed to represent an area of a typical office building floor and reproduce the real characteristics of a modern office space. Measurements of particle concentration and thermal parameters (temperature and velocity) were carried out for each of the following types of ventilation systems: a) conventional air distribution system with ceiling supply and return; b) conventional air distribution system with ceiling supply and return near the floor; c) underfloor air distribution system; and d) split system. The measurements aimed to analyse the particle removal efficiency in the breathing zone and the impact of particle concentration on an individual at the workstation. The efficiency of the ventilation system was analysed by measuring particle size and concentration, ventilation effectiveness and the Indoor/Outdoor ratio. Each ventilation system showed different airflow patterns and the efficiency of each ventilation system in the removal of the particles in the breathing zone showed no correlation with particle size and the various methods of analyses used.