Novel analytical and numerical methods for solving fractional dynamical systems

During the past three decades, the subject of fractional calculus (that is, calculus of integrals and derivatives of arbitrary order) has gained considerable popularity and importance, mainly due to its demonstrated applications in numerous diverse and widespread fields in science and engineering. For example, fractional calculus has been successfully applied to problems in system biology, physics, chemistry and biochemistry, hydrology, medicine, and finance. In many cases these new fractional-order models are more adequate than the previously used integer-order models, because fractional derivatives and integrals enable the description of the memory and hereditary properties inherent in various materials and processes that are governed by anomalous diffusion. Hence, there is a growing need to find the solution behaviour of these fractional differential equations. However, the analytic solutions of most fractional differential equations generally cannot be obtained. As a consequence, approximate and numerical techniques are playing an important role in identifying the solution behaviour of such fractional equations and exploring their applications. The main objective of this thesis is to develop new effective numerical methods and supporting analysis, based on the finite difference and finite element methods, for solving time, space and time-space fractional dynamical systems involving fractional derivatives in one and two spatial dimensions. A series of five published papers and one manuscript in preparation will be presented on the solution of the space fractional diffusion equation, space fractional advectiondispersion equation, time and space fractional diffusion equation, time and space fractional Fokker-Planck equation with a linear or non-linear source term, and fractional cable equation involving two time fractional derivatives, respectively. One important contribution of this thesis is the demonstration of how to choose different approximation techniques for different fractional derivatives. Special attention has been paid to the Riesz space fractional derivative, due to its important application in the field of groundwater flow, system biology and finance. We present three numerical methods to approximate the Riesz space fractional derivative, namely the L1/ L2-approximation method, the standard/shifted Gr¨unwald method, and the matrix transform method (MTM). The first two methods are based on the finite difference method, while the MTM allows discretisation in space using either the finite difference or finite element methods. Furthermore, we prove the equivalence of the Riesz fractional derivative and the fractional Laplacian operator under homogeneous Dirichlet boundary conditions – a result that had not previously been established. This result justifies the aforementioned use of the MTM to approximate the Riesz fractional derivative. After spatial discretisation, the time-space fractional partial differential equation is transformed into a system of fractional-in-time differential equations. We then investigate numerical methods to handle time fractional derivatives, be they Caputo type or Riemann-Liouville type. This leads to new methods utilising either finite difference strategies or the Laplace transform method for advancing the solution in time. The stability and convergence of our proposed numerical methods are also investigated. Numerical experiments are carried out in support of our theoretical analysis. We also emphasise that the numerical methods we develop are applicable for many other types of fractional partial differential equations.

Stochastic modelling of T cell homeostasis for two competing clonotypes via the master equation

Stochastic models for competing clonotypes of T cells by multivariate, continuous-time, discrete state, Markov processes have been proposed in the literature by Stirk, Molina-París and van den Berg (2008). A stochastic modelling framework is important because of rare events associated with small populations of some critical cell types. Usually, computational methods for these problems employ a trajectory-based approach, based on Monte Carlo simulation. This is partly because the complementary, probability density function (PDF) approaches can be expensive but here we describe some efficient PDF approaches by directly solving the governing equations, known as the Master Equation. These computations are made very efficient through an approximation of the state space by the Finite State Projection and through the use of Krylov subspace methods when evolving the matrix exponential. These computational methods allow us to explore the evolution of the PDFs associated with these stochastic models, and bimodal distributions arise in some parameter regimes. Time-dependent propensities naturally arise in immunological processes due to, for example, age-dependent effects. Incorporating time-dependent propensities into the framework of the Master Equation significantly complicates the corresponding computational methods but here we describe an efficient approach via Magnus formulas. Although this contribution focuses on the example of competing clonotypes, the general principles are relevant to multivariate Markov processes and provide fundamental techniques for computational immunology.

Material yielding by both axial and bending spring stiffness at elevated temperature

Material yielding is typically modeled either by plastic zone or plastic hinge methods under the context of geometric and material nonlinear finite element methods. In fire analysis of steel structures, the plastic zone method is widely used, but it requires extensively more computational efforts. The objective of this paper is to develop the nonlinear material model allowing for interaction of both axial force and bending moment, which relies on the plastic hinge method to achieve numerical efficiency and reduce computational effort. The biggest advantage of the plastic-hinge approach is its computational efficiency and easy verification by the design code formulae of the axial force–moment interaction yield criterion for beam–column members. Further, the method is reliable and robust when used in analysis of practical and large structures. In order to allow for the effect of catenary action, axial thermal expansion is considered in the axial restraint equations. The yield function for material yielding incorporated in the stiffness formulation, which allows for both axial force and bending moment effects, is more accurate and rational to predict the behaviour of the frames under fire. In the present fire analysis, the mechanical properties at elevated temperatures follow mainly the Eurocode 3 [Design of steel structures, Part 1.2: Structural fire design. European Committee for Standisation; 2003]. Example of a tension member at a steady state heating condition is modeled to verify the proposed spring formulation and to compare with results by others. The behaviour of a heated member in a highly redundant structure is also studied by the present approach.

Numerical study of LSF floors made of hollow flange channels in fire

Light gauge steel frame (LSF) floor systems are generally made of lipped channel section joists and lined with gypsum plasterboards to provide adequate fire resistance rating under fire conditions. Recently a new LSF floor system made of welded hollow flange channel (HFC) section was developed and its fire performance was investigated using full scale fire tests. The new floor systems gave higher fire resistance ratings in comparison to conventional LSF floor systems. To avoid expensive and time consuming full scale fire tests, finite element analyses were also performed to simulate the fire performance of LSF floors made of HFC joists using both steady and transient state methods. This paper presents the details of the developed finite element models of HFC joists to simulate the structural fire performance of the LSF floor systems under standard fire conditions. Finite element analyses were performed using the measured time–temperature profiles of the failed joists from the fire tests, and their failure times, temperatures and modes, and deflection versus time curves were obtained. The developed finite element models successfully predicted the structural performance of LSF floors made of HFC joists under fire conditions. They were able to simulate the complex behaviour of thin cold-formed steel joists subjected to non-uniform temperature distributions, and local buckling and yielding effects. This study also confirmed the superior fire performance of the newly developed LSF floors made of HFC joists.

Formal network behaviour analysis using model checking

In this research we modelled computer network devices to ensure their communication behaviours meet various network standards. By modelling devices as finite-state machines and examining their properties in a range of configurations, we discovered a flaw in a common network protocol and produced a technique to improve organisations' network security against data theft.

A fully Bayesian approach to inference for Coxian phase-type distributions with covariate dependent mean

Phase-type distributions represent the time to absorption for a finite state Markov chain in continuous time, generalising the exponential distribution and providing a flexible and useful modelling tool. We present a new reversible jump Markov chain Monte Carlo scheme for performing a fully Bayesian analysis of the popular Coxian subclass of phase-type models; the convenient Coxian representation involves fewer parameters than a more general phase-type model. The key novelty of our approach is that we model covariate dependence in the mean whilst using the Coxian phase-type model as a very general residual distribution. Such incorporation of covariates into the model has not previously been attempted in the Bayesian literature. A further novelty is that we also propose a reversible jump scheme for investigating structural changes to the model brought about by the introduction of Erlang phases. Our approach addresses more questions of inference than previous Bayesian treatments of this model and is automatic in nature. We analyse an example dataset comprising lengths of hospital stays of a sample of patients collected from two Australian hospitals to produce a model for a patient's expected length of stay which incorporates the effects of several covariates. This leads to interesting conclusions about what contributes to length of hospital stay with implications for hospital planning. We compare our results with an alternative classical analysis of these data.

Synthesis of orchestrators from service choreographies

With service interaction modelling, it is customary to distinguish between two types of models: choreographies and orchestrations. A choreography describes interactions within a collection of services from a global perspective, where no service plays a privileged role. Instead, services interact in a peer-to-peer manner. In contrast, an orchestration describes the interactions between one particular service, the orchestrator, and a number of partner services. The main proposition of this work is an approach to bridge these two modelling viewpoints by synthesising orchestrators from choreographies. To start with, choreographies are defined using a simple behaviour description language based on communicating finite state machines. From such a model, orchestrators are initially synthesised in the form of state machines. It turns out that state machines are not suitable for orchestration modelling, because orchestrators generally need to engage in concurrent interactions. To address this issue, a technique is proposed to transform state machines into process models in the Business Process Modelling Notation (BPMN). Orchestrations represented in BPMN can then be augmented with additional business logic to achieve value-adding mediation. In addition, techniques exist for refining BPMN models into executable process definitions. The transformation from state machines to BPMN relies on Petri nets as an intermediary representation and leverages techniques from theory of regions to identify concurrency in the initial Petri net. Once concurrency has been identified, the resulting Petri net is transformed into a BPMN model. The original contributions of this work are: an algorithm to synthesise orchestrators from choreographies and a rules-based transformation from Petri nets into BPMN.

Modelling water droplet movement on a leaf surface

The central aim for the research undertaken in this PhD thesis is the development of a model for simulating water droplet movement on a leaf surface and to compare the model behavior with experimental observations. A series of five papers has been presented to explain systematically the way in which this droplet modelling work has been realised. Knowing the path of the droplet on the leaf surface is important for understanding how a droplet of water, pesticide, or nutrient will be absorbed through the leaf surface. An important aspect of the research is the generation of a leaf surface representation that acts as the foundation of the droplet model. Initially a laser scanner is used to capture the surface characteristics for two types of leaves in the form of a large scattered data set. After the identification of the leaf surface boundary, a set of internal points is chosen over which a triangulation of the surface is constructed. We present a novel hybrid approach for leaf surface fitting on this triangulation that combines Clough-Tocher (CT) and radial basis function (RBF) methods to achieve a surface with a continuously turning normal. The accuracy of the hybrid technique is assessed using numerical experimentation. The hybrid CT-RBF method is shown to give good representations of Frangipani and Anthurium leaves. Such leaf models facilitate an understanding of plant development and permit the modelling of the interaction of plants with their environment. The motion of a droplet traversing this virtual leaf surface is affected by various forces including gravity, friction and resistance between the surface and the droplet. The innovation of our model is the use of thin-film theory in the context of droplet movement to determine the thickness of the droplet as it moves on the surface. Experimental verification shows that the droplet model captures reality quite well and produces realistic droplet motion on the leaf surface. Most importantly, we observed that the simulated droplet motion follows the contours of the surface and spreads as a thin film. In the future, the model may be applied to determine the path of a droplet of pesticide along a leaf surface before it falls from or comes to a standstill on the surface. It will also be used to study the paths of many droplets of water or pesticide moving and colliding on the surface.

Minimising capacitive couplings and distributing copper losses in planar magnetic elements

Planar magnetic elements are becoming a replacement for their conventional rivals. Among the reasons supporting their application, is their smaller size. Taking less bulk in the electronic package is a critical advantage from the manufacturing point of view. The planar structure consists of the PCB copper tracks to generate the desired windings .The windings on each PCB layer could be connected in various ways to other winding layers to produce a series or parallel connection. These windings could be applied coreless or with a core depending on the application in Switched Mode Power Supplies (SMPS). Planar shapes of the tracks increase the effective conduction area in the windings, brings about more inductance compared to the conventional windings with the similar copper loss case. The problem arising from the planar structure of magnetic inductors is the leakage current between the layers generated by a pulse width modulated voltage across the inductor. This current value relies on the capacitive coupling between the layers, which in its turn depends on the physical parameters of the planar scheme. In order to reduce this electrical power dissipation due to the leakage current and Electromagnetic Interference (EMI), reconsideration in the planar structure might be effective. The aim of this research is to address problem of these capacitive coupling in planar layers and to find out a better structure for the planar inductance which offers less total capacitive coupling and thus less thermal dissipation from the leakage currents. Through Finite Element methods (FEM) several simulations have been carried out for various planar structures. The labs prototypes of these structures are built with the similar specification of the simulation cases. The capacitive couplings of the samples are determined with Spectrum Analyser whereby the test analysis verified the simulation results.

Current AI in games : a review

As the graphics race subsides and gamers grow weary of predictable and deterministic game characters, game developers must put aside their “old faithful” finite state machines and look to more advanced techniques that give the users the gaming experience they crave. The next industry breakthrough will be with characters that behave realistically and that can learn and adapt, rather than more polygons, higher resolution textures and more frames-per-second. This paper explores the various artificial intelligence techniques that are currently being used by game developers, as well as techniques that are new to the industry. The techniques covered in this paper are finite state machines, scripting, agents, flocking, fuzzy logic and fuzzy state machines decision trees, neural networks, genetic algorithms and extensible AI. This paper introduces each of these technique, explains how they can be applied to games and how commercial games are currently making use of them. Finally, the effectiveness of these techniques and their future role in the industry are evaluated.

Elements pour adapter les systemes de recherche d'information aux dyslexiques [Elements to adapt information retrieval systems to dyslexic users]

RÉSUMÉ. La prise en compte des troubles de la communication dans l’utilisation des systèmes de recherche d’information tels qu’on peut en trouver sur le Web est généralement réalisée par des interfaces utilisant des modalités n’impliquant pas la lecture et l’écriture. Peu d’applications existent pour aider l’utilisateur en difficulté dans la modalité textuelle. Nous proposons la prise en compte de la conscience phonologique pour assister l’utilisateur en difficulté d’écriture de requêtes (dysorthographie) ou de lecture de documents (dyslexie). En premier lieu un système de réécriture et d’interprétation des requêtes entrées au clavier par l’utilisateur est proposé : en s’appuyant sur les causes de la dysorthographie et sur les exemples à notre disposition, il est apparu qu’un système combinant une approche éditoriale (type correcteur orthographique) et une approche orale (système de transcription automatique) était plus approprié. En second lieu une méthode d’apprentissage automatique utilise des critères spécifiques , tels que la cohésion grapho-phonémique, pour estimer la lisibilité d’une phrase, puis d’un texte. ABSTRACT. Most applications intend to help disabled users in the information retrieval process by proposing non-textual modalities. This paper introduces specific parameters linked to phonological awareness in the textual modality. This will enhance the ability of systems to deal with orthographic issues and with the adaptation of results to the reader when for example the reader is dyslexic. We propose a phonology based sentence level rewriting system that combines spelling correction, speech synthesis and automatic speech recognition. This has been evaluated on a corpus of questions we get from dyslexic children. We propose a specific sentence readability measure that involves phonetic parameters such as grapho-phonemic cohesion. This has been learned on a corpus of reading time of sentences read by dyslexic children.

An infinite-horizon robust filter for uncertain hidden Markov Models with conditional relative entropy constraints

We consider a robust filtering problem for uncertain discrete-time, homogeneous, first-order, finite-state hidden Markov models (HMMs). The class of uncertain HMMs considered is described by a conditional relative entropy constraint on measures perturbed from a nominal regular conditional probability distribution given the previous posterior state distribution and the latest measurement. Under this class of perturbations, a robust infinite horizon filtering problem is first formulated as a constrained optimization problem before being transformed via variational results into an unconstrained optimization problem; the latter can be elegantly solved using a risk-sensitive information-state based filtering.

A novel quadratic Edge-based Smoothed Conforming Point Interpolation Method (ES-CPIM) for elasticity problems

his paper formulates an edge-based smoothed conforming point interpolation method (ES-CPIM) for solid mechanics using the triangular background cells. In the ES-CPIM, a technique for obtaining conforming PIM shape functions (CPIM) is used to create a continuous and piecewise quadratic displacement field over the whole problem domain. The smoothed strain field is then obtained through smoothing operation over each smoothing domain associated with edges of the triangular background cells. The generalized smoothed Galerkin weak form is then used to create the discretized system equations. Numerical studies have demonstrated that the ES-CPIM possesses the following good properties: (1) ES-CPIM creates conforming quadratic PIM shape functions, and can always pass the standard patch test; (2) ES-CPIM produces a quadratic displacement field without introducing any additional degrees of freedom; (3) The results of ES-CPIM are generally of very high accuracy.

Solving tri-diagonal linear systems using field programmable gate arrays

In this paper, we present the outcomes of a project on the exploration of the use of Field Programmable Gate Arrays(FPGAs) as co-processors for scientific computation. We designed a custom circuit for the pipelined solving of multiple tri-diagonal linear systems. The design is well suited for applications that require many independent tri diagonal system solves, such as finite difference methods for solving PDEs or applications utilising cubic spline interpolation. The selected solver algorithm was the Tri Diagonal Matrix Algorithm (TDMA or Thomas Algorithm). Our solver supports user specified precision thought the use of a custom floating point VHDL library supporting addition, subtraction, multiplication and division. The variable precision TDMA solver was tested for correctness in simulation mode. The TDMA pipeline was tested successfully in hardware using a simplified solver model. The details of implementation, the limitations, and future work are also discussed.