Numerical investigations of linear least squares methods for derivative estimation

The results of a numerical investigation into the errors for least squares estimates of function gradients are presented. The underlying algorithm is obtained by constructing a least squares problem using a truncated Taylor expansion. An error bound associated with this method contains in its numerator terms related to the Taylor series remainder, while its denominator contains the smallest singular value of the least squares matrix. Perhaps for this reason the error bounds are often found to be pessimistic by several orders of magnitude. The circumstance under which these poor estimates arise is elucidated and an empirical correction of the theoretical error bounds is conjectured and investigated numerically. This is followed by an indication of how the conjecture is supported by a rigorous argument.

Linear stern waves in finite depth channels

This paper formulates an analytically tractable problem for the wake generated by a long flat bottom ship by considering the steady free surface flow of an inviscid, incompressible fluid emerging from beneath a semi-infinite rigid plate. The flow is considered to be irrotational and two-dimensional so that classical potential flow methods can be exploited. In addition, it is assumed that the draft of the plate is small compared to the depth of the channel. The linearised problem is solved exactly using a Fourier transform and the Wiener-Hopf technique, and it is shown that there is a family of subcritical solutions characterised by a train of sinusoidal waves on the downstream free surface. The amplitude of these waves decreases as the Froude number increases. Supercritical solutions are also obtained, but, in general, these have infinite vertical velocities at the trailing edge of the plate. Consideration of further terms in the expansions suggests a way of canceling the singularity for certain values of the Froude number.

Bayesian hierarchical models in statistical quality control methods to improve healthcare in hospitals

Quality oriented management systems and methods have become the dominant business and governance paradigm. From this perspective, satisfying customers’ expectations by supplying reliable, good quality products and services is the key factor for an organization and even government. During recent decades, Statistical Quality Control (SQC) methods have been developed as the technical core of quality management and continuous improvement philosophy and now are being applied widely to improve the quality of products and services in industrial and business sectors. Recently SQC tools, in particular quality control charts, have been used in healthcare surveillance. In some cases, these tools have been modified and developed to better suit the health sector characteristics and needs. It seems that some of the work in the healthcare area has evolved independently of the development of industrial statistical process control methods. Therefore analysing and comparing paradigms and the characteristics of quality control charts and techniques across the different sectors presents some opportunities for transferring knowledge and future development in each sectors. Meanwhile considering capabilities of Bayesian approach particularly Bayesian hierarchical models and computational techniques in which all uncertainty are expressed as a structure of probability, facilitates decision making and cost-effectiveness analyses. Therefore, this research investigates the use of quality improvement cycle in a health vii setting using clinical data from a hospital. The need of clinical data for monitoring purposes is investigated in two aspects. A framework and appropriate tools from the industrial context are proposed and applied to evaluate and improve data quality in available datasets and data flow; then a data capturing algorithm using Bayesian decision making methods is developed to determine economical sample size for statistical analyses within the quality improvement cycle. Following ensuring clinical data quality, some characteristics of control charts in the health context including the necessity of monitoring attribute data and correlated quality characteristics are considered. To this end, multivariate control charts from an industrial context are adapted to monitor radiation delivered to patients undergoing diagnostic coronary angiogram and various risk-adjusted control charts are constructed and investigated in monitoring binary outcomes of clinical interventions as well as postintervention survival time. Meanwhile, adoption of a Bayesian approach is proposed as a new framework in estimation of change point following control chart’s signal. This estimate aims to facilitate root causes efforts in quality improvement cycle since it cuts the search for the potential causes of detected changes to a tighter time-frame prior to the signal. This approach enables us to obtain highly informative estimates for change point parameters since probability distribution based results are obtained. Using Bayesian hierarchical models and Markov chain Monte Carlo computational methods, Bayesian estimators of the time and the magnitude of various change scenarios including step change, linear trend and multiple change in a Poisson process are developed and investigated. The benefits of change point investigation is revisited and promoted in monitoring hospital outcomes where the developed Bayesian estimator reports the true time of the shifts, compared to priori known causes, detected by control charts in monitoring rate of excess usage of blood products and major adverse events during and after cardiac surgery in a local hospital. The development of the Bayesian change point estimators are then followed in a healthcare surveillances for processes in which pre-intervention characteristics of patients are viii affecting the outcomes. In this setting, at first, the Bayesian estimator is extended to capture the patient mix, covariates, through risk models underlying risk-adjusted control charts. Variations of the estimator are developed to estimate the true time of step changes and linear trends in odds ratio of intensive care unit outcomes in a local hospital. Secondly, the Bayesian estimator is extended to identify the time of a shift in mean survival time after a clinical intervention which is being monitored by riskadjusted survival time control charts. In this context, the survival time after a clinical intervention is also affected by patient mix and the survival function is constructed using survival prediction model. The simulation study undertaken in each research component and obtained results highly recommend the developed Bayesian estimators as a strong alternative in change point estimation within quality improvement cycle in healthcare surveillances as well as industrial and business contexts. The superiority of the proposed Bayesian framework and estimators are enhanced when probability quantification, flexibility and generalizability of the developed model are also considered. The empirical results and simulations indicate that the Bayesian estimators are a strong alternative in change point estimation within quality improvement cycle in healthcare surveillances. The superiority of the proposed Bayesian framework and estimators are enhanced when probability quantification, flexibility and generalizability of the developed model are also considered. The advantages of the Bayesian approach seen in general context of quality control may also be extended in the industrial and business domains where quality monitoring was initially developed.

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.

Higher-order non-linear analysis of steel structures. Part I : elastic second-order formulation

This paper presents a higher-order beam-column formulation that can capture the geometrically non-linear behaviour of steel framed structures which contain a multiplicity of slender members. Despite advances in computational frame software, analyses of large frames can still be problematic from a numerical standpoint and so the intent of the paper is to fulfil a need for versatile, reliable and efficient non-linear analysis of general steel framed structures with very many members. Following a comprehensive review of numerical frame analysis techniques, a fourth-order element is derived and implemented in an updated Lagrangian formulation, and it is able to predict flexural buckling, snap-through buckling and large displacement post-buckling behaviour of typical structures whose responses have been reported by independent researchers. The solutions are shown to be efficacious in terms of a balance of accuracy and computational expediency. The higher-order element forms a basis for augmenting the geometrically non-linear approach with material non-linearity through the refined plastic hinge methodology described in the companion paper.

Higher-order non-linear analysis of steel structures. Part II : refined plastic hinge formulation

In the companion paper, a fourth-order element formulation in an updated Lagrangian formulation was presented to handle geometric non-linearities. The formulation of the present paper extends this to include material non-linearity by proposing a refined plastic hinge approach to analyse large steel framed structures with many members, for which contemporary algorithms based on the plastic zone approach can be problematic computationally. This concept is an advancement of conventional plastic hinge approaches, as the refined plastic hinge technique allows for gradual yielding, being recognized as distributed plasticity across the element section, a condition of full plasticity, as well as including strain hardening. It is founded on interaction yield surfaces specified analytically in terms of force resultants, and achieves accurate and rapid convergence for large frames for which geometric and material non-linearity are significant. The solutions are shown to be efficacious in terms of a balance of accuracy and computational expediency. In addition to the numerical efficiency, the present versatile approach is able to capture different kinds of material and geometric non-linearities on general applications of steel structures, and thereby it offers an efficacious and accurate means of assessing non-linear behaviour of the structures for engineering practice.

kmth price sealed-bid auctions with general independent values and equilibrium linear mark-ups

A generalised bidding model is developed to calculate a bidder’s expected profit and auctioners expected revenue/payment for both a General Independent Value and Independent Private Value (IPV) kmth price sealed-bid auction (where the mth bidder wins at the kth bid payment) using a linear (affine) mark-up function. The Common Value (CV) assumption, and highbid and lowbid symmetric and asymmetric First Price Auctions and Second Price Auctions are included as special cases. The optimal n bidder symmetric analytical results are then provided for the uniform IPV and CV models in equilibrium. Final comments concern implications, the assumptions involved and prospects for further research.

Novel non-linear elastic structural analysis with generalised transverse element loads using a refined finite element

In the finite element modelling of structural frames, external loads such as wind loads, dead loads and imposed loads usually act along the elements rather than at the nodes only. Conventionally, when an element is subjected to these general transverse element loads, they are usually converted to nodal forces acting at the ends of the elements by either lumping or consistent load approaches. In addition, it is especially important for an element subjected to the first- and second-order elastic behaviour, to which the steel structure is critically prone to; in particular the thin-walled steel structures, when the stocky element section may be generally critical to the inelastic behaviour. In this sense, the accurate first- and second-order elastic displacement solutions of element load effect along an element is vitally crucial, but cannot be simulated using neither numerical nodal nor consistent load methods alone, as long as no equilibrium condition is enforced in the finite element formulation, which can inevitably impair the structural safety of the steel structure particularly. It can be therefore regarded as a unique element load method to account for the element load nonlinearly. If accurate displacement solution is targeted for simulating the first- and second-order elastic behaviour on an element on the basis of sophisticated non-linear element stiffness formulation, the numerous prescribed stiffness matrices must indispensably be used for the plethora of specific transverse element loading patterns encountered. In order to circumvent this shortcoming, the present paper proposes a numerical technique to include the transverse element loading in the non-linear stiffness formulation without numerous prescribed stiffness matrices, and which is able to predict structural responses involving the effect of first-order element loads as well as the second-order coupling effect between the transverse load and axial force in the element. This paper shows that the principle of superposition can be applied to derive the generalized stiffness formulation for element load effect, so that the form of the stiffness matrix remains unchanged with respect to the specific loading patterns, but with only the magnitude of the loading (element load coefficients) being needed to be adjusted in the stiffness formulation, and subsequently the non-linear effect on element loadings can be commensurate by updating the magnitude of element load coefficients through the non-linear solution procedures. In principle, the element loading distribution is converted into a single loading magnitude at mid-span in order to provide the initial perturbation for triggering the member bowing effect due to its transverse element loads. This approach in turn sacrifices the effect of element loading distribution except at mid-span. Therefore, it can be foreseen that the load-deflection behaviour may not be as accurate as those at mid-span, but its discrepancy is still trivial as proved. This novelty allows for a very useful generalised stiffness formulation for a single higher-order element with arbitrary transverse loading patterns to be formulated. Moreover, another significance of this paper is placed on shifting the nodal response (system analysis) to both nodal and element response (sophisticated element formulation). For the conventional finite element method, such as the cubic element, all accurate solutions can be only found at node. It means no accurate and reliable structural safety can be ensured within an element, and as a result, it hinders the engineering applications. The results of the paper are verified using analytical stability function studies, as well as with numerical results reported by independent researchers on several simple frames.

Association between single-nucleotide polymorphisms in growth factor genes and quality of life in men with prostate cancer and the general population

Purpose Improved survival for men with prostate cancer has led to increased attention to factors influencing quality of life (QOL). As protein levels of vascular endothelial growth factor (VEGF) and insulin-like growth factor 1 (IGF-1) have been reported to be associated with QOL in people with cancer, we sought to identify whether single-nucleotide polymorphisms (SNPs) of these genes were associated with QOL in men with prostate cancer. Methods Multiple linear regression of two data sets (including approximately 750 men newly diagnosed with prostate cancer and 550 men from the general population) was used to investigate SNPs of VEGF and IGF-1 (10 SNPs in total) for associations with QOL (measured by the SF-36v2 health survey). Results Men with prostate cancer who carried the minor ‘T’ allele for IGF-1 SNP rs35767 had higher mean Role-Physical scale scores (≥0.3 SD) compared to non-carriers (p < 0.05). While this association was not identified in men from the general population, one IGF-1 SNP rs7965399 was associated with higher mean Bodily Pain scale scores in men from the general population that was not found in men with prostate cancer. Men from the general population who carried the rare ‘C’ allele had higher mean Bodily Pain scale scores (≥0.3 SD) than non-carriers (p < 0.05). Conclusions Through identifying SNPs that are associated with QOL in men with prostate cancer and men from the general population, this study adds to the mapping of complex interrelationships that influence QOL and suggests a role for IGF-I in physical QOL outcomes. Future research may identify biomarkers associated with increased risk of poor QOL that could assist in the provision of pre-emptive support for those identified at risk.

A review on prognostic techniques for non-stationary and non-linear rotating systems

The field of prognostics has attracted significant interest from the research community in recent times. Prognostics enables the prediction of failures in machines resulting in benefits to plant operators such as shorter downtimes, higher operation reliability, reduced operations and maintenance cost, and more effective maintenance and logistics planning. Prognostic systems have been successfully deployed for the monitoring of relatively simple rotating machines. However, machines and associated systems today are increasingly complex. As such, there is an urgent need to develop prognostic techniques for such complex systems operating in the real world. This review paper focuses on prognostic techniques that can be applied to rotating machinery operating under non-linear and non-stationary conditions. The general concept of these techniques, the pros and cons of applying these methods, as well as their applications in the research field are discussed. Finally, the opportunities and challenges in implementing prognostic systems and developing effective techniques for monitoring machines operating under non-stationary and non-linear conditions are also discussed.

Stochastic linear multistep methods for the simulation of chemical kinetics

In this paper, we introduce the Stochastic Adams-Bashforth (SAB) and Stochastic Adams-Moulton (SAM) methods as an extension of the tau-leaping framework to past information. Using the theta-trapezoidal tau-leap method of weak order two as a starting procedure, we show that the k-step SAB method with k >= 3 is order three in the mean and correlation, while a predictor-corrector implementation of the SAM method is weak order three in the mean but only order one in the correlation. These convergence results have been derived analytically for linear problems and successfully tested numerically for both linear and non-linear systems. A series of additional examples have been implemented in order to demonstrate the efficacy of this approach.

A Numerical Solution Using an Adaptively Preconditioned Lanczos Method for a Class of Linear Systems Related with the Fractional Poisson Equation

This study considers the solution of a class of linear systems related with the fractional Poisson equation (FPE) (−∇2)α/2φ=g(x,y) with nonhomogeneous boundary conditions on a bounded domain. A numerical approximation to FPE is derived using a matrix representation of the Laplacian to generate a linear system of equations with its matrix A raised to the fractional power α/2. The solution of the linear system then requires the action of the matrix function f(A)=A−α/2 on a vector b. For large, sparse, and symmetric positive definite matrices, the Lanczos approximation generates f(A)b≈β0Vmf(Tm)e1. This method works well when both the analytic grade of A with respect to b and the residual for the linear system are sufficiently small. Memory constraints often require restarting the Lanczos decomposition; however this is not straightforward in the context of matrix function approximation. In this paper, we use the idea of thick-restart and adaptive preconditioning for solving linear systems to improve convergence of the Lanczos approximation. We give an error bound for the new method and illustrate its role in solving FPE. Numerical results are provided to gauge the performance of the proposed method relative to exact analytic solutions.

Measuring factors that influence the utilisation of preventive care services provided by general practitioners in Australia

Background: Relatively little research attention has been given to the development of standardised and psychometrically sound scales for measuring influences relevant to the utilisation of health services. This study aims to describe the development, validation and internal reliability of some existing and new scales to measure factors that are likely to influence utilisation of preventive care services provided by general practitioners in Australia.----- Methods: Relevant domains of influence were first identified from a literature review and formative research. Items were then generated by using and adapting previously developed scales and published findings from these. The new items and scales were pre-tested and qualitative feedback was obtained from a convenience sample of citizens from the community and a panel of experts. Principal Components Analyses (PCA) and internal reliability testing (Cronbach's alpha) were then conducted for all of the newly adapted or developed scales utilising data collected from a self-administered mailed survey sent to a randomly selected population-based sample of 381 individuals (response rate 65.6 per cent).----- Results: The PCA identified five scales with acceptable levels of internal consistency were: (1) social support (ten items), alpha 0.86; (2) perceived interpersonal care (five items), alpha 0.87, (3) concerns about availability of health care and accessibility to health care (eight items), alpha 0.80, (4) value of good health (five items), alpha 0.79, and (5) attitudes towards health care (three items), alpha 0.75.----- Conclusion The five scales are suitable for further development and more widespread use in research aimed at understanding the determinants of preventive health services utilisation among adults in the general population.

Inducing shades of meaning by matrix methods : a first step towards thematic analysis of opinion

This article explores two matrix methods to induce the ``shades of meaning" (SoM) of a word. A matrix representation of a word is computed from a corpus of traces based on the given word. Non-negative Matrix Factorisation (NMF) and Singular Value Decomposition (SVD) compute a set of vectors corresponding to a potential shade of meaning. The two methods were evaluated based on loss of conditional entropy with respect to two sets of manually tagged data. One set reflects concepts generally appearing in text, and the second set comprises words used for investigations into word sense disambiguation. Results show that for NMF consistently outperforms SVD for inducing both SoM of general concepts as well as word senses. The problem of inducing the shades of meaning of a word is more subtle than that of word sense induction and hence relevant to thematic analysis of opinion where nuances of opinion can arise.

How current pedagogy methods in games teaching in the UK, Australia and the US have been shaped by historical, socio cultural, environmental and political constraints

Crucial to enhancing the status and quality of games teaching in schools is a developed understanding of the teaching strategies adopted by practitioners. In this paper, we will demonstrate that contemporary games‟ teaching is a product of individual, task and environmental constraints (Newell, 1986). More specifically, we will show that current pedagogy in the U.K., Australia and the United States is strongly influenced by historical, socio-cultural environmental and political constraints. In summary, we will aim to answer the question „why do teachers teach games the way they do.‟ In answering this question, we conclude that teacher educators, who are trying to influence pedagogical practice, must understand these potential constraints and provide appropriate pre-service experiences to give future physical education teachers the knowledge, confidence and ability to adopt a range of teaching styles when they become fully fledged teachers. Essential to this process is the need to enable future practitioners to base their pedagogical practice on a sound understanding of contemporary learning theories of skill acquisition.