A framework for testing robust autonomy of UAS during design and certification

As the number of Uninhabited Airborne Systems (UAS) proliferates in civil applications, industry is increasingly putting pressure on regulation authorities to provide a path for certification and allow UAS integration into regulated airspace. The success of this integration depends on developments in improved UAS reliability and safety, regulations for certification, and technologies for operational performance and safety assessment. This paper focusses on the last topic and describes a framework for quantifying robust autonomy of UAS, which quantifies the system's ability to either continue operating in the presence of faults or safely shut down. Two figures of merit are used to evaluate vehicle performance relative to mission requirements and the consequences of autonomous decision making in motion control and guidance systems. These figures of merit are interpreted within a probabilistic framework, which extends previous work in the literature. The valuation of the figures of merit can be done using stochastic simulation scenarios during both vehicle development and certification stages with different degrees of integration of hardware-in-the-loop simulation technology. The objective of the proposed framework is to aid in decision making about the suitability of a vehicle with respect to safety and reliability relative to mission requirements.

Interrupting malaria transmission: quantifying the impact of interventions in regions of low to moderate transmission

Malaria has been eliminated from over 40 countries with an additional 39 currently planning for, or committed to, elimination. Information on the likely impact of available interventions, and the required time, is urgently needed to help plan resource allocation. Mathematical modelling has been used to investigate the impact of various interventions; the strength of the conclusions is boosted when several models with differing formulation produce similar data. Here we predict by using an individual-based stochastic simulation model of seasonal Plasmodium falciparum transmission that transmission can be interrupted and parasite reintroductions controlled in villages of 1,000 individuals where the entomological inoculation rate is <7 infectious bites per person per year using chemotherapy and bed net strategies. Above this transmission intensity bed nets and symptomatic treatment alone were not sufficient to interrupt transmission and control the importation of malaria for at least 150 days. Our model results suggest that 1) stochastic events impact the likelihood of successfully interrupting transmission with large variability in the times required, 2) the relative reduction in morbidity caused by the interventions were age-group specific, changing over time, and 3) the post-intervention changes in morbidity were larger than the corresponding impact on transmission. These results generally agree with the conclusions from previously published models. However the model also predicted changes in parasite population structure as a result of improved treatment of symptomatic individuals; the survival probability of introduced parasites reduced leading to an increase in the prevalence of sub-patent infections in semi-immune individuals. This novel finding requires further investigation in the field because, if confirmed, such a change would have a negative impact on attempts to eliminate the disease from areas of moderate transmission.

5-year Chlamydia vaccination programme could reverse disease-related koala population decline: Predictions from a mathematical model using field data

BACKGROUND Many koala populations around Australia are in serious decline, with a substantial component of this decline in some Southeast Queensland populations attributed to the impact of Chlamydia. A Chlamydia vaccine for koalas is in development and has shown promise in early trials. This study contributes to implementation preparedness by simulating vaccination strategies designed to reverse population decline and by identifying which age and sex category it would be most effective to target. METHODS We used field data to inform the development and parameterisation of an individual-based stochastic simulation model of a koala population endemic with Chlamydia. The model took into account transmission, morbidity and mortality caused by Chlamydia infections. We calibrated the model to characteristics of typical Southeast Queensland koala populations. As there is uncertainty about the effectiveness of the vaccine in real-world settings, a variety of potential vaccine efficacies, half-lives and dosing schedules were simulated. RESULTS Assuming other threats remain constant, it is expected that current population declines could be reversed in around 5-6 years if female koalas aged 1-2 years are targeted, average vaccine protective efficacy is 75%, and vaccine coverage is around 10% per year. At lower vaccine efficacies the immunological effects of boosting become important: at 45% vaccine efficacy population decline is predicted to reverse in 6 years under optimistic boosting assumptions but in 9 years under pessimistic boosting assumptions. Terminating a successful vaccination programme at 5 years would lead to a rise in Chlamydia prevalence towards pre-vaccination levels. CONCLUSION For a range of vaccine efficacy levels it is projected that population decline due to endemic Chlamydia can be reversed under realistic dosing schedules, potentially in just 5 years. However, a vaccination programme might need to continue indefinitely in order to maintain Chlamydia prevalence at a sufficiently low level for population growth to continue.

Stochastic models and simulation of ion channel dynamics

The behaviour of ion channels within cardiac and neuronal cells is intrinsically stochastic in nature. When the number of channels is small this stochastic noise is large and can have an impact on the dynamics of the system which is potentially an issue when modelling small neurons and drug block in cardiac cells. While exact methods correctly capture the stochastic dynamics of a system they are computationally expensive, restricting their inclusion into tissue level models and so approximations to exact methods are often used instead. The other issue in modelling ion channel dynamics is that the transition rates are voltage dependent, adding a level of complexity as the channel dynamics are coupled to the membrane potential. By assuming that such transition rates are constant over each time step, it is possible to derive a stochastic differential equation (SDE), in the same manner as for biochemical reaction networks, that describes the stochastic dynamics of ion channels. While such a model is more computationally efficient than exact methods we show that there are analytical problems with the resulting SDE as well as issues in using current numerical schemes to solve such an equation. We therefore make two contributions: develop a different model to describe the stochastic ion channel dynamics that analytically behaves in the correct manner and also discuss numerical methods that preserve the analytical properties of the model.

Numerical simulation of stochastic ordinary differential equations in biomathematical modelling

In this work we discuss the effects of white and coloured noise perturbations on the parameters of a mathematical model of bacteriophage infection introduced by Beretta and Kuang in [Math. Biosc. 149 (1998) 57]. We numerically simulate the strong solutions of the resulting systems of stochastic ordinary differential equations (SDEs), with respect to the global error, by means of numerical methods of both Euler-Taylor expansion and stochastic Runge-Kutta type.

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 stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems

In order to simulate stiff biochemical reaction systems, an explicit exponential Euler scheme is derived for multidimensional, non-commutative stochastic differential equations with a semilinear drift term. The scheme is of strong order one half and A-stable in mean square. The combination with this and the projection method shows good performance in numerical experiments dealing with an alternative formulation of the chemical Langevin equation for a human ether a-go-go related gene ion channel mode

One practical algorithm for both stochastic and adversarial bandits

We present an algorithm for multiarmed bandits that achieves almost optimal performance in both stochastic and adversarial regimes without prior knowledge about the nature of the environment. Our algorithm is based on augmentation of the EXP3 algorithm with a new control lever in the form of exploration parameters that are tailored individually for each arm. The algorithm simultaneously applies the “old” control lever, the learning rate, to control the regret in the adversarial regime and the new control lever to detect and exploit gaps between the arm losses. This secures problem-dependent “logarithmic” regret when gaps are present without compromising on the worst-case performance guarantee in the adversarial regime. We show that the algorithm can exploit both the usual expected gaps between the arm losses in the stochastic regime and deterministic gaps between the arm losses in the adversarial regime. The algorithm retains “logarithmic” regret guarantee in the stochastic regime even when some observations are contaminated by an adversary, as long as on average the contamination does not reduce the gap by more than a half. Our results for the stochastic regime are supported by experimental validation.

Predicting tours and probabilistic simulation for BKZ lattice reduction algorithm

We investigate the terminating concept of BKZ reduction first introduced by Hanrot et al. [Crypto'11] and make extensive experiments to predict the number of tours necessary to obtain the best possible trade off between reduction time and quality. Then, we improve Buchmann and Lindner's result [Indocrypt'09] to find sub-lattice collision in SWIFFT. We illustrate that further improvement in time is possible through special setting of SWIFFT parameters and also through the combination of different reduction parameters adaptively. Our contribution also include a probabilistic simulation approach top-up deterministic simulation described by Chen and Nguyen [Asiacrypt'11] that can able to predict the Gram-Schmidt norms more accurately for large block sizes.

A heterogeneous computing approach to simulation of the Heston Stochastic Volatility Model

Stochastic volatility models are of fundamental importance to the pricing of derivatives. One of the most commonly used models of stochastic volatility is the Heston Model in which the price and volatility of an asset evolve as a pair of coupled stochastic differential equations. The computation of asset prices and volatilities involves the simulation of many sample trajectories with conditioning. The problem is treated using the method of particle filtering. While the simulation of a shower of particles is computationally expensive, each particle behaves independently making such simulations ideal for massively parallel heterogeneous computing platforms. In this paper, we present our portable Opencl implementation of the Heston model and discuss its performance and efficiency characteristics on a range of architectures including Intel cpus, Nvidia gpus, and Intel Many-Integrated-Core (mic) accelerators.

Automatic wildfire detection and simulation using optical information from unmanned aerial systems

In many parts of the world, uncontrolled fires in sparsely populated areas are a major concern as they can quickly grow into large and destructive conflagrations in short time spans. Detecting these fires has traditionally been a job for trained humans on the ground, or in the air. In many cases, these manned solutions are simply not able to survey the amount of area necessary to maintain sufficient vigilance and coverage. This paper investigates the use of unmanned aerial systems (UAS) for automated wildfire detection. The proposed system uses low-cost, consumer-grade electronics and sensors combined with various airframes to create a system suitable for automatic detection of wildfires. The system employs automatic image processing techniques to analyze captured images and autonomously detect fire-related features such as fire lines, burnt regions, and flammable material. This image recognition algorithm is designed to cope with environmental occlusions such as shadows, smoke and obstructions. Once the fire is identified and classified, it is used to initialize a spatial/temporal fire simulation. This simulation is based on occupancy maps whose fidelity can be varied to include stochastic elements, various types of vegetation, weather conditions, and unique terrain. The simulations can be used to predict the effects of optimized firefighting methods to prevent the future propagation of the fires and greatly reduce time to detection of wildfires, thereby greatly minimizing the ensuing damage. This paper also documents experimental flight tests using a SenseFly Swinglet UAS conducted in Brisbane, Australia as well as modifications for custom UAS.