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.

High strong order methods for non-commutative stochastic ordinary differential equation systems and the Magnus formula

In recent years considerable attention has been paid to the numerical solution of stochastic ordinary differential equations (SODEs), as SODEs are often more appropriate than their deterministic counterparts in many modelling situations. However, unlike the deterministic case numerical methods for SODEs are considerably less sophisticated due to the difficulty in representing the (possibly large number of) random variable approximations to the stochastic integrals. Although Burrage and Burrage [High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations, Applied Numerical Mathematics 22 (1996) 81-101] were able to construct strong local order 1.5 stochastic Runge-Kutta methods for certain cases, it is known that all extant stochastic Runge-Kutta methods suffer an order reduction down to strong order 0.5 if there is non-commutativity between the functions associated with the multiple Wiener processes. This order reduction down to that of the Euler-Maruyama method imposes severe difficulties in obtaining meaningful solutions in a reasonable time frame and this paper attempts to circumvent these difficulties by some new techniques. An additional difficulty in solving SODEs arises even in the Linear case since it is not possible to write the solution analytically in terms of matrix exponentials unless there is a commutativity property between the functions associated with the multiple Wiener processes. Thus in this present paper first the work of Magnus [On the exponential solution of differential equations for a linear operator, Communications on Pure and Applied Mathematics 7 (1954) 649-673] (applied to deterministic non-commutative Linear problems) will be applied to non-commutative linear SODEs and methods of strong order 1.5 for arbitrary, linear, non-commutative SODE systems will be constructed - hence giving an accurate approximation to the general linear problem. Secondly, for general nonlinear non-commutative systems with an arbitrary number (d) of Wiener processes it is shown that strong local order I Runge-Kutta methods with d + 1 stages can be constructed by evaluated a set of Lie brackets as well as the standard function evaluations. A method is then constructed which can be efficiently implemented in a parallel environment for this arbitrary number of Wiener processes. Finally some numerical results are presented which illustrate the efficacy of these approaches. (C) 1999 Elsevier Science B.V. All rights reserved.

Feasibility of agent-based modelling of articular cartilage including a conceptual representation of its structure

Articular cartilage is a complex structure with an architecture in which fluid-swollen proteoglycans constrained within a 3D network of collagen fibrils. Because of the complexity of the cartilage structure, the relationship between its mechanical behaviours at the macroscale level and its components at the micro-scale level are not completely understood. The research objective in this thesis is to create a new model of articular cartilage that can be used to simulate and obtain insight into the micro-macro-interaction and mechanisms underlying its mechanical responses during physiological function. The new model of articular cartilage has two characteristics, namely: i) not use fibre-reinforced composite material idealization ii) Provide a framework for that it does probing the micro mechanism of the fluid-solid interaction underlying the deformation of articular cartilage using simple rules of repartition instead of constitutive / physical laws and intuitive curve-fitting. Even though there are various microstructural and mechanical behaviours that can be studied, the scope of this thesis is limited to osmotic pressure formation and distribution and their influence on cartilage fluid diffusion and percolation, which in turn governs the deformation of the compression-loaded tissue. The study can be divided into two stages. In the first stage, the distributions and concentrations of proteoglycans, collagen and water were investigated using histological protocols. Based on this, the structure of cartilage was conceptualised as microscopic osmotic units that consist of these constituents that were distributed according to histological results. These units were repeated three-dimensionally to form the structural model of articular cartilage. In the second stage, cellular automata were incorporated into the resulting matrix (lattice) to simulate the osmotic pressure of the fluid and the movement of water within and out of the matrix; following the osmotic pressure gradient in accordance with the chosen rule of repartition of the pressure. The outcome of this study is the new model of articular cartilage that can be used to simulate and study the micromechanical behaviours of cartilage under different conditions of health and loading. These behaviours are illuminated at the microscale level using the socalled neighbourhood rules developed in the thesis in accordance with the typical requirements of cellular automata modelling. Using these rules and relevant Boundary Conditions to simulate pressure distribution and related fluid motion produced significant results that provided the following insight into the relationships between osmotic pressure gradient and associated fluid micromovement, and the deformation of the matrix. For example, it could be concluded that: 1. It is possible to model articular cartilage with the agent-based model of cellular automata and the Margolus neighbourhood rule. 2. The concept of 3D inter connected osmotic units is a viable structural model for the extracellular matrix of articular cartilage. 3. Different rules of osmotic pressure advection lead to different patterns of deformation in the cartilage matrix, enabling an insight into how this micromechanism influences macromechanical deformation. 4. When features such as transition coefficient were changed, permeability (representing change) is altered due to the change in concentrations of collagen, proteoglycans (i.e. degenerative conditions), the deformation process is impacted. 5. The boundary conditions also influence the relationship between osmotic pressure gradient and fluid movement at the micro-scale level. The outcomes are important to cartilage research since we can use these to study the microscale damage in the cartilage matrix. From this, we are able to monitor related diseases and their progression leading to potential insight into drug-cartilage interaction for treatment. This innovative model is an incremental progress on attempts at creating further computational modelling approaches to cartilage research and other fluid-saturated tissues and material systems.

Morphology-based model for predicting osteocyte-like cell line (MLO-Y4) growth process

This work has led to the development of empirical mathematical models to quantitatively predicate the changes of morphology in osteocyte-like cell lines (MLO-Y4) in culture. MLO-Y4 cells were cultured at low density and the changes in morphology recorded over 11 hours. Cell area and three dimensional shape features including aspect ratio, circularity and solidity were then determined using widely accepted image analysis software (ImageJTM). Based on the data obtained from the imaging analysis, mathematical models were developed using the non-linear regression method. The developed mathematical models accurately predict the morphology of MLO-Y4 cells for different culture times and can, therefore, be used as a reference model for analyzing MLO-Y4 cell morphology changes within various biological/mechanical studies, as necessary.

Continuum mechanics modelling of microfilament networks with different architectures based on molecular investigation of single F-actin

The actin microfilament plays a critical role in many cellular processes including embryonic development, wound healing, immune response, and tissue development. It is commonly organized in the form of networks whose mechanical properties change with changes in their architecture due to cell evolution processes. This paper presents a new nonlinear continuum mechanics model of single filamentous actin (F-actin) that is based on nanoscale molecular simulations. Following this continuum model of the single F-actin, mechanical properties of differently architected lamellipodia are studied. The results provide insight that can contribute to the understanding of the cell edge motions of living cells.

A formal method for attack modelling and detection

This paper presents a formal methodology for attack modeling and detection for networks. Our approach has three phases. First, we extend the basic attack tree approach 1 to capture (i) the temporal dependencies between components, and (ii) the expiration of an attack. Second, using the enhanced attack trees (EAT) we build a tree automaton that accepts a sequence of actions from input stream if there is a traverse of an attack tree from leaves to the root node. Finally, we show how to construct an enhanced parallel automaton (EPA) that has each tree automaton as a subroutine and can process the input stream by considering multiple trees simultaneously. As a case study, we show how to represent the attacks in IEEE 802.11 and construct an EPA for it.

Modelling the flow of juice through a mill

A juice flow model has been developed to estimate the juice expression at the four nips of a sixroller mill. An extended volumetric theory was applied to determine the juice expressed at each nip. The model was applied to a first and final mill, using typical mill settings and an empirical equation to estimate reabsorption. Results of using the model for typical heavy-duty pressure feeder settings show that most of the juice is expressed at the pressure feeder nip. Since the pressure feeders are remote from the mill, a significant portion of the juice is expressed before the bagasse enters the mill.

Numerical Modelling of Mechanical Behaviour of Graphene

Graphene, one of the allotropes (diamond, carbon nanotube, and fullerene) of element carbon, is a monolayer of honeycomb lattice of carbon atoms, which was discovered in 2004. The Nobel Prize in Physics 2010 was awarded to Andre Geim and Konstantin Novoselov for their ground breaking work on the two-dimensional (2D) graphene [1]. Since its discovery, the research communities have shown a lot of interest in this novel material owing to its intriguing electrical, mechanical and thermal properties. It has been confirmed that grapheme possesses very peculiar electrical properties such as anomalous quantum hall effect, and high electron mobility at room temperature (250000 cm2/Vs). Graphene also has exceptional mechanical properties. It is one of the stiffest (modulus ~1 TPa) and strongest (strength ~100 GPa) materials. In addition, it has exceptional thermal conductivity (5000 Wm-1K-1). Due to these exceptional properties, graphene has demonstrated its potential for broad applications in micro and nano devices, various sensors, electrodes, solar cells and energy storage devices and nanocomposites. In particular, the excellent mechanical properties of graphene make it more attractive for development next generation nanocomposites and hybrid materials...

Caring efficacy and job satisfaction in Australian registered nurses

Purpose: The purpose of the study was to examine relationships between socio-demographic variables, job satisfaction and nurses’ caring experiences in a registered nurse population, as measured by the caring efficacy scale (CES) which was developed from Bandura’s social cognitive theory and Watson’s transpersonal caring theory. Methods: A cross-sectional survey was undertaken of nurses representing a variety of nursing specialties. A stratified random sample of registered nurses, who were members of a professional nursing organisation, was invited to participate in this study. Descriptive analyses, correlation analyses, one- way ANOVA tests, simple linear regression and multivariable analyses were conducted to examine if any relationships existed between these variables. Results: There were a total of 639 respondents to the national survey. The respondents (100%) showed positive perceived CES scores and 80.8% showed positive job satisfaction scores. Correlation analysis found age, years experience as a registered nurse and years in current job, all positively correlated with each other, (r >0.40: p < 0.001). CES scores were found to be positively correlated with age, years of experience as a registered nurse (r>0.1: p < 0.001) and job satisfaction (r>0.1: p < 0.001). An ANOVA found significant positive relationships between CES scores and age (p=0.05). Conclusion: Results from this study have identified that relationships between age, years of experience, job satisfaction and the perceived caring experiences of nurses’ exist. Organisational leaders may develop strategies for professional development and orientation programmes that enhance the caring experiences of nurses to provide quality patient care. The development of programmes that provide role modelling, emotional support or use verbal persuasion are needed where encouragement is required for nurses to master new skills. This may also improve job satisfaction and retention of nurses in the workplace in the current economically focussed healthcare system.

Experimental and modelling investigation of monolayer development with clustering

Standard differential equation–based models of collective cell behaviour, such as the logistic growth model, invoke a mean–field assumption which is equivalent to assuming that individuals within the population interact with each other in proportion to the average population density. Implementing such assumptions implies that the dynamics of the system are unaffected by spatial structure, such as the formation of patches or clusters within the population. Recent theoretical developments have introduced a class of models, known as moment dynamics models, which aim to account for the dynamics of individuals, pairs of individuals, triplets of individuals and so on. Such models enable us to describe the dynamics of populations with clustering, however, little progress has been made with regard to applying moment dynamics models to experimental data. Here, we report new experimental results describing the formation of a monolayer of cells using two different cell types: 3T3 fibroblast cells and MDA MB 231 breast cancer cells. Our analysis indicates that the 3T3 fibroblast cells are relatively motile and we observe that the 3T3 fibroblast monolayer forms without clustering. Alternatively, the MDA MB 231 cells are less motile and we observe that the MDA MB 231 monolayer formation is associated with significant clustering. We calibrate a moment dynamics model and a standard mean–field model to both data sets. Our results indicate that the mean–field and moment dynamics models provide similar descriptions of the 3T3 fibroblast monolayer formation whereas these two models give very different predictions for the MDA MD 231 monolayer formation. These outcomes indicate that standard mean–field models of collective cell behaviour are not always appropriate and that care ought to be exercised when implementing such a model.

Editorial : infectious disease modelling

The aim of this Special Issue is to collect together a group of outstanding applied mathematics research articles that provide new insight into our understanding of infectious diseases and infectious disease modelling. The scope of the articles is broad, encompassing both specific applications of modelling to particular examples of infectious diseases, as well as articles that are devoted to the development of more general theoretical insight.

Earthworks planning for road construction projects : a case study

In this paper we construct earthwork allocation plans for a linear infrastructure road project. Fuel consumption metrics and an innovative block partitioning and modelling approach are applied to reduce costs. 2D and 3D variants of the problem were compared to see what effect, if any, occurs on solution quality. 3D variants were also considered to see what additional complexities and difficulties occur. The numerical investigation shows a significant improvement and a reduction in fuel consumption as theorised. The proposed solutions differ considerably from plans that were constructed for a distance based metric as commonly used in other approaches. Under certain conditions, 3D problem instances can be solved optimally as 2D problems.

Heteroscedastic probabilistic linear discriminant analysis for manifold learning in video-based face recognition

To recognize faces in video, face appearances have been widely modeled as piece-wise local linear models which linearly approximate the smooth yet non-linear low dimensional face appearance manifolds. The choice of representations of the local models is crucial. Most of the existing methods learn each local model individually meaning that they only anticipate variations within each class. In this work, we propose to represent local models as Gaussian distributions which are learned simultaneously using the heteroscedastic probabilistic linear discriminant analysis (PLDA). Each gallery video is therefore represented as a collection of such distributions. With the PLDA, not only the within-class variations are estimated during the training, the separability between classes is also maximized leading to an improved discrimination. The heteroscedastic PLDA itself is adapted from the standard PLDA to approximate face appearance manifolds more accurately. Instead of assuming a single global within-class covariance, the heteroscedastic PLDA learns different within-class covariances specific to each local model. In the recognition phase, a probe video is matched against gallery samples through the fusion of point-to-model distances. Experiments on the Honda and MoBo datasets have shown the merit of the proposed method which achieves better performance than the state-of-the-art technique.

A variable step-size FxLMS algorithm for feedforward active noise control systems based on a new online secondary path modelling technique

Several approaches have been introduced in literature for active noise control (ANC) systems. Since FxLMS algorithm appears to be the best choice as a controller filter, researchers tend to improve performance of ANC systems by enhancing and modifying this algorithm. This paper proposes a new version of FxLMS algorithm. In many ANC applications an online secondary path modelling method using a white noise as a training signal is required to ensure convergence of the system. This paper also proposes a new approach for online secondary path modelling in feedfoward ANC systems. The proposed algorithm stops injection of the white noise at the optimum point and reactivate the injection during the operation, if needed, to maintain performance of the system. Benefiting new version of FxLMS algorithm and not continually injection of white noise makes the system more desirable and improves the noise attenuation performance. Comparative simulation results indicate effectiveness of the proposed approach.