Relative entropy rate based multiple hidden Markov Model Approximation

This paper proposes a novel relative entropy rate (RER) based approach for multiple HMM (MHMM) approximation of a class of discrete-time uncertain processes. Under different uncertainty assumptions, the model design problem is posed either as a min-max optimisation problem or stochastic minimisation problem on the RER between joint laws describing the state and output processes (rather than the more usual RER between output processes). A suitable filter is proposed for which performance results are established which bound conditional mean estimation performance and show that estimation performance improves as the RER is reduced. These filter consistency and convergence bounds are the first results characterising multiple HMM approximation performance and suggest that joint RER concepts provide a useful model selection criteria. The proposed model design process and MHMM filter are demonstrated on an important image processing dim-target detection problem.

A numerical method to quantify the axial shortening of vertical elements in concrete buildings

Differential axial shortening, distortion and deformation in high rise buildings is a serious concern. They are caused by three time dependent modes of volume change; “shrinkage”, “creep” and “elastic shortening” that takes place in every concrete element during and after construction. Vertical concrete components in a high rise building are sized and designed based on their strength demand to carry gravity and lateral loads. Therefore, columns and walls are sized, shaped and reinforced differently with varying concrete grades and volume to surface area ratios. These structural components may be subjected to the detrimental effects of differential axial shortening that escalates with increasing the height of buildings. This can have an adverse impact on other structural and non-structural elements. Limited procedures are available to quantify axial shortening, and the results obtained from them differ because each procedure is based on various assumptions and limited to few parameters. All these prompt to a need to develop an accurate numerical procedure to quantify the axial shortening of concrete buildings taking into account the important time varying functions of (i) construction sequence (ii) Young’s Modulus and (iii) creep and shrinkage models associated with reinforced concrete. General assumptions are refined to minimize variability of creep and shrinkage parameters to improve accuracy of the results. Finite element techniques are used in the procedure that employs time history analysis along with compression only elements to simulate staged construction behaviour. This paper presents such a procedure and illustrates it through an example. Keywords: Differential Axial Shortening, Concrete Buildings, Creep and Shrinkage, Construction Sequence, Finite Element Method.

Numerical analyses of crack spacing due to shrinkage in reinforced concrete slabs

Shrinkage cracking is commonly observed in concrete flat structures such as highway pavements, slabs, and bridge decks. Crack spacing due to shrinkage has received considerable attention for many years [1-3]. However, some aspects concerning the mechanism of crack spacing still remain un-clear. Though it is well known that the interval of the cracks generally falls with a range, no satisfactory explanation has been put forward as to why the minimum spacing exists.

Krylov subspace methods for approximating functions of symmetric positive definite matrices with applications to applied statistics and anomalous diffusion

Matrix function approximation is a current focus of worldwide interest and finds application in a variety of areas of applied mathematics and statistics. In this thesis we focus on the approximation of A^(-α/2)b, where A ∈ ℝ^(n×n) is a large, sparse symmetric positive definite matrix and b ∈ ℝ^n is a vector. In particular, we will focus on matrix function techniques for sampling from Gaussian Markov random fields in applied statistics and the solution of fractional-in-space partial differential equations. Gaussian Markov random fields (GMRFs) are multivariate normal random variables characterised by a sparse precision (inverse covariance) matrix. GMRFs are popular models in computational spatial statistics as the sparse structure can be exploited, typically through the use of the sparse Cholesky decomposition, to construct fast sampling methods. It is well known, however, that for sufficiently large problems, iterative methods for solving linear systems outperform direct methods. Fractional-in-space partial differential equations arise in models of processes undergoing anomalous diffusion. Unfortunately, as the fractional Laplacian is a non-local operator, numerical methods based on the direct discretisation of these equations typically requires the solution of dense linear systems, which is impractical for fine discretisations. In this thesis, novel applications of Krylov subspace approximations to matrix functions for both of these problems are investigated. Matrix functions arise when sampling from a GMRF by noting that the Cholesky decomposition A = LL^T is, essentially, a `square root' of the precision matrix A. Therefore, we can replace the usual sampling method, which forms x = L^(-T)z, with x = A^(-1/2)z, where z is a vector of independent and identically distributed standard normal random variables. Similarly, the matrix transfer technique can be used to build solutions to the fractional Poisson equation of the form ϕn = A^(-α/2)b, where A is the finite difference approximation to the Laplacian. Hence both applications require the approximation of f(A)b, where f(t) = t^(-α/2) and A is sparse. In this thesis we will compare the Lanczos approximation, the shift-and-invert Lanczos approximation, the extended Krylov subspace method, rational approximations and the restarted Lanczos approximation for approximating matrix functions of this form. A number of new and novel results are presented in this thesis. Firstly, we prove the convergence of the matrix transfer technique for the solution of the fractional Poisson equation and we give conditions by which the finite difference discretisation can be replaced by other methods for discretising the Laplacian. We then investigate a number of methods for approximating matrix functions of the form A^(-α/2)b and investigate stopping criteria for these methods. In particular, we derive a new method for restarting the Lanczos approximation to f(A)b. We then apply these techniques to the problem of sampling from a GMRF and construct a full suite of methods for sampling conditioned on linear constraints and approximating the likelihood. Finally, we consider the problem of sampling from a generalised Matern random field, which combines our techniques for solving fractional-in-space partial differential equations with our method for sampling from GMRFs.

Numerical method and analytical technique of the modified anomalous subdiffusion equation with a nonlinear source term

In this paper, we consider a modified anomalous subdiffusion equation with a nonlinear source term for describing processes that become less anomalous as time progresses by the inclusion of a second fractional time derivative acting on the diffusion term. A new implicit difference method is constructed. The stability and convergence are discussed using a new energy method. Finally, some numerical examples are given. The numerical results demonstrate the effectiveness of theoretical analysis

Numerical methods for the variable-order fractional advection-diffusion equation with a nonlinear source term

In this paper, we consider a variable-order fractional advection-diffusion equation with a nonlinear source term on a finite domain. Explicit and implicit Euler approximations for the equation are proposed. Stability and convergence of the methods are discussed. Moreover, we also present a fractional method of lines, a matrix transfer technique, and an extrapolation method for the equation. Some numerical examples are given, and the results demonstrate the effectiveness of theoretical analysis.

Numerical schemes and multivariate extrapolation of a two-dimensional anomalous sub-diffusion equation

Anomalous dynamics in complex systems have gained much interest in recent years. In this paper, a two-dimensional anomalous subdiffusion equation (2D-ASDE) is considered. Two numerical methods for solving the 2D-ASDE are presented. Their stability, convergence and solvability are discussed. A new multivariate extrapolation is introduced to improve the accuracy. Finally, numerical examples are given to demonstrate the effectiveness of the schemes and confirm the theoretical analysis.

Numerical simulation for the 3D seepage flow with fractional derivatives in porous media

In this paper, the numerical simulation of the 3D seepage flow with fractional derivatives in porous media is considered under two special cases: non-continued seepage flow in uniform media (NCSFUM) and continued seepage flow in non-uniform media (CSF-NUM). A fractional alternating direction implicit scheme (FADIS) for the NCSF-UM and a modified Douglas scheme (MDS) for the CSF-NUM are proposed. The stability, consistency and convergence of both FADIS and MDS in a bounded domain are discussed. A method for improving the speed of convergence by Richardson extrapolation for the MDS is also presented. Finally, numerical results are presented to support our theoretical analysis.

Stability and convergence of an implicit numerical method for the non-linear fractional reaction-subdiffusion process

In this paper, we consider the following non-linear fractional reaction–subdiffusion process (NFR-SubDP): Formula where f(u, x, t) is a linear function of u, the function g(u, x, t) satisfies the Lipschitz condition and 0Dt1–{gamma} is the Riemann–Liouville time fractional partial derivative of order 1 – {gamma}. We propose a new computationally efficient numerical technique to simulate the process. Firstly, the NFR-SubDP is decoupled, which is equivalent to solving a non-linear fractional reaction–subdiffusion equation (NFR-SubDE). Secondly, we propose an implicit numerical method to approximate the NFR-SubDE. Thirdly, the stability and convergence of the method are discussed using a new energy method. Finally, some numerical examples are presented to show the application of the present technique. This method and supporting theoretical results can also be applied to fractional integrodifferential equations.

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.

Simplified numerical models of LiteSteel Beam floor joists with Web openings for the prediction of section moment capacities

This paper is aimed at investigating the effect of web openings on the plastic bending behaviour and section moment capacity of a new cold-formed steel beam known as LiteSteel beam (LSB) using numerical modelling. Different LSB sections with varying circular hole diameter and spacing were considered. A simplified but appropriate numerical modelling technique was developed for the modelling of monosymmetric sections such as LSBs subject to bending, and was used to simulate a series of section moment capacity tests of LSB flexural members with web openings. The buckling and ultimate strength behaviour was investigated in detail and the modeling technique was further improved through a comparison of numerical and experimental results. This paper describes the simplified finite element modeling technique used in this study that includes all the significant behavioural effects affecting the plastic bending behaviour and section moment capacity of LSB sections with web holes. Numerical and test results and associated findings are also presented.

Numerical and experimental investigation of wedge tip radius effect on wedge plasmons

We report numerical analysis and experimental observation of strongly localized plasmons guided by triangular metal wedges and pay special attention to the effect of smooth (nonzero radius) tips. Dispersion, dissipation, and field structure of such wedge plasmons are analyzed using the compact two-dimensional finite-difference time-domain algorithm. Experimental observation is conducted by the end-fire excitation and near-field scanning optical microscope detection of the predicted plasmons on 40°silver nanowedges with the wedge tip radii of 20, 85, and 125 nm that were fabricated by the focused-ion beam method. The effect of smoothing wedge tips is shown to be similar to that of increasing wedge angle. Increasing wedge angle or wedge tip radius results in increasing propagation distance at the same time as decreasing field localization (decreasing wave number). Quantitative differences between the theoretical and experimental propagation distances are suggested to be due to a contribution of scattered bulk and surface waves near the excitation region as well as the addition of losses due to surface roughness. The theoretical and measured propagation distances are several plasmon wavelengths and are useful for a range of nano-optical applications