Scalable Bayesian Computation for intractable likelihoods in image analysis

The inverse temperature hyperparameter of the hidden Potts model governs the strength of spatial cohesion and therefore has a substantial influence over the resulting model fit. The difficulty arises from the dependence of an intractable normalising constant on the value of the inverse temperature, thus there is no closed form solution for sampling from the distribution directly. We review three computational approaches for addressing this issue, namely pseudolikelihood, path sampling, and the approximate exchange algorithm. We compare the accuracy and scalability of these methods using a simulation study.

Terra Incognita: A symbolic mythical journey

This practice-led project is implemented in the context of rites of passage based on significant events in formative transitions of Self. It employs an intuitive methodology to examine and explore the 'Child archetype', mythos, symbolic imagination and self-narrative, through the manifestation of a visual symbolic language. The contexts, methods and processes enable empowerment, heightened awareness of personal and collective relationships, meaningful discovery and development of innovative ideas and forms. The implications for this project highlight the importance of intuition in creativity and innovation. Creative practice is a vehicle for personal and collective interconnectedness. I have discovered self-empowerment, meaningful learning and innovative forms of personal and collective communication as a way of enabling transition of a significant life event.

Complex symbolic sequence clustering and multiple classifiers for predictive process monitoring

This paper addresses the following predictive business process monitoring problem: Given the execution trace of an ongoing case,and given a set of traces of historical (completed) cases, predict the most likely outcome of the ongoing case. In this context, a trace refers to a sequence of events with corresponding payloads, where a payload consists of a set of attribute-value pairs. Meanwhile, an outcome refers to a label associated to completed cases, like, for example, a label indicating that a given case completed “on time” (with respect to a given desired duration) or “late”, or a label indicating that a given case led to a customer complaint or not. The paper tackles this problem via a two-phased approach. In the first phase, prefixes of historical cases are encoded using complex symbolic sequences and clustered. In the second phase, a classifier is built for each of the clusters. To predict the outcome of an ongoing case at runtime given its (uncompleted) trace, we select the closest cluster(s) to the trace in question and apply the respective classifier(s), taking into account the Euclidean distance of the trace from the center of the clusters. We consider two families of clustering algorithms – hierarchical clustering and k-medoids – and use random forests for classification. The approach was evaluated on four real-life datasets.

Computation of confined swirling flow using RNG and k-epsilon turbulence models

In this work we numerically model isothermal turbulent swirling flow in a cylindrical burner. Three versions of the RNG k-epsilon model are assessed against performance of the standard k-epsilon model. Sensitivity of numerical predictions to grid refinement, differing convective differencing schemes and choice of (unknown) inlet dissipation rate, were closely scrutinised to ensure accuracy. Particular attention is paid to modelling the inlet conditions to within the range of uncertainty of the experimental data, as model predictions proved to be significantly sensitive to relatively small changes in upstream flow conditions. We also examine the characteristics of the swirl--induced recirculation zone predicted by the models over an extended range of inlet conditions. Our main findings are: - (i) the standard k-epsilon model performed best compared with experiment; - (ii) no one inlet specification can simultaneously optimize the performance of the models considered; - (iii) the RNG models predict both single-cell and double-cell IRZ characteristics, the latter both with and without additional internal stagnation points. The first finding indicates that the examined RNG modifications to the standard k-e model do not result in an improved eddy viscosity based model for the prediction of swirl flows. The second finding suggests that tuning established models for optimal performance in swirl flows a priori is not straightforward. The third finding indicates that the RNG based models exhibit a greater variety of structural behaviour, despite being of the same level of complexity as the standard k-e model. The plausibility of the predicted IRZ features are discussed in terms of known vortex breakdown phenomena.

Computation of turbulent flow in an IFRF quarl burner

A computational model for isothermal axisymmetric turbulent flow in a quarl burner is set up using the CFD package FLUENT, and numerical solutions obtained from the model are compared with available experimental data. A standard k-e model and and two versions of the RNG k-e model are used to model the turbulence. One of the aims of the computational study is to investigate whether the RNG based k-e turbulence models are capable of yielding improved flow predictions compared with the standard k-e turbulence model. A difficulty is that the flow considered here features a confined vortex breakdown which can be highly sensitive to flow behaviour both upstream and downstream of the breakdown zone. Nevertheless, the relatively simple confining geometry allows us to undertake a systematic study so that both grid-independent and domain-independent results can be reported. The systematic study includes a detailed investigation of the effects of upstream and downstream conditions on the predictions, in addition to grid refinement and other tests to ensure that numerical error is not significant. Another important aim is to determine to what extent the turbulence model predictions can provide us with new insights into the physics of confined vortex breakdown flows. To this end, the computations are discussed in detail with reference to known vortex breakdown phenomena and existing theories. A major conclusion is that one of the RNG k-e models investigated here is able to correctly capture the complex forward flow region inside the recirculating breakdown zone. This apparently pathological result is in stark contrast to the findings of previous studies, most of which have concluded that either algebraic or differential Reynolds stress modelling is needed to correctly predict the observed flow features. Arguments are given as to why an isotropic eddy-viscosity turbulence model may well be able to capture the complex flow structure within the recirculating zone for this flow setup. With regard to the flow physics, a major finding is that the results obtained here are more consistent with the view that confined vortex breakdown is a type of axisymmetric boundary layer separation, rather than a manifestation of a subcritical flow state.

Detailed analysis of a conservative difference approximation for the time fractional diffusion equation

Diffusion equations that use time fractional derivatives are attractive because they describe a wealth of problems involving non-Markovian Random walks. The time fractional diffusion equation (TFDE) is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order α ∈ (0, 1). Developing numerical methods for solving fractional partial differential equations is a new research field and the theoretical analysis of the numerical methods associated with them is not fully developed. In this paper an explicit conservative difference approximation (ECDA) for TFDE is proposed. We give a detailed analysis for this ECDA and generate discrete models of random walk suitable for simulating random variables whose spatial probability density evolves in time according to this fractional diffusion equation. The stability and convergence of the ECDA for TFDE in a bounded domain are discussed. Finally, some numerical examples are presented to show the application of the present technique.

On the zeros of the Abelian integrals for a class of Liénard systems

A planar polynomial differential system has a finite number of limit cycles. However, finding the upper bound of the number of limit cycles is an open problem for the general nonlinear dynamical systems. In this paper, we investigated a class of Liénard systems of the form x'=y, y'=f(x)+y g(x) with deg f=5 and deg g=4. We proved that the related elliptic integrals of the Liénard systems have at most three zeros including multiple zeros, which implies that the number of limit cycles bifurcated from the periodic orbits of the unperturbed system is less than or equal to 3.

Implicit difference approximation for the time fractional diffusion equation

In this paper, we consider a time fractional diffusion equation on a finite domain. The equation is obtained from the standard diffusion equation by replacing the first-order time derivative by a fractional derivative (of order $0<\alpha<1$ ). We propose a computationally effective implicit difference approximation to solve the time fractional diffusion equation. Stability and convergence of the method are discussed. We prove that the implicit difference approximation (IDA) is unconditionally stable, and the IDA is convergent with $O(\tau+h^2)$, where $\tau$ and $h$ are time and space steps, respectively. Some numerical examples are presented to show the application of the present technique.

A Petrov-Galerkin method for a singularly perturbed ordinary differential equation with non-smooth data

In this paper, a singularly perturbed ordinary differential equation with non-smooth data is considered. The numerical method is generated by means of a Petrov-Galerkin finite element method with the piecewise-exponential test function and the piecewise-linear trial function. At the discontinuous point of the coefficient, a special technique is used. The method is shown to be first-order accurate and singular perturbation parameter uniform convergence. Finally, numerical results are presented, which are in agreement with theoretical results.

Using coloured petri nets to simulate DoS-resistant protocols

In this work, we examine unbalanced computation between an initiator and a responder that leads to resource exhaustion attacks in key exchange protocols. We construct models for two cryp-tographic protocols; one is the well-known Internet protocol named Secure Socket Layer (SSL) protocol, and the other one is the Host Identity Protocol (HIP) which has built-in DoS-resistant mechanisms. To examine such protocols, we develop a formal framework based on Timed Coloured Petri Nets (Timed CPNs) and use a simulation approach provided in CPN Tools to achieve a formal analysis. By adopting the key idea of Meadows' cost-based framework and re¯ning the de¯nition of operational costs during the protocol execution, our simulation provides an accurate cost estimate of protocol execution compar- ing among principals, as well as the percentage of successful connections from legitimate users, under four di®erent strategies of DoS attack.