The distribution of the sample minimum-variance frontier

In this paper, we present a finite sample analysis of the sample minimum-variance frontier under the assumption that the returns are independent and multivariate normally distributed. We show that the sample minimum-variance frontier is a highly biased estimator of the population frontier, and we propose an improved estimator of the population frontier. In addition, we provide the exact distribution of the out-of-sample mean and variance of sample minimum-variance portfolios. This allows us to understand the impact of estimation error on the performance of in-sample optimal portfolios. Key Words: minimum-variance frontier; efficiency set constants; finite sample distribution

Sensitivity analysis of voltage imbalance in distribution networks with rooftop PVs

A comprehensive voltage imbalance sensitivity analysis and stochastic evaluation based on the rating and location of single-phase grid-connected rooftop photovoltaic cells (PVs) in a residential low voltage distribution network are presented. The voltage imbalance at different locations along a feeder is investigated. In addition, the sensitivity analysis is performed for voltage imbalance in one feeder when PVs are installed in other feeders of the network. A stochastic evaluation based on Monte Carlo method is carried out to investigate the risk index of the non-standard voltage imbalance in the network in the presence of PVs. The network voltage imbalance characteristic based on different criteria of PV rating and location and network conditions is generalized. Improvement methods are proposed for voltage imbalance reduction and their efficacy is verified by comparing their risk index using Monte Carlo simulations.

Optimal allocation and sizing of DGs in distribution networks

In this paper, the placement and sizing of Distributed Generators (DG) in distribution networks are determined optimally. The objective is to minimize the loss and to improve the reliability. The constraints are the bus voltage, feeder current and the reactive power flowing back to the source side. The placement and size of DGs are optimized using a combination of Discrete Particle Swarm Optimization (DPSO) and Genetic Algorithm (GA). This increases the diversity of the optimizing variables in DPSO not to be stuck in the local minima. To evaluate the proposed algorithm, the semi-urban 37-bus distribution system connected at bus 2 of the Roy Billinton Test System (RBTS), which is located at the secondary side of a 33/11 kV distribution substation, is used. The results finally illustrate the efficiency of the proposed method.

Delay distribution based robust H∞ control of networked control systems with uncertainties

Network induced delay in networked control systems (NCS) is inherently non-uniformly distributed and behaves with multifractal nature. However, such network characteristics have not been well considered in NCS analysis and synthesis. Making use of the information of the statistical distribution of NCS network induced delay, a delay distribution based stochastic model is adopted to link Quality-of-Control and network Quality-of-Service for NCS with uncertainties. From this model together with a tighter bounding technology for cross terms, H∞ NCS analysis is carried out with significantly improved stability results. Furthermore, a memoryless H∞ controller is designed to stabilize the NCS and to achieve the prescribed disturbance attenuation level. Numerical examples are given to demonstrate the effectiveness of the proposed method.

Modeling corneal surfaces with three-dimensional basis functions

Purpose: To ascertain the effectiveness of object-centered three-dimensional representations for the modeling of corneal surfaces. Methods: Three-dimensional (3D) surface decomposition into series of basis functions including: (i) spherical harmonics, (ii) hemispherical harmonics, and (iii) 3D Zernike polynomials were considered and compared to the traditional viewer-centered representation of two-dimensional (2D) Zernike polynomial expansion for a range of retrospective videokeratoscopic height data from three clinical groups. The data were collected using the Medmont E300 videokeratoscope. The groups included 10 normal corneas with corneal astigmatism less than −0.75 D, 10 astigmatic corneas with corneal astigmatism between −1.07 D and 3.34 D (Mean = −1.83 D, SD = ±0.75 D), and 10 keratoconic corneas. Only data from the right eyes of the subjects were considered. Results: All object-centered decompositions led to significantly better fits to corneal surfaces (in terms of the RMS error values) than the corresponding 2D Zernike polynomial expansions with the same number of coefficients, for all considered corneal surfaces, corneal diameters (2, 4, 6, and 8 mm), and model orders (4th to 10th radial orders) The best results (smallest RMS fit error) were obtained with spherical harmonics decomposition which lead to about 22% reduction in the RMS fit error, as compared to the traditional 2D Zernike polynomials. Hemispherical harmonics and the 3D Zernike polynomials reduced the RMS fit error by about 15% and 12%, respectively. Larger reduction in RMS fit error was achieved for smaller corneral diameters and lower order fits. Conclusions: Object-centered 3D decompositions provide viable alternatives to traditional viewer-centered 2D Zernike polynomial expansion of a corneal surface. They achieve better fits to videokeratoscopic height data and could be particularly suited to the analysis of multiple corneal measurements, where there can be slight variations in the position of the cornea from one map acquisition to the next.

Technical note : modelling a complex micro-multileaf collimator using the standard BEAMnrc distribution

Purpose: The component modules in the standard BEAMnrc distribution may appear to be insufficient to model micro-multileaf collimators that have tri-faceted leaf ends and complex leaf profiles. This note indicates, however, that accurate Monte Carlo simulations of radiotherapy beams defined by a complex collimation device can be completed using BEAMnrc's standard VARMLC component module.---------- Methods: That this simple collimator model can produce spatially and dosimetrically accurate micro-collimated fields is illustrated using comparisons with ion chamber and film measurements of the dose deposited by square and irregular fields incident on planar, homogeneous water phantoms.---------- Results: Monte Carlo dose calculations for on- and off-axis fields are shown to produce good agreement with experimental values, even upon close examination of the penumbrae.--------- Conclusions: The use of a VARMLC model of the micro-multileaf collimator, along with a commissioned model of the associated linear accelerator, is therefore recommended as an alternative to the development or use of in-house or third-party component modules for simulating stereotactic radiotherapy and radiosurgery treatments. Simulation parameters for the VARMLC model are provided which should allow other researchers to adapt and use this model to study clinical stereotactic radiotherapy treatments.

Theoretical investigation of mechanisms of formation and interaction of nanoparticles

In this thesis an investigation into theoretical models for formation and interaction of nanoparticles is presented. The work presented includes a literature review of current models followed by a series of five chapters of original research. This thesis has been submitted in partial fulfilment of the requirements for the degree of doctor of philosophy by publication and therefore each of the five chapters consist of a peer-reviewed journal article. The thesis is then concluded with a discussion of what has been achieved during the PhD candidature, the potential applications for this research and ways in which the research could be extended in the future. In this thesis we explore stochastic models pertaining to the interaction and evolution mechanisms of nanoparticles. In particular, we explore in depth the stochastic evaporation of molecules due to thermal activation and its ultimate effect on nanoparticles sizes and concentrations. Secondly, we analyse the thermal vibrations of nanoparticles suspended in a fluid and subject to standing oscillating drag forces (as would occur in a standing sound wave) and finally on lattice surfaces in the presence of high heat gradients. We have described in this thesis a number of new models for the description of multicompartment networks joined by a multiple, stochastically evaporating, links. The primary motivation for this work is in the description of thermal fragmentation in which multiple molecules holding parts of a carbonaceous nanoparticle may evaporate. Ultimately, these models predict the rate at which the network or aggregate fragments into smaller networks/aggregates and with what aggregate size distribution. The models are highly analytic and describe the fragmentation of a link holding multiple bonds using Markov processes that best describe different physical situations and these processes have been analysed using a number of mathematical methods. The fragmentation of the network/aggregate is then predicted using combinatorial arguments. Whilst there is some scepticism in the scientific community pertaining to the proposed mechanism of thermal fragmentation,we have presented compelling evidence in this thesis supporting the currently proposed mechanism and shown that our models can accurately match experimental results. This was achieved using a realistic simulation of the fragmentation of the fractal carbonaceous aggregate structure using our models. Furthermore, in this thesis a method of manipulation using acoustic standing waves is investigated. In our investigation we analysed the effect of frequency and particle size on the ability for the particle to be manipulated by means of a standing acoustic wave. In our results, we report the existence of a critical frequency for a particular particle size. This frequency is inversely proportional to the Stokes time of the particle in the fluid. We also find that for large frequencies the subtle Brownian motion of even larger particles plays a significant role in the efficacy of the manipulation. This is due to the decreasing size of the boundary layer between acoustic nodes. Our model utilises a multiple time scale approach to calculating the long term effects of the standing acoustic field on the particles that are interacting with the sound. These effects are then combined with the effects of Brownian motion in order to obtain a complete mathematical description of the particle dynamics in such acoustic fields. Finally, in this thesis, we develop a numerical routine for the description of "thermal tweezers". Currently, the technique of thermal tweezers is predominantly theoretical however there has been a handful of successful experiments which demonstrate the effect it practise. Thermal tweezers is the name given to the way in which particles can be easily manipulated on a lattice surface by careful selection of a heat distribution over the surface. Typically, the theoretical simulations of the effect can be rather time consuming with supercomputer facilities processing data over days or even weeks. Our alternative numerical method for the simulation of particle distributions pertaining to the thermal tweezers effect use the Fokker-Planck equation to derive a quick numerical method for the calculation of the effective diffusion constant as a result of the lattice and the temperature. We then use this diffusion constant and solve the diffusion equation numerically using the finite volume method. This saves the algorithm from calculating many individual particle trajectories since it is describes the flow of the probability distribution of particles in a continuous manner. The alternative method that is outlined in this thesis can produce a larger quantity of accurate results on a household PC in a matter of hours which is much better than was previously achieveable.

The effect of prolonged reading on visual functions and reading performance in students with low vision

This study is the first to investigate the effect of prolonged reading on reading performance and visual functions in students with low vision. The study focuses on one of the most common modes of achieving adequate magnification for reading by students with low vision, their close reading distance (proximal or relative distance magnification). Close reading distances impose high demands on near visual functions, such as accommodation and convergence. Previous research on accommodation in children with low vision shows that their accommodative responses are reduced compared to normal vision. In addition, there is an increased lag of accommodation for higher stimulus levels as may occur at close reading distance. Reduced accommodative responses in low vision and higher lag of accommodation at close reading distances together could impact on reading performance of students with low vision especially during prolonged reading tasks. The presence of convergence anomalies could further affect reading performance. Therefore, the aims of the present study were 1) To investigate the effect of prolonged reading on reading performance in students with low vision 2) To investigate the effect of prolonged reading on visual functions in students with low vision. This study was conducted as cross-sectional research on 42 students with low vision and a comparison group of 20 students with normal vision, aged 7 to 20 years. The students with low vision had vision impairments arising from a range of causes and represented a typical group of students with low vision, with no significant developmental delays, attending school in Brisbane, Australia. All participants underwent a battery of clinical tests before and after a prolonged reading task. An initial reading-specific history and pre-task measurements that included Bailey-Lovie distance and near visual acuities, Pelli-Robson contrast sensitivity, ocular deviations, sensory fusion, ocular motility, near point of accommodation (pull-away method), accuracy of accommodation (Monocular Estimation Method (MEM)) retinoscopy and Near Point of Convergence (NPC) (push-up method) were recorded for all participants. Reading performance measures were Maximum Oral Reading Rates (MORR), Near Text Visual Acuity (NTVA) and acuity reserves using Bailey-Lovie text charts. Symptoms of visual fatigue were assessed using the Convergence Insufficiency Symptom Survey (CISS) for all participants. Pre-task measurements of reading performance and accuracy of accommodation and NPC were compared with post-task measurements, to test for any effects of prolonged reading. The prolonged reading task involved reading a storybook silently for at least 30 minutes. The task was controlled for print size, contrast, difficulty level and content of the reading material. Silent Reading Rate (SRR) was recorded every 2 minutes during prolonged reading. Symptom scores and visual fatigue scores were also obtained for all participants. A visual fatigue analogue scale (VAS) was used to assess visual fatigue during the task, once at the beginning, once at the middle and once at the end of the task. In addition to the subjective assessments of visual fatigue, tonic accommodation was monitored using a photorefractor (PlusoptiX CR03™) every 6 minutes during the task, as an objective assessment of visual fatigue. Reading measures were done at the habitual reading distance of students with low vision and at 25 cms for students with normal vision. The initial history showed that the students with low vision read for significantly shorter periods at home compared to the students with normal vision. The working distances of participants with low vision ranged from 3-25 cms and half of them were not using any optical devices for magnification. Nearly half of the participants with low vision were able to resolve 8-point print (1M) at 25 cms. Half of the participants in the low vision group had ocular deviations and suppression at near. Reading rates were significantly reduced in students with low vision compared to those of students with normal vision. In addition, there were a significantly larger number of participants in the low vision group who could not sustain the 30-minute task compared to the normal vision group. However, there were no significant changes in reading rates during or following prolonged reading in either the low vision or normal vision groups. Individual changes in reading rates were independent of their baseline reading rates, indicating that the changes in reading rates during prolonged reading cannot be predicted from a typical clinical assessment of reading using brief reading tasks. Contrary to previous reports the silent reading rates of the students with low vision were significantly lower than their oral reading rates, although oral and silent reading was assessed using different methods. Although the visual acuity, contrast sensitivity, near point of convergence and accuracy of accommodation were significantly poorer for the low vision group compared to those of the normal vision group, there were no significant changes in any of these visual functions following prolonged reading in either group. Interestingly, a few students with low vision (n =10) were found to be reading at a distance closer than their near point of accommodation. This suggests a decreased sensitivity to blur. Further evaluation revealed that the equivalent intrinsic refractive errors (an estimate of the spherical dioptirc defocus which would be expected to yield a patient’s visual acuity in normal subjects) were significantly larger for the low vision group compared to those of the normal vision group. As expected, accommodative responses were significantly reduced for the low vision group compared to the expected norms, which is consistent with their close reading distances, reduced visual acuity and contrast sensitivity. For those in the low vision group who had an accommodative error exceeding their equivalent intrinsic refractive errors, a significant decrease in MORR was found following prolonged reading. The silent reading rates however were not significantly affected by accommodative errors in the present study. Suppression also had a significant impact on the changes in reading rates during prolonged reading. The participants who did not have suppression at near showed significant decreases in silent reading rates during and following prolonged reading. This impact of binocular vision at near on prolonged reading was possibly due to the high demands on convergence. The significant predictors of MORR in the low vision group were age, NTVA, reading interest and reading comprehension, accounting for 61.7% of the variances in MORR. SRR was not significantly influenced by any factors, except for the duration of the reading task sustained; participants with higher reading rates were able to sustain a longer reading duration. In students with normal vision, age was the only predictor of MORR. Participants with low vision also reported significantly greater visual fatigue compared to the normal vision group. Measures of tonic accommodation however were little influenced by visual fatigue in the present study. Visual fatigue analogue scores were found to be significantly associated with reading rates in students with low vision and normal vision. However, the patterns of association between visual fatigue and reading rates were different for SRR and MORR. The participants with low vision with higher symptom scores had lower SRRs and participants with higher visual fatigue had lower MORRs. As hypothesized, visual functions such as accuracy of accommodation and convergence did have an impact on prolonged reading in students with low vision, for students whose accommodative errors were greater than their equivalent intrinsic refractive errors, and for those who did not suppress one eye. Those students with low vision who have accommodative errors higher than their equivalent intrinsic refractive errors might significantly benefit from reading glasses. Similarly, considering prisms or occlusion for those without suppression might reduce the convergence demands in these students while using their close reading distances. The impact of these prescriptions on reading rates, reading interest and visual fatigue is an area of promising future research. Most importantly, it is evident from the present study that a combination of factors such as accommodative errors, near point of convergence and suppression should be considered when prescribing reading devices for students with low vision. Considering these factors would also assist rehabilitation specialists in identifying those students who are likely to experience difficulty in prolonged reading, which is otherwise not reflected during typical clinical reading assessments.

Distribution profiles of key weather variables in Australian capital cities : implications for energy efficient building design

Local climate is a critical element in the design of energy efficient buildings. In this paper, ten years of historical weather data in Australia's eight capital cities were profiled and analysed to characterize the variations of climatic variables in Australia. The method of descriptive statistics was employed. Either the pattern of cumulative distribution and/or the profile of percentage distribution are presented. It was found that although weather variables vary with different locations, there is often a good, nearly linear relation between a weather variable and its cumulative percentage for the majority of middle part of the cumulative curves. By comparing the slopes of these distribution profiles, it may be possible to determine the relative range of changes of the particular weather variables for a given city. The implications of these distribution profiles of key weather variables on energy efficient building design are also discussed.

Rethinking genre studies through distribution analysis : issues in international horror movie circuits

The existence of any film genre depends on the effective operation of distribution networks. Contingencies of distribution play an important role in determining the content of individual texts and the characteristics of film genres; they enable new genres to emerge at the same time as they impose limits on generic change. This article sets out an alternative way of doing genre studies, based on an analysis of distributive circuits rather than film texts or generic categories. Our objective is to provide a conceptual framework that can account for the multiple ways in which distribution networks leave their traces on film texts and audience expectations, with specific reference to international horror networks, and to offer some preliminary suggestions as to how distribution analysis can be integrated into existing genre studies methodologies.

Distribution of benefits of irrigation induced technological changes and commodity markets : new evidence

A plethora of literature exists on irrigation development. However, only a few studies analyse the distributional issues associated with irrigation induced technological changes (IITC) in the context of commodity markets. Furthermore, these studies deal with only the theoretical arguments and to date no proper investigation has been conducted to examine the long-term benefits of adopting modern irrigation technology. This study investigates the long-term benefit changes of irrigation induced technological changes using data from Sri Lanka with reference to rice farming. The results show that (1) adopting modern technology on irrigation increases the overall social welfare through consumption of a larger quantity at a lower cost (2) the magnitude, sensitivity and distributional gains depend on the price elasticity of demand and supply as well as the size of the marketable surplus (3) non-farm sector gains are larger than farm sector gains (4) the distribution of the benefits among different types of producers depend on the magnitude of the expansion of the irrigated areas as well as the competition faced by traditional farmers (5) selective technological adoption and subsidies have a detrimental effect on the welfare of other producers who do not enjoy the same benefits (6) the short-term distributional effects are more severe than the long-term effects among different groups of farmers.

Optimal allocation and sizing of DGs in a distribution system using PSO

In this paper, the optimal allocation and sizing of distributed generators (DGs) in a distribution system is studied. To achieve this goal, an optimization problem should be solved in which the main objective is to minimize the DGs cost and to maximise the reliability simultaneously. The active power balance between loads and DGs during the isolation time is used as a constraint. Another point considered in this process is the load shedding. It means that if the summation of DGs active power in a zone, isolated by the sectionalizers because of a fault, is less than the total active power of loads located in that zone, the program start shedding the loads in one-by-one using the priority rule still the active power balance is satisfied. This assumption decreases the reliability index, SAIDI, compared with the case loads in a zone are shed when total DGs power is less than the total load power. To validate the proposed method, a 17-bus distribution system is employed and the results are analysed.

A rights management approach to securing data distribution in coalitions

As network capacity has increased over the past decade, individuals and organisations have found it increasingly appealing to make use of remote services in the form of service-oriented architectures and cloud computing services. Data processed by remote services, however, is no longer under the direct control of the individual or organisation that provided the data, leaving data owners at risk of data theft or misuse. This paper describes a model by which data owners can control the distribution and use of their data throughout a dynamic coalition of service providers using digital rights management technology. Our model allows a data owner to establish the trustworthiness of every member of a coalition employed to process data, and to communicate a machine-enforceable usage policy to every such member.

Distribution of polycyclic aromatic hydrocarbons in urban stormwater in Queensland, Australia

This paper reports the distribution of Polycyclic Aromatic Hydrocarbons (PAHs) in wash-off in urban stormwater in Gold Coast, Australia. Runoff samples collected from residential, industrial and commercial sites were separated into a dissolved fraction (<0.45µm), and three particulate fractions (0.45-75µm, 75-150µm and >150µm). Patterns in the distribution of PAHs in the fractions were investigated using Principal Component Analysis. Regardless of the land use and particle size fraction characteristics, the presence of organic carbon plays a dominant role in the distribution of PAHs. The PAHs concentrations were also found to decrease with rainfall duration. Generally, the 1- and 2-year average recurrence interval rainfall events were associated with the majority of the PAHs and the wash-off was a source limiting process. In the context of stormwater quality mitigation, targeting the initial part of the rainfall event is the most effective treatment strategy. The implications of the study results for urban stormwater quality management are also discussed.