Free surface flow past topography : a beyond-all-orders approach

The problem of steady subcritical free surface flow past a submerged inclined step is considered. The asymptotic limit of small Froude number is treated, with particular emphasis on the effect that changing the angle of the step face has on the surface waves. As demonstrated by Chapman & Vanden-Broeck (2006), the divergence of a power series expansion in powers of the square of the Froude number is caused by singularities in the analytic continuation of the free surface; for an inclined step, these singularities may correspond to either the corners or stagnation points of the step, or both, depending on the angle of incline. Stokes lines emanate from these singularities, and exponentially small waves are switched on at the point the Stokes lines intersect with the free surface. Our results suggest that for a certain range of step angles, two wavetrains are switched on, but the exponentially subdominant one is switched on first, leading to an intermediate wavetrain not previously noted. We extend these ideas to the problem of flow over a submerged bump or trench, again with inclined sides. This time there may be two, three or four active Stokes lines, depending on the inclination angles. We demonstrate how to construct a base topography such that wave contributions from separate Stokes lines are of equal magnitude but opposite phase, thus cancelling out. Our asymptotic results are complemented by numerical solutions to the fully nonlinear equations.

Comparing methods to estimate the human lens power

Purpose: To compare accuracies of different methods for calculating human lens power when lens thickness is not available. Methods: Lens power was calculated by four methods. Three methods were used with previously published biometry and refraction data of 184 emmetropic and myopic eyes of 184 subjects (age range [18, 63] years, spherical equivalent range [–12.38, +0.75] D). These three methods consist of the Bennett method, which uses lens thickness, our modification of the Stenström method and the Bennett¬Rabbetts method, both of which do not require knowledge of lens thickness. These methods include c constants, which represent distances from lens surfaces to principal planes. Lens powers calculated with these methods were compared with those calculated using phakometry data available for a subgroup of 66 emmetropic eyes (66 subjects). Results: Lens powers obtained from the Bennett method corresponded well with those obtained by phakometry for emmetropic eyes, although individual differences up to 3.5D occurred. Lens powers obtained from the modified¬Stenström and Bennett¬Rabbetts methods deviated significantly from those obtained with either the Bennett method or phakometry. Customizing the c constants improved this agreement, but applying these constants to the entire group gave mean lens power differences of 0.71 ± 0.56D compared with the Bennett method. By further optimizing the c constants, the agreement with the Bennett method was within ± 1D for 95% of the eyes. Conclusion: With appropriate constants, the modified¬Stenström and Bennett¬Rabbetts methods provide a good approximation of the Bennett lens power in emmetropic and myopic eyes.

Specifying peripheral aberrations in visual science

Purpose: Investigations of foveal aberrations assume circular pupils. However, the pupil becomes increasingly elliptical with increase in visual field eccentricity. We address this and other issues concerning peripheral aberration specification. Methods: One approach uses an elliptical pupil similar to the actual pupil shape, stretched along its minor axis to become a circle so that Zernike circular aberration polynomials may be used. Another approach uses a circular pupil whose diameter matches either the larger or smaller dimension of the elliptical pupil. Pictorial presentation of aberrations, influence of wavelength on aberrations, sign differences between aberrations for fellow eyes, and referencing position to either the visual field or the retina are considered. Results: Examples show differences between the two approaches. Each has its advantages and disadvantages, but there are ways to compensate for most disadvantages. Two representations of data are pupil aberration maps at each position in the visual field and maps showing the variation in individual aberration coefficients across the field. Conclusions: Based on simplicity of use, adequacy of approximation, possible departures of off-axis pupils from ellipticity, and ease of understanding by clinicians, the circular pupil approach is preferable to the stretched elliptical approach for studies involving field angles up to 30 deg.

Mean-field descriptions of collective migration with strong adhesion

Random walk models based on an exclusion process with contact effects are often used to represent collective migration where individual agents are affected by agent-to-agent adhesion. Traditional mean field representations of these processes take the form of a nonlinear diffusion equation which, for strong adhesion, does not predict the averaged discrete behavior. We propose an alternative suite of mean-field representations, showing that collective migration with strong adhesion can be accurately represented using a moment closure approach.

"Participation" in participatory design research

This thesis is about defining participation in the context of fostering research cohesion in the field of Participatory Design. The systematic and incremental building of new knowledge is the process by which science and research is advanced. This process requires a certain type of cohesion in the way research is undertaken for new knowledge to be built from the knowledge provided by previous projects and research. To support this process and to foster research cohesion three conditions are necessary. These conditions are: common ground between practitioners, problem-space positioning, and adherence to clear research criteria. The challenge of fostering research cohesion in Participatory Design is apparent in at least four themes raised in the literature: the role of politics within Participatory Design epistemology, the role of participation, design with users, and the ability to translate theory into practice. These four thematic challenges frame the context which the research gap is situated. These themes are also further investigated and the research gap – a general lack of research cohesion – along with one avenue for addressing this gap – a clear and operationalizable definition for participation – are identified. The intended contribution of this thesis is to develop a framework and visual tool to address this research gap. In particular, an initial approximation for a clear and operationalizable definition for participation will be proposed such that it can be used within the field of Participatory Design to run projects and foster research cohesion. In pursuit of this contribution, a critical lens is developed and used to analyse some of the principles and practices of Participatory Design that are regarded as foundational. This lens addresses how to define participation in a way that adheres to basic principles of scientific rigour – namely, ensuring that the elements of a theory are operationalizable, falsifiable, generalizable, and useful, and it also treats participation as a construct rather than treating the notion of participation as a variable. A systematic analysis is performed using this lens on the principles and practices that are considered foundational within the field. From this analysis, three components of the participation construct – impact, influence, and agency – are identified. These components are then broken down into two constituent variables each (six in all) and represented visually. Impact is described as the relationship between the quality and use of information. Influence is described as the relationship between the amount and scope of decision making. Agency is described as the relationship between the motivation of the participant and the solidarity of the group. Thus, as a construct, participation is described as the relationship between a participant’s impact, influence, and agency. In the concluding section, the value of this participation construct is explored for its utility in enhancing project work and fostering research cohesion. Three items of potential value that emerge are: the creation of a visual tool through the representation of these six constituent variables in one image; the elaboration of a common language for researchers based on the six constituent variables identified; and the ability to systematically identify and remedy participation gaps throughout the life of the project. While future research exploring the applicability of the participation construct in real world projects is necessary, it is intended that this initial approximation of a participation construct in the form of the visual tool will serve as the basis for a cohesive and rigorous discussion about participation in Participatory Design.

Modeling ion channel dynamics through reflected stochastic differential equations

Ion channels are membrane proteins that open and close at random and play a vital role in the electrical dynamics of excitable cells. The stochastic nature of the conformational changes these proteins undergo can be significant, however current stochastic modeling methodologies limit the ability to study such systems. Discrete-state Markov chain models are seen as the "gold standard," but are computationally intensive, restricting investigation of stochastic effects to the single-cell level. Continuous stochastic methods that use stochastic differential equations (SDEs) to model the system are more efficient but can lead to simulations that have no biological meaning. In this paper we show that modeling the behavior of ion channel dynamics by a reflected SDE ensures biologically realistic simulations, and we argue that this model follows from the continuous approximation of the discrete-state Markov chain model. Open channel and action potential statistics from simulations of ion channel dynamics using the reflected SDE are compared with those of a discrete-state Markov chain method. Results show that the reflected SDE simulations are in good agreement with the discrete-state approach. The reflected SDE model therefore provides a computationally efficient method to simulate ion channel dynamics while preserving the distributional properties of the discrete-state Markov chain model and also ensuring biologically realistic solutions. This framework could easily be extended to other biochemical reaction networks. © 2012 American Physical Society.

Anomalous subdiffusion equations by the meshless collocation method

This paper aims to develop an implicit meshless collocation technique based on the moving least squares approximation for numerical simulation of the anomalous subdiffusion equation(ASDE). The discrete system of equations is obtained by using the MLS meshless shape functions and the meshless collocation formulation. The stability and convergence of this meshless approach related to the time discretization are investigated theoretically and numerically. The numerical examples with regular and irregular nodal distributions are used to the newly developed meshless formulation. It is concluded that the present meshless formulation is very effective for the modeling of ASDEs.

A boundary preserving numerical algorithm for the Wright-Fisher model with mutation

The Wright-Fisher model is an Itô stochastic differential equation that was originally introduced to model genetic drift within finite populations and has recently been used as an approximation to ion channel dynamics within cardiac and neuronal cells. While analytic solutions to this equation remain within the interval [0,1], current numerical methods are unable to preserve such boundaries in the approximation. We present a new numerical method that guarantees approximations to a form of Wright-Fisher model, which includes mutation, remain within [0,1] for all time with probability one. Strong convergence of the method is proved and numerical experiments suggest that this new scheme converges with strong order 1/2. Extending this method to a multidimensional case, numerical tests suggest that the algorithm still converges strongly with order 1/2. Finally, numerical solutions obtained using this new method are compared to those obtained using the Euler-Maruyama method where the Wiener increment is resampled to ensure solutions remain within [0,1].

Numerical simulation of a fractional mathematical model for epidermal wound healing

A number of mathematical models investigating certain aspects of the complicated process of wound healing are reported in the literature in recent years. However, effective numerical methods and supporting error analysis for the fractional equations which describe the process of wound healing are still limited. In this paper, we consider numerical simulation of fractional model based on the coupled advection-diffusion equations for cell and chemical concentration in a polar coordinate system. The space fractional derivatives are defined in the Left and Right Riemann-Liouville sense. Fractional orders in advection and diffusion terms belong to the intervals (0; 1) or (1; 2], respectively. Some numerical techniques will be used. Firstly, the coupled advection-diffusion equations are decoupled to a single space fractional advection-diffusion equation in a polar coordinate system. Secondly, we propose a new implicit difference method for simulating this equation by using the equivalent of the Riemann-Liouville and Gr¨unwald-Letnikov fractional derivative definitions. Thirdly, its stability and convergence are discussed, respectively. Finally, some numerical results are given to demonstrate the theoretical analysis.

Numerical analysis of the time variable fractional order mobile-immobile advection-dispersion model

Many physical processes exhibit fractional order behavior that varies with time or space. The continuum of order in the fractional calculus allows the order of the fractional operator to be considered as a variable. In this paper, we consider the time variable fractional order mobile-immobile advection-dispersion model. Numerical methods and analyses of stability and convergence for the fractional partial differential equations are quite limited and difficult to derive. This motivates us to develop efficient numerical methods as well as stability and convergence of the implicit numerical methods for the fractional order mobile immobile advection-dispersion model. In the paper, we use the Coimbra variable time fractional derivative which is more efficient from the numerical standpoint and is preferable for modeling dynamical systems. An implicit Euler approximation for the equation is proposed and then the stability of the approximation are investigated. As for the convergence of the numerical scheme we only consider a special case, i.e. the time fractional derivative is independent of time variable t. The case where the time fractional derivative depends both the time variable t and the space variable x will be considered in the future work. Finally, numerical examples are provided to show that the implicit Euler approximation is computationally efficient.

Linear and nonlinear propagation of localised plasmon in metallic nanostructures

A major challenge in modern photonics and nano-optics is the diffraction limit of light which does not allow field localisation into regions with dimensions smaller than half the wavelength. Localisation of light into nanoscale regions (beyond its diffraction limit) has applications ranging from the design of optical sensors and measurement techniques with resolutions as high as a few nanometres, to the effective delivery of optical energy into targeted nanoscale regions such as quantum dots, nano-electronic and nano-optical devices. This field has become a major research direction over the last decade. The use of strongly localised surface plasmons in metallic nanostructures is one of the most promising approaches to overcome this problem. Therefore, the aim of this thesis is to investigate the linear and non-linear propagation of surface plasmons in metallic nanostructures. This thesis will focus on two main areas of plasmonic research –– plasmon nanofocusing and plasmon nanoguiding. Plasmon nanofocusing – The main aim of plasmon nanofocusing research is to focus plasmon energy into nanoscale regions using metallic nanostructures and at the same time achieve strong local field enhancement. Various structures for nanofocusing purposes have been proposed and analysed such as sharp metal wedges, tapered metal films on dielectric substrates, tapered metal rods, and dielectric V-grooves in metals. However, a number of important practical issues related to nanofocusing in these structures still remain unclear. Therefore, one of the main aims of this thesis is to address two of the most important of issues which are the coupling efficiency and heating effects of surface plasmons in metallic nanostructures. The method of analysis developed throughout this thesis is a general treatment that can be applied to a diversity of nanofocusing structures, with results shown here for the specific case of sharp metal wedges. Based on the geometrical optics approximation, it is demonstrated that the coupling efficiency from plasmons generated with a metal grating into the nanofocused symmetric or quasi-symmetric modes may vary between ~50% to ~100% depending on the structural parameters. Optimal conditions for nanofocusing with the view to minimise coupling and dissipative losses are also determined and discussed. It is shown that the temperature near the tip of a metal wedge heated by nanosecond plasmonic pulses can increase by several hundred degrees Celsius. This temperature increase is expected to lead to nonlinear effects, self-influence of the focused plasmon, and ultimately self-destruction of the metal tip. This thesis also investigates a different type of nanofocusing structure which consists of a tapered high-index dielectric layer resting on a metal surface. It is shown that the nanofocusing mechanism that occurs in this structure is somewhat different from other structures that have been considered thus far. For example, the surface plasmon experiences significant backreflection and mode transformation at a cut-off thickness. In addition, the reflected plasmon shows negative refraction properties that have not been observed in other nanofocusing structures considered to date. Plasmon nanoguiding – Guiding surface plasmons using metallic nanostructures is important for the development of highly integrated optical components and circuits which are expected to have a superior performance compared to their electronicbased counterparts. A number of different plasmonic waveguides have been considered over the last decade including the recently considered gap and trench plasmon waveguides. The gap and trench plasmon waveguides have proven to be difficult to fabricate. Therefore, this thesis will propose and analyse four different modified gap and trench plasmon waveguides that are expected to be easier to fabricate, and at the same time acquire improved propagation characteristics of the guided mode. In particular, it is demonstrated that the guided modes are significantly screened by the extended metal at the bottom of the structure. This is important for the design of highly integrated optics as it provides the opportunity to place two waveguides close together without significant cross-talk. This thesis also investigates the use of plasmonic nanowires to construct a Fabry-Pérot resonator/interferometer. It is shown that the resonance effect can be achieved with the appropriate resonator length and gap width. Typical quality factors of the Fabry- Pérot cavity are determined and explained in terms of radiative and dissipative losses. The possibility of using a nanowire resonator for the design of plasmonic filters with close to ~100% transmission is also demonstrated. It is expected that the results obtained in this thesis will play a vital role in the development of high resolution near field microscopy and spectroscopy, new measurement techniques and devices for single molecule detection, highly integrated optical devices, and nanobiotechnology devices for diagnostics of living cells.

An analytical tool that quantifies cellular morphology changes from three-dimensional fluorescence images

The most common software analysis tools available for measuring fluorescence images are for two-dimensional (2D) data that rely on manual settings for inclusion and exclusion of data points, and computer-aided pattern recognition to support the interpretation and findings of the analysis. It has become increasingly important to be able to measure fluorescence images constructed from three-dimensional (3D) datasets in order to be able to capture the complexity of cellular dynamics and understand the basis of cellular plasticity within biological systems. Sophisticated microscopy instruments have permitted the visualization of 3D fluorescence images through the acquisition of multispectral fluorescence images and powerful analytical software that reconstructs the images from confocal stacks that then provide a 3D representation of the collected 2D images. Advanced design-based stereology methods have progressed from the approximation and assumptions of the original model-based stereology(1) even in complex tissue sections(2). Despite these scientific advances in microscopy, a need remains for an automated analytic method that fully exploits the intrinsic 3D data to allow for the analysis and quantification of the complex changes in cell morphology, protein localization and receptor trafficking. Current techniques available to quantify fluorescence images include Meta-Morph (Molecular Devices, Sunnyvale, CA) and Image J (NIH) which provide manual analysis. Imaris (Andor Technology, Belfast, Northern Ireland) software provides the feature MeasurementPro, which allows the manual creation of measurement points that can be placed in a volume image or drawn on a series of 2D slices to create a 3D object. This method is useful for single-click point measurements to measure a line distance between two objects or to create a polygon that encloses a region of interest, but it is difficult to apply to complex cellular network structures. Filament Tracer (Andor) allows automatic detection of the 3D neuronal filament-like however, this module has been developed to measure defined structures such as neurons, which are comprised of dendrites, axons and spines (tree-like structure). This module has been ingeniously utilized to make morphological measurements to non-neuronal cells(3), however, the output data provide information of an extended cellular network by using a software that depends on a defined cell shape rather than being an amorphous-shaped cellular model. To overcome the issue of analyzing amorphous-shaped cells and making the software more suitable to a biological application, Imaris developed Imaris Cell. This was a scientific project with the Eidgenössische Technische Hochschule, which has been developed to calculate the relationship between cells and organelles. While the software enables the detection of biological constraints, by forcing one nucleus per cell and using cell membranes to segment cells, it cannot be utilized to analyze fluorescence data that are not continuous because ideally it builds cell surface without void spaces. To our knowledge, at present no user-modifiable automated approach that provides morphometric information from 3D fluorescence images has been developed that achieves cellular spatial information of an undefined shape (Figure 1). We have developed an analytical platform using the Imaris core software module and Imaris XT interfaced to MATLAB (Mat Works, Inc.). These tools allow the 3D measurement of cells without a pre-defined shape and with inconsistent fluorescence network components. Furthermore, this method will allow researchers who have extended expertise in biological systems, but not familiarity to computer applications, to perform quantification of morphological changes in cell dynamics.

Practical stability of approximating discrete-time filters with respect to model mismatch

This paper establishes practical stability results for an important range of approximate discrete-time filtering problems involving mismatch between the true system and the approximating filter model. Practical stability is established in the sense of an asymptotic bound on the amount of bias introduced by the model approximation. Our analysis applies to a wide range of estimation problems and justifies the common practice of approximating intractable infinite dimensional nonlinear filters by simpler computationally tractable filters.

The benefits of tree-based models for stock selection

The identification of the primary drivers of stock returns has been of great interest to both financial practitioners and academics alike for many decades. Influenced by classical financial theories such as the CAPM (Sharp, 1964; Lintner, 1965) and APT (Ross, 1976), a linear relationship is conventionally assumed between company characteristics as derived from their financial accounts and forward returns. Whilst this assumption may be a fair approximation to the underlying structural relationship, it is often adopted for the purpose of convenience. It is actually quite rare that the assumptions of distributional normality and a linear relationship are explicitly assessed in advance even though this information would help to inform the appropriate choice of modelling technique. Non-linear models have nevertheless been applied successfully to the task of stock selection in the past (Sorensen et al, 2000). However, their take-up by the investment community has been limited despite the fact that researchers in other fields have found them to be a useful way to express knowledge and aid decision-making...

A variable-stepsize Jacobian-free exponential integrator for simulating transport in heterogeneous porous media : application to wood drying

A Jacobian-free variable-stepsize method is developed for the numerical integration of the large, stiff systems of differential equations encountered when simulating transport in heterogeneous porous media. Our method utilises the exponential Rosenbrock-Euler method, which is explicit in nature and requires a matrix-vector product involving the exponential of the Jacobian matrix at each step of the integration process. These products can be approximated using Krylov subspace methods, which permit a large integration stepsize to be utilised without having to precondition the iterations. This means that our method is truly "Jacobian-free" - the Jacobian need never be formed or factored during the simulation. We assess the performance of the new algorithm for simulating the drying of softwood. Numerical experiments conducted for both low and high temperature drying demonstrates that the new approach outperforms (in terms of accuracy and efficiency) existing simulation codes that utilise the backward Euler method via a preconditioned Newton-Krylov strategy.