Towards Bayesian experimental design for nonlinear models that require a large number of sampling times

The use of Bayesian methodologies for solving optimal experimental design problems has increased. Many of these methods have been found to be computationally intensive for design problems that require a large number of design points. A simulation-based approach that can be used to solve optimal design problems in which one is interested in finding a large number of (near) optimal design points for a small number of design variables is presented. The approach involves the use of lower dimensional parameterisations that consist of a few design variables, which generate multiple design points. Using this approach, one simply has to search over a few design variables, rather than searching over a large number of optimal design points, thus providing substantial computational savings. The methodologies are demonstrated on four applications, including the selection of sampling times for pharmacokinetic and heat transfer studies, and involve nonlinear models. Several Bayesian design criteria are also compared and contrasted, as well as several different lower dimensional parameterisation schemes for generating the many design points.

Simulation of phosphine flow in vertical grain storage : a preliminary numerical study

To fumigate grain stored in a silo, phosphine gas is distributed by a combination of diffusion and fan-forced advection. This initial study of the problem mainly focuses on the advection, numerically modelled as fluid flow in a porous medium. We find satisfactory agreement between the flow predictions of two Computational Fluid Dynamics packages, Comsol and Fluent. The flow predictions demonstrate that the highest velocity (>0.1 m/s) occurs less than 0.2m from the inlet and reduces drastically over one metre of silo height, with the flow elsewhere less than 0.002 m/s or 1% of the velocity injection. The flow predictions are examined to identify silo regions where phosphine dosage levels are likely to be too low for effective grain fumigation.

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.

Exponential integrators and a dual-scale model for wood drying

For the timber industry, the ability to simulate the drying of wood is invaluable for manufacturing high quality wood products. Mathematically, however, modelling the drying of a wet porous material, such as wood, is a diffcult task due to its heterogeneous and anisotropic nature, and the complex geometry of the underlying pore structure. The well{ developed macroscopic modelling approach involves writing down classical conservation equations at a length scale where physical quantities (e.g., porosity) can be interpreted as averaged values over a small volume (typically containing hundreds or thousands of pores). This averaging procedure produces balance equations that resemble those of a continuum with the exception that effective coeffcients appear in their deffnitions. Exponential integrators are numerical schemes for initial value problems involving a system of ordinary differential equations. These methods differ from popular Newton{Krylov implicit methods (i.e., those based on the backward differentiation formulae (BDF)) in that they do not require the solution of a system of nonlinear equations at each time step but rather they require computation of matrix{vector products involving the exponential of the Jacobian matrix. Although originally appearing in the 1960s, exponential integrators have recently experienced a resurgence in interest due to a greater undertaking of research in Krylov subspace methods for matrix function approximation. One of the simplest examples of an exponential integrator is the exponential Euler method (EEM), which requires, at each time step, approximation of φ(A)b, where φ(z) = (ez - 1)/z, A E Rnxn and b E Rn. For drying in porous media, the most comprehensive macroscopic formulation is TransPore [Perre and Turner, Chem. Eng. J., 86: 117-131, 2002], which features three coupled, nonlinear partial differential equations. The focus of the first part of this thesis is the use of the exponential Euler method (EEM) for performing the time integration of the macroscopic set of equations featured in TransPore. In particular, a new variable{ stepsize algorithm for EEM is presented within a Krylov subspace framework, which allows control of the error during the integration process. The performance of the new algorithm highlights the great potential of exponential integrators not only for drying applications but across all disciplines of transport phenomena. For example, when applied to well{ known benchmark problems involving single{phase liquid ow in heterogeneous soils, the proposed algorithm requires half the number of function evaluations than that required for an equivalent (sophisticated) Newton{Krylov BDF implementation. Furthermore for all drying configurations tested, the new algorithm always produces, in less computational time, a solution of higher accuracy than the existing backward Euler module featured in TransPore. Some new results relating to Krylov subspace approximation of '(A)b are also developed in this thesis. Most notably, an alternative derivation of the approximation error estimate of Hochbruck, Lubich and Selhofer [SIAM J. Sci. Comput., 19(5): 1552{1574, 1998] is provided, which reveals why it performs well in the error control procedure. Two of the main drawbacks of the macroscopic approach outlined above include the effective coefficients must be supplied to the model, and it fails for some drying configurations, where typical dual{scale mechanisms occur. In the second part of this thesis, a new dual{scale approach for simulating wood drying is proposed that couples the porous medium (macroscale) with the underlying pore structure (microscale). The proposed model is applied to the convective drying of softwood at low temperatures and is valid in the so{called hygroscopic range, where hygroscopically held liquid water is present in the solid phase and water exits only as vapour in the pores. Coupling between scales is achieved by imposing the macroscopic gradient on the microscopic field using suitably defined periodic boundary conditions, which allows the macroscopic ux to be defined as an average of the microscopic ux over the unit cell. This formulation provides a first step for moving from the macroscopic formulation featured in TransPore to a comprehensive dual{scale formulation capable of addressing any drying configuration. Simulation results reported for a sample of spruce highlight the potential and flexibility of the new dual{scale approach. In particular, for a given unit cell configuration it is not necessary to supply the effective coefficients prior to each simulation.

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.

Numerical techniques for simulating a fractional mathematical model of 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 the numerical simulation of a fractional mathematical model of epidermal wound healing (FMM-EWH), which is 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 the 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 Riemann-Liouville and Grünwald-Letnikov fractional derivative definitions. Thirdly, its stability and convergence are discussed, respectively. Finally, some numerical results are given to demonstrate the theoretical analysis.

Two novel numerical methods for solving the two-dimensional fractional Fitzhugh-Nagumo-monodomain model

Fractional mathematical models represent a new approach to modelling complex spatial problems in which there is heterogeneity at many spatial and temporal scales. In this paper, a two-dimensional fractional Fitzhugh-Nagumo-monodomain model with zero Dirichlet boundary conditions is considered. The model consists of a coupled space fractional diffusion equation (SFDE) and an ordinary differential equation. For the SFDE, we first consider the numerical solution of the Riesz fractional nonlinear reaction-diffusion model and compare it to the solution of a fractional in space nonlinear reaction-diffusion model. We present two novel numerical methods for the two-dimensional fractional Fitzhugh-Nagumo-monodomain model using the shifted Grunwald-Letnikov method and the matrix transform method, respectively. Finally, some numerical examples are given to exhibit the consistency of our computational solution methodologies. The numerical results demonstrate the effectiveness of the methods.

Spectral approximations to the fractional integral and derivative

In this paper, the spectral approximations are used to compute the fractional integral and the Caputo derivative. The effective recursive formulae based on the Legendre, Chebyshev and Jacobi polynomials are developed to approximate the fractional integral. And the succinct scheme for approximating the Caputo derivative is also derived. The collocation method is proposed to solve the fractional initial value problems and boundary value problems. Numerical examples are also provided to illustrate the effectiveness of the derived methods.

Numerical methods of the variable-order Rayleigh-Stokes problem for a heated generalized second grade fluid with fractional derivative

Rayleigh–Stokes problems have in recent years received much attention due to their importance in physics. In this article, we focus on the variable-order Rayleigh–Stokes problem for a heated generalized second grade fluid with fractional derivative. Implicit and explicit numerical methods are developed to solve the problem. The convergence, stability of the numerical methods and solvability of the implicit numerical method are discussed via Fourier analysis. Moreover, a numerical example is given and the results support the effectiveness of the theoretical analysis.

Mathematical modelling of LiFePO4 cathodes

LiFePO4 is a commercially available battery material with good theoretical discharge capacity, excellent cycle life and increased safety compared with competing Li-ion chemistries. It has been the focus of considerable experimental and theoretical scrutiny in the past decade, resulting in LiFePO4 cathodes that perform well at high discharge rates. This scrutiny has raised several questions about the behaviour of LiFePO4 material during charge and discharge. In contrast to many other battery chemistries that intercalate homogeneously, LiFePO4 can phase-separate into highly and lowly lithiated phases, with intercalation proceeding by advancing an interface between these two phases. The main objective of this thesis is to construct mathematical models of LiFePO4 cathodes that can be validated against experimental discharge curves. This is in an attempt to understand some of the multi-scale dynamics of LiFePO4 cathodes that can be difficult to determine experimentally. The first section of this thesis constructs a three-scale mathematical model of LiFePO4 cathodes that uses a simple Stefan problem (which has been used previously in the literature) to describe the assumed phase-change. LiFePO4 crystals have been observed agglomerating in cathodes to form a porous collection of crystals and this morphology motivates the use of three size-scales in the model. The multi-scale model developed validates well against experimental data and this validated model is then used to examine the role of manufacturing parameters (including the agglomerate radius) on battery performance. The remainder of the thesis is concerned with investigating phase-field models as a replacement for the aforementioned Stefan problem. Phase-field models have recently been used in LiFePO4 and are a far more accurate representation of experimentally observed crystal-scale behaviour. They are based around the Cahn-Hilliard-reaction (CHR) IBVP, a fourth-order PDE with electrochemical (flux) boundary conditions that is very stiff and possesses multiple time and space scales. Numerical solutions to the CHR IBVP can be difficult to compute and hence a least-squares based Finite Volume Method (FVM) is developed for discretising both the full CHR IBVP and the more traditional Cahn-Hilliard IBVP. Phase-field models are subject to two main physicality constraints and the numerical scheme presented performs well under these constraints. This least-squares based FVM is then used to simulate the discharge of individual crystals of LiFePO4 in two dimensions. This discharge is subject to isotropic Li+ diffusion, based on experimental evidence that suggests the normally orthotropic transport of Li+ in LiFePO4 may become more isotropic in the presence of lattice defects. Numerical investigation shows that two-dimensional Li+ transport results in crystals that phase-separate, even at very high discharge rates. This is very different from results shown in the literature, where phase-separation in LiFePO4 crystals is suppressed during discharge with orthotropic Li+ transport. Finally, the three-scale cathodic model used at the beginning of the thesis is modified to simulate modern, high-rate LiFePO4 cathodes. High-rate cathodes typically do not contain (large) agglomerates and therefore a two-scale model is developed. The Stefan problem used previously is also replaced with the phase-field models examined in earlier chapters. The results from this model are then compared with experimental data and fit poorly, though a significant parameter regime could not be investigated numerically. Many-particle effects however, are evident in the simulated discharges, which match the conclusions of recent literature. These effects result in crystals that are subject to local currents very different from the discharge rate applied to the cathode, which impacts the phase-separating behaviour of the crystals and raises questions about the validity of using cathodic-scale experimental measurements in order to determine crystal-scale behaviour.

Fractional models for the migration of biological cells in complex spatial domains

Travelling wave phenomena are observed in many biological applications. Mathematical theory of standard reaction-diffusion problems shows that simple partial differential equations exhibit travelling wave solutions with constant wavespeed and such models are used to describe, for example, waves of chemical concentrations, electrical signals, cell migration, waves of epidemics and population dynamics. However, as in the study of cell motion in complex spatial geometries, experimental data are often not consistent with constant wavespeed. Non-local spatial models have successfully been used to model anomalous diffusion and spatial heterogeneity in different physical contexts. In this paper, we develop a fractional model based on the Fisher-Kolmogoroff equation and analyse it for its wavespeed properties, attempting to relate the numerical results obtained from our simulations to experimental data describing enteric neural crest-derived cells migrating along the intact gut of mouse embryos. The model proposed essentially combines fractional and standard diffusion in different regions of the spatial domain and qualitatively reproduces the behaviour of neural crest-derived cells observed in the caecum and the hindgut of mouse embryos during in vivo experiments.

Mathematical modelling of tumour growth and interaction with host tissue and the immune system

In this thesis, three mathematical models describing the growth of solid tumour incorporating the host tissue and the immune system response are developed and investigated. The initial model describes the dynamics of the growing tumour and immune response before being extended in the second model by introducing a time-varying dendritic cell-based treatment strategy. Finally, in the third model, we present a mathematical model of a growing tumour using a hybrid cellular automata. These models can provide information to pre-experimental work to assist in designing more effective and efficient laboratory experiments related to tumour growth and interactions with the immune system and immunotherapy.

Numerical solutions for thin film flow down the outside and inside of a vertical cylinder

We consider a model for thin film flow down the outside and inside of a vertical cylinder. Our focus is to study the effect that the curvature of the cylinder has on the gravity-driven instability of the advancing contact line and to simulate the resulting fingering patterns that form due to this instability. The governing partial differential equation is fourth order with a nonlinear degenerate diffusion term that represents the stabilising effect of surface tension. We present numerical solutions obtained by implementing an efficient alternating direction implicit scheme. When compared to the problem of flow down a vertical plane, we find that increasing substrate curvature tends to increase the fingering instability for flow down the outside of the cylinder, whereas flow down the inside of the cylinder substrate curvature has the opposite effect. Further, we demonstrate the existence of nontrivial travelling wave solutions which describe fingering patterns that propagate down the inside of a cylinder at constant speed without changing form. These solutions are perfectly analogous to those found previously for thin film flow down an inclined plane.

Bayesian modelling of surveillance and proof of freedom : the mathematical, logical & psychological challenges

Keeping exotic plant pests out of our country relies on good border control or quarantine. However with increasing globalization and mobilization some things slip through. Then the back up systems become important. This can include an expensive form of surveillance that purposively targets particular pests. A much wider net is provided by general surveillance, which is assimilated into everyday activities, like farmers checking the health of their crops. In fact farmers and even home gardeners have provided a front line warning system for some pests (eg European wasp) that could otherwise have wreaked havoc. Mathematics is used to model how surveillance works in various situations. Within this virtual world we can play with various surveillance and management strategies to "see" how they would work, or how to make them work better. One of our greatest challenges is estimating some of the input parameters : because the pest hasn't been here before, it's hard to predict how well it might behave: establishing, spreading, and what types of symptoms it might express. So we rely on experts to help us with this. This talk will look at the mathematical, psychological and logical challenges of helping experts to quantify what they think. We show how the subjective Bayesian approach is useful for capturing expert uncertainty, ultimately providing a more complete picture of what they think... And what they don't!

The effect of surface tension and kinetic undercooling on a radially-symmetric melting problem

The addition of surface tension to the classical Stefan problem for melting a sphere causes the solution to blow up at a finite time before complete melting takes place. This singular behaviour is characterised by the speed of the solid-melt interface and the flux of heat at the interface both becoming unbounded in the blow-up limit. In this paper, we use numerical simulation for a particular energy-conserving one-phase version of the problem to show that kinetic undercooling regularises this blow-up, so that the model with both surface tension and kinetic undercooling has solutions that are regular right up to complete melting. By examining the regime in which the dimensionless kinetic undercooling parameter is small, our results demonstrate how physically realistic solutions to this Stefan problem are consistent with observations of abrupt melting of nanoscaled particles.