Supplement : Efficient weak second-order stochastic Runge-Kutta methods for non-commutative Stratonvich stochastic differential equations

This paper gives a modification of a class of stochastic Runge–Kutta methods proposed in a paper by Komori (2007). The slight modification can reduce the computational costs of the methods significantly.

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.

Object tracking via non-Euclidean geometry : a Grassmann approach

A robust visual tracking system requires an object appearance model that is able to handle occlusion, pose, and illumination variations in the video stream. This can be difficult to accomplish when the model is trained using only a single image. In this paper, we first propose a tracking approach based on affine subspaces (constructed from several images) which are able to accommodate the abovementioned variations. We use affine subspaces not only to represent the object, but also the candidate areas that the object may occupy. We furthermore propose a novel approach to measure affine subspace-to-subspace distance via the use of non-Euclidean geometry of Grassmann manifolds. The tracking problem is then considered as an inference task in a Markov Chain Monte Carlo framework via particle filtering. Quantitative evaluation on challenging video sequences indicates that the proposed approach obtains considerably better performance than several recent state-of-the-art methods such as Tracking-Learning-Detection and MILtrack.

Three primary school students’ cognition about 3D rotation in a virtual reality learning environment

This paper reports on three primary school students’ explorations of 3D rotation in a virtual reality learning environment (VRLE) named VRMath. When asked to investigate if you would face the same direction when you turn right 45 degrees first then roll up 45 degrees, or when you roll up 45 degrees first then turn right 45 degrees, the students found that the different order of the two turns ended up with different directions in the VRLE. This was contrary to the students’ prior predictions based on using pen, paper and body movements. The findings of this study showed the difficulty young children have in perceiving and understanding the non-commutative nature of 3D rotation and the power of the computational VRLE in giving students experiences that they rarely have in real life with 3D manipulations and 3D mental movements.

Dictionary learning and sparse coding on Grassmann manifolds : an extrinsic solution

Recent advances in computer vision and machine learning suggest that a wide range of problems can be addressed more appropriately by considering non-Euclidean geometry. In this paper we explore sparse dictionary learning over the space of linear subspaces, which form Riemannian structures known as Grassmann manifolds. To this end, we propose to embed Grassmann manifolds into the space of symmetric matrices by an isometric mapping, which enables us to devise a closed-form solution for updating a Grassmann dictionary, atom by atom. Furthermore, to handle non-linearity in data, we propose a kernelised version of the dictionary learning algorithm. Experiments on several classification tasks (face recognition, action recognition, dynamic texture classification) show that the proposed approach achieves considerable improvements in discrimination accuracy, in comparison to state-of-the-art methods such as kernelised Affine Hull Method and graph-embedding Grassmann discriminant analysis.

A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems

In order to simulate stiff biochemical reaction systems, an explicit exponential Euler scheme is derived for multidimensional, non-commutative stochastic differential equations with a semilinear drift term. The scheme is of strong order one half and A-stable in mean square. The combination with this and the projection method shows good performance in numerical experiments dealing with an alternative formulation of the chemical Langevin equation for a human ether a-go-go related gene ion channel mode

Sensitivity of proximal femoral stiffness and areal bone mineral density to changes in bone geometry and density

Areal bone mineral density (aBMD) is the most common surrogate measurement for assessing the bone strength of the proximal femur associated with osteoporosis. Additional factors, however, contribute to the overall strength of the proximal femur, primarily the anatomical geometry. Finite element analysis (FEA) is an effective and widely used computerbased simulation technique for modeling mechanical loading of various engineering structures, providing predictions of displacement and induced stress distribution due to the applied load. FEA is therefore inherently dependent upon both density and anatomical geometry. FEA may be performed on both three-dimensional and two-dimensional models of the proximal femur derived from radiographic images, from which the mechanical stiffness may be redicted. It is examined whether the outcome measures of two-dimensional FEA, two-dimensional, finite element analysis of X-ray images (FEXI), and three-dimensional FEA computed stiffness of the proximal femur were more sensitive than aBMD to changes in trabecular bone density and femur geometry. It is assumed that if an outcome measure follows known trends with changes in density and geometric parameters, then an increased sensitivity will be indicative of an improved prediction of bone strength. All three outcome measures increased non-linearly with trabecular bone density, increased linearly with cortical shell thickness and neck width, decreased linearly with neck length, and were relatively insensitive to neck-shaft angle. For femoral head radius, aBMD was relatively insensitive, with two-dimensional FEXI and threedimensional FEA demonstrating a non-linear increase and decrease in sensitivity, respectively. For neck anteversion, aBMD decreased non-linearly, whereas both two-dimensional FEXI and three dimensional FEA demonstrated a parabolic-type relationship, with maximum stiffness achieved at an angle of approximately 15o. Multi-parameter analysis showed that all three outcome measures demonstrated their highest sensitivity to a change in cortical thickness. When changes in all input parameters were considered simultaneously, three and twodimensional FEA had statistically equal sensitivities (0.41±0.20 and 0.42±0.16 respectively, p = ns) that were significantly higher than the sensitivity of aBMD (0.24±0.07; p = 0.014 and 0.002 for three-dimensional and two-dimensional FEA respectively). This simulation study suggests that since mechanical integrity and FEA are inherently dependent upon anatomical geometry, FEXI stiffness, being derived from conventional two-dimensional radiographic images, may provide an improvement in the prediction of bone strength of the proximal femur than currently provided by aBMD.

Geometry vs appearance for discriminating between posed and spontaneous emotions

Spontaneous facial expressions differ from posed ones in appearance, timing and accompanying head movements. Still images cannot provide timing or head movement information directly. However, indirectly the distances between key points on a face extracted from a still image using active shape models can capture some movement and pose changes. This information is superposed on information about non-rigid facial movement that is also part of the expression. Does geometric information improve the discrimination between spontaneous and posed facial expressions arising from discrete emotions? We investigate the performance of a machine vision system for discrimination between posed and spontaneous versions of six basic emotions that uses SIFT appearance based features and FAP geometric features. Experimental results on the NVIE database demonstrate that fusion of geometric information leads only to marginal improvement over appearance features. Using fusion features, surprise is the easiest emotion (83.4% accuracy) to be distinguished, while disgust is the most difficult (76.1%). Our results find different important facial regions between discriminating posed versus spontaneous version of one emotion and classifying the same emotion versus other emotions. The distribution of the selected SIFT features shows that mouth is more important for sadness, while nose is more important for surprise, however, both the nose and mouth are important for disgust, fear, and happiness. Eyebrows, eyes, nose and mouth are important for anger.

Electropolishing of polycrystalline YBa2Cu3O7-δ to meet the need for sharp needle geometry

An electropolishing method has been developed for preparing sharp needles from polycrystalline YBa2Cu3O7-δ by modifying a recipe for TEM specimen preparation. The method is characterized by a polishing temperature of below 0°C, a non-acidic electrolyt and an even removal of the constituent phases. An approach was employed of combining I-V measurements for polishing process and microscopical observation of surface morphology in finding optimum polishing conditions. TEM evidenced that no preferential attack appeared to grain boundaries. X-ray diffractometry and electron diffraction implied that no change in oxygen content occurred during electropolishing. The sharpness of the tip was examined by field-ion microscopy.

The sideways hourglass : establishing the lemniscate as a narrative structure for writing and reading non-linear stories

This thesis is a study in narratology that examines the pre-theoretical ideas that underlie the study of narrative and time. The thesis explores how the lemniscate can be transported from geometry to narrative in order to structure a non-linear story that breaks the rules of causality and chronology by coupling physical movement through space with the backward pull of memory. The findings offer new possibilities for understanding the nexus between shape and story and for recording non-linear narratives that are marked by simultaneity, counterpoint, and reversal.

A comparison of road traffic crashes along mountainous and non-mountainous roads in Sabah, Malaysia

Constrained topography and complex road geometry along rural mountainous roads often represent a demanding driving situation. As a result, traffic crashes along mountainous roads are likely to have different characteristics to crashes on roads in flatter areas; however, there is little research on this topic. The objective of this study is to examine the characteristics of road traffic crashes on rural mountainous roads and to compare these with the characteristics of crashes on non-mountainous roads. This paper explores and compares general crash characteristics including crash type, crash severity, roadway geometric features and environmental factors, and road user/vehicle characteristics. Five years of road traffic crash data (2008-2012) for Sabah were obtained from the Malaysian Institute of Road Safety Research. During this period, a total of 25,439 crashes occurred along federal roads in Sabah, of which 4,875 crashes occurred in mountainous areas. Categorical data analysis techniques were used to examine the differences between mountainous and non-mountainous crashes. Results show that the odds ratio of ‘out-of-control’ crashes and the crash involvement due to speeding are respectively about 4.2 times and 2.8 times higher on mountainous than non-mountainous roads. Other factors and crash characteristics that increase the odds of crashes along mountainous roads compared with non-mountainous roads include horizontal curved sections compared with straight sections, single-vehicle crashes compared with multi-vehicle crashes and weekend crashes compared with weekday crashes. This paper identifies some of the basic characteristics of crashes along rural mountainous roads to aid future research on traffic safety along mountainous roads.

A comparison of road traffic crashes along mountainous and non-mountainous roads in Sabah, Malaysia

Constrained topography and complex road geometry along rural mountainous roads often represent a demanding driving situation. As a result, traffic crashes along mountainous roads are likely to have different characteristics to crashes on roads in flatter areas; however, there is little research on this topic. The objective of this study is to examine the characteristics of road traffic crashes on rural mountainous roads and to compare these with the characteristics of crashes on non-mountainous roads. This paper explores and compares general crash characteristics including crash type, crash severity, roadway geometric features and environmental factors, and road user/vehicle characteristics. Five years of road traffic crash data (2008-2012) for Sabah were obtained from the Malaysian Institute of Road Safety Research. During this period, a total of 25,439 crashes occurred along federal roads in Sabah, of which 4,875 crashes occurred in mountainous areas. Categorical data analysis techniques were used to examine the differences between mountainous and non-mountainous crashes. Results show that the odds ratio of ‘out-of-control’ crashes and the crash involvement due to speeding are respectively about 4.2 times and 2.8 times higher on mountainous than non-mountainous roads. Other factors and crash characteristics that increase the odds of crashes along mountainous roads compared with non-mountainous roads include horizontal curved sections compared with straight sections, single-vehicle crashes compared with multi-vehicle crashes and weekend crashes compared with weekday crashes. This paper identifies some of the basic characteristics of crashes along rural mountainous roads to aid future research on traffic safety along mountainous roads.