Expokit: A software package for computing matrix exponentials

Expokit provides a set of routines aimed at computing matrix exponentials. More precisely, it computes either a small matrix exponential in full, the action of a large sparse matrix exponential on an operand vector, or the solution of a system of linear ODEs with constant inhomogeneity. The backbone of the sparse routines consists of matrix-free Krylov subspace projection methods (Arnoldi and Lanczos processes), and that is why the toolkit is capable of coping with sparse matrices of large dimension. The software handles real and complex matrices and provides specific routines for symmetric and Hermitian matrices. The computation of matrix exponentials is a numerical issue of critical importance in the area of Markov chains and furthermore, the computed solution is subject to probabilistic constraints. In addition to addressing general matrix exponentials, a distinct attention is assigned to the computation of transient states of Markov chains.

Vertical handover supporting pervasive computing in future wireless networks

A variety of current and future wired and wireless networking technologies can be transformed into a seamless communication environments through application of context-based vertical handovers. Such seamless communication environments are needed for future pervasive/ubiquitous systems. Pervasive systems are context aware and need to adapt to context changes, including network disconnections and changes in network Quality of Service (QoS). Vertical handover is one of many possible adaptation methods. It allows users to roam freely between heterogeneous networks while maintaining the continuity of their applications. This paper proposes a vertical handover mechanism suitable for multimedia applications in pervasive systems. The paper focuses on the handover decision making process which uses context information regarding user devices, user location, network environment and requested QoS. (C) 2004 Elsevier B.V. All rights reserved.

Numerical methods for strong solutions of stochastic differential equations: an overview

This paper gives a review of recent progress in the design of numerical methods for computing the trajectories (sample paths) of solutions to stochastic differential equations. We give a brief survey of the area focusing on a number of application areas where approximations to strong solutions are important, with a particular focus on computational biology applications, and give the necessary analytical tools for understanding some of the important concepts associated with stochastic processes. We present the stochastic Taylor series expansion as the fundamental mechanism for constructing effective numerical methods, give general results that relate local and global order of convergence and mention the Magnus expansion as a mechanism for designing methods that preserve the underlying structure of the problem. We also present various classes of explicit and implicit methods for strong solutions, based on the underlying structure of the problem. Finally, we discuss implementation issues relating to maintaining the Brownian path, efficient simulation of stochastic integrals and variable-step-size implementations based on various types of control.

Quantum computing and polynomial equations over the finite field Z(2)

What is the computational power of a quantum computer? We show that determining the output of a quantum computation is equivalent to counting the number of solutions to an easily computed set of polynomials defined over the finite field Z(2). This connection allows simple proofs to be given for two known relationships between quantum and classical complexity classes, namely BQP subset of P-#P and BQP subset of PP.

Advanced computing for systems biology

Systems biology is based on computational modelling and simulation of large networks of interacting components. Models may be intended to capture processes, mechanisms, components and interactions at different levels of fidelity. Input data are often large and geographically disperse, and may require the computation to be moved to the data, not vice versa. In addition, complex system-level problems require collaboration across institutions and disciplines. Grid computing can offer robust, scaleable solutions for distributed data, compute and expertise. We illustrate some of the range of computational and data requirements in systems biology with three case studies: one requiring large computation but small data (orthologue mapping in comparative genomics), a second involving complex terabyte data (the Visible Cell project) and a third that is both computationally and data-intensive (simulations at multiple temporal and spatial scales). Authentication, authorisation and audit systems are currently not well scalable and may present bottlenecks for distributed collaboration particularly where outcomes may be commercialised. Challenges remain in providing lightweight standards to facilitate the penetration of robust, scalable grid-type computing into diverse user communities to meet the evolving demands of systems biology.

Bridging technical and HCI research: Creating usable ubiquitous computing

This paper describes methods used to support collaboration and communication between practitioners, designers and engineers when designing ubiquitous computing systems. We tested methods such as “Wizard of Oz” and design games in a real domain, the dental surgery, in an attempt to create a system that is: affordable; minimally disruptive of the natural flow of work; and improves human-computer interaction. In doing so we found that such activities allowed the practitioners to be on a ‘level playing ground’ with designers and engineers. The findings we present suggest that dentists are willing to engage in detailed exploration and constructive critique of technical design possibilities if the design ideas and prototypes are presented in the context of their work practice and are of a resolution and relevance that allow them to jointly explore and question with the design time. This paper is an extension of a short paper submitted to the Participatory Design Conference, 2004.

Methods for Categorical Longitudinal Survey Data: Understanding Employment Status of Australian Women

Many variables that are of interest in social science research are nominal variables with two or more categories, such as employment status, occupation, political preference, or self-reported health status. With longitudinal survey data it is possible to analyse the transitions of individuals between different employment states or occupations (for example). In the statistical literature, models for analysing categorical dependent variables with repeated observations belong to the family of models known as generalized linear mixed models (GLMMs). The specific GLMM for a dependent variable with three or more categories is the multinomial logit random effects model. For these models, the marginal distribution of the response does not have a closed form solution and hence numerical integration must be used to obtain maximum likelihood estimates for the model parameters. Techniques for implementing the numerical integration are available but are computationally intensive requiring a large amount of computer processing time that increases with the number of clusters (or individuals) in the data and are not always readily accessible to the practitioner in standard software. For the purposes of analysing categorical response data from a longitudinal social survey, there is clearly a need to evaluate the existing procedures for estimating multinomial logit random effects model in terms of accuracy, efficiency and computing time. The computational time will have significant implications as to the preferred approach by researchers. In this paper we evaluate statistical software procedures that utilise adaptive Gaussian quadrature and MCMC methods, with specific application to modeling employment status of women using a GLMM, over three waves of the HILDA survey.

Vertical handovers as adaption methods in pervasive systems

Pervasive systems need to be context aware and need to adapt to context changes, including network disconnections and changes in network Quality of Service (QoS). Vertical handover (handover between heterogeneous networks) is one of possible adaptation methods. It allows users to roam freely between heterogeneous networks while maintaining continuity of their applications. This paper proposes a vertical handover approach suitable for multimedia applications in pervasive systems. It describes the adaptability decision making process which uses vertical handovers to support users mobility and provision of QoS suitable for users’ applications. The process evaluates context information regarding user devices, User location, network environment, and user perceived QoS of applications.

Methods for conflict resolution in policy-based management systems

While developments in distributed object computing environments, such as the Common Object Request Broker Architecture (CORBA) [17] and the Telecommunication Intelligent Network Architecture (TINA) [16], have enabled interoperability between domains in large open distributed systems, managing the resources within such systems has become an increasingly complex task. This challenge has been considered for several years within the distributed systems management research community and policy-based management has recently emerged as a promising solution. Large evolving enterprises present a significant challenge for policy-based management partly due to the requirement to support both mutual transparency and individual autonomy between domains [2], but also because the fluidity and complexity of interactions occurring within such environments requires an ability to cope with the coexistence of multiple, potentially inconsistent policies. This paper discusses the need of providing both dynamic (run-time) and static (compile-time) conflict detection and resolution for policies in such systems and builds on our earlier conflict detection work [7, 8] to introduce the methods for conflict resolution in large open distributed systems.

Assessing the competitiveness of loss allocation methods in a deregulated electricity market

This paper critically assesses several loss allocation methods based on the type of competition each method promotes. This understanding assists in determining which method will promote more efficient network operations when implemented in deregulated electricity industries. The methods addressed in this paper include the pro rata [1], proportional sharing [2], loss formula [3], incremental [4], and a new method proposed by the authors of this paper, which is loop-based [5]. These methods are tested on a modified Nordic 32-bus network, where different case studies of different operating points are investigated. The varying results obtained for each allocation method at different operating points make it possible to distinguish methods that promote unhealthy competition from those that encourage better system operation.

Calculation of line integrals in boundary integral methods

We propose quadrature rules for the approximation of line integrals possessing logarithmic singularities and show their convergence. In some instances a superconvergence rate is demonstrated.

A framework for electricity price spike analysis with advanced data mining methods

There are many techniques for electricity market price forecasting. However, most of them are designed for expected price analysis rather than price spike forecasting. An effective method of predicting the occurrence of spikes has not yet been observed in the literature so far. In this paper, a data mining based approach is presented to give a reliable forecast of the occurrence of price spikes. Combined with the spike value prediction techniques developed by the same authors, the proposed approach aims at providing a comprehensive tool for price spike forecasting. In this paper, feature selection techniques are firstly described to identify the attributes relevant to the occurrence of spikes. A simple introduction to the classification techniques is given for completeness. Two algorithms: support vector machine and probability classifier are chosen to be the spike occurrence predictors and are discussed in details. Realistic market data are used to test the proposed model with promising results.