Examining random number generators used in stochastic iteration algorithms

This paper investigates random number generators in stochastic iteration algorithms that require infinite uniform sequences. We take a simple model of the general transport equation and solve it with the application of a linear congruential generator, the Mersenne twister, the mother-of-all generators, and a true random number generator based on quantum effects. With this simple model we show that for reasonably contractive operators the theoretically not infinite-uniform sequences perform also well. Finally, we demonstrate the power of stochastic iteration for the solution of the light transport problem.

3D surface point and wireframe reconstruction from multiview photographic images

This paper describes a new method for reconstructing 3D surface points and a wireframe on the surface of a freeform object using a small number, e.g. 10, of 2D photographic images. The images are taken at different viewing directions by a perspective camera with full prior knowledge of the camera configurations. The reconstructed surface points are frontier points and the wireframe is a network of contour generators. Both of them are reconstructed by pairing apparent contours in the 2D images. Unlike previous works, we empirically demonstrate that if the viewing directions are uniformly distributed around the object's viewing sphere, then the reconstructed 3D points automatically cluster closely on a highly curved part of the surface and are widely spread on smooth or flat parts. The advantage of this property is that the reconstructed points along a surface or a contour generator are not under-sampled or under-represented because surfaces or contours should be sampled or represented with more densely points where their curvatures are high. The more complex the contour's shape, the greater is the number of points required, but the greater the number of points is automatically generated by the proposed method. Given that the viewing directions are uniformly distributed, the number and distribution of the reconstructed points depend on the shape or the curvature of the surface regardless of the size of the surface or the size of the object. The unique pattern of the reconstructed points and contours may be used in 31) object recognition and measurement without computationally intensive full surface reconstruction. The results are obtained from both computer-generated and real objects. (C) 2007 Elsevier B.V. All rights reserved.

Optimal 3D surface reconstruction from a small number of conventional 2D X-ray images

This paper describes a method for reconstructing 3D frontier points, contour generators and surfaces of anatomical objects or smooth surfaces from a small number, e. g. 10, of conventional 2D X-ray images. The X-ray images are taken at different viewing directions with full prior knowledge of the X-ray source and sensor configurations. Unlike previous works, we empirically demonstrate that if the viewing directions are uniformly distributed around the object's viewing sphere, then the reconstructed 3D points automatically cluster closely on a highly curved part of the surface and are widely spread on smooth or flat parts. The advantage of this property is that the reconstructed points along a surface or a contour generator are not under-sampled or under-represented because surfaces or contours should be sampled or represented with more densely points where their curvatures are high. The more complex the contour's shape, the greater is the number of points required, but the greater the number of points is automatically generated by the proposed method. Given that the number of viewing directions is fixed and the viewing directions are uniformly distributed, the number and distribution of the reconstructed points depend on the shape or the curvature of the surface regardless of the size of the surface or the size of the object. The technique may be used not only in medicine but also in industrial applications.

The application of Prony’s method to time-domain waveform data modeling in the presence of noise

In this paper,the Prony's method is applied to the time-domain waveform data modelling in the presence of noise.The following three problems encountered in this work are studied:(1)determination of the order of waveform;(2)de-termination of numbers of multiple roots;(3)determination of the residues.The methods of solving these problems are given and simulated on the computer.Finally,an output pulse of model PG-10N signal generator and the distorted waveform obtained by transmitting the pulse above mentioned through a piece of coaxial cable are modelled,and satisfactory results are obtained.So the effectiveness of Prony's method in waveform data modelling in the presence of noise is confirmed.

Modula-2 applied

Programming is a skill which requires knowledge of both the basic constructs of the computer language used and techniques employing these constructs. How these are used in any given application is determined intuitively, and this intuition is based on experience of programs already written. One aim of this book is to describe the techniques and give practical examples of the techniques in action - to provide some experience. Another aim of the book is to show how a program should be developed, in particular how a relatively large program should be tackled in a structured manner. These aims are accomplished essentially by describing the writing of one large program, a diagram generator package, in which a number of useful programming techniques are employed. Also, the book provides a useful program, with an in-built manual describing not only how the program works, but also how it does it, with full source code listings. This means that the user can, if required, modify the package to meet particular requirements. A floppy disk is available from the publishers containing the program, including listings of the source code. All the programs are written in Modula-2, using JPI's Top Speed Modula-2 system running on IBM-PCs and compatibles. This language was chosen as it is an ideal language for implementing large programs and it is the main language taught in the Cybernetics Department at the University of Reading. There are some aspects of the Top Speed implementation which are not standard, so suitable comments are given when these occur. Although implemented in Modula-2, many of the techniques described here are appropriate to other languages, like Pascal of C, for example. The book and programs are based on a second year undergraduate course taught at Reading to Cybernetics students, entitled Algorithms and Data Structures. Useful techniques are described for the reader to use, applications where they are appropriate are recommended, but detailed analyses of the techniques are not given.

Perspex machine X: software development

The Perspex Machine arose from the unification of computation with geometry. We now report significant redevelopment of both a partial C compiler that generates perspex programs and of a Graphical User Interface (GUI). The compiler is constructed with standard compiler-generator tools and produces both an explicit parse tree for C and an Abstract Syntax Tree (AST) that is better suited to code generation. The GUI uses a hash table and a simpler software architecture to achieve an order of magnitude speed up in processing and, consequently, an order of magnitude increase in the number of perspexes that can be manipulated in real time (now 6,000). Two perspex-machine simulators are provided, one using trans-floating-point arithmetic and the other using transrational arithmetic. All of the software described here is available on the world wide web. The compiler generates code in the neural model of the perspex. At each branch point it uses a jumper to return control to the main fibre. This has the effect of pruning out an exponentially increasing number of branching fibres, thereby greatly increasing the efficiency of perspex programs as measured by the number of neurons required to implement an algorithm. The jumpers are placed at unit distance from the main fibre and form a geometrical structure analogous to a myelin sheath in a biological neuron. Both the perspex jumper-sheath and the biological myelin-sheath share the computational function of preventing cross-over of signals to neurons that lie close to an axon. This is an example of convergence driven by similar geometrical and computational constraints in perspex and biological neurons.

Generalized beta generated distributions

This article introduces generalized beta-generated (GBG) distributions. Sub-models include all classical beta-generated, Kumaraswamy-generated and exponentiated distributions. They are maximum entropy distributions under three intuitive conditions, which show that the classical beta generator skewness parameters only control tail entropy and an additional shape parameter is needed to add entropy to the centre of the parent distribution. This parameter controls skewness without necessarily differentiating tail weights. The GBG class also has tractable properties: we present various expansions for moments, generating function and quantiles. The model parameters are estimated by maximum likelihood and the usefulness of the new class is illustrated by means of some real data sets.

A new method for the determination of Holocene palaeohydrology

This paper describes a new method for the assessment of palaeohydrology through the Holocene. A palaeoclimate model was linked with a hydrological model, using a weather generator to correct bias in the rainfall estimates, to simulate the changes in the flood frequency and the groundwater response through the late Pleistocene and Holocene for the Wadi Faynan in southern Jordan, a site considered internationally important due to its rich archaeological heritage spanning the Pleistocene and Holocene. This is the first study to describe the hydrological functioning of the Wadi Faynan, a meso-scale (241 km2) semi-arid catchment, setting this description within the framework of contemporary archaeological investigations. Historic meteorological records were collated and supplemented with new hydrological and water quality data. The modelled outcomes indicate that environmental changes, such as deforestation, had a major impact on the local water cycle and this amplified the effect of the prevailing climate on the flow regime. The results also show that increased rainfall alone does not necessarily imply better conditions for farming and highlight the importance of groundwater. The discussion focuses on the utility of the method and the importance of the local hydrology to the sustained settlement of the Wadi Faynan through pre-history and history.

Extension of explicit formulas in Poissonian white noise analysis using harmonic analysis on configuration spaces

Harmonic analysis on configuration spaces is used in order to extend explicit expressions for the images of creation, annihilation, and second quantization operators in L2-spaces with respect to Poisson point processes to a set of functions larger than the space obtained by directly using chaos expansion. This permits, in particular, to derive an explicit expression for the generator of the second quantization of a sub-Markovian contraction semigroup on a set of functions which forms a core of the generator.

Can microgrids make a major contribution to UK energy supply?

Almost all the electricity currently produced in the UK is generated as part of a centralised power system designed around large fossil fuel or nuclear power stations. This power system is robust and reliable but the efficiency of power generation is low, resulting in large quantities of waste heat. The principal aim of this paper is to investigate an alternative concept: the energy production by small scale generators in close proximity to the energy users, integrated into microgrids. Microgrids—de-centralised electricity generation combined with on-site production of heat—bear the promise of substantial environmental benefits, brought about by a higher energy efficiency and by facilitating the integration of renewable sources such as photovoltaic arrays or wind turbines. By virtue of good match between generation and load, microgrids have a low impact on the electricity network, despite a potentially significant level of generation by intermittent energy sources. The paper discusses the technical and economic issues associated with this novel concept, giving an overview of the generator technologies, the current regulatory framework in the UK, and the barriers that have to be overcome if microgrids are to make a major contribution to the UK energy supply. The focus of this study is a microgrid of domestic users powered by small Combined Heat and Power generators and photovoltaics. Focusing on the energy balance between the generation and load, it is found that the optimum combination of the generators in the microgrid- consisting of around 1.4 kWp PV array per household and 45% household ownership of micro-CHP generators- will maintain energy balance on a yearly basis if supplemented by energy storage of 2.7 kWh per household. We find that there is no fundamental technological reason why microgrids cannot contribute an appreciable part of the UK energy demand. Indeed, an estimate of cost indicates that the microgrids considered in this study would supply electricity at a cost comparable with the present electricity supply if the current support mechanisms for photovoltaics were maintained. Combining photovoltaics and micro-CHP and a small battery requirement gives a microgrid that is independent of the national electricity network. In the short term, this has particular benefits for remote communities but more wide-ranging possibilities open up in the medium to long term. Microgrids could meet the need to replace current generation nuclear and coal fired power stations, greatly reducing the demand on the transmission and distribution network.

Quasilimiting behavior for one-dimensional diffusions with killing

This paper extends and clarifies results of Steinsaltz and Evans [Trans. Amer. Math. Soc. 359 (2007) 1285–1234], which found conditions for convergence of a killed one-dimensional diffusion conditioned on survival, to a quasistationary distribution whose density is given by the principal eigenfunction of the generator. Under the assumption that the limit of the killing at infinity differs from the principal eigenvalue we prove that convergence to quasistationarity occurs if and only if the principal eigenfunction is integrable. When the killing at ∞ is larger than the principal eigenvalue, then the eigenfunction is always integrable. When the killing at ∞ is smaller, the eigenfunction is integrable only when the unkilled process is recurrent; otherwise, the process conditioned on survival converges to 0 density on any bounded interval.

Methodologies for the generation of design summer years for building energy simulation using UKCP09 probabilitic climate projections

Design summer years representing near-extreme hot summers have been used in the United Kingdom for the evaluation of thermal comfort and overheating risk. The years have been selected from measured weather data basically representative of an assumed stationary climate. Recent developments have made available ‘morphed’ equivalents of these years by shifting and stretching the measured variables using change factors produced by the UKCIP02 climate projections. The release of the latest, probabilistic, climate projections of UKCP09 together with the availability of a weather generator that can produce plausible daily or hourly sequences of weather variables has opened up the opportunity for generating new design summer years which can be used in risk-based decision-making. There are many possible methods for the production of design summer years from UKCP09 output: in this article, the original concept of the design summer year is largely retained, but a number of alternative methodologies for generating the years are explored. An alternative, more robust measure of warmth (weighted cooling degree hours) is also employed. It is demonstrated that the UKCP09 weather generator is capable of producing years for the baseline period, which are comparable with those in current use. Four methodologies for the generation of future years are described, and their output related to the future (deterministic) years that are currently available. It is concluded that, in general, years produced from the UKCP09 projections are warmer than those generated previously. Practical applications: The methodologies described in this article will facilitate designers who have access to the output of the UKCP09 weather generator (WG) to generate Design Summer Year hourly files tailored to their needs. The files produced will differ according to the methodology selected, in addition to location, emissions scenario and timeslice.

Recent advances in global electric circuit coupling between the space environment and the troposphere

The global atmospheric electric circuit is driven by thunderstorms and electrified rain/shower clouds and is also influenced by energetic charged particles from space. The global circuit maintains the ionosphere as an equipotential at∼+250 kV with respect to the good conducting Earth (both land and oceans). Its “load” is the fair weather atmosphere and semi-fair weather atmosphere at large distances from the disturbed weather “generator” regions. The main solar-terrestrial (or space weather) influence on the global circuit arises from spatially and temporally varying fluxes of galactic cosmic rays (GCRs) and energetic electrons precipitating from the magnetosphere. All components of the circuit exhibit much variability in both space and time. Global circuit variations between solar maximum and solar minimum are considered together with Forbush decrease and solar flare effects. The variability in ion concentration and vertical current flow are considered in terms of radiative effects in the troposphere, through infra-red absorption, and cloud effects, in particular possible cloud microphysical effects from charging at layer cloud edges. The paper identifies future research areas in relation to Task Group 4 of the Climate and Weather of the Sun-Earth System (CAWSES-II) programme.

A Wiener-Hopf type factorization for the exponential functional of Levy processes

For a Lévy process ξ=(ξt)t≥0 drifting to −∞, we define the so-called exponential functional as follows: Formula Under mild conditions on ξ, we show that the following factorization of exponential functionals: Formula holds, where × stands for the product of independent random variables, H− is the descending ladder height process of ξ and Y is a spectrally positive Lévy process with a negative mean constructed from its ascending ladder height process. As a by-product, we generate an integral or power series representation for the law of Iξ for a large class of Lévy processes with two-sided jumps and also derive some new distributional properties. The proof of our main result relies on a fine Markovian study of a class of generalized Ornstein–Uhlenbeck processes, which is itself of independent interest. We use and refine an alternative approach of studying the stationary measure of a Markov process which avoids some technicalities and difficulties that appear in the classical method of employing the generator of the dual Markov process.

Controlling market power of vertically integrated firms in electricity networks: demand response of aggregator agents

This article reports the results of an experiment that examined how demand aggregators can discipline vertically-integrated firms - generator and distributor-retailer holdings-, which have a high share in wholesale electricity market with uniform price double auction (UPDA). We initially develop a treatment where holding members redistribute the profit based on the imposition of supra-competitive prices, in equal proportions (50%-50%). Subsequently, we introduce a vertical disintegration (unbundling) treatment with holding-s information sharing, where profits are distributed according to market outcomes. Finally, a third treatment is performed to introduce two active demand aggregators, with flexible interruptible loads in real time. We found that the introduction of responsive demand aggregators neutralizes the power market and increases market efficiency, even beyond what is achieved through vertical disintegration.