Computational aspects of the numerical solution of SDEs

In the last 30 to 40 years, many researchers have combined to build the knowledge base of theory and solution techniques that can be applied to the case of differential equations which include the effects of noise. This class of ``noisy'' differential equations is now known as stochastic differential equations (SDEs). Markov diffusion processes are included within the field of SDEs through the drift and diffusion components of the Itô form of an SDE. When these drift and diffusion components are moderately smooth functions, then the processes' transition probability densities satisfy the Fokker-Planck-Kolmogorov (FPK) equation -- an ordinary partial differential equation (PDE). Thus there is a mathematical inter-relationship that allows solutions of SDEs to be determined from the solution of a noise free differential equation which has been extensively studied since the 1920s. The main numerical solution technique employed to solve the FPK equation is the classical Finite Element Method (FEM). The FEM is of particular importance to engineers when used to solve FPK systems that describe noisy oscillators. The FEM is a powerful tool but is limited in that it is cumbersome when applied to multidimensional systems and can lead to large and complex matrix systems with their inherent solution and storage problems. I show in this thesis that the stochastic Taylor series (TS) based time discretisation approach to the solution of SDEs is an efficient and accurate technique that provides transition and steady state solutions to the associated FPK equation. The TS approach to the solution of SDEs has certain advantages over the classical techniques. These advantages include their ability to effectively tackle stiff systems, their simplicity of derivation and their ease of implementation and re-use. Unlike the FEM approach, which is difficult to apply in even only two dimensions, the simplicity of the TS approach is independant of the dimension of the system under investigation. Their main disadvantage, that of requiring a large number of simulations and the associated CPU requirements, is countered by their underlying structure which makes them perfectly suited for use on the now prevalent parallel or distributed processing systems. In summary, l will compare the TS solution of SDEs to the solution of the associated FPK equations using the classical FEM technique. One, two and three dimensional FPK systems that describe noisy oscillators have been chosen for the analysis. As higher dimensional FPK systems are rarely mentioned in the literature, the TS approach will be extended to essentially infinite dimensional systems through the solution of stochastic PDEs. In making these comparisons, the advantages of modern computing tools such as computer algebra systems and simulation software, when used as an adjunct to the solution of SDEs or their associated FPK equations, are demonstrated.

Women, religion and social change in the Philippines : refractions of the past in urban filipinas' religious practices today

This research is an exploration of the place of religious beliefs and practices in the life of contemporary, predominantly Catholic, Filipinas in a large Quezon City Barangay in Metro Manila. I use an iterative discussion of the present in the light of historical studies, which point to women in pre-Spanish ‘Filipino’ society having been the custodians of a rich religious heritage and the central performers in a great variety of ritual activities. I contend that although the widespread Catholic evangelisation, which accompanied colonisation, privileged male religious leadership, Filipinos have retained their belief in feminine personages being primary conduits of access to spiritual agency through which the course of life is directed. In continuity with pre-Hispanic practices, religious activities continue to be conceived in popular consciousness as predominantly women’s sphere of work in the Philippines. I argue that the reason for this is that power is not conceived as a unitary, undifferentiated entity. There are gendered avenues to prestige and power in the Philippines, one of which directly concerns religious leadership and authority. The legitimacy of religious leadership in the Philippines is heavily dependent on the ability to foster and maintain harmonious social relations. At the local level, this leadership role is largely vested in mature influential women, who are the primary arbiters of social values in their local communities. I hold that Filipinos have appropriated symbols of Catholicism in ways that allow for a continuation and strengthening of their basic indigenous beliefs so that Filipinos’ religious beliefs and practices are not dichotomous, as has sometimes been argued. Rather, I illustrate from my research that present day urban Filipinos engage in a blend of formal and informal religious practices and that in the rituals associated with both of these forms of religious practice, women exercise important and influential roles. From the position of a feminist perspective I draw on individual women’s articulation of their life stories, combined with my observation and participation in the religious practices of Catholic women from different ethnic and socio-economic backgrounds, to discuss the role of Filipinas in local level community religious leadership. I make interconnections between women’s influence in this sphere, their positioning in family social relations, their role in the celebration of All Saints and All Souls Days in Metro Manila’s cemeteries and the ubiquity and importance of Marian devotions. I accompany these discussions with an extensive body of pictorial plates.

Nature, extent and antecedents of risk managment practices in knowledge-intensive firms

This study provides empirical evidence on the nature and extent of risks faced by Small to Medium-Sized Knowledge Intensive Firms (SMKIFs) and the risk management approaches adopted by them. The study also assesses the effects of selected organisational factors such as industry, entity size and risk governance leadership on the commitment by SMKIFs to using an Enterprise Risk Management (ERM) approach. Data was obtained through a questionnaire survey of SMKIFs in the state of Victoria, Australia which were either in the bio-technology (bio-tech) or the accounting and legal (business services) industry sectors. Based on a total of 104 (13%) useable responses from senior managers in charge of risk management, some of the key findings include the identification of the top three risks faced by SMKIFs being (i) potential damage to firm’s reputation, (ii) inability to recruit and retain workers who have appropriate skills and expertise, and (iii) increase in costs. Interestingly, while 51% of the respondents described their firms as being willing to or keen to take risks, 38% saw their firms as being either preferring not to take risks or refuse to take risks, with the remainder of the firms (11%) viewed as neutral. The data also indicates that more than half of the respondent firms (54%) had established either a complete or a partial ERM system. Further, data analysis based on a binary logit regression model indicates bio-techs, firm size and directors’ support of risk management as key predictors of ERM implementation in SMKIFs.

Professional identity and pedagogical space : negotiating difference in teacher workplaces

This paper explores "spatial struggle" in the formation of professional identities of overseas-born teachers. The basis of this struggle arises from a limited number of subject positions available for them in pedagogical spaces of the Australian system of education. We argue that relations of power/professional knowledge in teacher workplaces as well as the binary strategy of "us" and "them" generate marginal locations for overseas-born teachers within schools. This construction of marginality is informed not only by discourses of what counts as being a professional but also by the conception of workplace as a monocultural, pre-given and bounded entity. By rethinking workplaces as relational, as locations that are connected to other socioculturally produced places through spaces of semiotic flows, we can also rethink the professional becoming of overseas-born teachers. This involves a critical understanding of their situationality, which can be conceptualised as a struggle for professional recognition, voice and place within the real and imagined communities of teachers.

Optimising care for people with chronic disease : foreword

Chronic disease self-management emerged as an organised, formal entity in Australia in the 1980s, when a specific group-based program was introduced from the United States. This program, the Stanford Arthritis Self-Management Course, was promulgated in Australia and other countries by its creator, Professor Kate Lorig of Stanford University. The program showed much early promise, particularly with its dissemination and uptake by an enthusiastic non-government sector. Over subsequent years it has matured, and many other programs endeavouring to support patients to engage in self-management have been developed. In some ways, chronic disease self-management has become mainstream.1-3

Optimal linear data fusion for systems with missing measurements

In this paper, we provide the optimal data fusion filter for linear systems suffering from possible missing measurements. The noise covariance in the observation process is allowed to be singular which requires the use of generalized inverse. The data fusion process is made on the raw data provided by two sensors  observing the same entity. Each of the sensors is losing the measurements in its own data loss rate. The data fusion filter is provided in a recursive form for ease of implementation in real-world applications.

Characterisation of foreign entities for tax purposes

The thesis explores the characterisation of foreign legal entities from the perspective of Australia's taxation regime. It also examines entity characterisation methodologies in the US, the UK and Germany. It proposes how juristic existence conferred on foreign forms of association should be dealt with in an Australian tax context.

The underpricing of A-REIT IPOs in Australia during 2002 to 2008

This study analyses 45 Australian Real Estate Investment Trust (A-REIT) initial public offerings (IPOs) in Australia from January 2002 to June 2008, since the introduction of the single responsible entity to oversee the activities of listed property trusts (LPTs) Rather than the trustee and manager roles. The study finds that this sample of A-REIT IPOs had a significant 3.37% underpricing and that the direct costs of capital raising help explain this indirect cost of underpricing. There is some evidence to suggest that A-REIT IPOs that seek to raise more equity capital have less underpricing, while those that are subscribed to more quickly have higher underpricing. The findings offer insights for issuers who seek to maximize the value of the A-REIT at the time of the IPO, underwriters who guarantee the success of the capital raising and for investors who are looking to invest in Australian A-RE1T 1POs.

The role of reflexive capability in relation to intellectual capital on multi international partnerships

This paper reports the results of an analysis of five Malaysian firms who have worked successfully on multi international partnerships and/or megaprojects. A case study methodology was employed to examine the barriers and successful strategies the firms used in decision making in various international markets. A common characteristic across the firms was the ability to self reflect and adapt their practices to different international conditions despite numerous differences between countries including cultural, social, project governance structures, regulatory, terminology and codes. A reflexive capability model developed from the social sciences theory of individual agent reflexivity was developed to explain the way in which firms as an entity can develop awareness, responsiveness and adaptability for long term success in diverse international markets. This paper builds upon an initial Australian study which developed the model grounded in empirical observations of internationalising design construction firms by presenting the results of a second study of Malaysian firms. Results indicate that the model of reflexivity capability is a useful way to interpret practices that are undertaken in multi partner relationships on larger more complex projects. Successful Malaysian firms within joint venture relationships display an ability to self reflect and adapt. This transformation process is critiqued in relation to the relationships between social, cultural and intellectual capital. Reflexive capability is a characteristic of the successful case study firms working within global models of practice. The reflexive capability model is explained in relation to common themes identified in relation to the management of intellectual capital in successful multi international partnerships and megaprojects.

The pricing of infrastructure initial public offerings : evidence from Australia

This paper explores first-day returns on infrastructure entity initial public offerings (IPOs) in Australia from 1996 to 2007. While a good deal has been written on the first-day returns of industrial and mining company IPOs and Real Estate Investment Trust IPOs, first-day returns of infrastructure entity IPOs have yet to be reported in the literature. The study uses ordinary least squares regression analysis to identify factors that might influence the percentage first-day returns theoretically available to investing subscribers and factors that might influence the aggregate amount of money left to subscribers by issuers. The study finds that first-day returns, on average, are not significantly different from zero. There is evidence, however, that suggests higher dividend yields and higher percentage direct costs of capital raising influence these first-day returns. The study also finds that infrastructure entity IPOs that seek to raise more equity capital leave less money on the table for subscribing investors.

Constraint-based conversion of fiction text to a time-based graphical representation

This paper presents a method for converting unrestricted fiction text into a time-based graphical form. Key concepts extracted from the text are used to formulate constraints describing the interaction of entities in a scene. The solution of these constraints over their respective time intervals provides the trajectories for these entities in a graphical representation.

Three types of entity are extracted from fiction books to describe the scene, namely Avatars, Areas and Objects. We present a novel method for modeling the temporal aspect of a fiction story using multiple time-line representations after which the information extracted regarding entities and time-lines is used to formulate constraints. A constraint solving technique based on interval arithmetic is used to ensure that the behaviour of the entities satisfies the constraints over multiple universally quantified time intervals. This approach is demonstrated by finding solutions to multiple time-based constraints, and represents a new contribution to the field of Text-to-Scene conversion. An example of the automatically produced graphical output is provided in support of our constraint-based conversion scheme.

Inaccurate autobiography – the ‘true-invention’ of a life

This paper takes the Aristotelian binary of praxis and poiesis and approaches the process of autobiography via its double lens. Drawing on a reading of Hannah Arendt done by Julia Kristeva, it considers the question of whether the activity (that is: praxis) of making-narrative might constitute an activity that is particularly ‘human’. It is framed by the playful and serious challenge offered by Derridean deconstruction to think two things at once, and to practice an inhabiting of binary ultimatums. Given this, it goes on to suggest that making in an autobiographical fashion, rather than involvinganythingprimarily representative or documentary, is more paradoxically akin to the invention of what is most true about that which we are in the habit of calling ‘our life’. Indeed, it can be argued that this praxisinvents that very ‘life’ – the latter being an entity or categorythat logically does not precede thesame writing that purports to describe it, but rather arises with its activity. This self-reflexivity (a manoeuvre that at once describes and invokes the very thing described) coincides with Derrida’s explication of invention’s mechanism.

An efficient approach based on trust and reputation for secured selection of grid resources

Security is a principal concern in offering an infrastructure for the formation of general-purpose computational grids. A number of grid implementations have been devised to deal with the security concerns by authenticating the users, hosts and their interactions in an appropriate fashion. Resource management systems that are sophisticated and secured are inevitable for the efficient and beneficial deployment of grid computing services. The chief factors that can be problematic in the secured selection of grid resources are the wide range of selection and the high degree of strangeness. Moreover, the lack of a higher degree of confidence relationship is likely to prevent efficient resource allocation and utilisation. In this paper, we present an efficient approach for the secured selection of grid resources, so as to achieve secure execution of the jobs. This approach utilises trust and reputation for securely selecting the grid resources. To start with, the self-protection capability and reputation weightage of all the entities are computed, and based on those values, the trust factor (TF) of all the entities are determined. The reputation weightage of an entity is the measure of both the user’s feedback and other entities’ feedback. Those entities with higher TF values are selected for the secured execution of jobs. To make the proposed approach more comprehensive, a novel method is employed for evaluating the user’s feedback on the basis of the existing feedbacks available regarding the entities. This approach is proved to be scalable for an increased number of user jobs and grid entities. The experimentation portrays that this approach offers desirable efficiency in the secured selection of grid resources.

Should we teach an old game new tricks?

The Middle East Politics Simulation (MEPS) is a simulation of diplomacy and political tension in the Middle East. This online role-play exercise is aimed at providing students with an improved level of understanding of the political dimensions of the region. Having been run since 1993, the MEPS has not had any major updates to its platform in all those years. However, as such a mature online entity there is the question of whether the MEPS will continue to engage students as their expectations of what constitutes an online role-playing environment became steadily raised by their familiarity with more graphically immersive platforms. The reliance on social media tools for students and political figures to use as conduits for communication is also unrepresented in the MEPS and the subject of some student dissatisfaction in previous years. This research assesses student attitudes towards the MEPS with an eye to balancing the demands of technology, functionality, equity of experience, security and, most importantly, learning outcomes.

Discovery of latent subcommunities in a blog's readership

The blogosphere has grown to be a mainstream forum of social interaction as well as a commercially attractive source of information and influence. Tools are needed to better understand how communities that adhere to individual blogs are constituted in order to facilitate new personal, socially-focused browsing paradigms, and understand how blog content is consumed, which is of interest to blog authors, big media, and search. We present a novel approach to blog subcommunity characterization by modeling individual blog readers using mixtures of an extension to the LDA family that jointly models phrases and time, Ngram Topic over Time (NTOT), and cluster with a number of similarity measures using Affinity Propagation. We experiment with two datasets: a small set of blogs whose authors provide feedback, and a set of popular, highly commented blogs, which provide indicators of algorithm scalability and interpretability without prior knowledge of a given blog. The results offer useful insight to the blog authors about their commenting community, and are observed to offer an integrated perspective on the topics of discussion and members engaged in those discussions for unfamiliar blogs. Our approach also holds promise as a component of solutions to related problems, such as online entity resolution and role discovery.