Regression with input-dependent noise: A Gaussian process treatment

Gaussian processes provide natural non-parametric prior distributions over regression functions. In this paper we consider regression problems where there is noise on the output, and the variance of the noise depends on the inputs. If we assume that the noise is a smooth function of the inputs, then it is natural to model the noise variance using a second Gaussian process, in addition to the Gaussian process governing the noise-free output value. We show that prior uncertainty about the parameters controlling both processes can be handled and that the posterior distribution of the noise rate can be sampled from using Markov chain Monte Carlo methods. Our results on a synthetic data set give a posterior noise variance that well-approximates the true variance.

Emulation of random output simulators

Computer models, or simulators, are widely used in a range of scientific fields to aid understanding of the processes involved and make predictions. Such simulators are often computationally demanding and are thus not amenable to statistical analysis. Emulators provide a statistical approximation, or surrogate, for the simulators accounting for the additional approximation uncertainty. This thesis develops a novel sequential screening method to reduce the set of simulator variables considered during emulation. This screening method is shown to require fewer simulator evaluations than existing approaches. Utilising the lower dimensional active variable set simplifies subsequent emulation analysis. For random output, or stochastic, simulators the output dispersion, and thus variance, is typically a function of the inputs. This work extends the emulator framework to account for such heteroscedasticity by constructing two new heteroscedastic Gaussian process representations and proposes an experimental design technique to optimally learn the model parameters. The design criterion is an extension of Fisher information to heteroscedastic variance models. Replicated observations are efficiently handled in both the design and model inference stages. Through a series of simulation experiments on both synthetic and real world simulators, the emulators inferred on optimal designs with replicated observations are shown to outperform equivalent models inferred on space-filling replicate-free designs in terms of both model parameter uncertainty and predictive variance.

Pragmatic approach to the development of robust real-time protocols

This research is concerned with the development of distributed real-time systems, in which software is used for the control of concurrent physical processes. These distributed control systems are required to periodically coordinate the operation of several autonomous physical processes, with the property of an atomic action. The implementation of this coordination must be fault-tolerant if the integrity of the system is to be maintained in the presence of processor or communication failures. Commit protocols have been widely used to provide this type of atomicity and ensure consistency in distributed computer systems. The objective of this research is the development of a class of robust commit protocols, applicable to the coordination of distributed real-time control systems. Extended forms of the standard two phase commit protocol, that provides fault-tolerant and real-time behaviour, were developed. Petri nets are used for the design of the distributed controllers, and to embed the commit protocol models within these controller designs. This composition of controller and protocol model allows the analysis of the complete system in a unified manner. A common problem for Petri net based techniques is that of state space explosion, a modular approach to both the design and analysis would help cope with this problem. Although extensions to Petri nets that allow module construction exist, generally the modularisation is restricted to the specification, and analysis must be performed on the (flat) detailed net. The Petri net designs for the type of distributed systems considered in this research are both large and complex. The top down, bottom up and hybrid synthesis techniques that are used to model large systems in Petri nets are considered. A hybrid approach to Petri net design for a restricted class of communicating processes is developed. Designs produced using this hybrid approach are modular and allow re-use of verified modules. In order to use this form of modular analysis, it is necessary to project an equivalent but reduced behaviour on the modules used. These projections conceal events local to modules that are not essential for the purpose of analysis. To generate the external behaviour, each firing sequence of the subnet is replaced by an atomic transition internal to the module, and the firing of these transitions transforms the input and output markings of the module. Thus local events are concealed through the projection of the external behaviour of modules. This hybrid design approach preserves properties of interest, such as boundedness and liveness, while the systematic concealment of local events allows the management of state space. The approach presented in this research is particularly suited to distributed systems, as the underlying communication model is used as the basis for the interconnection of modules in the design procedure. This hybrid approach is applied to Petri net based design and analysis of distributed controllers for two industrial applications that incorporate the robust, real-time commit protocols developed. Temporal Petri nets, which combine Petri nets and temporal logic, are used to capture and verify causal and temporal aspects of the designs in a unified manner.

Simulation of power station protection equipment

Computer programs have been developed to enable the coordination of fuses and overcurrent relays for radial power systems under estimated fault current conditions. The grading curves for these protection devices can be produced on a graphics terminal and a hard copy can be obtained. Additional programs have also been developed which could be used to assess the validity of relay settings (obtained under the above conditions) when the transient effect is included. Modelling of a current transformer is included because transformer saturation may occur if the fault current is high, and hence the secondary current is distorted. Experiments were carried out to confirm that distorted currents will affect the relay operating time, and it is shown that if the relay current contains only a small percentage of harmonic distortion, the relay operating time is increased. System equations were arranged to enable the model to predict fault currents with a generator transformer incorporated in the system, and also to include the effect of circuit breaker opening, arcing resistance, and earthing resistance. A fictitious field winding was included to enable more accurate prediction of fault currents when the system is operating at both lagging and leading power factors prior to the occurrence of the fault.

Distributed control of computer communication systems

Flow control in Computer Communication systems is generally a multi-layered structure, consisting of several mechanisms operating independently at different levels. Evaluation of the performance of networks in which different flow control mechanisms act simultaneously is an important area of research, and is examined in depth in this thesis. This thesis presents the modelling of a finite resource computer communication network equipped with three levels of flow control, based on closed queueing network theory. The flow control mechanisms considered are: end-to-end control of virtual circuits, network access control of external messages at the entry nodes and the hop level control between nodes. The model is solved by a heuristic technique, based on an equivalent reduced network and the heuristic extensions to the mean value analysis algorithm. The method has significant computational advantages, and overcomes the limitations of the exact methods. It can be used to solve large network models with finite buffers and many virtual circuits. The model and its heuristic solution are validated by simulation. The interaction between the three levels of flow control are investigated. A queueing model is developed for the admission delay on virtual circuits with end-to-end control, in which messages arrive from independent Poisson sources. The selection of optimum window limit is considered. Several advanced network access schemes are postulated to improve the network performance as well as that of selected traffic streams, and numerical results are presented. A model for the dynamic control of input traffic is developed. Based on Markov decision theory, an optimal control policy is formulated. Numerical results are given and throughput-delay performance is shown to be better with dynamic control than with static control.

Design, modeling and construction of a novel ablative fast pyrolysis reactor and product collection system

The objective of this work was to design, construct and commission a new ablative pyrolysis reactor and a high efficiency product collection system. The reactor was to have a nominal throughput of 10 kg/11r of dry biomass and be inherently scalable up to an industrial scale application of 10 tones/hr. The whole process consists of a bladed ablative pyrolysis reactor, two high efficiency cyclones for char removal and a disk and doughnut quench column combined with a wet walled electrostatic precipitator, which is directly mounted on top, for liquids collection. In order to aid design and scale-up calculations, detailed mathematical modelling was undertaken of the reaction system enabling sizes, efficiencies and operating conditions to be determined. Specifically, a modular approach was taken due to the iterative nature of some of the design methodologies, with the output from one module being the input to the next. Separate modules were developed for the determination of the biomass ablation rate, specification of the reactor capacity, cyclone design, quench column design and electrostatic precipitator design. These models enabled a rigorous design protocol to be developed capable of specifying the required reactor and product collection system size for specified biomass throughputs, operating conditions and collection efficiencies. The reactor proved capable of generating an ablation rate of 0.63 mm/s for pine wood at a temperature of 525 'DC with a relative velocity between the heated surface and reacting biomass particle of 12.1 m/s. The reactor achieved a maximum throughput of 2.3 kg/hr, which was the maximum the biomass feeder could supply. The reactor is capable of being operated at a far higher throughput but this would require a new feeder and drive motor to be purchased. Modelling showed that the reactor is capable of achieving a reactor throughput of approximately 30 kg/hr. This is an area that should be considered for the future as the reactor is currently operating well below its theoretical maximum. Calculations show that the current product collection system could operate efficiently up to a maximum feed rate of 10 kg/Fir, provided the inert gas supply was adjusted accordingly to keep the vapour residence time in the electrostatic precipitator above one second. Operation above 10 kg/hr would require some modifications to the product collection system. Eight experimental runs were documented and considered successful, more were attempted but due to equipment failure had to be abandoned. This does not detract from the fact that the reactor and product collection system design was extremely efficient. The maximum total liquid yield was 64.9 % liquid yields on a dry wood fed basis. It is considered that the liquid yield would have been higher had there been sufficient development time to overcome certain operational difficulties and if longer operating runs had been attempted to offset product losses occurring due to the difficulties in collecting all available product from a large scale collection unit. The liquids collection system was highly efficient and modeling determined a liquid collection efficiency of above 99% on a mass basis. This was validated due to the fact that a dry ice/acetone condenser and a cotton wool filter downstream of the collection unit enabled mass measurements of the amount of condensable product exiting the product collection unit. This showed that the collection efficiency was in excess of 99% on a mass basis.

The development of a multi-function computer-assisted instruction system using a hierarchical database structure as the lesson compendium.

Computer-Based Learning systems of one sort or another have been in existence for almost 20 years, but they have yet to achieve real credibility within Commerce, Industry or Education. A variety of reasons could be postulated for this, typically: - cost - complexity - inefficiency - inflexibility - tedium Obviously different systems deserve different levels and types of criticism, but it still remains true that Computer-Based Learning (CBL) is falling significantly short of its potential. Experience of a small, but highly successful CBL system within a large, geographically distributed industry (the National Coal Board) prompted an investigation into currently available packages, the original intention being to purchase the most suitable software and run it on existing computer hardware, alongside existing software systems. It became apparent that none of the available CBL packages were suitable, and a decision was taken to develop an in-house Computer-Assisted Instruction system according to the following criteria: - cheap to run; - easy to author course material; - easy to use; - requires no computing knowledge to use (as either an author or student) ; - efficient in the use of computer resources; - has a comprehensive range of facilities at all levels. This thesis describes the initial investigation, resultant observations and the design, development and implementation of the SCHOOL system. One of the principal characteristics c£ SCHOOL is that it uses a hierarchical database structure for the storage of course material - thereby providing inherently a great deal of the power, flexibility and efficiency originally required. Trials using the SCHOOL system on IBM 303X series equipment are also detailed, along with proposed and current development work on what is essentially an operational CBL system within a large-scale Industrial environment.

Automatic refinement of constructive solid geometry models

Geometric information relating to most engineering products is available in the form of orthographic drawings or 2D data files. For many recent computer based applications, such as Computer Integrated Manufacturing (CIM), these data are required in the form of a sophisticated model based on Constructive Solid Geometry (CSG) concepts. A recent novel technique in this area transfers 2D engineering drawings directly into a 3D solid model called `the first approximation'. In many cases, however, this does not represent the real object. In this thesis, a new method is proposed and developed to enhance this model. This method uses the notion of expanding an object in terms of other solid objects, which are either primitive or first approximation models. To achieve this goal, in addition to the prepared subroutine to calculate the first approximation model of input data, two other wireframe models are found for extraction of sub-objects. One is the wireframe representation on input, and the other is the wireframe of the first approximation model. A new fast method is developed for the latter special case wireframe, which is named the `first approximation wireframe model'. This method avoids the use of a solid modeller. Detailed descriptions of algorithms and implementation procedures are given. In these techniques utilisation of dashed line information is also considered in improving the model. Different practical examples are given to illustrate the functioning of the program. Finally, a recursive method is employed to automatically modify the output model towards the real object. Some suggestions for further work are made to increase the domain of objects covered, and provide a commercially usable package. It is concluded that the current method promises the production of accurate models for a large class of objects.

Computer aided manufacturing of geometric models

As systems for computer-aided-design and production of mechanical parts have developed, there has arisen a need for techniques for the comprehensive description of the desired part, including its 3-D shape. The creation and manipulation of shapes is generally known as geometric modelling. It is desirable that links be established between geometric modellers and machining programs. Currently, unbounded APT and some bounded geometry systems are being widely used in manufacturing industry for machining operations such as: milling, drilling, boring and turning, applied mainly to engineering parts. APT systems, however, are presently only linked to wire-frame drafting systems. The combination of a geometric modeller and APT will provide a powerful manufacturing system for industry from the initial design right through part manufacture using NC machines. This thesis describes a recently developed interface (ROMAPT) between a bounded geometry modeller (ROMULUS) and an unbounded NC processor (APT). A new set of theoretical functions and practical algorithms for the computer aided manufacturing of 3D solid geometric model has been investigated. This work has led to the development of a sophisticated computer program, ROMAPT, which provides a new link between CAD (in form of a goemetric modeller ROMULUS) and CAM (in form of the APT NC system). ROMAPT has been used to machine some engineering prototypes successfully both in soft foam material and aluminium. It has been demonstrated above that the theory and algorithms developed by the author for the development of computer aided manufacturing of 3D solid modelling are both valid and applicable. ROMAPT allows the full potential of a solid geometric modeller (ROMULUS) to be further exploited for NC applications without requiring major investment in new NC processor. ROMAPT supports output in APT-AC, APT4 and the CAM-I SSRI NC languages.

Computer aided process planning (CAPP) for flat rolling of copper alloys

The manufacture of copper alloy flat rolled metals involves hot and cold rolling operations, together with annealing and other secondary processes, to transform castings (mainly slabs and cakes) into such shapes as strip, plate, sheet, etc. Production is mainly to customer orders in a wide range of specifications for dimensions and properties. However, order quantities are often small and so process planning plays an important role in this industry. Much research work has been done in the past in relation to the technology of flat rolling and the details of the operations, however, there is little or no evidence of any research in the planning of processes for this type of manufacture. Practical observation in a number of rolling mills has established the type of manual process planning traditionally used in this industry. This manual approach, however, has inherent drawbacks, being particularly dependent on the individual planners who gain their knowledge over a long span of practical experience. The introduction of the retrieval CAPP approach to this industry was a first step to reduce these problems. But this could not provide a long-term answer because of the need for an experienced planner to supervise generation of any plan. It also fails to take account of the dynamic nature of the parameters involved in the planning, such as the availability of resources, operation conditions and variations in the costs. The other alternative is the use of a generative approach to planning in the rolling mill context. In this thesis, generative methods are developed for the selection of optimal routes for single orders and then for batches of orders, bearing in mind equipment restrictions, production costs and material yield. The batch order process planning involves the use of a special cluster analysis algorithm for optimal grouping of the orders. This research concentrates on cold-rolling operations. A prototype model of the proposed CAPP system, including both single order and batch order planning options, has been developed and tested on real order data in the industry. The results were satisfactory and compared very favourably with the existing manual and retrieval methods.

Linking finite-element analysis and computer-aided drafting processes

The aim of this research was to investigate the integration of computer-aided drafting and finite-element analysis in a linked computer-aided design procedure and to develop the necessary software. The Be'zier surface patch for surface representation was used to bridge the gap between the rather separate fields of drafting and finite-element analysis because the surfaces are defined by analytical functions which allow systematic and controlled variation of the shape and provide continuous derivatives up to any required degree. The objectives of this research were achieved by establishing : (i) A package which interpretes the engineering drawings of plate and shell structures and prepares the Be'zier net necessary for surface representation. (ii) A general purpose stand-alone meshed-surface modelling package for surface representation of plates and shells using the Be'zier surface patch technique. (iii) A translator which adapts the geometric description of plate and shell structures as given by the meshed-surface modeller to the form needed by the finite-element analysis package. The translator was extended to suit fan impellers by taking advantage of their sectorial symmetry. The linking processes were carried out for simple test structures, simplified and actual fan impellers to verify the flexibility and usefulness of the linking technique adopted. Finite-element results for thin plate and shell structures showed excellent agreement with those obtained by other investigators while results for the simplified and actual fan impellers also showed good agreement with those obtained in an earlier investigation where finite-element analysis input data were manually prepared. Some extensions of this work have also been discussed.

Rolling bearing vibrations: the effects of varying compliance, manufacturing tolerances and wear

In this study some common types of Rolling Bearing vibrations are analysed in depth both theoretically and experimentally. The study is restricted to vibrations in the radial direction of bearings having pure radial load and a positive radial clearance. The general vibrational behaviour of such bearings has been investigated with respect to the effects of varying compliance, manufacturing tolerances and the interaction between the bearing and the machine structure into which it is fitted. The equations of motion for a rotor supported by a bearing in which the stiffness varies with cage position has been set up and examples of solutions,obtained by digital simulation. is given. A method to calculate amplitudes and frequencies of vibration components due to out of roundness of the inner ring and varying roller diameters has been developed. The results from these investigations have been combined with a theory for bearing/machine frame interaction using mechanical impedance technique, thereby facilitating prediction of the vibrational behaviour of the whole set up. Finally. the effects of bearing fatigue and wear have been studied with particular emphasis on the use of vibration analysis for condition monitoring purposes. A number of monitoring methods have been tried and their effectiveness discussed. The experimental investigation was carried out using two purpose built rigs. For the purpose of analysis of the experimental measurements a digital mini computer was adapted for signal processing and a suite of programs was written. The program package performs several of the commonly used signal analysis processes and :include all necessary input and output functions.

A study of the micro-mechanics of granular media

The development of more realistic constitutive models for granular media, such as sand, requires ingredients which take into account the internal micro-mechanical response to deformation. Unfortunately, at present, very little is known about these mechanisms and therefore it is instructive to find out more about the internal nature of granular samples by conducting suitable tests. In contrast to physical testing the method of investigation used in this study employs the Distinct Element Method. This is a computer based, iterative, time-dependent technique that allows the deformation of granular assemblies to be numerically simulated. By making assumptions regarding contact stiffnesses each individual contact force can be measured and by resolution particle centroid forces can be calculated. Then by dividing particle forces by their respective mass, particle centroid velocities and displacements are obtained by numerical integration. The Distinct Element Method is incorporated into a computer program 'Ball'. This program is effectively a numerical apparatus which forms a logical housing for this method and allows data input and output, and also provides testing control. By using this numerical apparatus tests have been carried out on disc assemblies and many new interesting observations regarding the micromechanical behaviour are revealed. In order to relate the observed microscopic mechanisms of deformation to the flow of the granular system two separate approaches have been used. Firstly a constitutive model has been developed which describes the yield function, flow rule and translation rule for regular assemblies of spheres and discs when subjected to coaxial deformation. Secondly statistical analyses have been carried out using data which was extracted from the simulation tests. These analyses define and quantify granular structure and then show how the force and velocity distributions use the structure to produce the corresponding stress and strain-rate tensors.

Numerical modelling of agglomerate degradation

In the processing industries particulate materials are often in the form of powders which themselves are agglomerations of much smaller sized particles. During powder processing operations agglomerate degradation occurs primarily as a result of collisions between agglomerates and between agglomerates and the process equipment. Due to the small size of the agglomerates and the very short duration of the collisions it is currently not possible to obtain sufficiently detailed quantitative information from real experiments to provide a sound theoretically based strategy for designing particles to prevent or guarantee breakage. However, with the aid of computer simulated experiments, the micro-examination of these short duration dynamic events is made possible. This thesis presents the results of computer simulated experiments on a 2D monodisperse agglomerate in which the algorithms used to model the particle-particle interactions have been derived from contact mechanics theories and, necessarily, incorporate contact adhesion. A detailed description of the theoretical background is included in the thesis. The results of the agglomerate impact simulations show three types of behaviour depending on whether the initial impact velocity is high, moderate or low. It is demonstrated that high velocity impacts produce extensive plastic deformation which leads to subsequent shattering of the agglomerate. At moderate impact velocities semi-brittle fracture is observed and there is a threshold velocity below which the agglomerate bounces off the wall with little or no visible damage. The micromechanical processes controlling these different types of behaviour are discussed and illustrated by computer graphics. Further work is reported to demonstrate the effect of impact velocity and bond strength on the damage produced. Empirical relationships between impact velocity, bond strength and damage are presented and their relevance to attrition and comminution is discussed. The particle size distribution curves resulting from the agglomerate impacts are also provided. Computer simulated diametrical compression tests on the same agglomerate have also been carried out. Simulations were performed for different platen velocities and different bond strengths. The results show that high platen velocities produce extensive plastic deformation and crushing. Low platen velocities produce semi-brittle failure in which cracks propagate from the platens inwards towards the centre of the agglomerate. The results are compared with the results of the agglomerate impact tests in terms of work input, applied velocity and damage produced.

A rationale for the optimisation by computer methods of the efficient use of metals and materials

The aim of the research project was to gain d complete and accurate accounting of the needs and deficiencies of materials selection and design data, with particular attention given to the feasibility of a computerised materials selection system that would include application analysis, property data and screening techniques. The project also investigates and integrates the three major aspects of materials resources, materials selection and materials recycling. Consideration of the materials resource base suggests that, though our discovery potential has increased, geologic availability is the ultimate determinant and several metals may well become scarce at the same time, thus compounding the problem of substitution. With around 2- to 20- million units of engineering materials data, the use of a computer is the only logical answer for scientific selection of materials. The system developed at Aston is used for data storage, mathematical computation and output. The system enables programs to be run in batch and interactive (on-line) mode. The program with modification can also handle such variables as quantity of mineral resources, energy cost of materials and depletion and utilisation rates of strateqic materials. The work also carries out an in-depth study of copper recycling in the U.K. and concludes that, somewhere in the region of 2 million tonnes of copper is missing from the recycling cycle. It also sets out guidelines on product design and conservation policies from the recyclability point of view.