Generalised Wishart Processes

We introduce a stochastic process with Wishart marginals: the generalised Wishart process (GWP). It is a collection of positive semi-definite random matrices indexed by any arbitrary dependent variable. We use it to model dynamic (e.g. time varying) covariance matrices. Unlike existing models, it can capture a diverse class of covariance structures, it can easily handle missing data, the dependent variable can readily include covariates other than time, and it scales well with dimension; there is no need for free parameters, and optional parameters are easy to interpret. We describe how to construct the GWP, introduce general procedures for inference and predictions, and show that it outperforms its main competitor, multivariate GARCH, even on financial data that especially suits GARCH. We also show how to predict the mean of a multivariate process while accounting for dynamic correlations.

Application of the fixed point method for solution in time stepping finite element analysis using the inverse vector Jiles-Atherton model

An implementation of the inverse vector Jiles-Atherton model for the solution of non-linear hysteretic finite element problems is presented. The implementation applies the fixed point method with differential reluctivity values obtained from the Jiles-Atherton model. Differential reluctivities are usually computed using numerical differentiation, which is ill-posed and amplifies small perturbations causing large sudden increases or decreases of differential reluctivity values, which may cause numerical problems. A rule based algorithm for conditioning differential reluctivity values is presented. Unwanted perturbations on the computed differential reluctivity values are eliminated or reduced with the aim to guarantee convergence. Details of the algorithm are presented together with an evaluation of the algorithm by a numerical example. The algorithm is shown to guarantee convergence, although the rate of convergence depends on the choice of algorithm parameters. © 2011 IEEE.

Adaptation to stable and unstable dynamics achieved by combined impedance control and inverse dynamics model.

This study compared adaptation in novel force fields where trajectories were initially either stable or unstable to elucidate the processes of learning novel skills and adapting to new environments. Subjects learned to move in a null force field (NF), which was unexpectedly changed either to a velocity-dependent force field (VF), which resulted in perturbed but stable hand trajectories, or a position-dependent divergent force field (DF), which resulted in unstable trajectories. With practice, subjects learned to compensate for the perturbations produced by both force fields. Adaptation was characterized by an initial increase in the activation of all muscles followed by a gradual reduction. The time course of the increase in activation was correlated with a reduction in hand-path error for the DF but not for the VF. Adaptation to the VF could have been achieved solely by formation of an inverse dynamics model and adaptation to the DF solely by impedance control. However, indices of learning, such as hand-path error, joint torque, and electromyographic activation and deactivation suggest that the CNS combined these processes during adaptation to both force fields. Our results suggest that during the early phase of learning there is an increase in endpoint stiffness that serves to reduce hand-path error and provides additional stability, regardless of whether the dynamics are stable or unstable. We suggest that the motor control system utilizes an inverse dynamics model to learn the mean dynamics and an impedance controller to assist in the formation of the inverse dynamics model and to generate needed stability.

Immersed Boundary Method for generalised finite volume and finite difference Navier-Stokes solvers

In Immersed Boundary Methods (IBM) the effect of complex geometries is introduced through the forces added in the Navier-Stokes solver at the grid points in the vicinity of the immersed boundaries. Most of the methods in the literature have been used with Cartesian grids. Moreover many of the methods developed in the literature do not satisfy some basic conservation properties (the conservation of torque, for instance) on non-uniform meshes. In this paper we will follow the RKPM method originated by Liu et al. [1] to build locally regularized functions that verify a number of integral conditions. These local approximants will be used both for interpolating the velocity field and for spreading the singular force field in the framework of a pressure correction scheme for the incompressible Navier-Stokes equations. We will also demonstrate the robustness and effectiveness of the scheme through various examples. Copyright © 2010 by ASME.

Transient flows in enclosures: A generalised approach for modelling the effects of geometry, heat gains and wind

Transient flows in a confined ventilated space induced by a buoyancy source of time-varying strength and an external wind are examined. The space considered has varying cross-sectional area with height. A generalised theoretical model is proposed to investigate the flow dynamics following the activation of an external wind and an internal source of buoyancy. To investigate the effect of geometry, we vary the angle of the wall inclination of a particular geometry in which a point source of constant buoyancy is activated in the absence of wind. Counter-intuitively the ventilation is worse and lower airflow rates are established for geometries of increasing cross-sectional areas with height. We investigate the effect of the source buoyancy strength by comparing two cases: (1) when the buoyancy input is constant and (2) when the buoyancy input gradually increases over time so that after a finite time the total buoyancy inputs for (1) and (2) are identical. The rate at which the source heat gains are introduced has a significant role on the flow behaviour as we find that, in case (2), a warmer layer and a more pronounced overshoot are obtained than in case (1). The effect of assisting and opposing wind on the transient ventilation of an enclosure of constant cross-sectional area with height and constant heat gains is examined. A Froude number Fr is used to define the relative strengths of the buoyancy-induced and wind-induced velocities and five different transient states and their associated critical Fr are identified. © 2010 Elsevier Ltd.