Operational Methods in the Environment of a Computer Algebra System

This article presents the principal results of the doctoral thesis “Direct Operational Methods in the Environment of a Computer Algebra System” by Margarita Spiridonova (Institute of mathematics and Informatics, BAS), successfully defended before the Specialised Academic Council for Informatics and Mathematical Modelling on 23 March, 2009.

Processing of Byzantine Neume Notation in Ancient Historical Manuscripts

This article presents the principal results of the doctoral thesis “Recognition of neume notation in historical documents” by Lasko Laskov (Institute of Mathematics and Informatics at Bulgarian Academy of Sciences), successfully defended before the Specialized Academic Council for Informatics and Mathematical Modelling on 07 June 2010.

Optimization of Advertising Resources over Time: A Strategic Analysis

AMS subject classification: 90B60, 90B50, 90A80.

Leak identification in saturated unsteady flow via a Cauchy problem

This work is an initial study of a numerical method for identifying multiple leak zones in saturated unsteady flow. Using the conventional saturated groundwater flow equation, the leak identification problem is modelled as a Cauchy problem for the heat equation and the aim is to find the regions on the boundary of the solution domain where the solution vanishes, since leak zones correspond to null pressure values. This problem is ill-posed and to reconstruct the solution in a stable way, we therefore modify and employ an iterative regularizing method proposed in [1] and [2]. In this method, mixed well-posed problems obtained by changing the boundary conditions are solved for the heat operator as well as for its adjoint, to get a sequence of approximations to the original Cauchy problem. The mixed problems are solved using a Finite element method (FEM), and the numerical results indicate that the leak zones can be identified with the proposed method.

Válság és hitelderivatívák. A szintetikus fedezett adósságkötelezettségek (CDO-k) árazása és kockázataik (Crisis and loan derivatives. The pricing and risks of synthetic collateralized debt obligations)

A dolgozat első részében röviden áttekintjük a 2007-ben kezdődött pénzügyi válság lefolyását és a válsághoz vezető okokat. A bemutatás során igyekszünk végig a mögöttes folyamatokra és azok mozgatórugóira koncentrálni, ezzel megragadva a válság egyfajta "elméletét". A bemutatásból láthatóvá válik a hitelderivatívák kiemelt szerepe a válság során. A dolgozat második részében az egyik legnépszerűbb hitelderivatív termék, a szintetikus fedezett adósságkötelezettségek (CDO-k) matematikai modellezését és annak problémáit mutatjuk be. Sokak szerint ezek a matematikai modellek okozták - vagy legalábbis felerősítették - a válságot. Az elemzés során megmutatjuk, hogy nemcsak a modellezési eszközök nem voltak megfelelők, hanem az árazás elve sem állta meg a helyét a kockázatsemleges árazási keretben. Ez az eredmény élesen rámutat a mögöttes elméletek válságára. / === / The first part of the paper examines briefly the financial crisis of 2007 and its causes, focusing on its driving processes and key motifs. This shows clearly the importance and centrality of credit derivatives in the crisis. The second part presents a mathematical modelling of one of the most popular credit derivative products: synthetic collateralized debt obligations, along with the drawbacks and problems of the modelling process. It is widely claimed that these products caused or at least precipitated the crises. The authors show not only that the modelling tools were inappropriate, but that the principle for pricing did not match adequately the risk-neutral valuation framework.

A SPH solver for simulating paramagnetic solid fluid interaction in the presence of an external magnetic field

Acknowledgment The first two authors wish to express their sincerest thanks to Iran National Science Foundation (INSF) for supporting this work under Contract Number 92021291.

Dynamics of spatial heterogeneity in a landfill with interacting phase densities:a stochastic analysis

A landfill represents a complex and dynamically evolving structure that can be stochastically perturbed by exogenous factors. Both thermodynamic (equilibrium) and time varying (non-steady state) properties of a landfill are affected by spatially heterogenous and nonlinear subprocesses that combine with constraining initial and boundary conditions arising from the associated surroundings. While multiple approaches have been made to model landfill statistics by incorporating spatially dependent parameters on the one hand (data based approach) and continuum dynamical mass-balance equations on the other (equation based modelling), practically no attempt has been made to amalgamate these two approaches while also incorporating inherent stochastically induced fluctuations affecting the process overall. In this article, we will implement a minimalist scheme of modelling the time evolution of a realistic three dimensional landfill through a reaction-diffusion based approach, focusing on the coupled interactions of four key variables - solid mass density, hydrolysed mass density, acetogenic mass density and methanogenic mass density, that themselves are stochastically affected by fluctuations, coupled with diffusive relaxation of the individual densities, in ambient surroundings. Our results indicate that close to the linearly stable limit, the large time steady state properties, arising out of a series of complex coupled interactions between the stochastically driven variables, are scarcely affected by the biochemical growth-decay statistics. Our results clearly show that an equilibrium landfill structure is primarily determined by the solid and hydrolysed mass densities only rendering the other variables as statistically "irrelevant" in this (large time) asymptotic limit. The other major implication of incorporation of stochasticity in the landfill evolution dynamics is in the hugely reduced production times of the plants that are now approximately 20-30 years instead of the previous deterministic model predictions of 50 years and above. The predictions from this stochastic model are in conformity with available experimental observations.

The Hurst exponent as an indicator of the behaviour of a model monopile in an ocean wave testing basin

With the importance of renewable energy well-established worldwide, and targets of such energy quantified in many cases, there exists a considerable interest in the assessment of wind and wave devices. While the individual components of these devices are often relatively well understood and the aspects of energy generation well researched, there seems to be a gap in the understanding of these devices as a whole and especially in the field of their dynamic responses under operational conditions. The mathematical modelling and estimation of their dynamic responses are more evolved but research directed towards testing of these devices still requires significant attention. Model-free indicators of the dynamic responses of these devices are important since it reflects the as-deployed behaviour of the devices when the exposure conditions are scaled reasonably correctly, along with the structural dimensions. This paper demonstrates how the Hurst exponent of the dynamic responses of a monopile exposed to different exposure conditions in an ocean wave basin can be used as a model-free indicator of various responses. The scaled model is exposed to Froude scaled waves and tested under different exposure conditions. The analysis and interpretation is carried out in a model-free and output-only environment, with only some preliminary ideas regarding the input of the system. The analysis indicates how the Hurst exponent can be an interesting descriptor to compare and contrast various scenarios of dynamic response conditions.

Design and implementation of generalized topologies of time-interleaved variable bandpass Σ−Δ modulators

In this thesis, novel analog-to-digital and digital-to-analog generalized time-interleaved variable bandpass sigma-delta modulators are designed, analysed, evaluated and implemented that are suitable for high performance data conversion for a broad-spectrum of applications. These generalized time-interleaved variable bandpass sigma-delta modulators can perform noise-shaping for any centre frequency from DC to Nyquist. The proposed topologies are well-suited for Butterworth, Chebyshev, inverse-Chebyshev and elliptical filters, where designers have the flexibility of specifying the centre frequency, bandwidth as well as the passband and stopband attenuation parameters. The application of the time-interleaving approach, in combination with these bandpass loop-filters, not only overcomes the limitations that are associated with conventional and mid-band resonator-based bandpass sigma-delta modulators, but also offers an elegant means to increase the conversion bandwidth, thereby relaxing the need to use faster or higher-order sigma-delta modulators. A step-by-step design technique has been developed for the design of time-interleaved variable bandpass sigma-delta modulators. Using this technique, an assortment of lower- and higher-order single- and multi-path generalized A/D variable bandpass sigma-delta modulators were designed, evaluated and compared in terms of their signal-to-noise ratios, hardware complexity, stability, tonality and sensitivity for ideal and non-ideal topologies. Extensive behavioural-level simulations verified that one of the proposed topologies not only used fewer coefficients but also exhibited greater robustness to non-idealties. Furthermore, second-, fourth- and sixth-order single- and multi-path digital variable bandpass digital sigma-delta modulators are designed using this technique. The mathematical modelling and evaluation of tones caused by the finite wordlengths of these digital multi-path sigmadelta modulators, when excited by sinusoidal input signals, are also derived from first principles and verified using simulation and experimental results. The fourth-order digital variable-band sigma-delta modulator topologies are implemented in VHDL and synthesized on Xilinx® SpartanTM-3 Development Kit using fixed-point arithmetic. Circuit outputs were taken via RS232 connection provided on the FPGA board and evaluated using MATLAB routines developed by the author. These routines included the decimation process as well. The experiments undertaken by the author further validated the design methodology presented in the work. In addition, a novel tunable and reconfigurable second-order variable bandpass sigma-delta modulator has been designed and evaluated at the behavioural-level. This topology offers a flexible set of choices for designers and can operate either in single- or dual-mode enabling multi-band implementations on a single digital variable bandpass sigma-delta modulator. This work is also supported by a novel user-friendly design and evaluation tool that has been developed in MATLAB/Simulink that can speed-up the design, evaluation and comparison of analog and digital single-stage and time-interleaved variable bandpass sigma-delta modulators. This tool enables the user to specify the conversion type, topology, loop-filter type, path number and oversampling ratio.

Why Cyber Security is Hard

Abstract There has been a great deal of interest in the area of cyber security in recent years. But what is cyber security exactly? And should society really care about it? We look at some of the challenges of being an academic working in the area of cyber security and explain why cyber security is, to put it rather simply, hard! Speaker Biography Keith Martin Prof. Keith Martin is Professor of Information Security at Royal Holloway, University of London. He received his BSc (Hons) in Mathematics from the University of Glasgow in 1988 and a PhD from Royal Holloway in 1991. Between 1992 and 1996 he held a Research Fellowship at the University of Adelaide, investigating mathematical modelling of cryptographic key distribution problems. In 1996 he joined the COSIC research group of the Katholieke Universiteit Leuven in Belgium, working on security for third generation mobile communications. Keith rejoined Royal Holloway in January 2000, became a Professor in Information Security in 2007 and was Director of the Information Security Group between 2010 and 2015. Keith's research interests range across cyber security, but with a focus on cryptographic applications. He is the author of 'Everyday Cryptography' published by Oxford University Press.

Loess as a Collapsible Soil: Some Basic Particle Packing

Loess is the most important collapsible soil; possibly the only engineering soil in which real collapse occurs. A real collapse involves a diminution in volume - it would be an open metastable packing being reduced to a more closely packed, more stable structure. Metastability is at the heart of the collapsible soils problem. To envisage and to model the collapse process in a metastable medium, knowledge is required about the nature and shape of the particles, the types of packings they assume (real and ideal), and the nature of the collapse process - a packing transition upon a change to the effective stress in a media of double porosity. Particle packing science has made little progress in geoscience discipline - since the initial packing paradigms set by Graton and Fraser (1935) - nevertheless is relatively well-established in the soft matter physics discipline. The collapse process can be represented by mathematical modelling of packing – including the Monte Carlo simulations - but relating representation to process remains difficult. This paper revisits the problem of sudden packing transition from a micro-physico-mechanical viewpoint (i.e. collapse imetan terms of structure-based effective stress). This cross-disciplinary approach helps in generalization on collapsible soils to be made that suggests loess is the only truly collapsible soil, because it is only loess which is so totally influenced by the packing essence of the formation process.

A Recommender System based on Idiotypic Artificial Immune Networks

The immune system is a complex biological system with a highly distributed, adaptive and self-organising nature. This paper presents an Artificial Immune System (AIS) that exploits some of these characteristics and is applied to the task of film recommendation by Collaborative Filtering (CF). Natural evolution and in particular the immune system have not been designed for classical optimisation. However, for this problem, we are not interested in finding a single optimum. Rather we intend to identify a sub-set of good matches on which recommendations can be based. It is our hypothesis that an AIS built on two central aspects of the biological immune system will be an ideal candidate to achieve this: Antigen-antibody interaction for matching and idiotypic antibody-antibody interaction for diversity. Computational results are presented in support of this conjecture and compared to those found by other CF techniques.

Secagem convectiva da microalga spirulina platensis: avaliação das propriedades físicas e bioquímicas

O objetivo no presente estudo foi investigar a operação de secagem da microalga Spirulina platensis em camada delgada através da modelagem matemática e otimização da operação, avaliando as características do produto final através de análises físico-químicas. Foram analisados os dados da umidade de equilíbrio para a isoterma de adsorção a 10, 20 e 30°C e de dessorção a 40, 50 e 60°C, através dos modelos de GAB e BET. O calor isostérico foi determinado pela aplicação da equação de Clausius-Clapeyron. O modelo de GAB apresentou melhor ajuste aos dados experimentais. Os valores da área superficial calculados pelos modelos de GAB e BET foram próximos. O calor isostérico e a entropia diferencial da isoterma de dessorção apresentaram comportamento similar. A teoria da compensação entalpia-entropia foi aplicada nas isotermas, indicando que são controladas pela entalpia. A cinética de secagem foi analisada na faixa de temperatura de 50-70°C, através dos modelos de Lewis, Henderson e Pabis, Henderson, Page e Overhults. O modelo de Henderson e Pabis foi escolhido por apresentar maior significado físico para estimar o valor de difusividade efetiva (Def), sendo os valores encontrados na faixa de 5,54 - 6,60×10-11 m 2 /s, para as temperaturas de 50 e 60°C, respectivamente, e de 1,58×10-10 m2 /s para a temperatura de 70°C. A energia de ativação apresentou um valor de 47,9 kJ/mol. A secagem alterou a cor quando comparada ao material in natura. A secagem foi otimizada na faixa de espessuras e temperaturas do ar de secagem de 3-7 mm e de 50-70ºC, respectivamente, através da metodologia de superfície de resposta para ácido tiobarbitúrico (TBA) e perda de ficocianina no produto final. A melhor condição de secagem foi a 55°C e a 3,7 mm, apresentando uma perda de ficocianina de aproximadamente 37% e valor de TBA de 1,5 mgMDA/kgamostra. Nesta condição de secagem, a composição de ácidos graxos da microalga Spirulina não apresentou diferença significativa (P > 0,05) em relação a microalga in natura.

Conversão da lactose e síntese de galacto-oligossacarídeos: uma abordagem experimental e teórica

O presente trabalho avaliou, na etapa experimental, um processo simultâneo de catálise e fermentação láctica visando obter um iogurte com potenciais características nutracêuticas e, na sua etapa teórica, estabeleceu uma interlocução entre a vivência experimentalista e a teoria da cinética enzimática, no que se refere à conversão da lactose e à síntese de galactooligossacarídeos (GOS). Na abordagem experimental, para um substrato específico, avaliouse biocatálise conduzida simultaneamente à fermentação, defasando a adição da enzima em relação ao início do processo fermentativo. A fermentação foi realizada a partir de cultura láctica liofilizada comercial contendo dois micro-organismos probióticos, Bifidobacterium animalis e Lactobacillus acidophilus, associados aos micro-organismos característicos do iogurte, Lactobacillus bulgaricus e Streptococcus thermophilus. Foi utilizado um preparado enzimático contendo -galactosidases obtidas de duas origens distintas: Kluyveromyces lactis e Aspergillus niger. Foram avaliados os efeitos da concentração da enzima e do tempo de adição da enzima em um planejamento experimental 2 2 . As respostas foram às concentrações, ao final do processo, de lactose, de GOS, de glicose e de galactose e a hidrólise dos galactooligossacarídeos ao longo do tempo. No que se refere à abordagem teórica, o presente trabalho considerou modelos matemáticos de hidrólise de dissacarídeos e conversão da lactose, em que a inibição foi representada a partir do incremento da concentração dos produtos da reação. No que se refere à conversão da lactose e síntese de GOS, o presente trabalho buscou estabelecer um modelo matemático em que a inibição ocorreu por efeito do incremento das concentrações de glicose e de galactose, comparando-o com os modelos conhecidos na literatura. Verificou-se que o desempenho do modelo obtido no presente trabalho foi robusto em relação às premissas estabelecidas. Na comparação com resultados experimentais de conversão enzimática, o modelo mostrou-se capaz de minimizar o erro e de ajustar-se aos dados experimentais.

A Recommender System based on Idiotypic Artificial Immune Networks

The immune system is a complex biological system with a highly distributed, adaptive and self-organising nature. This paper presents an Artificial Immune System (AIS) that exploits some of these characteristics and is applied to the task of film recommendation by Collaborative Filtering (CF). Natural evolution and in particular the immune system have not been designed for classical optimisation. However, for this problem, we are not interested in finding a single optimum. Rather we intend to identify a sub-set of good matches on which recommendations can be based. It is our hypothesis that an AIS built on two central aspects of the biological immune system will be an ideal candidate to achieve this: Antigen-antibody interaction for matching and idiotypic antibody-antibody interaction for diversity. Computational results are presented in support of this conjecture and compared to those found by other CF techniques.