Variational Markov chain Monte Carlo for Bayesian smoothing of non-linear diffusions

In this paper we develop set of novel Markov Chain Monte Carlo algorithms for Bayesian smoothing of partially observed non-linear diffusion processes. The sampling algorithms developed herein use a deterministic approximation to the posterior distribution over paths as the proposal distribution for a mixture of an independence and a random walk sampler. The approximating distribution is sampled by simulating an optimized time-dependent linear diffusion process derived from the recently developed variational Gaussian process approximation method. The novel diffusion bridge proposal derived from the variational approximation allows the use of a flexible blocking strategy that further improves mixing, and thus the efficiency, of the sampling algorithms. The algorithms are tested on two diffusion processes: one with double-well potential drift and another with SINE drift. The new algorithm's accuracy and efficiency is compared with state-of-the-art hybrid Monte Carlo based path sampling. It is shown that in practical, finite sample applications the algorithm is accurate except in the presence of large observation errors and low to a multi-modal structure in the posterior distribution over paths. More importantly, the variational approximation assisted sampling algorithm outperforms hybrid Monte Carlo in terms of computational efficiency, except when the diffusion process is densely observed with small errors in which case both algorithms are equally efficient. © 2011 Springer-Verlag.

Multi-threaded parallel simulation of non-local non-linear problems in ultrashort laser pulse propagation in the presence of plasma

We describe a parallel multi-threaded approach for high performance modelling of wide class of phenomena in ultrafast nonlinear optics. Specific implementation has been performed using the highly parallel capabilities of a programmable graphics processor. © 2011 SPIE.

The non-linear acousto-mechanical and thermodynamic response of spherical absorbers to laser pulses of various temporal profiles

This study is to theoretically investigate shockwave and microbubble formation due to laser absorption by microparticles and nanoparticles. The initial motivation for this research was to understand the underlying physical mechanisms responsible for laser damage to the retina, as well as the predict threshold levels for damage for laser pulses with of progressively shorter durations. The strongest absorbers in the retina are micron size melanosomes, and their absorption of laser light causes them to accrue very high energy density. I theoretically investigate how this absorbed energy is transferred to the surrounding medium. For a wide range of conditions I calculate shockwave generation and bubble growth as a function of the three parameters; fluence, pulse duration and pulse shape. In order to develop a rigorous physical treatment, the governing equations for the behavior of an absorber and for the surrounding medium are derived. Shockwave theory is investigated and the conclusion is that a shock pressure explanation is likely to be the underlying physical cause of retinal damage at threshold fluences for sub-nanosecond pulses. The same effects are also expected for non-biological micro and nano absorbers. ^

A non-linear discrete stochastic optimization model for Advanced Access patient appointment scheduling

Access to healthcare is a major problem in which patients are deprived of receiving timely admission to healthcare. Poor access has resulted in significant but avoidable healthcare cost, poor quality of healthcare, and deterioration in the general public health. Advanced Access is a simple and direct approach to appointment scheduling in which the majority of a clinic's appointments slots are kept open in order to provide access for immediate or same day healthcare needs and therefore, alleviate the problem of poor access the healthcare. This research formulates a non-linear discrete stochastic mathematical model of the Advanced Access appointment scheduling policy. The model objective is to maximize the expected profit of the clinic subject to constraints on minimum access to healthcare provided. Patient behavior is characterized with probabilities for no-show, balking, and related patient choices. Structural properties of the model are analyzed to determine whether Advanced Access patient scheduling is feasible. To solve the complex combinatorial optimization problem, a heuristic that combines greedy construction algorithm and neighborhood improvement search was developed. The model and the heuristic were used to evaluate the Advanced Access patient appointment policy compared to existing policies. Trade-off between profit and access to healthcare are established, and parameter analysis of input parameters was performed. The trade-off curve is a characteristic curve and was observed to be concave. This implies that there exists an access level at which at which the clinic can be operated at optimal profit that can be realized. The results also show that, in many scenarios by switching from existing scheduling policy to Advanced Access policy clinics can improve access without any decrease in profit. Further, the success of Advanced Access policy in providing improved access and/or profit depends on the expected value of demand, variation in demand, and the ratio of demand for same day and advanced appointments. The contributions of the dissertation are a model of Advanced Access patient scheduling, a heuristic to solve the model, and the use of the model to understand the scheduling policy trade-offs which healthcare clinic managers must make. ^

Haematite natural crystals: non-linear initial susceptibility at low temperature

Several works have reported that haematite has non-linear initial susceptibility at room temperature, like pyrrhotite or titanomagnetite, but there is no explanation for the observed behaviours yet. This study sets out to determine which physical property (grain size, foreign cations content and domain walls displacements) controls the initial susceptibility. The performed measurements include microprobe analysis to determine magnetic phases different to haematite; initial susceptibility (300 K); hysteresis loops, SIRM and backfield curves at 77 and 300 K to calculate magnetic parameters and minor loops at 77 K, to analyse initial susceptibility and magnetization behaviours below Morin transition. The magnetic moment study at low temperature is completed with measurements of zero field cooled-field cooled and AC susceptibility in a range from 5 to 300 K. The minor loops show that the non-linearity of initial susceptibility is closely related to Barkhausen jumps. Because of initial magnetic susceptibility is controlled by domain structure it is difficult to establish a mathematical model to separate magnetic subfabrics in haematite-bearing rocks.

Two-Path All-pass Based Half-Band Infinite Impulse Response Decimation Filters and the Effects of Their Non-Linear Phase Response on ECG Signal Acquisition

This paper is based on the novel use of a very high fidelity decimation filter chain for Electrocardiogram (ECG) signal acquisition and data conversion. The multiplier-free and multi-stage structure of the proposed filters lower the power dissipation while minimizing the circuit area which are crucial design constraints to the wireless noninvasive wearable health monitoring products due to the scarce operational resources in their electronic implementation. The decimation ratio of the presented filter is 128, working in tandem with a 1-bit 3rd order Sigma Delta (ΣΔ) modulator which achieves 0.04 dB passband ripples and -74 dB stopband attenuation. The work reported here investigates the non-linear phase effects of the proposed decimation filters on the ECG signal by carrying out a comparative study after phase correction. It concludes that the enhanced phase linearity is not crucial for ECG acquisition and data conversion applications since the signal distortion of the acquired signal, due to phase non-linearity, is insignificant for both original and phase compensated filters. To the best of the authors’ knowledge, being free of signal distortion is essential as this might lead to misdiagnosis as stated in the state of the art. This article demonstrates that with their minimal power consumption and minimal signal distortion features, the proposed decimation filters can effectively be employed in biosignal data processing units.

A domain decomposition based algorithm for non-linear 2D inverse heat conduction problems

Inverse heat conduction problems (IHCPs) appear in many important scientific and technological fields. Hence analysis, design, implementation and testing of inverse algorithms are also of great scientific and technological interest. The numerical simulation of 2-D and –D inverse (or even direct) problems involves a considerable amount of computation. Therefore, the investigation and exploitation of parallel properties of such algorithms are equally becoming very important. Domain decomposition (DD) methods are widely used to solve large scale engineering problems and to exploit their inherent ability for the solution of such problems.

A Distributed algorithm for 1-D non-linear heat conduction with an unknown point source

Abstract not available

Oceans of energy? The non-linear trajectory of the emerging wave energy technology

This paper addresses the construction and structuring of a technological niche – i.e. a protected space where promising but still underperforming technologies are stabilized and articulated with societal needs – and discusses the processes that influence niche development and may enable niche breakout. In theoretical terms the paper is grounded on the multi-level approach to sustainability transitions, and particularly on the niche literature. But it also attempts to address the limitations of this literature in what concerns the spatial dimension of niche development. It is argued that technological niches can transcend the narrow territorial boundaries to which they are often confined, and encompass communities and actions that span several spatial levels, without losing some territorial embeddedness. It is further proposed that these features shape the niche trajectory and, therefore, need to be explicitly considered by the niche theoretical framework. To address this problem the paper builds on and extends the socio-cognitive perspective to technology development, introducing a further dimension – space – which broadens the concept of technological niche and permits to better capture the complexity of niche behaviour. This extended framework is applied to the case of an emerging renewable energy technology – wave energy - which exhibits a particularly slow and non-linear development trajectory. The empirical analysis starts by examining how an “overall niche space” in wave energy was spatially constructed over time. Then it investigates in greater detail the niche development processes that took place in Portugal, a country that was among the pioneers in the field, and whose actors have been, from very early stages, engaged in the activities conducted at various spatial levels. Through this combined analysis, the paper seeks to understand whether and how niche development is shaped by processes taking place at different spatial levels. More specifically it investigates the interplay between territorial and relational elements in niche development, and how these different dynamics influence the performance of the niche processes and impact on the overall niche trajectory. The results confirm the niche multi-spatial dynamics, showing that it is shaped by the interplay between a niche relational space constructed by actors’ actions and interactions on/across levels, and the territorial effects introduced by these actors’ embeddedness in particular geographical and institutional settings. They contribute to a more precise understanding of the processes that can accelerate or slow down the trajectory of a technological niche. In addition, the results shed some light into the niche activities conducted in/originating from a specific territorial setting - Portugal - offering some insights into the behaviour of key actors and its implications for the positioning of the country in the emerging field, which can be relevant for the formulation of strategies and policies for this area.

Photovoltaic power forecast modeling with artificial neural networks

Dissertação de Mestrado, Engenharia Eletrónica e Telecomunicações, Faculdade de Ciências e Tecnologia, Universidade do Algarve, 2016

Circadian Phase Control - Genetic Algorithm and Non-linear Control Approach

This paper deals with the phase control for Neurospora circadian rhythm. The nonlinear control, given by tuning the parameters (considered as controlled variables) in Neurospora dynamical model, allows the circadian rhythms tracking a reference one. When there are many parameters (e.g. 3 parameters in this paper) and their values are unknown, the adaptive control law reveals its weakness since the parameters converging and control objective must be guaranteed at the same time. We show that this problem can be solved using the genetic algorithm for parameters estimation. Once the unknown parameters are known, the phase control is performed by chaos synchronization technique.

Data driven regularization models of non-linear ill-posed inverse problems in imaging

Imaging technologies are widely used in application fields such as natural sciences, engineering, medicine, and life sciences. A broad class of imaging problems reduces to solve ill-posed inverse problems (IPs). Traditional strategies to solve these ill-posed IPs rely on variational regularization methods, which are based on minimization of suitable energies, and make use of knowledge about the image formation model (forward operator) and prior knowledge on the solution, but lack in incorporating knowledge directly from data. On the other hand, the more recent learned approaches can easily learn the intricate statistics of images depending on a large set of data, but do not have a systematic method for incorporating prior knowledge about the image formation model. The main purpose of this thesis is to discuss data-driven image reconstruction methods which combine the benefits of these two different reconstruction strategies for the solution of highly nonlinear ill-posed inverse problems. Mathematical formulation and numerical approaches for image IPs, including linear as well as strongly nonlinear problems are described. More specifically we address the Electrical impedance Tomography (EIT) reconstruction problem by unrolling the regularized Gauss-Newton method and integrating the regularization learned by a data-adaptive neural network. Furthermore we investigate the solution of non-linear ill-posed IPs introducing a deep-PnP framework that integrates the graph convolutional denoiser into the proximal Gauss-Newton method with a practical application to the EIT, a recently introduced promising imaging technique. Efficient algorithms are then applied to the solution of the limited electrods problem in EIT, combining compressive sensing techniques and deep learning strategies. Finally, a transformer-based neural network architecture is adapted to restore the noisy solution of the Computed Tomography problem recovered using the filtered back-projection method.

Non-linear modelling of microwave devices embedding nano-ferroelectric materials for real-time reconfigurable transmitarray

In this thesis work a nonlinear model for Interdigitated Capacitors (IDCs) based on ferroelectric materials, is proposed. Through the properties of materials such as Hafnium-Zirconium Oxide (HfZrO2), it is possible to realize tunable radiofrequency (RF) circuits. In particular, the model proposed in this thesis describes the use of an IDC, realized on a High-Resistivity silicon substrate, as a phase shifter for beam-steering applications. The model is obtained starting from already present experimental measurements, through which it is possible to identify a circuit model. The model is tested for both low power values and other power values using Harmonic Balance simulations, which show an excellent convergence of the model up to 40 dBm of input power. Furthermore, an array composed by two patches operating both at 2.55 GHz, which exploits the tunable properties of the HfZrO-based IDC is proposed. At 0dBm the model shows a 47° phase shift with polarization -1 V and 1 V which leads to a 11° steering of the main lobe of the array.

Synthetic generation of amyloid PET images by non-linear dimensionality reduction inversion

Privacy issues and data scarcity in PET field call for efficient methods to expand datasets via synthetic generation of new data that cannot be traced back to real patients and that are also realistic. In this thesis, machine learning techniques were applied to 1001 amyloid-beta PET images, which had undergone a diagnosis of Alzheimer’s disease: the evaluations were 540 positive, 457 negative and 4 unknown. Isomap algorithm was used as a manifold learning method to reduce the dimensions of the PET dataset; a numerical scale-free interpolation method was applied to invert the dimensionality reduction map. The interpolant was tested on the PET images via LOOCV, where the removed images were compared with the reconstructed ones with the mean SSIM index (MSSIM = 0.76 ± 0.06). The effectiveness of this measure is questioned, since it indicated slightly higher performance for a method of comparison using PCA (MSSIM = 0.79 ± 0.06), which gave clearly poor quality reconstructed images with respect to those recovered by the numerical inverse mapping. Ten synthetic PET images were generated and, after having been mixed with ten originals, were sent to a team of clinicians for the visual assessment of their realism; no significant agreements were found either between clinicians and the true image labels or among the clinicians, meaning that original and synthetic images were indistinguishable. The future perspective of this thesis points to the improvement of the amyloid-beta PET research field by increasing available data, overcoming the constraints of data acquisition and privacy issues. Potential improvements can be achieved via refinements of the manifold learning and the inverse mapping stages during the PET image analysis, by exploring different combinations in the choice of algorithm parameters and by applying other non-linear dimensionality reduction algorithms. A final prospect of this work is the search for new methods to assess image reconstruction quality.