Reproductive cooperation between queens and their mated workers: the complex life history of an ant with a valuable nest.

The life history of Harpegnathos saltator is exceptional among ants because both queens and workers reproduce sexually. Recently mated queens start new colonies alone, but later some of the offspring workers also become inseminated and take over the egg-laying role. This alternation seems associated with the existence of very complex underground nests, which are designed to survive floods. Longevity of ponerine queens is low (a consequence of limited caste dimorphism in this "primitive" subfamily), and upon the death of an H. saltator foundress, the nest represents a substantial investment. The queen's progeny should thus be strongly selected to retain the valuable nests. Unlike the flying queens, the workers copulate with males from their own colonies, and, thus, their offspring are expected to be highly related to the foundress. Colony fission appears not to occur because a daughter fragment would lack an adequate nest for protection. Thus, the annual production of queens in colonies with reproductive workers remains essential for the establishment of new colonies. This contrasts with various other ponerine species in which the queens no longer exist.

Relatedness threshold for the production of female sexuals in colonies of a polygynous ant, Myrmica tahoensis, as revealed by microsatellite DNA analysis.

The genetic relationships of colony members in the ant Myrmica tahoensis were determined on the basis of highly polymorphic microsatellite DNA loci. These analyses show that colonies fall into one of two classes. In roughly half of the sampled colonies, workers and female offspring appear to be full sisters. The remaining colonies contain offspring produced by two or more queens. Colonies that produce female sexuals are always composed of highly related females, while colonies that produce males often show low levels of nestmate relatedness. These results support theoretical predictions that workers should skew sex allocation in response to relatedness asymmetries found within colonies. The existence of a relatedness threshold below which female sexuals are not produced suggests a possible mechanism for worker perception of relatedness. Two results indicate that workers use genetic cues, not queen number, in making sex-allocation decisions. (i) The number of queens in a colony was not significantly correlated with either the level of relatedness asymmetry or the sex ratio. (ii) Sex-ratio shifts consistent with a genetically based mechanism of relatedness assessment were seen in an experiment involving transfers of larvae among unrelated nests. Thus workers appear to make sex-allocation decisions on the basis of larval cues and appear to be able to adjust sex ratios long after egg laying.

A memetic algorithm for the delineation of local labour markets

Given a territory composed of basic geographical units, the delineation of local labour market areas (LLMAs) can be seen as a problem in which those units are grouped subject to multiple constraints. In previous research, standard genetic algorithms were not able to find valid solutions, and a specific evolutionary algorithm was developed. The inclusion of multiple ad hoc operators allowed the algorithm to find better solutions than those of a widely-used greedy method. However, the percentage of invalid solutions was still very high. In this paper we improve that evolutionary algorithm through the inclusion of (i) a reparation process, that allows every invalid individual to fulfil the constraints and contribute to the evolution, and (ii) a hillclimbing optimisation procedure for each generated individual by means of an appropriate reassignment of some of its constituent units. We compare the results of both techniques against the previous results and a greedy method.

Traffic based energy consumption optimisation to improve the lifetime and performance of ad hoc wireless sensor networks

Ad hoc wireless sensor networks (WSNs) are formed from self-organising configurations of distributed, energy constrained, autonomous sensor nodes. The service lifetime of such sensor nodes depends on the power supply and the energy consumption, which is typically dominated by the communication subsystem. One of the key challenges in unlocking the potential of such data gathering sensor networks is conserving energy so as to maximize their post deployment active lifetime. This thesis described the research carried on the continual development of the novel energy efficient Optimised grids algorithm that increases the WSNs lifetime and improves on the QoS parameters yielding higher throughput, lower latency and jitter for next generation of WSNs. Based on the range and traffic relationship the novel Optimised grids algorithm provides a robust traffic dependent energy efficient grid size that minimises the cluster head energy consumption in each grid and balances the energy use throughout the network. Efficient spatial reusability allows the novel Optimised grids algorithm improves on network QoS parameters. The most important advantage of this model is that it can be applied to all one and two dimensional traffic scenarios where the traffic load may fluctuate due to sensor activities. During traffic fluctuations the novel Optimised grids algorithm can be used to re-optimise the wireless sensor network to bring further benefits in energy reduction and improvement in QoS parameters. As the idle energy becomes dominant at lower traffic loads, the new Sleep Optimised grids model incorporates the sleep energy and idle energy duty cycles that can be implemented to achieve further network lifetime gains in all wireless sensor network models. Another key advantage of the novel Optimised grids algorithm is that it can be implemented with existing energy saving protocols like GAF, LEACH, SMAC and TMAC to further enhance the network lifetimes and improve on QoS parameters. The novel Optimised grids algorithm does not interfere with these protocols, but creates an overlay to optimise the grids sizes and hence transmission range of wireless sensor nodes.

Liquidity and portfolio optimisation

This thesis presents research within empirical financial economics with focus on liquidity and portfolio optimisation in the stock market. The discussion on liquidity is focused on measurement issues, including TAQ data processing and measurement of systematic liquidity factors (FSO). Furthermore, a framework for treatment of the two topics in combination is provided. The liquidity part of the thesis gives a conceptual background to liquidity and discusses several different approaches to liquidity measurement. It contributes to liquidity measurement by providing detailed guidelines on the data processing needed for applying TAQ data to liquidity research. The main focus, however, is the derivation of systematic liquidity factors. The principal component approach to systematic liquidity measurement is refined by the introduction of moving and expanding estimation windows, allowing for time-varying liquidity co-variances between stocks. Under several liability specifications, this improves the ability to explain stock liquidity and returns, as compared to static window PCA and market average approximations of systematic liquidity. The highest ability to explain stock returns is obtained when using inventory cost as a liquidity measure and a moving window PCA as the systematic liquidity derivation technique. Systematic factors of this setting also have a strong ability in explaining a cross-sectional liquidity variation. Portfolio optimisation in the FSO framework is tested in two empirical studies. These contribute to the assessment of FSO by expanding the applicability to stock indexes and individual stocks, by considering a wide selection of utility function specifications, and by showing explicitly how the full-scale optimum can be identified using either grid search or the heuristic search algorithm of differential evolution. The studies show that relative to mean-variance portfolios, FSO performs well in these settings and that the computational expense can be mitigated dramatically by application of differential evolution.

Achievable performance gain of IEEE 802.11 multi-rate link adaptation algorithm with cross-layer design

Link quality-based rate adaptation has been widely used for IEEE 802.11 networks. However, network performance is affected by both link quality and random channel access. Selection of transmit modes for optimal link throughput can cause medium access control (MAC) throughput loss. In this paper, we investigate this issue and propose a generalised cross-layer rate adaptation algorithm. It considers jointly link quality and channel access to optimise network throughput. The objective is to examine the potential benefits by cross-layer design. An efficient analytic model is proposed to evaluate rate adaptation algorithms under dynamic channel and multi-user access environments. The proposed algorithm is compared to link throughput optimisation-based algorithm. It is found rate adaptation by optimising link layer throughput can result in large performance loss, which cannot be compensated by the means of optimising MAC access mechanism alone. Results show cross-layer design can achieve consistent and considerable performance gains of up to 20%. It deserves to be exploited in practical design for IEEE 802.11 networks.

Message passing for distributed optimisation of power allocation with renewable resources

The increase in renewable energy generators introduced into the electricity grid is putting pressure on its stability and management as predictions of renewable energy sources cannot be accurate or fully controlled. This, with the additional pressure of fluctuations in demand, presents a problem more complex than the current methods of controlling electricity distribution were designed for. A global approximate and distributed optimisation method for power allocation that accommodates uncertainties and volatility is suggested and analysed. It is based on a probabilistic method known as message passing [1], which has deep links to statistical physics methodology. This principled method of optimisation is based on local calculations and inherently accommodates uncertainties; it is of modest computational complexity and provides good approximate solutions.We consider uncertainty and fluctuations drawn from a Gaussian distribution and incorporate them into the message-passing algorithm. We see the effect that increasing uncertainty has on the transmission cost and how the placement of volatile nodes within a grid, such as renewable generators or consumers, effects it.

An application of evolutionary algorithms for WAG optimisation in the Norne Field

Water-alternating-gas (WAG) is an enhanced oil recovery method combining the improved macroscopic sweep of water flooding with the improved microscopic displacement of gas injection. The optimal design of the WAG parameters is usually based on numerical reservoir simulation via trial and error, limited by the reservoir engineer’s availability. Employing optimisation techniques can guide the simulation runs and reduce the number of function evaluations. In this study, robust evolutionary algorithms are utilized to optimise hydrocarbon WAG performance in the E-segment of the Norne field. The first objective function is selected to be the net present value (NPV) and two global semi-random search strategies, a genetic algorithm (GA) and particle swarm optimisation (PSO) are tested on different case studies with different numbers of controlling variables which are sampled from the set of water and gas injection rates, bottom-hole pressures of the oil production wells, cycle ratio, cycle time, the composition of the injected hydrocarbon gas (miscible/immiscible WAG) and the total WAG period. In progressive experiments, the number of decision-making variables is increased, increasing the problem complexity while potentially improving the efficacy of the WAG process. The second objective function is selected to be the incremental recovery factor (IRF) within a fixed total WAG simulation time and it is optimised using the same optimisation algorithms. The results from the two optimisation techniques are analyzed and their performance, convergence speed and the quality of the optimal solutions found by the algorithms in multiple trials are compared for each experiment. The distinctions between the optimal WAG parameters resulting from NPV and oil recovery optimisation are also examined. This is the first known work optimising over this complete set of WAG variables. The first use of PSO to optimise a WAG project at the field scale is also illustrated. Compared to the reference cases, the best overall values of the objective functions found by GA and PSO were 13.8% and 14.2% higher, respectively, if NPV is optimised over all the above variables, and 14.2% and 16.2% higher, respectively, if IRF is optimised.