Maximum Likelihood Estimation of Mixture Densities for Binned and Truncated Multivariate Data

Binning and truncation of data are common in data analysis and machine learning. This paper addresses the problem of fitting mixture densities to multivariate binned and truncated data. The EM approach proposed by McLachlan and Jones (Biometrics, 44: 2, 571-578, 1988) for the univariate case is generalized to multivariate measurements. The multivariate solution requires the evaluation of multidimensional integrals over each bin at each iteration of the EM procedure. Naive implementation of the procedure can lead to computationally inefficient results. To reduce the computational cost a number of straightforward numerical techniques are proposed. Results on simulated data indicate that the proposed methods can achieve significant computational gains with no loss in the accuracy of the final parameter estimates. Furthermore, experimental results suggest that with a sufficient number of bins and data points it is possible to estimate the true underlying density almost as well as if the data were not binned. The paper concludes with a brief description of an application of this approach to diagnosis of iron deficiency anemia, in the context of binned and truncated bivariate measurements of volume and hemoglobin concentration from an individual's red blood cells.

A simulated annealing algorithm for finding consensus sequences

Motivation: A consensus sequence for a family of related sequences is, as the name suggests, a sequence that captures the features common to most members of the family. Consensus sequences are important in various DNA sequencing applications and are a convenient way to characterize a family of molecules. Results: This paper describes a new algorithm for finding a consensus sequence, using the popular optimization method known as simulated annealing. Unlike the conventional approach of finding a consensus sequence by first forming a multiple sequence alignment, this algorithm searches for a sequence that minimises the sum of pairwise distances to each of the input sequences. The resulting consensus sequence can then be used to induce a multiple sequence alignment. The time required by the algorithm scales linearly with the number of input sequences and quadratically with the length of the consensus sequence. We present results demonstrating the high quality of the consensus sequences and alignments produced by the new algorithm. For comparison, we also present similar results obtained using ClustalW. The new algorithm outperforms ClustalW in many cases.

Control of chaotic instabilities in a spinning spacecraft with dissipation using Lyapunov's method

Control of chaotic instability in a simplified model of a spinning spacecraft with dissipation is achieved using an algorithm derived using Lyapunov's second method. The control method is implemented on a realistic spacecraft parameter configuration which has been found to exhibit chaotic instability for a range of forcing amplitudes and frequencies when a sinusoidally varying torque is applied to the spacecraft. Such a torque, may arise in practice from an unbalanced rotor or from vibrations in appendages. Numerical simulations are performed and the results are studied by means of time history, phase space, Poincare map, Lyapunov characteristic exponents and bifurcation diagrams. (C) 2002 Elsevier Science Ltd. All rights reserved.

Numerical investigations of flow and energy fields near a thermoacoustic couple

The flow field and the energy transport near thermoacoustic couples are simulated using a 2D full Navier-Stokes solver. The thermoacoustic couple plate is maintained at a constant temperature; plate lengths, which are short and long compared with the particle displacement lengths of the acoustic standing waves, are tested. Also investigated are the effects of plate spacing and the amplitude of the standing wave. Results are examined in the form of energy vectors, particle paths, and overall entropy generation rates. These show that a net heat-pumping effect appears only near the edges of thermoacoustic couple plates, within about a particle displacement distance from the ends. A heat-pumping effect can be seen even on the shortest plates tested when the plate spacing exceeds the thermal penetration depth. It is observed that energy dissipation near the plate increases quadratically as the plate spacing is reduced. The results also indicate that there may be a larger scale vortical motion outside the plates which disappears as the plate spacing is reduced. (C) 2002 Acoustical Society of America.

Numerical modelling of contaminant transport in coastal aquifers

This paper employs a two-dimensional variable density flow and transport model to investigate the transport of a dense contaminant plume in an unconfined coastal aquifer. Experimental results are also presented to show the contaminant plume in a freshwater-seawater flow system. Both the numerical and experimental results suggest that the neglect of the seawater interface does not noticeably affect the horizontal migration rate of the plume before it reaches the interface. However, the contaminant will travel further seaward and part of the solute mass will exit under the sea if the higher seawater density is not included. If the seawater density is included, the contaminant will travel upwards towards the beach along the freshwater-saltwater interface as shown experimentally. Neglect of seawater density, therefore, will result in an underestimate of solute mass rate exiting around the coastline. (C) 2002 IMACS. Published by Elsevier Science B.V. All rights reserved.

A subset-oriented algorithm for minimizing the number of steps required for synthesis of cyclic-peptide libraries

Libraries of cyclic peptides are being synthesized using combinatorial chemistry for high throughput screening in the drug discovery process. This paper describes the min_syn_steps.cpp program (available at http://www.imb.uq.edu.au/groups/smythe/tran), which after inputting a list of cyclic peptides to be synthesized, removes cyclic redundant sequences and calculates synthetic strategies which minimize the synthetic steps as well as the reagent requirements. The synthetic steps and reagent requirements could be minimized by finding common subsets within the sequences for block synthesis. Since a brute-force approach to search for optimum synthetic strategies is impractically large, a subset-orientated approach is utilized here to limit the size of the search. (C) 2002 Elsevier Science Ltd. All rights reserved.

Numerical investigation of turbulent flow around a rotating stepped cylinder for corrosion study

Direct numerical simulation has been carried out for turbulent flow set up by a rotating cylinder with two backward-facing steps axisymmetrically mounted in the circumferential direction. This flow geometry creates a qualitatively similar flow pattern as observed near, a sudden, pipe expansion or a plane backward-facing step, characterized by flow separation and reattachment. A region of intense turbulence intensity and high wall-shear-stress fluctuations is formed in,the recirculating I region downstream of the step, where high mass-transfer capacity was also experimentally observed. Since, corrosion is frequently mass-transfer., controlled, our findings, put forward this apparatus as useful tool for future corrosion research.

Explicit/implicit partitioning and a new explicit form of the generalized alpha method

Most finite element packages use the Newmark algorithm for time integration of structural dynamics. Various algorithms have been proposed to better optimize the high frequency dissipation of this algorithm. Hulbert and Chung proposed both implicit and explicit forms of the generalized alpha method. The algorithms optimize high frequency dissipation effectively, and despite recent work on algorithms that possess momentum conserving/energy dissipative properties in a non-linear context, the generalized alpha method remains an efficient way to solve many problems, especially with adaptive timestep control. However, the implicit and explicit algorithms use incompatible parameter sets and cannot be used together in a spatial partition, whereas this can be done for the Newmark algorithm, as Hughes and Liu demonstrated, and for the HHT-alpha algorithm developed from it. The present paper shows that the explicit generalized alpha method can be rewritten so that it becomes compatible with the implicit form. All four algorithmic parameters can be matched between the explicit and implicit forms. An element interface between implicit and explicit partitions can then be used, analogous to that devised by Hughes and Liu to extend the Newmark method. The stability of the explicit/implicit algorithm is examined in a linear context and found to exceed that of the explicit partition. The element partition is significantly less dissipative of intermediate frequencies than one using the HHT-alpha method. The explicit algorithm can also be rewritten so that the discrete equation of motion evaluates forces from displacements and velocities found at the predicted mid-point of a cycle. Copyright (C) 2003 John Wiley Sons, Ltd.

A partial velocity approach to subcycling structural dynamics

Subcycling, or the use of different timesteps at different nodes, can be an effective way of improving the computational efficiency of explicit transient dynamic structural solutions. The method that has been most widely adopted uses a nodal partition. extending the central difference method, in which small timestep updates are performed interpolating on the displacement at neighbouring large timestep nodes. This approach leads to narrow bands of unstable timesteps or statistical stability. It also can be in error due to lack of momentum conservation on the timestep interface. The author has previously proposed energy conserving algorithms that avoid the first problem of statistical stability. However, these sacrifice accuracy to achieve stability. An approach to conserve momentum on an element interface by adding partial velocities is considered here. Applied to extend the central difference method. this approach is simple. and has accuracy advantages. The method can be programmed by summing impulses of internal forces, evaluated using local element timesteps, in order to predict a velocity change at a node. However, it is still only statistically stable, so an adaptive timestep size is needed to monitor accuracy and to be adjusted if necessary. By replacing the central difference method with the explicit generalized alpha method. it is possible to gain stability by dissipating the high frequency response that leads to stability problems. However. coding the algorithm is less elegant, as the response depends on previous partial accelerations. Extension to implicit integration, is shown to be impractical due to the neglect of remote effects of internal forces acting across a timestep interface. (C) 2002 Elsevier Science B.V. All rights reserved.

The tree cut and merge algorithm for estimation of network reliability

This article presents Monte Carlo techniques for estimating network reliability. For highly reliable networks, techniques based on graph evolution models provide very good performance. However, they are known to have significant simulation cost. An existing hybrid scheme (based on partitioning the time space) is available to speed up the simulations; however, there are difficulties with optimizing the important parameter associated with this scheme. To overcome these difficulties, a new hybrid scheme (based on partitioning the edge set) is proposed in this article. The proposed scheme shows orders of magnitude improvement of performance over the existing techniques in certain classes of network. It also provides reliability bounds with little overhead.