Approximate Bayesian techniques for inference in stochastic dynamical systems

This thesis is concerned with approximate inference in dynamical systems, from a variational Bayesian perspective. When modelling real world dynamical systems, stochastic differential equations appear as a natural choice, mainly because of their ability to model the noise of the system by adding a variant of some stochastic process to the deterministic dynamics. Hence, inference in such processes has drawn much attention. Here two new extended frameworks are derived and presented that are based on basis function expansions and local polynomial approximations of a recently proposed variational Bayesian algorithm. It is shown that the new extensions converge to the original variational algorithm and can be used for state estimation (smoothing). However, the main focus is on estimating the (hyper-) parameters of these systems (i.e. drift parameters and diffusion coefficients). The new methods are numerically validated on a range of different systems which vary in dimensionality and non-linearity. These are the Ornstein-Uhlenbeck process, for which the exact likelihood can be computed analytically, the univariate and highly non-linear, stochastic double well and the multivariate chaotic stochastic Lorenz '63 (3-dimensional model). The algorithms are also applied to the 40 dimensional stochastic Lorenz '96 system. In this investigation these new approaches are compared with a variety of other well known methods such as the ensemble Kalman filter / smoother, a hybrid Monte Carlo sampler, the dual unscented Kalman filter (for jointly estimating the systems states and model parameters) and full weak-constraint 4D-Var. Empirical analysis of their asymptotic behaviour as a function of observation density or length of time window increases is provided.

Simulation based knowledge elicitation:effect of visual representation and model parameters

Since much knowledge is tacit, eliciting knowledge is a common bottleneck during the development of knowledge-based systems. Visual interactive simulation (VIS) has been proposed as a means for eliciting experts’ decision-making by getting them to interact with a visual simulation of the real system in which they work. In order to explore the effectiveness and efficiency of VIS based knowledge elicitation, an experiment has been carried out with decision-makers in a Ford Motor Company engine assembly plant. The model properties under investigation were the level of visual representation (2-dimensional, 2½-dimensional and 3-dimensional) and the model parameter settings (unadjusted and adjusted to represent more uncommon and extreme situations). The conclusion from the experiment is that using a 2-dimensional representation with adjusted parameter settings provides the better simulation-based means for eliciting knowledge, at least for the case modelled.

A CFD approach on the effect of particle size on char entrainment in bubbling fluidised bed reactors

The fluid – particle interaction inside a 41.7 mg s-1 fluidised bed reactor is modelled. Three char particles of sizes 500 µm, 250 µm, and 100 µm are injected into the fluidised bed and the momentum transport from the fluidising gas and fluidised sand is modelled. Due to the fluidising conditions and reactor design the char particles will either be entrained from the reactor or remain inside the bubbling bed. The particle size is the factor that differentiates the particle motion inside the reactor and their efficient entrainment out of it. A 3-Dimensional simulation has been performed with a completele revised momentum transport model for bubble three-phase flow according to the literature as an extension to the commercial finite volume code FLUENT 6.2.

Myopia: structural and functional correlates

Ocular dimensions are widely recognised as key variants of refractive error. Previously, accurate depiction of eye shape in vivo was largely restricted by limitations in the imaging techniques available. This thesis describes unique applications of the recently introduced 3-dimensional magnetic resonance imaging (MRI) approach to evaluate human eye shape in a group of young adult subjects (n=76) with a range of ametropia (MSE= -19.76 to +4.38D). Specific MRI derived parameters of ocular shape are then correlated with measures of visual function. Key findings include the significant homogeneity of ocular volume in the anterior eye for a range of refractive errors, whilst significant volume changes occur in the posterior eye as a function of ametropia. Anterior vs. posterior eye differences have also been shown through evaluations of equivalent spherical radius; the posterior 25% cap of the eye was shown to be relatively steeper in myopes compared to emmetropes. Further analyses showed differences in retinal quadrant profiles; assessments of the maximum distance from the retinal surface to the presumed visual axes showed exaggerated growth of the temporal quadrant in myopic eyes. Comparisons of retinal contour values derived from transformation of peripheral refraction data were made with MRI; flatter retinal curvature values were noted when using the MRI technique. A distinctive feature of this work is the evaluation of the relationship between ocular structure and visual function. Multiple aspects of visual function were evaluated through several vehicles: multifocal electroretinogram testing, visual field sensitivity testing, and the use of psychophysical methods to determine ganglion cell density. The results show that many quadrantic structural and functional variations exist. In general, the data could not demonstrate a significant correlation between visual function and associated measures of ocular conformation either within or between myopic and emmetropic groups.

Investigating viscous fluid flow in an internal mixer using computational fluid dynamics

This thesis presents an effective methodology for the generation of a simulation which can be used to increase the understanding of viscous fluid processing equipment and aid in their development, design and optimisation. The Hampden RAPRA Torque Rheometer internal batch twin rotor mixer has been simulated with a view to establishing model accuracies, limitations, practicalities and uses. As this research progressed, via the analyses several 'snap-shot' analysis of several rotor configurations using the commercial code Polyflow, it was evident that the model was of some worth and its predictions are in good agreement with the validation experiments, however, several major restrictions were identified. These included poor element form, high man-hour requirements for the construction of each geometry and the absence of the transient term in these models. All, or at least some, of these limitations apply to the numerous attempts to model internal mixes by other researchers and it was clear that there was no generally accepted methodology to provide a practical three-dimensional model which has been adequately validated. This research, unlike others, presents a full complex three-dimensional, transient, non-isothermal, generalised non-Newtonian simulation with wall slip which overcomes these limitations using unmatched ridding and sliding mesh technology adapted from CFX codes. This method yields good element form and, since only one geometry has to be constructed to represent the entire rotor cycle, is extremely beneficial for detailed flow field analysis when used in conjunction with user defined programmes and automatic geometry parameterisation (AGP), and improves accuracy for investigating equipment design and operation conditions. Model validation has been identified as an area which has been neglected by other researchers in this field, especially for time dependent geometries, and has been rigorously pursued in terms of qualitative and quantitative velocity vector analysis of the isothermal, full fill mixing of generalised non-Newtonian fluids, as well as torque comparison, with a relatively high degree of success. This indicates that CFD models of this type can be accurate and perhaps have not been validated to this extent previously because of the inherent difficulties arising from most real processes.

Future of contact lens usage

I was recently part of a small committee looking at higher qualifications in contact lens practice and the discussion turned to future technologies. There was mention of different materials and different applications of contact lenses. Drug delivery with contact lenses was discussed as this has been talked about in the literature for a while. The first paper I could find that talked about using contact lenses for drug delivery dates back over 40 years. There was a review paper in CLAE in 2008 that looked specifically at this too [1]. However, where are these products? Why are we not seeing them in the market place? Maybe the technology is not quite there yet, or maybe patents are prohibiting usage or maybe the market is not big enough to develop such products? We do have lenses on the market with slow release of lubricating agents but not therapeutic agents used for ocular or systemic conditions. Contact lenses with pathogen detectors may be part of our contact lens armoury of the future and again we can already see papers in the literature that have trialled this technology for glucose monitoring in diabetics or lactate concentration in the tear film. Future contact lenses may incorporate better optics based on aberration control and we see this starting to emerge with aspheric designs designed to minimise spherical aberration. Irregular corneas can be fitted with topography based designs and again this technology exists and is being used by some manufacturers in their designs already. Moreover, the topography based fitting of irregular corneas is certainly something we see a lot of today and CLAE has seen many articles related to this over the last decade or so. What about further into the future? Well one interesting area must the 3-dimensional contact lenses, or contact lenses with electronic devices built in that simulate a display screen. A little like the virtual display spectacles that are already sold by electronics companies. It does not take much of a stretch of the imagination to see a large electronic company taking this technology on and making it viable. Will we see people on the train watching movies on these electronic virtual reality contact lenses? I think we will, but when is harder to know.

Thermal processing of miscanthus, sugarcane bagasse, sugarcane trash and their acid hydrolysis residues

The research presented in this thesis was developed as part of DIBANET, an EC funded project aiming to develop an energetically self-sustainable process for the production of diesel miscible biofuels (i.e. ethyl levulinate) via acid hydrolysis of selected biomass feedstocks. Three thermal conversion technologies, pyrolysis, gasification and combustion, were evaluated in the present work with the aim of recovering the energy stored in the acid hydrolysis solid residue (AHR). Mainly consisting of lignin and humins, the AHR can contain up to 80% of the energy in the original feedstock. Pyrolysis of AHR proved unsatisfactory, so attention focussed on gasification and combustion with the aim of producing heat and/or power to supply the energy demanded by the ethyl levulinate production process. A thermal processing rig consisting on a Laminar Entrained Flow Reactor (LEFR) equipped with solid and liquid collection and online gas analysis systems was designed and built to explore pyrolysis, gasification and air-blown combustion of AHR. Maximum liquid yield for pyrolysis of AHR was 30wt% with volatile conversion of 80%. Gas yield for AHR gasification was 78wt%, with 8wt% tar yields and conversion of volatiles close to 100%. 90wt% of the AHR was transformed into gas by combustion, with volatile conversions above 90%. 5volO2%-95vol%N2 gasification resulted in a nitrogen diluted, low heating value gas (2MJ/m3). Steam and oxygen-blown gasification of AHR were additionally investigated in a batch gasifier at KTH in Sweden. Steam promoted the formation of hydrogen (25vol%) and methane (14vol%) improving the gas heating value to 10MJ/m3, below the typical for steam gasification due to equipment limitations. Arrhenius kinetic parameters were calculated using data collected with the LEFR to provide reaction rate information for process design and optimisation. Activation energy (EA) and pre-exponential factor (ko in s-1) for pyrolysis (EA=80kJ/mol, lnko=14), gasification (EA=69kJ/mol, lnko=13) and combustion (EA=42kJ/mol, lnko=8) were calculated after linearly fitting the data using the random pore model. Kinetic parameters for pyrolysis and combustion were also determined by dynamic thermogravimetric analysis (TGA), including studies of the original biomass feedstocks for comparison. Results obtained by differential and integral isoconversional methods for activation energy determination were compared. Activation energy calculated by the Vyazovkin method was 103-204kJ/mol for pyrolysis of untreated feedstocks and 185-387kJ/mol for AHRs. Combustion activation energy was 138-163kJ/mol for biomass and 119-158 for AHRs. The non-linear least squares method was used to determine reaction model and pre-exponential factor. Pyrolysis and combustion of biomass were best modelled by a combination of third order reaction and 3 dimensional diffusion models, while AHR decomposed following the third order reaction for pyrolysis and the 3 dimensional diffusion for combustion.

Almost Conformal Transformation in a Class of Riemannian Manifolds

We consider a 3-dimensional Riemannian manifold V with a metric g and an a±nor structure q. The local coordinates of these tensors are circulant matrices. In V we define an almost conformal transformation. Using that definition we construct an infinite series of circulant metrics which are successively almost conformaly related. In this case we get some properties.

Cohomology of the G-Hilbert Scheme for 1/r(1,1,R−1)

2000 Mathematics Subject Classification: Primary 14E15; Secondary 14C05,14L30.

Complete Integrability of a Nonlinear Elliptic System, Generating Bi-umbilical Foliated Semi-symmetric Hypersurfaces in R^4

Николай Кутев, Величка Милушева - Намираме експлицитно всичките би-омбилични фолирани полусиметрични повърхнини в четиримерното евклидово пространство R^4

On Affine Connections in a Riemannian Manifold with a Circulant Metric and two Circulant Affinor Structures

Ива Р. Докузова, Димитър Р. Разпопов - В настоящата статия е разгледан клас V оттримерни риманови многообразия M с метрика g и два афинорни тензора q и S. Дефинирана е и друга метрика ¯g в M. Локалните координати на всички тези тензори са циркулантни матрици. Намерени са: 1) зависимост между тензора на кривина R породен от g и тензора на кривина ¯R породен от ¯g; 2) тъждество за тензора на кривина R в случая, когато тензорът на кривина ¯R се анулира; 3) зависимост между секционната кривина на прозволна двумерна q-площадка {x, qx} и скаларната кривина на M.

3D simulation of the effects of sphericity on char entrainment in fluidised beds

The paper presents a 3-dimensional simulation of the effect of particle shape on char entrainment in a bubbling fluidised bed reactor. Three char particles of 350 μm side length but of different shapes (cube, sphere, and tetrahedron) are injected into the fluidised bed and the momentum transport from the fluidising gas and fluidised sand is modelled. Due to the fluidising conditions, reactor design and particle shape the char particles will either be entrained from the reactor or remain inside the bubbling bed. The sphericity of the particles is the factor that differentiates the particle motion inside the reactor and their efficient entrainment out of it. The simulation has been performed with a completely revised momentum transport model for bubble three-phase flow, taking into account the sphericity factors, and has been applied as an extension to the commercial finite volume code FLUENT 6.3. © 2010 Elsevier B.V.All rights reserved.

Numerical calculation of diffraction coefficients from building edges using FDTD method

Finite Difference Time Domain (FDTD) Method and software are applied to obtain diffraction waves from modulated Gaussian plane wave illumination for right angle wedges and Fast Fourier Transform (FFT) is used to get diffraction coefficients in a wideband in the illuminated lit region. Theta and Phi polarization in 3-dimensional, TM and TE polarization in 2-dimensional cases are considered respectively for soft and hard diffraction coefficients. Results using FDTD method of perfect electric conductor (PEC) wedge are compared with asymptotic expressions from Uniform Theory of Diffraction (UTD). Extend the PEC wedges to some homogenous conducting and dielectric building materials for diffraction coefficients that are not available analytically in practical conditions. ^

A framework for automatic feature extraction from airborne light detection and ranging data

Recent advances in airborne Light Detection and Ranging (LIDAR) technology allow rapid and inexpensive measurements of topography over large areas. Airborne LIDAR systems usually return a 3-dimensional cloud of point measurements from reflective objects scanned by the laser beneath the flight path. This technology is becoming a primary method for extracting information of different kinds of geometrical objects, such as high-resolution digital terrain models (DTMs), buildings and trees, etc. In the past decade, LIDAR gets more and more interest from researchers in the field of remote sensing and GIS. Compared to the traditional data sources, such as aerial photography and satellite images, LIDAR measurements are not influenced by sun shadow and relief displacement. However, voluminous data pose a new challenge for automated extraction the geometrical information from LIDAR measurements because many raster image processing techniques cannot be directly applied to irregularly spaced LIDAR points. ^ In this dissertation, a framework is proposed to filter out information about different kinds of geometrical objects, such as terrain and buildings from LIDAR automatically. They are essential to numerous applications such as flood modeling, landslide prediction and hurricane animation. The framework consists of several intuitive algorithms. Firstly, a progressive morphological filter was developed to detect non-ground LIDAR measurements. By gradually increasing the window size and elevation difference threshold of the filter, the measurements of vehicles, vegetation, and buildings are removed, while ground data are preserved. Then, building measurements are identified from no-ground measurements using a region growing algorithm based on the plane-fitting technique. Raw footprints for segmented building measurements are derived by connecting boundary points and are further simplified and adjusted by several proposed operations to remove noise, which is caused by irregularly spaced LIDAR measurements. To reconstruct 3D building models, the raw 2D topology of each building is first extracted and then further adjusted. Since the adjusting operations for simple building models do not work well on 2D topology, 2D snake algorithm is proposed to adjust 2D topology. The 2D snake algorithm consists of newly defined energy functions for topology adjusting and a linear algorithm to find the minimal energy value of 2D snake problems. Data sets from urbanized areas including large institutional, commercial, and small residential buildings were employed to test the proposed framework. The results demonstrated that the proposed framework achieves a very good performance. ^

Carbon nanotube based systems for high energy efficient applications

In the current age of fast-depleting conventional energy sources, top priority is given to exploring non-conventional energy sources, designing highly efficient energy storage systems and converting existing machines/instruments/devices into energy-efficient ones. ‘Energy efficiency’ is one of the important challenges for today’s scientific and research community, worldwide. In line with this demand, the current research was focused on developing two highly energy-efficient devices – field emitters and Li-ion batteries, using beneficial properties of carbon nanotubes (CNT). Interface-engineered, directly grown CNTs were used as cathode in field emitters, while similar structure was applied as anode in Li-ion batteries. Interface engineering was found to offer minimum resistance to electron flow and strong bonding with the substrate. Both field emitters and Li-ion battery anodes were benefitted from these advantages, demonstrating high energy efficiency. Field emitter, developed during this research, could be characterized by low turn-on field, high emission current, very high field enhancement factor and extremely good stability during long-run. Further, application of 3-dimensional design to these field emitters resulted in achieving one of the highest emission current densities reported so far. The 3-D field emitter registered 27 times increase in current density, as compared to their 2-D counterparts. These achievements were further followed by adding new functionalities, transparency and flexibility, to field emitters, keeping in view of current demand for flexible displays. A CNT-graphene hybrid structure showed appreciable emission, along with very good transparency and flexibility. Li-ion battery anodes, prepared using the interface-engineered CNTs, have offered 140% increment in capacity, as compared to conventional graphite anodes. Further, it has shown very good rate capability and an exceptional ‘zero capacity degradation’ during long cycle operation. Enhanced safety and charge transfer mechanism of this novel anode structure could be explained from structural characterization. In an attempt to progress further, CNTs were coated with ultrathin alumina by atomic layer deposition technique. These alumina-coated CNT anodes offered much higher capacity and an exceptional rate capability, with very low capacity degradation in higher current densities. These highly energy efficient CNT based anodes are expected to enhance capacities of future Li-ion batteries.