Estimating parameters in stochastic systems:a variational Bayesian approach

This work 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 variation of some stochastic process to the deterministic dynamics. Hence, inference in such processes has drawn much attention. Here a new extended framework is derived that is based on a local polynomial approximation of a recently proposed variational Bayesian algorithm. The paper begins by showing that the new extension of this variational algorithm can be used for state estimation (smoothing) and converges to the original algorithm. However, the main focus is on estimating the (hyper-) parameters of these systems (i.e. drift parameters and diffusion coefficients). The new approach is validated on a range of different systems which vary in dimensionality and non-linearity. These are the Ornstein–Uhlenbeck process, the exact likelihood of which can be computed analytically, the univariate and highly non-linear, stochastic double well and the multivariate chaotic stochastic Lorenz ’63 (3D model). As a special case the algorithm is also applied to the 40 dimensional stochastic Lorenz ’96 system. In our investigation we compare this new approach with a variety of other well known methods, such as the hybrid Monte Carlo, dual unscented Kalman filter, full weak-constraint 4D-Var algorithm and analyse empirically their asymptotic behaviour as a function of observation density or length of time window increases. In particular we show that we are able to estimate parameters in both the drift (deterministic) and the diffusion (stochastic) part of the model evolution equations using our new methods.

The ring opening polymerization of ring strained cyclic ethers

The kinetics and mechanisms of the ring-opening polymerization of oxetane were studied using cationic and coordinated anionic catalysts. The cationic initiators used were BF30Et2!/ethanol, BF30Et2!/ethanediol and BF30Et2/propantriol. Kinetic determinations with the BF30Et2/diol system indicated that a 1: 1 BF3:0H ratio gave the maximum rate of polymerization and this ratio was employed to detenmne the overall rates of polymerization. An overall second-order dependence was obtained when the system involved ethanediol or propantriol as co-catalyst and a 3/2-order dependence with ethanol, in each case the monomer gave a first-order relationship. This suggested that two mechanisms accounted for the cationic polymerization. These mechanisms were investigated and further evidence for these was obtained from the study of the complex formation of BF30Et2 and the co-catalysts by 1H NMR. Molecular weight studies (using size-exclusion chromatography) indicated that the hydroxyl ion acted as a chain transfer reagent when the [OH] > [BF3]. A linear relationship was observed when the number average molecular weight was plotted against [oxetane] at constant [BF3:0H], and similarly a linear dependency was observed on the BF3:0H 1:1 adduct at constant oxetane concentration. Copolymerization of oxetane and THF was carried out using BF30Et2/ethanol system. The reactivity ratios were calculated as rOXT = 1.2 ± 0.30 and rTHF = 0.14 ± 0.03. These copolymers were random copolymers with no evidence of oligomer formation. The coordinated anionic catalyst, porphinato-aluminium chloride [(TPP)AICl], was used to produce a living polymerization of oxetane. An overall third-order kinetics was obtained, with a second-order with respect to the [(TPP)AICl] and a first-order with respect to the [oxetane] and a mechanism was postulated using these results. The stereochemistry of [(TPP)AlCl] catalyst was investigated using cyclohexene and cyclopentene oxide monomers, using extensive 1H NMR, 2-D COSY and decoupling NMR techniques it was concluded that [(TPP)AlCl] gave rise to stereoregular polymers.

Short-term electricity demand and gas price forecasts using wavelet transforms and adaptive models

This paper presents some forecasting techniques for energy demand and price prediction, one day ahead. These techniques combine wavelet transform (WT) with fixed and adaptive machine learning/time series models (multi-layer perceptron (MLP), radial basis functions, linear regression, or GARCH). To create an adaptive model, we use an extended Kalman filter or particle filter to update the parameters continuously on the test set. The adaptive GARCH model is a new contribution, broadening the applicability of GARCH methods. We empirically compared two approaches of combining the WT with prediction models: multicomponent forecasts and direct forecasts. These techniques are applied to large sets of real data (both stationary and non-stationary) from the UK energy markets, so as to provide comparative results that are statistically stronger than those previously reported. The results showed that the forecasting accuracy is significantly improved by using the WT and adaptive models. The best models on the electricity demand/gas price forecast are the adaptive MLP/GARCH with the multicomponent forecast; their MSEs are 0.02314 and 0.15384 respectively.

Computer simulation of form-roll design

Changes in modern structural design have created a demand for products which are light but possess high strength. The objective is a reduction in fuel consumption and weight of materials to satisfy both economic and environmental criteria. Cold roll forming has the potential to fulfil this requirement. The bending process is controlled by the shape of the profile machined on the periphery of the rolls. A CNC lathe can machine complicated profiles to a high standard of precision, but the expertise of a numerical control programmer is required. A computer program was developed during this project, using the expert system concept, to calculate tool paths and consequently to expedite the procurement of the machine control tapes whilst removing the need for a skilled programmer. Codifying the expertise of a human and the encapsulation of knowledge within a computer memory, destroys the dependency on highly trained people whose services can be costly, inconsistent and unreliable. A successful cold roll forming operation, where the product is geometrically correct and free from visual defects, is not easy to attain. The geometry of the sheet after travelling through the rolling mill depends on the residual strains generated by the elastic-plastic deformation. Accurate evaluation of the residual strains can provide the basis for predicting the geometry of the section. A study of geometric and material non-linearity, yield criteria, material hardening and stress-strain relationships was undertaken in this research project. The finite element method was chosen to provide a mathematical model of the bending process and, to ensure an efficient manipulation of the large stiffness matrices, the frontal solution was applied. A series of experimental investigations provided data to compare with corresponding values obtained from the theoretical modelling. A computer simulation, capable of predicting that a design will be satisfactory prior to the manufacture of the rolls, would allow effort to be concentrated into devising an optimum design where costs are minimised.

Dissipative nonlinear structures in optical fiber systems II : self-similar parabolic pulses in active fibers

In this second talk on dissipative structures in fiber applications, we overview theoretical aspects of the generation, evolution and characterization of self-similar parabolic-shaped pulses in fiber amplifier media. In particular, we present a perturbation analysis that describes the structural changes induced by third-order fiber dispersion on the parabolic pulse solution of the nonlinear Schrödinger equation with gain. Promising applications of parabolic pulses in optical signal post-processing and regeneration in communication systems are also discussed.

In-fiber microchannel device filled with a carbon nanotube dispersion for passive mode-lock lasing

Fueled by their high third-order nonlinearity and nonlinear saturable absorption, carbon nanotubes (CNT) are expected to become an integral part of next-generation photonic devices such as all-optical switches and passive mode-locked lasers. However, in order to fulfill this expectation it is necessary to identify a suitable platform that allows the efficient use of the optical properties of CNT. In this paper, we propose and implement a novel device consisting of an optofluidic device filled with a dispersion of CNT. By fabricating a microchannel through the core of a conventional fiber and filling it with a homogeneous solution of CNTs on Dimethylformamide (DMF), a compact, all-fiber saturable absorber is realized. The fabrication of the micro-fluidic channel is a two-step process that involves femtosecond laser micro-fabrication and chemical etching of the laser-modified regions. All-fiber high-energy, passive mode-locked lasing is demonstrated with an output power of 13.5 dBm. The key characteristics of the device are compactness and robustness against optical, mechanical and thermal damage.

On the theory of self-similar parabolic optical pulses

Self-similar optical pulses (or “similaritons”) of parabolic intensity profile can be found as asymptotic solutions of the nonlinear Schr¨odinger equation in a gain medium such as a fiber amplifier or laser resonator. These solutions represent a wide-ranging significance example of dissipative nonlinear structures in optics. Here, we address some issues related to the formation and evolution of parabolic pulses in a fiber gain medium by means of semi-analytic approaches. In particular, the effect of the third-order dispersion on the structure of the asymptotic solution is examined. Our analysis is based on the resolution of ordinary differential equations, which enable us to describe the main properties of the pulse propagation and structural characteristics observable through direct numerical simulations of the basic partial differential equation model with sufficient accuracy.

Patients’ and health professionals’ views and experiences of atrial fibrillation and oral-anticoagulant therapy:a qualitative meta-synthesis

Objective - Atrial fibrillation (AF) patients are prescribed oral-anticoagulant (OAC) therapy, often warfarin, to reduce stroke risk. We explored existing qualitative evidence about patients’ and health professionals’ experiences of OAC therapy. Methods - Systematic searches of eight bibliographic databases were conducted. Quality was appraised using the Critical Appraisal Skills Programme tool and data from ten studies were synthesised qualitatively. Results - Four third-order constructs, emerged from the final step in the analysis process: (1) diagnosing AF and the communication of information, (2) deciding on OAC therapy, (3) challenges revolving around patient issues, and (4) healthcare challenges. Synthesis uncovered perspectives that could not be achieved through individual studies. Conclusion - Physicians’ and patients’ experiences present a dichotomy of opinion on decision-making, which requires further exploration and changes in practice. Outcomes of workload pressure on both health professionals and patients should be investigated. The need for on-going support and education to patients and physicians is critical to achieve best practice and treatment adherence. Practice implications - Such research could encourage health professionals to understand and attend better to the needs and concerns of the patient. Additionally these findings can be used to inform researchers and healthcare providers in developing educational interventions with both patients and health professionals.

Ultra-long mode-locked Er-droped fibre lasers

The development of ultra-long (UL) cavity (hundreds of meters to several kilometres) mode-locked fibre lasers for the generation of high-energy light pulses with relatively low (sub-megahertz) repetition rates has emerged as a new rapidly advancing area of laser physics. The first demonstration of high pulse energy laser of this type was followed by a number of publications from many research groups on long-cavity Ytterbium and Erbium lasers featuring a variety of configurations with rather different mode-locked operations. The substantial interest to this new approach is stimulated both by non-trivial underlying physics and by the potential of high pulse energy laser sources with unique parameters for a range of applications in industry, bio-medicine, metrology and telecommunications. It is well known, that pulse generation regimes in mode-locked fibre lasers are determined by the intra-cavity balance between the effects of dispersion and non-linearity, and the processes of energy attenuation and amplification. The highest per-pulse energy has been achieved in normal-dispersion UL fibre lasers mode-locked through nonlinear polarization evolution (NPE) for self-modelocking operation. In such lasers are generated the so-called dissipative optical solitons. The uncompensated net normal dispersion in long-cavity resonatorsusually leads to very high chirp and, consequently, to a relatively long duration of generated pulses. This thesis presents the results of research Er-doped ultra-long (more than 1 km cavity length) fibre lasers mode-locked based on NPE. The self-mode-locked erbium-based 3.5-km-long all-fiber laser with the 1.7 µJ pulse energy at a wavelength of 1.55 µm was developed as a part of this research. It has resulted in direct generation of short laser pulses with an ultralow repetition rate of 35.1 kHz. The laser cavity has net normal-dispersion and has been fabricated from commercially-available telecom fibers and optical-fiber elements. Its unconventional linear-ring design with compensation for polarization instability ensures high reliability of the self-mode-locking operation, despite the use of a non polarization-maintaining fibers. The single pulse generation regime in all-fibre erbium mode-locking laser based on NPE with a record cavity length of 25 km was demonstrated. Modelocked lasers with such a long cavity have never been studied before. Our result shows a feasibility of stable mode-locked operation even for an ultra-long cavity length. A new design of fibre laser cavity – “y-configuration”, that offers a range of new functionalities for optimization and stabilization of mode-locked lasing regimes was proposed. This novel cavity configuration has been successfully implemented into a long-cavity normal-dispersion self-mode-locked Er-fibre laser. In particular, it features compensation for polarization instability, suppression of ASE, reduction of pulse duration, prevention of in-cavity wave breaking, and stabilization of the lasing wavelength. This laser along with a specially designed double-pass EDFA have allowed us to demonstrate anenvironmentally stable all-fibre laser system able to deliver sub-nanosecond high-energy pulses with low level of ASE noise.

Dissipative nonlinear structures in optical fiber systems II:self-similar parabolic pulses in active fibers

In this second talk on dissipative structures in fiber applications, we overview theoretical aspects of the generation, evolution and characterization of self-similar parabolic-shaped pulses in fiber amplifier media. In particular, we present a perturbation analysis that describes the structural changes induced by third-order fiber dispersion on the parabolic pulse solution of the nonlinear Schrödinger equation with gain. Promising applications of parabolic pulses in optical signal post-processing and regeneration in communication systems are also discussed.

On the theory of self-similar parabolic optical pulses

Self-similar optical pulses (or “similaritons”) of parabolic intensity profile can be found as asymptotic solutions of the nonlinear Schr¨odinger equation in a gain medium such as a fiber amplifier or laser resonator. These solutions represent a wide-ranging significance example of dissipative nonlinear structures in optics. Here, we address some issues related to the formation and evolution of parabolic pulses in a fiber gain medium by means of semi-analytic approaches. In particular, the effect of the third-order dispersion on the structure of the asymptotic solution is examined. Our analysis is based on the resolution of ordinary differential equations, which enable us to describe the main properties of the pulse propagation and structural characteristics observable through direct numerical simulations of the basic partial differential equation model with sufficient accuracy.

Partnering with governments and other institutions:driving change in diabetes care

The human and material cost of type 2 diabetes is a cause of increasing concern for health professionals, representative organisations and governments worldwide. The scale of morbidity and mortality has led the United Nations to issue a resolution on diabetes, calling for national policies for prevention, treatment and care. There is clearly an urgent need for a concerted response from all interested parties at the community, national and international level to work towards the goals of the resolution and create effective, sustainable treatment models, care systems and prevention strategies. Action requires both a 'bottom-up' approach of public awareness campaigns and pressure from healthcare professionals, coupled with a 'top-down' drive for change, via partnerships with governments, third sector (non-governmental) organisations and other institutions. In this review, we examine how existing collaborative initiatives serve as examples for those seeking to implement change in health policy and practice in the quest to alleviate the health and economic burden of diabetes. Efforts are underway to provide continuous and comprehensive care models for those who already have type 2 diabetes; in some cases, national plans extend to prevention strategies in attempts to improve overall public health. In the spirit of partnership, collaborations with governments that incorporate sustainability, long-term goals and a holistic approach continue to be a driving force for change. It is now critical to maintain this momentum and use the growing body of compelling evidence to educate, inform and deliver a long-term, lasting impact on patient and public health worldwide. © 2007 The Authors.

Incremental tensor biased discriminant analysis:a new color-based visual tracking method

Most existing color-based tracking algorithms utilize the statistical color information of the object as the tracking clues, without maintaining the spatial structure within a single chromatic image. Recently, the researches on the multilinear algebra provide the possibility to hold the spatial structural relationship in a representation of the image ensembles. In this paper, a third-order color tensor is constructed to represent the object to be tracked. Considering the influence of the environment changing on the tracking, the biased discriminant analysis (BDA) is extended to the tensor biased discriminant analysis (TBDA) for distinguishing the object from the background. At the same time, an incremental scheme for the TBDA is developed for the tensor biased discriminant subspace online learning, which can be used to adapt to the appearance variant of both the object and background. The experimental results show that the proposed method can track objects precisely undergoing large pose, scale and lighting changes, as well as partial occlusion. © 2009 Elsevier B.V.

Temporal and spectral nonlinear pulse shaping methods in optical fibers

The combination of the third-order optical nonlinearity with chromatic dispersion in optical fibers offers an extremely rich variety of possibilities for tailoring the temporal and spectral content of a light signal, depending on the regime of dispersion that is used. Here, we review recent progress on the use of third-order nonlinear processes in optical fibers for pulse shaping in the temporal and spectral domains. Various examples of practical significance will be discussed, spanning fields from the generation of specialized temporal waveforms to the generation of ultrashort pulses, and to stable continuum generation.

Nonlinear Waves: An Introduction

This book deals with equations of mathematical physics as the different modifications of the KdV equation, the Camassa-Holm type equations, several modifications of Burger's equation, the Hunter-Saxton equation, conservation laws equations and others. The equations originate from physics but are proposed here for their investigation via purely mathematical methods in the frames of university courses. More precisely, we propose classification theorems for the traveling wave solutions for a sufficiently large class of third order nonlinear PDE when the corresponding profiles develop different kind of singularities (cusps, peaks), existence and uniqueness results, etc. The orbital stability of the periodic solutions of traveling type for mKdV equations are also studied. Of great interest too is the interaction of peakon type solutions of the Camassa-Holm equation and the solvability of the classical and generalized Cauchy problem for the Hunter-Saxton equation. The Riemann problem for special systems of conservation laws and the corresponding -shocks are also considered. As it concerns numerical methods we apply the CNN approach. The book is addressed to a broader audience including graduate students, Ph.D. students, mathematicians, physicist, engineers and specialists in the domain of PDE.