Bayesian modelling of surveillance and proof of freedom : the mathematical, logical & psychological challenges

Keeping exotic plant pests out of our country relies on good border control or quarantine. However with increasing globalization and mobilization some things slip through. Then the back up systems become important. This can include an expensive form of surveillance that purposively targets particular pests. A much wider net is provided by general surveillance, which is assimilated into everyday activities, like farmers checking the health of their crops. In fact farmers and even home gardeners have provided a front line warning system for some pests (eg European wasp) that could otherwise have wreaked havoc. Mathematics is used to model how surveillance works in various situations. Within this virtual world we can play with various surveillance and management strategies to "see" how they would work, or how to make them work better. One of our greatest challenges is estimating some of the input parameters : because the pest hasn't been here before, it's hard to predict how well it might behave: establishing, spreading, and what types of symptoms it might express. So we rely on experts to help us with this. This talk will look at the mathematical, psychological and logical challenges of helping experts to quantify what they think. We show how the subjective Bayesian approach is useful for capturing expert uncertainty, ultimately providing a more complete picture of what they think... And what they don't!

Explosion pressure prediction via polynomial mathematical correlation based on advanced CFD Modelling

Computational Fluid Dynamics CFD can be used as a powerful tool supporting engineers throughout the steps of the design. The combination of CFD with response surface methodology can play an important role in such cases. During the conceptual engineering design phase, a quick response is always a matter of urgency. During this phase even a sketch of the geometrical model is rare. Therefore, the utilisation of typical response surface developed for congested and confined environment rather than CFD can be an important tool to help the decision making process, when the geometrical model is not available, provided that similarities can be considered when taking into account the characteristic of the geometry in which the response surface was developed. The present work investigates how three different types of response surfaces behave when predicting overpressure in accidental scenarios based on CFD input. First order, partial second order and complete second order polynomial expressions are investigated. The predicted results are compared with CFD findings for a classical offshore experiment conducted by British Gas on behalf of Mobil and good agreement is observed for higher order response surfaces. The higher order response surface calculations are also compared with CFD calculations for a typical offshore module and good agreement is also observed. © 2011 Elsevier Ltd.

A simplified mathematical approach for modelling stack ventilation in multi-compartment buildings

A simple mathematical model of stack ventilation flows in multi-compartment buildings is developed with a view to providing an intuitive understanding of the physical processes governing the movement of air and heat through naturally ventilated buildings. Rules of thumb for preliminary design can be ascertained from a qualitative examination of the governing equations of flow, which elucidate the relationships between 'core' variables - flow rates, air temperatures, heat inputs and building geometry. The model is applied to an example three-storey office building with an inlet plenum and atrium. An examination of the governing equations of flow is used to predict the behaviour of steady flows and to provide a number of preliminary design suggestions. It is shown that control of ventilation flows must be shared between all ventilation openings within the building in order to minimise the disparity in flow rates between storeys, and ensure adequate fresh air supply rates for all occupants. © 2013 Elsevier Ltd.

Mathematical problem solving, modelling, applications, and links to other subjects

The paper will consist of three parts. In part I we shall present some background considerations which are necessary as a basis for what follows. We shall try to clarify some basic concepts and notions, and we shall collect the most important arguments (and related goals) in favour of problem solving, modelling and applications to other subjects in mathematics instruction. In the main part II we shall review the present state, recent trends, and prospective lines of development, both in empirical or theoretical research and in the practice of mathematics instruction and mathematics education, concerning problem solving, modelling, applications and relations to other subjects. In particular, we shall identify and discuss four major trends: a widened spectrum of arguments, an increased globality, an increased unification, and an extended use of computers. In the final part III we shall comment upon some important issues and problems related to our topic.

Applied mathematical problem solving, modelling, applications, and links to other subjects

The paper will consist of three parts. In part I we shall present some background considerations which are necessary as a basis for what follows. We shall try to clarify some basic concepts and notions, and we shall collect the most important arguments (and related goals) in favour of problem solving, modelling and applications to other subjects in mathematics instruction. In the main part II we shall review the present state, recent trends, and prospective lines of development, both in empirical or theoretical research and in the practice of mathematics instruction and mathematics education, concerning (applied) problem solving, modelling, applications and relations to other subjects. In particular, we shall identify and discuss four major trends: a widened spectrum of arguments, an increased globality, an increased unification, and an extended use of computers. In the final part III we shall comment upon some important issues and problems related to our topic.

Modelling oil absorption during post-frying cooling - II: solution of the mathematical model, model testing and simulations

The mathematical models that describe the immersion-frying period and the post-frying cooling period of an infinite slab or an infinite cylinder were solved and tested. Results were successfully compared with those found in the literature or obtained experimentally, and were discussed in terms of the hypotheses and simplifications made. The models were used as the basis of a sensitivity analysis. Simulations showed that a decrease in slab thickness and core heat capacity resulted in faster crust development. On the other hand, an increase in oil temperature and boiling heat transfer coefficient between the oil and the surface of the food accelerated crust formation. The model for oil absorption during cooling was analysed using the tested post-frying cooling equation to determine the moment in which a positive pressure driving force, allowing oil suction within the pore, originated. It was found that as crust layer thickness, pore radius and ambient temperature decreased so did the time needed to start the absorption. On the other hand, as the effective convective heat transfer coefficient between the air and the surface of the slab increased the required cooling time decreased. In addition, it was found that the time needed to allow oil absorption during cooling was extremely sensitive to pore radius, indicating the importance of an accurate pore size determination in future studies.

Modelling Mathematical Reasoning in Physics Education

Many findings from research as well as reports from teachers describe students' problem solving strategies as manipulation of formulas by rote. The resulting dissatisfaction with quantitative physical textbook problems seems to influence the attitude towards the role of mathematics in physics education in general. Mathematics is often seen as a tool for calculation which hinders a conceptual understanding of physical principles. However, the role of mathematics cannot be reduced to this technical aspect. Hence, instead of putting mathematics away we delve into the nature of physical science to reveal the strong conceptual relationship between mathematics and physics. Moreover, we suggest that, for both prospective teaching and further research, a focus on deeply exploring such interdependency can significantly improve the understanding of physics. To provide a suitable basis, we develop a new model which can be used for analysing different levels of mathematical reasoning within physics. It is also a guideline for shifting the attention from technical to structural mathematical skills while teaching physics. We demonstrate its applicability for analysing physical-mathematical reasoning processes with an example.

Mathematical and numerical modelling of dispersion-managed solitons, autosolitons and self-similar optical pulses

This thesis presents theoretical investigation of three topics concerned with nonlinear optical pulse propagation in optical fibres. The techniques used are mathematical analysis and numerical modelling. Firstly, dispersion-managed (DM) solitons in fibre lines employing a weak dispersion map are analysed by means of a perturbation approach. In the case of small dispersion map strengths the average pulse dynamics is described by a perturbation approach (NLS) equation. Applying a perturbation theory, based on the Inverse Scattering Transform method, an analytic expression for the envelope of the DM soliton is derived. This expression correctly predicts the power enhancement arising from the dispersion management.Secondly, autosoliton transmission in DM fibre systems with periodical in-line deployment of nonlinear optical loop mirrors (NOLMs) is investigated. The use of in-line NOLMs is addressed as a general technique for all-optical passive 2R regeneration of return-to-zero data in high speed transmission system with strong dispersion management. By system optimisation, the feasibility of ultra-long single-channel and wavelength-division multiplexed data transmission at bit-rates ³ 40 Gbit s-1 in standard fibre-based systems is demonstrated. The tolerance limits of the results are defined.Thirdly, solutions of the NLS equation with gain and normal dispersion, that describes optical pulse propagation in an amplifying medium, are examined. A self-similar parabolic solution in the energy-containing core of the pulse is matched through Painlevé functions to the linear low-amplitude tails. The analysis provides a full description of the features of high-power pulses generated in an amplifying medium.

An Overview of Modelling Bulgarian Wildland Fire Behaviour by Application of a Mathematical Game Method and WRF-Fire Models

This paper presents the main achievements of the author’s PhD dissertation. The work is dedicated to mathematical and semi-empirical approaches applied to the case of Bulgarian wildland fires. After the introductory explanations, short information from every chapter is extracted to cover the main parts of the obtained results. The methods used are described in brief and main outcomes are listed. ACM Computing Classification System (1998): D.1.3, D.2.0, K.5.1.

A generative design system based on evolutionary and mathematical functions

Previous work by Professor John Frazer on Evolutionary Architecture provides a basis for the development of a system evolving architectural envelopes in a generic and abstract manner. Recent research by the authors has focused on the implementation of a virtual environment for the automatic generation and exploration of complex forms and architectural envelopes based on solid modelling techniques and the integration of evolutionary algorithms, enhanced computational and mathematical models. Abstract data types are introduced for genotypes in a genetic algorithm order to develop complex models using generative and evolutionary computing techniques. Multi-objective optimisation techniques are employed for defining the fitness function in the evaluation process.

A method of lines approach for modelling saltwater intrusion in coastal aquifiers

The equations governing saltwater intrusion in coastal aquifers are complex. Backward Euler time stepping approaches are often used to advance the solution to these equations in time, which typically requires that small time steps be taken in order to ensure that an accurate solution is obtained. We show that a method of lines approach incorporating variable order backward differentiation formulas can greatly improve the efficiency of the time stepping process.

Modelling water droplet movement on a leaf surface

The central aim for the research undertaken in this PhD thesis is the development of a model for simulating water droplet movement on a leaf surface and to compare the model behavior with experimental observations. A series of five papers has been presented to explain systematically the way in which this droplet modelling work has been realised. Knowing the path of the droplet on the leaf surface is important for understanding how a droplet of water, pesticide, or nutrient will be absorbed through the leaf surface. An important aspect of the research is the generation of a leaf surface representation that acts as the foundation of the droplet model. Initially a laser scanner is used to capture the surface characteristics for two types of leaves in the form of a large scattered data set. After the identification of the leaf surface boundary, a set of internal points is chosen over which a triangulation of the surface is constructed. We present a novel hybrid approach for leaf surface fitting on this triangulation that combines Clough-Tocher (CT) and radial basis function (RBF) methods to achieve a surface with a continuously turning normal. The accuracy of the hybrid technique is assessed using numerical experimentation. The hybrid CT-RBF method is shown to give good representations of Frangipani and Anthurium leaves. Such leaf models facilitate an understanding of plant development and permit the modelling of the interaction of plants with their environment. The motion of a droplet traversing this virtual leaf surface is affected by various forces including gravity, friction and resistance between the surface and the droplet. The innovation of our model is the use of thin-film theory in the context of droplet movement to determine the thickness of the droplet as it moves on the surface. Experimental verification shows that the droplet model captures reality quite well and produces realistic droplet motion on the leaf surface. Most importantly, we observed that the simulated droplet motion follows the contours of the surface and spreads as a thin film. In the future, the model may be applied to determine the path of a droplet of pesticide along a leaf surface before it falls from or comes to a standstill on the surface. It will also be used to study the paths of many droplets of water or pesticide moving and colliding on the surface.

Stochastic modelling of financial time series with memory and multifractal scaling

Financial processes may possess long memory and their probability densities may display heavy tails. Many models have been developed to deal with this tail behaviour, which reflects the jumps in the sample paths. On the other hand, the presence of long memory, which contradicts the efficient market hypothesis, is still an issue for further debates. These difficulties present challenges with the problems of memory detection and modelling the co-presence of long memory and heavy tails. This PhD project aims to respond to these challenges. The first part aims to detect memory in a large number of financial time series on stock prices and exchange rates using their scaling properties. Since financial time series often exhibit stochastic trends, a common form of nonstationarity, strong trends in the data can lead to false detection of memory. We will take advantage of a technique known as multifractal detrended fluctuation analysis (MF-DFA) that can systematically eliminate trends of different orders. This method is based on the identification of scaling of the q-th-order moments and is a generalisation of the standard detrended fluctuation analysis (DFA) which uses only the second moment; that is, q = 2. We also consider the rescaled range R/S analysis and the periodogram method to detect memory in financial time series and compare their results with the MF-DFA. An interesting finding is that short memory is detected for stock prices of the American Stock Exchange (AMEX) and long memory is found present in the time series of two exchange rates, namely the French franc and the Deutsche mark. Electricity price series of the five states of Australia are also found to possess long memory. For these electricity price series, heavy tails are also pronounced in their probability densities. The second part of the thesis develops models to represent short-memory and longmemory financial processes as detected in Part I. These models take the form of continuous-time AR(∞) -type equations whose kernel is the Laplace transform of a finite Borel measure. By imposing appropriate conditions on this measure, short memory or long memory in the dynamics of the solution will result. A specific form of the models, which has a good MA(∞) -type representation, is presented for the short memory case. Parameter estimation of this type of models is performed via least squares, and the models are applied to the stock prices in the AMEX, which have been established in Part I to possess short memory. By selecting the kernel in the continuous-time AR(∞) -type equations to have the form of Riemann-Liouville fractional derivative, we obtain a fractional stochastic differential equation driven by Brownian motion. This type of equations is used to represent financial processes with long memory, whose dynamics is described by the fractional derivative in the equation. These models are estimated via quasi-likelihood, namely via a continuoustime version of the Gauss-Whittle method. The models are applied to the exchange rates and the electricity prices of Part I with the aim of confirming their possible long-range dependence established by MF-DFA. The third part of the thesis provides an application of the results established in Parts I and II to characterise and classify financial markets. We will pay attention to the New York Stock Exchange (NYSE), the American Stock Exchange (AMEX), the NASDAQ Stock Exchange (NASDAQ) and the Toronto Stock Exchange (TSX). The parameters from MF-DFA and those of the short-memory AR(∞) -type models will be employed in this classification. We propose the Fisher discriminant algorithm to find a classifier in the two and three-dimensional spaces of data sets and then provide cross-validation to verify discriminant accuracies. This classification is useful for understanding and predicting the behaviour of different processes within the same market. The fourth part of the thesis investigates the heavy-tailed behaviour of financial processes which may also possess long memory. We consider fractional stochastic differential equations driven by stable noise to model financial processes such as electricity prices. The long memory of electricity prices is represented by a fractional derivative, while the stable noise input models their non-Gaussianity via the tails of their probability density. A method using the empirical densities and MF-DFA will be provided to estimate all the parameters of the model and simulate sample paths of the equation. The method is then applied to analyse daily spot prices for five states of Australia. Comparison with the results obtained from the R/S analysis, periodogram method and MF-DFA are provided. The results from fractional SDEs agree with those from MF-DFA, which are based on multifractal scaling, while those from the periodograms, which are based on the second order, seem to underestimate the long memory dynamics of the process. This highlights the need and usefulness of fractal methods in modelling non-Gaussian financial processes with long memory.