The optimum temperature for the operation of a non-scaling multi-stage flash evaporator plant,

On cover: Saline water conversion research.

Duality in multi-channel Luttinger Liquid with local scatterer

We have devised a general scheme that reveals multiple duality relations valid for all multi-channel Luttinger Liquids. The relations are universal and should be used for establishing phase diagrams and searching for new non-trivial phases in low-dimensional strongly correlated systems. The technique developed provides universal correspondence between scaling dimensions of local perturbations in different phases. These multiple relations between scaling dimensions lead to a connection between different inter-phase boundaries on the phase diagram. The dualities, in particular, constrain phase diagram and allow predictions of emergence and observation of new phases without explicit model-dependent calculations. As an example, we demonstrate the impossibility of non-trivial phase existence for fermions coupled to phonons in one dimension. © 2013 EPLA.

Partition alignment in three dimensional unstructured mesh multi-physics modelling

Unstructured mesh codes for modelling continuum physics phenomena have evolved to provide the facility to model complex interacting systems. Parallelisation of such codes using single Program Multi Data (SPMD) domain decomposition techniques implemented with message passing has been demonstrated to provide high parallel efficiency, scalability to large numbers of processors P and portability across a wide range of parallel platforms. High efficiency, especially for large P requires that load balance is achieved in each parallel loop. For a code in which loops span a variety of mesh entity types, for example, elements, faces and vertices, some compromise is required between load balance for each entity type and the quantity of inter-processor communication required to satisfy data dependence between processors.

Adaptive and phase transition behavior in performance of discrete multi-articular actions by degenerate neurobiological systems

The identification of attractors is one of the key tasks in studies of neurobiological coordination from a dynamical systems perspective, with a considerable body of literature resulting from this task. However, with regards to typical movement models investigated, the overwhelming majority of actions studied previously belong to the class of continuous, rhythmical movements. In contrast, very few studies have investigated coordination of discrete movements, particularly multi-articular discrete movements. In the present study, we investigated phase transition behavior in a basketball throwing task where participants were instructed to shoot at the basket from different distances. Adopting the ubiquitous scaling paradigm, throwing distance was manipulated as a candidate control parameter. Using a cluster analysis approach, clear phase transitions between different movement patterns were observed in performance of only two of eight participants. The remaining participants used a single movement pattern and varied it according to throwing distance, thereby exhibiting hysteresis effects. Results suggested that, in movement models involving many biomechanical degrees of freedom in degenerate systems, greater movement variation across individuals is available for exploitation. This observation stands in contrast to movement variation typically observed in studies using more constrained bi-manual movement models. This degenerate system behavior provides new insights and poses fresh challenges to the dynamical systems theoretical approach, requiring further research beyond conventional movement models.

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.

Multi-objective mission flight planning in civil unmanned aerial systems

Unmanned Aerial Vehicles (UAVs) are emerging as an ideal platform for a wide range of civil applications such as disaster monitoring, atmospheric observation and outback delivery. However, the operation of UAVs is currently restricted to specially segregated regions of airspace outside of the National Airspace System (NAS). Mission Flight Planning (MFP) is an integral part of UAV operation that addresses some of the requirements (such as safety and the rules of the air) of integrating UAVs in the NAS. Automated MFP is a key enabler for a number of UAV operating scenarios as it aids in increasing the level of onboard autonomy. For example, onboard MFP is required to ensure continued conformance with the NAS integration requirements when there is an outage in the communications link. MFP is a motion planning task concerned with finding a path between a designated start waypoint and goal waypoint. This path is described with a sequence of 4 Dimensional (4D) waypoints (three spatial and one time dimension) or equivalently with a sequence of trajectory segments (or tracks). It is necessary to consider the time dimension as the UAV operates in a dynamic environment. Existing methods for generic motion planning, UAV motion planning and general vehicle motion planning cannot adequately address the requirements of MFP. The flight plan needs to optimise for multiple decision objectives including mission safety objectives, the rules of the air and mission efficiency objectives. Online (in-flight) replanning capability is needed as the UAV operates in a large, dynamic and uncertain outdoor environment. This thesis derives a multi-objective 4D search algorithm entitled Multi- Step A* (MSA*) based on the seminal A* search algorithm. MSA* is proven to find the optimal (least cost) path given a variable successor operator (which enables arbitrary track angle and track velocity resolution). Furthermore, it is shown to be of comparable complexity to multi-objective, vector neighbourhood based A* (Vector A*, an extension of A*). A variable successor operator enables the imposition of a multi-resolution lattice structure on the search space (which results in fewer search nodes). Unlike cell decomposition based methods, soundness is guaranteed with multi-resolution MSA*. MSA* is demonstrated through Monte Carlo simulations to be computationally efficient. It is shown that multi-resolution, lattice based MSA* finds paths of equivalent cost (less than 0.5% difference) to Vector A* (the benchmark) in a third of the computation time (on average). This is the first contribution of the research. The second contribution is the discovery of the additive consistency property for planning with multiple decision objectives. Additive consistency ensures that the planner is not biased (which results in a suboptimal path) by ensuring that the cost of traversing a track using one step equals that of traversing the same track using multiple steps. MSA* mitigates uncertainty through online replanning, Multi-Criteria Decision Making (MCDM) and tolerance. Each trajectory segment is modeled with a cell sequence that completely encloses the trajectory segment. The tolerance, measured as the minimum distance between the track and cell boundaries, is the third major contribution. Even though MSA* is demonstrated for UAV MFP, it is extensible to other 4D vehicle motion planning applications. Finally, the research proposes a self-scheduling replanning architecture for MFP. This architecture replicates the decision strategies of human experts to meet the time constraints of online replanning. Based on a feedback loop, the proposed architecture switches between fast, near-optimal planning and optimal planning to minimise the need for hold manoeuvres. The derived MFP framework is original and shown, through extensive verification and validation, to satisfy the requirements of UAV MFP. As MFP is an enabling factor for operation of UAVs in the NAS, the presented work is both original and significant.

UAS mission path planning system (MPPS) using hybrid-game coupled to multi-objective optimiser

This paper presents the application of advanced optimization techniques to unmanned aerial system mission path planning system (MPPS) using multi-objective evolutionary algorithms (MOEAs). Two types of multi-objective optimizers are compared; the MOEA nondominated sorting genetic algorithm II and a hybrid-game strategy are implemented to produce a set of optimal collision-free trajectories in a three-dimensional environment. The resulting trajectories on a three-dimensional terrain are collision-free and are represented by using Bézier spline curves from start position to target and then target to start position or different positions with altitude constraints. The efficiency of the two optimization methods is compared in terms of computational cost and design quality. Numerical results show the benefits of adding a hybrid-game strategy to a MOEA and for a MPPS.

UAS Mission Path Planning System, (MPPS) using hybrid-game coupled to multi-objective optimizer

This paper presents the application of advanced optimization techniques to unmanned aerial system mission path planning system (MPPS) using multi-objective evolutionary algorithms (MOEAs). Two types of multi-objective optimizers are compared; the MOEA nondominated sorting genetic algorithm II and a hybrid-game strategy are implemented to produce a set of optimal collision-free trajectories in a three-dimensional environment. The resulting trajectories on a three-dimensional terrain are collision-free and are represented by using Bézier spline curves from start position to target and then target to start position or different positions with altitude constraints. The efficiency of the two optimization methods is compared in terms of computational cost and design quality. Numerical results show the benefits of adding a hybrid-game strategy to a MOEA and for a MPPS.

Fingerprint analysis using wavelet transform with application to compression and feature extraction

The main goal of this research is to design an efficient compression al~ gorithm for fingerprint images. The wavelet transform technique is the principal tool used to reduce interpixel redundancies and to obtain a parsimonious representation for these images. A specific fixed decomposition structure is designed to be used by the wavelet packet in order to save on the computation, transmission, and storage costs. This decomposition structure is based on analysis of information packing performance of several decompositions, two-dimensional power spectral density, effect of each frequency band on the reconstructed image, and the human visual sensitivities. This fixed structure is found to provide the "most" suitable representation for fingerprints, according to the chosen criteria. Different compression techniques are used for different subbands, based on their observed statistics. The decision is based on the effect of each subband on the reconstructed image according to the mean square criteria as well as the sensitivities in human vision. To design an efficient quantization algorithm, a precise model for distribution of the wavelet coefficients is developed. The model is based on the generalized Gaussian distribution. A least squares algorithm on a nonlinear function of the distribution model shape parameter is formulated to estimate the model parameters. A noise shaping bit allocation procedure is then used to assign the bit rate among subbands. To obtain high compression ratios, vector quantization is used. In this work, the lattice vector quantization (LVQ) is chosen because of its superior performance over other types of vector quantizers. The structure of a lattice quantizer is determined by its parameters known as truncation level and scaling factor. In lattice-based compression algorithms reported in the literature the lattice structure is commonly predetermined leading to a nonoptimized quantization approach. In this research, a new technique for determining the lattice parameters is proposed. In the lattice structure design, no assumption about the lattice parameters is made and no training and multi-quantizing is required. The design is based on minimizing the quantization distortion by adapting to the statistical characteristics of the source in each subimage. 11 Abstract Abstract Since LVQ is a multidimensional generalization of uniform quantizers, it produces minimum distortion for inputs with uniform distributions. In order to take advantage of the properties of LVQ and its fast implementation, while considering the i.i.d. nonuniform distribution of wavelet coefficients, the piecewise-uniform pyramid LVQ algorithm is proposed. The proposed algorithm quantizes almost all of source vectors without the need to project these on the lattice outermost shell, while it properly maintains a small codebook size. It also resolves the wedge region problem commonly encountered with sharply distributed random sources. These represent some of the drawbacks of the algorithm proposed by Barlaud [26). The proposed algorithm handles all types of lattices, not only the cubic lattices, as opposed to the algorithms developed by Fischer [29) and Jeong [42). Furthermore, no training and multiquantizing (to determine lattice parameters) is required, as opposed to Powell's algorithm [78). For coefficients with high-frequency content, the positive-negative mean algorithm is proposed to improve the resolution of reconstructed images. For coefficients with low-frequency content, a lossless predictive compression scheme is used to preserve the quality of reconstructed images. A method to reduce bit requirements of necessary side information is also introduced. Lossless entropy coding techniques are subsequently used to remove coding redundancy. The algorithms result in high quality reconstructed images with better compression ratios than other available algorithms. To evaluate the proposed algorithms their objective and subjective performance comparisons with other available techniques are presented. The quality of the reconstructed images is important for a reliable identification. Enhancement and feature extraction on the reconstructed images are also investigated in this research. A structural-based feature extraction algorithm is proposed in which the unique properties of fingerprint textures are used to enhance the images and improve the fidelity of their characteristic features. The ridges are extracted from enhanced grey-level foreground areas based on the local ridge dominant directions. The proposed ridge extraction algorithm, properly preserves the natural shape of grey-level ridges as well as precise locations of the features, as opposed to the ridge extraction algorithm in [81). Furthermore, it is fast and operates only on foreground regions, as opposed to the adaptive floating average thresholding process in [68). Spurious features are subsequently eliminated using the proposed post-processing scheme.

Multi-body modelling of wagon trains for crashworthiness analysis

Three-dimensional wagon train models have been developed for the crashworthiness analysis using multi-body dynamics approach. The contributions of the train size (number of wagon) to the frontal crash forces can be identified through the simulations. The effects of crash energy management (CEM) design and crash speed on train crashworthiness are examined. The CEM design can significantly improve the train crashworthiness and the consequential vehicle stability performance - reducing derailment risks.

Three-dimensional geological modelling and multivariate statistical analysis of water chemistry data to analyse and visualise aquifer structure and groundwater composition in the Wairau Plain, Marlborough District, New Zealand

Concerns regarding groundwater contamination with nitrate and the long-term sustainability of groundwater resources have prompted the development of a multi-layered three dimensional (3D) geological model to characterise the aquifer geometry of the Wairau Plain, Marlborough District, New Zealand. The 3D geological model which consists of eight litho-stratigraphic units has been subsequently used to synthesise hydrogeological and hydrogeochemical data for different aquifers in an approach that aims to demonstrate how integration of water chemistry data within the physical framework of a 3D geological model can help to better understand and conceptualise groundwater systems in complex geological settings. Multivariate statistical techniques(e.g. Principal Component Analysis and Hierarchical Cluster Analysis) were applied to groundwater chemistry data to identify hydrochemical facies which are characteristic of distinct evolutionary pathways and a common hydrologic history of groundwaters. Principal Component Analysis on hydrochemical data demonstrated that natural water-rock interactions, redox potential and human agricultural impact are the key controls of groundwater quality in the Wairau Plain. Hierarchical Cluster Analysis revealed distinct hydrochemical water quality groups in the Wairau Plain groundwater system. Visualisation of the results of the multivariate statistical analyses and distribution of groundwater nitrate concentrations in the context of aquifer lithology highlighted the link between groundwater chemistry and the lithology of host aquifers. The methodology followed in this study can be applied in a variety of hydrogeological settings to synthesise geological, hydrogeological and hydrochemical data and present them in a format readily understood by a wide range of stakeholders. This enables a more efficient communication of the results of scientific studies to the wider community.

Analysing the Sri Lankan conflict using Michael Mann's four-dimensional model of social power

This thesis provides an overview of the Sri Lankan civil war with a view to identifying some of the factors that contributed to the dispute between the Sri Lankan government and the Liberation Tigers of Tamil Eelam. It adopts a multi-causal explanation of the conflict by reference to the theories of social power developed by Michael Mann. The conflict has been variously described as an ethnic or political conflict, or has been characterised as a determined by a number of interacting factors (including colonialism, ethnicity, religion, economy, politics and globalisation). Mann’s four-dimensional model of social power is deployed to analyse the causal relationships, together with their inter-connections, which clarify the origins of the dispute. It argues that Mann’s theoretical framework helps to highlight some of the interconnected elements that contributed to the conflict.

Influence of drying conditions on the moisture diffusion and fluidization quality during multi-stage fluidized bed drying of bovine intestine for pet food

In order to establish the influence of the drying air characteristics on the drying performance and fluidization quality of bovine intestine for pet food, several drying tests have been carried out in a laboratory scale heat pump assisted fluid bed dryer. Bovine intestine samples were heat pump fluidized bed dried at atmospheric pressure and at temperatures below and above the materials freezing points, equipped with a continuous monitoring system. The investigation of the drying characteristics have been conducted in the temperature range −10 to 25 ◦C and the airflow in the range 1.5–2.5 m/s. Some experiments were conducted as single temperature drying experiments and others as two stage drying experiments employing two temperatures. An Arrhenius-type equation was used to interpret the influence of the drying air temperature on the effective diffusivity, calculated with the method of slopes in terms of energy activation, and this was found to be sensitive to the temperature. The effective diffusion coefficient of moisture transfer was determined by the Fickian method using uni-dimensional moisture movement in both moisture, removal by evaporation and combined sublimation and evaporation. Correlations expressing the effective moisture diffusivity and drying temperature are reported. Bovine particles were characterized according to the Geldart classification and the minimum fluidization velocity was calculated using the Ergun Equation and generalized equation for all drying conditions at the beginning and end of the trials. Walli’s model was used to categorize stability of the fluidization at the beginning and end of the dryingv for each trial. The determined Walli’s values were positive at the beginning and end of all trials indicating stable fluidization at the beginning and end for each drying condition.