Reviews: 'The 19th Step' research performance [Performance review]

Review of 'The 19th Step' Research Performance, which took place on 12th April 2008, at the Studio Theatre, Laban, London.

BSHM meetings: British Mathematics Colloquium

Report on the British Mathematics Colloquium, which took place in York, 25-28 March 2008. Also includes abstracts of the individual talks.

Computer modelling analysis of the globtop's effects on aluminium wirebond reliability

In power electronics modules, heavy aluminium wires, i.e. wire diameters greater than 100 microns, are bonded to the active semiconductor devices and conductor metallization to form electric circuits of the power electronic module. Due to the high currents that may flow through these wires, a single connection usually contains several wires and thus, a large number of wires are used in a power electronics module. Under normal operation or test condition, a significant amount of stresses and strains induced in the wire and bonding interfaces, resulting in failure over time. In this paper, computer modelling techniques are used to analyse the effect of globtop design on the reliability of aluminium wirebonds under cyclic thermal-mechanical loading conditions. The results will show the sensitivity of the reliability of the wirebonds to the changes in the geometry and the material properties of the wirebond globtop.

Design, modeling and characterization of a microinductor for future DC-DC power converters

Experimental, analytical and simulated data are presented in this article to assess the performance of electrodeposited nickel-iron within a novel solenoid microinductor. A design flowchart highlights the primary design principles when developing a microscale magnetic component for DC-DC power converters. Thermal modeling is used to predict the operational conditions that generate undesirable thermal generation within the component. Operating at 0.5MHz, the microinductor achieves an efficiency and power density of 78% and 7.8 W/cm3, respectively.

Predictive reliability, prognostics and risk assessment for power modules

This paper describes a framework that is being developed for the prediction and analysis of electronics power module reliability both for qualification testing and in-service lifetime prediction. Physics of failure (PoF) reliability methodology using multi-physics high-fidelity and reduced order computer modelling, as well as numerical optimization techniques, are integrated in a dedicated computer modelling environment to meet the needs of the power module designers and manufacturers as well as end-users for both design and maintenance purposes. An example of lifetime prediction for a power module solder interconnect structure is described. Another example is the lifetime prediction of a power module for a railway traction control application. Also in the paper a combined physics of failure and data trending prognostic methodology for the health monitoring of power modules is discussed.

Probabilistic approach in weighted Markov branching processes

This note provides a new probabilistic approach in discussing the weighted Markov branching process (WMBP) which is a natural generalisation of the ordinary Markov branching process. Using this approach, some important characteristics regarding the hitting times of such processes can be easily obtained. In particular, the closed forms for the mean extinction time and conditional mean extinction time are presented. The explosion behaviour of the process is investigated and the mean explosion time is derived. The mean global holding time and the mean total survival time are also obtained. The close link between these newly developed processes and the well-known compound Poisson processes is investigated. It is revealed that any weighted Markov branching process (WMBP) is a random time change of a compound Poisson process.

Multilevel refinement for combinatorial optimisation: boosting metaheuristic performance

The multilevel paradigm as applied to combinatorial optimisation problems is a simple one, which at its most basic involves recursive coarsening to create a hierarchy of approximations to the original problem. An initial solution is found, usually at the coarsest level, and then iteratively refined at each level, coarsest to finest, typically by using some kind of heuristic optimisation algorithm (either a problem-specific local search scheme or a metaheuristic). Solution extension (or projection) operators can transfer the solution from one level to another. As a general solution strategy, the multilevel paradigm has been in use for many years and has been applied to many problem areas (for example multigrid techniques can be viewed as a prime example of the paradigm). Overview papers such as [] attest to its efficacy. However, with the exception of the graph partitioning problem, multilevel techniques have not been widely applied to combinatorial problems and in this chapter we discuss recent developments. In this chapter we survey the use of multilevel combinatorial techniques and consider their ability to boost the performance of (meta)heuristic optimisation algorithms.

Multilevel approaches applied to the capacitated clustering problem

This paper presents two multilevel refinement algorithms for the capacitated clustering problem. Multilevel refinement is a collaborative technique capable of significantly aiding the solution process for optimisation problems. The central methodologies of the technique are filtering solutions from the search space and reducing the level of problem detail to be considered at each level of the solution process. The first multilevel algorithm uses a simple tabu search while the other executes a standard local search procedure. Both algorithms demonstrate that the multilevel technique is capable of aiding the solution process for this combinatorial optimisation problem.

Image denoise by fourth-order PDE based on the changes of laplacian

Fourth-order partial differential equation (PDE) proposed by You and Kaveh (You-Kaveh fourth-order PDE), which replaces the gradient operator in classical second-order nonlinear diffusion methods with a Laplacian operator, is able to avoid blocky effects often caused by second-order nonlinear PDEs. However, the equation brought forward by You and Kaveh tends to leave the processed images with isolated black and white speckles. Although You and Kaveh use median filters to filter these speckles, median filters can blur the processed images to some extent, which weakens the result of You-Kaveh fourth-order PDE. In this paper, the reason why You-Kaveh fourth-order PDE can leave the processed images with isolated black and white speckles is analyzed, and a new fourth-order PDE based on the changes of Laplacian (LC fourth-order PDE) is proposed and tested. The new fourth-order PDE preserves the advantage of You-Kaveh fourth-order PDE and avoids leaving isolated black and white speckles. Moreover, the new fourth-order PDE keeps the boundary from being blurred and preserves the nuance in the processed images, so, the processed images look very natural.

Numerical solutions of certain nonlinear models in European options on a distributed computing environment

Financial modelling in the area of option pricing involves the understanding of the correlations between asset and movements of buy/sell in order to reduce risk in investment. Such activities depend on financial analysis tools being available to the trader with which he can make rapid and systematic evaluation of buy/sell contracts. In turn, analysis tools rely on fast numerical algorithms for the solution of financial mathematical models. There are many different financial activities apart from shares buy/sell activities. The main aim of this chapter is to discuss a distributed algorithm for the numerical solution of a European option. Both linear and non-linear cases are considered. The algorithm is based on the concept of the Laplace transform and its numerical inverse. The scalability of the algorithm is examined. Numerical tests are used to demonstrate the effectiveness of the algorithm for financial analysis. Time dependent functions for volatility and interest rates are also discussed. Applications of the algorithm to non-linear Black-Scholes equation where the volatility and the interest rate are functions of the option value are included. Some qualitative results of the convergence behaviour of the algorithm is examined. This chapter also examines the various computational issues of the Laplace transformation method in terms of distributed computing. The idea of using a two-level temporal mesh in order to achieve distributed computation along the temporal axis is introduced. Finally, the chapter ends with some conclusions.

Student section: University of Greenwich MathSoc

The article provides an overview of the activities undertaken over the last few years by MathSoc - the mathematics society at the University of Greenwich. In particular, it explores those that have been particularly successful in engaging students' interest and building participation.

[Reviews] Finding moonshine: a mathematician's journey through symmetry

Review of 'Finding Moonshine: A Mathematician’s Journey Through Symmetry' by Marcus du Sautoy, published by Fourth Estate, 2008 (ISBN 0-007-214618).

[BSHM meetings] Topics in the history of financial mathematics: early commerce to chaos in modern stock markets

This account provides an overview of the study day, entitled 'Topics in the History of Financial Mathematics: Early commerce to chaos in modern stock markets,' held by the British Society for the History of Mathematics jointly with Gresham College, at Gresham College, London on 25th April 2008. The series of talks explored the development of mathematics and mathematical techniques in a commercial and financial context.

Numerical simulation of heat transfer in rectangular microchannel

Numerical simulation of heat transfer in a high aspect ratio rectangular microchannel with heat sinks has been conducted, similar to an experimental study. Three channel heights measuring 0.3 mm, 0.6mmand 1mmare considered and the Reynolds number varies from 300 to 2360, based on the hydraulic diameter. Simulation starts with the validation study on the Nusselt number and the Poiseuille number variations along the channel streamwise direction. It is found that the predicted Nusselt number has shown very good agreement with the theoretical estimation, but some discrepancies are noted in the Poiseuille number comparison. This observation however is in consistent with conclusions made by other researchers for the same flow problem. Simulation continues on the evaluation of heat transfer characteristics, namely the friction factor and the thermal resistance. It is found that noticeable scaling effect happens at small channel height of 0.3 mm and the predicted friction factor agrees fairly well with an experimental based correlation. Present simulation further reveals that the thermal resistance is low at small channel height, indicating that the heat transfer performance can be enhanced with the decrease of the channel height.

Simulating the interaction of occupants with signage systems

This paper describes the introduction of chained signage systems into evacuation simulation models. Signage systems are widely used in buildings to provide information for wayfinding, thereby providing exiting information during emergencies and assisting in navigation during normal circulation of pedestrians. Recently a system was developed to introduce simple signs into egress models. The system, known as Visibility Catchment Area or VCA, allowed similated agents to interact with signs which point directly to an exit and signs which are located directly above the exit. However, this approach was not able to represent the more general situation of a sign netwokr within an arbitrarily complex building. In this paper we extend the method to include chained signage systems which provides simulated agents that are unfamiliar with the structure a means by which to navigate to an emergency exit. The model includes the associated navigation behaviours exhibited by occupants that rely on a signage system for navigation including: Searching behaviours, Backtracking behaviours, Lost behaviours and Communication behaviours. The new features are demonstrated through a series of demonstration cases and are shown to produce plausible results.