Numerical methods for fractional partial differential equations with Riesz space fractional derivatives

In this paper, we consider the numerical solution of a fractional partial differential equation with Riesz space fractional derivatives (FPDE-RSFD) on a finite domain. Two types of FPDE-RSFD are considered: the Riesz fractional diffusion equation (RFDE) and the Riesz fractional advection–dispersion equation (RFADE). The RFDE is obtained from the standard diffusion equation by replacing the second-order space derivative with the Riesz fractional derivative of order αset membership, variant(1,2]. The RFADE is obtained from the standard advection–dispersion equation by replacing the first-order and second-order space derivatives with the Riesz fractional derivatives of order βset membership, variant(0,1) and of order αset membership, variant(1,2], respectively. Firstly, analytic solutions of both the RFDE and RFADE are derived. Secondly, three numerical methods are provided to deal with the Riesz space fractional derivatives, namely, the L1/L2-approximation method, the standard/shifted Grünwald method, and the matrix transform method (MTM). Thirdly, the RFDE and RFADE are transformed into a system of ordinary differential equations, which is then solved by the method of lines. Finally, numerical results are given, which demonstrate the effectiveness and convergence of the three numerical methods.

Linkage and heritability analysis of migraine symptom groupings: A comparison of three different clustering methods on twin data

Migraine is a painful disorder for which the etiology remains obscure. Diagnosis is largely based on International Headache Society criteria. However, no feature occurs in all patients who meet these criteria, and no single symptom is required for diagnosis. Consequently, this definition may not accurately reflect the phenotypic heterogeneity or genetic basis of the disorder. Such phenotypic uncertainty is typical for complex genetic disorders and has encouraged interest in multivariate statistical methods for classifying disease phenotypes. We applied three popular statistical phenotyping methods—latent class analysis, grade of membership and grade of membership “fuzzy” clustering (Fanny)—to migraine symptom data, and compared heritability and genome-wide linkage results obtained using each approach. Our results demonstrate that different methodologies produce different clustering structures and non-negligible differences in subsequent analyses. We therefore urge caution in the use of any single approach and suggest that multiple phenotyping methods be used.

Spatial analysis of notified cryptosporidiosis infections in Brisbane, Australia

Purpose: This study explored the spatial distribution of notified cryptosporidiosis cases and identified major socioeconomic factors associated with the transmission of cryptosporidiosis in Brisbane, Australia. Methods: We obtained the computerized data sets on the notified cryptosporidiosis cases and their key socioeconomic factors by statistical local area (SLA) in Brisbane for the period of 1996 to 2004 from the Queensland Department of Health and Australian Bureau of Statistics, respectively. We used spatial empirical Bayes rates smoothing to estimate the spatial distribution of cryptosporidiosis cases. A spatial classification and regression tree (CART) model was developed to explore the relationship between socioeconomic factors and the incidence rates of cryptosporidiosis. Results: Spatial empirical Bayes analysis reveals that the cryptosporidiosis infections were primarily concentrated in the northwest and southeast of Brisbane. A spatial CART model shows that the relative risk for cryptosporidiosis transmission was 2.4 when the value of the social economic index for areas (SEIFA) was over 1028 and the proportion of residents with low educational attainment in an SLA exceeded 8.8%. Conclusions: There was remarkable variation in spatial distribution of cryptosporidiosis infections in Brisbane. Spatial pattern of cryptosporidiosis seems to be associated with SEIFA and the proportion of residents with low education attainment.

Industrial playwriting : forms, strategies, and methods for creative production

This study, in its exploration of the attached play scripts and their method of development, evaluates the forms, strategies, and methods of an organised model of formalised playwriting. Through the examination, reflection and reaction to a perceived crisis in playwriting in the Australian theatre sector, the notion of Industrial Playwriting is arrived at: a practice whereby plays are designed and constructed, and where the process of writing becomes central to the efficient creation of new work and the improvement of the writer’s skill and knowledge base. Using a practice-led methodology and action research the study examines a system of play construction appropriate to and addressing the challenges of the contemporary Australian theatre sector. Specifically, using the action research methodology known as design-based research a conceptual framework was constructed to form the basis of the notion of Industrial Playwriting. From this two plays were constructed using a case study method and the process recorded and used to create a practical, step-by-step system of Industrial Playwriting. In the creative practice of manufacturing a single authored play, and then a group-devised play, Industrial Playwriting was tested and found to also offer a valid alternative approach to playwriting in the training of new and even emerging playwrights. Finally, it offered insight into how Industrial Playwriting could be used to greatly facilitate theatre companies’ ongoing need to have access to new writers and new Australian works, and how it might form the basis of a cost effective writer development model. This study of the methods of formalised writing as a means to confront some of the challenges of the Australian theatre sector, the practice of playwriting and the history associated with it, makes an original and important contribution to contemporary playwriting practice.

Numerical investigations of linear least squares methods for derivative estimation

The results of a numerical investigation into the errors for least squares estimates of function gradients are presented. The underlying algorithm is obtained by constructing a least squares problem using a truncated Taylor expansion. An error bound associated with this method contains in its numerator terms related to the Taylor series remainder, while its denominator contains the smallest singular value of the least squares matrix. Perhaps for this reason the error bounds are often found to be pessimistic by several orders of magnitude. The circumstance under which these poor estimates arise is elucidated and an empirical correction of the theoretical error bounds is conjectured and investigated numerically. This is followed by an indication of how the conjecture is supported by a rigorous argument.

Multivariate methods to identify cancer-related symptom clusters

Multivariate methods are required to assess the interrelationships among multiple, concurrent symptoms. We examined the conceptual and contextual appropriateness of commonly used multivariate methods for cancer symptom cluster identification. From 178 publications identified in an online database search of Medline, CINAHL, and PsycINFO, limited to articles published in English, 10 years prior to March 2007, 13 cross-sectional studies met the inclusion criteria. Conceptually, common factor analysis (FA) and hierarchical cluster analysis (HCA) are appropriate for symptom cluster identification, not principal component analysis. As a basis for new directions in symptom management, FA methods are more appropriate than HCA. Principal axis factoring or maximum likelihood factoring, the scree plot, oblique rotation, and clinical interpretation are recommended approaches to symptom cluster identification.

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.

Detecting and characterising malicious executable payloads

Buffer overflow vulnerabilities continue to prevail and the sophistication of attacks targeting these vulnerabilities is continuously increasing. As a successful attack of this type has the potential to completely compromise the integrity of the targeted host, early detection is vital. This thesis examines generic approaches for detecting executable payload attacks, without prior knowledge of the implementation of the attack, in such a way that new and previously unseen attacks are detectable. Executable payloads are analysed in detail for attacks targeting the Linux and Windows operating systems executing on an Intel IA-32 architecture. The execution flow of attack payloads are analysed and a generic model of execution is examined. A novel classification scheme for executable attack payloads is presented which allows for characterisation of executable payloads and facilitates vulnerability and threat assessments, and intrusion detection capability assessments for intrusion detection systems. An intrusion detection capability assessment may be utilised to determine whether or not a deployed system is able to detect a specific attack and to identify requirements for intrusion detection functionality for the development of new detection methods. Two novel detection methods are presented capable of detecting new and previously unseen executable attack payloads. The detection methods are capable of identifying and enumerating the executable payload’s interactions with the operating system on the targeted host at the time of compromise. The detection methods are further validated using real world data including executable payload attacks.