Thermal requirements, field mortality and population phenology modelling of Paropsis atomaria Olivier, an emergent pest in subtropical hardwood plantations

Paropsis atomaria is a recently emerged pest of eucalypt plantations in subtropical Australia. Its broad host range of at least 20 eucalypt species and wide geographical distribution provides it the potential to become a serious forestry pest both within Australia and, if accidentally introduced, overseas. Although populations of P. atomaria are genetically similar throughout its range, population dynamics differ between regions. Here, we determine temperature-dependent developmental requirements using beetles sourced from temperate and subtropical zones by calculating lower temperature thresholds, temperature-induced mortality, and day-degree requirements. We combine these data with field mortality estimates of immature life stages to produce a cohort-based model, ParopSys, using DYMEX™ that accurately predicts the timing, duration, and relative abundance of life stages in the field and number of generations in a spring–autumn (September–May) field season. Voltinism was identified as a seasonally plastic trait dependent upon environmental conditions, with two generations observed and predicted in the Australian Capital Territory, and up to four in Queensland. Lower temperature thresholds for development ranged between 4 and 9 °C, and overall development rates did not differ according to beetle origin. Total immature development time (egg–adult) was approximately 769.2 ± S.E. 127.8 DD above a lower temperature threshold of 6.4 ± S.E. 2.6 °C. ParopSys provides a basic tool enabling forest managers to use the number of generations and seasonal fluctuations in abundance of damaging life stages to estimate the pest risk of P. atomaria prior to plantation establishment, and predict the occurrence and duration of damaging life stages in the field. Additionally, by using local climatic data the pest potential of P. atomaria can be estimated to predict the risk of it establishing if accidentally introduced overseas. Improvements to ParopSys’ capability and complexity can be made as more biological data become available.

Predicting dispersal and recruitment of Miconia calvescens (Melastomataceae) in Australian tropical rainforests

Miconia calvescens (Melastomataceae) is a serious invader in the tropical Pacific, including the Hawaiian and Tahitian Islands, and currently poses a major threat to native biodiversity in the Wet Tropics of Australia. The species is fleshy-fruited, small-seeded and shade tolerant, and thus has the potential to be dispersed widely and recruit in relatively intact rainforest habitats, displacing native species. Understanding and predicting the rate of spread is critical for the design and implementation of effective management actions. We used an individual-based model incorporating a dispersal function derived from dispersal curves for similar berry-fruited native species, and life-history parameters of fecundity and mortality to predict the spatial structure of a Miconia population after a 30 year time period. We compared the modelled population spatial structure to that of an actual infestation in the rainforests of north Queensland. Our goal was to assess how well the model predicts actual dispersion and to identify potential barriers and conduits to seed movement and seedling establishment. The model overpredicts overall population size and the spatial extent of the actual infestation, predicting individuals to occur at a maximum 1,750 m from the source compared with the maximum distance of any detected individual in the actual infestation of 1,191 m. We identify several characteristic features of managed invasive populations that make comparisons between modelled outcomes and actual infestations difficult. Our results suggest that the model’s ability to predict both spatial structure and spread of the population will be improved by incorporating a spatially explicit element, with dispersal and recruitment probabilities that reflect the relative suitability of different parts of the landscape for these processes.

New efforts at biological control of Mikania micrantha H.B.K. (Asteraceae) in Papua New Guinea and Fiji.

New efforts at biological control of Miconia calvescens (Melastomataceae) is a serious invader in the tropical Pacific, including the Hawaiian and Tahitian Islands, and currently poses a major threat to native biodiversity in the Wet Tropics of Australia. The species is fleshy-fruited, small-seeded and shade tolerant, and thus has the potential to be dispersed widely and recruit in relatively intact rainforest habitats, displacing native species. Understanding and predicting the rate of spread is critical for the design and implementation of effective management actions. We used an individual-based model incorporating a dispersal function derived from dispersal curves for similar berry-fruited native species, and life-history parameters of fecundity and mortality to predict the spatial structure of a Miconia population after a 30 year time period. We compared the modelled population spatial structure to that of an actual infestation in the rainforests of north Queensland. Our goal was to assess how well the model predicts actual dispersion and to identify potential barriers and conduits to seed movement and seedling establishment. The model overpredicts overall population size and the spatial extent of the actual infestation, predicting individuals to occur at a maximum 1,750 m from the source compared with the maximum distance of any detected individual in the actual infestation of 1,191 m. We identify several characteristic features of managed invasive populations that make comparisons between modelled outcomes and actual infestations difficult. Our results suggest that the model’s ability to predict both spatial structure and spread of the population will be improved by incorporating a spatially explicit element, with dispersal and recruitment probabilities that reflect the relative suitability of different parts of the landscape for these processes. Mikania micrantha H.B.K. (Asteraceae) in Papua New Guinea and Fiji.

Mathematical Aspects of Financial Markets with Frictions

Frictions are factors that hinder trading of securities in financial markets. Typical frictions include limited market depth, transaction costs, lack of infinite divisibility of securities, and taxes. Conventional models used in mathematical finance often gloss over these issues, which affect almost all financial markets, by arguing that the impact of frictions is negligible and, consequently, the frictionless models are valid approximations. This dissertation consists of three research papers, which are related to the study of the validity of such approximations in two distinct modeling problems. Models of price dynamics that are based on diffusion processes, i.e., continuous strong Markov processes, are widely used in the frictionless scenario. The first paper establishes that diffusion models can indeed be understood as approximations of price dynamics in markets with frictions. This is achieved by introducing an agent-based model of a financial market where finitely many agents trade a financial security, the price of which evolves according to price impacts generated by trades. It is shown that, if the number of agents is large, then under certain assumptions the price process of security, which is a pure-jump process, can be approximated by a one-dimensional diffusion process. In a slightly extended model, in which agents may exhibit herd behavior, the approximating diffusion model turns out to be a stochastic volatility model. Finally, it is shown that when agents' tendency to herd is strong, logarithmic returns in the approximating stochastic volatility model are heavy-tailed. The remaining papers are related to no-arbitrage criteria and superhedging in continuous-time option pricing models under small-transaction-cost asymptotics. Guasoni, Rásonyi, and Schachermayer have recently shown that, in such a setting, any financial security admits no arbitrage opportunities and there exist no feasible superhedging strategies for European call and put options written on it, as long as its price process is continuous and has the so-called conditional full support (CFS) property. Motivated by this result, CFS is established for certain stochastic integrals and a subclass of Brownian semistationary processes in the two papers. As a consequence, a wide range of possibly non-Markovian local and stochastic volatility models have the CFS property.

Computation of confined swirling flow using RNG and k-epsilon turbulence models

In this work we numerically model isothermal turbulent swirling flow in a cylindrical burner. Three versions of the RNG k-epsilon model are assessed against performance of the standard k-epsilon model. Sensitivity of numerical predictions to grid refinement, differing convective differencing schemes and choice of (unknown) inlet dissipation rate, were closely scrutinised to ensure accuracy. Particular attention is paid to modelling the inlet conditions to within the range of uncertainty of the experimental data, as model predictions proved to be significantly sensitive to relatively small changes in upstream flow conditions. We also examine the characteristics of the swirl--induced recirculation zone predicted by the models over an extended range of inlet conditions. Our main findings are: - (i) the standard k-epsilon model performed best compared with experiment; - (ii) no one inlet specification can simultaneously optimize the performance of the models considered; - (iii) the RNG models predict both single-cell and double-cell IRZ characteristics, the latter both with and without additional internal stagnation points. The first finding indicates that the examined RNG modifications to the standard k-e model do not result in an improved eddy viscosity based model for the prediction of swirl flows. The second finding suggests that tuning established models for optimal performance in swirl flows a priori is not straightforward. The third finding indicates that the RNG based models exhibit a greater variety of structural behaviour, despite being of the same level of complexity as the standard k-e model. The plausibility of the predicted IRZ features are discussed in terms of known vortex breakdown phenomena.

Mechanism of RNA Translocation by a Viral Packaging Motor

Molecular motors are proteins that convert chemical energy into mechanical work. The viral packaging ATPase P4 is a hexameric molecular motor that translocates RNA into preformed viral capsids. P4 belongs to the ubiquitous class of hexameric helicases. Although its structure is known, the mechanism of RNA translocation remains elusive. Here we present a detailed kinetic study of nucleotide binding, hydrolysis, and product release by P4. We propose a stochastic-sequential cooperative model to describe the coordination of ATP hydrolysis within the hexamer. In this model the apparent cooperativity is a result of hydrolysis stimulation by ATP and RNA binding to neighboring subunits rather than cooperative nucleotide binding. Simultaneous interaction of neighboring subunits with RNA makes the otherwise random hydrolysis sequential and processive. Further, we use hydrogen/deuterium exchange detected by high resolution mass spectrometry to visualize P4 conformational dynamics during the catalytic cycle. Concerted changes of exchange kinetics reveal a cooperative unit that dynamically links ATP binding sites and the central RNA binding channel. The cooperative unit is compatible with the structure-based model in which translocation is effected by conformational changes of a limited protein region. Deuterium labeling also discloses the transition state associated with RNA loading which proceeds via opening of the hexameric ring. Hydrogen/deuterium exchange is further used to delineate the interactions of the P4 hexamer with the viral procapsid. P4 associates with the procapsid via its C-terminal face. The interactions stabilize subunit interfaces within the hexamer. The conformation of the virus-bound hexamer is more stable than the hexamer in solution, which is prone to spontaneous ring openings. We propose that the stabilization within the viral capsid increases the packaging processivity and confers selectivity during RNA loading. Finally, we use single molecule techniques to characterize P4 translocation along RNA. While the P4 hexamer encloses RNA topologically within the central channel, it diffuses randomly along the RNA. In the presence of ATP, unidirectional net movement is discernible in addition to the stochastic motion. The diffusion is hindered by activation energy barriers that depend on the nucleotide binding state. The results suggest that P4 employs an electrostatic clutch instead of cycling through stable, discrete, RNA binding states during translocation. Conformational changes coupled to ATP hydrolysis modify the electrostatic potential inside the central channel, which in turn biases RNA motion in one direction. Implications of the P4 model for other hexameric molecular motors are discussed.

Assessment of code bias variations of BDS triple-frequency signals and their impacts on ambiguity resolution for long baselines

Carrier phase ambiguity resolution over long baselines is challenging in BDS data processing. This is partially due to the variations of the hardware biases in BDS code signals and its dependence on elevation angles. We present an assessment of satellite-induced code bias variations in BDS triple-frequency signals and the ambiguity resolutions procedures involving both geometry-free and geometry-based models. First, since the elevation of a GEO satellite remains unchanged, we propose to model the single-differenced fractional cycle bias with widespread ground stations. Second, the effects of code bias variations induced by GEO, IGSO and MEO satellites on ambiguity resolution of extra-wide-lane, wide-lane and narrow-lane combinations are analyzed. Third, together with the IGSO and MEO code bias variations models, the effects of code bias variations on ambiguity resolution are examined using 30-day data collected over the baselines ranging from 500 to 2600 km in 2014. The results suggest that although the effect of code bias variations on the extra-wide-lane integer solution is almost ignorable due to its long wavelength, the wide-lane integer solutions are rather sensitive to the code bias variations. Wide-lane ambiguity resolution success rates are evidently improved when code bias variations are corrected. However, the improvement of narrow-lane ambiguity resolution is not obvious since it is based on geometry-based model and there is only an indirect impact on the narrow-lane ambiguity solutions.

Detection of contiguous and distributed damage through contours of equal frequency change

The paper presents the results of a computational modeling for damage identification process for an axial rod representing an end-bearing pile foundation with known damage and a simply supported beam representing a bridge girder. The paper proposes a methodology for damage identification from measured natural frequencies of a contiguously damaged reinforced concrete axial rod and beam, idealized with distributed damage model. Identification of damage is from Equal_Eigen_value_change (Iso_Eigen_value_Change) contours, plotted between pairs of different frequencies. The performance of the method is checked for a wide variation of damage positions and extents. An experiment conducted on a free-free axially loaded reinforced concrete member and a flexural beam is shown as examples to prove the pros and cons of this method. (C) 2009 Elsevier Ltd. All rights reserved.

Generalised regression estimation for domain class frequencies

This study examines the properties of Generalised Regression (GREG) estimators for domain class frequencies and proportions. The family of GREG estimators forms the class of design-based model-assisted estimators. All GREG estimators utilise auxiliary information via modelling. The classic GREG estimator with a linear fixed effects assisting model (GREG-lin) is one example. But when estimating class frequencies, the study variable is binary or polytomous. Therefore logistic-type assisting models (e.g. logistic or probit model) should be preferred over the linear one. However, other GREG estimators than GREG-lin are rarely used, and knowledge about their properties is limited. This study examines the properties of L-GREG estimators, which are GREG estimators with fixed-effects logistic-type models. Three research questions are addressed. First, I study whether and when L-GREG estimators are more accurate than GREG-lin. Theoretical results and Monte Carlo experiments which cover both equal and unequal probability sampling designs and a wide variety of model formulations show that in standard situations, the difference between L-GREG and GREG-lin is small. But in the case of a strong assisting model, two interesting situations arise: if the domain sample size is reasonably large, L-GREG is more accurate than GREG-lin, and if the domain sample size is very small, estimation of assisting model parameters may be inaccurate, resulting in bias for L-GREG. Second, I study variance estimation for the L-GREG estimators. The standard variance estimator (S) for all GREG estimators resembles the Sen-Yates-Grundy variance estimator, but it is a double sum of prediction errors, not of the observed values of the study variable. Monte Carlo experiments show that S underestimates the variance of L-GREG especially if the domain sample size is minor, or if the assisting model is strong. Third, since the standard variance estimator S often fails for the L-GREG estimators, I propose a new augmented variance estimator (A). The difference between S and the new estimator A is that the latter takes into account the difference between the sample fit model and the census fit model. In Monte Carlo experiments, the new estimator A outperformed the standard estimator S in terms of bias, root mean square error and coverage rate. Thus the new estimator provides a good alternative to the standard estimator.

Structural stability of slender aerospace vehicles: Part I Mathematical modeling

A detailed mechanics based model is developed to analyze the problem of structural instability in slender aerospace vehicles. Coupling among the rigid-body modes, the longitudinal vibrational modes and the transverse vibrational modes due to asymmetric lifting-body cross-section are considered. The model also incorporates the effects of aerodynamic pressure and the propulsive thrust of the vehicle. The model is one-dimensional, and it can be employed to idealized slender vehicles with complex shapes. Condition under which a flexible body with internal stress waves behaves like a perfect rigid body is derived. Two methods are developed for finite element discretization of the system: (1) A time-frequency Fourier spectral finite element method and (2) h-p finite element method. Numerical results using the above methods are presented in Part II of this paper. (C) 2010 Elsevier Ltd. All rights reserved.

Detecting Earnings Management Using Neural Networks

Detecting Earnings Management Using Neural Networks. Trying to balance between relevant and reliable accounting data, generally accepted accounting principles (GAAP) allow, to some extent, the company management to use their judgment and to make subjective assessments when preparing financial statements. The opportunistic use of the discretion in financial reporting is called earnings management. There have been a considerable number of suggestions of methods for detecting accrual based earnings management. A majority of these methods are based on linear regression. The problem with using linear regression is that a linear relationship between the dependent variable and the independent variables must be assumed. However, previous research has shown that the relationship between accruals and some of the explanatory variables, such as company performance, is non-linear. An alternative to linear regression, which can handle non-linear relationships, is neural networks. The type of neural network used in this study is the feed-forward back-propagation neural network. Three neural network-based models are compared with four commonly used linear regression-based earnings management detection models. All seven models are based on the earnings management detection model presented by Jones (1991). The performance of the models is assessed in three steps. First, a random data set of companies is used. Second, the discretionary accruals from the random data set are ranked according to six different variables. The discretionary accruals in the highest and lowest quartiles for these six variables are then compared. Third, a data set containing simulated earnings management is used. Both expense and revenue manipulation ranging between -5% and 5% of lagged total assets is simulated. Furthermore, two neural network-based models and two linear regression-based models are used with a data set containing financial statement data from 110 failed companies. Overall, the results show that the linear regression-based models, except for the model using a piecewise linear approach, produce biased estimates of discretionary accruals. The neural network-based model with the original Jones model variables and the neural network-based model augmented with ROA as an independent variable, however, perform well in all three steps. Especially in the second step, where the highest and lowest quartiles of ranked discretionary accruals are examined, the neural network-based model augmented with ROA as an independent variable outperforms the other models.

A novel method for diameter estimation of small opaque objects using Fraunhofer diffraction

A novel optical method is proposed and demonstrated, for real-time dimension estimation of thin opaque cylindrical objects. The methodology relies on free-space Fraunhofer diffraction principle. The central region, of such tailored diffraction pattern obtained under suitable choice of illumination conditions, comprises of a pair of `equal intensity maxima', whose separation remains constant and independent of the diameter of the diffracting object. An analysis of `the intensity distribution in this region' reveals the following. At a point symmetrically located between the said maxima, the light intensity varies characteristically with diameter of the diffracting object, exhibiting a relatively stronger intensity modulation under spherical wave illumination than under a plane wave illumination. The analysis reveals further, that the said intensity variation with diameter is controllable by the illumination conditions. Exploiting these `hitherto unexplored' features, the present communication reports for the first time, a reliable method of estimating diameter of thin opaque cylindrical objects in real-time, with nanometer resolution from single point intensity measurement. Based on the proposed methodology, results of few simulation and experimental investigations carried-out on metallic wires with diameters spanning the range of 5 to 50 mu m, are presented. The results show that proposed method is well-suited for high resolution on-line monitoring of ultrathin wire diameters, extensively used in micro-mechanics and semiconductor industries, where the conventional diffraction-based methods fail to produce accurate results.

Distributed Simulation Of Flexible Manufacturing Systems

Flexible Manufacturing Systems (FMS), widely considered as the manufacturing technology of the future, are gaining increasing importance due to the immense advantages they provide in terms of cost, quality and productivity over the conventional manufacturing. An FMS is a complex interconnection of capital intensive resources and high levels of system performance is very crucial for survival in a competing environment.Discrete event simulation is one of the most popular methods for performance evaluation of FMS during planning, design and operation phases. Indeed fast simulators are suggested for selection of optimal strategies for flow control (which part type to enter and at what instant), AGV scheduling (which vehicle to carry which part), routing (which machine to process the part) and part selection (which part for processing next). In this paper we develop a C-net based model for an FMS and use the same for distributed discrete event simulation. We illustrate using examples the efficacy of destributed discrete event simulation for the performance evaluation of FMSs.

A general construction of space-time trellis codes for PSK signal sets

The diversity order and coding gain are crucial for the performance of a multiple antenna communication system. It is known that space-time trellis codes (STTC) can be used to achieve these objectives. In particular, we can use STTCs to obtain large coding gains. Many attempts have been made to construct STTCs which achieve full-diversity and good coding gains, though a general method of construction does not exist. Delay diversity code (rate-1) is known to achieve full-diversity, for any number of transmit antennas and any signal set, but does not give a good coding gain. A product distance code based delay diversity scheme (Tarokh, V. et al., IEEE Trans. Inform. Theory, vol.44, p.744-65, 1998) enables one to improve the coding gain and construct STTCs for any given number of states using coding in conjunction with delay diversity; it was stated as an open problem. We achieve such a construction. We assume a shift register based model to construct an STTC for any state complexity. We derive a sufficient condition for this STTC to achieve full-diversity, based on the delay diversity scheme. This condition provides a framework to do coding in conjunction with delay diversity for any signal constellation. Using this condition, we provide a formal rate-1 STTC construction scheme for PSK signal sets, for any number of transmit antennas and any given number of states, which achieves full-diversity and gives a good coding gain.

Learning polyhedral classifiers using logistic function

In this paper we propose a new algorithm for learning polyhedral classifiers. In contrast to existing methods for learning polyhedral classifier which solve a constrained optimization problem, our method solves an unconstrained optimization problem. Our method is based on a logistic function based model for the posterior probability function. We propose an alternating optimization algorithm, namely, SPLA1 (Single Polyhedral Learning Algorithm1) which maximizes the loglikelihood of the training data to learn the parameters. We also extend our method to make it independent of any user specified parameter (e.g., number of hyperplanes required to form a polyhedral set) in SPLA2. We show the effectiveness of our approach with experiments on various synthetic and real world datasets and compare our approach with a standard decision tree method (OC1) and a constrained optimization based method for learning polyhedral sets.