Construction of nonparametric Bayesian models from parametric Bayes equations

We consider the general problem of constructing nonparametric Bayesian models on infinite-dimensional random objects, such as functions, infinite graphs or infinite permutations. The problem has generated much interest in machine learning, where it is treated heuristically, but has not been studied in full generality in non-parametric Bayesian statistics, which tends to focus on models over probability distributions. Our approach applies a standard tool of stochastic process theory, the construction of stochastic processes from their finite-dimensional marginal distributions. The main contribution of the paper is a generalization of the classic Kolmogorov extension theorem to conditional probabilities. This extension allows a rigorous construction of nonparametric Bayesian models from systems of finite-dimensional, parametric Bayes equations. Using this approach, we show (i) how existence of a conjugate posterior for the nonparametric model can be guaranteed by choosing conjugate finite-dimensional models in the construction, (ii) how the mapping to the posterior parameters of the nonparametric model can be explicitly determined, and (iii) that the construction of conjugate models in essence requires the finite-dimensional models to be in the exponential family. As an application of our constructive framework, we derive a model on infinite permutations, the nonparametric Bayesian analogue of a model recently proposed for the analysis of rank data.

Shallow water equations: Magic and limitations

D Liang from Cambridge University explains the shallow water equations and their applications to the dam-break and other steep-fronted flow modeling. They assume that the horizontal scale of the flow is much greater than the vertical scale, which means the flow is restricted within a thin layer, thus the vertical momentum is insignificant and the pressure distribution is hydrostatic. The left hand sides of the two momentum equations represent the acceleration of the fluid particle in the horizontal plane. If the fluid acceleration is ignored, then the two momentum equations are simplified into the so-called diffusion wave equations. In contrast to the SWEs approach, it is much less convenient to model floods with the Navier-Stokes equations. In conventional computational fluid dynamics (CFD), cumbersome treatments are needed to accurately capture the shape of the free surface. The SWEs are derived using the assumptions of small vertical velocity component, smooth water surface, gradual variation and hydrostatic pressure distribution.

Energy stable and momentum conserving hybrid finite element method for the incompressible Navier-Stokes equations

A hybrid method for the incompressible Navier-Stokes equations is presented. The method inherits the attractive stabilizing mechanism of upwinded discontinuous Galerkin methods when momentum advection becomes significant, equal-order interpolations can be used for the velocity and pressure fields, and mass can be conserved locally. Using continuous Lagrange multiplier spaces to enforce flux continuity across cell facets, the number of global degrees of freedom is the same as for a continuous Galerkin method on the same mesh. Different from our earlier investigations on the approach for the Navier-Stokes equations, the pressure field in this work is discontinuous across cell boundaries. It is shown that this leads to very good local mass conservation and, for an appropriate choice of finite element spaces, momentum conservation. Also, a new form of the momentum transport terms for the method is constructed such that global energy stability is guaranteed, even in the absence of a pointwise solenoidal velocity field. Mass conservation, momentum conservation, and global energy stability are proved for the time-continuous case and for a fully discrete scheme. The presented analysis results are supported by a range of numerical simulations. © 2012 Society for Industrial and Applied Mathematics.

Development of realistic liquid equations of state for multi-phase CFD modelling

Several equations of state (EOS) have been incorporated into a novel algorithm to solve a system of multi-phase equations in which all phases are assumed to be compressible to varying degrees. The EOSs are used to both supply functional relationships to couple the conservative variables to the primitive variables and to calculate accurately thermodynamic quantities of interest, such as the speed of sound. Each EOS has a defined balance of accuracy, robustness and computational speed; selection of an appropriate EOS is generally problem-dependent. This work employs an AUSM+-up method for accurate discretisation of the convective flux terms with modified low-Mach number dissipation for added robustness of the solver. In this paper we show a newly-developed time-marching formulation for temporal discretisation of the governing equations with incorporated time-dependent source terms, as well as considering the system of eigenvalues that render the governing equations hyperbolic.

Balanced realisations of all-pass systems using exact arithmetic with application to the approximation of delay systems

Numerically well-conditioned state-space realisations for all-pass systems, such as Padé approximations to exp(-s), are derived that can be computed using exact integer arithmetic. This is then applied to the a series of functions of exp(-s). It is also shown that the H-infinity norm of the transfer function from the input to the state of a balanced realisation of the Padé approximation of exp(-s) is unity. © 2012 IEEE.

Primary antibody deficiency and diagnostic delay.

AIMS: To assess the occurrence of diagnostic delay in primary antibody deficiency in the period 1989-2002, since a similar study in 1989, and to assess the impact of UK national guidelines communicated in 1995. METHODS: A retrospective case note review was performed of 89 consecutive patients with antibody deficiency referred to a regional referral centre for clinical immunology in north west England and north Wales. The delay in diagnosis and the estimated resulting morbidity in terms of infections were assessed. RESULTS: Fifty six of the 89 patients experienced delay in diagnosis. The overall median delay was 2 years (mean, 4.4), resulting in substantial morbidity (equivalent to two major infections and one minor infection). This shows a moderate improvement since the previous study in 1989 and since the introduction of UK national guidelines in 1995. Respiratory infections are the most frequent presenting infections, and respiratory physicians the most common source of referral. CONCLUSIONS: There is still considerable delay in the diagnosis of primary antibody deficiency, but the data suggest an improvement in practice since the previous study in 1989 and the distribution of national guidelines in 1995.

Development of accurate, robust liquid equations of state for multi-phase CFD simulations with a modified AUSM+-up scheme

Eight equations of state (EOS) have been evaluated for the simulation of compressible liquid water properties, based on empirical correlations, the principle of corresponding states and thermodynamic relations. The IAPWS-IF97 EOS for water was employed as the reference case. These EOSs were coupled to a modified AUSM+-up convective flux solver to determine flow profiles for three test cases of differing flow conditions. The impact of the non-viscous interaction term discretisation scheme, interfacial pressure method and selection of low-Mach number diffusion were also compared. It was shown that a consistent discretisation scheme using the AUSM+-up solver for both the convective flux and the non-viscous interfacial term demonstrated both robustness and accuracy whilst facilitating a computationally cheaper solution than discretisation of the interfacial term independently by a central scheme. The simple empirical correlations gave excellent results in comparison to the reference IAPWS-IF97 EOS and were recommended for developmental work involving water as a cheaper and more accurate EOS than the more commonly used stiffened-gas model. The correlations based on the principles of corresponding-states and the modified Peng-Robinson cubic EOS also demonstrated a high degree of accuracy, which is promising for future work with generic fluids. Further work will encompass extension of the solver to multiple dimensions and to account for other source terms such as surface tension, along with the incorporation of phase changes. © 2013.

Complex chemistry DNS of n-heptane spray autoignition at high pressure and intermediate temperature conditions

Direct Numerical Simulations (DNS) of turbulent n-heptane sprays autoigniting at high pressure (P=24bar) and intermediate air temperature (Tair=1000K) have been performed to investigate the physical mechanisms present under conditions where low-temperature chemistry is expected to be important. The initial turbulence in the carrier gas, the global equivalence ratio in the spray region, and the initial droplet size distribution of the spray were varied. Results show that spray ignition exhibits a spotty nature, with several kernels developing independently in those regions where the mixture fraction is close to its most reactive value ξMR (as determined from homogeneous reactor calculations) and the scalar dissipation rate is low. Turbulence reduces the ignition delay time as it promotes mixing between air and the fuel vapor, eventually resulting in lower values of scalar dissipation. High values of the global equivalence ratio are responsible for a larger number of ignition kernels, due to the higher probability of finding regions where ξ=ξMR. Spray polydispersity results in the occurrence of ignition over a wider range of mixture fraction values. This is a consequence of the inhomogeneities in the mixing field that characterize these sprays, where poorly mixed rich spots are seen to alternate with leaner ones which are well-mixed. The DNS simulations presented in this work have also been used to assess the applicability of the Conditional Moment Closure (CMC) method to the simulation of spray combustion. CMC is found to be a valid method for capturing spray autoignition, although care should be taken in the modelling of the unclosed terms appearing in the CMC equations. © 2013 The Combustion Institute.

On the time delay in continuous in-cylinder sampling from IC engines

When gas sample is continuously drawn from the cylinder of an internal combustion engine, the sample that appears at the end of the sampling system corresponds to the in-cylinder content sometime ago because of the finite transit time which is a function of the cylinder pressure history. This variable delay causes a dispersion of the sample signal and makes the interpretation of the signal difficult An unsteady flow analysis of a typical sampling system was carried out for selected engine loads and speeds. For typical engine operation, a window in which the delay is approximately constant may be found. This window gets smaller with increase in engine speed, with decrease in load, and with the increase in exit pressure of the sampling system.

Nonlinear drillstring dynamics analysis

This paper studies the dynamical response of a rotary drilling system with a drag bit, using a lumped parameter model that takes into consideration the axial and torsional vibration modes of the bit. These vibrations are coupled through a bit-rock interaction law. At the bit-rock interface, the cutting process introduces a state-dependent delay, while the frictional process is responsible for discontinuous right-hand sides in the equations governing the motion of the bit. This complex system is characterized by a fast axial dynamics compared to the slow torsional dynamics. A dimensionless formulation exhibits a large parameter in the axial equation, enabling a two-time-scales analysis that uses a combination of averaging methods and a singular perturbation approach. An approximate model of the decoupled axial dynamics permits us to derive a pseudoanalytical expression of the solution of the axial equation. Its averaged behavior influences the slow torsional dynamics by generating an apparent velocity weakening friction law that has been proposed empirically in earlier work. The analytical expression of the solution of the axial dynamics is used to derive an approximate analytical expression of the velocity weakening friction law related to the physical parameters of the system. This expression can be used to provide recommendations on the operating parameters and the drillstring or the bit design in order to reduce the amplitude of the torsional vibrations. Moreover, it is an appropriate candidate model to replace empirical friction laws encountered in torsional models used for control. © 2009 Society for Industrial and Applied Mathematics.