An example of the use of neural computing techniques in materials science - The modelling of fatigue thresholds in Ni-base superalloys

Two adaptive numerical modelling techniques have been applied to prediction of fatigue thresholds in Ni-base superalloys. A Bayesian neural network and a neurofuzzy network have been compared, both of which have the ability to automatically adjust the network's complexity to the current dataset. In both cases, despite inevitable data restrictions, threshold values have been modelled with some degree of success. However, it is argued in this paper that the neurofuzzy modelling approach offers real benefits over the use of a classical neural network as the mathematical complexity of the relationships can be restricted to allow for the paucity of data, and the linguistic fuzzy rules produced allow assessment of the model without extensive interrogation and examination using a hypothetical dataset. The additive neurofuzzy network structure means that redundant inputs can be excluded from the model and simple sub-networks produced which represent global output trends. Both of these aspects are important for final verification and validation of the information extracted from the numerical data. In some situations neurofuzzy networks may require less data to produce a stable solution, and may be easier to verify in the light of existing physical understanding because of the production of transparent linguistic rules. © 1999 Elsevier Science S.A.

Automated computational modelling for solid mechanics

We present some recent developments in automated computational modelling with an emphasis on solid mechanics applications. The automation process permits an abstract mathematical model of a physical problem to be translated into computer code rapidly and trivially, and can lead to computer code which is faster than hand-written and optimised code. Crucial to the approach is ensuring that mathematical abstractions inherent in the mathematical model are inherited by the software library. © Springer Science+Business Media B.V. 2008.

Numerical modelling of chirality-Induced bi-Directional swimming of artificial flagella

Biomimetic micro-swimmers can be used for various medical applications, such as targeted drug delivery and micro-object (e.g. biological cells) manipulation, in lab-on-a-chip devices. Bacteria swim using a bundle of flagella (flexible hair-like structures) that form a rotating cork-screw of chiral shape. To mimic bacterial swimming, we employ a computational approach to design a bacterial (chirality-induced) swimmer whose chiral shape and rotational velocity can be controlled by an external magnetic field. In our model, we numerically solve the coupled governing equations that describe the system dynamics (i.e. solid mechanics, fluid dynamics and magnetostatics). We explore the swimming response as a function of the characteristic dimensionless parameters and put special emphasis on controlling the swimming direction. Our results provide fundamental physical insight on the chirality-induced propulsion, and it provides guidelines for the design of magnetic bi-directional micro-swimmers. © 2013 The Author(s) Published by the Royal Society. All rights reserved.

Kinetic modelling of growth and storage molecule production in microalgae under mixotrophic and autotrophic conditions.

In order to improve algal biofuel production on a commercial-scale, an understanding of algal growth and fuel molecule accumulation is essential. A mathematical model is presented that describes biomass growth and storage molecule (TAG lipid and starch) accumulation in the freshwater microalga Chlorella vulgaris, under mixotrophic and autotrophic conditions. Biomass growth was formulated based on the Droop model, while the storage molecule production was calculated based on the carbon balance within the algal cells incorporating carbon fixation via photosynthesis, organic carbon uptake and functional biomass growth. The model was validated with experimental growth data of C. vulgaris and was found to fit the data well. Sensitivity analysis showed that the model performance was highly sensitive to variations in parameters associated with nutrient factors, photosynthesis and light intensity. The maximum productivity and biomass concentration were achieved under mixotrophic nitrogen sufficient conditions, while the maximum storage content was obtained under mixotrophic nitrogen deficient conditions.

Kinetic modelling of growth and storage molecule production in microalgae under mixotrophic and autotrophic conditions

In order to improve algal biofuel production on a commercial-scale, an understanding of algal growth and fuel molecule accumulation is essential. A mathematical model is presented that describes biomass growth and storage molecule (TAG lipid and starch) accumulation in the freshwater microalga Chlorella vulgaris, under mixotrophic and autotrophic conditions. Biomass growth was formulated based on the Droop model, while the storage molecule production was calculated based on the carbon balance within the algal cells incorporating carbon fixation via photosynthesis, organic carbon uptake and functional biomass growth. The model was validated with experimental growth data of C. vulgaris and was found to fit the data well. Sensitivity analysis showed that the model performance was highly sensitive to variations in parameters associated with nutrient factors, photosynthesis and light intensity. The maximum productivity and biomass concentration were achieved under mixotrophic nitrogen sufficient conditions, while the maximum storage content was obtained under mixotrophic nitrogen deficient conditions. © 2014 Elsevier Ltd.

Granularity and disaggregation in compositional modelling with applications to ecological systems

J. Keppens and Q. Shen. Granularity and disaggregation in compositional modelling with applications to ecological systems. Applied Intelligence, 25(3):269-292, 2006.

Modelling uncertainty in agricultural image analysis

C.M. Onyango, J.A. Marchant and R. Zwiggelaar, 'Modelling uncertainty in agricultural image analysis', Computers and Electronics in Agriculture 17 (3), 295-305 (1997)

Comparison of deterministic, stochastic and fuzzy logic uncertainty modelling for capacity extension projects of DI/WFI pharmaceutical plant utilities with variable/dynamic demand

The last 30 years have seen Fuzzy Logic (FL) emerging as a method either complementing or challenging stochastic methods as the traditional method of modelling uncertainty. But the circumstances under which FL or stochastic methods should be used are shrouded in disagreement, because the areas of application of statistical and FL methods are overlapping with differences in opinion as to when which method should be used. Lacking are practically relevant case studies comparing these two methods. This work compares stochastic and FL methods for the assessment of spare capacity on the example of pharmaceutical high purity water (HPW) utility systems. The goal of this study was to find the most appropriate method modelling uncertainty in industrial scale HPW systems. The results provide evidence which suggests that stochastic methods are superior to the methods of FL in simulating uncertainty in chemical plant utilities including HPW systems in typical cases whereby extreme events, for example peaks in demand, or day-to-day variation rather than average values are of interest. The average production output or other statistical measures may, for instance, be of interest in the assessment of workshops. Furthermore the results indicate that the stochastic model should be used only if found necessary by a deterministic simulation. Consequently, this thesis concludes that either deterministic or stochastic methods should be used to simulate uncertainty in chemical plant utility systems and by extension some process system because extreme events or the modelling of day-to-day variation are important in capacity extension projects. Other reasons supporting the suggestion that stochastic HPW models are preferred to FL HPW models include: 1. The computer code for stochastic models is typically less complex than a FL models, thus reducing code maintenance and validation issues. 2. In many respects FL models are similar to deterministic models. Thus the need for a FL model over a deterministic model is questionable in the case of industrial scale HPW systems as presented here (as well as other similar systems) since the latter requires simpler models. 3. A FL model may be difficult to "sell" to an end-user as its results represent "approximate reasoning" a definition of which is, however, lacking. 4. Stochastic models may be applied with some relatively minor modifications on other systems, whereas FL models may not. For instance, the stochastic HPW system could be used to model municipal drinking water systems, whereas the FL HPW model should or could not be used on such systems. This is because the FL and stochastic model philosophies of a HPW system are fundamentally different. The stochastic model sees schedule and volume uncertainties as random phenomena described by statistical distributions based on either estimated or historical data. The FL model, on the other hand, simulates schedule uncertainties based on estimated operator behaviour e.g. tiredness of the operators and their working schedule. But in a municipal drinking water distribution system the notion of "operator" breaks down. 5. Stochastic methods can account for uncertainties that are difficult to model with FL. The FL HPW system model does not account for dispensed volume uncertainty, as there appears to be no reasonable method to account for it with FL whereas the stochastic model includes volume uncertainty.

Financial modelling with 2-EPT probability density functions

The class of all Exponential-Polynomial-Trigonometric (EPT) functions is classical and equal to the Euler-d’Alembert class of solutions of linear differential equations with constant coefficients. The class of non-negative EPT functions defined on [0;1) was discussed in Hanzon and Holland (2010) of which EPT probability density functions are an important subclass. EPT functions can be represented as ceAxb, where A is a square matrix, b a column vector and c a row vector where the triple (A; b; c) is the minimal realization of the EPT function. The minimal triple is only unique up to a basis transformation. Here the class of 2-EPT probability density functions on R is defined and shown to be closed under a variety of operations. The class is also generalised to include mixtures with the pointmass at zero. This class coincides with the class of probability density functions with rational characteristic functions. It is illustrated that the Variance Gamma density is a 2-EPT density under a parameter restriction. A discrete 2-EPT process is a process which has stochastically independent 2-EPT random variables as increments. It is shown that the distribution of the minimum and maximum of such a process is an EPT density mixed with a pointmass at zero. The Laplace Transform of these distributions correspond to the discrete time Wiener-Hopf factors of the discrete time 2-EPT process. A distribution of daily log-returns, observed over the period 1931-2011 from a prominent US index, is approximated with a 2-EPT density function. Without the non-negativity condition, it is illustrated how this problem is transformed into a discrete time rational approximation problem. The rational approximation software RARL2 is used to carry out this approximation. The non-negativity constraint is then imposed via a convex optimisation procedure after the unconstrained approximation. Sufficient and necessary conditions are derived to characterise infinitely divisible EPT and 2-EPT functions. Infinitely divisible 2-EPT density functions generate 2-EPT Lévy processes. An assets log returns can be modelled as a 2-EPT Lévy process. Closed form pricing formulae are then derived for European Options with specific times to maturity. Formulae for discretely monitored Lookback Options and 2-Period Bermudan Options are also provided. Certain Greeks, including Delta and Gamma, of these options are also computed analytically. MATLAB scripts are provided for calculations involving 2-EPT functions. Numerical option pricing examples illustrate the effectiveness of the 2-EPT approach to financial modelling.

Serotonin synthesis, release and reuptake in terminals: a mathematical model.

BACKGROUND: Serotonin is a neurotransmitter that has been linked to a wide variety of behaviors including feeding and body-weight regulation, social hierarchies, aggression and suicidality, obsessive compulsive disorder, alcoholism, anxiety, and affective disorders. Full understanding of serotonergic systems in the central nervous system involves genomics, neurochemistry, electrophysiology, and behavior. Though associations have been found between functions at these different levels, in most cases the causal mechanisms are unknown. The scientific issues are daunting but important for human health because of the use of selective serotonin reuptake inhibitors and other pharmacological agents to treat disorders in the serotonergic signaling system. METHODS: We construct a mathematical model of serotonin synthesis, release, and reuptake in a single serotonergic neuron terminal. The model includes the effects of autoreceptors, the transport of tryptophan into the terminal, and the metabolism of serotonin, as well as the dependence of release on the firing rate. The model is based on real physiology determined experimentally and is compared to experimental data. RESULTS: We compare the variations in serotonin and dopamine synthesis due to meals and find that dopamine synthesis is insensitive to the availability of tyrosine but serotonin synthesis is sensitive to the availability of tryptophan. We conduct in silico experiments on the clearance of extracellular serotonin, normally and in the presence of fluoxetine, and compare to experimental data. We study the effects of various polymorphisms in the genes for the serotonin transporter and for tryptophan hydroxylase on synthesis, release, and reuptake. We find that, because of the homeostatic feedback mechanisms of the autoreceptors, the polymorphisms have smaller effects than one expects. We compute the expected steady concentrations of serotonin transporter knockout mice and compare to experimental data. Finally, we study how the properties of the the serotonin transporter and the autoreceptors give rise to the time courses of extracellular serotonin in various projection regions after a dose of fluoxetine. CONCLUSIONS: Serotonergic systems must respond robustly to important biological signals, while at the same time maintaining homeostasis in the face of normal biological fluctuations in inputs, expression levels, and firing rates. This is accomplished through the cooperative effect of many different homeostatic mechanisms including special properties of the serotonin transporters and the serotonin autoreceptors. Many difficult questions remain in order to fully understand how serotonin biochemistry affects serotonin electrophysiology and vice versa, and how both are changed in the presence of selective serotonin reuptake inhibitors. Mathematical models are useful tools for investigating some of these questions.

Modelling of industrial multi-physics processes—a key role for computational mechanics.

In the analysis of industrial processes, there is an increasing emphasis on systems governed by interacting continuum phenomena. Mathematical models of such multi-physics processes can only be achieved for practical simulations through computational solution procedures—computational mechanics. Examples of such multi-physics systems in the context of metals processing are used to explore some of the key issues. Finite-volume methods on unstructured meshes are proposed as a means to achieve efficient rapid solutions to such systems. Issues associated with the software design, the exploitation of high performance computers, and the concept of the virtual computational-mechanics modelling laboratory are also addressed in this context.

The role of evacuation and fire modelling in the development of safer air travel

Computer based mathematical models describing the aircraft evacuation process and aircraft fire have a role to play in the design and development of safer aircraft, in the implementaion of safer and more rigorous certification criteria and in post mortuum accident investigation. As the cost and risk involved in performing large-scale fire/evacuation experiments for the next generation 'Very Large Aircraft' (VLA) are expected to be high, the development and use of these modelling tools may become essential if these aircraft are to prove a viable reality. By describing the present capabililties and limitations of the EXODUS evacuation model and associated fire models, this paper will examine the future development and data requirements of these models.

Computer modelling of human behaviour in aircraft fire accidents

The mathematical simulation of the evacuation process has a wide and largely untapped scope of application within the aircraft industry. The function of the mathematical model is to provide insight into complex behaviour by allowing designers, legislators, and investigators to ask ‘what if’ questions. Such a model, EXODUS, is currently under development, and this paper describes its evolution and potential applications. EXODUS is an egress model designed to simulate the evacuation of large numbers of individuals from an enclosure, such as an aircraft. The model tracks the trajectory of each individual as they make their way out of the enclosure or are overcome by fire hazards, such as heat and toxic gases. The software is expert system-based, the progressive motion and behaviour of each individual being determined by a set of heuristics or rules. EXODUS comprises five core interacting components: (i) the Movement Submodel — controls the physical movement of individual passengers from their current position to the most suitable neighbouring location; (ii) the Behaviour Submodel — determines an individual's response to the current prevailing situation; (iii) the Passenger Submodel — describes an individual as a collection of 22 defining attributes and variables; (iv) the Hazard Submodel — controls the atmospheric and physical environment; and (v) the Toxicity Submodel — determines the effects on an individual exposed to the fire products, heat, and narcotic gases through the Fractional Effective Dose calculations. These components are briefly described and their capabilities and limitations are demonstrated through comparison with experimental data and several hypothetical evacuation scenarios.

Temporal modelling of short-term rainfall using Cox processes

We study two marked point process models based on the Cox process. These models are used to describe the probabilistic structure of the rainfall intensity process. Mathematical formulation of the models is described and some second-moment characteristics of the rainfall depth, and aggregated processes are considered. The derived second-order properties of the accumulated rainfall amounts at different levels of aggregation are used in order to examine the model fit. A brief data analysis is presented. Copyright © 1998 John Wiley & Sons, Ltd.

The role of evacuation modelling in the development of safer air travel

Computer based mathematical models describing the aircraft evacuation process have a vital role to play in the design and development of safer aircraft, in the implementation of safer and more rigorous certification criteria and in post mortuuum accident investigation. As the risk of personal injury and costs involved in performing large-scale evacuation experiments for the next generation 'Ultra High Capacity Aircraft' (UHCA) are expected to be high, the development and use of these evacuation modelling tools may become essential if these aircraft are to prove a viable reality. In this paper the capabilities and limitation of the air-EXODUS evacuation model are described. Its successful application to the prediction of a recent certificaiton trial, prior to the actual trial taking place, is described. Also described is a newly defined parameter known as OPS which can be used as a measure of evacuation trial optimality. Finally, the data requirements of aircraft evacuation models is discussed along with several projects currently underway at the University of Greenwich designed to obtain this data. Included in this discussion is a description of the AASK - Aircraft Accident Statistics and Knowledge - data base which contains detailed information from aircraft accident survivors.