Velocity-jump models with crowding effects

Velocity jump processes are discrete random walk models that have many applications including the study of biological and ecological collective motion. In particular, velocity jump models are often used to represent a type of persistent motion, known as a “run and tumble”, which is exhibited by some isolated bacteria cells. All previous velocity jump processes are non-interacting, which means that crowding effects and agent-to-agent interactions are neglected. By neglecting these agent-to-agent interactions, traditional velocity jump models are only applicable to very dilute systems. Our work is motivated by the fact that many applications in cell biology, such as wound healing, cancer invasion and development, often involve tissues that are densely packed with cells where cell-to-cell contact and crowding effects can be important. To describe these kinds of high cell density problems using a velocity jump process we introduce three different classes of crowding interactions into a one-dimensional model. Simulation data and averaging arguments lead to a suite of continuum descriptions of the interacting velocity jump processes. We show that the resulting systems of hyperbolic partial differential equations predict the mean behavior of the stochastic simulations very well.

Quantum key distribution in the classical authenticated key exchange framework

Key establishment is a crucial primitive for building secure channels in a multi-party setting. Without quantum mechanics, key establishment can only be done under the assumption that some computational problem is hard. Since digital communication can be easily eavesdropped and recorded, it is important to consider the secrecy of information anticipating future algorithmic and computational discoveries which could break the secrecy of past keys, violating the secrecy of the confidential channel. Quantum key distribution (QKD) can be used generate secret keys that are secure against any future algorithmic or computational improvements. QKD protocols still require authentication of classical communication, although existing security proofs of QKD typically assume idealized authentication. It is generally considered folklore that QKD when used with computationally secure authentication is still secure against an unbounded adversary, provided the adversary did not break the authentication during the run of the protocol. We describe a security model for quantum key distribution extending classical authenticated key exchange (AKE) security models. Using our model, we characterize the long-term security of the BB84 QKD protocol with computationally secure authentication against an eventually unbounded adversary. By basing our model on traditional AKE models, we can more readily compare the relative merits of various forms of QKD and existing classical AKE protocols. This comparison illustrates in which types of adversarial environments different quantum and classical key agreement protocols can be secure.

Velocity jump processes with proliferation

Cell invasion involves a population of cells that migrate along a substrate and proliferate to a carrying capacity density. These two processes, combined, lead to invasion fronts that move into unoccupied tissues. Traditional modelling approaches based on reaction–diffusion equations cannot incorporate individual–level observations of cell velocity, as information propagates with infinite velocity according to these parabolic models. In contrast, velocity jump processes allow us to explicitly incorporate individual–level observations of cell velocity, thus providing an alternative framework for modelling cell invasion. Here, we introduce proliferation into a standard velocity–jump process and show that the standard model does not support invasion fronts. Instead, we find that crowding effects must be explicitly incorporated into a proliferative velocity–jump process before invasion fronts can be observed. Our observations are supported by numerical and analytical solutions of a novel coupled system of partial differential equations, including travelling wave solutions, and associated random walk simulations.

Marginal reversible jump Markov chain Monte Carlo with application to motor unit number estimation

Motor unit number estimation (MUNE) is a method which aims to provide a quantitative indicator of progression of diseases that lead to loss of motor units, such as motor neurone disease. However the development of a reliable, repeatable and fast real-time MUNE method has proved elusive hitherto. Ridall et al. (2007) implement a reversible jump Markov chain Monte Carlo (RJMCMC) algorithm to produce a posterior distribution for the number of motor units using a Bayesian hierarchical model that takes into account biological information about motor unit activation. However we find that the approach can be unreliable for some datasets since it can suffer from poor cross-dimensional mixing. Here we focus on improved inference by marginalising over latent variables to create the likelihood. In particular we explore how this can improve the RJMCMC mixing and investigate alternative approaches that utilise the likelihood (e.g. DIC (Spiegelhalter et al., 2002)). For this model the marginalisation is over latent variables which, for a larger number of motor units, is an intractable summation over all combinations of a set of latent binary variables whose joint sample space increases exponentially with the number of motor units. We provide a tractable and accurate approximation for this quantity and also investigate simulation approaches incorporated into RJMCMC using results of Andrieu and Roberts (2009).

Pinned fronts in heterogeneous media of jump type

In this paper, we analyse the impact of a (small) heterogeneity of jump type on the most simple localized solutions of a 3-component FitzHugh–Nagumo-type system. We show that the heterogeneity can pin a 1-front solution, which travels with constant (non-zero) speed in the homogeneous setting, to a fixed, explicitly determined, distance from the heterogeneity. Moreover, we establish the stability of this heterogeneous pinned 1-front solution. In addition, we analyse the pinning of 1-pulse, or 2-front, solutions. The paper is concluded with simulations in which we consider the dynamics and interactions of N-front patterns in domains with M heterogeneities of jump type (N = 3, 4, M ≥ 1).

On the effective hydraulic conductivity and macrodispersivity for density-dependent groundwater flow

In this paper, semi-analytical expressions of the effective hydraulic conductivity ( KE) and macrodispersivity ( αE) for 3D steady-state density-dependent groundwater flow are derived using a stationary spectral method. Based on the derived expressions, we present the dependence of KE and αE on the density of fluid under different dispersivity and spatial correlation scale of hydraulic conductivity. The results show that the horizontal KE and αE are not affected by density-induced flow. However, due to gravitational instability of the fluid induced by density contrasts, both vertical KE and αE are found to be reduced slightly when the density factor ( γ ) is less than 0.01, whereas significant decreases occur when γ exceeds 0.01. Of note, the variation of KE and αE is more significant when local dispersivity is small and the correlation scale of hydraulic conductivity is large.

Determination of vertical hydraulic conductivity of aquitards in a multilayered leaky system using water-level signals in adjacent aquifers

This paper presents a methodology for determining the vertical hydraulic conductivity (Kv) of an aquitard, in a multilayered leaky system, based on the harmonic analysis of arbitrary water-level fluctuations in aquifers. As a result, Kv of the aquitard is expressed as a function of the phase-shift of water-level signals measured in the two adjacent aquifers. Based on this expression, we propose a robust method to calculate Kv by employing linear regression analysis of logarithm transformed frequencies and phases. The frequencies, where the Kv are calculated, are identified by coherence analysis. The proposed methods are validated by a synthetic case study and are then applied to the Westbourne and Birkhead aquitards, which form part of a five-layered leaky system in the Eromanga Basin, Australia.

Laboratory measurement of hydraulic conductivity functions of two unsaturated sandy soils during drying and wetting processes

The importance of applying unsaturated soil mechanics to geotechnical engineering design has been well understood. However, the consumption of time and the necessity for a specific laboratory testing apparatus when measuring unsaturated soil properties have limited the application of unsaturated soil mechanics theories in practice. Although methods for predicting unsaturated soil properties have been developed, the verification of these methods for a wide range of soil types is required in order to increase the confidence of practicing engineers in using these methods. In this study, a new permeameter was developed to measure the hydraulic conductivity of unsaturated soils using the steady-state method and directly measured suction (negative pore-water pressure) values. The apparatus is instrumented with two tensiometers for the direct measurement of suction during the tests. The apparatus can be used to obtain the hydraulic conductivity function of sandy soil over a low suction range (0-10 kPa). Firstly, the repeatability of the unsaturated hydraulic conductivity measurement, using the new permeameter, was verified by conducting tests on two identical sandy soil specimens and obtaining similar results. The hydraulic conductivity functions of the two sandy soils were then measured during the drying and wetting processes of the soils. A significant hysteresis was observed when the hydraulic conductivity was plotted against the suction. However, the hysteresis effects were not apparent when the conductivity was plotted against the volumetric water content. Furthermore, the measured unsaturated hydraulic conductivity functions were compared with predictions using three different predictive methods that are widely incorporated into numerical software. The results suggest that these predictive methods are capable of capturing the measured behavior with reasonable agreement.

Role of hydraulic factors in constructed wetland and bioretention basin treatment performance

This research project contributed to the in-depth understanding of the influence of hydrologic and hydraulic factors on the stormwater treatment performance of constructed wetlands and bioretention basins in the "real world". The project was based on the comprehensive monitoring of a Water Sensitive Urban Design treatment train in the field and underpinned by complex multivariate statistical analysis. The project outcomes revealed that the reduction in pollutant concentrations were consistent in the constructed wetland, but was highly variable in the bioretention basin to a range of influential factors. However, due to the significant amount retention within the filter media, all pollutant loadings were reduced in the bioretention basin.

Bayesian indirect inference using a parametric auxiliary model

Indirect inference (II) is a methodology for estimating the parameters of an intractable (generative) model on the basis of an alternative parametric (auxiliary) model that is both analytically and computationally easier to deal with. Such an approach has been well explored in the classical literature but has received substantially less attention in the Bayesian paradigm. The purpose of this paper is to compare and contrast a collection of what we call parametric Bayesian indirect inference (pBII) methods. One class of pBII methods uses approximate Bayesian computation (referred to here as ABC II) where the summary statistic is formed on the basis of the auxiliary model, using ideas from II. Another approach proposed in the literature, referred to here as parametric Bayesian indirect likelihood (pBIL), we show to be a fundamentally different approach to ABC II. We devise new theoretical results for pBIL to give extra insights into its behaviour and also its differences with ABC II. Furthermore, we examine in more detail the assumptions required to use each pBII method. The results, insights and comparisons developed in this paper are illustrated on simple examples and two other substantive applications. The first of the substantive examples involves performing inference for complex quantile distributions based on simulated data while the second is for estimating the parameters of a trivariate stochastic process describing the evolution of macroparasites within a host based on real data. We create a novel framework called Bayesian indirect likelihood (BIL) which encompasses pBII as well as general ABC methods so that the connections between the methods can be established.

Hydraulic instability onset detection in Kaplan turbines by monitoring shaft vibrations

Design of hydraulic turbines has often to deal with hydraulic instability. It is well-known that Francis and Kaplan types present hydraulic instability in their design power range. Even if modern CFD tools may help to define these dangerous operating conditions and optimize runner design, hydraulic instabilities may fortuitously arise during the turbine life and should be timely detected in order to assure a long-lasting operating life. In a previous paper, the authors have considered the phenomenon of helical vortex rope, which happens at low flow rates when a swirling flow, in the draft tube conical inlet, occupies a large portion of the inlet. In this condition, a strong helical vortex rope appears. The vortex rope causes mechanical effects on the runner, on the whole turbine and on the draft tube, which may eventually produce severe damages on the turbine unit and whose most evident symptoms are vibrations. The authors have already shown that vibration analysis is suitable for detecting vortex rope onset, thanks to an experimental test campaign performed during the commissioning of a 23 MW Kaplan hydraulic turbine unit. In this paper, the authors propose a sophisticated data driven approach to detect vortex rope onset at different power load, based on the analysis of the vibration signals in the order domain and introducing the so-called "residual order spectrogram", i.e. an order-rotation representation of the vibration signal. Some experimental test runs are presented and the possibility to detect instability onset, especially in real-time, is discussed.

Is there an app for that? A case study of the potentials and limitations of the participator turn and networked publics for classical music audience engagement

The participatory turn, fuelled by discourses and rhetoric regarding social media, and in the aftermath of the dot.com crash of the early 2000s, enrols to some extent an idea of being able to deploy networks to achieve institutional aims. The arts and cultural sector in the UK, in the face of funding cuts, has been keen to engage with such ideas in order to demonstrate value for money; by improving the efficiency of their operations, improving their respective audience experience and ultimately increasing audience size and engagement. Drawing on a case study compiled via a collaborative research project with a UK-based symphony orchestra (UKSO) we interrogate the potentials of social media engagement for audience development work through participatory media and networked publics. We argue that the literature related to mobile phones and applications (‘apps’) has focused primarily on marketing for engagement where institutional contexts are concerned. In contrast, our analysis elucidates the broader potentials and limitations of social-media-enabled apps for audience development and engagement beyond a marketing paradigm. In the case of UKSO, it appears that the technologically deterministic discourses often associated with institutional enrolment of participatory media and networked publics may not necessarily apply due to classical music culture. More generally, this work raises the contradictory nature of networked publics and argues for increased critical engagement with the concept.

A multi-scaling approach to predict hydraulic damage of poromaterials

The purpose of this paper is to introduce the concept of hydraulic damage and its numerical integration. Unlike the common phenomenological continuum damage mechanics approaches, the procedure introduced in this paper relies on mature concepts of homogenization, linear fracture mechanics, and thermodynamics. The model is applied to the problem of fault reactivation within resource reservoirs. The results show that propagation of weaknesses is highly driven by the contrasts of properties in porous media. In particular, it is affected by the fracture toughness of host rocks. Hydraulic damage is diffused when it takes place within extended geological units and localized at interfaces and faults.

Two-scale computational modelling of unsaturated flow in soils exhibiting small scale heterogeneities

Unsaturated water flow in soil is commonly modelled using Richards’ equation, which requires the hydraulic properties of the soil (e.g., porosity, hydraulic conductivity, etc.) to be characterised. Naturally occurring soils, however, are heterogeneous in nature, that is, they are composed of a number of interwoven homogeneous soils each with their own set of hydraulic properties. When the length scale of these soil heterogeneities is small, numerical solution of Richards’ equation is computationally impractical due to the immense effort and refinement required to mesh the actual heterogeneous geometry. A classic way forward is to use a macroscopic model, where the heterogeneous medium is replaced with a fictitious homogeneous medium, which attempts to give the average flow behaviour at the macroscopic scale (i.e., at a scale much larger than the scale of the heterogeneities). Using the homogenisation theory, a macroscopic equation can be derived that takes the form of Richards’ equation with effective parameters. A disadvantage of the macroscopic approach, however, is that it fails in cases when the assumption of local equilibrium does not hold. This limitation has seen the introduction of two-scale models that include at each point in the macroscopic domain an additional flow equation at the scale of the heterogeneities (microscopic scale). This report outlines a well-known two-scale model and contributes to the literature a number of important advances in its numerical implementation. These include the use of an unstructured control volume finite element method and image-based meshing techniques, that allow for irregular micro-scale geometries to be treated, and the use of an exponential time integration scheme that permits both scales to be resolved simultaneously in a completely coupled manner. Numerical comparisons against a classical macroscopic model confirm that only the two-scale model correctly captures the important features of the flow for a range of parameter values.

Accelerometer based performance assessment of basic routines in classical ballet

Classical ballet requires dancers to exercise significant muscle control and strength both while stationary and when moving. Following the Royal Academy of Dance (RAD) syllabus, 8 male and 27 female dancers (aged 20.2 + 1.9 yr) in a fulltime university undergraduate dance training program were asked to stand in first position for 10 seconds and then perform 10 repeats of a demi-plié exercise to a counted rhythm. Accelerometer records from the wrist, sacrum, knee and ankle were compared with the numerical scores from a professional dance instructor. The sacrum mounted sensor detected lateral tilts of the torso in dances with lower scores (Spearman’s rank correlation coefficient r = -0.64, p < 0.005). The RMS acceleration amplitude of wrist mounted sensor was linearly correlated to the movement scores (Spearman’s rank correlation coefficient r = 0.63, p < 0.005). The application of sacrum and wrist mounted sensors for biofeedback during dance training is a realistic, low cost option.