Novel analytical and numerical methods for solving fractional dynamical systems

During the past three decades, the subject of fractional calculus (that is, calculus of integrals and derivatives of arbitrary order) has gained considerable popularity and importance, mainly due to its demonstrated applications in numerous diverse and widespread fields in science and engineering. For example, fractional calculus has been successfully applied to problems in system biology, physics, chemistry and biochemistry, hydrology, medicine, and finance. In many cases these new fractional-order models are more adequate than the previously used integer-order models, because fractional derivatives and integrals enable the description of the memory and hereditary properties inherent in various materials and processes that are governed by anomalous diffusion. Hence, there is a growing need to find the solution behaviour of these fractional differential equations. However, the analytic solutions of most fractional differential equations generally cannot be obtained. As a consequence, approximate and numerical techniques are playing an important role in identifying the solution behaviour of such fractional equations and exploring their applications. The main objective of this thesis is to develop new effective numerical methods and supporting analysis, based on the finite difference and finite element methods, for solving time, space and time-space fractional dynamical systems involving fractional derivatives in one and two spatial dimensions. A series of five published papers and one manuscript in preparation will be presented on the solution of the space fractional diffusion equation, space fractional advectiondispersion equation, time and space fractional diffusion equation, time and space fractional Fokker-Planck equation with a linear or non-linear source term, and fractional cable equation involving two time fractional derivatives, respectively. One important contribution of this thesis is the demonstration of how to choose different approximation techniques for different fractional derivatives. Special attention has been paid to the Riesz space fractional derivative, due to its important application in the field of groundwater flow, system biology and finance. We present three numerical methods to approximate the Riesz space fractional derivative, namely the L1/ L2-approximation method, the standard/shifted Gr¨unwald method, and the matrix transform method (MTM). The first two methods are based on the finite difference method, while the MTM allows discretisation in space using either the finite difference or finite element methods. Furthermore, we prove the equivalence of the Riesz fractional derivative and the fractional Laplacian operator under homogeneous Dirichlet boundary conditions – a result that had not previously been established. This result justifies the aforementioned use of the MTM to approximate the Riesz fractional derivative. After spatial discretisation, the time-space fractional partial differential equation is transformed into a system of fractional-in-time differential equations. We then investigate numerical methods to handle time fractional derivatives, be they Caputo type or Riemann-Liouville type. This leads to new methods utilising either finite difference strategies or the Laplace transform method for advancing the solution in time. The stability and convergence of our proposed numerical methods are also investigated. Numerical experiments are carried out in support of our theoretical analysis. We also emphasise that the numerical methods we develop are applicable for many other types of fractional partial differential equations.

Differences in the performance of safety performance functions estimated for total crash count and for crash count by crash type

In recent years the development and use of crash prediction models for roadway safety analyses have received substantial attention. These models, also known as safety performance functions (SPFs), relate the expected crash frequency of roadway elements (intersections, road segments, on-ramps) to traffic volumes and other geometric and operational characteristics. A commonly practiced approach for applying intersection SPFs is to assume that crash types occur in fixed proportions (e.g., rear-end crashes make up 20% of crashes, angle crashes 35%, and so forth) and then apply these fixed proportions to crash totals to estimate crash frequencies by type. As demonstrated in this paper, such a practice makes questionable assumptions and results in considerable error in estimating crash proportions. Through the use of rudimentary SPFs based solely on the annual average daily traffic (AADT) of major and minor roads, the homogeneity-in-proportions assumption is shown not to hold across AADT, because crash proportions vary as a function of both major and minor road AADT. For example, with minor road AADT of 400 vehicles per day, the proportion of intersecting-direction crashes decreases from about 50% with 2,000 major road AADT to about 15% with 82,000 AADT. Same-direction crashes increase from about 15% to 55% for the same comparison. The homogeneity-in-proportions assumption should be abandoned, and crash type models should be used to predict crash frequency by crash type. SPFs that use additional geometric variables would only exacerbate the problem quantified here. Comparison of models for different crash types using additional geometric variables remains the subject of future research.

Corrupt police networks : uncovering hidden relationship patterns, functions and roles

This article applies social network analysis techniques to a case study of police corruption in order to produce findings which will assist in corruption prevention and investigation. Police corruption is commonly studied but rarely are sophisticated tools of analyse engaged to add rigour to the field of study. This article analyses the ‘First Joke’ a systemic and long lasting corruption network in the Queensland Police Force, a state police agency in Australia. It uses the data obtained from a commission of inquiry which exposed the network and develops hypotheses as to the nature of the networks structure based on existing literature into dark networks and criminal networks. These hypotheses are tested by entering the data into UCINET and analysing the outcomes through social network analysis measures of average path distance, centrality and density. The conclusions reached show that the network has characteristics not predicted by the literature.

Multiscale analysis of protein functions and stochastic modelling of gene transcriptional regulatory networks

Genomic and proteomic analyses have attracted a great deal of interests in biological research in recent years. Many methods have been applied to discover useful information contained in the enormous databases of genomic sequences and amino acid sequences. The results of these investigations inspire further research in biological fields in return. These biological sequences, which may be considered as multiscale sequences, have some specific features which need further efforts to characterise using more refined methods. This project aims to study some of these biological challenges with multiscale analysis methods and stochastic modelling approach. The first part of the thesis aims to cluster some unknown proteins, and classify their families as well as their structural classes. A development in proteomic analysis is concerned with the determination of protein functions. The first step in this development is to classify proteins and predict their families. This motives us to study some unknown proteins from specific families, and to cluster them into families and structural classes. We select a large number of proteins from the same families or superfamilies, and link them to simulate some unknown large proteins from these families. We use multifractal analysis and the wavelet method to capture the characteristics of these linked proteins. The simulation results show that the method is valid for the classification of large proteins. The second part of the thesis aims to explore the relationship of proteins based on a layered comparison with their components. Many methods are based on homology of proteins because the resemblance at the protein sequence level normally indicates the similarity of functions and structures. However, some proteins may have similar functions with low sequential identity. We consider protein sequences at detail level to investigate the problem of comparison of proteins. The comparison is based on the empirical mode decomposition (EMD), and protein sequences are detected with the intrinsic mode functions. A measure of similarity is introduced with a new cross-correlation formula. The similarity results show that the EMD is useful for detection of functional relationships of proteins. The third part of the thesis aims to investigate the transcriptional regulatory network of yeast cell cycle via stochastic differential equations. As the investigation of genome-wide gene expressions has become a focus in genomic analysis, researchers have tried to understand the mechanisms of the yeast genome for many years. How cells control gene expressions still needs further investigation. We use a stochastic differential equation to model the expression profile of a target gene. We modify the model with a Gaussian membership function. For each target gene, a transcriptional rate is obtained, and the estimated transcriptional rate is also calculated with the information from five possible transcriptional regulators. Some regulators of these target genes are verified with the related references. With these results, we construct a transcriptional regulatory network for the genes from the yeast Saccharomyces cerevisiae. The construction of transcriptional regulatory network is useful for detecting more mechanisms of the yeast cell cycle.

Non-invasive assessment of tear film surface quality

The tear film plays an important role preserving the health of the ocular surface and maintaining the optimal refractive power of the cornea. Moreover dry eye syndrome is one of the most commonly reported eye health problems. This syndrome is caused by abnormalities in the properties of the tear film. Current clinical tools to assess the tear film properties have shown certain limitations. The traditional invasive methods for the assessment of tear film quality, which are used by most clinicians, have been criticized for the lack of reliability and/or repeatability. A range of non-invasive methods of tear assessment have been investigated, but also present limitations. Hence no “gold standard” test is currently available to assess the tear film integrity. Therefore, improving techniques for the assessment of the tear film quality is of clinical significance and the main motivation for the work described in this thesis. In this study the tear film surface quality (TFSQ) changes were investigated by means of high-speed videokeratoscopy (HSV). In this technique, a set of concentric rings formed in an illuminated cone or a bowl is projected on the anterior cornea and their reflection from the ocular surface imaged on a charge-coupled device (CCD). The reflection of the light is produced in the outer most layer of the cornea, the tear film. Hence, when the tear film is smooth the reflected image presents a well structure pattern. In contrast, when the tear film surface presents irregularities, the pattern also becomes irregular due to the light scatter and deviation of the reflected light. The videokeratoscope provides an estimate of the corneal topography associated with each Placido disk image. Topographical estimates, which have been used in the past to quantify tear film changes, may not always be suitable for the evaluation of all the dynamic phases of the tear film. However the Placido disk image itself, which contains the reflected pattern, may be more appropriate to assess the tear film dynamics. A set of novel routines have been purposely developed to quantify the changes of the reflected pattern and to extract a time series estimate of the TFSQ from the video recording. The routine extracts from each frame of the video recording a maximized area of analysis. In this area a metric of the TFSQ is calculated. Initially two metrics based on the Gabor filter and Gaussian gradient-based techniques, were used to quantify the consistency of the pattern’s local orientation as a metric of TFSQ. These metrics have helped to demonstrate the applicability of HSV to assess the tear film, and the influence of contact lens wear on TFSQ. The results suggest that the dynamic-area analysis method of HSV was able to distinguish and quantify the subtle, but systematic degradation of tear film surface quality in the inter-blink interval in contact lens wear. It was also able to clearly show a difference between bare eye and contact lens wearing conditions. Thus, the HSV method appears to be a useful technique for quantitatively investigating the effects of contact lens wear on the TFSQ. Subsequently a larger clinical study was conducted to perform a comparison between HSV and two other non-invasive techniques, lateral shearing interferometry (LSI) and dynamic wavefront sensing (DWS). Of these non-invasive techniques, the HSV appeared to be the most precise method for measuring TFSQ, by virtue of its lower coefficient of variation. While the LSI appears to be the most sensitive method for analyzing the tear build-up time (TBUT). The capability of each of the non-invasive methods to discriminate dry eye from normal subjects was also investigated. The receiver operating characteristic (ROC) curves were calculated to assess the ability of each method to predict dry eye syndrome. The LSI technique gave the best results under both natural blinking conditions and in suppressed blinking conditions, which was closely followed by HSV. The DWS did not perform as well as LSI or HSV. The main limitation of the HSV technique, which was identified during the former clinical study, was the lack of the sensitivity to quantify the build-up/formation phase of the tear film cycle. For that reason an extra metric based on image transformation and block processing was proposed. In this metric, the area of analysis was transformed from Cartesian to Polar coordinates, converting the concentric circles pattern into a quasi-straight lines image in which a block statistics value was extracted. This metric has shown better sensitivity under low pattern disturbance as well as has improved the performance of the ROC curves. Additionally a theoretical study, based on ray-tracing techniques and topographical models of the tear film, was proposed to fully comprehend the HSV measurement and the instrument’s potential limitations. Of special interested was the assessment of the instrument’s sensitivity under subtle topographic changes. The theoretical simulations have helped to provide some understanding on the tear film dynamics, for instance the model extracted for the build-up phase has helped to provide some insight into the dynamics during this initial phase. Finally some aspects of the mathematical modeling of TFSQ time series have been reported in this thesis. Over the years, different functions have been used to model the time series as well as to extract the key clinical parameters (i.e., timing). Unfortunately those techniques to model the tear film time series do not simultaneously consider the underlying physiological mechanism and the parameter extraction methods. A set of guidelines are proposed to meet both criteria. Special attention was given to a commonly used fit, the polynomial function, and considerations to select the appropriate model order to ensure the true derivative of the signal is accurately represented. The work described in this thesis has shown the potential of using high-speed videokeratoscopy to assess tear film surface quality. A set of novel image and signal processing techniques have been proposed to quantify different aspects of the tear film assessment, analysis and modeling. The dynamic-area HSV has shown good performance in a broad range of conditions (i.e., contact lens, normal and dry eye subjects). As a result, this technique could be a useful clinical tool to assess tear film surface quality in the future.

Design of experiments for bivariate binary responses modelled by Copula functions

Optimal design for generalized linear models has primarily focused on univariate data. Often experiments are performed that have multiple dependent responses described by regression type models, and it is of interest and of value to design the experiment for all these responses. This requires a multivariate distribution underlying a pre-chosen model for the data. Here, we consider the design of experiments for bivariate binary data which are dependent. We explore Copula functions which provide a rich and flexible class of structures to derive joint distributions for bivariate binary data. We present methods for deriving optimal experimental designs for dependent bivariate binary data using Copulas, and demonstrate that, by including the dependence between responses in the design process, more efficient parameter estimates are obtained than by the usual practice of simply designing for a single variable only. Further, we investigate the robustness of designs with respect to initial parameter estimates and Copula function, and also show the performance of compound criteria within this bivariate binary setting.

Active Notch1 confers a transformed phenotype to primary human melanocytes

The importance of mitogen-activated protein kinase signaling in melanoma is underscored by the prevalence of activating mutations in N-Ras and B-Raf, yet clinical development of inhibitors of this pathway has been largely ineffective, suggesting that alternative oncogenes may also promote melanoma. Notch is an interesting candidate that has only been correlated with melanoma development and progression; a thorough assessment of tumor-initiating effects of activated Notch on human melanocytes would clarify the mounting correlative evidence and perhaps identify a novel target for an otherwise untreatable disease. Analysis of a substantial panel of cell lines and patient lesions showed that Notch activity is significantly higher in melanomas than their nontransformed counterparts. The use of a constitutively active, truncated Notch transgene construct (N(IC)) was exploited to determine if Notch activation is a "driving" event in melanocytic transformation or instead a "passenger" event associated with melanoma progression. N(IC)-infected melanocytes displayed increased proliferative capacity and biological features more reminiscent of melanoma, such as dysregulated cell adhesion and migration. Gene expression analyses supported these observations and aided in the identification of MCAM, an adhesion molecule associated with acquisition of the malignant phenotype, as a direct target of Notch transactivation. N(IC)-positive melanocytes grew at clonal density, proliferated in limiting media conditions, and also exhibited anchorage-independent growth, suggesting that Notch alone is a transforming oncogene in human melanocytes, a phenomenon not previously described for any melanoma oncogene. This new information yields valuable insight into the basic epidemiology of melanoma and launches a realm of possibilities for drug intervention in this deadly disease.

Evaluating multivariate volatility forecasts : how effective are statistical and economic loss functions?

Multivariate volatility forecasts are an important input in many financial applications, in particular portfolio optimisation problems. Given the number of models available and the range of loss functions to discriminate between them, it is obvious that selecting the optimal forecasting model is challenging. The aim of this thesis is to thoroughly investigate how effective many commonly used statistical (MSE and QLIKE) and economic (portfolio variance and portfolio utility) loss functions are at discriminating between competing multivariate volatility forecasts. An analytical investigation of the loss functions is performed to determine whether they identify the correct forecast as the best forecast. This is followed by an extensive simulation study examines the ability of the loss functions to consistently rank forecasts, and their statistical power within tests of predictive ability. For the tests of predictive ability, the model confidence set (MCS) approach of Hansen, Lunde and Nason (2003, 2011) is employed. As well, an empirical study investigates whether simulation findings hold in a realistic setting. In light of these earlier studies, a major empirical study seeks to identify the set of superior multivariate volatility forecasting models from 43 models that use either daily squared returns or realised volatility to generate forecasts. This study also assesses how the choice of volatility proxy affects the ability of the statistical loss functions to discriminate between forecasts. Analysis of the loss functions shows that QLIKE, MSE and portfolio variance can discriminate between multivariate volatility forecasts, while portfolio utility cannot. An examination of the effective loss functions shows that they all can identify the correct forecast at a point in time, however, their ability to discriminate between competing forecasts does vary. That is, QLIKE is identified as the most effective loss function, followed by portfolio variance which is then followed by MSE. The major empirical analysis reports that the optimal set of multivariate volatility forecasting models includes forecasts generated from daily squared returns and realised volatility. Furthermore, it finds that the volatility proxy affects the statistical loss functions’ ability to discriminate between forecasts in tests of predictive ability. These findings deepen our understanding of how to choose between competing multivariate volatility forecasts.