Managing uncertainty in complex stochastic models: design and emulation of a Rabies model

In this paper we present a novel method for emulating a stochastic, or random output, computer model and show its application to a complex rabies model. The method is evaluated both in terms of accuracy and computational efficiency on synthetic data and the rabies model. We address the issue of experimental design and provide empirical evidence on the effectiveness of utilizing replicate model evaluations compared to a space-filling design. We employ the Mahalanobis error measure to validate the heteroscedastic Gaussian process based emulator predictions for both the mean and (co)variance. The emulator allows efficient screening to identify important model inputs and better understanding of the complex behaviour of the rabies model.

The choice of the model in inventory control and the cost of sophistication

This thesis is concerned with the inventory control of items that can be considered independent of one another. The decisions when to order and in what quantity, are the controllable or independent variables in cost expressions which are minimised. The four systems considered are referred to as (Q, R), (nQ,R,T), (M,T) and (M,R,T). Wiith ((Q,R) a fixed quantity Q is ordered each time the order cover (i.e. stock in hand plus on order ) equals or falls below R, the re-order level. With the other three systems reviews are made only at intervals of T. With (nQ,R,T) an order for nQ is placed if on review the inventory cover is less than or equal to R, where n, which is an integer, is chosen at the time so that the new order cover just exceeds R. In (M, T) each order increases the order cover to M. Fnally in (M, R, T) when on review, order cover does not exceed R, enough is ordered to increase it to M. The (Q, R) system is examined at several levels of complexity, so that the theoretical savings in inventory costs obtained with more exact models could be compared with the increases in computational costs. Since the exact model was preferable for the (Q,R) system only exact models were derived for theoretical systems for the other three. Several methods of optimization were tried, but most were found inappropriate for the exact models because of non-convergence. However one method did work for each of the exact models. Demand is considered continuous, and with one exception, the distribution assumed is the normal distribution truncated so that demand is never less than zero. Shortages are assumed to result in backorders, not lost sales. However, the shortage cost is a function of three items, one of which, the backorder cost, may be either a linear, quadratic or an exponential function of the length of time of a backorder, with or without period of grace. Lead times are assumed constant or gamma distributed. Lastly, the actual supply quantity is allowed to be distributed. All the sets of equations were programmed for a KDF 9 computer and the computed performances of the four inventory control procedures are compared under each assurnption.

Contrast integration over area is extensive: a three-stage model of spatial summation

Classical studies of area summation measure contrast detection thresholds as a function of grating diameter. Unfortunately, (i) this approach is compromised by retinal inhomogeneity and (ii) it potentially confounds summation of signal with summation of internal noise. The Swiss cheese stimulus of T. S. Meese and R. J. Summers (2007) and the closely related Battenberg stimulus of T. S. Meese (2010) were designed to avoid these problems by keeping target diameter constant and modulating interdigitated checks of first-order carrier contrast within the stimulus region. This approach has revealed a contrast integration process with greater potency than the classical model of spatial probability summation. Here, we used Swiss cheese stimuli to investigate the spatial limits of contrast integration over a range of carrier frequencies (1–16 c/deg) and raised plaid modulator frequencies (0.25–32 cycles/check). Subthreshold summation for interdigitated carrier pairs remained strong (~4 to 6 dB) up to 4 to 8 cycles/check. Our computational analysis of these results implied linear signal combination (following square-law transduction) over either (i) 12 carrier cycles or more or (ii) 1.27 deg or more. Our model has three stages of summation: short-range summation within linear receptive fields, medium-range integration to compute contrast energy for multiple patches of the image, and long-range pooling of the contrast integrators by probability summation. Our analysis legitimizes the inclusion of widespread integration of signal (and noise) within hierarchical image processing models. It also confirms the individual differences in the spatial extent of integration that emerge from our approach.

Investigating viscous fluid flow in an internal mixer using computational fluid dynamics

This thesis presents an effective methodology for the generation of a simulation which can be used to increase the understanding of viscous fluid processing equipment and aid in their development, design and optimisation. The Hampden RAPRA Torque Rheometer internal batch twin rotor mixer has been simulated with a view to establishing model accuracies, limitations, practicalities and uses. As this research progressed, via the analyses several 'snap-shot' analysis of several rotor configurations using the commercial code Polyflow, it was evident that the model was of some worth and its predictions are in good agreement with the validation experiments, however, several major restrictions were identified. These included poor element form, high man-hour requirements for the construction of each geometry and the absence of the transient term in these models. All, or at least some, of these limitations apply to the numerous attempts to model internal mixes by other researchers and it was clear that there was no generally accepted methodology to provide a practical three-dimensional model which has been adequately validated. This research, unlike others, presents a full complex three-dimensional, transient, non-isothermal, generalised non-Newtonian simulation with wall slip which overcomes these limitations using unmatched ridding and sliding mesh technology adapted from CFX codes. This method yields good element form and, since only one geometry has to be constructed to represent the entire rotor cycle, is extremely beneficial for detailed flow field analysis when used in conjunction with user defined programmes and automatic geometry parameterisation (AGP), and improves accuracy for investigating equipment design and operation conditions. Model validation has been identified as an area which has been neglected by other researchers in this field, especially for time dependent geometries, and has been rigorously pursued in terms of qualitative and quantitative velocity vector analysis of the isothermal, full fill mixing of generalised non-Newtonian fluids, as well as torque comparison, with a relatively high degree of success. This indicates that CFD models of this type can be accurate and perhaps have not been validated to this extent previously because of the inherent difficulties arising from most real processes.

Edge coding in human vision: a psychophysical and computational investigation

This thesis presents a study of how edges are detected and encoded by the human visual system. The study begins with theoretical work on the development of a model of edge processing, and includes psychophysical experiments on humans, and computer simulations of these experiments, using the model. The first chapter reviews the literature on edge processing in biological and machine vision, and introduces the mathematical foundations of this area of research. The second chapter gives a formal presentation of a model of edge perception that detects edges and characterizes their blur, contrast and orientation, using Gaussian derivative templates. This model has previously been shown to accurately predict human performance in blur matching tasks with several different types of edge profile. The model provides veridical estimates of the blur and contrast of edges that have a Gaussian integral profile. Since blur and contrast are independent parameters of Gaussian edges, the model predicts that varying one parameter should not affect perception of the other. Psychophysical experiments showed that this prediction is incorrect: reducing the contrast makes an edge look sharper; increasing the blur reduces the perceived contrast. Both of these effects can be explained by introducing a smoothed threshold to one of the processing stages of the model. It is shown that, with this modification,the model can predict the perceived contrast and blur of a number of edge profiles that differ markedly from the ideal Gaussian edge profiles on which the templates are based. With only a few exceptions, the results from all the experiments on blur and contrast perception can be explained reasonably well using one set of parameters for each subject. In the few cases where the model fails, possible extensions to the model are discussed.

Evolution of competing strategies in a threshold model for task allocation

A nature inspired decentralised multi-agent algorithm is proposed to solve a problem of distributed task allocation in which cities produce and store batches of different mail types. Agents must collect and process the mail batches, without global knowledge of their environment or communication between agents. The problem is constrained so that agents are penalised for switching mail types. When an agent process a mail batch of different type to the previous one, it must undergo a change-over, with repeated change-overs rendering the agent inactive. The efficiency (average amount of mail retrieved), and the flexibility (ability of the agents to react to changes in the environment) are investigated both in static and dynamic environments and with respect to sudden changes. New rules for mail selection and specialisation are proposed and are shown to exhibit improved efficiency and flexibility compared to existing ones. We employ a evolutionary algorithm which allows the various rules to evolve and compete. Apart from obtaining optimised parameters for the various rules for any environment, we also observe extinction and speciation.

A two-stage win–win multiattribute negotiation model:optimization and then concession

Many automated negotiation models have been developed to solve the conflict in many distributed computational systems. However, the problem of finding win-win outcome in multiattribute negotiation has not been tackled well. To address this issue, based on an evolutionary method of multiobjective optimization, this paper presents a negotiation model that can find win-win solutions of multiple attributes, but needs not to reveal negotiating agents' private utility functions to their opponents or a third-party mediator. Moreover, we also equip our agents with a general type of utility functions of interdependent multiattributes, which captures human intuitions well. In addition, we also develop a novel time-dependent concession strategy model, which can help both sides find a final agreement among a set of win-win ones. Finally, lots of experiments confirm that our negotiation model outperforms the existing models developed recently. And the experiments also show our model is stable and efficient in finding fair win-win outcomes, which is seldom solved in the existing models. © 2012 Wiley Periodicals, Inc.

Effects of syllable structure in aphasic errors:implications for a new model of speech production

Current models of word production assume that words are stored as linear sequences of phonemes which are structured into syllables only at the moment of production. This is because syllable structure is always recoverable from the sequence of phonemes. In contrast, we present theoretical and empirical evidence that syllable structure is lexically represented. Storing syllable structure would have the advantage of making representations more stable and resistant to damage. On the other hand, re-syllabifications affect only a minimal part of phonological representations and occur only in some languages and depending on speech register. Evidence for these claims comes from analyses of aphasic errors which not only respect phonotactic constraints, but also avoid transformations which move the syllabic structure of the word further away from the original structure, even when equating for segmental complexity. This is true across tasks, types of errors, and, crucially, types of patients. The same syllabic effects are shown by apraxic patients and by phonological patients who have more central difficulties in retrieving phonological representations. If syllable structure was only computed after phoneme retrieval, it would have no way to influence the errors of phonological patients. Our results have implications for psycholinguistic and computational models of language as well as for clinical and educational practices.

A stepwise fuzzy linear programming model with possibility and necessity relations

Linear programming (LP) is the most widely used optimization technique for solving real-life problems because of its simplicity and efficiency. Although conventional LP models require precise data, managers and decision makers dealing with real-world optimization problems often do not have access to exact values. Fuzzy sets have been used in the fuzzy LP (FLP) problems to deal with the imprecise data in the decision variables, objective function and/or the constraints. The imprecisions in the FLP problems could be related to (1) the decision variables; (2) the coefficients of the decision variables in the objective function; (3) the coefficients of the decision variables in the constraints; (4) the right-hand-side of the constraints; or (5) all of these parameters. In this paper, we develop a new stepwise FLP model where fuzzy numbers are considered for the coefficients of the decision variables in the objective function, the coefficients of the decision variables in the constraints and the right-hand-side of the constraints. In the first step, we use the possibility and necessity relations for fuzzy constraints without considering the fuzzy objective function. In the subsequent step, we extend our method to the fuzzy objective function. We use two numerical examples from the FLP literature for comparison purposes and to demonstrate the applicability of the proposed method and the computational efficiency of the procedures and algorithms. © 2013-IOS Press and the authors. All rights reserved.

Modelling a biochemical reaction with computational fluid dynamics

Earlier investigations (Cartland Glover et al., 2004) into the use of computational fluid dynamics (CFD) for the modelling of gas-liquid and gas-liquid-solid flow allowed a simple biochemical reaction model to be implemented. A single plane mesh was used to represent the transport and reaction of molasses, the mould Aspergillus niger and citric acid in a bubble column with a height to diameter aspect ratio of 20:1. Two specific growth rates were used to examine the impact that biomass growth had on the local solids concentration and the effect this had on the local hydrodynamics of the bubble column.

Breakage model development and application with CFD for predicting breakage of whey protein precipitate particles

Particle breakage due to fluid flow through various geometries can have a major influence on the performance of particle/fluid processes and on the product quality characteristics of particle/fluid products. In this study, whey protein precipitate dispersions were used as a case study to investigate the effect of flow intensity and exposure time on the breakage of these precipitate particles. Computational fluid dynamic (CFD) simulations were performed to evaluate the turbulent eddy dissipation rate (TED) and associated exposure time along various flow geometries. The focus of this work is on the predictive modelling of particle breakage in particle/fluid systems. A number of breakage models were developed to relate TED and exposure time to particle breakage. The suitability of these breakage models was evaluated for their ability to predict the experimentally determined breakage of the whey protein precipitate particles. A "power-law threshold" breakage model was found to provide a satisfactory capability for predicting the breakage of the whey protein precipitate particles. The whey protein precipitate dispersions were propelled through a number of different geometries such as bends, tees and elbows, and the model accurately predicted the mean particle size attained after flow through these geometries. © 2005 Elsevier Ltd. All rights reserved.

Intonation contour realisation for Standard Yorùbá text-to-speech synthesis:a fuzzy computational approach

This paper presents a novel intonation modelling approach and demonstrates its applicability using the Standard Yorùbá language. Our approach is motivated by the theory that abstract and realised forms of intonation and other dimensions of prosody should be modelled within a modular and unified framework. In our model, this framework is implemented using the Relational Tree (R-Tree) technique. The R-Tree is a sophisticated data structure for representing a multi-dimensional waveform in the form of a tree. Our R-Tree for an utterance is generated in two steps. First, the abstract structure of the waveform, called the Skeletal Tree (S-Tree), is generated using tone phonological rules for the target language. Second, the numerical values of the perceptually significant peaks and valleys on the S-Tree are computed using a fuzzy logic based model. The resulting points are then joined by applying interpolation techniques. The actual intonation contour is synthesised by Pitch Synchronous Overlap Technique (PSOLA) using the Praat software. We performed both quantitative and qualitative evaluations of our model. The preliminary results suggest that, although the model does not predict the numerical speech data as accurately as contemporary data-driven approaches, it produces synthetic speech with comparable intelligibility and naturalness. Furthermore, our model is easy to implement, interpret and adapt to other tone languages.

A bi-objective weighted model for improving the discrimination power in MCDEA

Lack of discrimination power and poor weight dispersion remain major issues in Data Envelopment Analysis (DEA). Since the initial multiple criteria DEA (MCDEA) model developed in the late 1990s, only goal programming approaches; that is, the GPDEA-CCR and GPDEA-BCC were introduced for solving the said problems in a multi-objective framework. We found GPDEA models to be invalid and demonstrate that our proposed bi-objective multiple criteria DEA (BiO-MCDEA) outperforms the GPDEA models in the aspects of discrimination power and weight dispersion, as well as requiring less computational codes. An application of energy dependency among 25 European Union member countries is further used to describe the efficacy of our approach. © 2013 Elsevier B.V. All rights reserved.

Travelling-wave model of semiconductor optical amplifier based non-linear loop mirror

A travelling-wave model of a semiconductor optical amplifier based non-linear loop mirror is developed to investigate the importance of travelling-wave effects and gain/phase dynamics in predicting device behaviour. A constant effective carrier recovery lifetime approximation is found to be reasonably accurate (±10%) within a wide range of control pulse energies. Based on this approximation, a heuristic model is developed for maximum computational efficiency. The models are applied to a particular configuration involving feedback.

Molecular Dynamics implementation of BN2D or 'Mercedes Benz' water model

Two-dimensional 'Mercedes Benz' (MB) or BN2D water model (Naim, 1971) is implemented in Molecular Dynamics. It is known that the MB model can capture abnormal properties of real water (high heat capacity, minima of pressure and isothermal compressibility, negative thermal expansion coefficient) (Silverstein et al., 1998). In this work formulas for calculating the thermodynamic, structural and dynamic properties in microcanonical (NVE) and isothermal-isobaric (NPT) ensembles for the model from Molecular Dynamics simulation are derived and verified against known Monte Carlo results. The convergence of the thermodynamic properties and the system's numerical stability are investigated. The results qualitatively reproduce the peculiarities of real water making the model a visually convenient tool that also requires less computational resources, thus allowing simulations of large (hydrodynamic scale) molecular systems. We provide the open source code written in C/C++ for the BN2D water model implementation using Molecular Dynamics.