Quasistationarity of continuous-time Markov chains with positive drift

We shall study continuous-time Markov chains on the nonnegative integers which are both irreducible and transient, and which exhibit discernible stationarity before drift to infinity sets in. We will show how this 'quasi' stationary behaviour can be modelled using a limiting conditional distribution: specifically, the limiting state probabilities conditional on not having left 0 for the last time. By way of a dual chain, obtained by killing the original process on last exit from 0, we invoke the theory of quasistationarity for absorbing Markov chains. We prove that the conditioned state probabilities of the original chain are equal to the state probabilities of its dual conditioned on non-absorption, thus allowing us to establish the simultaneous existence and then equivalence, of their limiting conditional distributions. Although a limiting conditional distribution for the dual chain is always a quasistationary distribution in the usual sense, a similar statement is not possible for the original chain.

New methods for determining quasi-stationary distributions for Markov chains

We shall be concerned with the problem of determining quasi-stationary distributions for Markovian models directly from their transition rates Q. We shall present simple conditions for a mu-invariant measure m for Q to be mu-invariant for the transition function, so that if m is finite, it can be normalized to produce a quasi-stationary distribution. (C) 2000 Elsevier Science Ltd. All rights reserved.

Identifying regional dust transport pathways: Application of kinematic trajectory modelling to a trans-Tasman case

PI kinematic trajectory model is used to investigate potential pathways of dust transport from Australia to New Zealand. Historically, these have been assumed to follow rather direct west-east trajectories spanning 2 to 3 days, often resulting in red snow events in the Southern Alps of New Zealand. However, results from the present study which examined the route taken by air parcels originating in southern Australia during dust storms on 24 and 25 May 1994, indicate that trans-Tasman dust transport trajectories are more diverse than previously thought, and display considerable variation during single events. These mon divergent pathways tie in more closely with aeolian dust sedimentation patterns identified by ocean coring in the Tasman Sea, and may account for the deposition of Australian dust on sub-Antarctic islands located well south of the Australian continent. Copyright 2000 John Wiley Sons, Ltd.

Numerical modelling of double diffusion driven reactive flow transport in deformable fluid-saturated porous media with particular consideration of temperature-dependent chemical reaction rates

Numerical methods ave used to solve double diffusion driven reactive flow transport problems in deformable fluid-saturated porous media. in particular, thp temperature dependent reaction rate in the non-equilibrium chemical reactions is considered. A general numerical solution method, which is a combination of the finite difference method in FLAG and the finite element method in FIDAP, to solve the fully coupled problem involving material deformation, pore-fluid flow, heat transfer and species transport/chemical reactions in deformable fluid-saturated porous media has been developed The coupled problem is divided into two subproblems which are solved interactively until the convergence requirement is met. Owing to the approximate nature of the numerical method, if is essential to justify the numerical solutions through some kind of theoretical analysis. This has been highlighted in this paper The related numerical results, which are justified by the theoretical analysis, have demonstrated that the proposed solution method is useful for and applicable to a wide range of fully coupled problems in the field of science and engineering.

Indicators used to measure the innovation process: defects and possible remedies

Some diverse indicators used to measure the innovation process are considered, They include those with art aggregate, and often national, focus, and rely on data from scientific publications, patents and R&D expenditures, etc. Others have a firm-level perspective, relying primarily on surveys or case studies. Also included are indicators derived from specialized databases, or consensual agreements reached through foresight exercises. There is an obvious need for greater integration of the various approaches to capture move effectively the richness of available data and better reflect the reality of innovation. The focus for such integration could be in the area of technology strategy, which integrates the diverse scientific, technological, and innovation activities of firms within their operating environments; improved capacity to measure it has implications for policy-makers, managers and researchers.

Robust Mixture Modelling Using the t Distribution

Normal mixture models are being increasingly used to model the distributions of a wide variety of random phenomena and to cluster sets of continuous multivariate data. However, for a set of data containing a group or groups of observations with longer than normal tails or atypical observations, the use of normal components may unduly affect the fit of the mixture model. In this paper, we consider a more robust approach by modelling the data by a mixture of t distributions. The use of the ECM algorithm to fit this t mixture model is described and examples of its use are given in the context of clustering multivariate data in the presence of atypical observations in the form of background noise.

Numerical modelling of single-layer folding: clarification of an issue regarding the possible effect of computer codes and the influence of initial irregularities

The influence of initial perturbation geometry and material propel-ties on final fold geometry has been investigated using finite-difference (FLAC) and finite-element (MARC) numerical models. Previous studies using these two different codes reported very different folding behaviour although the material properties, boundary conditions and initial perturbation geometries were similar. The current results establish that the discrepancy was not due to the different computer codes but due to the different strain rates employed in the two previous studies (i.e. 10(-6) s(-1) in the FLAC models and 10(-14) s(-1) in the MARC models). As a result, different parts of the elasto-viscous rheological field were bring investigated. For the same material properties, strain rate and boundary conditions, the present results using the two different codes are consistent. A transition in Folding behaviour, from a situation where the geometry of initial perturbation determines final fold shape to a situation where material properties control the final geometry, is produced using both models. This transition takes place with increasing strain rate, decreasing elastic moduli or increasing viscosity (reflecting in each case the increasing influence of the elastic component in the Maxwell elastoviscous rheology). The transition described here is mechanically feasible but is associated with very high stresses in the competent layer (on the order of GPa), which is improbable under natural conditions. (C) 2000 Elsevier Science Ltd. All rights reserved.

Context-free and context-sensitive dynamics in recurrent neural networks

Continuous-valued recurrent neural networks can learn mechanisms for processing context-free languages. The dynamics of such networks is usually based on damped oscillation around fixed points in state space and requires that the dynamical components are arranged in certain ways. It is shown that qualitatively similar dynamics with similar constraints hold for a(n)b(n)c(n), a context-sensitive language. The additional difficulty with a(n)b(n)c(n), compared with the context-free language a(n)b(n), consists of 'counting up' and 'counting down' letters simultaneously. The network solution is to oscillate in two principal dimensions, one for counting up and one for counting down. This study focuses on the dynamics employed by the sequential cascaded network, in contrast to the simple recurrent network, and the use of backpropagation through time. Found solutions generalize well beyond training data, however, learning is not reliable. The contribution of this study lies in demonstrating how the dynamics in recurrent neural networks that process context-free languages can also be employed in processing some context-sensitive languages (traditionally thought of as requiring additional computation resources). This continuity of mechanism between language classes contributes to our understanding of neural networks in modelling language learning and processing.

Hybrid modelling of coupled pore fluid-solid deformation problems

A hybrid formulation for coupled pore fluid-solid deformation problems is proposed. The scheme is a hybrid in the sense that we use a vertex centered finite volume formulation for the analysis of the pore fluid and a particle method for the solid in our model. The pore fluid formally occupies the same space as the solid particles. The size of the particles is not necessarily equal to the physical size of materials. A finite volume mesh for the pore fluid flow is generated by Delaunay triangulation. Each triangle possesses an initial porosity. Changes of the porosity are specified by the translations of the mass centers of particles. Net pore pressure gradients are applied to the particle centers and are considered in the particle momentum balance. The potential of our model is illustrated by means of a simulation of coupled fracture and fluid flow developed in porous rock under biaxial compression condition.

Finite element modelling of three-dimensional convection problems in fluid-saturated porous media heated from below

We use the finite element method to model three-dimensional convective pore-fluid flow in fluid-saturated porous media when they are heated from below. In particular, we employ the particle-tracking technique to mimic the trajectories of particles in three-dimensional fluid flow problems. The related numerical results demonstrated that: (1) The progressive asymptotic approach procedure, which was previously developed for the finite element modelling of two-dimensional convective pore-fluid flow problems, is equally applicable to the finite element modelling of three-dimensional convective pore-fluid flow in fluid-saturated porous media heated from below. (2) The perturbation of gravity at different planes has a significant effect on the pattern of three-dimensional convective pore-fluid flow and therefore, may influence the pattern of orebody formation and mineralization in three-dimensional hydrothermal systems. Copyright (C) 2001 John Wiley & Sons, Ltd.

Simultaneous steady state and dynamic design of process systems using structural indicators

The simultaneous design of the steady-state and dynamic performance of a process has the ability to satisfy much more demanding dynamic performance criteria than the design of dynamics only by the connection of a control system. A method for designing process dynamics based on the use of a linearised systems' eigenvalues has been developed. The eigenvalues are associated with system states using the unit perturbation spectral resolution (UPSR), characterising the dynamics of each state. The design method uses a homotopy approach to determine a final design which satisfies both steady-state and dynamic performance criteria. A highly interacting single stage forced circulation evaporator system, including control loops, was designed by this method with the goal of reducing the time taken for the liquid composition to reach steady-state. Initially the system was successfully redesigned to speed up the eigenvalue associated with the liquid composition state, but this did not result in an improved startup performance. Further analysis showed that the integral action of the composition controller was the source of the limiting eigenvalue. Design changes made to speed up this eigenvalue did result in an improved startup performance. The proposed approach provides a structured way to address the design-control interface, giving significant insight into the dynamic behaviour of the system such that a systematic design or redesign of an existing system can be undertaken with confidence.

An assumption-driven case-specific model editor

A case sensitive intelligent model editor has been developed for constructing consistent lumped dynamic process models and for simplifying them using modelling assumptions. The approach is based on a systematic assumption-driven modelling procedure and on the syntax and semantics of process,models and the simplifying assumptions.

Modelling solute transport in structured soils: Performance evaluation of the ADR and TRM models

The movement of chemicals through the soil to the groundwater or discharged to surface waters represents a degradation of these resources. In many cases, serious human and stock health implications are associated with this form of pollution. The chemicals of interest include nutrients, pesticides, salts, and industrial wastes. Recent studies have shown that current models and methods do not adequately describe the leaching of nutrients through soil, often underestimating the risk of groundwater contamination by surface-applied chemicals, and overestimating the concentration of resident solutes. This inaccuracy results primarily from ignoring soil structure and nonequilibrium between soil constituents, water, and solutes. A multiple sample percolation system (MSPS), consisting of 25 individual collection wells, was constructed to study the effects of localized soil heterogeneities on the transport of nutrients (NO3-, Cl-, PO43-) in the vadose zone of an agricultural soil predominantly dominated by clay. Very significant variations in drainage patterns across a small spatial scale were observed tone-way ANOVA, p < 0.001) indicating considerable heterogeneity in water flow patterns and nutrient leaching. Using data collected from the multiple sample percolation experiments, this paper compares the performance of two mathematical models for predicting solute transport, the advective-dispersion model with a reaction term (ADR), and a two-region preferential flow model (TRM) suitable for modelling nonequilibrium transport. These results have implications for modelling solute transport and predicting nutrient loading on a larger scale. (C) 2001 Elsevier Science Ltd. All rights reserved.

Modelling life history strategies with capture-recapture data: Evolutionary demography of the water skink Eulamprus tympanum

Matrix population models, elasticity analysis and loop analysis can potentially provide powerful techniques for the analysis of life histories. Data from a capture-recapture study on a population of southern highland water skinks (Eulamprus tympanum) were used to construct a matrix population model. Errors in elasticities were calculated by using the parametric bootstrap technique. Elasticity and loop analyses were then conducted to identify the life history stages most important to fitness. The same techniques were used to investigate the relative importance of fast versus slow growth, and rapid versus delayed reproduction. Mature water skinks were long-lived, but there was high immature mortality. The most sensitive life history stage was the subadult stage. It is suggested that life history evolution in E. tympanum may be strongly affected by predation, particularly by birds. Because our population declined over the study, slow growth and delayed reproduction were the optimal life history strategies over this period. Although the techniques of evolutionary demography provide a powerful approach for the analysis of life histories, there are formidable logistical obstacles in gathering enough high-quality data for robust estimates of the critical parameters.