Reliable Cellular Automata with Self-Organization

In a probabilistic cellular automaton in which all local transitions have positive probability, the problem of keeping a bit of information for more than a constant number of steps is nontrivial, even in an infinite automaton. Still, there is a solution in 2 dimensions, and this solution can be used to construct a simple 3-dimensional discrete-time universal fault-tolerant cellular automaton. This technique does not help much to solve the following problems: remembering a bit of information in 1 dimension; computing in dimensions lower than 3; computing in any dimension with non-synchronized transitions. Our more complex technique organizes the cells in blocks that perform a reliable simulation of a second (generalized) cellular automaton. The cells of the latter automaton are also organized in blocks, simulating even more reliably a third automaton, etc. Since all this (a possibly infinite hierarchy) is organized in "software", it must be under repair all the time from damage caused by errors. A large part of the problem is essentially self-stabilization recovering from a mess of arbitrary-size and content caused by the faults. The present paper constructs an asynchronous one-dimensional fault-tolerant cellular automaton, with the further feature of "self-organization". The latter means that unless a large amount of input information must be given, the initial configuration can be chosen to be periodical with a small period.

Estimation and Prediction of Evolving Color Distributions for Skin Segmentation Under Varying Illumination

A novel approach for real-time skin segmentation in video sequences is described. The approach enables reliable skin segmentation despite wide variation in illumination during tracking. An explicit second order Markov model is used to predict evolution of the skin color (HSV) histogram over time. Histograms are dynamically updated based on feedback from the current segmentation and based on predictions of the Markov model. The evolution of the skin color distribution at each frame is parameterized by translation, scaling and rotation in color space. Consequent changes in geometric parameterization of the distribution are propagated by warping and re-sampling the histogram. The parameters of the discrete-time dynamic Markov model are estimated using Maximum Likelihood Estimation, and also evolve over time. Quantitative evaluation of the method was conducted on labeled ground-truth video sequences taken from popular movies.

On the Impact of Low-Rate Attacks

Recent research have exposed new breeds of attacks that are capable of denying service or inflicting significant damage to TCP flows, without sustaining the attack traffic. Such attacks are often referred to as "low-rate" attacks and they stand in sharp contrast against traditional Denial of Service (DoS) attacks that can completely shut off TCP flows by flooding an Internet link. In this paper, we study the impact of these new breeds of attacks and the extent to which defense mechanisms are capable of mitigating the attack's impact. Through adopting a simple discrete-time model with a single TCP flow and a nonoblivious adversary, we were able to expose new variants of these low-rate attacks that could potentially have high attack potency per attack burst. Our analysis is focused towards worst-case scenarios, thus our results should be regarded as upper bounds on the impact of low-rate attacks rather than a real assessment under a specific attack scenario.

Gröbner basis techniques for certain problems in coding and systems theory

There is much common ground between the areas of coding theory and systems theory. Fitzpatrick has shown that a Göbner basis approach leads to efficient algorithms in the decoding of Reed-Solomon codes and in scalar interpolation and partial realization. This thesis simultaneously generalizes and simplifies that approach and presents applications to discrete-time modeling, multivariable interpolation and list decoding. Gröbner basis theory has come into its own in the context of software and algorithm development. By generalizing the concept of polynomial degree, term orders are provided for multivariable polynomial rings and free modules over polynomial rings. The orders are not, in general, unique and this adds, in no small way, to the power and flexibility of the technique. As well as being generating sets for ideals or modules, Gröbner bases always contain a element which is minimal with respect tot the corresponding term order. Central to this thesis is a general algorithm, valid for any term order, that produces a Gröbner basis for the solution module (or ideal) of elements satisfying a sequence of generalized congruences. These congruences, based on shifts and homomorphisms, are applicable to a wide variety of problems, including key equations and interpolations. At the core of the algorithm is an incremental step. Iterating this step lends a recursive/iterative character to the algorithm. As a consequence, not all of the input to the algorithm need be available from the start and different "paths" can be taken to reach the final solution. The existence of a suitable chain of modules satisfying the criteria of the incremental step is a prerequisite for applying the algorithm.

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.

Bridge-vehicle interaction for structural health monitoring: potentials, applications, and limitations

Structural Health Monitoring (SHM) is an integral part of infrastructure maintenance and management systems due to socio-economic, safety and security reasons. The behaviour of a structure under vibration depends on structure characteristics. The change of structure characteristics may suggest the change in system behaviour due to the presence of damage(s) within. Therefore the consistent, output signal guided, and system dependable markers would be convenient tool for the online monitoring, the maintenance, rehabilitation strategies, and optimized decision making policies as required by the engineers, owners, managers, and the users from both safety and serviceability aspects. SHM has a very significant advantage over traditional investigations where tangible and intangible costs of a very high degree are often incurred due to the disruption of service. Additionally, SHM through bridge-vehicle interaction opens up opportunities for continuous tracking of the condition of the structure. Research in this area is still in initial stage and is extremely promising. This PhD focuses on using bridge-vehicle interaction response for SHM of damaged or deteriorating bridges to monitor or assess them under operating conditions. In the present study, a number of damage detection markers have been investigated and proposed in order to identify the existence, location, and the extent of an open crack in the structure. The theoretical and experimental investigation has been conducted on Single Degree of Freedom linear system, simply supported beams. The novel Delay Vector Variance (DVV) methodology has been employed for characterization of structural behaviour by time-domain response analysis. Also, the analysis of responses of actual bridges using DVV method has been for the first time employed for this kind of investigation.

Resonant power conversion topologies for inductive charging of electrical vehicle batteries

This thesis is concerned with inductive charging of electric vehicle batteries. Rectified power form the 50/60 Hz utility feeds a dc-ac converter which delivers high-frequency ac power to the electric vehicle inductive coupling inlet. The inlet configuration has been defined by the Society of Automotive Engineers in Recommended Practice J-1773. This thesis studies converter topologies related to the series resonant converter. When coupled to the vehicle inlet, the frequency-controlled series-resonant converter results in a capacitively-filtered series-parallel LCLC (SP-LCLC) resonant converter topology with zero voltage switching and many other desirable features. A novel time-domain transformation analysis, termed Modal Analysis, is developed, using a state variable transformation, to analyze and characterize this multi-resonant fourth-orderconverter. Next, Fundamental Mode Approximation (FMA) Analysis, based on a voltage-source model of the load, and its novel extension, Rectifier-Compensated FMA (RCFMA) Analysis, are developed and applied to the SP-LCLC converter. The RCFMA Analysis is a simpler and more intuitive analysis than the Modal Analysis, and provides a relatively accurate closed-form solution for the converter behavior. Phase control of the SP-LCLC converter is investigated as a control option. FMA and RCFMA Analyses are used for detailed characterization. The analyses identify areas of operation, which are also validated experimentally, where it is advantageous to phase control the converter. A novel hybrid control scheme is proposed which integrates frequency and phase control and achieves reduced operating frequency range and improved partial-load efficiency. The phase-controlled SP-LCLC converter can also be configured with a parallel load and is an excellent option for the application. The resulting topology implements soft-switching over the entire load range and has high full-load and partial-load efficiencies. RCFMA Analysis is used to analyze and characterize the new converter topology, and good correlation is shown with experimental results. Finally, a novel single-stage power-factor-corrected ac-dc converter is introduced, which uses the current-source characteristic of the SP-LCLC topology to provide power factor correction over a wide output power range from zero to full load. This converter exhibits all the advantageous characteristics of its dc-dc counterpart, with a reduced parts count and cost. Simulation and experimental results verify the operation of the new converter.

Interaction of additive and quantization noises in digital PLLs

Phase-locked loops (PLLs) are a crucial component in modern communications systems. Comprising of a phase-detector, linear filter, and controllable oscillator, they are widely used in radio receivers to retrieve the information content from remote signals. As such, they are capable of signal demodulation, phase and carrier recovery, frequency synthesis, and clock synchronization. Continuous-time PLLs are a mature area of study, and have been covered in the literature since the early classical work by Viterbi [1] in the 1950s. With the rise of computing in recent decades, discrete-time digital PLLs (DPLLs) are a more recent discipline; most of the literature published dates from the 1990s onwards. Gardner [2] is a pioneer in this area. It is our aim in this work to address the difficulties encountered by Gardner [3] in his investigation of the DPLL output phase-jitter where additive noise to the input signal is combined with frequency quantization in the local oscillator. The model we use in our novel analysis of the system is also applicable to another of the cases looked at by Gardner, that is the DPLL with a delay element integrated in the loop. This gives us the opportunity to look at this system in more detail, our analysis providing some unique insights into the variance `dip' seen by Gardner in [3]. We initially provide background on the probability theory and stochastic processes. These branches of mathematics are the basis for the study of noisy analogue and digital PLLs. We give an overview of the classical analogue PLL theory as well as the background on both the digital PLL and circle map, referencing the model proposed by Teplinsky et al. [4, 5]. For our novel work, the case of the combined frequency quantization and noisy input from [3] is investigated first numerically, and then analytically as a Markov chain via its Chapman-Kolmogorov equation. The resulting delay equation for the steady-state jitter distribution is treated using two separate asymptotic analyses to obtain approximate solutions. It is shown how the variance obtained in each case matches well to the numerical results. Other properties of the output jitter, such as the mean, are also investigated. In this way, we arrive at a more complete understanding of the interaction between quantization and input noise in the first order DPLL than is possible using simulation alone. We also do an asymptotic analysis of a particular case of the noisy first-order DPLL with delay, previously investigated by Gardner [3]. We show a unique feature of the simulation results, namely the variance `dip' seen for certain levels of input noise, is explained by this analysis. Finally, we look at the second-order DPLL with additive noise, using numerical simulations to see the effects of low levels of noise on the limit cycles. We show how these effects are similar to those seen in the noise-free loop with non-zero initial conditions.

Design of digital differentiators

A digital differentiator simply involves the derivation of an input signal. This work includes the presentation of first-degree and second-degree differentiators, which are designed as both infinite-impulse-response (IIR) filters and finite-impulse-response (FIR) filters. The proposed differentiators have low-pass magnitude response characteristics, thereby rejecting noise frequencies higher than the cut-off frequency. Both steady-state frequency-domain characteristics and Time-domain analyses are given for the proposed differentiators. It is shown that the proposed differentiators perform well when compared to previously proposed filters. When considering the time-domain characteristics of the differentiators, the processing of quantized signals proved especially enlightening, in terms of the filtering effects of the proposed differentiators. The coefficients of the proposed differentiators are obtained using an optimization algorithm, while the optimization objectives include magnitude and phase response. The low-pass characteristic of the proposed differentiators is achieved by minimizing the filter variance. The low-pass differentiators designed show the steep roll-off, as well as having highly accurate magnitude response in the pass-band. While having a history of over three hundred years, the design of fractional differentiator has become a ‘hot topic’ in recent decades. One challenging problem in this area is that there are many different definitions to describe the fractional model, such as the Riemann-Liouville and Caputo definitions. Through use of a feedback structure, based on the Riemann-Liouville definition. It is shown that the performance of the fractional differentiator can be improved in both the frequency-domain and time-domain. Two applications based on the proposed differentiators are described in the thesis. Specifically, the first of these involves the application of second degree differentiators in the estimation of the frequency components of a power system. The second example concerns for an image processing, edge detection application.

Feasibility of combined wind-wave energy platforms

The European Union has set out an ambitious 20% target for renewable energy use by 2020. It is expected that this will be met mainly by wind energy. Looking towards 2050, reductions in greenhouse gas emissions of 80-95% are to be sought. Given the issues securing this target in the transport and agriculture sectors, it may only be possible to achieve this target if the power sector is carbon neutral well in advance of 2050. This has permitted the vast expansion of offshore renewables, wind, wave and tidal energy. Offshore wind has undergone rapid development in recent years however faces significant challenges up to 2020 to ensure commercial viability without the need for government subsidies. Wave energy is still in the very early stages of development so as yet there has been no commercial roll out. As both of these technologies are to face similar challenges in ensuring they are a viable alternative power generation method to fossil fuels, capitalising on the synergies is potentially a significant cost saving initiative. The advent of hybrid solutions in a variety of configurations is the subject of this thesis. A singular wind-wave energy platform embodies all the attributes of a hybrid system, including sharing space, transmission infrastructure, O&M activities and a platform/foundation. This configuration is the subject of this thesis, and it is found that an OWC Array platform with multi-MegaWatt wind turbines is a technically feasible, and potentially an economically feasible solution in the long term. Methods of design and analysis adopted in this thesis include numerical and physical modelling of power performance, structural analysis, fabrication cost modelling, simplified project economic modelling and time domain reliability modelling of a 210MW hybrid farm. The application of these design and analysis methods has resulted in a hybrid solution capable of producing energy at a cost between €0.22/kWh and €0.31/kWh depending on the source of funding for the project. Further optimisation through detailed design is expected to lower this further. This thesis develops new and existing methods of design and analysis of wind and wave energy devices. This streamlines the process of early stage development, while adhering to the widely adopted Concept Development Protocol, to develop a technically and economically feasible, combined wind-wave energy hybrid solution.

Nonlinear oscillator metamaterial model: numerical and experimental verification.

We verify numerically and experimentally the accuracy of an analytical model used to derive the effective nonlinear susceptibilities of a varactor-loaded split ring resonator (VLSRR) magnetic medium. For the numerical validation, a nonlinear oscillator model for the effective magnetization of the metamaterial is applied in conjunction with Maxwell equations and the two sets of equations solved numerically in the time-domain. The computed second harmonic generation (SHG) from a slab of a nonlinear material is then compared with the analytical model. The computed SHG is in excellent agreement with that predicted by the analytical model, both in terms of magnitude and spectral characteristics. Moreover, experimental measurements of the power transmitted through a fabricated VLSRR metamaterial at several power levels are also in agreement with the model, illustrating that the effective medium techniques associated with metamaterials can accurately be transitioned to nonlinear systems.

Flow stabilization with active hydrodynamic cloaks

We demonstrate that fluid flow cloaking solutions, based on active hydrodynamic metamaterials, exist for two-dimensional flows past a cylinder in a wide range of Reynolds numbers (Re's), up to approximately 200. Within the framework of the classical Brinkman equation for homogenized porous flow, we demonstrate using two different methods that such cloaked flows can be dynamically stable for Re's in the range of 5-119. The first highly efficient method is based on a linearization of the Brinkman-Navier-Stokes equation and finding the eigenfrequencies of the least stable eigenperturbations; the second method is a direct numerical integration in the time domain. We show that, by suppressing the von Kármán vortex street in the weakly turbulent wake, porous flow cloaks can raise the critical Reynolds number up to about 120 or five times greater than for a bare uncloaked cylinder. © 2012 American Physical Society.

Portability, predictability and performance for parallel computing: BSP in practice

We report on practical experience using the Oxford BSP Library to parallelize a large electromagnetic code, the British Aerospace finite-difference time-domain code EMMA T:FD3D. The Oxford BS Library is one of the first realizations of the Bulk Synchronous Parallel computational model to be targeted at numerically intensive scientific (typically Fortran) computing. The BAe EMMA code is one of the first large-scale applications to be parallelized using this library, and it is an important demonstration of the cost effectiveness of the BSP approach. We illustrate how BSP cost-modelling techniques can be used to predict and optimize performance for single-source programs across different parallel platforms. We provide predicted and observed performance figures for an industrial-strength, single-source parallel code for a variety of real parallel architectures: shared memory multiprocessors, workstation clusters and massively parallel platforms.

Heat and mass transfer in two-phase porous materials under intensive microwave heating

Computational results for the intensive microwave heating of porous materials are presented in this work. A multi-phase porous media model has been developed to predict the heating mechanism. Combined finite difference time-domain and finite volume methods were used to solve equations that describe the electromagnetic field and heat and mass transfer in porous media. The coupling between the two schemes is through a change in dielectric properties which were assumed to be dependent both on temperature and moisture content. The model was able to reflect the evolution of both temperature and moisture fields as well as energy penetration as the moisture in the porous medium evaporates. Moisture movement results from internal pressure gradients produced by the internal heating and phase change.

A new computational approach to microwave heating of two-phase porous materials

Computational results for the microwave heating of a porous material are presented in this paper. Combined finite difference time domain and finite volume methods were used to solve equations that describe the electromagnetic field and heat and mass transfer in porous media. The coupling between the two schemes is through a change in dielectric properties which were assumed to be dependent on both temperature and moisture content. The model was able to reflect the evolution of both temperature and moisture fields as well as energy penetration as the moisture in the porous medium evaporates. Moisture movement results from internal pressure gradients produced by the internal heating and phase change.