High strong order methods for non-commutative stochastic ordinary differential equation systems and the Magnus formula

In recent years considerable attention has been paid to the numerical solution of stochastic ordinary differential equations (SODEs), as SODEs are often more appropriate than their deterministic counterparts in many modelling situations. However, unlike the deterministic case numerical methods for SODEs are considerably less sophisticated due to the difficulty in representing the (possibly large number of) random variable approximations to the stochastic integrals. Although Burrage and Burrage [High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations, Applied Numerical Mathematics 22 (1996) 81-101] were able to construct strong local order 1.5 stochastic Runge-Kutta methods for certain cases, it is known that all extant stochastic Runge-Kutta methods suffer an order reduction down to strong order 0.5 if there is non-commutativity between the functions associated with the multiple Wiener processes. This order reduction down to that of the Euler-Maruyama method imposes severe difficulties in obtaining meaningful solutions in a reasonable time frame and this paper attempts to circumvent these difficulties by some new techniques. An additional difficulty in solving SODEs arises even in the Linear case since it is not possible to write the solution analytically in terms of matrix exponentials unless there is a commutativity property between the functions associated with the multiple Wiener processes. Thus in this present paper first the work of Magnus [On the exponential solution of differential equations for a linear operator, Communications on Pure and Applied Mathematics 7 (1954) 649-673] (applied to deterministic non-commutative Linear problems) will be applied to non-commutative linear SODEs and methods of strong order 1.5 for arbitrary, linear, non-commutative SODE systems will be constructed - hence giving an accurate approximation to the general linear problem. Secondly, for general nonlinear non-commutative systems with an arbitrary number (d) of Wiener processes it is shown that strong local order I Runge-Kutta methods with d + 1 stages can be constructed by evaluated a set of Lie brackets as well as the standard function evaluations. A method is then constructed which can be efficiently implemented in a parallel environment for this arbitrary number of Wiener processes. Finally some numerical results are presented which illustrate the efficacy of these approaches. (C) 1999 Elsevier Science B.V. All rights reserved.

A bound on the maximum strong order of stochastic Runge-Kutta methods for stochastic ordinary differential equations

In Burrage and Burrage [1] it was shown that by introducing a very general formulation for stochastic Runge-Kutta methods, the previous strong order barrier of order one could be broken without having to use higher derivative terms. In particular, methods of strong order 1.5 were developed in which a Stratonovich integral of order one and one of order two were present in the formulation. In this present paper, general order results are proven about the maximum attainable strong order of these stochastic Runge-Kutta methods (SRKs) in terms of the order of the Stratonovich integrals appearing in the Runge-Kutta formulation. In particular, it will be shown that if an s-stage SRK contains Stratonovich integrals up to order p then the strong order of the SRK cannot exceed min{(p + 1)/2, (s - 1)/2), p greater than or equal to 2, s greater than or equal to 3 or 1 if p = 1.

Efficient solution of multiple cracks in great number using eigen COD boundary integral equations with iteration procedure

A newly developed computational approach is proposed in the paper for the analysis of multiple crack problems based on the eigen crack opening displacement (COD) boundary integral equations. The eigen COD particularly refers to a crack in an infinite domain under fictitious traction acting on the crack surface. With the concept of eigen COD, the multiple cracks in great number can be solved by using the conventional displacement discontinuity boundary integral equations in an iterative fashion with a small size of system matrix to determine all the unknown CODs step by step. To deal with the interactions among cracks for multiple crack problems, all cracks in the problem are divided into two groups, namely the adjacent group and the far-field group, according to the distance to the current crack in consideration. The adjacent group contains cracks with relatively small distances but strong effects to the current crack, while the others, the cracks of far-field group are composed of those with relatively large distances. Correspondingly, the eigen COD of the current crack is computed in two parts. The first part is computed by using the fictitious tractions of adjacent cracks via the local Eshelby matrix derived from the traction boundary integral equations in discretized form, while the second part is computed by using those of far-field cracks so that the high computational efficiency can be achieved in the proposed approach. The numerical results of the proposed approach are compared not only with those using the dual boundary integral equations (D-BIE) and the BIE with numerical Green's functions (NGF) but also with those of the analytical solutions in literature. The effectiveness and the efficiency of the proposed approach is verified. Numerical examples are provided for the stress intensity factors of cracks, up to several thousands in number, in both the finite and infinite plates.

A preconditioned Lanczos method for space-fractional reaction-diffusion equations on two-dimensional unstructured meshes

We consider a two-dimensional space-fractional reaction diffusion equation with a fractional Laplacian operator and homogeneous Neumann boundary conditions. The finite volume method is used with the matrix transfer technique of Ilić et al. (2006) to discretise in space, yielding a system of equations that requires the action of a matrix function to solve at each timestep. Rather than form this matrix function explicitly, we use Krylov subspace techniques to approximate the action of this matrix function. Specifically, we apply the Lanczos method, after a suitable transformation of the problem to recover symmetry. To improve the convergence of this method, we utilise a preconditioner that deflates the smallest eigenvalues from the spectrum. We demonstrate the efficiency of our approach for a fractional Fisher’s equation on the unit disk.

Heteroscedastic probabilistic linear discriminant analysis for manifold learning in video-based face recognition

To recognize faces in video, face appearances have been widely modeled as piece-wise local linear models which linearly approximate the smooth yet non-linear low dimensional face appearance manifolds. The choice of representations of the local models is crucial. Most of the existing methods learn each local model individually meaning that they only anticipate variations within each class. In this work, we propose to represent local models as Gaussian distributions which are learned simultaneously using the heteroscedastic probabilistic linear discriminant analysis (PLDA). Each gallery video is therefore represented as a collection of such distributions. With the PLDA, not only the within-class variations are estimated during the training, the separability between classes is also maximized leading to an improved discrimination. The heteroscedastic PLDA itself is adapted from the standard PLDA to approximate face appearance manifolds more accurately. Instead of assuming a single global within-class covariance, the heteroscedastic PLDA learns different within-class covariances specific to each local model. In the recognition phase, a probe video is matched against gallery samples through the fusion of point-to-model distances. Experiments on the Honda and MoBo datasets have shown the merit of the proposed method which achieves better performance than the state-of-the-art technique.

Image based visual servo control for fixed wing UAVs tracking linear infrastructure in wind

This paper presents an Image Based Visual Servo control design for Fixed Wing Unmanned Aerial Vehicles tracking locally linear infrastructure in the presence of wind using a body fixed imaging sensor. Visual servoing offers improved data collection by posing the tracking task as one of controlling a feature as viewed by the inspection sensor, although is complicated by the introduction of wind as aircraft heading and course angle no longer align. In this work it is shown that the effects of wind alter the desired line angle required for continuous tracking to equal the wind correction angle as would be calculated to set a desired course. A control solution is then sort by linearizing the interaction matrix about the new feature pose such that kinematics of the feature can be augmented with the lateral dynamics of the aircraft, from which a state feedback control design is developed. Simulation results are presented comparing no compensation, integral control and the proposed controller using the wind correction angle, followed by an assessment of response to atmospheric disturbances in the form of turbulence and wind gusts

Board age and gender diversity : a test of competing linear and curvilinear predictions

We test competing linear and curvilinear predictions between board diversity and performance. The predictions were tested using archival data on 288 organizations listed on the Australian Securities Exchange. The findings provide additional evidence on the business case for board gender diversity and refine the business case for board age diversity.

Improved earthwork allocation planning for fuel consumption and emissions reduction in linear infrastructure construction – case study data

This document provides data for the case study presented in our recent earthwork planning papers. Some results are also provided in a graphical format using Excel.

Refined plastic hinge analysis of steel frame structures comprising non-compact sections : II : verification

Application of "advanced analysis" methods suitable for non-linear analysis and design of steel frame structures permits direct and accurate determination of ultimate system strengths, without resort to simplified elastic methods of analysis and semi-empirical specification equations. However, the application of advanced analysis methods has previously been restricted to steel frames comprising only compact sections that are not influenced by the effects of local buckling. A refined plastic hinge method suitable for practical advanced analysis of steel frame structures comprising non-compact sections is presented in a companion paper. The method implicitly accounts for the effects of gradual cross-sectional yielding, longitudinal spread of plasticity, initial geometric imperfections, residual stresses, and local buckling. The accuracy and precision of the method for the analysis of steel frames comprising non-compact sections is established in this paper by comparison with a comprehensive range of analytical benchmark frame solutions. The refined plastic hinge method is shown to be more accurate and precise than the conventional individual member design methods based on elastic analysis and specification equations.

Analytical benchmark solutions for steel frame structures subject to local buckling effects

Application of "advanced analysis" methods suitable for non-linear analysis and design of steel frame structures permits direct and accurate determination of ultimate system strengths, without resort to simplified elastic methods of analysis and semi-empirical specification equations. However, the application of advanced analysis methods has previously been restricted to steel frames comprising only compact sections that are not influenced by the effects of local buckling. A research project has been conducted with the aim of developing concentrated plasticity methods suitable for practical advanced analysis of steel frame structures comprising non-compact sections. This paper contains a comprehensive set of analytical benchmark solutions for steel frames comprising non-compact sections, which can be used to verify the accuracy of simplified concentrated plasticity methods of advanced analysis. The analytical benchmark solutions were obtained using a distributed plasticity shell finite element model that explicitly accounts for the effects of gradual cross-sectional yielding, longitudinal spread of plasticity, initial geometric imperfections, residual stresses, and local buckling. A brief description and verification of the shell finite element model is provided in this paper.

A class B switch-mode assisted linear amplifier

A switch-mode assisted linear amplifier (SMALA) combining a linear (Class B) and a switch-mode (Class D) amplifier is presented. The usual single hysteretic controlled half-bridge current dumping stage is replaced by two parallel buck converter stages, in a parallel voltage controlled topology. These operate independently: one buck converter sources current to assist the upper Class B output device, and a complementary converter sinks current to assist the lower device. This topology lends itself to a novel control approach of a dead-band at low power levels where neither class D amplifier assists, allowing the class B amplifier to supply the load without interference, ensuring high fidelity. A 20 W implementation demonstrates 85% efficiency, with distortion below 0.08% measured across the full audio bandwidth at 15 W. The class D amplifier begins assisting at 2 W, and below this value, the distortion was below 0.03%. Complete circuitry is given, showing the simplicity of the additional class D amplifier and its corresponding control circuitry.

Non-linear position control for hover and automatic landing of unmanned aerial vehicles

This study presents a disturbance attenuation controller for horizontal position stabilisation for hover and automatic landings of a rotary-wing unmanned aerial vehicle (RUAV) operating close to the landing deck in rough seas. Based on a helicopter model representing aerodynamics during the landing phase, a non-linear state feedback H∞ controller is designed to achieve rapid horizontal position tracking in a gusty environment. Practical constraints including flapping dynamics, servo dynamics and time lag effect are considered. A high-fidelity closed-loop simulation using parameters of the Vario XLC gas-turbine helicopter verifies performance of the proposed horizontal position controller. The proposed controller not only increases the disturbance attenuation capability of the RUAV, but also enables rapid position response when gusts occur. Comparative studies show that the H∞ controller exhibits performance improvement and can be applied to ship/RUAV landing systems.

Analysis of nonlinear sequences and streamciphers

Streamciphers are common cryptographic algorithms used to protect the confidentiality of frame-based communications like mobile phone conversations and Internet traffic. Streamciphers are ideal cryptographic algorithms to encrypt these types of traffic as they have the potential to encrypt them quickly and securely, and have low error propagation. The main objective of this thesis is to determine whether structural features of keystream generators affect the security provided by stream ciphers.These structural features pertain to the state-update and output functions used in keystream generators. Using linear sequences as keystream to encrypt messages is known to be insecure. Modern keystream generators use nonlinear sequences as keystream.The nonlinearity can be introduced through a keystream generator's state-update function, output function, or both. The first contribution of this thesis relates to nonlinear sequences produced by the well-known Trivium stream cipher. Trivium is one of the stream ciphers selected in a final portfolio resulting from a multi-year project in Europe called the ecrypt project. Trivium's structural simplicity makes it a popular cipher to cryptanalyse, but to date, there are no attacks in the public literature which are faster than exhaustive keysearch. Algebraic analyses are performed on the Trivium stream cipher, which uses a nonlinear state-update and linear output function to produce keystream. Two algebraic investigations are performed: an examination of the sliding property in the initialisation process and algebraic analyses of Trivium-like streamciphers using a combination of the algebraic techniques previously applied separately by Berbain et al. and Raddum. For certain iterations of Trivium's state-update function, we examine the sets of slid pairs, looking particularly to form chains of slid pairs. No chains exist for a small number of iterations.This has implications for the period of keystreams produced by Trivium. Secondly, using our combination of the methods of Berbain et al. and Raddum, we analysed Trivium-like ciphers and improved on previous on previous analysis with regards to forming systems of equations on these ciphers. Using these new systems of equations, we were able to successfully recover the initial state of Bivium-A.The attack complexity for Bivium-B and Trivium were, however, worse than exhaustive keysearch. We also show that the selection of stages which are used as input to the output function and the size of registers which are used in the construction of the system of equations affect the success of the attack. The second contribution of this thesis is the examination of state convergence. State convergence is an undesirable characteristic in keystream generators for stream ciphers, as it implies that the effective session key size of the stream cipher is smaller than the designers intended. We identify methods which can be used to detect state convergence. As a case study, theMixer streamcipher, which uses nonlinear state-update and output functions to produce keystream, is analysed. Mixer is found to suffer from state convergence as the state-update function used in its initialisation process is not one-to-one. A discussion of several other streamciphers which are known to suffer from state convergence is given. From our analysis of these stream ciphers, three mechanisms which can cause state convergence are identified.The effect state convergence can have on stream cipher cryptanalysis is examined. We show that state convergence can have a positive effect if the goal of the attacker is to recover the initial state of the keystream generator. The third contribution of this thesis is the examination of the distributions of bit patterns in the sequences produced by nonlinear filter generators (NLFGs) and linearly filtered nonlinear feedback shift registers. We show that the selection of stages used as input to a keystream generator's output function can affect the distribution of bit patterns in sequences produced by these keystreamgenerators, and that the effect differs for nonlinear filter generators and linearly filtered nonlinear feedback shift registers. In the case of NLFGs, the keystream sequences produced when the output functions take inputs from consecutive register stages are less uniform than sequences produced by NLFGs whose output functions take inputs from unevenly spaced register stages. The opposite is true for keystream sequences produced by linearly filtered nonlinear feedback shift registers.

Hysteretic multilevel NPC converter control for a Switch Mode Assisted Linear Amplifier

A Switch-Mode Assisted Linear Amplifier (SMALA) combines the high quality of a linear amplifier required for audio applications with the high efficiency of a switch-mode amplifier. The careful choice of current sense point and switch placement allows a simple non-isolated hysteresis current controller for the switch-mode section. This paper explains the extension of the hysteresis current controller for the control of a three level Neutral Point Clamped (NPC) converter, with simulations as proof of concept. The NPC topology allows the use of lower voltage switches and lower switching frequencies to implement high power audio amplifiers using the SMALA topology.

Board age and gender diversity : a test of competing linear and curvilinear predictions

The inconsistent findings of past board diversity research demand a test of competing linear and curvilinear diversity–performance predictions. This research focuses on board age and gender diversity, and presents a positive linear prediction based on resource dependence theory, a negative linear prediction based on social identity theory, and an inverted U-shaped curvilinear prediction based on the integration of resource dependence theory with social identity theory. The predictions were tested using archival data on 288 large organizations listed on the Australian Securities Exchange, with a 1-year time lag between diversity (age and gender) and performance (employee productivity and return on assets). The results indicate a positive linear relationship between gender diversity and employee productivity, a negative linear relationship between age diversity and return on assets, and an inverted U-shaped curvilinear relationship between age diversity and return on assets. The findings provide additional evidence on the business case for board gender diversity and refine the business case for board age diversity.