A basis function approach to Bayesian inference in diffusion processes

In this paper, we present a framework for Bayesian inference in continuous-time diffusion processes. The new method is directly related to the recently proposed variational Gaussian Process approximation (VGPA) approach to Bayesian smoothing of partially observed diffusions. By adopting a basis function expansion (BF-VGPA), both the time-dependent control parameters of the approximate GP process and its moment equations are projected onto a lower-dimensional subspace. This allows us both to reduce the computational complexity and to eliminate the time discretisation used in the previous algorithm. The new algorithm is tested on an Ornstein-Uhlenbeck process. Our preliminary results show that BF-VGPA algorithm provides a reasonably accurate state estimation using a small number of basis functions.

Binocular combination at threshold: temporal filtering and summation of signals in separate ON and OFF channels

How does the brain combine spatio-temporal signals from the two eyes? We quantified binocular summation as the improvement in 2AFC contrast sensitivity for flickering gratings seen by two eyes compared with one. Binocular gratings in-phase showed sensitivity up to 1.8 times higher, suggesting nearly linear summation of contrasts. The binocular advantage decreased to 1.4 at lower spatial and higher temporal frequencies (0.25 cycle deg-1, 30 Hz). Dichoptic, antiphase gratings showed only a small binocular advantage, by a factor of 1.1 to 1.2, but no evidence of cancellation. We present a signal-processing model to account for the contrast-sensitivity functions and the pattern of binocular summation. It has linear sustained and transient temporal filters, nonlinear transduction, and half-wave rectification that creates ON and OFF channels. Binocular summation occurs separately within ON and OFF channels, thus explaining the phase-specific binocular advantage. The model also accounts for earlier findings on detection of brief antiphase flashes and the surprising finding that dichoptic antiphase flicker is seen as frequency-doubled (Cavonius et al, 1992 Ophthalmic and Physiological Optics 12 153 - 156). [Supported by EPSRC project GR/S74515/01].

Variations of local heat transfer coefficient in piped flow of viscous liquids

Measurements were carried out to determine local coefficients of heat transfer in short lengths of horizontal pipe, and in the region of an discontinuity in pipe diameter. Laminar, transitional and turbulent flow regimes were investigated, and mixtures of propylene glycol and water were used in the experiments to give a range of viscous fluids. Theoretical and empirical analyses were implemented to find how the fundamental mechanism of forced convection was modified by the secondary effects of free convection, temperature dependent viscosity, and viscous dissipation. From experiments with the short tube it was possible to determine simple empirical relationships describing the axial distribution of the local 1usselt number and its dependence on the Reynolds and Prandtl numbers. Small corrections were made to account for the secondary effects mentioned above. Two different entrance configurations were investigated to demonstrate how conditions upstream could influence the heat transfer coefficients measured downstream In experiments with a sudden contraction in pipe diameter the distribution of local 1u3se1t number depended on the Prandtl number of the fluid in a complicated way. Graphical data is presented describing this dependence for a range of fluids indicating how the local Nusselt number varied with the diameter-ratio. Ratios up to 3.34:1 were considered. With a sudden divergence in pipe diameter, it was possible to derive the axial distribution of the local Nusse1t number for a range of Reynolds and Prandtl numbers in a similar way to the convergence experiments. Difficulty was encountered in explaining some of the measurements obtained at low Reynolds numbers, and flow visualization techniques wore used to determine the complex flow patterns which could lead to the anomalous results mentioned. Tests were carried out with divergences up to 1:3.34 to find the way in which the local Nusselt number varied with the diameter ratio, and a few experiments were carried out with very large ratios up .to 14.4. A limited amount of theoretical analysis of the 'divergence' system was carried out to substantiate certain explanations of the heat transfer mechanisms postulated.

Mechanisms of transfer film formation on data recording heads

The increasing demand for high capacity data storage requires decreasing the head-to-tape gap and reducing the track width. A problem very often encountered is the development of adhesive debris on the heads at low humidity and high temperatures that can lead to an increase of space between the head and media, and thus a decrease in the playback signal. The influence of stains on the playback signal of reading heads is studied using RAW (Read After Write) tests and their influence on the wear of the heads by using indentation technique. The playback signal has been found to vary and the errors to increase as stains form a patchy pattern and grow in size to form a continuous layer. The indentation technique shows that stains reduce the wear rate of the heads. In addition, the wear tends to be more pronounced at the leading edge of the head compared to the trailing one. Chemical analysis of the stains using ferrite samples in conjunction with MP (metal particulate) tapes shows that stains contain iron particles and polymeric binder transferred from the MP tape. The chemical anchors in the binder used to grip the iron particles now react with the ferrite surface to create strong chemical bonds. At high humidity, a thin layer of iron oxyhydroxide forms on the surface of the ferrite. This soft material increases the wear rate and so reduces the amount of stain present on the heads. The stability of the binder under high humidity and under high temperature as well as the chemical reactions that might occur on the ferrite poles of the heads influences the dynamic behaviour of stains. A model of stain formation taking into account the channels of binder degradation and evolution upon different environmental conditions is proposed.

Analysis of computer communication systems by use of digital signal processing methods

Queueing theory is an effective tool in the analysis of canputer camrunication systems. Many results in queueing analysis have teen derived in the form of Laplace and z-transform expressions. Accurate inversion of these transforms is very important in the study of computer systems, but the inversion is very often difficult. In this thesis, methods for solving some of these queueing problems, by use of digital signal processing techniques, are presented. The z-transform of the queue length distribution for the Mj GY jl system is derived. Two numerical methods for the inversion of the transfom, together with the standard numerical technique for solving transforms with multiple queue-state dependence, are presented. Bilinear and Poisson transform sequences are presented as useful ways of representing continuous-time functions in numerical computations.

Identification of nonlinear systems by correlation using pseudorandom signals

This thesis is concerned with the measurement of the characteristics of nonlinear systems by crosscorrelation, using pseudorandom input signals based on m sequences. The systems are characterised by Volterra series, and analytical expressions relating the rth order Volterra kernel to r-dimensional crosscorrelation measurements are derived. It is shown that the two-dimensional crosscorrelation measurements are related to the corresponding second order kernel values by a set of equations which may be structured into a number of independent subsets. The m sequence properties determine how the maximum order of the subsets for off-diagonal values is related to the upper bound of the arguments for nonzero kernel values. The upper bound of the arguments is used as a performance index, and the performance of antisymmetric pseudorandom binary, ternary and quinary signals is investigated. The performance indices obtained above are small in relation to the periods of the corresponding signals. To achieve higher performance with ternary signals, a method is proposed for combining the estimates of the second order kernel values so that the effects of some of the undesirable nonzero values in the fourth order autocorrelation function of the input signal are removed. The identification of the dynamics of two-input, single-output systems with multiplicative nonlinearity is investigated. It is shown that the characteristics of such a system may be determined by crosscorrelation experiments using phase-shifted versions of a common signal as inputs. The effects of nonlinearities on the estimates of system weighting functions obtained by crosscorrelation are also investigated. Results obtained by correlation testing of an industrial process are presented, and the differences between theoretical and experimental results discussed for this case;

Analysis and optimisation of the performance of nonlinear optical communication systems

We investigate the feasibility of simultaneous suppressing of the amplification noise and nonlinearity, representing the most fundamental limiting factors in modern optical communication. To accomplish this task we developed a general design optimisation technique, based on concepts of noise and nonlinearity management. We demonstrate the immense efficiency of the novel approach by applying it to a design optimisation of transmission lines with periodic dispersion compensation using Raman and hybrid Raman-EDFA amplification. Moreover, we showed, using nonlinearity management considerations, that the optimal performance in high bit-rate dispersion managed fibre systems with hybrid amplification is achieved for a certain amplifier spacing – which is different from commonly known optimal noise performance corresponding to fully distributed amplification. Required for an accurate estimation of the bit error rate, the complete knowledge of signal statistics is crucial for modern transmission links with strong inherent nonlinearity. Therefore, we implemented the advanced multicanonical Monte Carlo (MMC) method, acknowledged for its efficiency in estimating distribution tails. We have accurately computed acknowledged for its efficiency in estimating distribution tails. We have accurately computed marginal probability density functions for soliton parameters, by numerical modelling of Fokker-Plank equation applying the MMC simulation technique. Moreover, applying a powerful MMC method we have studied the BER penalty caused by deviations from the optimal decision level in systems employing in-line 2R optical regeneration. We have demonstrated that in such systems the analytical linear approximation that makes a better fit in the central part of the regenerator nonlinear transfer function produces more accurate approximation of the BER and BER penalty. We present a statistical analysis of RZ-DPSK optical signal at direct detection receiver with Mach-Zehnder interferometer demodulation

The drying of small drops of particulate slurries

The literature on the evaporation of drops of pure liquids, drops containing solids and droplet sprays has been critically reviewed. An experimental study was undertaken on the drying of suspended drops of pure water and aqueous sodium sulphate decahydrate with concentrations varying from 5 to 54. 1 wt. %. Individual drops were suspended from a glass filament balance in a 26 mm I.D. vertical wind tunnel, designed and constructed to supply hot de-humidified air, to simulate conditions encountered in commercial spray driers. A novel thin film thermocouple was developed to facilitate the simultaneous measurement of drop weight and core temperature. The heat conduction through the thermocouple was reduced because of its unique design; using essentially a single 50μ diameter nickel wire. For pure water drops, the Nusselt number was found to be a function of the Reynolds, Prandtl and Transfer numbers for a temperature range between 19 to 79°C.                  Nu = 2 + 0.19 (1/B)0.24 Re0.5 Pr0.33 Two distinct periods were observed during the drying of aqueous sodium sulphate decahydrate. The first period was characterised by the evaporation from a free liquid surface, whilst drying in the second period was controlled by the crust resistance. Fracturing of the crust occurred randomly but was more frequent at higher concentrations and temperatures. A model was proposed for the drying of slurry drops, based on a receding evaporation interface. The model was solved numerically for the variation of core temperature, drop weight and crust thickness as a function of time. Experimental results were in excellent agreement with the model predictions although at higher temperatures modifications to the model had to be made to accommodate the unusual behaviour of sodium sulphate slurries, i.e. the formation of hydrates.

Local heat transfer coefficient in a baffled shell and tube heat exchanger

Local shell side coefficient measurements in the end conpartments of a model shell and tube heat exchanger have been made using an electrochemical technique. Limited data are also reported far the second compartment. The end compartment average coefficients have been found to be smaller than reported data for a corresponding internal conpartment. The second compartment data. have been shown to lie between those for the end compartments and the reported internal compartment data. Experimental data are reported fcr two port types and two baffle orientations. with data for the case of an inlet compartment impingement baffle also being given . Port type is shown to have a small effect on compartment coefficients, these being largely unaffected. Likewise, the outlet compartment average coefficients are slightly snaller than those for the inlet compartment, with the distribution of individual tube coefficients being similar. Baffle orientation has been shown to have no effect on average coefficients, but the distribution of the data is substantially affected. The use of an impingement baffle in the inlet compartment lessens the efect of baffle orientation on distribution . Recommendations are made for future work.

Transfer coefficients over inclined tube banks

The thesis presents experimental results for shell-side transfer coefficients and pressure drops across four different tube banks, using small-scale models, with yawed tubes, as found in many types of heat exchangers, boilers and nuclear reactors. The tube banks investigated have a staggered tube layout on a rotated square pitch, with a 1.25 pitch-to-diameter ratio. The angle of attack was varied between 45o and 90o. An extensive range of Reynolds number, i.e. 0.5. to 12,600, covering so-called laminar, transition and turbulent flows, was investigated. A diffusion-controlled electrochemical mass transfer technique has been employed to measure mass transfer coefficients. The heat transfer coefficients may be then readily obtained from the mass transfer values by applying the well-established Chilton-Colburn analogy. The results for the normal tube bank, which forms the base case for the study on inclined tube banks, show close agreement with previous work. The transfer coefficients and pressure drops of the inclined tube banks are compared with results from the ideal normal tube bank to examine the effect of inclination angle on heat transfer and pressure drop variations. The variation of the transfer coefficients row-by-row and the entrance and exit effects have also been investigated. An auxilary investigation has been carried out on the role of natural convection. A preliminary correlation of transfer coefficients and pressure drops against the variation in the yaw angle has been attempted. The results are discussed in the light of the few existing theoretical treatments and experimental data for these situations, and recommendations made for future work.

Approximating differentiable relationships between delay embedded dynamical systems with radical basis functions

This thesis is about the study of relationships between experimental dynamical systems. The basic approach is to fit radial basis function maps between time delay embeddings of manifolds. We have shown that under certain conditions these maps are generically diffeomorphisms, and can be analysed to determine whether or not the manifolds in question are diffeomorphically related to each other. If not, a study of the distribution of errors may provide information about the lack of equivalence between the two. The method has applications wherever two or more sensors are used to measure a single system, or where a single sensor can respond on more than one time scale: their respective time series can be tested to determine whether or not they are coupled, and to what degree. One application which we have explored is the determination of a minimum embedding dimension for dynamical system reconstruction. In this special case the diffeomorphism in question is closely related to the predictor for the time series itself. Linear transformations of delay embedded manifolds can also be shown to have nonlinear inverses under the right conditions, and we have used radial basis functions to approximate these inverse maps in a variety of contexts. This method is particularly useful when the linear transformation corresponds to the delay embedding of a finite impulse response filtered time series. One application of fitting an inverse to this linear map is the detection of periodic orbits in chaotic attractors, using suitably tuned filters. This method has also been used to separate signals with known bandwidths from deterministic noise, by tuning a filter to stop the signal and then recovering the chaos with the nonlinear inverse. The method may have applications to the cancellation of noise generated by mechanical or electrical systems. In the course of this research a sophisticated piece of software has been developed. The program allows the construction of a hierarchy of delay embeddings from scalar and multi-valued time series. The embedded objects can be analysed graphically, and radial basis function maps can be fitted between them asynchronously, in parallel, on a multi-processor machine. In addition to a graphical user interface, the program can be driven by a batch mode command language, incorporating the concept of parallel and sequential instruction groups and enabling complex sequences of experiments to be performed in parallel in a resource-efficient manner.

Satellite borne radar altimetry : empirical orbit refinement and ocean signal recovery techniques

Measurements of the sea surface obtained by satellite borne radar altimetry are irregularly spaced and contaminated with various modelling and correction errors. The largest source of uncertainty for low Earth orbiting satellites such as ERS-1 and Geosat may be attributed to orbital modelling errors. The empirical correction of such errors is investigated by examination of single and dual satellite crossovers, with a view to identifying the extent of any signal aliasing: either by removal of long wavelength ocean signals or introduction of additional error signals. From these studies, it was concluded that sinusoidal approximation of the dominant one cycle per revolution orbit error over arc lengths of 11,500 km did not remove a significant mesoscale ocean signal. The use of TOPEX/Poseidon dual crossovers with ERS-1 was shown to substantially improve the radial accuracy of ERS-1, except for some absorption of small TOPEX/Poseidon errors. The extraction of marine geoid information is of great interest to the oceanographic community and was the subject of the second half of this thesis. Firstly through determination of regional mean sea surfaces using Geosat data, it was demonstrated that a dataset with 70cm orbit error contamination could produce a marine geoid map which compares to better than 12cm with an accurate regional high resolution gravimetric geoid. This study was then developed into Optimal Fourier Transform Interpolation, a technique capable of analysing complete altimeter datasets for the determination of consistent global high resolution geoid maps. This method exploits the regular nature of ascending and descending data subsets thus making possible the application of fast Fourier transform algorithms. Quantitative assessment of this method was limited by the lack of global ground truth gravity data, but qualitative results indicate good signal recovery from a single 35-day cycle.

Extended surface fluidized bed heat transfer

Experirnental data and theoretical calculation on the heat transfer performance of extended surface submerged: in shallow air fluidized beds ~ less than 150 mm, are presented. Energy t;ransferrence from the bed material was effected by water cooled tubes passing through the fins. The extended surface tested was either manufactured from square or radial copper fins silver soldered to a circular basic tube or commercially supplied, being of the crimped or extruded helical fin type. Performances are compared, for a wide range of geometric variables, bed configurations and fluidized materials, with plain and oval tubes operating under similar experimental conditions. A statistical analysis of all results, using a regression technique, has shown the relative importance of each significant variable. The bed to surface heat transfer coefficients are higher than those reported in earlier published work using finned tubes in much deeper beds and the heat transfer to the whole of the extended surface is at least as good as that previously reported for un-finned tubes. The improved performance is attributed partly to the absence of large bubbles in shallow beds and it is suggested that the improved circulation of the solids when constrained in the narrow passages between adjacent fins may be a contributory factor. Flow visualisation studies between a perspex extended surface and a fluidized bed using air at ambient temperatures, have demonstrated the effect of too small a fin spacing. Fin material and the bonding to the basic tube are more important in the optimisation of performance than in conventional convective applications because of the very much larger heat fluxes involved. A theoretical model of heat flow for a radial fin surface, provides data concerning the maximum heat transfer and minimum metal required to fulfil a given heat exchange duty. Results plotted in a series of charts aim at assisting the designer of shalJow fluidized beds.

Transition in convective flows heated internally

The stability of internally heated convective flows in a vertical channel under the influence of a pressure gradient and in the limit of small Prandtl number is examined numerically. In each of the cases studied the basic flow, which can have two inflection points, loses stability at the critical point identified by the corresponding linear analysis to two-dimensional states in a Hopf bifurcation. These marginal points determine the linear stability curve that identifies the minimum Grashof number (based on the strength of the homogeneous heat source), at which the two-dimensional periodic flow can bifurcate. The range of stability of the finite amplitude secondary flow is determined by its (linear) stability against three-dimensional infinitesimal disturbances. By first examining the behavior of the eigenvalues as functions of the Floquet parameters in the streamwise and spanwise directions we show that the secondary flow loses stability also in a Hopf bifurcation as the Grashof number increases, indicating that the tertiary flow is quasi-periodic. Secondly the Eckhaus marginal stability curve, that bounds the domain of stable transverse vortices towards smaller and larger wavenumbers, but does not cause a transition as the Grashof number increases, is also given for the cases studied in this work.

Eukaryotic translation initiation factor 3, subunit a, regulates the extracellular signal-regulated kinase pathway

The extracellular signal-regulated kinase (ERK) pathway participates in the control of numerous cellular processes, including cell proliferation. Since its activation kinetics are critical for to its biological effects, they are tightly regulated. We report that the protein translation factor, eukaryotic translation initiation factor 3, subunit a (eIF3a), binds to SHC and Raf-1, two components of the ERK pathway. The interaction of eIF3a with Raf-1 is increased by ß-arrestin2 expression and transiently decreased by epidermal growth factor (EGF) stimulation in a concentration-dependent manner. The EGF-induced decrease in Raf-1-eIF3a association kinetically correlates with the time course of ERK activation. eIF3a interferes with Raf-1 activation and eIF3a downregulation by small interfering RNA enhances ERK activation, early gene expression, DNA synthesis, expression of neuronal differentiation markers in PC12 cells, and Ras-induced focus formation in NIH 3T3 cells. Thus, eIF3a is a negative modulator of ERK pathway activation and its biological effects.