An accurate numerical scheme for the contraction of a bubble in a Hele-Shaw cell

We report on an accurate numerical scheme for the evolution of an inviscid bubble in radial Hele-Shaw flow, where the nonlinear boundary effects of surface tension and kinetic undercooling are included on the bubble-fluid interface. As well as demonstrating the onset of the Saffman-Taylor instability for growing bubbles, the numerical method is used to show the effect of the boundary conditions on the separation (pinch-off) of a contracting bubble into multiple bubbles, and the existence of multiple possible asymptotic bubble shapes in the extinction limit. The numerical scheme also allows for the accurate computation of bubbles which pinch off very close to the theoretical extinction time, raising the possibility of computing solutions for the evolution of bubbles with non-generic extinction behaviour.

Mathematical modelling of controlled drug release from polymer micro-spheres : incorporating the effects of swelling, diffusion and dissolution via moving boundary problems

Controlled drug delivery is a key topic in modern pharmacotherapy, where controlled drug delivery devices are required to prolong the period of release, maintain a constant release rate, or release the drug with a predetermined release profile. In the pharmaceutical industry, the development process of a controlled drug delivery device may be facilitated enormously by the mathematical modelling of drug release mechanisms, directly decreasing the number of necessary experiments. Such mathematical modelling is difficult because several mechanisms are involved during the drug release process. The main drug release mechanisms of a controlled release device are based on the device’s physiochemical properties, and include diffusion, swelling and erosion. In this thesis, four controlled drug delivery models are investigated. These four models selectively involve the solvent penetration into the polymeric device, the swelling of the polymer, the polymer erosion and the drug diffusion out of the device but all share two common key features. The first is that the solvent penetration into the polymer causes the transition of the polymer from a glassy state into a rubbery state. The interface between the two states of the polymer is modelled as a moving boundary and the speed of this interface is governed by a kinetic law. The second feature is that drug diffusion only happens in the rubbery region of the polymer, with a nonlinear diffusion coefficient which is dependent on the concentration of solvent. These models are analysed by using both formal asymptotics and numerical computation, where front-fixing methods and the method of lines with finite difference approximations are used to solve these models numerically. This numerical scheme is conservative, accurate and easily implemented to the moving boundary problems and is thoroughly explained in Section 3.2. From the small time asymptotic analysis in Sections 5.3.1, 6.3.1 and 7.2.1, these models exhibit the non-Fickian behaviour referred to as Case II diffusion, and an initial constant rate of drug release which is appealing to the pharmaceutical industry because this indicates zeroorder release. The numerical results of the models qualitatively confirms the experimental behaviour identified in the literature. The knowledge obtained from investigating these models can help to develop more complex multi-layered drug delivery devices in order to achieve sophisticated drug release profiles. A multi-layer matrix tablet, which consists of a number of polymer layers designed to provide sustainable and constant drug release or bimodal drug release, is also discussed in this research. The moving boundary problem describing the solvent penetration into the polymer also arises in melting and freezing problems which have been modelled as the classical onephase Stefan problem. The classical one-phase Stefan problem has unrealistic singularities existed in the problem at the complete melting time. Hence we investigate the effect of including the kinetic undercooling to the melting problem and this problem is called the one-phase Stefan problem with kinetic undercooling. Interestingly we discover the unrealistic singularities existed in the classical one-phase Stefan problem at the complete melting time are regularised and also find out the small time behaviour of the one-phase Stefan problem with kinetic undercooling is different to the classical one-phase Stefan problem from the small time asymptotic analysis in Section 3.3. In the case of melting very small particles, it is known that surface tension effects are important. The effect of including the surface tension to the melting problem for nanoparticles (no kinetic undercooling) has been investigated in the past, however the one-phase Stefan problem with surface tension exhibits finite-time blow-up. Therefore we investigate the effect of including both the surface tension and kinetic undercooling to the melting problem for nanoparticles and find out the the solution continues to exist until complete melting. The investigation of including kinetic undercooling and surface tension to the melting problems reveals more insight into the regularisations of unphysical singularities in the classical one-phase Stefan problem. This investigation gives a better understanding of melting a particle, and contributes to the current body of knowledge related to melting and freezing due to heat conduction.

Development of a simplified design method to predict the fire rating of LSF walls

Recent fire research into the behaviour of light gauge steel frame (LSF) wall systems has devel-oped fire design rules based on Australian and European cold-formed steel design standards, AS/NZS 4600 and Eurocode 3 Part 1.3. However, these design rules are complex since the LSF wall studs are subjected to non-uniform elevated temperature distributions when the walls are exposed to fire from one side. Therefore this paper proposes an alternative design method for routine predictions of fire resistance rating of LSF walls. In this method, suitable equations are recommended first to predict the idealised stud time-temperature pro-files of eight different LSF wall configurations subject to standard fire conditions based on full scale fire test results. A new set of equations was then proposed to find the critical hot flange (failure) temperature for a giv-en load ratio for the same LSF wall configurations with varying steel grades and thickness. These equations were developed based on detailed finite element analyses that predicted the axial compression capacities and failure times of LSF wall studs subject to non-uniform temperature distributions with varying steel grades and thicknesses. This paper proposes a simple design method in which the two sets of equations developed for time-temperature profiles and critical hot flange temperatures are used to find the failure times of LSF walls. The proposed method was verified by comparing its predictions with the results from full scale fire tests and finite element analyses. This paper presents the details of this study including the finite element models of LSF wall studs, the results from relevant fire tests and finite element analyses, and the proposed equations.

Sample size considerations and augmentation of computer experiments

Computer Experiments, consisting of a number of runs of a computer model with different inputs, are now common-place in scientific research. Using a simple fire model for illustration some guidelines are given for the size of a computer experiment. A graph is provided relating the error of prediction to the sample size which should be of use when designing computer experiments. Methods for augmenting computer experiments with extra runs are also described and illustrated. The simplest method involves adding one point at a time choosing that point with the maximum prediction variance. Another method that appears to work well is to choose points from a candidate set with maximum determinant of the variance covariance matrix of predictions.

Some practical issues in the design and analysis of computer experiments

Deterministic computer simulations of physical experiments are now common techniques in science and engineering. Often, physical experiments are too time consuming, expensive or impossible to conduct. Complex computer models or codes, rather than physical experiments lead to the study of computer experiments, which are used to investigate many scientific phenomena of this nature. A computer experiment consists of a number of runs of the computer code with different input choices. The Design and Analysis of Computer Experiments is a rapidly growing technique in statistical experimental design. This thesis investigates some practical issues in the design and analysis of computer experiments and attempts to answer some of the questions faced by experimenters using computer experiments. In particular, the question of the number of computer experiments and how they should be augmented is studied and attention is given to when the response is a function over time.

Damage diagnosis for complex steel truss bridges using multi-layer genetic algorithm

Considerate amount of research has proposed optimization-based approaches employing various vibration parameters for structural damage diagnosis. The damage detection by these methods is in fact a result of updating the analytical structural model in line with the current physical model. The feasibility of these approaches has been proven. But most of the verification has been done on simple structures, such as beams or plates. In the application on a complex structure, like steel truss bridges, a traditional optimization process will cost massive computational resources and lengthy convergence. This study presents a multi-layer genetic algorithm (ML-GA) to overcome the problem. Unlike the tedious convergence process in a conventional damage optimization process, in each layer, the proposed algorithm divides the GA’s population into groups with a less number of damage candidates; then, the converged population in each group evolves as an initial population of the next layer, where the groups merge to larger groups. In a damage detection process featuring ML-GA, as parallel computation can be implemented, the optimization performance and computational efficiency can be enhanced. In order to assess the proposed algorithm, the modal strain energy correlation (MSEC) has been considered as the objective function. Several damage scenarios of a complex steel truss bridge’s finite element model have been employed to evaluate the effectiveness and performance of ML-GA, against a conventional GA. In both single- and multiple damage scenarios, the analytical and experimental study shows that the MSEC index has achieved excellent damage indication and efficiency using the proposed ML-GA, whereas the conventional GA only converges at a local solution.

Achieving high reliability for ambiguity resolutions with multiple GNSS constellations

Global Navigation Satellite Systems (GNSS)-based observation systems can provide high precision positioning and navigation solutions in real time, in the order of subcentimetre if we make use of carrier phase measurements in the differential mode and deal with all the bias and noise terms well. However, these carrier phase measurements are ambiguous due to unknown, integer numbers of cycles. One key challenge in the differential carrier phase mode is to fix the integer ambiguities correctly. On the other hand, in the safety of life or liability-critical applications, such as for vehicle safety positioning and aviation, not only is high accuracy required, but also the reliability requirement is important. This PhD research studies to achieve high reliability for ambiguity resolution (AR) in a multi-GNSS environment. GNSS ambiguity estimation and validation problems are the focus of the research effort. Particularly, we study the case of multiple constellations that include initial to full operations of foreseeable Galileo, GLONASS and Compass and QZSS navigation systems from next few years to the end of the decade. Since real observation data is only available from GPS and GLONASS systems, the simulation method named Virtual Galileo Constellation (VGC) is applied to generate observational data from another constellation in the data analysis. In addition, both full ambiguity resolution (FAR) and partial ambiguity resolution (PAR) algorithms are used in processing single and dual constellation data. Firstly, a brief overview of related work on AR methods and reliability theory is given. Next, a modified inverse integer Cholesky decorrelation method and its performance on AR are presented. Subsequently, a new measure of decorrelation performance called orthogonality defect is introduced and compared with other measures. Furthermore, a new AR scheme considering the ambiguity validation requirement in the control of the search space size is proposed to improve the search efficiency. With respect to the reliability of AR, we also discuss the computation of the ambiguity success rate (ASR) and confirm that the success rate computed with the integer bootstrapping method is quite a sharp approximation to the actual integer least-squares (ILS) method success rate. The advantages of multi-GNSS constellations are examined in terms of the PAR technique involving the predefined ASR. Finally, a novel satellite selection algorithm for reliable ambiguity resolution called SARA is developed. In summary, the study demonstrats that when the ASR is close to one, the reliability of AR can be guaranteed and the ambiguity validation is effective. The work then focuses on new strategies to improve the ASR, including a partial ambiguity resolution procedure with a predefined success rate and a novel satellite selection strategy with a high success rate. The proposed strategies bring significant benefits of multi-GNSS signals to real-time high precision and high reliability positioning services.

Modelling client puzzles and denial-of-service resistant protocols

Denial-of-service (DoS) attacks are a growing concern to networked services like the Internet. In recent years, major Internet e-commerce and government sites have been disabled due to various DoS attacks. A common form of DoS attack is a resource depletion attack, in which an attacker tries to overload the server's resources, such as memory or computational power, rendering the server unable to service honest clients. A promising way to deal with this problem is for a defending server to identify and segregate malicious traffic as earlier as possible. Client puzzles, also known as proofs of work, have been shown to be a promising tool to thwart DoS attacks in network protocols, particularly in authentication protocols. In this thesis, we design efficient client puzzles and propose a stronger security model to analyse client puzzles. We revisit a few key establishment protocols to analyse their DoS resilient properties and strengthen them using existing and novel techniques. Our contributions in the thesis are manifold. We propose an efficient client puzzle that enjoys its security in the standard model under new computational assumptions. Assuming the presence of powerful DoS attackers, we find a weakness in the most recent security model proposed to analyse client puzzles and this study leads us to introduce a better security model for analysing client puzzles. We demonstrate the utility of our new security definitions by including two hash based stronger client puzzles. We also show that using stronger client puzzles any protocol can be converted into a provably secure DoS resilient key exchange protocol. In other contributions, we analyse DoS resilient properties of network protocols such as Just Fast Keying (JFK) and Transport Layer Security (TLS). In the JFK protocol, we identify a new DoS attack by applying Meadows' cost based framework to analyse DoS resilient properties. We also prove that the original security claim of JFK does not hold. Then we combine an existing technique to reduce the server cost and prove that the new variant of JFK achieves perfect forward secrecy (the property not achieved by original JFK protocol) and secure under the original security assumptions of JFK. Finally, we introduce a novel cost shifting technique which reduces the computation cost of the server significantly and employ the technique in the most important network protocol, TLS, to analyse the security of the resultant protocol. We also observe that the cost shifting technique can be incorporated in any Diffine{Hellman based key exchange protocol to reduce the Diffie{Hellman exponential cost of a party by one multiplication and one addition.

Fast formulas for computing cryptographic pairings

The most powerful known primitive in public-key cryptography is undoubtedly elliptic curve pairings. Upon their introduction just over ten years ago the computation of pairings was far too slow for them to be considered a practical option. This resulted in a vast amount of research from many mathematicians and computer scientists around the globe aiming to improve this computation speed. From the use of modern results in algebraic and arithmetic geometry to the application of foundational number theory that dates back to the days of Gauss and Euler, cryptographic pairings have since experienced a great deal of improvement. As a result, what was an extremely expensive computation that took several minutes is now a high-speed operation that takes less than a millisecond. This thesis presents a range of optimisations to the state-of-the-art in cryptographic pairing computation. Both through extending prior techniques, and introducing several novel ideas of our own, our work has contributed to recordbreaking pairing implementations.

The use of electronic portal imaging to verify patient position during intensity-modulated radiotherapy delivered by the dynamic MLC technique

Purpose: The precise shape of the three-dimensional dose distributions created by intensity-modulated radiotherapy means that the verification of patient position and setup is crucial to the outcome of the treatment. In this paper, we investigate and compare the use of two different image calibration procedures that allow extraction of patient anatomy from measured electronic portal images of intensity-modulated treatment beams. Methods and Materials: Electronic portal images of the intensity-modulated treatment beam delivered using the dynamic multileaf collimator technique were acquired. The images were formed by measuring a series of frames or segments throughout the delivery of the beams. The frames were then summed to produce an integrated portal image of the delivered beam. Two different methods for calibrating the integrated image were investigated with the aim of removing the intensity modulations of the beam. The first involved a simple point-by-point division of the integrated image by a single calibration image of the intensity-modulated beam delivered to a homogeneous polymethyl methacrylate (PMMA) phantom. The second calibration method is known as the quadratic calibration method and required a series of calibration images of the intensity-modulated beam delivered to different thicknesses of homogeneous PMMA blocks. Measurements were made using two different detector systems: a Varian amorphous silicon flat-panel imager and a Theraview camera-based system. The methods were tested first using a contrast phantom before images were acquired of intensity-modulated radiotherapy treatment delivered to the prostate and pelvic nodes of cancer patients at the Royal Marsden Hospital. Results: The results indicate that the calibration methods can be used to remove the intensity modulations of the beam, making it possible to see the outlines of bony anatomy that could be used for patient position verification. This was shown for both posterior and lateral delivered fields. Conclusions: Very little difference between the two calibration methods was observed, so the simpler division method, requiring only the single extra calibration measurement and much simpler computation, was the favored method. This new method could provide a complementary tool to existing position verification methods, and it has the advantage that it is completely passive, requiring no further dose to the patient and using only the treatment fields.

A hybrid genetic algorithm for the minimum interconnection cut problem

In the real world there are many problems in network of networks (NoNs) that can be abstracted to a so-called minimum interconnection cut problem, which is fundamentally different from those classical minimum cut problems in graph theory. Thus, it is desirable to propose an efficient and effective algorithm for the minimum interconnection cut problem. In this paper we formulate the problem in graph theory, transform it into a multi-objective and multi-constraint combinatorial optimization problem, and propose a hybrid genetic algorithm (HGA) for the problem. The HGA is a penalty-based genetic algorithm (GA) that incorporates an effective heuristic procedure to locally optimize the individuals in the population of the GA. The HGA has been implemented and evaluated by experiments. Experimental results have shown that the HGA is effective and efficient.

Quantum one-time programs

A one-time program is a hypothetical device by which a user may evaluate a circuit on exactly one input of his choice, before the device self-destructs. One-time programs cannot be achieved by software alone, as any software can be copied and re-run. However, it is known that every circuit can be compiled into a one-time program using a very basic hypothetical hardware device called a one-time memory. At first glance it may seem that quantum information, which cannot be copied, might also allow for one-time programs. But it is not hard to see that this intuition is false: one-time programs for classical or quantum circuits based solely on quantum information do not exist, even with computational assumptions. This observation raises the question, "what assumptions are required to achieve one-time programs for quantum circuits?" Our main result is that any quantum circuit can be compiled into a one-time program assuming only the same basic one-time memory devices used for classical circuits. Moreover, these quantum one-time programs achieve statistical universal composability (UC-security) against any malicious user. Our construction employs methods for computation on authenticated quantum data, and we present a new quantum authentication scheme called the trap scheme for this purpose. As a corollary, we establish UC-security of a recent protocol for delegated quantum computation.

Dynamic robot path planning using an enhanced simulated annealing approach

Evolutionary computation is an effective tool for solving optimization problems. However, its significant computational demand has limited its real-time and on-line applications, especially in embedded systems with limited computing resources, e.g., mobile robots. Heuristic methods such as the genetic algorithm (GA) based approaches have been investigated for robot path planning in dynamic environments. However, research on the simulated annealing (SA) algorithm, another popular evolutionary computation algorithm, for dynamic path planning is still limited mainly due to its high computational demand. An enhanced SA approach, which integrates two additional mathematical operators and initial path selection heuristics into the standard SA, is developed in this work for robot path planning in dynamic environments with both static and dynamic obstacles. It improves the computing performance of the standard SA significantly while giving an optimal or near-optimal robot path solution, making its real-time and on-line applications possible. Using the classic and deterministic Dijkstra algorithm as a benchmark, comprehensive case studies are carried out to demonstrate the performance of the enhanced SA and other SA algorithms in various dynamic path planning scenarios.

A closed-form approximation for pricing temperature-based weather derivatives

This paper develops analytical distributions of temperature indices on which temperature derivatives are written. If the deviations of daily temperatures from their expected values are modelled as an Ornstein-Uhlenbeck process with timevarying variance, then the distributions of the temperature index on which the derivative is written is the sum of truncated, correlated Gaussian deviates. The key result of this paper is to provide an analytical approximation to the distribution of this sum, thus allowing the accurate computation of payoffs without the need for any simulation. A data set comprising average daily temperature spanning over a hundred years for four Australian cities is used to demonstrate the efficacy of this approach for estimating the payoffs to temperature derivatives. It is demonstrated that expected payoffs computed directly from historical records are a particularly poor approach to the problem when there are trends in underlying average daily temperature. It is shown that the proposed analytical approach is superior to historical pricing.

The effect of surface tension and kinetic undercooling on a radially-symmetric melting problem

The addition of surface tension to the classical Stefan problem for melting a sphere causes the solution to blow up at a finite time before complete melting takes place. This singular behaviour is characterised by the speed of the solid-melt interface and the flux of heat at the interface both becoming unbounded in the blow-up limit. In this paper, we use numerical simulation for a particular energy-conserving one-phase version of the problem to show that kinetic undercooling regularises this blow-up, so that the model with both surface tension and kinetic undercooling has solutions that are regular right up to complete melting. By examining the regime in which the dimensionless kinetic undercooling parameter is small, our results demonstrate how physically realistic solutions to this Stefan problem are consistent with observations of abrupt melting of nanoscaled particles.