A hybrid molecular dynamics/fluctuating hydrodynamics method for modelling liquids at multiple scales in space and time

A new 3D implementation of a hybrid model based on the analogy with two-phase hydrodynamics has been developed for the simulation of liquids at microscale. The idea of the method is to smoothly combine the atomistic description in the molecular dynamics zone with the Landau-Lifshitz fluctuating hydrodynamics representation in the rest of the system in the framework of macroscopic conservation laws through the use of a single "zoom-in" user-defined function s that has the meaning of a partial concentration in the two-phase analogy model. In comparison with our previous works, the implementation has been extended to full 3D simulations for a range of atomistic models in GROMACS from argon to water in equilibrium conditions with a constant or a spatially variable function s. Preliminary results of simulating the diffusion of a small peptide in water are also reported.

Local-Median Method of Forecasting for Regression Time Series under Outliers

2002 Mathematics Subject Classification: 62M20, 62-07, 62J05, 62P20.

Real-time intensity domain characterization of fibre lasers using spatio-temporal dynamics

Fibre lasers are light sources that are synonymous with stability. They can give rise to highly coherent continuous-wave radiation, or a stable train of mode locked pulses with well-defined characteristics. However, they can also exhibit an exceedingly diverse range of nonlinear operational regimes spanning a multi-dimensional parameter space. The complex nature of the dynamics poses significant challenges in the theoretical and experimental studies of such systems. Here, we demonstrate how the real-time experimental methodology of spatio-temporal dynamics can be used to unambiguously identify and discern between such highly complex lasing regimes. This two-dimensional representation of laser intensity allows the identification and tracking of individual features embedded in the radiation as they make round-trip circulations inside the cavity. The salient features of this methodology are highlighted by its application to the case of Raman fibre lasers and a partially mode locked ring fibre laser operating in the normal dispersion regime.

CloudMPL:a domain specific language for describing management policies for an autonomic cloud infrastructure

To benefit from the advantages that Cloud Computing brings to the IT industry, management policies must be implemented as a part of the operation of the Cloud. Among others, for example, the specification of policies can be used for the management of energy to reduce the cost of running the IT system or also for security policies while handling privacy issues of users. As cloud platforms are large, manual enforcement of policies is not scalable. Hence, autonomic approaches for management policies have recently received a considerable attention. These approaches allow specification of rules that are executed via rule-engines. The process of rules creation starts by the interpretation of the policies drafted by high-rank managers. Then, technical IT staff translate such policies to operational activities to implement them. Such process can start from a textual declarative description and after numerous steps terminates in a set of rules to be executed on a rule engine. To simplify the steps and to bridge the considerable gap between the declarative policies and executable rules, we propose a domain-specific language called CloudMPL. We also design a method of automated transformation of the rules captured in CloudMPL to the popular rule-engine Drools. As the policies are changed over time, code generation will reduce the time required for the implementation of the policies. In addition, using a declarative language for writing the specifications is expected to make the authoring of rules easier. We demonstrate the use of the CloudMPL language into a running example extracted from a management energy consumption case study.

A New Method for Modeling Free Surface Flows and Fluid-structure Interaction with Ocean Applications

The computational modeling of ocean waves and ocean-faring devices poses numerous challenges. Among these are the need to stably and accurately represent both the fluid-fluid interface between water and air as well as the fluid-structure interfaces arising between solid devices and one or more fluids. As techniques are developed to stably and accurately balance the interactions between fluid and structural solvers at these boundaries, a similarly pressing challenge is the development of algorithms that are massively scalable and capable of performing large-scale three-dimensional simulations on reasonable time scales. This dissertation introduces two separate methods for approaching this problem, with the first focusing on the development of sophisticated fluid-fluid interface representations and the second focusing primarily on scalability and extensibility to higher-order methods.

We begin by introducing the narrow-band gradient-augmented level set method (GALSM) for incompressible multiphase Navier-Stokes flow. This is the first use of the high-order GALSM for a fluid flow application, and its reliability and accuracy in modeling ocean environments is tested extensively. The method demonstrates numerous advantages over the traditional level set method, among these a heightened conservation of fluid volume and the representation of subgrid structures.

Next, we present a finite-volume algorithm for solving the incompressible Euler equations in two and three dimensions in the presence of a flow-driven free surface and a dynamic rigid body. In this development, the chief concerns are efficiency, scalability, and extensibility (to higher-order and truly conservative methods). These priorities informed a number of important choices: The air phase is substituted by a pressure boundary condition in order to greatly reduce the size of the computational domain, a cut-cell finite-volume approach is chosen in order to minimize fluid volume loss and open the door to higher-order methods, and adaptive mesh refinement (AMR) is employed to focus computational effort and make large-scale 3D simulations possible. This algorithm is shown to produce robust and accurate results that are well-suited for the study of ocean waves and the development of wave energy conversion (WEC) devices.

The Accuracy and Reliability of Traditional Surface Flow Type Mapping: Is It Time for A New Method of Characterising Physical River Habitat?

Surface flow types (SFT) are advocated as ecologically relevant hydraulic units, often mapped visually from the bankside to characterise rapidly the physical habitat of rivers. SFT mapping is simple, non-invasive and cost-efficient. However, it is also qualitative, subjective and plagued by difficulties in recording accurately the spatial extent of SFT units. Quantitative validation of the underlying physical habitat parameters is often lacking, and does not consistently differentiate between SFTs. Here, we investigate explicitly the accuracy, reliability and statistical separability of traditionally mapped SFTs as indicators of physical habitat, using independent, hydraulic and topographic data collected during three surveys of a c. 50m reach of the River Arrow, Warwickshire, England. We also explore the potential of a novel remote sensing approach, comprising a small unmanned aerial system (sUAS) and Structure-from-Motion photogrammetry (SfM), as an alternative method of physical habitat characterisation. Our key findings indicate that SFT mapping accuracy is highly variable, with overall mapping accuracy not exceeding 74%. Results from analysis of similarity (ANOSIM) tests found that strong differences did not exist between all SFT pairs. This leads us to question the suitability of SFTs for characterising physical habitat for river science and management applications. In contrast, the sUAS-SfM approach provided high resolution, spatially continuous, spatially explicit, quantitative measurements of water depth and point cloud roughness at the microscale (spatial scales ≤1m). Such data are acquired rapidly, inexpensively, and provide new opportunities for examining the heterogeneity of physical habitat over a range of spatial and temporal scales. Whilst continued refinement of the sUAS-SfM approach is required, we propose that this method offers an opportunity to move away from broad, mesoscale classifications of physical habitat (spatial scales 10-100m), and towards continuous, quantitative measurements of the continuum of hydraulic and geomorphic conditions which actually exists at the microscale.

Development of a domain decomposition method for computational aeroacoustics

Abstract not available

Use of time-resolved spectroscopy as a method to monitor carotenoids present in tomato extract obtained using ultrasound treatment

Introduction Compounds exhibiting antioxidant activity have received much interest in the food industry because of their potential health benefits. Carotenoids such as lycopene, which in the human diet mainly derives from tomatoes (Solanum lycopersicum), have attracted much attention in this aspect and the study of their extraction, processing and storage procedures is of importance. Optical techniques potentially offer advantageous non-invasive and specific methods to monitor them. Objectives To obtain both fluorescence and Raman information to ascertain if ultrasound assisted extraction from tomato pulp has a detrimental effect on lycopene. Method Use of time-resolved fluorescence spectroscopy to monitor carotenoids in a hexane extract obtained from tomato pulp with application of ultrasound treatment (583 kHz). The resultant spectra were a combination of scattering and fluorescence. Because of their different timescales, decay associated spectra could be used to separate fluorescence and Raman information. This simultaneous acquisition of two complementary techniques was coupled with a very high time-resolution fluorescence lifetime measurement of the lycopene. Results Spectroscopic data showed the presence of phytofluene and chlorophyll in addition to lycopene in the tomato extract. The time-resolved spectral measurement containing both fluorescence and Raman data, coupled with high resolution time-resolved measurements, where a lifetime of ~5 ps was attributed to lycopene, indicated lycopene appeared unaltered by ultrasound treatment. Detrimental changes were, however, observed in both chlorophyll and phytofluene contributions. Conclusion Extracted lycopene appeared unaffected by ultrasound treatment, while other constituents (chlorophyll and phytofluene) were degraded.

Time Reversed Electromagnetic Wave Propagation as a Novel Method of Wireless Power Transfer

We investigate the application of time-reversed electromagnetic wave propagation to transmit energy in a wireless power transmission system. “Time reversal” is a signal focusing method that exploits the time reversal invariance of the lossless wave equation to direct signals onto a single point inside a complex scattering environment. In this work, we explore the properties of time reversed microwave pulses in a low-loss ray-chaotic chamber. We measure the spatial profile of the collapsing wavefront around the target antenna, and demonstrate that time reversal can be used to transfer energy to a receiver in motion. We demonstrate how nonlinear elements can be controlled to selectively focus on one target out of a group. Finally, we discuss the design of a rectenna for use in a time reversal system. We explore the implication of these results, and how they may be applied in future technologies.

An investigation of imputation methods for discrete databases and multi-variate time series

When it comes to information sets in real life, often pieces of the whole set may not be available. This problem can find its origin in various reasons, describing therefore different patterns. In the literature, this problem is known as Missing Data. This issue can be fixed in various ways, from not taking into consideration incomplete observations, to guessing what those values originally were, or just ignoring the fact that some values are missing. The methods used to estimate missing data are called Imputation Methods. The work presented in this thesis has two main goals. The first one is to determine whether any kind of interactions exists between Missing Data, Imputation Methods and Supervised Classification algorithms, when they are applied together. For this first problem we consider a scenario in which the databases used are discrete, understanding discrete as that it is assumed that there is no relation between observations. These datasets underwent processes involving different combina- tions of the three components mentioned. The outcome showed that the missing data pattern strongly influences the outcome produced by a classifier. Also, in some of the cases, the complex imputation techniques investigated in the thesis were able to obtain better results than simple ones. The second goal of this work is to propose a new imputation strategy, but this time we constrain the specifications of the previous problem to a special kind of datasets, the multivariate Time Series. We designed new imputation techniques for this particular domain, and combined them with some of the contrasted strategies tested in the pre- vious chapter of this thesis. The time series also were subjected to processes involving missing data and imputation to finally propose an overall better imputation method. In the final chapter of this work, a real-world example is presented, describing a wa- ter quality prediction problem. The databases that characterized this problem had their own original latent values, which provides a real-world benchmark to test the algorithms developed in this thesis.

The conjugate gradient partitioned block frequency-domain for multichannel adaptive filtering

The conjugate gradient is the most popular optimization method for solving large systems of linear equations. In a system identification problem, for example, where very large impulse response is involved, it is necessary to apply a particular strategy which diminishes the delay, while improving the convergence time. In this paper we propose a new scheme which combines frequency-domain adaptive filtering with a conjugate gradient technique in order to solve a high order multichannel adaptive filter, while being delayless and guaranteeing a very short convergence time.

Subject Ontogeny: Subject Access through Time and the Dimensionality of Classification

Classification schemes undergo revision. However, in a networked environment revisions can be used to add dimensionality to classification. This dimensionality can be used to help explain conceptual warrant, explain the shift from disciplinary to multidisciplinary knowledge production, and as a component method of domain analysis. Further, subject ontogeny might be used in cooperative networked projects like digital preservation, online access tools, and interoperability frameworks.

Frequency domain analysis of stationary time series

This thesis provides a necessary and sufficient condition for asymptotic efficiency of a nonparametric estimator of the generalised autocovariance function of a Gaussian stationary random process. The generalised autocovariance function is the inverse Fourier transform of a power transformation of the spectral density, and encompasses the traditional and inverse autocovariance functions. Its nonparametric estimator is based on the inverse discrete Fourier transform of the same power transformation of the pooled periodogram. The general result is then applied to the class of Gaussian stationary ARMA processes and its implications are discussed. We illustrate that for a class of contrast functionals and spectral densities, the minimum contrast estimator of the spectral density satisfies a Yule-Walker system of equations in the generalised autocovariance estimator. Selection of the pooling parameter, which characterizes the nonparametric estimator of the generalised autocovariance, controlling its resolution, is addressed by using a multiplicative periodogram bootstrap to estimate the finite-sample distribution of the estimator. A multivariate extension of recently introduced spectral models for univariate time series is considered, and an algorithm for the coefficients of a power transformation of matrix polynomials is derived, which allows to obtain the Wold coefficients from the matrix coefficients characterizing the generalised matrix cepstral models. This algorithm also allows the definition of the matrix variance profile, providing important quantities for vector time series analysis. A nonparametric estimator based on a transformation of the smoothed periodogram is proposed for estimation of the matrix variance profile.

Model selection and the vectorial misspecification-resistant information criterion in multivariate time series

The thesis deals with the problem of Model Selection (MS) motivated by information and prediction theory, focusing on parametric time series (TS) models. The main contribution of the thesis is the extension to the multivariate case of the Misspecification-Resistant Information Criterion (MRIC), a criterion introduced recently that solves Akaike’s original research problem posed 50 years ago, which led to the definition of the AIC. The importance of MS is witnessed by the huge amount of literature devoted to it and published in scientific journals of many different disciplines. Despite such a widespread treatment, the contributions that adopt a mathematically rigorous approach are not so numerous and one of the aims of this project is to review and assess them. Chapter 2 discusses methodological aspects of MS from information theory. Information criteria (IC) for the i.i.d. setting are surveyed along with their asymptotic properties; and the cases of small samples, misspecification, further estimators. Chapter 3 surveys criteria for TS. IC and prediction criteria are considered for: univariate models (AR, ARMA) in the time and frequency domain, parametric multivariate (VARMA, VAR); nonparametric nonlinear (NAR); and high-dimensional models. The MRIC answers Akaike’s original question on efficient criteria, for possibly-misspecified (PM) univariate TS models in multi-step prediction with high-dimensional data and nonlinear models. Chapter 4 extends the MRIC to PM multivariate TS models for multi-step prediction introducing the Vectorial MRIC (VMRIC). We show that the VMRIC is asymptotically efficient by proving the decomposition of the MSPE matrix and the consistency of its Method-of-Moments Estimator (MoME), for Least Squares multi-step prediction with univariate regressor. Chapter 5 extends the VMRIC to the general multiple regressor case, by showing that the MSPE matrix decomposition holds, obtaining consistency for its MoME, and proving its efficiency. The chapter concludes with a digression on the conditions for PM VARX models.

Real-time anomaly detection of gamma-ray bursts for the Cherenkov Telescope Array using deep learning

The Cherenkov Telescope Array (CTA) will be the next-generation ground-based observatory to study the universe in the very-high-energy domain. The observatory will rely on a Science Alert Generation (SAG) system to analyze the real-time data from the telescopes and generate science alerts. The SAG system will play a crucial role in the search and follow-up of transients from external alerts, enabling multi-wavelength and multi-messenger collaborations. It will maximize the potential for the detection of the rarest phenomena, such as gamma-ray bursts (GRBs), which are the science case for this study. This study presents an anomaly detection method based on deep learning for detecting gamma-ray burst events in real-time. The performance of the proposed method is evaluated and compared against the Li&Ma standard technique in two use cases of serendipitous discoveries and follow-up observations, using short exposure times. The method shows promising results in detecting GRBs and is flexible enough to allow real-time search for transient events on multiple time scales. The method does not assume background nor source models and doe not require a minimum number of photon counts to perform analysis, making it well-suited for real-time analysis. Future improvements involve further tests, relaxing some of the assumptions made in this study as well as post-trials correction of the detection significance. Moreover, the ability to detect other transient classes in different scenarios must be investigated for completeness. The system can be integrated within the SAG system of CTA and deployed on the onsite computing clusters. This would provide valuable insights into the method's performance in a real-world setting and be another valuable tool for discovering new transient events in real-time. Overall, this study makes a significant contribution to the field of astrophysics by demonstrating the effectiveness of deep learning-based anomaly detection techniques for real-time source detection in gamma-ray astronomy.