Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations

Maximum-likelihood estimates of the parameters of stochastic differential equations are consistent and asymptotically efficient, but unfortunately difficult to obtain if a closed-form expression for the transitional probability density function of the process is not available. As a result, a large number of competing estimation procedures have been proposed. This article provides a critical evaluation of the various estimation techniques. Special attention is given to the ease of implementation and comparative performance of the procedures when estimating the parameters of the Cox–Ingersoll–Ross and Ornstein–Uhlenbeck equations respectively.

Design of experiments for bivariate binary responses modelled by Copula functions

Optimal design for generalized linear models has primarily focused on univariate data. Often experiments are performed that have multiple dependent responses described by regression type models, and it is of interest and of value to design the experiment for all these responses. This requires a multivariate distribution underlying a pre-chosen model for the data. Here, we consider the design of experiments for bivariate binary data which are dependent. We explore Copula functions which provide a rich and flexible class of structures to derive joint distributions for bivariate binary data. We present methods for deriving optimal experimental designs for dependent bivariate binary data using Copulas, and demonstrate that, by including the dependence between responses in the design process, more efficient parameter estimates are obtained than by the usual practice of simply designing for a single variable only. Further, we investigate the robustness of designs with respect to initial parameter estimates and Copula function, and also show the performance of compound criteria within this bivariate binary setting.

Design of decoupling networks for circulant symmetric antenna arrays

Small element spacing in compact arrays results in strong mutual coupling between array elements. Performance degradation associated with the strong coupling can be avoided through the introduction of a decoupling network consisting of interconnected reactive elements. We present a systematic design procedure for decoupling networks of symmetrical arrays with more than three elements and characterized by circulant scattering parameter matrices. The elements of the decoupling network are obtained through repeated decoupling of the characteristic eigenmodes of the array, which allows the calculation of element values using closed-form expressions.

Using Fiber Bragg Grating (FBG) sensors to measure vertical displacements of bridges : a preliminary study

In many bridges, vertical displacements are the most relevant parameter for monitoring in the both short and long term. However, it is difficult to measure vertical displacements of bridges and yet they are among the most important indicators of structural behaviour. Therefore, it prompts a need to develop a simple, inexpensive and yet more practical method to measure vertical displacements of bridges. With the development of fiber-optics technologies, fiber Bragg grating (FBG) sensors have been widely used in structural health monitoring. The advantages of these sensors over the conventional sensors include multiplexing capabilities, high sample rate, small size and electro magnetic interference (EMI) immunity. In this paper, methods of vertical displacement measurements of bridges are first reviewed. Then, FBG technology is briefly introduced including principle, sensing system, characteristics and different types of FBG sensors. Finally, the methodology of vertical displacement measurements using FBG sensors is presented and a trial test is described. It is concluded that using FBG sensors is feasible to measure vertical displacements of bridges. This method can be used to understand global behaviour of bridge‘s span and can further develop for structural health monitoring techniques such as damage detection.

Design of compact coupled-line couplers

The size of rat-race and branch-line couplers can be reduced by using periodic loading or artificial transmission lines. The objective of this work is to extend the idea of size reduction through periodic loading to coupled-line 90° hybrids. A procedure for the extraction of the characteristic parameters of a coupled-line 4-port from a single set of S-parameters is described. This method can be employed to design of coupled artificial transmission line couplers of arbitrary geometry. The procedure is illustrated through the design a broadside-coupled stripline hybrid, periodically loaded with stubs. Measured results for a prototype coupler confirm the validity of the theory.

Variables governing the dynamics of attacker-defender systems in team sport

This project was a step forward in the examination and identification of key variables on the perception, decision making and action of team sport athletes through theoretical insights provided by the ecological dynamics perspective. The methodology drew on experiential knowledge of elite coaches to drive further empirical investigation into the specific task, environmental and personal constraints that shape the behaviour of athletes in specific performance contexts. The thesis has provided an effective rationale for further investigation into the emergent perception, decision making and action demanded of athletes in these unpredictable, fluent, fast-paced environments.

Vulnerability assessment of reinforced concrete columns subjected to vehicular impacts

Columns are one of the key load bearing elements that are highly susceptible to vehicle impacts. The resulting severe damages to columns may leads to failures of the supporting structure that are catastrophic in nature. However, the columns in existing structures are seldom designed for impact due to inadequacies of design guidelines. The impact behaviour of columns designed for gravity loads and actions other than impact is, therefore, of an interest. A comprehensive investigation is conducted on reinforced concrete column with a particular focus on investigating the vulnerability of the exposed columns and to implement mitigation techniques under low to medium velocity car and truck impacts. The investigation is based on non-linear explicit computer simulations of impacted columns followed by a comprehensive validation process. The impact is simulated using force pulses generated from full scale vehicle impact tests. A material model capable of simulating triaxial loading conditions is used in the analyses. Circular columns adequate in capacity for five to twenty story buildings, designed according to Australian standards are considered in the investigation. The crucial parameters associated with the routine column designs and the different load combinations applied at the serviceability stage on the typical columns are considered in detail. Axially loaded columns are examined at the initial stage and the investigation is extended to analyse the impact behaviour under single axis bending and biaxial bending. The impact capacity reduction under varying axial loads is also investigated. Effects of the various load combinations are quantified and residual capacity of the impacted columns based on the status of the damage and mitigation techniques are also presented. In addition, the contribution of the individual parameter to the failure load is scrutinized and analytical equations are developed to identify the critical impulses in terms of the geometrical and material properties of the impacted column. In particular, an innovative technique was developed and introduced to improve the accuracy of the equations where the other techniques are failed due to the shape of the error distribution. Above all, the equations can be used to quantify the critical impulse for three consecutive points (load combinations) located on the interaction diagram for one particular column. Consequently, linear interpolation can be used to quantify the critical impulse for the loading points that are located in-between on the interaction diagram. Having provided a known force and impulse pair for an average impact duration, this method can be extended to assess the vulnerability of columns for a general vehicle population based on an analytical method that can be used to quantify the critical peak forces under different impact durations. Therefore the contribution of this research is not only limited to produce simplified yet rational design guidelines and equations, but also provides a comprehensive solution to quantify the impact capacity while delivering new insight to the scientific community for dealing with impacts.

Asymptotic and numerical results for a model of solvent-dependent drug diffusion through polymeric spheres

A model for drug diffusion from a spherical polymeric drug delivery device is considered. The model contains two key features. The first is that solvent diffuses into the polymer, which then transitions from a glassy to a rubbery state. The interface between the two states of polymer is modelled as a moving boundary, whose speed is governed by a kinetic law; the same moving boundary problem arises in the one-phase limit of a Stefan problem with kinetic undercooling. The second feature is that drug diffuses only through the rubbery region, with a nonlinear diffusion coefficient that depends on the concentration of solvent. We analyse the model using both formal asymptotics and numerical computation, the latter by applying a front-fixing scheme with a finite volume method. Previous results are extended and comparisons are made with linear models that work well under certain parameter regimes. Finally, a model for a multi-layered drug delivery device is suggested, which allows for more flexible control of drug release.

Infinite-horizon policy-gradient estimation

Gradient-based approaches to direct policy search in reinforcement learning have received much recent attention as a means to solve problems of partial observability and to avoid some of the problems associated with policy degradation in value-function methods. In this paper we introduce GPOMDP, a simulation-based algorithm for generating a biased estimate of the gradient of the average reward in Partially Observable Markov Decision Processes (POMDPs) controlled by parameterized stochastic policies. A similar algorithm was proposed by Kimura, Yamamura, and Kobayashi (1995). The algorithm's chief advantages are that it requires storage of only twice the number of policy parameters, uses one free parameter β ∈ [0,1) (which has a natural interpretation in terms of bias-variance trade-off), and requires no knowledge of the underlying state. We prove convergence of GPOMDP, and show how the correct choice of the parameter β is related to the mixing time of the controlled POMDP. We briefly describe extensions of GPOMDP to controlled Markov chains, continuous state, observation and control spaces, multiple-agents, higher-order derivatives, and a version for training stochastic policies with internal states. In a companion paper (Baxter, Bartlett, & Weaver, 2001) we show how the gradient estimates generated by GPOMDP can be used in both a traditional stochastic gradient algorithm and a conjugate-gradient procedure to find local optima of the average reward. ©2001 AI Access Foundation and Morgan Kaufmann Publishers. All rights reserved.

Learning the kernel matrix with semidefinite programming

Kernel-based learning algorithms work by embedding the data into a Euclidean space, and then searching for linear relations among the embedded data points. The embedding is performed implicitly, by specifying the inner products between each pair of points in the embedding space. This information is contained in the so-called kernel matrix, a symmetric and positive semidefinite matrix that encodes the relative positions of all points. Specifying this matrix amounts to specifying the geometry of the embedding space and inducing a notion of similarity in the input space - classical model selection problems in machine learning. In this paper we show how the kernel matrix can be learned from data via semidefinite programming (SDP) techniques. When applied to a kernel matrix associated with both training and test data this gives a powerful transductive algorithm -using the labeled part of the data one can learn an embedding also for the unlabeled part. The similarity between test points is inferred from training points and their labels. Importantly, these learning problems are convex, so we obtain a method for learning both the model class and the function without local minima. Furthermore, this approach leads directly to a convex method for learning the 2-norm soft margin parameter in support vector machines, solving an important open problem.

Active transonic aerofoil design optimization using robust multiobjective evolutionary algorithms

The use of adaptive wing/aerofoil designs is being considered, as they are promising techniques in aeronautic/ aerospace since they can reduce aircraft emissions and improve aerodynamic performance of manned or unmanned aircraft. This paper investigates the robust design and optimization for one type of adaptive techniques: active flow control bump at transonic flow conditions on a natural laminar flow aerofoil. The concept of using shock control bump is to control supersonic flow on the suction/pressure side of natural laminar flow aerofoil that leads to delaying shock occurrence (weakening its strength) or boundary layer separation. Such an active flow control technique reduces total drag at transonic speeds due to reduction of wave drag. The location of boundary-layer transition can influence the position and structure of the supersonic shock on the suction/pressure side of aerofoil. The boundarylayer transition position is considered as an uncertainty design parameter in aerodynamic design due to the many factors, such as surface contamination or surface erosion. This paper studies the shock-control-bump shape design optimization using robust evolutionary algorithms with uncertainty in boundary-layer transition locations. The optimization method is based on a canonical evolution strategy and incorporates the concepts of hierarchical topology, parallel computing, and asynchronous evaluation. The use of adaptive wing/aerofoil designs is being considered, as they are promising techniques in aeronautic/ aerospace since they can reduce aircraft emissions and improve aerodynamic performance of manned or unmanned aircraft. This paper investigates the robust design and optimization for one type of adaptive techniques: active flow control bump at transonic flow conditions on a natural laminar flow aerofoil. The concept of using shock control bump is to control supersonic flow on the suction/pressure side of natural laminar flow aerofoil that leads to delaying shock occurrence (weakening its strength) or boundary-layer separation. Such an active flow control technique reduces total drag at transonic speeds due to reduction of wave drag. The location of boundary-layer transition can influence the position and structure of the supersonic shock on the suction/pressure side of aerofoil. The boundarylayer transition position is considered as an uncertainty design parameter in aerodynamic design due to the many factors, such as surface contamination or surface erosion. This paper studies the shock-control-bump shape design optimization using robust evolutionary algorithms with uncertainty in boundary-layer transition locations. The optimization method is based on a canonical evolution strategy and incorporates the concepts of hierarchical topology, parallel computing, and asynchronous evaluation. Two test cases are conducted: the first test assumes the boundary-layer transition position is at 45% of chord from the leading edge, and the second test considers robust design optimization for the shock control bump at the variability of boundary-layer transition positions. The numerical result shows that the optimization method coupled to uncertainty design techniques produces Pareto optimal shock-control-bump shapes, which have low sensitivity and high aerodynamic performance while having significant total drag reduction.

Learning the Kernel Matrix with Semi-Definite Programming

Kernel-based learning algorithms work by embedding the data into a Euclidean space, and then searching for linear relations among the embedded data points. The embedding is performed implicitly, by specifying the inner products between each pair of points in the embedding space. This information is contained in the so-called kernel matrix, a symmetric and positive definite matrix that encodes the relative positions of all points. Specifying this matrix amounts to specifying the geometry of the embedding space and inducing a notion of similarity in the input space -- classical model selection problems in machine learning. In this paper we show how the kernel matrix can be learned from data via semi-definite programming (SDP) techniques. When applied to a kernel matrix associated with both training and test data this gives a powerful transductive algorithm -- using the labelled part of the data one can learn an embedding also for the unlabelled part. The similarity between test points is inferred from training points and their labels. Importantly, these learning problems are convex, so we obtain a method for learning both the model class and the function without local minima. Furthermore, this approach leads directly to a convex method to learn the 2-norm soft margin parameter in support vector machines, solving another important open problem. Finally, the novel approach presented in the paper is supported by positive empirical results.

Robust designs for Poisson regression models

We consider the problem of how to construct robust designs for Poisson regression models. An analytical expression is derived for robust designs for first-order Poisson regression models where uncertainty exists in the prior parameter estimates. Given certain constraints in the methodology, it may be necessary to extend the robust designs for implementation in practical experiments. With these extensions, our methodology constructs designs which perform similarly, in terms of estimation, to current techniques, and offers the solution in a more timely manner. We further apply this analytic result to cases where uncertainty exists in the linear predictor. The application of this methodology to practical design problems such as screening experiments is explored. Given the minimal prior knowledge that is usually available when conducting such experiments, it is recommended to derive designs robust across a variety of systems. However, incorporating such uncertainty into the design process can be a computationally intense exercise. Hence, our analytic approach is explored as an alternative.

Radiation effects on natural convection laminar flow from a horizontal circular cylinder

The effect of radiation on natural convection flow from an isothermal circular cylinder has been investigated numerically in this study. The governing boundary layer equations of motion are transformed into a non-dimensional form and the resulting nonlinear systems of partial differential equations are reduced to convenient boundary layer equations, which are then solved numerically by two distinct efficient methods namely: (i) implicit finite differencemethod or the Keller-Box Method (KBM) and (ii) Straight Forward Finite Difference Method (SFFD). Numerical results are presented by velocity and temperature distribution of the fluid as well as heat transfer characteristics, namely the shearing stress and the local heat transfer rate in terms of the local skin-friction coefficient and the local Nusselt number for a wide range of surface heating parameter and radiation-conduction parameter. Due to the effects of the radiation the skin-friction coefficients as well as the rate of heat transfer increased and consequently the momentum and thermal boundary layer thickness enhanced.

Radiation effect on free convection laminar flow along a vertical flat plate with streamwise sinusoidal surface temperature

The effect of thermal radiation on a steady two-dimensional natural convection laminar flow of viscous incompressible optically thick fluid along a vertical flat plate with streamwise sinusoidal surface temperature has been investigated in this study. Using the appropriate variables; the basic governing equations are transformed to convenient form and then solved numerically employing two efficient methods, namely, Implicit finite difference method (IFD) together with Keller box scheme and Straight forward finite difference (SFFD) method. Effects of the variation of the physical parameters, for example, conduction-radiation parameter (Planck number), surface temperature parameter, and the amplitude of the surface temperature, are shown on the skin friction and heat transfer rate quantitatively are shown numerically. Velocity and temperature profiles as well as streamlines and isotherms are also presented and discussed for the variation of conduction-radiation parameter. It is found that both skin-friction and rate of heat transfer are enhanced considerably by increasing the values of conduction radiation parameter, Rd.