DSpace Community:
http://hdl.handle.net/2381/445
20170120T01:49:12Z

Detailed balance in micro and macrokinetics and microdistinguishability of macroprocesses
http://hdl.handle.net/2381/39217
Title: Detailed balance in micro and macrokinetics and microdistinguishability of macroprocesses
Authors: Gorban, A. N.
Abstract: We develop a general framework for the discussion of detailed balance and analyse its microscopic background. We find that there should be two additions to the wellknown T or PTinvariance of the microscopic laws of motion:
1. Equilibrium should not spontaneously break the relevant T or PTsymmetry.
2. The macroscopic processes should be microscopically distinguishable to guarantee persistence of detailed balance in the model reduction from micro to macrokinetics.
We briefly discuss examples of the violation of these rules and the corresponding violation of detailed balance.
20170118T16:43:31Z

Multilevel sparse grid kernels collocation with radial basis functions for elliptic and parabolic problems
http://hdl.handle.net/2381/39148
Title: Multilevel sparse grid kernels collocation with radial basis functions for elliptic and parabolic problems
Authors: Zhao, Yangzhang
Abstract: Radial basis functions (RBFs) are wellknown for the ease implementation as
they are the meshfree method [31, 37, 71, 72]. In this thesis, we modify the
multilevel sparse grid kernel interpolation (MuSIK) algorithm proposed in [48]
for use in Kansa’s collocation method (referred to as MuSIKC) to solve elliptic
and parabolic problems. The curse of dimensionality is a significant challenge
in high dimension approximation. A full grid collocation method requires O(Nd)
nodal points to construct an approximation; here N is the number of nodes in
one direction and d means the dimension. However, the sparse grid collocation
method in this thesis only demand O(N logd1(N)) nodes. We save much more
memory cost using sparse grids and obtain a good performance as using full grids.
Moreover, the combination technique [20, 54] allows the sparse grid collocation
method to be parallelised. When solving parabolic problems, we follow Myers
et al.’s suggestion in [90] to use the spacetime method, considering time as
one spatial dimension. If we apply sparse grids in the spatial dimensions and
use timestepping, we still need O(N2 logd1(N)) nodes. However, if we use the
spacetime method, the total number of nodes is O(N logd(N)).
In this thesis, we always compare the performance of multiquadric (MQ) basis
function and the Gaussian basis function. In all experiments, we observe that
the collocation method using the Gaussian with scaling shape parameters does
not converge. Meanwhile, in Chapter 3, there is an experiment to show that the
spacetime method with MQ has a similar convergence rate as a timestepping
method using MQ in option pricing. From the numerical experiments in Chapter
4, MuSIKC using MQ and the Gaussian always give more rapid convergence
and high accuracy especially in four dimensions (T R3) for PDEs with smooth
conditions. Compared to some recently proposed meshbased methods, MuSIKC
shows similar performance in low dimension situation and better approximation
in high dimension. In Chapter 5, we combine the Method of Lines (MOL) and our
MuSIKC to obtain good convergence in pricing one asset European option and
the Margrabe option, that have nonsmooth initial conditions.
20170116T11:28:58Z

Dynamic Cooperative Investment
http://hdl.handle.net/2381/39146
Title: Dynamic Cooperative Investment
Authors: Almualim, Anwar Hassan Ali
Abstract: In this thesis we develop dynamic cooperative investment schemes in discrete and
continuous time. Instead of investing individually, several agents may invest joint
capital into a commonly agreed trading strategy, and then split the uncertain
outcome of the investment according to the preagreed scheme, based on their
individual riskreward preferences. As a result of cooperation, each investor is able
to get a share, which cannot be replicated with the available market instruments,
and because of this, cooperative investment is usually strictly profitable for all
participants, when compared with an optimal individual strategy. We describe
cooperative investment strategies which are Pareto optimal, and then propose a
method to choose the most ‘fair’ Pareto optimal strategy based on equilibrium
theory. In some cases, uniqueness and stability for the equilibrium are justified.
We study a cooperative investment problem, for investors with different risk preferences,
coming from expected utility theory, meanvariance theory, meandeviation
theory, prospect theory, etc. The developed strategies are timeconsistent; that
is the group of investors have no reasons to change their mind in the middle of
the investment process. This is ensured by either using a dynamic programming
approach, by applying the utility model based on the compound independence
axiom.
For numerical experiments, we use a scenario generation algorithm and stochastic
programming model for generating appropriate scenario tree components of the
S&P 100 index. The algorithm uses historical data simulation as well as a GARCH
model.
20170116T11:16:31Z

Gaussian Process and Functional Data Methods for Mortality Modelling
http://hdl.handle.net/2381/39143
Title: Gaussian Process and Functional Data Methods for Mortality Modelling
Authors: Wu, Ruhao
Abstract: Modelling the demographic mortality trends is of great importance due to its considerable impact on welfare policy, resource allocation and government planning. In this thesis, we propose to use various statistical methods, including Gaussian process (GP), principal curve, multilevel functional principal component analysis (MFPCA) for forecasting and clustering of human mortality data. This thesis is actually composed of three main topics regarding mortality modelling. In the first topic, we propose a new Gaussian process regression method and apply it to the modelling and forecasting of agespecific human mortality rates for a single population. The proposed method incorporates a weighted mean function and the spectral mixture covariance function, hence provides better performance in forecasting long term mortality rates, compared with the conventional GPR methods. The performance of the proposed method is also compared with LeeMiller model and the functional data model by Hyndman and Ullah (2007) in the context of forecasting the French total mortality rates. Then, in the second topic, we extend mortality modelling for a single population independently to that for multiple populations simultaneously, by developing a new framework for coherent modelling and forecasting of mortality rates for multiple subpopulations within one large population. We treat the mortality of subpopulations as multilevel functional data and then a weighted multilevel functional principal component approach is proposed and used for modelling and forecasting the mortality rates. The proposed model is applied to sexspecific data for nine developed countries, and the forecasting results suggest that, in terms of overall accuracy, the model outperforms the independent model (Hyndman and Ullah 2007) and is comparable to the ProductRatio model (Hyndman et al 2013) but with several advantages. Finally, in the third topic, we introduce a clustering method based on principal curves for clustering of human mortality as functional data. And this innovative clustering method is applied to French total mortality data for exploring its potential features.
20170116T10:46:09Z

Discontinuous Galerkin Methods on Polytopic Meshes
http://hdl.handle.net/2381/39140
Title: Discontinuous Galerkin Methods on Polytopic Meshes
Authors: Dong, Zhaonan
Abstract: This thesis is concerned with the analysis and implementation of the hpversion
interior penalty discontinuous Galerkin finite element method (DGFEM) on computational
meshes consisting of general polygonal/polyhedral (polytopic) elements.
Two model problems are considered: general advectiondiffusionreaction boundary
value problems and time dependent parabolic problems. New hpversion a
priori error bounds are derived based on a specific choice of the interior penalty
parameter which allows for edge/facedegeneration as well as an arbitrary number
of faces and hanging nodes per element.
The proposed method employs elemental polynomial bases of total degree p (Pp
bases) defined in the physical coordinate system, without requiring mapping from
a given reference or canonical frame. A series of numerical experiments highlighting
the performance of the proposed DGFEM are presented. In particular,
we study the competitiveness of the pversion DGFEM employing a Ppbasis on
both polytopic and tensorproduct elements with a (standard) DGFEM and FEM
employing a (mapped) Qpbasis. Moreover, a careful theoretical analysis of optimal
convergence rate in p for Ppbasis is derived for several commonly used
projectors, which leads to sharp bounds of exponential convergence with respect
to degrees of freedom (dof) for the Ppbasis.
Description: File under embargo until 3rd June 2017.
20170113T15:44:19Z

Efficient Option Pricing under Levy Processes, with CVA and FVA
http://hdl.handle.net/2381/39110
Title: Efficient Option Pricing under Levy Processes, with CVA and FVA
Authors: Shek, C. K.; Law, J.; Levendorskiĭ, Sergei
Abstract: We generalize the Piterbarg [1] model to include (1) bilateral default risk as in Burgard and Kjaer [2], and (2) jumps in the dynamics of the underlying asset using general classes of Lévy processes of exponential type. We develop an efficient explicitimplicit scheme for European options and barrier options taking CVAFVA into account. We highlight the importance of this work in the context of trading, pricing and management a derivative portfolio given the trajectory of regulations.
20170110T10:09:37Z

Quantifying nonNewtonian effects in rotating boundarylayer flows
http://hdl.handle.net/2381/39089
Title: Quantifying nonNewtonian effects in rotating boundarylayer flows
Authors: Griffiths, P. T.; Garrett, S. J.; Stephen, S. O.; Hussain, Z.
Abstract: The stability of the boundarylayer on a rotating disk is considered for fluids that adhere to a nonNewtonian governing viscosity relationship. For fluids with shearrate dependent viscosity the base flow is no longer an exact solution of the Navier–Stokes equations, however, in the limit of large Reynolds number the flow inside the threedimensional boundarylayer can be determined via a similarity solution. The convective instabilities associated with flows of this nature are described both asymptotically and numerically via separate linear stability analyses. Akin to previous Newtonian studies it is found that there exists two primary modes of instability; the upperbranch type I modes, and the lowerbranch type II modes. Results show that both these modes can be stabilised or destabilised depending on the choice of nonNewtonian viscosity model. A number of comments are made regarding the suitability of some of the more wellknown nonNewtonian constitutive relationships within the context of the rotating disk model. Such a study is presented with a view to suggesting potential control mechanisms for flows that are practically relevant to the turbomachinery industry.
Description: 12 month embargo
20170109T14:39:47Z

Representations of Quantum Conjugacy Classes of NonExceptional Quantum Groups
http://hdl.handle.net/2381/39024
Title: Representations of Quantum Conjugacy Classes of NonExceptional Quantum Groups
Authors: Ashton, Thomas Stephen
Abstract: Let G be a complex nonexceptional simple algebraic group and g its Lie algebra. With every point x of the maximal torus T ʗ G we associate a highest weight module Mx over the DrinfeldJimbo quantum group Uq(g) and an equivariant quantization of the conjugacy class of x by operators in End(Mx). These equivariant quantizations are isomorphic for x lying on the same orbit of the Weyl group, and Mx support different exact representations of the same quantum conjugacy class.
This recovers all quantizations of conjugacy classes constructed before, via special x, and also completes the family of conjugacy classes by constructing an equivariant quantization of “borderline" Levi conjugacy classes of the complex orthogonal group SO(N), whose stabilizer contains a Cartesian factor SO(2) SO(P), 1 6 P < N, P Ξ N mod 2.
To achieve this, generators of the Mickelsson algebra Zq(g; g’), where g’ ʗ g is the Lie subalgebra of rank rkg’ = rkg1 of the same type, were explicitly constructed in terms of Chevalley generators via the Rmatrix of Uq(g).
20161221T16:00:17Z

Comparison of the effects of surface roughness and confinement on rotor–stator cavity flow
http://hdl.handle.net/2381/39023
Title: Comparison of the effects of surface roughness and confinement on rotor–stator cavity flow
Authors: Özkan, M.; Thomas, P. J.; Cooper, A. J.; Garrett, Stephen John
Abstract: Results of a computational study are discussed which investigate roughnessinduced and geometryinduced (confinement) effects on the steadystate velocity components in 3D boundarylayer flow over the rotor disc in a rotor–stator flow configuration. It is found that, for the rotor–stator flow investigated, the roughnessinduced effects are very similar to geometryinduced effects, both in nature and magnitude. The overall aim was to compare these two types of effects with corresponding roughnessinduced effects in the von Kármán boundarylayer flow over a disc spinning freely in an unrestricted fluid environment. The research was conducted in the context of a programme investigating surface roughness as a means of laminar flow control for the development of new passive dragreduction techniques. The goal was to establish whether it was possible unequivocally to distinguish between roughnessinduced and geometryinduced effects on the boundarylayer flow above the rotor disc. The results obtained suggest that, for the type of system discussed here, it must be expected to be difficult to distinguish between these effects in experiments. The similarities regarding the nature and magnitude of results obtained from comparing predictions for three different computational modelling approaches indicate the required sensitivity of measurement technologies aiming to resolve the investigated effects in experimental studies.
20161220T16:51:40Z

On the diagonal subalgebra of an Ext algebra
http://hdl.handle.net/2381/38966
Title: On the diagonal subalgebra of an Ext algebra
Authors: Green, E. L.; Snashall, Nicole Jane; Solberg, O.; Zacharia, D.
Abstract: Let R be a Koszul algebra over a field k and M be a linear Rmodule. We study a graded subalgebra ΔM of the Extalgebra ExtR⁎(M,M) called the diagonal subalgebra and its properties. Applications to the Hochschild cohomology ring of R and to periodicity of linear modules are given. Viewing R as a linear module over its enveloping algebra, we also show that ΔR is isomorphic to the graded center of the Koszul dual of R. When R is selfinjective and not necessarily graded, we study connections between periodic modules M, complexity of M and existence of nonnilpotent elements of positive degree in the Extalgebra of M. Characterizations of periodic algebras are given.
20161215T15:05:06Z

Special multiserial algebras are quotients of symmetric special multiserial algebras
http://hdl.handle.net/2381/38894
Title: Special multiserial algebras are quotients of symmetric special multiserial algebras
Authors: Green, E. L.; Schroll, Sibylle
Abstract: In this paper we give a new definition of symmetric special multiserial algebras in terms of defining cycles. As a consequence, we show that every special multiserial algebra is a quotient of a symmetric special multiserial algebra.
Description: MSC 16G20
20161212T14:48:22Z

Hourglass stabilization and the virtual element method
http://hdl.handle.net/2381/38848
Title: Hourglass stabilization and the virtual element method
Authors: Cangiani, A.; Manzini, G.; Russo, A.; Sukumar, N.
Abstract: In this paper, we establish the connections between the virtual element method (VEM) and the hourglass control techniques that have been developed since the early 1980s to stabilize underintegrated C0 Lagrange finite element methods. In the VEM, the bilinear form is decomposed into two parts: a consistent term that reproduces a given polynomial space and a correction term that provides stability. The essential ingredients of inline imagecontinuous VEMs on polygonal and polyhedral meshes are described, which reveals that the variational approach adopted in the VEM affords a generalized and robust means to stabilize underintegrated finite elements. We focus on the heat conduction (Poisson) equation and present a virtual element approach for the isoparametric fournode quadrilateral and eightnode hexahedral elements. In addition, we show quantitative comparisons of the consistency and stabilization matrices in the VEM with those in the hourglass control method of Belytschko and coworkers. Numerical examples in two and three dimensions are presented for different stabilization parameters, which reveals that the method satisfies the patch test and delivers optimal rates of convergence in the L2 norm and the H1 seminorm for Poisson problems on quadrilateral, hexahedral, and arbitrary polygonal meshes.
20161206T15:38:40Z

On the stability of continuousdiscontinuous Galerkin methods for advectiondiffusionreaction problems
http://hdl.handle.net/2381/38847
Title: On the stability of continuousdiscontinuous Galerkin methods for advectiondiffusionreaction problems
Authors: Cangiani, Andrea; Chapman, J.; Georgoulis, Emmanuil; Jensen, M.
Abstract: We consider a finite element method which couples the continuous Galerkin method away from internal and boundary layers with a discontinuous Galerkin method in the vicinity of layers. We prove that this consistent method is stable in the streamline diffusion norm if the convection field flows noncharacteristically from the region of the continuous Galerkin to the region of the discontinuous Galerkin method. The stability properties of the coupled method are illustrated with a numerical experiment.
20161206T15:29:49Z

Étale homotopy types of moduli stacks of polarised abelian schemes
http://hdl.handle.net/2381/38828
Title: Étale homotopy types of moduli stacks of polarised abelian schemes
Authors: Frediani, P.; Neumann, Frank
Abstract: We determine the Artin–Mazur étale homotopy types of moduli stacks of polarised abelian schemes using transcendental methods and derive some arithmetic properties of the étale fundamental groups of these moduli stacks. Finally we analyse the Torelli morphism between the moduli stacks of algebraic curves and principally polarised abelian schemes from an étale homotopy point of view.
Description: Mathematics Subject Classification
14F35 14K10 14H10 14C34
20161205T16:29:23Z

Geometry of moduli stacks of (k, l)stable vector bundles over algebraic curves
http://hdl.handle.net/2381/38827
Title: Geometry of moduli stacks of (k, l)stable vector bundles over algebraic curves
Authors: MataGutiérrez, O.; Neumann, Frank
Abstract: We study the geometry of the moduli stack of vector bundles of fixed rank and degree over an algebraic curve by introducing a filtration made of open substacks build from (k,l)stable vector bundles. The concept of (k,l)stability was introduced by Narasimhan and Ramanan to study the geometry of the coarse moduli space of stable bundles. We will exhibit the stacky picture and analyse the geometric and cohomological properties of the moduli stacks of (k,l)stable vector bundles. For particular pairs (k,l) of integers we also show that these moduli stacks admit coarse moduli spaces and we discuss their interplay.
Description: MSC
primary, 14H60, 14D23; secondary, 14D20
20161205T16:22:03Z

A New Bayesian Test to test for the IntractabilityCountering Hypothesis
http://hdl.handle.net/2381/38804
Title: A New Bayesian Test to test for the IntractabilityCountering Hypothesis
Authors: Chakrabarty, Dalia
Abstract: We present a new test of hypothesis in which we seek the probability of the null conditioned on the data, where the null is a simplification undertaken to counter the intractability of the more complex model, that the simpler null model is nested within. With the more complex model rendered intractable, the null model uses a simplifying assumption that capacitates the learning of an unknown parameter vector given the data. Bayes factors are shown to be known only up to a ratio of unknown datadependent constants–a problem that cannot be cured using prescriptions similar to those suggested to solve the problem caused to Bayes factor computation, by noninformative priors. Thus, a new test is needed in which we can circumvent Bayes factor computation. In this test, we undertake generation of data from the model in which the null hypothesis is true and can achieve support in the measured data for the null by comparing the marginalised posterior of the model parameter given the measured data, to that given such generated data. However, such a ratio of marginalised posteriors can confound interpretation of comparison of support in one measured data for a null, with that in another data set for a different null. Given an application in which such comparison is undertaken, we alternatively define support in a measured data set for a null by identifying the model parameters that are less consistent with the measured data than is minimally possible given the generated data, and realising that the higher the number of such parameter values, less is the support in the measured data for the null. Then, the probability of the null conditional on the data is given within an MCMCbased scheme, by marginalising the posterior given the measured data, over parameter values that are as, or more consistent with the measured data, than with the generated data. In the aforementioned application, we test the hypothesis that a galactic state space bears an isotropic geometry, where the (missing) data comprising measurements of some components of the state space vector of a sample of observed galactic particles, is implemented to Bayesianly learn the gravitational mass density of all matter in the galaxy. In lieu of an assumption about the state space being isotropic, the likelihood of the sought gravitational mass density given the data, is intractable. For a real example galaxy, we find unequal values of the probability of the null–that the host state space is isotropic–given two different data sets, implying that in this galaxy, the system state space constitutes at least two disjoint subvolumes that the two data sets respectively live in. Implementation on simulated galactic data is also undertaken, as is an empirical illustration on the wellknown Oring data, to test for the form of the thermal variation of the failure probability of the Orings.
Description: Details of the Bayesian learning of the gravitational mass density and state spacepd fof the galaxyare provided in SectionS1of the attached supplementary material. SectionS2discusses detailsof the Fully Bayesian Significance Test.
20161202T12:24:33Z

Pattern, process, scale, and model's sensitivity: Comment on "Phase separation driven by densitydependent movement: A novel mechanism for ecological patterns" by QuanXing Liu et al.
http://hdl.handle.net/2381/38764
Title: Pattern, process, scale, and model's sensitivity: Comment on "Phase separation driven by densitydependent movement: A novel mechanism for ecological patterns" by QuanXing Liu et al.
Authors: Petrovskii, Sergei
Abstract: Spatial distribution of ecological populations is rarely homogeneous. Typically, the population density exhibits considerable variability of space, in an extreme yet not uncommon case creating a “patchy” pattern where areas of high population density alternate with areas where the population density is much lower or close to zero [1]. This phenomenon, often generically referred to as ecological patterning or ecological pattern formation, has long been a focus of interest in ecology and a number of theories and models have been developed aiming to explain it under different ecological and/or environmental conditions and on different spatial and temporal scales; see Table 1. A straightforward explanation of the heterogeneous distribution of population density relates it to the heterogeneity of the environment (e.g. to nonuniform distribution of resources) and this is indeed often the case [2]. However, a closer look reveals that this is not enough and in many cases the heterogeneity of population density is only weakly correlated to the heterogeneity of the environment [3] and [19]. Understanding that biological interactions play, on the relevant spatial and temporal scales [20], as important role in shaping the ecological patterns as the physical/chemical forcing resulted in a number of theories. The earliest one that used the idea of Turing's instability [4] was followed by several others [5], [6] and [21] including theories where pattern formation was due to a nonTuring mechanism [8] and [9] and theories where the movement behavior and/or density dependence was an essential factor [12] and [14].
20161129T16:09:05Z

Quantifying uncertainty in partially specified biological models: How can optimal control theory help us?
http://hdl.handle.net/2381/38719
Title: Quantifying uncertainty in partially specified biological models: How can optimal control theory help us?
Authors: Adamson, M. W.; Morozov, A. Y.; Kuzenkov, O. A.
Abstract: Mathematical models in biology are highly simplified representations of a complex underlying reality and there is always a high degree of uncertainty with regards to model function specification. This uncertainty becomes critical for models in which the use of different functions fitting the same dataset can yield substantially different predictionsa property known as structural sensitivity. Thus, even if the model is purely deterministic, then the uncertainty in the model functions carries through into uncertainty in model predictions, and new frameworks are required to tackle this fundamental problem. Here, we consider a framework that uses partially specified models in which some functions are not represented by a specific form. The main idea is to project infinite dimensional function space into a lowdimensional space taking into account biological constraints. The key question of how to carry out this projection has so far remained a serious mathematical challenge and hindered the use of partially specified models. Here, we propose and demonstrate a potentially powerful technique to perform such a projection by using optimal control theory to construct functions with the specified global properties. This approach opens up the prospect of a flexible and easy to use method to fulfil uncertainty analysis of biological models.
20161125T09:58:35Z

Piecewise quadratic approximations of arbitrary error functions for fast and robust machine learning
http://hdl.handle.net/2381/38711
Title: Piecewise quadratic approximations of arbitrary error functions for fast and robust machine learning
Authors: Gorban, A. N.; Mirkes, E. M.; Zinovyev, A.
Abstract: Most of machine learning approaches have stemmed from the application of minimizing the mean squared distance principle, based on the computationally efficient quadratic optimization methods. However, when faced with highdimensional and noisy data, the quadratic error functionals demonstrated many weaknesses including high sensitivity to contaminating factors and dimensionality curse. Therefore, a lot of recent applications in machine learning exploited properties of nonquadratic error functionals based on L1 norm or even sublinear potentials corresponding to quasinorms Lp (0<p<1). The back side of these approaches is increase in computational cost for optimization. Till so far, no approaches have been suggested to deal with arbitrary error functionals, in a flexible and computationally efficient framework. In this paper, we develop a theory and basic universal data approximation algorithms (kmeans, principal components, principal manifolds and graphs, regularized and sparse regression), based on piecewise quadratic error potentials of subquadratic growth (PQSQ potentials). We develop a new and universal framework to minimize arbitrary subquadratic error potentials using an algorithm with guaranteed fast convergence to the local or global error minimum. The theory of PQSQ potentials is based on the notion of the cone of minorant functions, and represents a natural approximation formalism based on the application of minplus algebra. The approach can be applied in most of existing machine learning methods, including methods of data approximation and regularized and sparse regression, leading to the improvement in the computational cost/accuracy tradeoff. We demonstrate that on synthetic and reallife datasets PQSQbased machine learning methods achieve orders of magnitude faster computational performance than the corresponding stateoftheart methods, having similar or better approximation accuracy.
20161123T17:34:11Z

Rmatrix and inverse Shapovalov form
http://hdl.handle.net/2381/38710
Title: Rmatrix and inverse Shapovalov form
Authors: Mudrov, Andrey
Abstract: We construct the inverse Shapovalov form of a simple complex quantum group from its universal Rmatrix based on a generalized NagelMoshinsky approach to lowering operators. We establish a connection between this algorithm and the ABRR equation for dynamical twist.
20161123T17:26:21Z

Evolution of adaptation mechanisms: Adaptation energy, stress, and oscillating death
http://hdl.handle.net/2381/38652
Title: Evolution of adaptation mechanisms: Adaptation energy, stress, and oscillating death
Authors: Gorban, Alexander N.; Tyukina, Tatiana A.; Smirnova, E. V.; Pokidysheva, L. I.
Abstract: In 1938, Selye proposed the notion of adaptation energy and published ‘Experimental evidence supporting the conception of adaptation energy.’ Adaptation of an animal to different factors appears as the spending of one resource. Adaptation energy is a hypothetical extensive quantity spent for adaptation. This term causes much debate when one takes it literally, as a physical quantity, i.e. a sort of energy. The controversial points of view impede the systematic use of the notion of adaptation energy despite experimental evidence. Nevertheless, the response to many harmful factors often has general nonspecific form and we suggest that the mechanisms of physiological adaptation admit a very general and nonspecific description.
We aim to demonstrate that Selye׳s adaptation energy is the cornerstone of the topdown approach to modelling of nonspecific adaptation processes. We analyze Selye׳s axioms of adaptation energy together with Goldstone׳s modifications and propose a series of models for interpretation of these axioms. Adaptation energy is considered as an internal coordinate on the ‘dominant path’ in the model of adaptation. The phenomena of ‘oscillating death’ and ‘oscillating remission’ are predicted on the base of the dynamical models of adaptation. Natural selection plays a key role in the evolution of mechanisms of physiological adaptation. We use the fitness optimization approach to study of the distribution of resources for neutralization of harmful factors, during adaptation to a multifactor environment, and analyze the optimal strategies for different systems of factors.
20161121T14:29:22Z

The Ext algebra and a new generalisation of DKoszul algebras
http://hdl.handle.net/2381/38590
Title: The Ext algebra and a new generalisation of DKoszul algebras
Authors: Leader, Joanne; Snashall, Nicole
Abstract: We generalise Koszul and DKoszul algebras by introducing a class of graded
algebras called (D, A)stacked algebras. We give a characterisation of (D, A)stacked
algebras and show that their Ext algebra is finitely generated as an algebra in degrees
0, 1, 2 and 3. In the monomial case, we give an explicit description of the Ext algebra
by quiver and relations, and show that the ideal of relations has a quadratic Gr¨obner
basis; this enables us to give a regrading of the Ext algebra under which the regraded
Ext algebra is a Koszul algebra.
Description: 2010 Mathematics Subject Classification. 16G20, 16S37, 16E30 12 Month embargo from publication.
20161116T15:48:30Z

Mechanism of chain collapse of strongly charged polyelectrolytes
http://hdl.handle.net/2381/38580
Title: Mechanism of chain collapse of strongly charged polyelectrolytes
Authors: Tom, A. M.; Vemparala, S.; Rajesh, R.; Brilliantov, Nikolai V.
Abstract: We perform extensive molecular dynamics simulations of a charged polymer in a good solvent in the regime where the chain is collapsed. We analyze the dependence of the gyration radius Rg on the reduced Bjerrum length ℓB and find two different regimes. In the first one, called a weak electrostatic regime, Rg∼ℓ−1/2B, which is consistent only with the predictions of the counterionfluctuation theory. In the second one, called a strong electrostatic regime, we find Rg∼ℓ−1/5B. To explain the novel regime we modify the counterionfluctuation theory.
Description: The simulations were carried out on the supercomputing
machines Annapurna, Nandadevi, and Satpura at The
Institute of Mathematical Sciences.
20161116T10:28:02Z

On the stability of the BEK family of rotating boundarylayer flows for powerlaw fluids
http://hdl.handle.net/2381/38547
Title: On the stability of the BEK family of rotating boundarylayer flows for powerlaw fluids
Authors: Abdulameer, M. A.; Griffiths, P. T.; Alveroğlu, B.; Garrett, Stephen J.
Abstract: We consider the convective instability of the BEK family of rotating boundarylayer flows for shearthinning powerlaw fluids. The Bödewadt, Ekman and von Kármán flows are particular cases within this family. A linear stability analysis is conducted using a Chebyshev polynomial method in order to investigate the effect of shearthinning fluids on the convective type I (inviscid crossflow) and type II (viscous streamline curvature) modes of instability. The results reveal that an increase in shearthinning has a universal stabilising effect across the entire BEK family. Our results are presented in terms of neutral curves, growth rates and an analysis of the energy balance. The newlyderived governing equations for both the steady mean flow and unsteady perturbation equations are given in full.
Description: The file associated with this record is under a 24 month embargo from publication in accordance with the publisher's selfarchiving policy. The full text may be available through the publisher links provided above.
20161115T10:42:43Z

Viscous modes within the compressible boundarylayer flow due to a broad rotating cone
http://hdl.handle.net/2381/38514
Title: Viscous modes within the compressible boundarylayer flow due to a broad rotating cone
Authors: Towers, P. D.; Hussain, Z.; Griffiths, P. T.; Garrett, S. J.
Abstract: We investigate the effects of compressibility and wall cooling on the stationary, viscous (Type II) instability mode within the 3D boundary layer over rotating cones with halfangle greater than 40°. The stationary mode is characterised by zero shear stress at the wall and a tripledeck solution is presented in the isothermal case. Asymptotic solutions are obtained which describe the structure of the wavenumber and the orientation of this mode as a function of local Mach number. It is found that a stationary mode is possible only over a finite range of local Mach number. Our conclusions are entirely consistent with the results of Seddougui 1990, A nonlinear investigation of the stability models of instability of the trheedimensional Compresible boundary layer due to a rotating disc Q. J. Mech. Appl. Math., 43, pt. 4. It is suggested that wall cooling has a significant stabilising effect, while reducing the halfangle is marginally destabilising. Solutions are presented for air.
Description: Author confirmed manuscript is postprint.
20161114T14:26:08Z

Equivariant Hochschild Cohomology
http://hdl.handle.net/2381/38502
Title: Equivariant Hochschild Cohomology
Authors: Koam, Ali Nasser Ali
Abstract: In this thesis our goal is to develop the equivariant version of Hochschild cohomology. In the equivariant world there is given a group G which acts on objects. First naive object which can be considered is a Galgebra, that is, an associative algebra A on which G acts via algebra automorphisms. In our work we consider two more general situations. In the first case we develop a cohomology theory for oriented algebras and in the second case we develop a cohomology theory for Green functors.
20161114T11:03:11Z

Discontinuous Galerkin methods for fast reactive mass transfer through semipermeable membranes
http://hdl.handle.net/2381/38467
Title: Discontinuous Galerkin methods for fast reactive mass transfer through semipermeable membranes
Authors: Cangiani, Andrea; Georgoulis, Emmanuil H.; Jensen, M.
Abstract: A discontinuous Galerkin (dG) method for the numerical solution of initial/boundary value multicompartment partial differential equation (PDE) models, interconnected with interface conditions, is analysed. The study of interface problems is motivated by models of mass transfer of solutes through semipermeable membranes. The case of fast reactions is also included. More specifically, a model problem consisting of a system of semilinear parabolic advection–diffusion–reaction partial differential equations in each compartment with only local Lipschitz conditions on the nonlinear reaction terms, equipped with respective initial and boundary conditions, is considered. General nonlinear interface conditions modelling selective permeability, congestion and partial reflection are applied to the compartment interfaces. The interior penalty dG method for this problem, presented recently, is analysed both in the spacediscrete and in fully discrete settings for the case of, possibly, fast reactions. The a priori analysis shows that the method yields optimal a priori bounds, provided the exact solution is sufficiently smooth. Numerical experiments indicate agreement with the theoretical bounds.
20161111T15:23:03Z

Conforming and nonconforming virtual element methods for elliptic problems
http://hdl.handle.net/2381/38460
Title: Conforming and nonconforming virtual element methods for elliptic problems
Authors: Cangiani, Andrea; Manzini, G.; Sutton, Oliver J.
Abstract: We present in a unified framework new conforming and nonconforming Virtual Element Methods (VEM) for general second order elliptic problems in two and three dimensions. The differential operator is split into its symmetric and nonsymmetric parts and conditions for stability and accuracy on their discrete counterparts are established. These conditions are shown to lead to optimal $H^1$ and $L^2$error estimates, confirmed by numerical experiments on a set of polygonal meshes. The accuracy of the numerical approximation provided by the two methods is shown to be comparable.
20161111T14:31:40Z

Optimal Bounds for the Variance of SelfIntersection Local Times
http://hdl.handle.net/2381/38406
Title: Optimal Bounds for the Variance of SelfIntersection Local Times
Authors: Deligiannidis, G.; Utev, Sergey
Abstract: For a Zdvalued random walk (Sn)n N0, let l(n,x) be its local time at the site x Zd. For α N, define the αfold selfintersection local time as Ln(α) xl(n,x)α. Also let LnSRW(α) be the corresponding quantities for the simple random walk in Zd. Without imposing any moment conditions, we show that the variance of the selfintersection local time of any genuinely ddimensional random walk is bounded above by the corresponding quantity for the simple symmetric random walk; that is, var(Ln(α))=O(var (LnSRW(α))). In particular, for any genuinely ddimensional random walk, with d≥4, we have var (Ln(α))=O(n). On the other hand, in dimensions d≤3 we show that if the behaviour resembles that of simple random walk, in the sense that lim infn→∞var Lnα/var(LnSRW(α))>0, then the increments of the random walk must have zero mean and finite second moment.
20161109T10:30:23Z

Multiserial and special multiserial algebras and their representations
http://hdl.handle.net/2381/38391
Title: Multiserial and special multiserial algebras and their representations
Authors: Green, E. L.; Schroll, Sibylle
Abstract: In this paper we study multiserial and special multiserial algebras. These algebras are a natural generalization of biserial and special biserial algebras to algebras of wild representation type. We define a module to be multiserial if its radical is the sum of uniserial modules whose pairwise intersection is either 0 or a simple module. We show that all finitely generated modules over a special multiserial algebra are multiserial. In particular, this implies that, in analogy to special biserial algebras being biserial, special multiserial algebras are multiserial. We then show that the class of symmetric special multiserial algebras coincides with the class of Brauer configuration algebras, where the latter are a generalization of Brauer graph algebras. We end by showing that any symmetric algebra with radical cube zero is special multiserial and so, in particular, it is a Brauer configuration algebra.
Description: MSC 16G20; 16G20; 16D10; 16D50
20161108T12:14:39Z

Revisiting Brownian motion as a description of animal movement: a comparison to experimental movement data
http://hdl.handle.net/2381/38376
Title: Revisiting Brownian motion as a description of animal movement: a comparison to experimental movement data
Authors: Bearup, Daniel; Benefer, Carly M.; Petrovskii, Sergei V.; Blackshaw, Rod P.
Abstract: Summary:
1. Characterization of patterns of animal movement is a major challenge in ecology with applications to conservation, biological invasions and pest monitoring. Brownian random walks, and diffusive flux as their mean field counterpart, provide one framework in which to consider this problem. However, it remains subject to debate and controversy. This study presents a test of the diffusion framework using movement data obtained from controlled experiments.
2. Walking beetles (Tenebrio molitor) were released in an open circular arena with a central hole and the number of individuals falling from the arena edges was monitored over time. These boundary counts were compared, using curve fitting, to the predictions of a diffusion model. The diffusion model is solved precisely, without using numerical simulations.
3. We find that the shape of the curves derived from the diffusion model is a close match to those found experimentally. Furthermore, in general, estimates of the total population obtained from the relevant solution of the diffusion equation are in excellent agreement with the experimental population. Estimates of the dispersal rate of individuals depend on how accurately the initial release distribution is incorporated into the model.
4. We therefore show that diffusive flux is a very good approximation to the movement of a population of Tenebrio molitor beetles. As such, we suggest that it is an adequate theoretical/modelling framework for ecological studies that account for insect movement, although it can be context specific. An immediate practical application of this can be found in the interpretation of trap counts, in particular for the purpose of pest monitoring.
Description: The file associated with this record is under a 12 month embargo from publication in accordance with the publisher's selfarchiving policy. The full text may be available through the publisher links provided above.
20161108T09:51:19Z

Twisted Hochschild homology and MacLane homology
http://hdl.handle.net/2381/38305
Title: Twisted Hochschild homology and MacLane homology
Authors: Pirashvili, Teimuraz
Abstract: We prove that Hi.A; ˆ.A// D 0, i > 0. Here A is a commutative algebra over the
prime field Fp of characteristic p > 0 and ˆ.A/ is A considered as a bimodule,
where the left multiplication is the usual one, while the right multiplication is given
via Frobenius endomorphism and H denotes the Hochschild homology over Fp . This
result has implications in Mac Lane homology theory. Among other results, we prove
that HML .A; T / D 0, provided A is an algebra over a field K of characteristic p >0
and T is a strict homogeneous polynomial functor of degree d with 1<d <Card.K/.
20161031T15:53:14Z

Multilevel Adaptive Radial Basis Function Approximation using Error Indicators
http://hdl.handle.net/2381/38284
Title: Multilevel Adaptive Radial Basis Function Approximation using Error Indicators
Authors: Zhang, Qi
Abstract: In some approximation problems, sampling from the target function can be both expensive and timeconsuming. It would be convenient to have a method for indicating where the approximation quality is poor, so that generation of new data provides the user with greater accuracy where needed.
In this thesis, the author describes a new adaptive algorithm for Radial Basis Function (RBF) interpolation which aims to assess the local approximation quality and adds or removes points as required to improve the error in the specified region.
For a multiquadric and Gaussian approximation, one has the flexibility of a shape parameter which one can use to keep the condition number of the interpolation matrix to a moderate size. In this adaptive error indicator (AEI) method, an adaptive shape parameter is applied.
Numerical results for test functions which appear in the literature are given for one, two, and three dimensions, to show that this method performs well. A turbine blade design problem form GE Power (Rugby, UK) is considered and the AEI method is applied to this problem.
Moreover, a new multilevel approximation scheme is introduced in this thesis by coupling it with the adaptive error indicator. Preliminary numerical results from this Multilevel Adaptive Error Indicator (MAEI) approximation method are shown. These indicate that the MAEI is able to express the target function well. Moreover, it provides a highly efficient sampling.
20161031T10:53:54Z

Longterm transients and complex dynamics of a stagestructured population with time delay and the Allee effect
http://hdl.handle.net/2381/38197
Title: Longterm transients and complex dynamics of a stagestructured population with time delay and the Allee effect
Authors: Morozov, A. Y.; Banerjee, M.; Petrovskii, Sergei V.
Abstract: Traditionally, mathematical modeling in population ecology is mainly focused on asymptotic behavior of the model, i.e. as given by the system attractors. Recently, however, transient regimes and especially longterm transients have been recognized as playing a crucial role in the dynamics of ecosystems. In particular, longterm transients are a potential explanation of ecological regime shifts, when an apparently healthy population suddenly collapses and goes extinct. In this paper, we show that the interplay between delay in maturation and a strong Allee effect can result in longterm transients in a single species system. We first derive a simple ‘conceptual’ model of the population dynamics that incorporates both a strong Allee effect and maturation delay. Unlike much of the previous work, our approach is not empirical since our model is derived from basic principles. We show that the model exhibits a high complexity in its asymptotic dynamics including multiperiodic and chaotic attractors. We then show the existence of longterm transient dynamics in the system, when the population size oscillates for a long time between locally stable stationary states before it eventually settles either at the persistence equilibrium or goes extinct. The parametric space of the model is found to have a complex structure with the basins of attraction corresponding to the persistence and extinction states being of a complicated shape. This impedes the prediction of the eventual fate of the population, as a small variation in the maturation delay or the initial population size can either bring the population to extinction or ensure its persistence.
Description: Following the embargo period the above license applies.
20161012T10:23:36Z

Homotopy Types of Topological Groupoids and LusternikSchnirelmann Category of Topological Stacks
http://hdl.handle.net/2381/38094
Title: Homotopy Types of Topological Groupoids and LusternikSchnirelmann Category of Topological Stacks
Authors: Alsulami, Samirah Hameed Break
Abstract: The concept of a groupoid was first introduced in 1926 by H. Brandt in his fundamental paper [7]. The idea behind it is a small category in which every arrow is invertible. This notion of groupoid can be thought of as a generalisation of the notion of a group. Namely, a group is a groupoid with only one object. After the introduction of topological and differentiable groupoids by Ehresmann in 1950 in his paper on connections [19], the concept has been widely studied by many mathematicians in many areas of topology, geometry and physics. In this thesis, we deal with topological groupoids as the main object of study. We first develop the main concepts of homotopy theory of topological groupoids. Also, we study general versions of Morita equivalence between topological groupoids, which lead us to discuss topological stacks. The main objective of this thesis is then to develop and analyse a notion of LusternikSchnirelmann category for general topological groupoids and topological stacks, generalising the classical work by Lusternik and Schnirelmann for topological spaces and manifolds [30] and for orbifolds and Lie groupoids as introduced by Colman [11]. Fundamental in the classical definition of the LScategory of a smooth manifold or topological space is the concept of a categorical set. A subset of a space is said to be categorical if it is contractible in the space. The LusternikSchnirelmann category cat(X) of a topological space X is defined to be the least number of categorical open sets required to cover X, if that number is finite. Otherwise the category cat(X) is said to be infinite. Here using a generalised notion of categorical subgroupoid and substack, we generalise the notion of the LusternikSchnirelmann category to topological groupoids and topological stacks with the intention of providing a new useful tool and invariant to study homotopy types of topological groupoids and topological stacks, which will be important also to understand the geometry and Morse theory of Lie groupoids and differentiable stacks from a purely homotopical viewpoint.
20160926T11:04:55Z

hpVersion discontinuous Galerkin methods for advectiondiffusionreaction problems on polytopic meshes
http://hdl.handle.net/2381/38016
Title: hpVersion discontinuous Galerkin methods for advectiondiffusionreaction problems on polytopic meshes
Authors: Cangiani, Andrea; Dong, Zhaonan; Georgoulis, Emmanuil H.; Houston, Paul
Abstract: We consider the hpversion interior penalty discontinuous Galerkin finite element method (DGFEM) for the numerical approximation of the advectiondiffusionreaction equation on general computational meshes consisting of polygonal/polyhedral (polytopic) elements. In particular, new hpversion a priori error bounds are derived based on a specific choice of the interior penalty parameter which allows for edge/facedegeneration. The proposed method employs elemental polynomial bases of total degree p (𝒫pbasis) defined in the physical coordinate system, without requiring the mapping from a given reference or canonical frame. Numerical experiments highlighting the performance of the proposed DGFEM are presented. In particular, we study the competitiveness of the pversion DGFEM employing a 𝒫pbasis on both polytopic and tensorproduct elements with a (standard) DGFEM employing a (mapped) 𝒬pbasis. Moreover, a computational example is also presented which demonstrates the performance of the proposed hpversion DGFEM on general agglomerated meshes.
20160830T15:11:03Z

The convective instability of the BEK system of rotating boundarylayer flows over rough disks
http://hdl.handle.net/2381/37977
Title: The convective instability of the BEK system of rotating boundarylayer flows over rough disks
Authors: Alveroğlu, Burhan
Abstract: A numerical study investigating the effects of surface roughness on the stability properties of the BEK system of flows is introduced. The BEK system of flows occur in many engineering applications such as turbomachinery and rotorstator devices, therefore they have great practical importance. Recent studies have been concerned with the effects of surface roughness on the von Kármán flow. The aim of this thesis is to investigate whether distributed surface roughness could be used as a passive drag reduction technique for the broader BEK system of flows. If it can, what is “the right sort of roughness?" To answer these questions, a linear stability analysis is performed using the Chebyshev collocation method to investigate the effect of particular types of distributed surface roughness, both anisotropic and isotropic, on the convective instability characteristics of the inviscid Type I (crossflow) instability and the viscous Type II instability. The results reveal that all roughness types lead to a stabilisation of the Type I mode in all flows within the BEK family, with the exception of azimuthallyanisotropic roughness (radial grooves) within the Bődewadt flow which causes a mildly destabilising effect. In the case of the Type II mode, the results reveal the destabilising effect of radiallyanisotropic roughness (concentric grooves) on all the boundary layers, whereas both azimuthallyanisotropic and isotropic roughness have a stabilising effect on the mode for Ekman and von Kármán flows. Moreover, an energy analysis is performed to investigate the underlying physical mechanisms behind the effects of rough surfaces on the BEK system. The conclusion is that isotropic surface roughness is the most effective type of the distributed surface roughness and can be recommended as a passivedrag reduction mechanism for the entire BEK system of flows.
20160816T11:54:44Z

Mathematical Modelling of Oxygen  Plankton System under the Climate Change
http://hdl.handle.net/2381/37971
Title: Mathematical Modelling of Oxygen  Plankton System under the Climate Change
Authors: Sekerci Firat, Yadigar
Abstract: Oxygen production due to phytoplankton photosynthesis is an important phenomenon keeping in mind the underlying dynamics of marine ecosystems. However, despite its crucial importance, not only for marine but also for terrestrial ecosystems, the coupled oxygenplankton dynamics have been overlooked.
This dissertation aims to provide insight into an oxygenplankton system using mathematical modelling. We firstly develop a ‘baseline’ oxygenphytoplankton model which is then further developed through the addition of biologically relevant factors such as plankton respiration and the predator effect of zooplankton. The properties of the model have been studied both in the nonspatial case, which corresponds to a well mixed system with a spatially uniform distribution of species, and in the spatially explicit extension, by taking into account the transport of oxygen and movement of plankton by turbulent diffusion.
Since the purpose of this work is to reveal the oxygen dynamics, the effect of global warming is considered taken into consideration and modelled by various oxygen production rates and phytoplankton growth functions in Chapters 5 and 6. It is shown that sustainable oxygen production is only possible in an intermediate range of the production rate. If the oxygen production rate becomes sufficiently low or high, in the course of time, the system’s dynamics shows abrupt changes resulting in plankton extinction and oxygen depletion. We show that the spatial system’s sustainability range is larger that of the corresponding nonspatial system. We show that oxygen production by phytoplankton can stop suddenly if the water temperature exceeds a certain critical threshold. Correspondingly, this dissertation reveals the scenarios of extinction which can potentially lead to an ecological disaster.
20160816T10:51:51Z

The Fundamental Groupoid and the Geometry of Monoids
http://hdl.handle.net/2381/37837
Title: The Fundamental Groupoid and the Geometry of Monoids
Authors: Pirashvili, Ilia
Abstract: This thesis is divided in two equal parts. We start the first part by studying the Katospectrum of a commutative monoid M, denoted by KSpec(M). We show that the functor M → KSpec(M) is representable and discuss a few consequences of this fact. In particular, when M is additionally finitely generated, we give an efficient way of calculating it explicitly.
We then move on to study the cohomology theory of monoid schemes in general and apply it to vector and particularly, line bundles. The isomorphism class of the latter is the Picard group. We show that under some assumptions on our monoid scheme X, if k is an integral domain (resp. PID), then the induced map Pic(X) → Pic(Xk) from X to its realisation is a monomorphism (resp. isomorphism).
We then focus on the Pic functor and show that it respects finite products. Finally, we generalise several important constructions and notions such as cancellative monoids, smoothness and Cartier divisors, and prove important results for them.
The main results of the second part can be summed up in fewer words. We prove that for good topological spaces X the assignment U → II₁(U) is the terminal object of the 2category of costacks. Here U is an open subset of X and II₁(U) denotes the fundamental groupoid of U. This result translates to the étale fundamental groupoid as well, though the proof there is completely different and involves studying and generalising Galois categories.
20160713T15:42:29Z

Betting Markets: Defining odds restrictions, exploring market inefficiencies and measuring bookmaker solvency
http://hdl.handle.net/2381/37783
Title: Betting Markets: Defining odds restrictions, exploring market inefficiencies and measuring bookmaker solvency
Authors: Cortis, Dominic
Abstract: Betting markets have been of great interest to researchers as they represent a simpler setup of financial markets. With an estimated Gross Gambling Revenue of 45bn yearly on betting on outcomes alone (excluding other gambling markets such as Casino, Poker and Lottery), these markets deserve attention on their own merit.
This thesis provides simple mathematical derivation of a number of key statements in setting odds. It estimates the expected bookmaker profit as a function of wagers placed and bookmaker margin. Moreover it shows that odds set by bookmakers should have implied probabilities that add up to at least one. Bookmakers do not require the exact probability of an outcome to have positive expected profits. They can increase profitability by having more accurate odds and offering more multiples/accumulators. Bookmakers can lower variation in payouts by maintaining the ratio of wagers and implied probability per outcome.
While bookmakers face significant regulatory pressures as well as increased taxes and levies, there is no standard industry model that can be applied to evaluate the minimum reserves for a bookmaker. Hence a bookmaker may be under/overreserving funds required to conduct business. A solvency regime for bookmakers is presented in this work.
Furthermore a model is proposed to forecast soccer results – this focuses on goal differences in contrast to traditional models that predict outcome or goals scored per team.
Significant investigations are made on the inefficiencies of betting markets. The likelihood of Brazil reaching different stages of the 2014 World Cup, as perceived by odds, is compared to events on and outside the pitch to imply bias. An analysis of over 136,000 odds for European soccer matches shows evidence of the longshot bias. Finally this work investigates how it is possible to profit from market inefficiencies on betting exchanges during short tournaments by using a Monte Carlo simulation method as a quasiarbitrage model.
20160617T10:02:32Z

kNN predictability analysis of stock and share closing prices
http://hdl.handle.net/2381/37772
Title: kNN predictability analysis of stock and share closing prices
Authors: Shi, Yanshan
Abstract: The k nearest neighbor rule or the kNN rule is a nonparametric algorithm that search for the k nearest neighbors of a query set in another set of points. In this thesis, application of the kNN rule in predictability analysis of stock and share returns is proposed. The first experiment tests the possibility of prediction for ‘success’ (or ‘winner’) components of four stock and shares market indices in a selected time period [1]. We have developed a method of labeling the component with either ‘winner’ or ‘loser’. We analyze the existence of information on the winner–loser separation in the initial fragments of the daily closing prices log–returns time series. The Leave–One–Out Cross–Validation with the kNN algorithm is applied on the daily log–returns of components. Two distance measurements are used in our experiment, a correlation distance, and its proximity. By analyzing the error, for the HANGSENG and the DAX index, there are clear signs of possibility to evaluate the probability of long–term success. The correlation distance matrix histograms and 2–D/3–D elastic maps generated from the ViDaExpert show that the ‘winner’ components are closer to each other and ‘winner’/‘loser’ components are separable on elastic maps for the HANGSENG and the DAX index while for the negative possibility indices, there is no sign of separation.
In the second experiment, for a selected time interval, daily log–return time series is split into “history”, “present” and “future” parts. The kNN rule is used to search for nearest neighbors of “present” from a set. This set is created by using the sliding window strategy. The nearest neighbors are considered as the predicted “future” part. We then use ideas from dynamical systems and to regenerate “future” part closing prices from nearest neighbors log–returns. Different sub–experiments are created in terms of the difference in generation of “history” part, different market indices, and different distance measurements. This approach of modeling or forecasting works for both the ergodic dynamic systems and the random processes.
The Lorenz attractor with noise is used to generate data and the data are used in the kNN experiment with the Euclidean distance. The sliding window strategy is applied in both test and training set. The kNN rule is used to find the k nearest neighbors and the next ‘window’ is used as the prediction. The error analysis of the relative mean squared error RMSE shows that k = 1 can give the best prediction and when k → 100, the average RMSE values converge. The average standard deviation values converge when k → 100. The solution Z(t) is predicted quite accurate using the kNN experiment.
20160616T09:25:00Z

Kriging metamodel assisted calibration of computational fluid dynamics models
http://hdl.handle.net/2381/37745
Title: Kriging metamodel assisted calibration of computational fluid dynamics models
Authors: Kajero, Olumayowa T.; Thorpe, Rex B.; Chen, Tao; Wang, Bo; Yao, Yuan
Abstract: Computational fluid dynamics (CFD) is a simulation technique widely used in chemical and process engineering applications. However, computation has become a bottleneck when calibration of CFD models with experimental data (also known as model parameter estimation) is needed. In this research, the kriging metamodelling approach (also termed Gaussian process) was coupled with expected improvement (EI) to address this challenge. A new EI measure was developed for the sum of squared errors (SSE) which conforms to a generalised chisquare distribution and hence existing normal distributionbased EI measures are not applicable. The new EI measure is to suggest the CFD model parameter to simulate with, hence minimising SSE and improving match between simulation and experiments. The usefulness of the developed method was demonstrated through a case study of a singlephase flow in both a straighttype and a convergentdivergenttype annular jet pump, where a single model parameter was calibrated with experimental data.
Description: The file associated with this record is under a 12month embargo from publication in accordance with the publisher's selfarchiving policy. The full text may be available through the publisher links provided above.
20160614T11:09:22Z

Delay driven spatiotemporal chaos in single species population dynamics models
http://hdl.handle.net/2381/37594
Title: Delay driven spatiotemporal chaos in single species population dynamics models
Authors: Petrovskiy, Sergei; Jankovic, Masha; Banerjee, Malay
Abstract: Questions surrounding the prevalence of complex population dynamics form one of the central themes in ecology. Limit cycles and spatiotemporal chaos are examples that have been widely recognised theoretically, although their importance and applicability to natural populations remains debatable. The ecological processes underlying such dynamics are thought to be numerous, though there seems to be consent as to delayed density dependence being one of the main driving forces. Indeed, time delay is a common feature of many ecological systems and can significantly influence population dynamics. In general, time delays may arise from inter and intraspecific trophic interactions or population structure, however in the context of single species populations they are linked to more intrinsic biological phenomena such as gestation or resource regeneration. In this paper, we consider theoretically the spatiotemporal dynamics of a single species population using two different mathematical formulations. Firstly, we revisit the diffusive logistic equation in which the per capita growth is a function of some specified delayed argument. We then modify the model by incorporating a spatial convolution which results in a biologically more viable integrodifferential model. Using the combination of analytical and numerical techniques, we investigate the effect of time delay on pattern formation. In particular, we show that for sufficiently large values of time delay the system’s dynamics are indicative to spatiotemporal chaos. The chaotic dynamics arising in the wake of a travelling population front can be preceded by either a plateau corresponding to dynamical stabilisation of the unstable equilibrium or by periodic oscillations.
20160518T12:05:18Z

How animals move along? Exactly solvable model of superdiffusive spread resulting from animal's decision making
http://hdl.handle.net/2381/37591
Title: How animals move along? Exactly solvable model of superdiffusive spread resulting from animal's decision making
Authors: Petrovskiy, Sergei V.; Tilles, Paulo F. C.
Abstract: Patterns of individual animal movement have been a focus of considerable attention recently. Of particular interest is a question how different macroscopic properties of animal dispersal result from the stochastic processes occurring on the microscale of the individual behavior. In this paper, we perform a comprehensive analytical study of a model where the animal changes the movement velocity as a result of its behavioral response to environmental stochasticity. The stochasticity is assumed to manifest itself through certain signals, and the animal modifies its velocity as a response to the signals. We consider two different cases, i.e. where the change in the velocity is or is not correlated to its current value. We show that in both cases the early, transient stage of the animal movement is superdiffusive, i.e. ballistic. The largetime asymptotic behavior appears to be diffusive in the uncorrelated case but superballistic in the correlated case. We also calculate analytically the dispersal kernel of the movement and show that, whilst it converge to a normal distribution in the largetime limit, it possesses a fatter tail during the transient stage, i.e. at early and intermediate time. Since the transients are known to be highly relevant in ecology, our findings may indicate that the fat tails and superdiffusive spread that are sometimes observed in the movement data may be a feature of the transitional dynamics rather than an inherent property of the animal movement.
Description: Copyright © the authors, 2015. After embargo this version will be an openaccess article distributed under the terms of the Creative Commons AttributionNon CommercialNo Derivatives License (http://creativecommons.org/licenses/byncnd/4.0/ ), which permits use and distribution in any medium, provided the original work is properly cited, the use is noncommercial and no modifications or adaptations are made.
20160518T11:50:36Z

Towards roughnessbased drag reduction in crossflow dominated flows
http://hdl.handle.net/2381/37570
Title: Towards roughnessbased drag reduction in crossflow dominated flows
Authors: Garrett, Sephen J.; Cooper, A. J.; Ozkan, M.; Thomas, P. J.
Abstract: Recent theoretical results are presented from our ongoing study investigating the distinct convective instability properties of the boundarylayer flow over rough rotating disks. In this study, radial anisotropic surface roughness (concentric grooves) is modelled using the partialslip approach of Miklavčič & Wang (2004) and the surfacegeometry approach of Yoon et. Al (2007). An energy analysis reveals that for both instability modes, the main contributors to the energy balance are the energy production by the Reynolds stresses and conventional viscous dissipation. For the Type I mode, energy dissipation increases and the Reynoldsstress energy production decreases with roughness under both models. This suggests a clear stabilising effect of the anisotropic roughness on the Type I mode. For the Type II mode, the Reynoldsstress energy production increases with roughness under both models. However, the energy dissipation of the Type II mode decreases with the roughness under the surfacegeometry model and increases under the partialslip model. This sensitivity to the precise form of the anisotropic roughness suggests that maximising dissipation by an appropriately designed roughness can theoretically lead to an overall beneficial stabilisation of both the Type I and Type II modes. This is a potential route to overall boundarylayertransition delay and drag reduction in crossflow dominated flows.
Description: This paper is under embargo as it has been submitted for publication to European Journal of Mechanics  B/Fluids. If accepted the file associated with this record is embargoed until 24 months after the date of publication.
20160517T09:01:51Z

An energy analysis of convective instabilities of the Bödewadt and Ekman boundary layers over rough surfaces
http://hdl.handle.net/2381/37569
Title: An energy analysis of convective instabilities of the Bödewadt and Ekman boundary layers over rough surfaces
Authors: Alveroglu, B.; Segalini, A.; Garrett, Stephen J.
Abstract: An energy balance equation for the threedimensional Bödewadt and Ekman layers of the so called “BEK family" of rotating boundarylayer flows is derived. A Chebyshev discretisation method is used to solve the equations and investigate the effect of surface roughness on the physical mechanisms of transition. All roughness types lead to a stabilization of the Type I (crossflow) instability mode for both flows, with the exception of azimuthallyanisotropic roughness (radial grooves) within the Bödewadt layer which is destabilising. In the case of the viscous Type II instability mode, the results predict a destabilisation effect of radiallyanisotropic roughness (concentric grooves) on both flows, whereas both azimuthallyanisotropic roughness and isotropic roughness have a stabilisation effect. The results presented here confirm the results of our prior linear stability analyses.
Description: This paper is under embargo as it has been submitted for publication to European Journal of Mechanics  B/Fluids. If accepted the file associated with this record is embargoed until 24 months after the date of publication.
20160517T08:48:49Z

On a fixed point theorem of Greguš
http://hdl.handle.net/2381/37550
Title: On a fixed point theorem of Greguš
Authors: Fisher, Brian; Sessa, S.
Abstract: We consider two selfmaps T and I of a closed convex subset C of a Banach space X which are weakly commuting in X, i.e.
‖TIx−ITx‖≤‖Ix−Tx‖ for any x in X,
and satisfy the inequality
‖Tx−Ty‖≤a‖Ix−Iy‖+(1−a)max{‖Tx−Ix‖,‖Ty−Iy‖}
for all x, y in C, where 0<a<1. It is proved that if I is linear and nonexpansive in C and such that IC contains TC, then T and I have a unique common fixed point in C.
20160513T14:33:57Z

On common fixed points of weakly commuting mappings and setvalued mappings
http://hdl.handle.net/2381/37549
Title: On common fixed points of weakly commuting mappings and setvalued mappings
Authors: Sessa, S.; Fisher, B.
Abstract: Our main theorem establishes the uniqueness of the common fixed point of two setvalued mappings and of two singlevalued mappings defined on a complete metric space, under a contractive condition and a weak commutativity concept. This improves a theorem of the second author.
20160513T14:30:09Z

On a fixed point theorem of Pathak
http://hdl.handle.net/2381/37548
Title: On a fixed point theorem of Pathak
Authors: Fisher, Brian
Abstract: It is shown that the continuity of the mapping in Pathak's fixed point theorem for normed spaces is not necessary.
20160513T14:25:52Z

Common fixed point theorems for compatible mappings
http://hdl.handle.net/2381/37547
Title: Common fixed point theorems for compatible mappings
Authors: Taş, K.; Telci, M.; Fisher, Brian
Abstract: By using a compatibility condition due to Jungck we establish some common fixed point theorems for four mappings on complete and compact metric spaces These results also generalize a theorem of Sharma and Sahu.
20160513T14:22:20Z