Accounting for multivariate probabilities of failure in vertical seawall reliability assessments

The aim of this paper is to appraise the current knowledge on seawall performance and reliability, and to make the case for improved reliability assessments of vertical seawalls, which are used here as a representative for coastal flood defences. In order to achieve this aim, a brief introduction to flood risk management is first given. Then, vertical seawalls are introduced, and their most prominent failure modes are discussed. Reliability analysis is introduced within the context of flood risk management. More specifically, the fragility curve approach that is currently in use in industry is described, and its limitations are discussed. Finally, it is argued that recent advances in multivariate extreme value models would enable improvements to the approaches currently applied in practice. It is stressed that future risk assessment models of coastal flood defences ought to include multiple failure modes and their interactions, a thorough analysis of the model uncertainties, and potential computational costs, in view of providing practitioners with an improved and functional risk assessment tool. Carter, Magar, Simm, Gouldby & Walli

Characteristic polynomials of complex random matrices and Painlevé transcendents

We study expectations of powers and correlation functions for characteristic polynomials of N × N non-Hermitian random matrices. For the 1-point and 2-point correlation function, we obtain several characterizations in terms of Painlev´e transcendents, both at finite-N and asymptotically as N → ∞. In the asymptotic analysis, two regimes of interest are distinguished: boundary asymptotics where parameters of the correlation function can touch the boundary of the limiting eigenvalue support and bulk asymptotics where they are strictly inside the support. For the complex Ginibre ensemble this involves Painlev´e IV at the boundary as N → ∞. Our approach, together with the results in [49] suggests that this should arise in a much broader class of planar models. For the bulk asymptotics, one of our results can be interpreted as the merging of two ‘planar Fisher-Hartwig singularities’ where Painlev´e V arises in the asymptotics. We also discuss the correspondence of our results with a normal matrix model with d-fold rotational symmetries known as the lemniscate ensemble, recently studied in [14,18]. Our approach is flexible enough to apply to non-Gaussian models such as the truncated unitary ensemble or induced Ginibre ensemble; we show that in the former case Painlev´e VI arises at finite-N. Scaling near the boundary leads to Painlev´e V, in contrast to the Ginibre ensemble

A Case for Human Values in Software Engineering

This article argues that human values – such as responsibility, transparency, creativity, and equality – are heavily under-represented in software engineering methods. Based on experiences with real-world projects with not-for-profits, we explore how human values can be integrated into existing participatory agile practices. We propose new ways of considering human values in software practice, including: the use of the Schwartz taxonomy of human values and values portraits to contextualise values definitions; the use of values as a way to capture the rationale for requirements to ensure a culture of values throughout the software lifecycle; and a simple adaptation of agile methods to include a role for a ‘critical friend’ who can champion values during decision making

Fractional Brownian motion with Hurst index H=0 and the Gaussian Unitary Ensemble

The goal of this paper is to establish a relation between characteristic polynomials of N×N GUE random matrices H as N→∞, and Gaussian processes with logarithmic correlations. We introduce a regularized version of fractional Brownian motion with zero Hurst index, which is a Gaussian process with stationary increments and logarithmic increment structure. Then we prove that this process appears as a limit of DN(z)=−log|det(H−zI)| on mesoscopic scales as N→∞. By employing a Fourier integral representation, we use this to prove a continuous analogue of a result by Diaconis and Shahshahani [J. Appl. Probab. 31A (1994) 49–62]. On the macroscopic scale, DN(x) gives rise to yet another type of Gaussian process with logarithmic correlations. We give an explicit construction of the latter in terms of a Chebyshev–Fourier random series

Community-University Research:A Warts and All Account

This chapter explores co-production with community groups of innovative digital technologies designed to address challenging social issues. It presents lessons learned from the Catalyst project (http://www.catalystproject.org.uk), which carried out 13 such co-production projects over a three year period developing digital solutions in areas as diverse as homelessness, anxiety management, behaviour change, and renewable energy. The approach taken was to form meaningful partnerships of multidisciplinary academics and external partners from community groups. The chapter offers guidelines for how to make such partnerships effective based on the Catalyst experience. These guidelines cover a range of different areas: working in the community, research innovation, working across disciplines, and practicalities. They are illustrated, where appropriate, by reference to a range of research partnerships set up as part of the Catalyst project