Numerical investigations of linear least squares methods for derivative estimation

The results of a numerical investigation into the errors for least squares estimates of function gradients are presented. The underlying algorithm is obtained by constructing a least squares problem using a truncated Taylor expansion. An error bound associated with this method contains in its numerator terms related to the Taylor series remainder, while its denominator contains the smallest singular value of the least squares matrix. Perhaps for this reason the error bounds are often found to be pessimistic by several orders of magnitude. The circumstance under which these poor estimates arise is elucidated and an empirical correction of the theoretical error bounds is conjectured and investigated numerically. This is followed by an indication of how the conjecture is supported by a rigorous argument

Fast computation of effective diffusivities using a semi-analytical solution of the homogenization boundary value problem for block locally-isotropic heterogeneous media

Direct numerical simulation of diffusion through heterogeneous media can be difficult due to the computational cost of resolving fine-scale heterogeneities. One method to overcome this difficulty is to homogenize the model by replacing the spatially-varying fine-scale diffusivity with an effective diffusivity calculated from the solution of an appropriate boundary value problem. In this paper, we present a new semi-analytical method for solving this boundary value problem and computing the effective diffusivity for pixellated, locally-isotropic, heterogeneous media. We compare our new solution method to a standard finite volume method and show that equivalent accuracy can be achieved in less computational time for several standard test cases. We also demonstrate how the new solution method can be applied to complex heterogeneous geometries represented by a grid of blocks. These results indicate that our new semi-analytical method has the potential to significantly speed up simulations of diffusion in heterogeneous media.Comment: 29 pages, 4 figures, 5 table

On the analysis of mixed-index time fractional differential equation systems

In this paper we study the class of mixed-index time fractional differential equations in which different components of the problem have different time fractional derivatives on the left hand side. We prove a theorem on the solution of the linear system of equations, which collapses to the well-known Mittag-Leffler solution in the case the indices are the same, and also generalises the solution of the so-called linear sequential class of time fractional problems. We also investigate the asymptotic stability properties of this class of problems using Laplace transforms and show how Laplace transforms can be used to write solutions as linear combinations of generalised Mittag-Leffler functions in some cases. Finally we illustrate our results with some numerical simulations.Comment: 21 pages, 6 figures (some are made up of sub-figures - there are 15 figures or sub-figures

Scalable iterative methods for sampling from massive Gaussian random vectors

Sampling from Gaussian Markov random fields (GMRFs), that is multivariate Gaussian ran- dom vectors that are parameterised by the inverse of their covariance matrix, is a fundamental problem in computational statistics. In this paper, we show how we can exploit arbitrarily accu- rate approximations to a GMRF to speed up Krylov subspace sampling methods. We also show that these methods can be used when computing the normalising constant of a large multivariate Gaussian distribution, which is needed for both any likelihood-based inference method. The method we derive is also applicable to other structured Gaussian random vectors and, in particu- lar, we show that when the precision matrix is a perturbation of a (block) circulant matrix, it is still possible to derive O(n log n) sampling schemes.Comment: 17 Pages, 4 Figure

A mesoscopic drying model applied to the growth rings of softwood: Mesh generation and simulation results

A mesoscopic drying model that enables the drying simulation of quartersawn and flatsawn wood sections consisting of several growth rings is presented. The procedure to generate the virtual board description directly from real sample images is also described. This virtual structure accommodates the prominent sample features, including its geometrical and physical properties, together with the density and structural variation across the growth rings. We give a synopsis of the sophisticated techniques developed specifically to generate this virtual description and exhibit the final computational meshes produced by the software for quartersawn and flatsawn sections. Low temperature drying simulations are then performed for both heterogenous and homogeneous model variants using these virtual descriptions and comparisons are made of the resulting MC field evolution. A highlight of these comparisons is that the heterogeneous model captures realistic drying effects, including the fast drying of earlywood and the late removal of liquid water in latewood. In comparing the drying of quartersawn and flatsawn boards we conclude that the effect of the heterogeneous nature of the MC fields is diminished somewhat when considering the flatsawn section over the quartersawn section

Implicit reconstructions of thin leaf surfaces from large, noisy point clouds

Thin surfaces, such as the leaves of a plant, pose a significant challenge for implicit surface reconstruction techniques, which typically assume a closed, orientable surface. We show that by approximately interpolating a point cloud of the surface (augmented with off-surface points) and restricting the evaluation of the interpolant to a tight domain around the point cloud, we need only require an orientable surface for the reconstruction. We use polyharmonic smoothing splines to fit approximate interpolants to noisy data, and a partition of unity method with an octree-like strategy for choosing subdomains. This method enables us to interpolate an N-point dataset in O(N) operations. We present results for point clouds of capsicum and tomato plants, scanned with a handheld device. An important outcome of the work is that sufficiently smooth leaf surfaces are generated that are amenable for droplet spreading simulations

Efficient inference and identifiability analysis for differential equation models with random parameters

Heterogeneity is a dominant factor in the behaviour of many biological processes. Despite this, it is common for mathematical and statistical analyses to ignore biological heterogeneity as a source of variability in experimental data. Therefore, methods for exploring the identifiability of models that explicitly incorporate heterogeneity through variability in model parameters are relatively underdeveloped. We develop a new likelihood-based framework, based on moment matching, for inference and identifiability analysis of differential equation models that capture biological heterogeneity through parameters that vary according to probability distributions. As our novel method is based on an approximate likelihood function, it is highly flexible; we demonstrate identifiability analysis using both a frequentist approach based on profile likelihood, and a Bayesian approach based on Markov-chain Monte Carlo. Through three case studies, we demonstrate our method by providing a didactic guide to inference and identifiability analysis of hyperparameters that relate to the statistical moments of model parameters from independent observed data. Our approach has a computational cost comparable to analysis of models that neglect heterogeneity, a significant improvement over many existing alternatives. We demonstrate how analysis of random parameter models can aid better understanding of the sources of heterogeneity from biological data.Comment: Minor changes to text. Additional results in supplementary material. Additional statistics regarding results given in main and supplementary materia