Advanced Bayesian Inversion Algorithms for Wave Propagation. This project aims to improve algorithms for detecting hidden items by developing new computational mathematical techniques capable of reconstructing the shape and location of objects using electromagnetic waves. This project expects to generate new knowledge in the areas of Bayesian Inversion and computational wave propagation. Expected outcomes of this project are algorithms that can be developed for use in nonintrusive radio wave sec ....Advanced Bayesian Inversion Algorithms for Wave Propagation. This project aims to improve algorithms for detecting hidden items by developing new computational mathematical techniques capable of reconstructing the shape and location of objects using electromagnetic waves. This project expects to generate new knowledge in the areas of Bayesian Inversion and computational wave propagation. Expected outcomes of this project are algorithms that can be developed for use in nonintrusive radio wave security scanners. This should provide benefits such as the capability to scan a crowd without a checkpoint, which will have the potential to improve security in public places.Read moreRead less
Discovery Early Career Researcher Award - Grant ID: DE160100999
Funder
Australian Research Council
Funding Amount
$295,020.00
Summary
Applying forward-backward stochastic differential equations to optimisation. This project intends to develop new ways to solve optimisation problems that are currently difficult to solve because of their complexity and size. In particular, forward–backward stochastic differential equations (FBSDEs) are a new technique that is showing ways to solve problems for which there is yet to be a solution. This project's focus will be on problems that cannot use existing software because the decision-maki ....Applying forward-backward stochastic differential equations to optimisation. This project intends to develop new ways to solve optimisation problems that are currently difficult to solve because of their complexity and size. In particular, forward–backward stochastic differential equations (FBSDEs) are a new technique that is showing ways to solve problems for which there is yet to be a solution. This project's focus will be on problems that cannot use existing software because the decision-making processes require intensive consideration of all possible outcomes in the modelled environment. In comparison to previous optimisation methods, the FBSDE approach is easier to work with and much more informative. The project's main potential applications are multiplayer games with mean-field interaction and financial markets with partial information.Read moreRead less
Uncertainty on spheres and shells: mathematics and methods for applications. This project aims to develop new mathematics and mathematically rigorous approximation methods for physical problems on spherical geometries in the presence of uncertainty. Many physical phenomena are modelled on either a sphere or a spherical shell. Such models typically have large uncertainty in the input data, through uncertainty in model coefficients, forcing terms, geometry or boundary conditions. Yet their stochas ....Uncertainty on spheres and shells: mathematics and methods for applications. This project aims to develop new mathematics and mathematically rigorous approximation methods for physical problems on spherical geometries in the presence of uncertainty. Many physical phenomena are modelled on either a sphere or a spherical shell. Such models typically have large uncertainty in the input data, through uncertainty in model coefficients, forcing terms, geometry or boundary conditions. Yet their stochastic modelling and subsequent numerical analysis in the presence of uncertainty are still in their infancy. This project will conduct numerical analysis, stochastic analysis and approximation to address such problems.Read moreRead less
Overseeing the internet: new paradigms of network measurement. Like the electricity network, the internet is a core infrastructure, and so must be reliable and efficient. A gap in bandwidth supply is like a blackout in terms of lost business and productivity. This project will provide the measurement breakthroughs to ensure that network behaviour can be accurately and comprehensively monitored.
Discovery Early Career Researcher Award - Grant ID: DE140100993
Funder
Australian Research Council
Funding Amount
$293,520.00
Summary
Mathematics of importance: The optimal importance sampling algorithm for estimating the probability of a black swan event. Rare event simulation and modelling is critical to our understanding of high-cost hard-to-predict events such as nuclear accidents, natural disasters, and financial crises. Quantitative analysis of such high-impact events demands the accurate estimation of the probability of occurrence of such rare events. In realistic models this probability is very difficult to estimate, ....Mathematics of importance: The optimal importance sampling algorithm for estimating the probability of a black swan event. Rare event simulation and modelling is critical to our understanding of high-cost hard-to-predict events such as nuclear accidents, natural disasters, and financial crises. Quantitative analysis of such high-impact events demands the accurate estimation of the probability of occurrence of such rare events. In realistic models this probability is very difficult to estimate, because exact simple analytical formulas are not available and the existing estimation methods fail spectacularly. There is an urgent need for new efficient methodology. This project develops a new Monte Carlo method that will be able to estimate reliably and accurately rare-event probabilities. Read moreRead less
Discovery Early Career Researcher Award - Grant ID: DE160101147
Funder
Australian Research Council
Funding Amount
$294,336.00
Summary
Predicting extremes when events occur in bursts. This project seeks to advance knowledge in extreme value theory. Extreme value theory is essential to quantify risks in complex systems, such as the risk of network failures. Current statistical models for the occurrence of extremes assume that events happen regularly. This assumption, however, is at odds with human actions and many biological and physical events, which occur in bursts. There is a strong need to understand the effect of such ‘burs ....Predicting extremes when events occur in bursts. This project seeks to advance knowledge in extreme value theory. Extreme value theory is essential to quantify risks in complex systems, such as the risk of network failures. Current statistical models for the occurrence of extremes assume that events happen regularly. This assumption, however, is at odds with human actions and many biological and physical events, which occur in bursts. There is a strong need to understand the effect of such ‘bursty dynamics’ on the frequency and magnitude of extreme events. This project aims to develop extreme value theory for bursty events and thus lay the mathematical groundwork for the estimation and prediction of extremes in a variety of scientific contexts.Read moreRead less
Statistical analyses for spatial organisation in T cell signalling networks. This project aims to reveal how nanoscale spatial organisation encodes plasticity in the T cell signalling network, and how T cells exploit this plasticity to regulate sensitivity to antigens. In adoptive immunity, T cells respond appropriately to any given antigen, but how they make decisions is unclear. This project will define how nanoscale spatial organisation of signalling molecules shapes signalling strength and p ....Statistical analyses for spatial organisation in T cell signalling networks. This project aims to reveal how nanoscale spatial organisation encodes plasticity in the T cell signalling network, and how T cells exploit this plasticity to regulate sensitivity to antigens. In adoptive immunity, T cells respond appropriately to any given antigen, but how they make decisions is unclear. This project will define how nanoscale spatial organisation of signalling molecules shapes signalling strength and plasticity in the T cell antigen receptor (TCR) network; and infer rules linking spatial organisation and signalling activities in intact T cells. Contextualising the TCR signalling network is expected to reveal the origin and use of network plasticity for T cell decision-making. Such information could be invaluable for the design of vaccines and immune-modulating drugs.Read moreRead less
Software-defined provisioning of Internet of Things applications in fog computing systems. This project aims to investigate and provide solutions for the realisation of a seemingly integrated Fog Computing (FC) paradigm with cloud environments, networking devices and Internet of Things devices. Fog Computing (FC) is an emerging paradigm with great promises for advancing Information and Communications Technologies. Using interdisciplinary approaches, the project expects to generate new knowledge ....Software-defined provisioning of Internet of Things applications in fog computing systems. This project aims to investigate and provide solutions for the realisation of a seemingly integrated Fog Computing (FC) paradigm with cloud environments, networking devices and Internet of Things devices. Fog Computing (FC) is an emerging paradigm with great promises for advancing Information and Communications Technologies. Using interdisciplinary approaches, the project expects to generate new knowledge for optimising both hardware and software resources of a FC system. Outcomes of this project include practical solutions through building novel mathematical frameworks and optimisation objectives. The project is expected to provide efficient monitoring and control of intelligent spaces, management of urban and rural environments and will have applications in the areas of energy, security, transport and public health.Read moreRead less
Fair pricing of superannuation guaranteed benefits with downturn risk. Australians have more than $2.7 trillion in superannuation assets, meaning that Australia is the fourth largest holder of pension fund assets worldwide. Hence the impact of market fluctuations on financial well-being of retirees can be detrimental, especially during market downturns associated with economic crises. The finance industry addresses this issue by complementing variable annuities with riders designed to protect th ....Fair pricing of superannuation guaranteed benefits with downturn risk. Australians have more than $2.7 trillion in superannuation assets, meaning that Australia is the fourth largest holder of pension fund assets worldwide. Hence the impact of market fluctuations on financial well-being of retirees can be detrimental, especially during market downturns associated with economic crises. The finance industry addresses this issue by complementing variable annuities with riders designed to protect the income stream of retirees. This project aims to develop a novel approach to fair pricing and optimal withdrawals and surrender policies for superannuation guaranteed benefit products through a comprehensive analysis of complex optimisation problems in stochastic models of financial markets with downturn risk.Read moreRead less
Multi-person stochastic games with idiosyncratic information flows. The project will develop rigorous mathematical techniques aiming to quantify the impact of different information flows on solutions to decision making problems under uncertainty that are frequently encountered in Financial Economics, Mathematical Finance and Social Sciences.