Operator-Analytic Methods in Telecommunication Systems. Many systems in information technology and telecommunications evolve under conditions of uncertainty. In this context, mathematical modelling is an essential component of the design process. We shall provide techniques for analysing a class of mathematical models, called operator-analytic models, which can be used to study many of the above-mentioned systems, such as the Internet. This project will deliver efficient numerical algorithms tha ....Operator-Analytic Methods in Telecommunication Systems. Many systems in information technology and telecommunications evolve under conditions of uncertainty. In this context, mathematical modelling is an essential component of the design process. We shall provide techniques for analysing a class of mathematical models, called operator-analytic models, which can be used to study many of the above-mentioned systems, such as the Internet. This project will deliver efficient numerical algorithms that will make possible practical analysis of operator-analytic models.Read moreRead less
Doubly Stochastic Matrices & The Hamiltonian Cycle Problem. The classical hard problem of determining whether a given graph possesses a Hamiltonian cycle contains the essential difficulty of the famous 'Travelling Salesman Problem'. A characterisation of this difficulty in terms of variability of returns (to the initial state) in a controlled stochastic process will be a significant conceptual advance with repercussions in a number of fields including optimisation and theoretical computer scien ....Doubly Stochastic Matrices & The Hamiltonian Cycle Problem. The classical hard problem of determining whether a given graph possesses a Hamiltonian cycle contains the essential difficulty of the famous 'Travelling Salesman Problem'. A characterisation of this difficulty in terms of variability of returns (to the initial state) in a controlled stochastic process will be a significant conceptual advance with repercussions in a number of fields including optimisation and theoretical computer science. Algorithmic advances exploiting such a characterisation will significantly contribute to existing technologies for solving problems in applications ranging from logistics to cryptography. Since TSP describes certain efficient ways of routing its applicability to information networks is clear.Read moreRead less
Advanced matrix-analytic methods with applications. Over the last twenty-five years, matrix-analytic methods have proved to be very successful in formulating and analysing certain classes of stochastic models. Motivated by applications, this project will investigate more advanced matrix-analytic methods than have hitherto been studied.
The use of stochastic fluid models for the evaluation of applications-driven sample path integrals. The major technical goal of this project is the production of novel methodologies which can be used to model and solve real-world problems of considerable engineering and/or environmental significance. The research for this project will serve to enhance further Australia's reputation as a country which makes major contributions, both theoretical and practical, to this field. The activities of the ....The use of stochastic fluid models for the evaluation of applications-driven sample path integrals. The major technical goal of this project is the production of novel methodologies which can be used to model and solve real-world problems of considerable engineering and/or environmental significance. The research for this project will serve to enhance further Australia's reputation as a country which makes major contributions, both theoretical and practical, to this field. The activities of the Stochastic Modelling, Analysis and Optimisation group at the University of Adelaide and the School of Mathematics at the University of Tasmania will receive further impetus, consequently maintaining a dynamic research environment for staff and students at both universities. Links between the two groups will be strengthened.Read moreRead less
Mathematical models for water management systems. The Australian community is currently talking about schemes to return water to the Murray-Darling river system to combat increased salinity and dramatically reduced river flow. Many believe that vastly improved water management policies are essential to maintain agricultural well-being in Australia. Salinity and water quality depend directly on flow rates and are also important in smaller catchments. In this study we will use statistical rainf ....Mathematical models for water management systems. The Australian community is currently talking about schemes to return water to the Murray-Darling river system to combat increased salinity and dramatically reduced river flow. Many believe that vastly improved water management policies are essential to maintain agricultural well-being in Australia. Salinity and water quality depend directly on flow rates and are also important in smaller catchments. In this study we will use statistical rainfall models and stochastic dynamic programming to find practical water management policies that minimise the risk to water supply. We will develop an interactive simulation and management tool using a modern computer graphics package.Read moreRead less
A graphical simulation package for optimal management and risk assessment in urban stormwater harvesting systems. We will develop a Scalar Vector Graphics (SVG) simulation tool for optimal management and risk assessment in urban stormwater harvesting and utilisation schemes. The generic model will be applied to existing and proposed schemes within the City of Salisbury (CoS) and will include a capture dam, one or more storage dams and an aquifer storage and recovery (ASR) facility. The discret ....A graphical simulation package for optimal management and risk assessment in urban stormwater harvesting systems. We will develop a Scalar Vector Graphics (SVG) simulation tool for optimal management and risk assessment in urban stormwater harvesting and utilisation schemes. The generic model will be applied to existing and proposed schemes within the City of Salisbury (CoS) and will include a capture dam, one or more storage dams and an aquifer storage and recovery (ASR) facility. The discrete state vector will be the content of each storage unit and the daily transition will be driven by a new stochastic rainfall model (SRM). The objective will be to find a practical management policy that minimises Conditional Value-at-Risk (CVaR).Read moreRead less
WaterLog - A mathematical model to implement recommendations of The Wentworth Group. In 2003, The Wentworth Group of Concerned Scientists released their 'Blueprint for a national water plan' with the primary objective to 'protect river health and the rights of all Australians to clean usable water'. Currently, there are significant water restrictions in all the Australian mainland capital cities. In January 2007, the Prime Minister of Australia, announced a bold plan to rescue the Murray-Darling ....WaterLog - A mathematical model to implement recommendations of The Wentworth Group. In 2003, The Wentworth Group of Concerned Scientists released their 'Blueprint for a national water plan' with the primary objective to 'protect river health and the rights of all Australians to clean usable water'. Currently, there are significant water restrictions in all the Australian mainland capital cities. In January 2007, the Prime Minister of Australia, announced a bold plan to rescue the Murray-Darling Basin. The plan incorporates political management changes, and an investment of $10Bn. Now is the time to develop improved techniques for management of water storage systems. This project will develop the fundamental mathematical principles required for this improved management.Read moreRead less
Graph isomorphism and quantisation of longest cycles by means of determinants and spectra. A characterisation of the difficulty of the Hamiltonian cycle problem and the graphs isomorphism problem will be a significant conceptual advancement with repercussions in a number of fields including combinatorial optimisation and theoretical computer science, in particular, the Google PageRank. Applications of tensor networks technique will lead to a design of a quantum computer that enumerates all Hamil ....Graph isomorphism and quantisation of longest cycles by means of determinants and spectra. A characterisation of the difficulty of the Hamiltonian cycle problem and the graphs isomorphism problem will be a significant conceptual advancement with repercussions in a number of fields including combinatorial optimisation and theoretical computer science, in particular, the Google PageRank. Applications of tensor networks technique will lead to a design of a quantum computer that enumerates all Hamiltonian cycles in a graph. Analysis of the determinant objective function in terms of the eigenvalues may lead to new spectral properties of stochastic matrices. Algorithmic advances exploiting such a characterisation will significantly contribute to existing technologies for solving problems in a wide range of applications.Read moreRead less
Saddlepoint approximation, likelihood analysis and ancestral graphs for strong and weak natural selection, genetic drift and population subdivision. Building new research strength in theoretical population genetics and related statistical techniques will enhance Australia's capability in harnessing the power of post-genomic information. Sophisticated statistical techniques that make smart use of genetic data are being developed in this project. The extent to which natural selection and migrati ....Saddlepoint approximation, likelihood analysis and ancestral graphs for strong and weak natural selection, genetic drift and population subdivision. Building new research strength in theoretical population genetics and related statistical techniques will enhance Australia's capability in harnessing the power of post-genomic information. Sophisticated statistical techniques that make smart use of genetic data are being developed in this project. The extent to which natural selection and migration affect current genetic polymorphism on a population level can be quantified using these new methods. New modeling provides a rigorous foundation with which to construct inference techniques currently beyond computational approaches to the data. Assessing selective effects on genetic mutations associated with human disease will be a consequence of this new statistical methodology.Read moreRead less
Risk Measures and Management in Finance and Actuarial Science Under Regime-Switching Models. New models for assessing and managing risk of financial products will place Australia at the forefront of risk management. The work will also sustain the competitive edge of Australia as one of the major financial centres in the Asia-Pacific region through enhancing both the theory and practice of financial risk management. The project outcome will also benefit to the country in other areas of risk, for ....Risk Measures and Management in Finance and Actuarial Science Under Regime-Switching Models. New models for assessing and managing risk of financial products will place Australia at the forefront of risk management. The work will also sustain the competitive edge of Australia as one of the major financial centres in the Asia-Pacific region through enhancing both the theory and practice of financial risk management. The project outcome will also benefit to the country in other areas of risk, for example, environment risk, climate change, and energy and security problems.Read moreRead less