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Professor Nigel Bean
Chair of Applied Mathematics


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Dr David Green
Lecturer in Applied Mathematics


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Events matching "+Matrix +analytic +methods"

Modelling of Hydrological Persistence in the Murray-Darling Basin for the Management of Weirs
12:10 Mon 4 Apr, 2011 :: 5.57 Ingkarni Wardli :: Aiden Fisher :: University of Adelaide

The lakes and weirs along the lower Murray River in Australia are aggregated and considered as a sequence of five reservoirs. A seasonal Markov chain model for the system will be implemented, and a stochastic dynamic program will be used to find optimal release strategies, in terms of expected monetary value (EMV), for the competing demands on the water resource given the stochastic nature of inflows. Matrix analytic methods will be used to analyse the system further, and in particular enable the full distribution of first passage times between any groups of states to be calculated. The full distribution of first passage times can be used to provide a measure of the risk associated with optimum EMV strategies, such as conditional value at risk (CVaR). The sensitivity of the model, and risk, to changing rainfall scenarios will be investigated. The effect of decreasing the level of discretisation of the reservoirs will be explored. Also, the use of matrix analytic methods facilitates the use of hidden states to allow for hydrological persistence in the inflows. Evidence for hydrological persistence of inflows to the lower Murray system, and the effect of making allowance for this, will be discussed.
SIR epidemics with stages of infection
12:10 Wed 28 Sep, 2016 :: EM218 :: Matthieu Simon :: Universite Libre de Bruxelles

Media...
This talk is concerned with a stochastic model for the spread of an epidemic in a closed homogeneously mixing population. The population is subdivided into three classes of individuals: the susceptibles, the infectives and the removed cases. In short, an infective remains infectious during a random period of time. While infected, it can contact all the susceptibles present, independently of the other infectives. At the end of the infectious period, it becomes a removed case and has no further part in the infection process.

We represent an infectious period as a set of different stages that an infective can go through before being removed. The transitions between stages are ruled by either a Markov process or a semi-Markov process. In each stage, an infective makes contaminations at the epochs of a Poisson process with a specific rate.

Our purpose is to derive closed expressions for a transform of different statistics related to the end of the epidemic, such as the final number of susceptibles and the area under the trajectories of all the infectives. The analysis is performed by using simple matrix analytic methods and martingale arguments. Numerical illustrations will be provided at the end of the talk.

News matching "+Matrix +analytic +methods"

ARC Grant successes
The School of Mathematical Sciences has again had outstanding success in the ARC Discovery and Linkage Projects schemes. Congratulations to the following staff for their success in the Discovery Project scheme: Prof Nigel Bean, Dr Josh Ross, Prof Phil Pollett, Prof Peter Taylor, New methods for improving active adaptive management in biological systems, $255,000 over 3 years; Dr Josh Ross, New methods for integrating population structure and stochasticity into models of disease dynamics, $248,000 over three years; A/Prof Matt Roughan, Dr Walter Willinger, Internet traffic-matrix synthesis, $290,000 over three years; Prof Patricia Solomon, A/Prof John Moran, Statistical methods for the analysis of critical care data, with application to the Australian and New Zealand Intensive Care Database, $310,000 over 3 years; Prof Mathai Varghese, Prof Peter Bouwknegt, Supersymmetric quantum field theory, topology and duality, $375,000 over 3 years; Prof Peter Taylor, Prof Nigel Bean, Dr Sophie Hautphenne, Dr Mark Fackrell, Dr Malgorzata O'Reilly, Prof Guy Latouche, Advanced matrix-analytic methods with applications, $600,000 over 3 years. Congratulations to the following staff for their success in the Linkage Project scheme: Prof Simon Beecham, Prof Lee White, A/Prof John Boland, Prof Phil Howlett, Dr Yvonne Stokes, Mr John Wells, Paving the way: an experimental approach to the mathematical modelling and design of permeable pavements, $370,000 over 3 years; Dr Amie Albrecht, Prof Phil Howlett, Dr Andrew Metcalfe, Dr Peter Pudney, Prof Roderick Smith, Saving energy on trains - demonstration, evaluation, integration, $540,000 over 3 years Posted Fri 29 Oct 10.

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