The design and management of organised systems, comprised of dynamic interdependent collectives of autonomous agents, is the kind of problem that the discipline of complex systems is intended to address. Nevertheless, conventional model-based applications of complex systems may be of limited utility when the problem is also data-poor and soft. In this case, a quantitative model may be at best meaning-less; at worst harmful. Systems approaches, such as soft systems methodologies, have been developed that provide some guidance in this domain. However, these alternatives do not utilise the exact techniques of complex systems, preferring to abandon mathematical representations altogether. It is the aim of this thesis to advance a “conceptual analysis" approach to complex systems design that exploits deep insights from the mathematics of complex systems, without building explicit models of the underlying system. It is argued that this approach can extend the domain of applicability of the discipline of complex systems into situations where quantitative data is unavailable, and human and social factors are significant. Conceptual analysis of complex systems is inherently multidisciplinary, because it is broader than the foundations of any single conventional discipline. This is reflected in the structure of this thesis, which spans the philosophy, theory and application of complex systems. Part I on systems philosophy develops an understanding of representation, which sheds light on the utility and limitations of models. The history of the systems movement is then surveyed, systemism is distinguished from both individualism and holism, and `system' is defined. Complex systems is contrasted with both early systems theory and contemporary systems approaches. Part II on complex systems theory firstly relates the major theoretical concepts within a rigourous information theoretical framework. They include complexity, edge of chaos, self-organisation, emergence, adaptation, evolution and self refer- entiality. The central systems concept - emergence - is then examined in depth beyond its information theoretic interpretation, leading to a concise definition of emergent properties and emergence. A new framework for understanding emergence in terms of scope, resolution and state yields substantial novel insights. It is shown that emergence is coupled to scope, in contrast to the conventional explanation that relates levels of description. Part III applies the preceding philosophical and theoretical framework to real-world problems in the defence and security arena. In the first example, the theory of multi-scale complexity reveals structural impediments to success for conventional force structures in asymmetric warfare, such as Operation Iraqi Freedom. The second example analyses the capability development process, which is responsible for transforming the security needs of Government into equipment purchasing decisions. The analysis produces practical recommendations for improvements that address the underlying complexity of the problem. Reflections in the conclusion of this thesis focus on the interrelations between philosophy, theory and application. As the individual contributions of this thesis are woven into a single tapestry, they demonstrate the utility of a multidisciplinary approach to complex systems design. / http://proxy.library.adelaide.edu.au/login?url= http://library.adelaide.edu.au/cgi-bin/Pwebrecon.cgi?BBID=1283989 / Thesis(PhD) -- University of Adelaide, School of Mathematical Sciences, 2007

There are numerous techniques for improving the mixing of fuel and oxidant species. However, many of these methods cannot be applied to combustion systems due to material limitations. A means of mixing the reacting species without physically invading the flow stream is therefore desired. In this work, induced electromagnetic forces known as Lorentz forces are considered as a means of enhancing the combustion of co-flowing reactant streams. To evaluate the effect of various parameters on the mixing process, a non-dimensional description is derived and used to develop a numerical model. Numerical experiments are performed based on a three level Box-Behnken design in which the dimensionless Lorentz force parameter, Reynolds number, and Euler number are varied. The Lorentz force parameter has a large effect on the mixing process. The Reynolds number has a minor effect on mixing, and the Euler number has a negligible effect. Confirmation of these results through experimental work is needed. Approaches that could be used to verify these results experimentally are outlined, and the construction and testing of a burner suitable for further experiments on Lorentz mixing is described. / Graduation date: 1997

Time-domain models were developed to predict the response of a tethered buoy subject to hydrodynamic loadings. A coupled analysis of the interaction of a buoy and its mooring is included and three-dimensional response is assumed. External loadings include hydrodynamic forces, tethers tensions, wind loadings and the weight of both cable and buoy. System nonlinearities include, large rotational and translational motions, and non-conservative fluid loadings. The mooring problem is formulated as a nonlinear two-point-boundary-value-problem. The problem is then converted to a combine initial-value and boundary-value problem to a discrete boundary-value problem at particular time, using a Newmark-like difference formula. At each instant in time the nonlinear boundary-value problem is solved by direct integration and using a successive iterative algorithm, such that boundary conditions are always satisfied. Buoy equations of motion are derived by both a small angle assumption and a large angle assumption. The small angle formulation uses the Eulerian angle for rotational coordinates. Coupling between the buoy and cable is performed by adopting the buoy equations of motion as boundary conditions at one end for the mooring problem. The rotational coordinates for the large angle formulation are represented by Euler parameters. The large angle formulation is solved by a predictor-corrector type of time integration of buoy motions constrained by tether forces. Coupling between the buoy and moorings is then enforced through matching of the velocity of the tether attachment points on the buoy with velocity of the tether ends; the velocities of tether attachment points serve as boundary conditions for the various mooring cables attached. Multiple time steps are used to account for different sizes of integration time step required for stability of solution in the buoy and tether. Numerical examples are provided to contrast the validity and capability of the formulations and solution techniques. Responses of three types of buoy (sphere, spar and disc) are predicted by the present models and compared to results obtained by experiments. Application of the present model to solve a multi-leg/multi-point mooring system is also provided. / Graduation date: 1996

A mathematical model of Limiting Dilution Analysis for two limiting parameters is presented and investigated. Limiting Dilution Analysis is a microbiological cell assay developed for immunological application. In the given case we deal with the interaction between B lymphocytes, macrophage derived factor and T-independent antigens. The state of the art is that quantitative statements are only possible if one cell type (in general the B cells) is limiting and all others are in excess present. The basis for this thesis is a set of experiments in which B cells and macrophage derived factor are limiting and all other involved cells and factors are in saturating amounts present. It is shown that so far presented suggestions on modeling Limiting Dilution Analysis for two limiting cell-types are not suitable for this problem. Further, a mathematical model based on data is presented and interpreted in immunological terms with the help of a set of partial differential equations. The basis for the interpretation of the model are changes in affinity and saturation effects, both not incorporated in the so far presented models of the assay. In particular the relevance of mathematical interpretation of this process for the identification of new concepts as the saturation effects is stressed. The model of partial differential equations is highly non-linear but offers the possibility of interpreting the highly interrelated processes apart from each other. / Graduation date: 1994

We consider two risk-averse financial agents who negotiate the price of an illiquid indivisible contingent claim in an incomplete semimartingale market environment. Under the assumption that the agents are exponential utility maximizers with non-traded random endowments, we provide necessary and sufficient conditions for the negotiation to be successful, i.e., for the trade to occur. We, also, study the asymptotic case where the size of the claim is small compared to the random endowments and give a full characterization in this case. We, then, study a partial-equilibrium problem for a bundle of divisible claims and establish its existence and uniqueness. A number of technical results on conditional indifference prices are provided. Finally, we generalize the notion of partial-equilibrium pricing in the case where the agents' risk preferences are modelled by convex capital requirements. / text

published_or_final_version / Mechanical Engineering / Master / Master of Philosophy

published_or_final_version / Statistics and Actuarial Science / Master / Master of Philosophy

In the last century, there has been a rapid growth and development in economy and modern technology around the world. This phenomenon helped improving wealth and living standard but also brought pollutions to the society and the environment. Among various kinds of pollution, air pollution takes a larger proportion. Therefore, there is increasing concern about the ventilation and pollution removal behavior in the urban environment. Among different academic studies performed, the use of computational fluid dynamics (CFD) had become more popular. Since wind tunnel experiments serve as validations for CFD results, this thesis developed the technique required for wind tunnels experiments and to investigate the pollutant removal related to urban geometry, as well as the technique for gas sampling to examine the distribution of pollutants in urban boundary layer over idealized two-dimensional (2D) street canyons. Three specific tasks are archived to accomplish the above objectives. The first task was to extend the wind tunnel in the Department of Mechanical Engineering, the University of Hong Kong. An extension duct was designed to increase the length of the test section in which the reduced-scale model could be installed. The dimensions of the test section were specified according to the required length for fully developed flow inside the test section, the environment in the laboratory and the original wind tunnel conditions. The extension duct was then constructed and mounted, with the wind profile inside the test section obtained afterwards. After construction of the extended test section for experimental purposes, the second task was to examine the pollutant transport behaviors from the ground level of idealized 2D urban street canyons to the urban atmospheric boundary layer (ABL) using both laboratory wind tunnel measurements and CFD. Movable rectangular aluminum blocks were placed in the wind tunnel in cross-flow to construct street canyons of different building-height-to-street-width (aspect) ratios. Wetted filter papers were applied on the surface of the blocks inside the street region, modeling the source of pollutant emission inside the street canyons. The wind tunnel and CFD results complemented each other to elucidate the pollutant removal mechanism that is in line with other results available in literature. From the experimental results obtained, scaling effect was observed in the mass transfer behaviors even the flows had fulfilled kinematic similarity. A new indicator, the scaled overall pollutant removal coefficient, was formulated for the comparison of pollutant removal performance. The improved agreement in the comparison with the CFD results showed that the scaled overall pollutant removal coefficient could be used to account for the scaling effects occurred in laboratory experiments at finite Reynolds number (〖10〗^(3 ) to 〖10〗^(5 ) in this study) for comparison of pollutant removal performance. The behavior of pollutants inside the street canyons was studied; however, the pollutant concentration inside a street could be affected by the pollutant source in another street, even there were several streets away from it. The pollutant escaped from the source street could act as air entrainment into other streets, affecting the air quality. The concentration profile correlated to the street geometry was thus studied. The last task of this dissertation was to study the effect of urban geometry on the concentration profile of the urban ABL by means of gas dispersion experiments. Experiments were carried out in the wind tunnels of the Department of Mechanical Engineering and Department of Civil Engineering with different sets of experimental models used. A special gas emission source was constructed in order to simulate the linear source due to busy traffic in the street regions. The required gas sampling techniques were also studied throughout the measurement. Trial experiments were carried out and preliminary results had been obtained. Furthermore, the pollutant concentration profiles downstream from a linear pollutant source in an idealized 2D street canyon were also measured. Throughout the experiments, different designs of line source were tested and factors affecting the experimental results were considered. One of the line source designs was adopted and the pollutant concentrations in street canyons of different aspect ratios were observed. The concentration decreases rapidly with increasing distance from the roof but then increases to steady value. The average pollutant concentration over the concentration profile was different at different aspect ratios. It is believed that its performance depends on the pollutant removal behavior from street regions. / published_or_final_version / Mechanical Engineering / Master / Master of Philosophy

In the continuum modeling of traffic networks, a macroscopic cost-flow function (MCF) and macroscopic fundamental diagram (MFD) can be used to represent the fundamental relationships between traffic quantities such as speed, flow, and density. The MCF governs the steady-state cost-flow relationship, whereas the MFD represents the instantaneous inter-relationship between speed, flow, and density of traffic streams. This thesis explores the influence of network topologies on the MCF and MFD. The Hong Kong road system is divided into unit-sized road networks with various physical characteristics for which the network structure and signal timings are reserved. By universally scaling the origin-destination (OD) matrices of the morning peak, traffic conditions ranging from free-flow to congestion are created for microscopic simulation. From the simulation results, an MCF that relates the average journey time and the number of vehicles traveling through the network in one hour and an MFD that relates space to the mean speed and average density aggregated across 300s intervals are derived. The MCF and MFD are calibrated with mathematical models for each network. The density of roads, junctions, and signal junctions all influence the value of the macroscopic parameters in the MCF and MFD, and predictive equations are constructed that relate the macroscopic parameters to the network topological characteristics. Based on the fitting performance of the mathematical models, recommendations are made for selecting MCF and MFD models for continuum modeling. / published_or_final_version / Civil Engineering / Master / Master of Philosophy

Flows and pollutant dispersion over flat rural terrain have been investigated for decades. However, our understanding of their behaviours over urban areas is rather limited. Most cases have either focused on street level or in the roughness sub-layer (RSL) of urban boundary layer (UBL). Whereas, only a handful of studies have looked into the coupling between street-level and UBL-core dynamics, and their effects on pollutant dispersion. In this thesis, computational fluid dynamics (CFD) is employed to examine the flows and pollutant transport in and over urban roughness. Idealised two-dimensional (2D) street canyons are used as the basic units fabricating hypothetical urban surfaces. A ground-level passive and chemically inert pollutant source is applied to simulate the flows and pollutant dispersion over rough surfaces in isothermal condition. Large-eddy simulation (LES) with the one-equation subgrid-scale model is used to solve explicitly the broad range of scales in turbulent flows. Arrays of idealized street canyons of both uniform and non-uniform building height are used to formulate a unified theory for the flows and pollutant dispersion over urban areas of different morphology. The geometry of roughness elements is controlled by the building-height-to-street-width (aspect) ratio (0.083 ≤ AR ≤ 2) and/or the building height variability (BHV = 0.2, 0.4 and 0.6), in which the characteristic regimes of skimming flow, wake-interference and isolated roughness are covered. A detailed analysis on the roof-level turbulence structure reveals parcels of low-speed air masses in the streamwise flows and narrow high-speed down-drafts in the urban canopy layer, signifying the momentum entrainment into the street canyons. The decelerating streamwise flows in turn initiate up-drafts carrying pollutants away from the street canyons, illustrating the basic pollutant removal mechanism in 2D street canyons. Turbulent transport processes, in the form of ejection and sweep, are the key events governing the exchanges of air and pollutant of street canyon. Air exchange rate (ACH) along the roof level is dominated by turbulent transport, in particular over narrow street canyons. The LES results show that both the turbulence level and ACH increase with increasing aerodynamic resistance defined in term of the Fanning friction factor. At the same AR, BHV greatly increases the friction factor and the ACH in dense built areas (AR ≤ 0.25). The turbulence intensity is peaked on the windward side of street canyons that does not overlap with the maximum velocity gradient near the leeward building corners, suggesting the importance of background turbulence in street-level ventilation. Over the building roughness, pollutant plume dispersion after the ground-level area source in cross flows resumes the self-similar Gaussian shape in the vertical direction in which the vertical plume coverage is proportional to the square root of downwind distance in the streamwise direction. Moreover, the vertical dispersion coefficient is proportional to the one-fourth power of friction factor over idealised street canyons. Conclusively, friction factor can be used to parametrise ventilation and pollutant dispersion over urban areas. / published_or_final_version / Mechanical Engineering / Doctoral / Doctor of Philosophy