arXiv subjects

J. Levesley

Publications and source records attributed to J. Levesley.

15 recordsLinked to original sources

arXiv2020

Handling missing data in large healthcare dataset: a case study of unknown trauma outcomes

Handling of missed data is one of the main tasks in data preprocessing especially in large public service datasets. We have analysed data from the Trauma Audit and Research Network (TARN) database, the largest trauma database in Europe. For the analysis we used 165,559 trauma cases. Among them, there are 19,289 cases (13.19\%) with unknown outcome. We have demonstrated that these outcomes are not missed `completely at random' and, hence, it is impossible just to exclude these cases from analysis despite the large amount of available data. We have developed a system of non-stationary Markov models for the handling of missed outcomes and validated these models on the data of 15,437 patients which arrived into TARN hospitals later than 24 hours but within 30 days from injury. We used these Markov models for the analysis of mortality. In particular, we corrected the observed fraction of death. Two naïve approaches give 7.20\% (available case study) or 6.36\% (if we assume that all unknown outcomes are `alive'). The corrected value is 6.78\%. Following the seminal paper of Trunkey (1983) the multimodality of mortality curves has become a much discussed idea. For the whole analysed TARN dataset the coefficient of mortality monotonically decreases in time but the stratified analysis of the mortality gives a different result: for lower severities the coefficient of mortality is a non-monotonic function of the time after injury and may have maxima at the second and third weeks. The approach developed here can be applied to various healthcare datasets which experience the problem of lost patients and missed outcomes.

stat.AP↗

arXiv2018

sk-Spline interpolation on R^n

The main aim of this article is to introduce sk-splines on R^n and establish representations of cardinal sk-splines with knots and points of interpolation on the sets AZ^n, where A is an arbitrary nonsingular matrix. Such sets of points are analogs for R^n of number theoretic Korobov's grids on the torus and proved to be useful for problems of very high dimensionality.

math.NA↗

arXiv2015

Entropy of Sobolev's classes on Compact Homogeneous Riemannian Manifolds

We develop a general method to calculate entropy numbers of standard Sobolev's classes on an arbitrary compact homogeneous Riemannian manifold. Our method is essentially based on a detailed study of geometric characteristics of norms induced by subspaces of harmonics. The method's possibilities are not confined to the statements proved but can be applied in studying more general problems such as entropy of multiplier operators. As an application, we establish sharp orders of entropy of Sobolev's classes and respective n-widths.

math.FA↗

arXiv2014

Reconstruction of density functions by sk-splines

Reconstruction of density functions and their characteristic functions by radial basis functions with scattered data points is a popular topic in the theory of pricing of basket options. Such functions are usually entire or admit an analytic extension into an appropriate tube and "bell-shaped" with rapidly decaying tails. Unfortunately, the domain of such functions is not compact which creates various technical difficulties. We solve interpolation problem on an infinite rectangular grid for a wide range of kernel functions and calculate explicitly their Fourier transform to obtain representations for the respective density functions.

q-fin.MF↗

arXiv2013

Non-Fickian Diffusion and the Accumulation of Methane Bubbles in Deep-Water Sediments

In the absence of fractures, methane bubbles in deep-water sediments can be immovably trapped within a porous matrix by surface tension. The dominant mechanism of transfer of gas mass therefore becomes the diffusion of gas molecules through porewater. The accurate description of this process requires non-Fickian diffusion to be accounted for, including both thermodiffusion and gravitational action. We evaluate the diffusive flux of aqueous methane considering non-Fickian diffusion and predict the existence of extensive bubble mass accumulation zones within deep-water sediments. The limitation on the hydrate deposit capacity is revealed; too weak deposits cannot reach the base of the hydrate stability zone and form any bubbly horizon.

cond-mat.stat-mech↗

arXiv2012

Add-ons for Lattice Boltzmann Methods: Regularization, Filtering and Limiters

We describe how regularization of lattice Boltzmann methods can be achieved by modifying dissipation. Classes of techniques used to try to improve regularization of LBMs include flux limiters, enforcing the exact correct production of entropy and manipulating non-hydrodynamic modes of the system in relaxation. Each of these techniques corresponds to an additional modification of dissipation compared with the standard LBGK model. Using some standard 1D and 2D benchmarks including the shock tube and lid driven cavity, we explore the effectiveness of these classes of methods.

physics.comp-ph↗

arXiv2007

Enhancing SPH using moving least-squares and radial basis functions

In this paper we consider two sources of enhancement for the meshfree Lagrangian particle method smoothed particle hydrodynamics (SPH) by improving the accuracy of the particle approximation. Namely, we will consider shape functions constructed using: moving least-squares approximation (MLS); radial basis functions (RBF). Using MLS approximation is appealing because polynomial consistency of the particle approximation can be enforced. RBFs further appeal as they allow one to dispense with the smoothing-length -- the parameter in the SPH method which governs the number of particles within the support of the shape function. Currently, only ad hoc methods for choosing the smoothing-length exist. We ensure that any enhancement retains the conservative and meshfree nature of SPH. In doing so, we derive a new set of variationally-consistent hydrodynamic equations. Finally, we demonstrate the performance of the new equations on the Sod shock tube problem.

math.NA↗

arXiv2007

Stable simulation of fluid flow with high-Reynolds number using Ehrenfests' steps

The Navier--Stokes equations arise naturally as a result of Ehrenfests' coarse-graining in phase space after a period of free-flight dynamics. This point of view allows for a very flexible approach to the simulation of fluid flow for high-Reynolds number. We construct regularisers for lattice Boltzmann computational models. These regularisers are based on Ehrenfests' coarse-graining idea and could be applied to schemes with either entropic or non-entropic quasiequilibria. We give a numerical scheme which gives good results for the standard test cases of the shock tube and the flow past a square cylinder.

cond-mat.stat-mech↗

arXiv2007

Extending the range of error estimates for radial approximation in Euclidean space and on spheres

We adapt Schaback's error doubling trick [R. Schaback. Improved error bounds for scattered data interpolation by radial basis functions. Math. Comp., 68(225):201--216, 1999.] to give error estimates for radial interpolation of functions with smoothness lying (in some sense) between that of the usual native space and the subspace with double the smoothness. We do this for both bounded subsets of R^d and spheres. As a step on the way to our ultimate goal we also show convergence of pseudoderivatives of the interpolation error.

math.NA↗

arXiv2007

Nonequilibrium entropy limiters in lattice Boltzmann methods

We construct a system of nonequilibrium entropy limiters for the lattice Boltzmann methods (LBM). These limiters erase spurious oscillations without blurring of shocks, and do not affect smooth solutions. In general, they do the same work for LBM as flux limiters do for finite differences, finite volumes and finite elements methods, but for LBM the main idea behind the construction of nonequilibrium entropy limiter schemes is to transform a field of a scalar quantity - nonequilibrium entropy. There are two families of limiters: (i) based on restriction of nonequilibrium entropy (entropy "trimming") and (ii) based on filtering of nonequilibrium entropy (entropy filtering). The physical properties of LBM provide some additional benefits: the control of entropy production and accurate estimate of introduced artificial dissipation are possible. The constructed limiters are tested on classical numerical examples: 1D athermal shock tubes with an initial density ratio 1:2 and the 2D lid-driven cavity for Reynolds numbers Re between 2000 and 7500 on a coarse 100*100 grid. All limiter constructions are applicable for both entropic and non-entropic quasiequilibria.

cond-mat.stat-mech↗

arXiv2007

Stability and stabilisation of the lattice Boltzmann method: Magic steps and salvation operations

We revisit the classical stability versus accuracy dilemma for the lattice Boltzmann methods (LBM). Our goal is a stable method of second-order accuracy for fluid dynamics based on the lattice Bhatnager--Gross--Krook method (LBGK). The LBGK scheme can be recognised as a discrete dynamical system generated by free-flight and entropic involution. In this framework the stability and accuracy analysis are more natural. We find the necessary and sufficient conditions for second-order accurate fluid dynamics modelling. In particular, it is proven that in order to guarantee second-order accuracy the distribution should belong to a distinguished surface -- the invariant film (up to second-order in the time step). This surface is the trajectory of the (quasi)equilibrium distribution surface under free-flight. The main instability mechanisms are identified. The simplest recipes for stabilisation add no artificial dissipation (up to second-order) and provide second-order accuracy of the method. Two other prescriptions add some artificial dissipation locally and prevent the system from loss of positivity and local blow-up. Demonstration of the proposed stable LBGK schemes are provided by the numerical simulation of a 1D shock tube and the unsteady 2D-flow around a square-cylinder up to Reynolds number $\mathcal{O}(10000)$.

cond-mat.stat-mech↗

arXiv2006

Stable multispeed lattice Boltzmann methods

We demonstrate how to produce a stable multispeed lattice Boltzmann method (LBM) for a wide range of velocity sets, many of which were previously thought to be intrinsically unstable. We use non-Gauss--Hermitian cubatures. The method operates stably for almost zero viscosity, has second-order accuracy, suppresses typical spurious oscillation (only a modest Gibbs effect is present) and introduces no artificial viscosity. There is almost no computational cost for this innovation. DISCLAIMER: Additional tests and wide discussion of this preprint show that the claimed property of coupled steps: no artificial dissipation and the second-order accuracy of the method are valid only on sufficiently fine grids. For coarse grids the higher-order terms destroy coupling of steps and additional dissipation appears. The equations are true.

cond-mat.stat-mech↗

arXiv2006

Stabilisation of the lattice-Boltzmann method using the Ehrenfests' coarse-graining

The lattice-Boltzmann method (LBM) and its variants have emerged as promising, computationally efficient and increasingly popular numerical methods for modelling complex fluid flow. However, it is acknowledged that the method can demonstrate numerical instabilities, e.g., in the vicinity of shocks. We propose a simple and novel technique to stabilise the lattice-Boltzmann method by monitoring the difference between microscopic and macroscopic entropy. Populations are returned to their equilibrium states if a threshold value is exceeded. We coin the name Ehrenfests' steps for this procedure in homage to the vehicle that we use to introduce the procedure, namely, the Ehrenfests' idea of coarse-graining. The one-dimensional shock tube for a compressible isothermal fluid is a standard benchmark test for hydrodynamic codes. We observe that, of all the LBMs considered in the numerical experiment with the one-dimensional shock tube, only the method which includes Ehrenfests' steps is capable of suppressing spurious post-shock oscillations.

cond-mat.stat-mech↗

arXiv2005

Diophantine approximation with perfect squares and the solvability of an inhomogeneous wave equation

The Hausdorff dimension of an exceptional set of periods for which convergence of a formal solution to an inhomogeneous wave equation in n spatial and one temporal dimension is problematic, is determined along with conditions which the periods must satisfy to ensure the solvability of the inhomogeneous wave equation by a smooth periodic function. To derive this information, a complete metric theory for a related fully nonlinear Diophantine approximation problem involving perfect squares is established.

math.AP↗

arXiv2004

A quantitative Khintchine-Groshev type theorem over a field of formal series

An asymptotic formula which holds almost everywhere is obtained for the number of solutions to the Diophantine inequalities |qA-p|<ψ(|q|), where A is an n by m matrix (m>1) over the field of formal Laurent series with coefficients from a finite field, and p and q are vectors of polynomials over the same finite field.

math.NT↗