Anomalous transport in turbulent plasmas and continuous time random walks
International Nuclear Information System (INIS)
Balescu, R.
1995-01-01
The possibility of a model of anomalous transport problems in a turbulent plasma by a purely stochastic process is investigated. The theory of continuous time random walks (CTRW's) is briefly reviewed. It is shown that a particular class, called the standard long tail CTRW's is of special interest for the description of subdiffusive transport. Its evolution is described by a non-Markovian diffusion equation that is constructed in such a way as to yield exact values for all the moments of the density profile. The concept of a CTRW model is compared to an exact solution of a simple test problem: transport of charged particles in a fluctuating magnetic field in the limit of infinite perpendicular correlation length. Although the well-known behavior of the mean square displacement proportional to t 1/2 is easily recovered, the exact density profile cannot be modeled by a CTRW. However, the quasilinear approximation of the kinetic equation has the form of a non-Markovian diffusion equation and can thus be generated by a CTRW
Anomalous dispersion in correlated porous media: a coupled continuous time random walk approach
Comolli, Alessandro; Dentz, Marco
2017-09-01
We study the causes of anomalous dispersion in Darcy-scale porous media characterized by spatially heterogeneous hydraulic properties. Spatial variability in hydraulic conductivity leads to spatial variability in the flow properties through Darcy's law and thus impacts on solute and particle transport. We consider purely advective transport in heterogeneity scenarios characterized by broad distributions of heterogeneity length scales and point values. Particle transport is characterized in terms of the stochastic properties of equidistantly sampled Lagrangian velocities, which are determined by the flow and conductivity statistics. The persistence length scales of flow and transport velocities are imprinted in the spatial disorder and reflect the distribution of heterogeneity length scales. Particle transitions over the velocity length scales are kinematically coupled with the transition time through velocity. We show that the average particle motion follows a coupled continuous time random walk (CTRW), which is fully parameterized by the distribution of flow velocities and the medium geometry in terms of the heterogeneity length scales. The coupled CTRW provides a systematic framework for the investigation of the origins of anomalous dispersion in terms of heterogeneity correlation and the distribution of conductivity point values. We derive analytical expressions for the asymptotic scaling of the moments of the spatial particle distribution and first arrival time distribution (FATD), and perform numerical particle tracking simulations of the coupled CTRW to capture the full average transport behavior. Broad distributions of heterogeneity point values and lengths scales may lead to very similar dispersion behaviors in terms of the spatial variance. Their mechanisms, however are very different, which manifests in the distributions of particle positions and arrival times, which plays a central role for the prediction of the fate of dissolved substances in
Continuous-time random-walk model for anomalous diffusion in expanding media
Le Vot, F.; Abad, E.; Yuste, S. B.
2017-09-01
Expanding media are typical in many different fields, e.g., in biology and cosmology. In general, a medium expansion (contraction) brings about dramatic changes in the behavior of diffusive transport properties such as the set of positional moments and the Green's function. Here, we focus on the characterization of such effects when the diffusion process is described by the continuous-time random-walk (CTRW) model. As is well known, when the medium is static this model yields anomalous diffusion for a proper choice of the probability density function (pdf) for the jump length and the waiting time, but the behavior may change drastically if a medium expansion is superimposed on the intrinsic random motion of the diffusing particle. For the case where the jump length and the waiting time pdfs are long-tailed, we derive a general bifractional diffusion equation which reduces to a normal diffusion equation in the appropriate limit. We then study some particular cases of interest, including Lévy flights and subdiffusive CTRWs. In the former case, we find an analytical exact solution for the Green's function (propagator). When the expansion is sufficiently fast, the contribution of the diffusive transport becomes irrelevant at long times and the propagator tends to a stationary profile in the comoving reference frame. In contrast, for a contracting medium a competition between the spreading effect of diffusion and the concentrating effect of contraction arises. In the specific case of a subdiffusive CTRW in an exponentially contracting medium, the latter effect prevails for sufficiently long times, and all the particles are eventually localized at a single point in physical space. This "big crunch" effect, totally absent in the case of normal diffusion, stems from inefficient particle spreading due to subdiffusion. We also derive a hierarchy of differential equations for the moments of the transport process described by the subdiffusive CTRW model in an expanding medium
Continuous-time random-walk model for anomalous diffusion in expanding media.
Le Vot, F; Abad, E; Yuste, S B
2017-09-01
Expanding media are typical in many different fields, e.g., in biology and cosmology. In general, a medium expansion (contraction) brings about dramatic changes in the behavior of diffusive transport properties such as the set of positional moments and the Green's function. Here, we focus on the characterization of such effects when the diffusion process is described by the continuous-time random-walk (CTRW) model. As is well known, when the medium is static this model yields anomalous diffusion for a proper choice of the probability density function (pdf) for the jump length and the waiting time, but the behavior may change drastically if a medium expansion is superimposed on the intrinsic random motion of the diffusing particle. For the case where the jump length and the waiting time pdfs are long-tailed, we derive a general bifractional diffusion equation which reduces to a normal diffusion equation in the appropriate limit. We then study some particular cases of interest, including Lévy flights and subdiffusive CTRWs. In the former case, we find an analytical exact solution for the Green's function (propagator). When the expansion is sufficiently fast, the contribution of the diffusive transport becomes irrelevant at long times and the propagator tends to a stationary profile in the comoving reference frame. In contrast, for a contracting medium a competition between the spreading effect of diffusion and the concentrating effect of contraction arises. In the specific case of a subdiffusive CTRW in an exponentially contracting medium, the latter effect prevails for sufficiently long times, and all the particles are eventually localized at a single point in physical space. This "big crunch" effect, totally absent in the case of normal diffusion, stems from inefficient particle spreading due to subdiffusion. We also derive a hierarchy of differential equations for the moments of the transport process described by the subdiffusive CTRW model in an expanding medium
Comolli, Alessandro; Hakoun, Vivien; Dentz, Marco
2017-04-01
Achieving the understanding of the process of solute transport in heterogeneous porous media is of crucial importance for several environmental and social purposes, ranging from aquifers contamination and remediation, to risk assessment in nuclear waste repositories. The complexity of this aim is mainly ascribable to the heterogeneity of natural media, which can be observed at all the scales of interest, from pore scale to catchment scale. In fact, the intrinsic heterogeneity of porous media is responsible for the arising of the well-known non-Fickian footprints of transport, including heavy-tailed breakthrough curves, non-Gaussian spatial density profiles and the non-linear growth of the mean squared displacement. Several studies investigated the processes through which heterogeneity impacts the transport properties, which include local modifications to the advective-dispersive motion of solutes, mass exchanges between some mobile and immobile phases (e.g. sorption/desorption reactions or diffusion into solid matrix) and spatial correlation of the flow field. In the last decades, the continuous time random walk (CTRW) model has often been used to describe solute transport in heterogenous conditions and to quantify the impact of point heterogeneity, spatial correlation and mass transfer on the average transport properties [1]. Open issues regarding this approach are the possibility to relate measurable properties of the medium to the parameters of the model, as well as its capability to provide predictive information. In a recent work [2] the authors have shed new light on understanding the relationship between Lagrangian and Eulerian dynamics as well as on their evolution from arbitrary initial conditions. On the basis of these results, we derive a CTRW model for the description of Darcy-scale transport in d-dimensional media characterized by spatially random permeability fields. The CTRW approach models particle velocities as a spatial Markov process, which is
Michas, Georgios; Vallianatos, Filippos; Karakostas, Vassilios; Papadimitriou, Eleftheria; Sammonds, Peter
2014-05-01
Efpalion aftershock sequence occurred in January 2010, when an M=5.5 earthquake was followed four days later by another strong event (M=5.4) and numerous aftershocks (Karakostas et al., 2012). This activity interrupted a 15 years period of low to moderate earthquake occurrence in Corinth rift, where the last major event was the 1995 Aigion earthquake (M=6.2). Coulomb stress analysis performed in previous studies (Karakostas et al., 2012; Sokos et al., 2012; Ganas et al., 2013) indicated that the second major event and most of the aftershocks were triggered due to stress transfer. The aftershocks production rate decays as a power-law with time according to the modified Omori law (Utsu et al., 1995) with an exponent larger than one for the first four days, while after the occurrence of the second strong event the exponent turns to unity. We consider the earthquake sequence as a point process in time and space and study its spatiotemporal evolution considering a Continuous Time Random Walk (CTRW) model with a joint probability density function of inter-event times and jumps between the successive earthquakes (Metzler and Klafter, 2000). Jump length distribution exhibits finite variance, whereas inter-event times scale as a q-generalized gamma distribution (Michas et al., 2013) with a long power-law tail. These properties are indicative of a subdiffusive process in terms of CTRW. Additionally, the mean square displacement of aftershocks is constant with time after the occurrence of the first event, while it changes to a power-law with exponent close to 0.15 after the second major event, illustrating a slow diffusive process. During the first four days aftershocks cluster around the epicentral area of the second major event, while after that and taking as a reference the second event, the aftershock zone is migrating slowly with time to the west near the epicentral area of the first event. This process is much slower from what would be expected from normal diffusion, a
Connection between recurrence time statistics and anomalous transport
International Nuclear Information System (INIS)
Zaslavsky, G.M.; Tippett, M.K.
1991-01-01
For a model stationary flow with hexagonal symmetry, the recurrence time statistics are studied. The model has been shown to have a sharp transition from normal to anomalous transport. Here it is shown that this transition is accompanied by a correspondent change of the recurrence time statistics from normal to anomalous. The latter one displays the existence of a power tail. Recurrence time statistics provide a local measurement of anomalous transport that is of practical interest
Are anomalously short tunnelling times measurable?
International Nuclear Information System (INIS)
Delgado, V.; Muga, J.G.
1996-01-01
Low and Mende have analyzed the conditions that would make possible an actual measurement of an anomalously short traversal time through a potential barrier concluding that such a measurement cannot be made because it is not possible to describe the tunnelling of a wave packet initially close to the barrier by the open-quote open-quote usual wave packet space time analysis close-quote close-quote. We complement this work in several ways: It is argued that the described failure of the usual formalism occurs under a set of too restrictive conditions, some of them not physically motivated, so it does not necessarily imply the impossibility of such a measurement. However, by retaining only conditions well motivated on physical grounds we have performed a systematic numerical check which shows that the conclusion by Low and Mende is indeed generally valid. It is shown that, as speculated by Low and Mende, the process is dominated by over the barrier transmission. Copyright copyright 1996 Academic Press, Inc
International Nuclear Information System (INIS)
Liu Lianshou; Zhang Yang; Wu Yuanfang
1996-01-01
The anomalous scaling of factorial moments with continuously diminishing scale is studied using a random cascading model. It is shown that the model currently used have the property of anomalous scaling only for descrete values of elementary cell size. A revised model is proposed which can give good scaling property also for continuously varying scale. It turns out that the strip integral has good scaling property provided the integral regions are chosen correctly, and that this property is insensitive to the concrete way of self-similar subdivision of phase space in the models. (orig.)
Path probabilities of continuous time random walks
International Nuclear Information System (INIS)
Eule, Stephan; Friedrich, Rudolf
2014-01-01
Employing the path integral formulation of a broad class of anomalous diffusion processes, we derive the exact relations for the path probability densities of these processes. In particular, we obtain a closed analytical solution for the path probability distribution of a Continuous Time Random Walk (CTRW) process. This solution is given in terms of its waiting time distribution and short time propagator of the corresponding random walk as a solution of a Dyson equation. Applying our analytical solution we derive generalized Feynman–Kac formulae. (paper)
Passage times of asymmetric anomalous walks with multiple paths
International Nuclear Information System (INIS)
Caceres, Manuel O; Insua, G Liliana
2005-01-01
We investigate the transient and the long-time behaviour of asymmetric anomalous walks in heterogeneous media. Two types of disorder are worked out explicitly: weak and strong disorder; in addition, the occurrence of disordered multiple paths is considered. We calculate the first passage time distribution of the associated stochastic transport process. We discuss the occurrence of the crossover from a power law to an exponential decay for the long-time behaviour of the distribution of the first passage times of disordered biased walks
Partial information, market efficiency, and anomalous continuous phase transition
International Nuclear Information System (INIS)
Yang, Guang; Zheng, Wenzhi; Huang, Jiping
2014-01-01
It is a common belief in economics and social science that if there is more information available for agents to gather in a human system, the system can become more efficient. The belief can be easily understood according to the well-known efficient market hypothesis. In this work, we attempt to challenge this belief by investigating a complex adaptive system, which is modeled by a market-directed resource-allocation game with a directed random network. We conduct a series of controlled human experiments in the laboratory to show the reliability of the model design. As a result, we find that even under a small information concentration, the system can still almost reach the optimal (balanced) state. Furthermore, the ensemble average of the system’s fluctuation level goes through a continuous phase transition. This behavior means that in the second phase if too much information is shared among agents, the system’s stability will be harmed instead, which differs from the belief mentioned above. Also, at the transition point, the ensemble fluctuations of the fluctuation level remain at a low value. This phenomenon is in contrast to the textbook knowledge about continuous phase transitions in traditional physical systems, namely, fluctuations will rise abnormally around a transition point since the correlation length becomes infinite. Thus, this work is of potential value to a variety of fields, such as physics, economics, complexity science, and artificial intelligence. (paper)
Partial information, market efficiency, and anomalous continuous phase transition
Yang, Guang; Zheng, Wenzhi; Huang, Jiping
2014-04-01
It is a common belief in economics and social science that if there is more information available for agents to gather in a human system, the system can become more efficient. The belief can be easily understood according to the well-known efficient market hypothesis. In this work, we attempt to challenge this belief by investigating a complex adaptive system, which is modeled by a market-directed resource-allocation game with a directed random network. We conduct a series of controlled human experiments in the laboratory to show the reliability of the model design. As a result, we find that even under a small information concentration, the system can still almost reach the optimal (balanced) state. Furthermore, the ensemble average of the system’s fluctuation level goes through a continuous phase transition. This behavior means that in the second phase if too much information is shared among agents, the system’s stability will be harmed instead, which differs from the belief mentioned above. Also, at the transition point, the ensemble fluctuations of the fluctuation level remain at a low value. This phenomenon is in contrast to the textbook knowledge about continuous phase transitions in traditional physical systems, namely, fluctuations will rise abnormally around a transition point since the correlation length becomes infinite. Thus, this work is of potential value to a variety of fields, such as physics, economics, complexity science, and artificial intelligence.
Analytic continuation of the harmonic sums for the 3-loop anomalous dimensions
International Nuclear Information System (INIS)
Bluemlein, J.; Moch, S.O.
2005-03-01
We present for numerical use the analytic continuations to complex arguments of those basic Mellin transforms, which build the harmonic sums contributing to the 3-loop anomalous dimensions. Eight new basic functions contribute in addition to the analytic continuations for the 2-loop massless Wilson coefficients calculated previously. The representations derived have a relative accuracy of better than 10 -7 in the range x element of [10 -6 , 0.98]. (orig.)
Distributed synthesis in continuous time
DEFF Research Database (Denmark)
Hermanns, Holger; Krčál, Jan; Vester, Steen
2016-01-01
We introduce a formalism modelling communication of distributed agents strictly in continuous-time. Within this framework, we study the problem of synthesising local strategies for individual agents such that a specified set of goal states is reached, or reached with at least a given probability....... The flow of time is modelled explicitly based on continuous-time randomness, with two natural implications: First, the non-determinism stemming from interleaving disappears. Second, when we restrict to a subclass of non-urgent models, the quantitative value problem for two players can be solved in EXPTIME....... Indeed, the explicit continuous time enables players to communicate their states by delaying synchronisation (which is unrestricted for non-urgent models). In general, the problems are undecidable already for two players in the quantitative case and three players in the qualitative case. The qualitative...
Anomalous transport in fluid field with random waiting time depending on the preceding jump length
International Nuclear Information System (INIS)
Zhang Hong; Li Guo-Hua
2016-01-01
Anomalous (or non-Fickian) transport behaviors of particles have been widely observed in complex porous media. To capture the energy-dependent characteristics of non-Fickian transport of a particle in flow fields, in the present paper a generalized continuous time random walk model whose waiting time probability distribution depends on the preceding jump length is introduced, and the corresponding master equation in Fourier–Laplace space for the distribution of particles is derived. As examples, two generalized advection-dispersion equations for Gaussian distribution and lévy flight with the probability density function of waiting time being quadratic dependent on the preceding jump length are obtained by applying the derived master equation. (paper)
Anomalous transport in fluid field with random waiting time depending on the preceding jump length
Zhang, Hong; Li, Guo-Hua
2016-11-01
Anomalous (or non-Fickian) transport behaviors of particles have been widely observed in complex porous media. To capture the energy-dependent characteristics of non-Fickian transport of a particle in flow fields, in the present paper a generalized continuous time random walk model whose waiting time probability distribution depends on the preceding jump length is introduced, and the corresponding master equation in Fourier-Laplace space for the distribution of particles is derived. As examples, two generalized advection-dispersion equations for Gaussian distribution and lévy flight with the probability density function of waiting time being quadratic dependent on the preceding jump length are obtained by applying the derived master equation. Project supported by the Foundation for Young Key Teachers of Chengdu University of Technology, China (Grant No. KYGG201414) and the Opening Foundation of Geomathematics Key Laboratory of Sichuan Province, China (Grant No. scsxdz2013009).
Bradley, D. Nathan
2017-12-01
A consensus has formed that the step length distribution of fluvial bed load is thin tailed and that the observed anomalous superdiffusion of bed load tracer particles must arise from heavy-tailed resting times. However, heavy-tailed resting times have never been directly observed in the field over multiple floods. Using 9 years of data from a large bed load tracer experiment, I show that the spatial variance of the tracer plume scales faster than linearly with integrated excess stream power, indicating anomalous superdiffusion. The superdiffusion is caused by a heavy-tailed distribution of observed storage times that is fit with a truncated Pareto distribution with a tail parameter that is predicted by anomalous diffusion theory. The heavy-tailed distribution of storage times causes the tracer virtual velocity to slow over time, indicated by a sublinear increase in the mean displacement that is predicted by the storage time distribution tail parameter.
Chemical Continuous Time Random Walks
Aquino, T.; Dentz, M.
2017-12-01
Traditional methods for modeling solute transport through heterogeneous media employ Eulerian schemes to solve for solute concentration. More recently, Lagrangian methods have removed the need for spatial discretization through the use of Monte Carlo implementations of Langevin equations for solute particle motions. While there have been recent advances in modeling chemically reactive transport with recourse to Lagrangian methods, these remain less developed than their Eulerian counterparts, and many open problems such as efficient convergence and reconstruction of the concentration field remain. We explore a different avenue and consider the question: In heterogeneous chemically reactive systems, is it possible to describe the evolution of macroscopic reactant concentrations without explicitly resolving the spatial transport? Traditional Kinetic Monte Carlo methods, such as the Gillespie algorithm, model chemical reactions as random walks in particle number space, without the introduction of spatial coordinates. The inter-reaction times are exponentially distributed under the assumption that the system is well mixed. In real systems, transport limitations lead to incomplete mixing and decreased reaction efficiency. We introduce an arbitrary inter-reaction time distribution, which may account for the impact of incomplete mixing. This process defines an inhomogeneous continuous time random walk in particle number space, from which we derive a generalized chemical Master equation and formulate a generalized Gillespie algorithm. We then determine the modified chemical rate laws for different inter-reaction time distributions. We trace Michaelis-Menten-type kinetics back to finite-mean delay times, and predict time-nonlocal macroscopic reaction kinetics as a consequence of broadly distributed delays. Non-Markovian kinetics exhibit weak ergodicity breaking and show key features of reactions under local non-equilibrium.
International Nuclear Information System (INIS)
Fontheim, E.G.; Ong, R.S.B.; Roble, R.G.; Mayr, H.G.; Hoegy, W.H.; Baron, M.J.; Wickwar, V.B.
1978-01-01
By analyzing an observed storm time auroral electron temperature profile it is shown that anomalous transport effects strongly influence the thermal structure of the disturbed auroral ionosphere. Such anomalous transport effects are a consequence of plasma turbulence, the existence of which has been established by a large number of observations in the auroral ionosphere. The electron and composite ion energy equations are solved with anomalous electron thermal conductivity and parallel electrical resistivity coefficients. The solutions are parameterized with respect to a phenomenological altitude-dependent anomaly coefficient A and are compared with an observed storm time electron temperature profile above Chatanika. The calculated temperature profile for the classical case (A=1)disagrees considerably with the measured profile over most of the altitude range up to 450km. It is shown that an anomaly coefficient with a sharp peak of the order of 10 4 centered aroung the F 2 peak is consistent with observations
For Time-Continuous Optimisation
DEFF Research Database (Denmark)
Heinrich, Mary Katherine; Ayres, Phil
2016-01-01
Strategies for optimisation in design normatively assume an artefact end-point, disallowing continuous architecture that engages living systems, dynamic behaviour, and complex systems. In our Flora Robotica investigations of symbiotic plant-robot bio-hybrids, we re- quire computational tools...
The precise time-dependent solution of the Fokker–Planck equation with anomalous diffusion
Energy Technology Data Exchange (ETDEWEB)
Guo, Ran; Du, Jiulin, E-mail: jiulindu@aliyun.com
2015-08-15
We study the time behavior of the Fokker–Planck equation in Zwanzig’s rule (the backward-Ito’s rule) based on the Langevin equation of Brownian motion with an anomalous diffusion in a complex medium. The diffusion coefficient is a function in momentum space and follows a generalized fluctuation–dissipation relation. We obtain the precise time-dependent analytical solution of the Fokker–Planck equation and at long time the solution approaches to a stationary power-law distribution in nonextensive statistics. As a test, numerically we have demonstrated the accuracy and validity of the time-dependent solution. - Highlights: • The precise time-dependent solution of the Fokker–Planck equation with anomalous diffusion is found. • The anomalous diffusion satisfies a generalized fluctuation–dissipation relation. • At long time the time-dependent solution approaches to a power-law distribution in nonextensive statistics. • Numerically we have demonstrated the accuracy and validity of the time-dependent solution.
The precise time-dependent solution of the Fokker–Planck equation with anomalous diffusion
International Nuclear Information System (INIS)
Guo, Ran; Du, Jiulin
2015-01-01
We study the time behavior of the Fokker–Planck equation in Zwanzig’s rule (the backward-Ito’s rule) based on the Langevin equation of Brownian motion with an anomalous diffusion in a complex medium. The diffusion coefficient is a function in momentum space and follows a generalized fluctuation–dissipation relation. We obtain the precise time-dependent analytical solution of the Fokker–Planck equation and at long time the solution approaches to a stationary power-law distribution in nonextensive statistics. As a test, numerically we have demonstrated the accuracy and validity of the time-dependent solution. - Highlights: • The precise time-dependent solution of the Fokker–Planck equation with anomalous diffusion is found. • The anomalous diffusion satisfies a generalized fluctuation–dissipation relation. • At long time the time-dependent solution approaches to a power-law distribution in nonextensive statistics. • Numerically we have demonstrated the accuracy and validity of the time-dependent solution
Kuentz, M
2003-01-01
A two-dimensional lattice gas automaton (LGA) is used for simulating concentration-dependent diffusion in a microscopically random heterogeneous structure. The heterogeneous medium is initialized at a low density rho sub 0 and then submitted to a steep concentration gradient by continuous injection of particles at a concentration rho sub 1 >rho sub 0 from a one-dimensional source to model spreading of a density front. Whereas the nonlinear diffusion equation generally used to describe concentration-dependent diffusion processes predicts a scaling law of the type phi = xt sup - sup 1 sup / sup 2 in one dimension, the spreading process is shown to deviate from the expected t sup 1 sup / sup 2 scaling. The time exponent is found to be larger than 1/2, i.e. diffusion of the density front is enhanced with respect to standard Fickian diffusion. It is also established that the anomalous time exponent decreases as time elapses: anomalous spreading is thus not a timescaling process. We demonstrate that occurrence of a...
The showerfront time-structure of ''anomalous muon'' events associated with Hercules X-1
International Nuclear Information System (INIS)
Alexandreas, D.E.; Allen, R.C.; Biller, S.D.; Dion, G.M.; Lu, X-Q.; Vishwanath, P.R.; Yodh, G.B.; Berley, D.; Chang, C.Y.; Dingus, B.L.; Dion, C.; Goodman, J.A.; Gupta, S.K.; Haines, T.J.; Kwok, P.W.; Stark, M.J.; Burman, R.L.; Hoffman, C.M.; Lloyd-Evans, J.; Nagle, D.E.; Potter, M.E.; Sandberg, V.D.; Zhang, W.P.; Cady, D.R.; Ellsworth, R.W.; Krakauer, D.A.; Talaga, R.L.
1990-01-01
The 11 ''in-phase'' source events from the 1986 muon-rich bursts associated with Hercules X-1 (previously reported by this group) have been studied for indications of further anomalous behavior. The most significant effect observed resulted from an analysis of the showerfront time-structures of these events. This analysis was then applied a priori to the rest of the source day, where an additional ∼9 signal events are expected to remain. The same effect was observed at a chance probability level of ∼0.1%. 1 ref., 7 figs
Continuity of Local Time: An applied perspective
Ramirez, Jorge M.; Waymire, Edward C.; Thomann, Enrique A.
2015-01-01
Continuity of local time for Brownian motion ranks among the most notable mathematical results in the theory of stochastic processes. This article addresses its implications from the point of view of applications. In particular an extension of previous results on an explicit role of continuity of (natural) local time is obtained for applications to recent classes of problems in physics, biology and finance involving discontinuities in a dispersion coefficient. The main theorem and its corolla...
Parameter Estimation in Continuous Time Domain
Directory of Open Access Journals (Sweden)
Gabriela M. ATANASIU
2016-12-01
Full Text Available This paper will aim to presents the applications of a continuous-time parameter estimation method for estimating structural parameters of a real bridge structure. For the purpose of illustrating this method two case studies of a bridge pile located in a highly seismic risk area are considered, for which the structural parameters for the mass, damping and stiffness are estimated. The estimation process is followed by the validation of the analytical results and comparison with them to the measurement data. Further benefits and applications for the continuous-time parameter estimation method in civil engineering are presented in the final part of this paper.
Time, physics, and the paradoxes of continuity
Steinberg, D A
2003-01-01
A recent article in this journal proposes a radical reformulation of classical and quantum dynamics based on a perceived deficiency in current definitions of time. The argument is incorrect but the errors highlight aspects of the foundations of mathematics and physics that are commonly confused and misunderstood. For this reason, the article provides an important and heuristic opportunity to reexamine the types of time and non-standard analysis. This paper will discuss the differences between physical time and experiential time and explain how an expanded system of real analysis containing infinitesimals can resolve the paradoxes of continuity without sacrificing the modern edifice of mathematical physics.
Continuous Time Dynamic Contraflow Models and Algorithms
Directory of Open Access Journals (Sweden)
Urmila Pyakurel
2016-01-01
Full Text Available The research on evacuation planning problem is promoted by the very challenging emergency issues due to large scale natural or man-created disasters. It is the process of shifting the maximum number of evacuees from the disastrous areas to the safe destinations as quickly and efficiently as possible. Contraflow is a widely accepted model for good solution of evacuation planning problem. It increases the outbound road capacity by reversing the direction of roads towards the safe destination. The continuous dynamic contraflow problem sends the maximum number of flow as a flow rate from the source to the sink in every moment of time unit. We propose the mathematical model for the continuous dynamic contraflow problem. We present efficient algorithms to solve the maximum continuous dynamic contraflow and quickest continuous contraflow problems on single source single sink arbitrary networks and continuous earliest arrival contraflow problem on single source single sink series-parallel networks with undefined supply and demand. We also introduce an approximation solution for continuous earliest arrival contraflow problem on two-terminal arbitrary networks.
a Continuous-Time Positive Linear System
Directory of Open Access Journals (Sweden)
Kyungsup Kim
2013-01-01
Full Text Available This paper discusses a computational method to construct positive realizations with sparse matrices for continuous-time positive linear systems with multiple complex poles. To construct a positive realization of a continuous-time system, we use a Markov sequence similar to the impulse response sequence that is used in the discrete-time case. The existence of the proposed positive realization can be analyzed with the concept of a polyhedral convex cone. We provide a constructive algorithm to compute positive realizations with sparse matrices of some positive systems under certain conditions. A sufficient condition for the existence of a positive realization, under which the proposed constructive algorithm works well, is analyzed.
Stochastic calculus for uncoupled continuous-time random walks.
Germano, Guido; Politi, Mauro; Scalas, Enrico; Schilling, René L
2009-06-01
The continuous-time random walk (CTRW) is a pure-jump stochastic process with several applications not only in physics but also in insurance, finance, and economics. A definition is given for a class of stochastic integrals driven by a CTRW, which includes the Itō and Stratonovich cases. An uncoupled CTRW with zero-mean jumps is a martingale. It is proved that, as a consequence of the martingale transform theorem, if the CTRW is a martingale, the Itō integral is a martingale too. It is shown how the definition of the stochastic integrals can be used to easily compute them by Monte Carlo simulation. The relations between a CTRW, its quadratic variation, its Stratonovich integral, and its Itō integral are highlighted by numerical calculations when the jumps in space of the CTRW have a symmetric Lévy alpha -stable distribution and its waiting times have a one-parameter Mittag-Leffler distribution. Remarkably, these distributions have fat tails and an unbounded quadratic variation. In the diffusive limit of vanishing scale parameters, the probability density of this kind of CTRW satisfies the space-time fractional diffusion equation (FDE) or more in general the fractional Fokker-Planck equation, which generalizes the standard diffusion equation, solved by the probability density of the Wiener process, and thus provides a phenomenologic model of anomalous diffusion. We also provide an analytic expression for the quadratic variation of the stochastic process described by the FDE and check it by Monte Carlo.
Time-delay analyzer with continuous discretization
International Nuclear Information System (INIS)
Bayatyan, G.L.; Darbinyan, K.T.; Mkrtchyan, K.K.; Stepanyan, S.S.
1988-01-01
A time-delay analyzer is described which when triggered by a start pulse of adjustable duration performs continuous discretization of the analyzed signal within nearly 22 ns time intervals, the recording in a memory unit with following slow read-out of the information to the computer and its processing. The time-delay analyzer consists of four CAMAC-VECTOR systems of unit width. With its help one can separate comparatively short, small-amplitude rare signals against the background of quasistationary noise processes. 4 refs.; 3 figs
Correlated continuous-time random walks—scaling limits and Langevin picture
International Nuclear Information System (INIS)
Magdziarz, Marcin; Metzler, Ralf; Szczotka, Wladyslaw; Zebrowski, Piotr
2012-01-01
In this paper we analyze correlated continuous-time random walks introduced recently by Tejedor and Metzler (2010 J. Phys. A: Math. Theor. 43 082002). We obtain the Langevin equations associated with this process and the corresponding scaling limits of their solutions. We prove that the limit processes are self-similar and display anomalous dynamics. Moreover, we extend the model to include external forces. Our results are confirmed by Monte Carlo simulations
Interaction-aided continuous time quantum search
International Nuclear Information System (INIS)
Bae, Joonwoo; Kwon, Younghun; Baek, Inchan; Yoon, Dalsun
2005-01-01
The continuous quantum search algorithm (based on the Farhi-Gutmann Hamiltonian evolution) is known to be analogous to the Grover (or discrete time quantum) algorithm. Any errors introduced in Grover algorithm are fatal to its success. In the same way the Farhi-Gutmann Hamiltonian algorithm has a severe difficulty when the Hamiltonian is perturbed. In this letter we will show that the interaction term in quantum search Hamiltonian (actually which is in the generalized quantum search Hamiltonian) can save the perturbed Farhi-Gutmann Hamiltonian that should otherwise fail. We note that this fact is quite remarkable since it implies that introduction of interaction can be a way to correct some errors on the continuous time quantum search
Arismendi, Ivan; Johnson, Sherri L.; Dunham, Jason B.
2015-01-01
Statistics of central tendency and dispersion may not capture relevant or desired characteristics of the distribution of continuous phenomena and, thus, they may not adequately describe temporal patterns of change. Here, we present two methodological approaches that can help to identify temporal changes in environmental regimes. First, we use higher-order statistical moments (skewness and kurtosis) to examine potential changes of empirical distributions at decadal extents. Second, we adapt a statistical procedure combining a non-metric multidimensional scaling technique and higher density region plots to detect potentially anomalous years. We illustrate the use of these approaches by examining long-term stream temperature data from minimally and highly human-influenced streams. In particular, we contrast predictions about thermal regime responses to changing climates and human-related water uses. Using these methods, we effectively diagnose years with unusual thermal variability and patterns in variability through time, as well as spatial variability linked to regional and local factors that influence stream temperature. Our findings highlight the complexity of responses of thermal regimes of streams and reveal their differential vulnerability to climate warming and human-related water uses. The two approaches presented here can be applied with a variety of other continuous phenomena to address historical changes, extreme events, and their associated ecological responses.
Language Emptiness of Continuous-Time Parametric Timed Automata
DEFF Research Database (Denmark)
Benes, Nikola; Bezdek, Peter; Larsen, Kim Guldstrand
2015-01-01
Parametric timed automata extend the standard timed automata with the possibility to use parameters in the clock guards. In general, if the parameters are real-valued, the problem of language emptiness of such automata is undecidable even for various restricted subclasses. We thus focus on the case...... where parameters are assumed to be integer-valued, while the time still remains continuous. On the one hand, we show that the problem remains undecidable for parametric timed automata with three clocks and one parameter. On the other hand, for the case with arbitrary many clocks where only one......-time semantics only. To the best of our knowledge, this is the first positive result in the case of continuous-time and unbounded integer parameters, except for the rather simple case of single-clock automata....
Expectation propagation for continuous time stochastic processes
International Nuclear Information System (INIS)
Cseke, Botond; Schnoerr, David; Sanguinetti, Guido; Opper, Manfred
2016-01-01
We consider the inverse problem of reconstructing the posterior measure over the trajectories of a diffusion process from discrete time observations and continuous time constraints. We cast the problem in a Bayesian framework and derive approximations to the posterior distributions of single time marginals using variational approximate inference, giving rise to an expectation propagation type algorithm. For non-linear diffusion processes, this is achieved by leveraging moment closure approximations. We then show how the approximation can be extended to a wide class of discrete-state Markov jump processes by making use of the chemical Langevin equation. Our empirical results show that the proposed method is computationally efficient and provides good approximations for these classes of inverse problems. (paper)
A continuous time Cournot duopoly with delays
International Nuclear Information System (INIS)
Gori, Luca; Guerrini, Luca; Sodini, Mauro
2015-01-01
This paper extends the classical repeated duopoly model with quantity-setting firms of Bischi et al. (1998) by assuming that production of goods is subject to some gestation lags but exchanges take place continuously in the market. The model is expressed in the form of differential equations with discrete delays. By using some recent mathematical techniques and numerical experiments, results show some dynamic phenomena that cannot be observed when delays are absent. In addition, depending on the extent of time delays and inertia, synchronisation failure can arise even in the event of homogeneous firms.
Stochastic volatility of volatility in continuous time
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole; Veraart, Almut
This paper introduces the concept of stochastic volatility of volatility in continuous time and, hence, extends standard stochastic volatility (SV) models to allow for an additional source of randomness associated with greater variability in the data. We discuss how stochastic volatility...... of volatility can be defined both non-parametrically, where we link it to the quadratic variation of the stochastic variance process, and parametrically, where we propose two new SV models which allow for stochastic volatility of volatility. In addition, we show that volatility of volatility can be estimated...
Heterogeneous continuous-time random walks
Grebenkov, Denis S.; Tupikina, Liubov
2018-01-01
We introduce a heterogeneous continuous-time random walk (HCTRW) model as a versatile analytical formalism for studying and modeling diffusion processes in heterogeneous structures, such as porous or disordered media, multiscale or crowded environments, weighted graphs or networks. We derive the exact form of the propagator and investigate the effects of spatiotemporal heterogeneities onto the diffusive dynamics via the spectral properties of the generalized transition matrix. In particular, we show how the distribution of first-passage times changes due to local and global heterogeneities of the medium. The HCTRW formalism offers a unified mathematical language to address various diffusion-reaction problems, with numerous applications in material sciences, physics, chemistry, biology, and social sciences.
The energy spectra of anomalous oxygen at the time of two successive solar minima
Kondratyeva, M A; Tretyakova, S P; Zhuravlev, D A
1999-01-01
The energy spectra of anomalous oxygen have been determined from nuclear track detectors exposed aboard the Earth-orbiting satellites at altitudes ranging from approx 250-400 km in two consecutive solar minimum periods of 1986-1987 and 1994-1995 with opposite polarity of the solar magnetic field. A comparison of the spectra shows no contradiction to current drift models.
Discrete time and continuous time dynamic mean-variance analysis
Reiss, Ariane
1999-01-01
Contrary to static mean-variance analysis, very few papers have dealt with dynamic mean-variance analysis. Here, the mean-variance efficient self-financing portfolio strategy is derived for n risky assets in discrete and continuous time. In the discrete setting, the resulting portfolio is mean-variance efficient in a dynamic sense. It is shown that the optimal strategy for n risky assets may be dominated if the expected terminal wealth is constrained to exactly attain a certain goal instead o...
Diffusion coefficient for anomalous transport
International Nuclear Information System (INIS)
1986-01-01
A report on the progress towards the goal of estimating the diffusion coefficient for anomalous transport is given. The gyrokinetic theory is used to identify different time and length scale inherent to the characteristics of plasmas which exhibit anomalous transport
Discounting Models for Outcomes over Continuous Time
DEFF Research Database (Denmark)
Harvey, Charles M.; Østerdal, Lars Peter
Events that occur over a period of time can be described either as sequences of outcomes at discrete times or as functions of outcomes in an interval of time. This paper presents discounting models for events of the latter type. Conditions on preferences are shown to be satisfied if and only if t...... if the preferences are represented by a function that is an integral of a discounting function times a scale defined on outcomes at instants of time....
Directory of Open Access Journals (Sweden)
Lund Frederik W
2012-10-01
Full Text Available Abstract Background Cholesterol is an important membrane component, but our knowledge about its transport in cells is sparse. Previous imaging studies using dehydroergosterol (DHE, an intrinsically fluorescent sterol from yeast, have established that vesicular and non-vesicular transport modes contribute to sterol trafficking from the plasma membrane. Significant photobleaching, however, limits the possibilities for in-depth analysis of sterol dynamics using DHE. Co-trafficking studies with DHE and the recently introduced fluorescent cholesterol analog BODIPY-cholesterol (BChol suggested that the latter probe has utility for prolonged live-cell imaging of sterol transport. Results We found that BChol is very photostable under two-photon (2P-excitation allowing the acquisition of several hundred frames without significant photobleaching. Therefore, long-term tracking and diffusion measurements are possible. Two-photon temporal image correlation spectroscopy (2P-TICS provided evidence for spatially heterogeneous diffusion constants of BChol varying over two orders of magnitude from the cell interior towards the plasma membrane, where D ~ 1.3 μm2/s. Number and brightness (N&B analysis together with stochastic simulations suggest that transient partitioning of BChol into convoluted membranes slows local sterol diffusion. We observed sterol endocytosis as well as fusion and fission of sterol-containing endocytic vesicles. The mobility of endocytic vesicles, as studied by particle tracking, is well described by a model for anomalous subdiffusion on short time scales with an anomalous exponent α ~ 0.63 and an anomalous diffusion constant of Dα = 1.95 x 10-3 μm2/sα. On a longer time scale (t > ~5 s, a transition to superdiffusion consistent with slow directed transport with an average velocity of v ~ 6 x 10-3 μm/s was observed. We present an analytical model that bridges the two regimes and fit this model to vesicle
Directory of Open Access Journals (Sweden)
Haroldo Valetin Ribeiro
2012-03-01
Full Text Available We investigate how it is possible to obtain different diffusive regimes from the Continuous Time Random Walk (CTRW approach performing suitable changes for the waiting time and jumping distributions in order to get two or more regimes for the same diffusive process. We also obtain diffusion-like equations related to these processes and investigate the connection of the results with anomalous diffusion.
Real-time detection and classification of anomalous events in streaming data
Ferragut, Erik M.; Goodall, John R.; Iannacone, Michael D.; Laska, Jason A.; Harrison, Lane T.
2016-04-19
A system is described for receiving a stream of events and scoring the events based on anomalousness and maliciousness (or other classification). The events can be displayed to a user in user-defined groupings in an animated fashion. The system can include a plurality of anomaly detectors that together implement an algorithm to identify low probability events and detect atypical traffic patterns. The atypical traffic patterns can then be classified as being of interest or not. In one particular example, in a network environment, the classification can be whether the network traffic is malicious or not.
Remembering the time: a continuous clock.
Lewis, Penelope A; Miall, R Chris
2006-09-01
The neural mechanisms for time measurement are currently a subject of much debate. This article argues that our brains can measure time using the same dorsolateral prefrontal cells that are known to be involved in working memory. Evidence for this is: (1) the dorsolateral prefrontal cortex is integral to both cognitive timing and working memory; (2) both behavioural processes are modulated by dopamine and disrupted by manipulation of dopaminergic projections to the dorsolateral prefrontal cortex; (3) the neurons in question ramp their activity in a temporally predictable way during both types of processing; and (4) this ramping activity is modulated by dopamine. The dual involvement of these prefrontal neurons in working memory and cognitive timing supports a view of the prefrontal cortex as a multipurpose processor recruited by a wide variety of tasks.
Yuste, S Bravo; Borrego, R; Abad, E
2010-02-01
We consider various anomalous d -dimensional diffusion problems in the presence of an absorbing boundary with radial symmetry. The motion of particles is described by a fractional diffusion equation. Their mean-square displacement is given by r(2) proportional, variant t(gamma)(0divergent series appear when the concentration or survival probabilities are evaluated via the method of separation of variables. While the solution for normal diffusion problems is, at most, divergent as t-->0 , the emergence of such series in the long-time domain is a specific feature of subdiffusion problems. We present a method to regularize such series, and, in some cases, validate the procedure by using alternative techniques (Laplace transform method and numerical simulations). In the normal diffusion case, we find that the signature of the initial condition on the approach to the steady state rapidly fades away and the solution approaches a single (the main) decay mode in the long-time regime. In remarkable contrast, long-time memory of the initial condition is present in the subdiffusive case as the spatial part Psi1(r) describing the long-time decay of the solution to the steady state is determined by a weighted superposition of all spatial modes characteristic of the normal diffusion problem, the weight being dependent on the initial condition. Interestingly, Psi1(r) turns out to be independent of the anomalous diffusion exponent gamma .
Continuous time random walk: Galilei invariance and relation for the nth moment
International Nuclear Information System (INIS)
Fa, Kwok Sau
2011-01-01
We consider a decoupled continuous time random walk model with a generic waiting time probability density function (PDF). For the force-free case we derive an integro-differential diffusion equation which is related to the Galilei invariance for the probability density. We also derive a general relation which connects the nth moment in the presence of any external force to the second moment without external force, i.e. it is valid for any waiting time PDF. This general relation includes the generalized second Einstein relation, which connects the first moment in the presence of any external force to the second moment without any external force. These expressions for the first two moments are verified by using several kinds of the waiting time PDF. Moreover, we present new anomalous diffusion behaviours for a waiting time PDF given by a product of power-law and exponential function.
The continuous time random walk, still trendy: fifty-year history, state of art and outlook
Kutner, Ryszard; Masoliver, Jaume
2017-03-01
In this article we demonstrate the very inspiring role of the continuous-time random walk (CTRW) formalism, the numerous modifications permitted by its flexibility, its various applications, and the promising perspectives in the various fields of knowledge. A short review of significant achievements and possibilities is given. However, this review is still far from completeness. We focused on a pivotal role of CTRWs mainly in anomalous stochastic processes discovered in physics and beyond. This article plays the role of an extended announcement of the Eur. Phys. J. B Special Issue [open-calls-for-papers/123-epj-b/1090-ctrw-50-years-on">http://epjb.epj.org/open-calls-for-papers/123-epj-b/1090-ctrw-50-years-on] containing articles which show incredible possibilities of the CTRWs. Contribution to the Topical Issue "Continuous Time Random Walk Still Trendy: Fifty-year History, Current State and Outlook", edited by Ryszard Kutner and Jaume Masoliver.
Mapping of uncertainty relations between continuous and discrete time.
Chiuchiù, Davide; Pigolotti, Simone
2018-03-01
Lower bounds on fluctuations of thermodynamic currents depend on the nature of time, discrete or continuous. To understand the physical reason, we compare current fluctuations in discrete-time Markov chains and continuous-time master equations. We prove that current fluctuations in the master equations are always more likely, due to random timings of transitions. This comparison leads to a mapping of the moments of a current between discrete and continuous time. We exploit this mapping to obtain uncertainty bounds. Our results reduce the quests for uncertainty bounds in discrete and continuous time to a single problem.
Bunde, Armin; Eichner, Jan F.; Kantelhardt, Jan W.; Havlin, Shlomo
2005-01-01
We study the statistics of the return intervals between extreme events above a certain threshold in long-term persistent records. We find that the long-term memory leads (i)to a stretched exponential distribution of the return intervals, (ii)to a pronounced clustering of extreme events, and (iii)to an anomalous behavior of the mean residual time to the next event that depends on the history and increases with the elapsed time in a counterintuitive way. We present an analytical scaling approach and demonstrate that all these features can be seen in long climate records. The phenomena should also occur in heartbeat records, Internet traffic, and stock market volatility and have to be taken into account for an efficient risk evaluation.
Continuous-time quantum walks on star graphs
International Nuclear Information System (INIS)
Salimi, S.
2009-01-01
In this paper, we investigate continuous-time quantum walk on star graphs. It is shown that quantum central limit theorem for a continuous-time quantum walk on star graphs for N-fold star power graph, which are invariant under the quantum component of adjacency matrix, converges to continuous-time quantum walk on K 2 graphs (complete graph with two vertices) and the probability of observing walk tends to the uniform distribution.
Model checking conditional CSL for continuous-time Markov chains
DEFF Research Database (Denmark)
Gao, Yang; Xu, Ming; Zhan, Naijun
2013-01-01
In this paper, we consider the model-checking problem of continuous-time Markov chains (CTMCs) with respect to conditional logic. To the end, we extend Continuous Stochastic Logic introduced in Aziz et al. (2000) [1] to Conditional Continuous Stochastic Logic (CCSL) by introducing a conditional...
Continuous Time Structural Equation Modeling with R Package ctsem
Directory of Open Access Journals (Sweden)
Charles C. Driver
2017-04-01
Full Text Available We introduce ctsem, an R package for continuous time structural equation modeling of panel (N > 1 and time series (N = 1 data, using full information maximum likelihood. Most dynamic models (e.g., cross-lagged panel models in the social and behavioural sciences are discrete time models. An assumption of discrete time models is that time intervals between measurements are equal, and that all subjects were assessed at the same intervals. Violations of this assumption are often ignored due to the difficulty of accounting for varying time intervals, therefore parameter estimates can be biased and the time course of effects becomes ambiguous. By using stochastic differential equations to estimate an underlying continuous process, continuous time models allow for any pattern of measurement occasions. By interfacing to OpenMx, ctsem combines the flexible specification of structural equation models with the enhanced data gathering opportunities and improved estimation of continuous time models. ctsem can estimate relationships over time for multiple latent processes, measured by multiple noisy indicators with varying time intervals between observations. Within and between effects are estimated simultaneously by modeling both observed covariates and unobserved heterogeneity. Exogenous shocks with different shapes, group differences, higher order diffusion effects and oscillating processes can all be simply modeled. We first introduce and define continuous time models, then show how to specify and estimate a range of continuous time models using ctsem.
A continuous-time control model on production planning network ...
African Journals Online (AJOL)
A continuous-time control model on production planning network. DEA Omorogbe, MIU Okunsebor. Abstract. In this paper, we give a slightly detailed review of Graves and Hollywood model on constant inventory tactical planning model for a job shop. The limitations of this model are pointed out and a continuous time ...
Continuous Time Modeling of the Cross-Lagged Panel Design
Oud, J.H.L.
2002-01-01
Since Newton (1642-1727) continuous time modeling by means of differential equations is the standard approach of dynamic phenomena in natural science. It is argued that most processes in behavioral science also unfold in continuous time and should be analyzed accordingly. After dealing with the
Stability of continuous-time quantum filters with measurement imperfections
Amini, H.; Pellegrini, C.; Rouchon, P.
2014-07-01
The fidelity between the state of a continuously observed quantum system and the state of its associated quantum filter, is shown to be always a submartingale. The observed system is assumed to be governed by a continuous-time Stochastic Master Equation (SME), driven simultaneously by Wiener and Poisson processes and that takes into account incompleteness and errors in measurements. This stability result is the continuous-time counterpart of a similar stability result already established for discrete-time quantum systems and where the measurement imperfections are modelled by a left stochastic matrix.
Integral-Value Models for Outcomes over Continuous Time
DEFF Research Database (Denmark)
Harvey, Charles M.; Østerdal, Lars Peter
Models of preferences between outcomes over continuous time are important for individual, corporate, and social decision making, e.g., medical treatment, infrastructure development, and environmental regulation. This paper presents a foundation for such models. It shows that conditions on prefere...... on preferences between real- or vector-valued outcomes over continuous time are satisfied if and only if the preferences are represented by a value function having an integral form......Models of preferences between outcomes over continuous time are important for individual, corporate, and social decision making, e.g., medical treatment, infrastructure development, and environmental regulation. This paper presents a foundation for such models. It shows that conditions...
Continuous-time Markov decision processes theory and applications
Guo, Xianping
2009-01-01
This volume provides the first book entirely devoted to recent developments on the theory and applications of continuous-time Markov decision processes (MDPs). The MDPs presented here include most of the cases that arise in applications.
Sikora, Grzegorz; Teuerle, Marek; Wyłomańska, Agnieszka; Grebenkov, Denis
2017-08-01
The most common way of estimating the anomalous scaling exponent from single-particle trajectories consists of a linear fit of the dependence of the time-averaged mean-square displacement on the lag time at the log-log scale. We investigate the statistical properties of this estimator in the case of fractional Brownian motion (FBM). We determine the mean value, the variance, and the distribution of the estimator. Our theoretical results are confirmed by Monte Carlo simulations. In the limit of long trajectories, the estimator is shown to be asymptotically unbiased, consistent, and with vanishing variance. These properties ensure an accurate estimation of the scaling exponent even from a single (long enough) trajectory. As a consequence, we prove that the usual way to estimate the diffusion exponent of FBM is correct from the statistical point of view. Moreover, the knowledge of the estimator distribution is the first step toward new statistical tests of FBM and toward a more reliable interpretation of the experimental histograms of scaling exponents in microbiology.
Universal Earthquake-Occurrence Jumps, Correlations with Time, and Anomalous Diffusion
International Nuclear Information System (INIS)
Corral, Alvaro
2006-01-01
Spatiotemporal properties of seismicity are investigated for a worldwide (WW) catalog and for southern California in the stationary case (SC), showing a nearly universal scaling behavior. Distributions of distances between consecutive earthquakes (jumps) are magnitude independent and show two power-law regimes, separated by jump values about 200 (WW) and 15 km (SC). Distributions of waiting times conditioned to the value of jumps show that both variables are correlated, in general, but turn out to be independent when only short or long jumps are considered. Finally, diffusion profiles are found to be independent on the magnitude, contrary to what the waiting-time distributions suggest
A continuous time formulation of the Regge calculus
International Nuclear Information System (INIS)
Brewin, Leo
1988-01-01
A complete continuous time formulation of the Regge calculus is presented by developing the associated continuous time Regge action. It is shown that the time constraint is, by way of the Bianchi identities conserved by the evolution equations. This analysis leads to an explicit first integral for each of the evolution equations. The dynamical equations of the theory are therefore reduced to a set of first-order differential equations. In this formalism the time constraints reduce to a simple sum of the integration constants. This result is unique to the Regge calculus-there does not appear to be a complete set of first integrals available for the vacuum Einstein equations. (author)
Application of continuous-time random walk to statistical arbitrage
Directory of Open Access Journals (Sweden)
Sergey Osmekhin
2015-01-01
Full Text Available An analytical statistical arbitrage strategy is proposed, where the distribution of the spread is modelled as a continuous-time random walk. Optimal boundaries, computed as a function of the mean and variance of the firstpassage time ofthe spread,maximises an objective function. The predictability of the trading strategy is analysed and contrasted for two forms of continuous-time random walk processes. We found that the waiting-time distribution has a significant impact on the prediction of the expected profit for intraday trading
Continuous-time quantum random walks require discrete space
International Nuclear Information System (INIS)
Manouchehri, K; Wang, J B
2007-01-01
Quantum random walks are shown to have non-intuitive dynamics which makes them an attractive area of study for devising quantum algorithms for long-standing open problems as well as those arising in the field of quantum computing. In the case of continuous-time quantum random walks, such peculiar dynamics can arise from simple evolution operators closely resembling the quantum free-wave propagator. We investigate the divergence of quantum walk dynamics from the free-wave evolution and show that, in order for continuous-time quantum walks to display their characteristic propagation, the state space must be discrete. This behavior rules out many continuous quantum systems as possible candidates for implementing continuous-time quantum random walks
Continuous-time quantum random walks require discrete space
Manouchehri, K.; Wang, J. B.
2007-11-01
Quantum random walks are shown to have non-intuitive dynamics which makes them an attractive area of study for devising quantum algorithms for long-standing open problems as well as those arising in the field of quantum computing. In the case of continuous-time quantum random walks, such peculiar dynamics can arise from simple evolution operators closely resembling the quantum free-wave propagator. We investigate the divergence of quantum walk dynamics from the free-wave evolution and show that, in order for continuous-time quantum walks to display their characteristic propagation, the state space must be discrete. This behavior rules out many continuous quantum systems as possible candidates for implementing continuous-time quantum random walks.
Chiral Magnetic Effect and Anomalous Transport from Real-Time Lattice Simulations
International Nuclear Information System (INIS)
Müller, Niklas; Schlichting, Sören; Sharma, Sayantan
2016-01-01
Here, we present a first-principles study of anomaly induced transport phenomena by performing real-time lattice simulations with dynamical fermions coupled simultaneously to non-Abelian S U (N _c) and Abelian U (1) gauge fields. By investigating the behavior of vector and axial currents during a sphaleron transition in the presence of an external magnetic field, we demonstrate how the interplay of the chiral magnetic and chiral separation effect leads to the formation of a propagating wave. Furthermore, we analyze the dependence of the magnitude of the induced vector current and the propagation of the wave on the amount of explicit chiral symmetry breaking due to finite quark masses.
On Transaction-Cost Models in Continuous-Time Markets
Directory of Open Access Journals (Sweden)
Thomas Poufinas
2015-04-01
Full Text Available Transaction-cost models in continuous-time markets are considered. Given that investors decide to buy or sell at certain time instants, we study the existence of trading strategies that reach a certain final wealth level in continuous-time markets, under the assumption that transaction costs, built in certain recommended ways, have to be paid. Markets prove to behave in manners that resemble those of complete ones for a wide variety of transaction-cost types. The results are important, but not exclusively, for the pricing of options with transaction costs.
Continuous time modeling of panel data by means of SEM
Oud, J.H.L.; Delsing, M.J.M.H.; Montfort, C.A.G.M.; Oud, J.H.L.; Satorra, A.
2010-01-01
After a brief history of continuous time modeling and its implementation in panel analysis by means of structural equation modeling (SEM), the problems of discrete time modeling are discussed in detail. This is done by means of the popular cross-lagged panel design. Next, the exact discrete model
Identification of continuous-time systems from samples of input ...
Indian Academy of Sciences (India)
Abstract. This paper presents an introductory survey of the methods that have been developed for identification of continuous-time systems from samples of input±output data. The two basic approaches may be described as (i) the indirect method, where first a discrete-time model is estimated from the sampled data and then ...
Lin, Guoxing
2018-05-01
Anomalous diffusion exists widely in polymer and biological systems. Pulsed-field gradient (PFG) anomalous diffusion is complicated, especially in the anisotropic case where limited research has been reported. A general PFG signal attenuation expression, including the finite gradient pulse (FGPW) effect for free general anisotropic fractional diffusion { 0 integral modified-Bloch equation, were extended to obtain general PFG signal attenuation expressions for anisotropic anomalous diffusion. Various cases of PFG anisotropic anomalous diffusion were investigated, including coupled and uncoupled anisotropic anomalous diffusion. The continuous-time random walk (CTRW) simulation was also carried out to support the theoretical results. The theory and the CTRW simulation agree with each other. The obtained signal attenuation expressions and the three-dimensional fractional modified-Bloch equations are important for analyzing PFG anisotropic anomalous diffusion in NMR and MRI.
A continuous-time/discrete-time mixed audio-band sigma delta ADC
International Nuclear Information System (INIS)
Liu Yan; Hua Siliang; Wang Donghui; Hou Chaohuan
2011-01-01
This paper introduces a mixed continuous-time/discrete-time, single-loop, fourth-order, 4-bit audio-band sigma delta ADC that combines the benefits of continuous-time and discrete-time circuits, while mitigating the challenges associated with continuous-time design. Measurement results show that the peak SNR of this ADC reaches 100 dB and the total power consumption is less than 30 mW. (semiconductor integrated circuits)
Pseudo-Hermitian continuous-time quantum walks
Energy Technology Data Exchange (ETDEWEB)
Salimi, S; Sorouri, A, E-mail: shsalimi@uok.ac.i, E-mail: a.sorouri@uok.ac.i [Department of Physics, University of Kurdistan, PO Box 66177-15175, Sanandaj (Iran, Islamic Republic of)
2010-07-09
In this paper we present a model exhibiting a new type of continuous-time quantum walk (as a quantum-mechanical transport process) on networks, which is described by a non-Hermitian Hamiltonian possessing a real spectrum. We call it pseudo-Hermitian continuous-time quantum walk. We introduce a method to obtain the probability distribution of walk on any vertex and then study a specific system. We observe that the probability distribution on certain vertices increases compared to that of the Hermitian case. This formalism makes the transport process faster and can be useful for search algorithms.
Incomplete Continuous-time Securities Markets with Stochastic Income Volatility
DEFF Research Database (Denmark)
Christensen, Peter Ove; Larsen, Kasper
2014-01-01
We derive closed-form solutions for the equilibrium interest rate and market price of risk processes in an incomplete continuous-time market with uncertainty generated by Brownian motions. The economy has a finite number of heterogeneous exponential utility investors, who receive partially...
Modeling of water treatment plant using timed continuous Petri nets
Nurul Fuady Adhalia, H.; Subiono, Adzkiya, Dieky
2017-08-01
Petri nets represent graphically certain conditions and rules. In this paper, we construct a model of the Water Treatment Plant (WTP) using timed continuous Petri nets. Specifically, we consider that (1) the water pump always active and (2) the water source is always available. After obtaining the model, the flow through the transitions and token conservation laws are calculated.
Incomplete Continuous-Time Securities Markets with Stochastic Income Volatility
DEFF Research Database (Denmark)
Christensen, Peter Ove; Larsen, Kasper
In an incomplete continuous-time securities market governed by Brownian motions, we derive closed-form solutions for the equilibrium risk-free rate and equity premium processes. The economy has a finite number of heterogeneous exponential utility investors, who receive partially unspanned income ...
The deviation matrix of a continuous-time Markov chain
Coolen-Schrijner, P.; van Doorn, E.A.
2001-01-01
The deviation matrix of an ergodic, continuous-time Markov chain with transition probability matrix $P(.)$ and ergodic matrix $\\Pi$ is the matrix $D \\equiv \\int_0^{\\infty} (P(t)-\\Pi)dt$. We give conditions for $D$ to exist and discuss properties and a representation of $D$. The deviation matrix of a
The deviation matrix of a continuous-time Markov chain
Coolen-Schrijner, Pauline; van Doorn, Erik A.
2002-01-01
he deviation matrix of an ergodic, continuous-time Markov chain with transition probability matrix $P(.)$ and ergodic matrix $\\Pi$ is the matrix $D \\equiv \\int_0^{\\infty} (P(t)-\\Pi)dt$. We give conditions for $D$ to exist and discuss properties and a representation of $D$. The deviation matrix of a
Asymptotic absolute continuity for perturbed time-dependent ...
Indian Academy of Sciences (India)
R. Narasimhan (Krishtel eMaging) 1461 1996 Oct 15 13:05:22
We study the notion of asymptotic velocity for a class of perturbed time- ... for Mathematical Physics and Stochastics, funded by a grant from the Danish National Research Foun- .... Using (2.4) we can readily continue α(t) to the whole half-axis.
Noise Simulation of Continuous-Time ΣΔ Modulators
International Nuclear Information System (INIS)
Arias, J.; Quintanilla, L.; Bisbal, D.; San Pablo, J.; Enriquez, L.; Vicente, J.; Barbolla, J.
2005-01-01
In this work, an approach for the simulation of the effect of noise sources in the performance of continuous-time ΔΣ modulators is presented. Electrical noise including thermal noise, 1/f noise and clock jitter are included in a simulation program and their impact on the system performance is analyzed
A mean-variance frontier in discrete and continuous time
Bekker, Paul A.
2004-01-01
The paper presents a mean-variance frontier based on dynamic frictionless investment strategies in continuous time. The result applies to a finite number of risky assets whose price process is given by multivariate geometric Brownian motion with deterministically varying coefficients. The derivation
Stability and the structure of continuous-time economic models
Nieuwenhuis, H.J.; Schoonbeek, L.
In this paper we investigate the relationship between the stability of macroeconomic, or macroeconometric, continuous-time models and the structure of the matrices appearing in these models. In particular, we concentrate on dominant-diagonal structures. We derive general stability results for models
A mean-variance frontier in discrete and continuous time
Bekker, Paul A.
2004-01-01
The paper presents a mean-variance frontier based on dynamic frictionless investment strategies in continuous time. The result applies to a finite number of risky assets whose price process is given by multivariate geometric Brownian motion with deterministically varying coefficients. The derivation is based on the solution for the frontier in discrete time. Using the same multiperiod framework as Li and Ng (2000), I provide an alternative derivation and an alternative formulation of the solu...
Continuous Time Portfolio Selection under Conditional Capital at Risk
Directory of Open Access Journals (Sweden)
Gordana Dmitrasinovic-Vidovic
2010-01-01
Full Text Available Portfolio optimization with respect to different risk measures is of interest to both practitioners and academics. For there to be a well-defined optimal portfolio, it is important that the risk measure be coherent and quasiconvex with respect to the proportion invested in risky assets. In this paper we investigate one such measure—conditional capital at risk—and find the optimal strategies under this measure, in the Black-Scholes continuous time setting, with time dependent coefficients.
International Nuclear Information System (INIS)
Schulz, Johannes H P; Chechkin, Aleksei V; Metzler, Ralf
2013-01-01
Standard continuous time random walk (CTRW) models are renewal processes in the sense that at each jump a new, independent pair of jump length and waiting time are chosen. Globally, anomalous diffusion emerges through scale-free forms of the jump length and/or waiting time distributions by virtue of the generalized central limit theorem. Here we present a modified version of recently proposed correlated CTRW processes, where we incorporate a power-law correlated noise on the level of both jump length and waiting time dynamics. We obtain a very general stochastic model, that encompasses key features of several paradigmatic models of anomalous diffusion: discontinuous, scale-free displacements as in Lévy flights, scale-free waiting times as in subdiffusive CTRWs, and the long-range temporal correlations of fractional Brownian motion (FBM). We derive the exact solutions for the single-time probability density functions and extract the scaling behaviours. Interestingly, we find that different combinations of the model parameters lead to indistinguishable shapes of the emerging probability density functions and identical scaling laws. Our model will be useful for describing recent experimental single particle tracking data that feature a combination of CTRW and FBM properties. (paper)
Deep Brain Stimulation, Continuity over Time, and the True Self.
Nyholm, Sven; O'Neill, Elizabeth
2016-10-01
One of the topics that often comes up in ethical discussions of deep brain stimulation (DBS) is the question of what impact DBS has, or might have, on the patient's self. This is often understood as a question of whether DBS poses a threat to personal identity, which is typically understood as having to do with psychological and/or narrative continuity over time. In this article, we argue that the discussion of whether DBS is a threat to continuity over time is too narrow. There are other questions concerning DBS and the self that are overlooked in discussions exclusively focusing on psychological and/or narrative continuity. For example, it is also important to investigate whether DBS might sometimes have a positive (e.g., a rehabilitating) effect on the patient's self. To widen the discussion of DBS, so as to make it encompass a broader range of considerations that bear on DBS's impact on the self, we identify six features of the commonly used concept of a person's "true self." We apply these six features to the relation between DBS and the self. And we end with a brief discussion of the role DBS might play in treating otherwise treatment-refractory anorexia nervosa. This further highlights the importance of discussing both continuity over time and the notion of the true self.
A stochastic surplus production model in continuous time
DEFF Research Database (Denmark)
Pedersen, Martin Wæver; Berg, Casper Willestofte
2017-01-01
surplus production model in continuous time (SPiCT), which in addition to stock dynamics also models the dynamics of the fisheries. This enables error in the catch process to be reflected in the uncertainty of estimated model parameters and management quantities. Benefits of the continuous-time state......Surplus production modelling has a long history as a method for managing data-limited fish stocks. Recent advancements have cast surplus production models as state-space models that separate random variability of stock dynamics from error in observed indices of biomass. We present a stochastic......-space model formulation include the ability to provide estimates of exploitable biomass and fishing mortality at any point in time from data sampled at arbitrary and possibly irregular intervals. We show in a simulation that the ability to analyse subannual data can increase the effective sample size...
Continuous real-time water information: an important Kansas resource
Loving, Brian L.; Putnam, James E.; Turk, Donita M.
2014-01-01
Continuous real-time information on streams, lakes, and groundwater is an important Kansas resource that can safeguard lives and property, and ensure adequate water resources for a healthy State economy. The U.S. Geological Survey (USGS) operates approximately 230 water-monitoring stations at Kansas streams, lakes, and groundwater sites. Most of these stations are funded cooperatively in partnerships with local, tribal, State, or other Federal agencies. The USGS real-time water-monitoring network provides long-term, accurate, and objective information that meets the needs of many customers. Whether the customer is a water-management or water-quality agency, an emergency planner, a power or navigational official, a farmer, a canoeist, or a fisherman, all can benefit from the continuous real-time water information gathered by the USGS.
Martingale Regressions for a Continuous Time Model of Exchange Rates
Guo, Zi-Yi
2017-01-01
One of the daunting problems in international finance is the weak explanatory power of existing theories of the nominal exchange rates, the so-called “foreign exchange rate determination puzzle”. We propose a continuous-time model to study the impact of order flow on foreign exchange rates. The model is estimated by a newly developed econometric tool based on a time-change sampling from calendar to volatility time. The estimation results indicate that the effect of order flow on exchange rate...
Verification of Continuous Dynamical Systems by Timed Automata
DEFF Research Database (Denmark)
Sloth, Christoffer; Wisniewski, Rafael
2011-01-01
This paper presents a method for abstracting continuous dynamical systems by timed automata. The abstraction is based on partitioning the state space of a dynamical system using positive invariant sets, which form cells that represent locations of a timed automaton. The abstraction is intended......, which is generated utilizing sub-level sets of Lyapunov functions, as they are positive invariant sets. It is shown that this partition generates sound and complete abstractions. Furthermore, the complete abstractions can be composed of multiple timed automata, allowing parallelization...
Coupled continuous time-random walks in quenched random environment
Magdziarz, M.; Szczotka, W.
2018-02-01
We introduce a coupled continuous-time random walk with coupling which is characteristic for Lévy walks. Additionally we assume that the walker moves in a quenched random environment, i.e. the site disorder at each lattice point is fixed in time. We analyze the scaling limit of such a random walk. We show that for large times the behaviour of the analyzed process is exactly the same as in the case of uncoupled quenched trap model for Lévy flights.
Correlating defect density with growth time in continuous graphene films.
Kang, Cheong; Jung, Da Hee; Nam, Ji Eun; Lee, Jin Seok
2014-12-01
We report that graphene flakes and films which were synthesized by copper-catalyzed atmospheric pressure chemical vapor deposition (APCVD) method using a mixture of Ar, H2, and CH4 gases. It was found that variations in the reaction parameters, such as reaction temperature, annealing time, and growth time, influenced the domain size of as-grown graphene. Besides, the reaction parameters influenced the number of layers, degree of defects and uniformity of the graphene films. The increase in growth temperature and annealing time tends to accelerate the graphene growth rate and increase the diffusion length, respectively, thereby increasing the average size of graphene domains. In addition, we confirmed that the number of pinholes reduced with increase in the growth time. Micro-Raman analysis of the as-grown graphene films confirmed that the continuous graphene monolayer film with low defects and high uniformity could be obtained with prolonged reaction time, under the appropriate annealing time and growth temperature.
Continuous equilibrium scores: factoring in the time before a fall.
Wood, Scott J; Reschke, Millard F; Owen Black, F
2012-07-01
The equilibrium (EQ) score commonly used in computerized dynamic posturography is normalized between 0 and 100, with falls assigned a score of 0. The resulting mixed discrete-continuous distribution limits certain statistical analyses and treats all trials with falls equally. We propose a simple modification of the formula in which peak-to-peak sway data from trials with falls is scaled according the percent of the trial completed to derive a continuous equilibrium (cEQ) score. The cEQ scores for trials without falls remain unchanged from the original methodology. The cEQ factors in the time before a fall and results in a continuous variable retaining the central tendencies of the original EQ distribution. A random set of 5315 Sensory Organization Test trials were pooled that included 81 falls. A comparison of the original and cEQ distributions and their rank ordering demonstrated that trials with falls continue to constitute the lower range of scores with the cEQ methodology. The area under the receiver operating characteristic curve (0.997) demonstrates that the cEQ retained near-perfect discrimination between trials with and without falls. We conclude that the cEQ score provides the ability to discriminate between ballistic falls from falls that occur later in the trial. This approach of incorporating time and sway magnitude can be easily extended to enhance other balance tests that include fall data or incomplete trials. Copyright © 2012 Elsevier B.V. All rights reserved.
Introducing the Dimensional Continuous Space-Time Theory
International Nuclear Information System (INIS)
Martini, Luiz Cesar
2013-01-01
This article is an introduction to a new theory. The name of the theory is justified by the dimensional description of the continuous space-time of the matter, energy and empty space, that gathers all the real things that exists in the universe. The theory presents itself as the consolidation of the classical, quantum and relativity theories. A basic equation that describes the formation of the Universe, relating time, space, matter, energy and movement, is deduced. The four fundamentals physics constants, light speed in empty space, gravitational constant, Boltzmann's constant and Planck's constant and also the fundamentals particles mass, the electrical charges, the energies, the empty space and time are also obtained from this basic equation. This theory provides a new vision of the Big-Bang and how the galaxies, stars, black holes and planets were formed. Based on it, is possible to have a perfect comprehension of the duality between wave-particle, which is an intrinsic characteristic of the matter and energy. It will be possible to comprehend the formation of orbitals and get the equationing of atomics orbits. It presents a singular comprehension of the mass relativity, length and time. It is demonstrated that the continuous space-time is tridimensional, inelastic and temporally instantaneous, eliminating the possibility of spatial fold, slot space, worm hole, time travels and parallel universes. It is shown that many concepts, like dark matter and strong forces, that hypothetically keep the cohesion of the atomics nucleons, are without sense.
Continuous-Time Symmetric Hopfield Nets are Computationally Universal
Czech Academy of Sciences Publication Activity Database
Šíma, Jiří; Orponen, P.
2003-01-01
Roč. 15, č. 3 (2003), s. 693-733 ISSN 0899-7667 R&D Projects: GA AV ČR IAB2030007; GA ČR GA201/02/1456 Institutional research plan: AV0Z1030915 Keywords : continuous-time Hopfield network * Liapunov function * analog computation * computational power * Turing universality Subject RIV: BA - General Mathematics Impact factor: 2.747, year: 2003
Parallel algorithms for simulating continuous time Markov chains
Nicol, David M.; Heidelberger, Philip
1992-01-01
We have previously shown that the mathematical technique of uniformization can serve as the basis of synchronization for the parallel simulation of continuous-time Markov chains. This paper reviews the basic method and compares five different methods based on uniformization, evaluating their strengths and weaknesses as a function of problem characteristics. The methods vary in their use of optimism, logical aggregation, communication management, and adaptivity. Performance evaluation is conducted on the Intel Touchstone Delta multiprocessor, using up to 256 processors.
Estimation of Continuous Time Models in Economics: an Overview
Clifford R. Wymer
2009-01-01
The dynamics of economic behaviour is often developed in theory as a continuous time system. Rigorous estimation and testing of such systems, and the analysis of some aspects of their properties, is of particular importance in distinguishing between competing hypotheses and the resulting models. The consequences for the international economy during the past eighteen months of failures in the financial sector, and particularly the banking sector, make it essential that the dynamics of financia...
International Nuclear Information System (INIS)
Liang Jinling; Cao Jinde
2004-01-01
First, convergence of continuous-time Bidirectional Associative Memory (BAM) neural networks are studied. By using Lyapunov functionals and some analysis technique, the delay-independent sufficient conditions are obtained for the networks to converge exponentially toward the equilibrium associated with the constant input sources. Second, discrete-time analogues of the continuous-time BAM networks are formulated and studied. It is shown that the convergence characteristics of the continuous-time systems are preserved by the discrete-time analogues without any restriction imposed on the uniform discretionary step size. An illustrative example is given to demonstrate the effectiveness of the obtained results
The problem with time in mixed continuous/discrete time modelling
Rovers, K.C.; Kuper, Jan; Smit, Gerardus Johannes Maria
The design of cyber-physical systems requires the use of mixed continuous time and discrete time models. Current modelling tools have problems with time transformations (such as a time delay) or multi-rate systems. We will present a novel approach that implements signals as functions of time,
Dynamical continuous time random Lévy flights
Liu, Jian; Chen, Xiaosong
2016-03-01
The Lévy flights' diffusive behavior is studied within the framework of the dynamical continuous time random walk (DCTRW) method, while the nonlinear friction is introduced in each step. Through the DCTRW method, Lévy random walker in each step flies by obeying the Newton's Second Law while the nonlinear friction f(v) = - γ0v - γ2v3 being considered instead of Stokes friction. It is shown that after introducing the nonlinear friction, the superdiffusive Lévy flights converges, behaves localization phenomenon with long time limit, but for the Lévy index μ = 2 case, it is still Brownian motion.
Infinite time interval backward stochastic differential equations with continuous coefficients.
Zong, Zhaojun; Hu, Feng
2016-01-01
In this paper, we study the existence theorem for [Formula: see text] [Formula: see text] solutions to a class of 1-dimensional infinite time interval backward stochastic differential equations (BSDEs) under the conditions that the coefficients are continuous and have linear growths. We also obtain the existence of a minimal solution. Furthermore, we study the existence and uniqueness theorem for [Formula: see text] [Formula: see text] solutions of infinite time interval BSDEs with non-uniformly Lipschitz coefficients. It should be pointed out that the assumptions of this result is weaker than that of Theorem 3.1 in Zong (Turkish J Math 37:704-718, 2013).
Quantum trajectories and measurements in continuous time. The diffusive case
International Nuclear Information System (INIS)
Barchielli, Alberto; Gregoratti, Matteo
2009-01-01
continuous time for quantum systems. The two-level atom is again used to introduce and study an example of feedback based on the observed output. (orig.)
Coaction versus reciprocity in continuous-time models of cooperation.
van Doorn, G Sander; Riebli, Thomas; Taborsky, Michael
2014-09-07
Cooperating animals frequently show closely coordinated behaviours organized by a continuous flow of information between interacting partners. Such real-time coaction is not captured by the iterated prisoner's dilemma and other discrete-time reciprocal cooperation games, which inherently feature a delay in information exchange. Here, we study the evolution of cooperation when individuals can dynamically respond to each other's actions. We develop continuous-time analogues of iterated-game models and describe their dynamics in terms of two variables, the propensity of individuals to initiate cooperation (altruism) and their tendency to mirror their partner's actions (coordination). These components of cooperation stabilize at an evolutionary equilibrium or show oscillations, depending on the chosen payoff parameters. Unlike reciprocal altruism, cooperation by coaction does not require that those willing to initiate cooperation pay in advance for uncertain future benefits. Correspondingly, we show that introducing a delay to information transfer between players is equivalent to increasing the cost of cooperation. Cooperative coaction can therefore evolve much more easily than reciprocal cooperation. When delays entirely prevent coordination, we recover results from the discrete-time alternating prisoner's dilemma, indicating that coaction and reciprocity are connected by a continuum of opportunities for real-time information exchange. Copyright © 2014 Elsevier Ltd. All rights reserved.
The space-time model according to dimensional continuous space-time theory
International Nuclear Information System (INIS)
Martini, Luiz Cesar
2014-01-01
This article results from the Dimensional Continuous Space-Time Theory for which the introductory theoretician was presented in [1]. A theoretical model of the Continuous Space-Time is presented. The wave equation of time into absolutely stationary empty space referential will be described in detail. The complex time, that is the time fixed on the infinite phase time speed referential, is deduced from the New View of Relativity Theory that is being submitted simultaneously with this article in this congress. Finally considering the inseparable Space-Time is presented the duality equation wave-particle.
Distinct timing mechanisms produce discrete and continuous movements.
Directory of Open Access Journals (Sweden)
Raoul Huys
2008-04-01
Full Text Available The differentiation of discrete and continuous movement is one of the pillars of motor behavior classification. Discrete movements have a definite beginning and end, whereas continuous movements do not have such discriminable end points. In the past decade there has been vigorous debate whether this classification implies different control processes. This debate up until the present has been empirically based. Here, we present an unambiguous non-empirical classification based on theorems in dynamical system theory that sets discrete and continuous movements apart. Through computational simulations of representative modes of each class and topological analysis of the flow in state space, we show that distinct control mechanisms underwrite discrete and fast rhythmic movements. In particular, we demonstrate that discrete movements require a time keeper while fast rhythmic movements do not. We validate our computational findings experimentally using a behavioral paradigm in which human participants performed finger flexion-extension movements at various movement paces and under different instructions. Our results demonstrate that the human motor system employs different timing control mechanisms (presumably via differential recruitment of neural subsystems to accomplish varying behavioral functions such as speed constraints.
Relative entropy and waiting time for continuous-time Markov processes
Chazottes, J.R.; Giardinà, C.; Redig, F.H.J.
2006-01-01
For discrete-time stochastic processes, there is a close connection between return (resp. waiting) times and entropy (resp. relative entropy). Such a connection cannot be straightforwardly extended to the continuous-time setting. Contrarily to the discrete-time case one needs a reference measure on
Nonequilibrium thermodynamic potentials for continuous-time Markov chains.
Verley, Gatien
2016-01-01
We connect the rare fluctuations of an equilibrium (EQ) process and the typical fluctuations of a nonequilibrium (NE) stationary process. In the framework of large deviation theory, this observation allows us to introduce NE thermodynamic potentials. For continuous-time Markov chains, we identify the relevant pairs of conjugated variables and propose two NE ensembles: one with fixed dynamics and fluctuating time-averaged variables, and another with fixed time-averaged variables, but a fluctuating dynamics. Accordingly, we show that NE processes are equivalent to conditioned EQ processes ensuring that NE potentials are Legendre dual. We find a variational principle satisfied by the NE potentials that reach their maximum in the NE stationary state and whose first derivatives produce the NE equations of state and second derivatives produce the NE Maxwell relations generalizing the Onsager reciprocity relations.
A continuous-time neural model for sequential action.
Kachergis, George; Wyatte, Dean; O'Reilly, Randall C; de Kleijn, Roy; Hommel, Bernhard
2014-11-05
Action selection, planning and execution are continuous processes that evolve over time, responding to perceptual feedback as well as evolving top-down constraints. Existing models of routine sequential action (e.g. coffee- or pancake-making) generally fall into one of two classes: hierarchical models that include hand-built task representations, or heterarchical models that must learn to represent hierarchy via temporal context, but thus far lack goal-orientedness. We present a biologically motivated model of the latter class that, because it is situated in the Leabra neural architecture, affords an opportunity to include both unsupervised and goal-directed learning mechanisms. Moreover, we embed this neurocomputational model in the theoretical framework of the theory of event coding (TEC), which posits that actions and perceptions share a common representation with bidirectional associations between the two. Thus, in this view, not only does perception select actions (along with task context), but actions are also used to generate perceptions (i.e. intended effects). We propose a neural model that implements TEC to carry out sequential action control in hierarchically structured tasks such as coffee-making. Unlike traditional feedforward discrete-time neural network models, which use static percepts to generate static outputs, our biological model accepts continuous-time inputs and likewise generates non-stationary outputs, making short-timescale dynamic predictions. © 2014 The Author(s) Published by the Royal Society. All rights reserved.
Recommender engine for continuous-time quantum Monte Carlo methods
Huang, Li; Yang, Yi-feng; Wang, Lei
2017-03-01
Recommender systems play an essential role in the modern business world. They recommend favorable items such as books, movies, and search queries to users based on their past preferences. Applying similar ideas and techniques to Monte Carlo simulations of physical systems boosts their efficiency without sacrificing accuracy. Exploiting the quantum to classical mapping inherent in the continuous-time quantum Monte Carlo methods, we construct a classical molecular gas model to reproduce the quantum distributions. We then utilize powerful molecular simulation techniques to propose efficient quantum Monte Carlo updates. The recommender engine approach provides a general way to speed up the quantum impurity solvers.
Continuous-time quantum walks on multilayer dendrimer networks
Galiceanu, Mircea; Strunz, Walter T.
2016-08-01
We consider continuous-time quantum walks (CTQWs) on multilayer dendrimer networks (MDs) and their application to quantum transport. A detailed study of properties of CTQWs is presented and transport efficiency is determined in terms of the exact and average return probabilities. The latter depends only on the eigenvalues of the connectivity matrix, which even for very large structures allows a complete analytical solution for this particular choice of network. In the case of MDs we observe an interplay between strong localization effects, due to the dendrimer topology, and good efficiency from the linear segments. We show that quantum transport is enhanced by interconnecting more layers of dendrimers.
Measuring and modelling occupancy time in NHS continuing healthcare
Directory of Open Access Journals (Sweden)
Millard Peter H
2011-06-01
Full Text Available Abstract Background Due to increasing demand and financial constraints, NHS continuing healthcare systems seek to find better ways of forecasting demand and budgeting for care. This paper investigates two areas of concern, namely, how long existing patients stay in service and the number of patients that are likely to be still in care after a period of time. Methods An anonymised dataset containing information for all funded admissions to placement and home care in the NHS continuing healthcare system was provided by 26 (out of 31 London primary care trusts. The data related to 11289 patients staying in placement and home care between 1 April 2005 and 31 May 2008 were first analysed. Using a methodology based on length of stay (LoS modelling, we captured the distribution of LoS of patients to estimate the probability of a patient staying in care over a period of time. Using the estimated probabilities we forecasted the number of patients that are likely to be still in care after a period of time (e.g. monthly. Results We noticed that within the NHS continuing healthcare system there are three main categories of patients. Some patients are discharged after a short stay (few days, some others staying for few months and the third category of patients staying for a long period of time (years. Some variations in proportions of discharge and transition between types of care as well as between care groups (e.g. palliative, functional mental health were observed. A close agreement of the observed and the expected numbers of patients suggests a good prediction model. Conclusions The model was tested for care groups within the NHS continuing healthcare system in London to support Primary Care Trusts in budget planning and improve their responsiveness to meet the increasing demand under limited availability of resources. Its applicability can be extended to other types of care, such as hospital care and re-ablement. Further work will be geared towards
Price discovery in a continuous-time setting
DEFF Research Database (Denmark)
Dias, Gustavo Fruet; Fernandes, Marcelo; Scherrer, Cristina
We formulate a continuous-time price discovery model in which the price discovery measure varies (stochastically) at daily frequency. We estimate daily measures of price discovery using a kernel-based OLS estimator instead of running separate daily VECM regressions as standard in the literature. We...... show that our estimator is not only consistent, but also outperforms the standard daily VECM in finite samples. We illustrate our theoretical findings by studying the price discovery process of 10 actively traded stocks in the U.S. from 2007 to 2013....
Discrete and continuous time dynamic mean-variance analysis
Reiss, Ariane
1999-01-01
Contrary to static mean-variance analysis, very few papers have dealt with dynamic mean-variance analysis. Here, the mean-variance efficient self-financing portfolio strategy is derived for n risky assets in discrete and continuous time. In the discrete setting, the resulting portfolio is mean-variance efficient in a dynamic sense. It is shown that the optimal strategy for n risky assets may be dominated if the expected terminal wealth is constrained to exactly attain a certain goal instead o...
Finite time convergent learning law for continuous neural networks.
Chairez, Isaac
2014-02-01
This paper addresses the design of a discontinuous finite time convergent learning law for neural networks with continuous dynamics. The neural network was used here to obtain a non-parametric model for uncertain systems described by a set of ordinary differential equations. The source of uncertainties was the presence of some external perturbations and poor knowledge of the nonlinear function describing the system dynamics. A new adaptive algorithm based on discontinuous algorithms was used to adjust the weights of the neural network. The adaptive algorithm was derived by means of a non-standard Lyapunov function that is lower semi-continuous and differentiable in almost the whole space. A compensator term was included in the identifier to reject some specific perturbations using a nonlinear robust algorithm. Two numerical examples demonstrated the improvements achieved by the learning algorithm introduced in this paper compared to classical schemes with continuous learning methods. The first one dealt with a benchmark problem used in the paper to explain how the discontinuous learning law works. The second one used the methane production model to show the benefits in engineering applications of the learning law proposed in this paper. Copyright © 2013 Elsevier Ltd. All rights reserved.
Hofstede, ter F.; Wedel, M.
1998-01-01
This study investigates the effects of time aggregation in discrete and continuous-time hazard models. A Monte Carlo study is conducted in which data are generated according to various continuous and discrete-time processes, and aggregated into daily, weekly and monthly intervals. These data are
Qin, Shanlin; Liu, Fawang; Turner, Ian W; Yu, Qiang; Yang, Qianqian; Vegh, Viktor
2017-04-01
To study the utility of fractional calculus in modeling gradient-recalled echo MRI signal decay in the normal human brain. We solved analytically the extended time-fractional Bloch equations resulting in five model parameters, namely, the amplitude, relaxation rate, order of the time-fractional derivative, frequency shift, and constant offset. Voxel-level temporal fitting of the MRI signal was performed using the classical monoexponential model, a previously developed anomalous relaxation model, and using our extended time-fractional relaxation model. Nine brain regions segmented from multiple echo gradient-recalled echo 7 Tesla MRI data acquired from five participants were then used to investigate the characteristics of the extended time-fractional model parameters. We found that the extended time-fractional model is able to fit the experimental data with smaller mean squared error than the classical monoexponential relaxation model and the anomalous relaxation model, which do not account for frequency shift. We were able to fit multiple echo time MRI data with high accuracy using the developed model. Parameters of the model likely capture information on microstructural and susceptibility-induced changes in the human brain. Magn Reson Med 77:1485-1494, 2017. © 2016 International Society for Magnetic Resonance in Medicine. © 2016 International Society for Magnetic Resonance in Medicine.
Correlated continuous time random walk and option pricing
Lv, Longjin; Xiao, Jianbin; Fan, Liangzhong; Ren, Fuyao
2016-04-01
In this paper, we study a correlated continuous time random walk (CCTRW) with averaged waiting time, whose probability density function (PDF) is proved to follow stretched Gaussian distribution. Then, we apply this process into option pricing problem. Supposing the price of the underlying is driven by this CCTRW, we find this model captures the subdiffusive characteristic of financial markets. By using the mean self-financing hedging strategy, we obtain the closed-form pricing formulas for a European option with and without transaction costs, respectively. At last, comparing the obtained model with the classical Black-Scholes model, we find the price obtained in this paper is higher than that obtained from the Black-Scholes model. A empirical analysis is also introduced to confirm the obtained results can fit the real data well.
On properties of continuous-time random walks with non-Poissonian jump-times
International Nuclear Information System (INIS)
Villarroel, Javier; Montero, Miquel
2009-01-01
The usual development of the continuous-time random walk (CTRW) proceeds by assuming that the present is one of the jumping times. Under this restrictive assumption integral equations for the propagator and mean escape times have been derived. We generalize these results to the case when the present is an arbitrary time by recourse to renewal theory. The case of Erlang distributed times is analyzed in detail. Several concrete examples are considered.
Anomalous diffusion in chaotic scattering
International Nuclear Information System (INIS)
Srokowski, T.; Ploszajczak, M.
1994-01-01
The anomalous diffusion is found for peripheral collision of atomic nuclei described in the framework of the molecular dynamics. Similarly as for chaotic billiards, the long free paths are the source of the long-time correlations and the anomalous diffusion. Consequences of this finding for the energy dissipation in deep-inelastic collisions and the dynamics of fission in hot nuclei are discussed (authors). 30 refs., 2 figs
Continuous-time quantum Monte Carlo impurity solvers
Gull, Emanuel; Werner, Philipp; Fuchs, Sebastian; Surer, Brigitte; Pruschke, Thomas; Troyer, Matthias
2011-04-01
Continuous-time quantum Monte Carlo impurity solvers are algorithms that sample the partition function of an impurity model using diagrammatic Monte Carlo techniques. The present paper describes codes that implement the interaction expansion algorithm originally developed by Rubtsov, Savkin, and Lichtenstein, as well as the hybridization expansion method developed by Werner, Millis, Troyer, et al. These impurity solvers are part of the ALPS-DMFT application package and are accompanied by an implementation of dynamical mean-field self-consistency equations for (single orbital single site) dynamical mean-field problems with arbitrary densities of states. Program summaryProgram title: dmft Catalogue identifier: AEIL_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEIL_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: ALPS LIBRARY LICENSE version 1.1 No. of lines in distributed program, including test data, etc.: 899 806 No. of bytes in distributed program, including test data, etc.: 32 153 916 Distribution format: tar.gz Programming language: C++ Operating system: The ALPS libraries have been tested on the following platforms and compilers: Linux with GNU Compiler Collection (g++ version 3.1 and higher), and Intel C++ Compiler (icc version 7.0 and higher) MacOS X with GNU Compiler (g++ Apple-version 3.1, 3.3 and 4.0) IBM AIX with Visual Age C++ (xlC version 6.0) and GNU (g++ version 3.1 and higher) compilers Compaq Tru64 UNIX with Compq C++ Compiler (cxx) SGI IRIX with MIPSpro C++ Compiler (CC) HP-UX with HP C++ Compiler (aCC) Windows with Cygwin or coLinux platforms and GNU Compiler Collection (g++ version 3.1 and higher) RAM: 10 MB-1 GB Classification: 7.3 External routines: ALPS [1], BLAS/LAPACK, HDF5 Nature of problem: (See [2].) Quantum impurity models describe an atom or molecule embedded in a host material with which it can exchange electrons. They are basic to nanoscience as
Renewal-anomalous-heterogeneous files
International Nuclear Information System (INIS)
Flomenbom, Ophir
2010-01-01
Renewal-anomalous-heterogeneous files are solved. A simple file is made of Brownian hard spheres that diffuse stochastically in an effective 1D channel. Generally, Brownian files are heterogeneous: the spheres' diffusion coefficients are distributed and the initial spheres' density is non-uniform. In renewal-anomalous files, the distribution of waiting times for individual jumps is not exponential as in Brownian files, yet obeys: ψ α (t)∼t -1-α , 0 2 >, obeys, 2 >∼ 2 > nrml α , where 2 > nrml is the MSD in the corresponding Brownian file. This scaling is an outcome of an exact relation (derived here) connecting probability density functions of Brownian files and renewal-anomalous files. It is also shown that non-renewal-anomalous files are slower than the corresponding renewal ones.
Effect of hydraulic retention time on continuous biocatalytic calcification reactor
International Nuclear Information System (INIS)
Isik, Mustafa; Altas, Levent; Kurmac, Yakup; Ozcan, Samet; Oruc, Ozcan
2010-01-01
High calcium concentrations in the wastewaters are problematic, because they lead to clogging of pipelines, boilers and heat exchangers through scaling (as carbonate, sulfate or phosphate precipitates), or malfunctioning of aerobic and anaerobic reactors. As a remedy to this problem, the industry typically uses chemical crystallization reactors which are efficient but often require complex monitoring and control and, as a drawback, can give rise to highly alkaline effluents. Biomineralization are emerging as alternative mechanisms for the removal of calcium from aqueous environments. Biocatalytic calcification reactors (BCR) utilize microbial urea hydrolysis by bacteria for the removal of calcium, as calcite, from industrial wastewater. Hydraulic retention time (HRT) effect on calcium removal was studied with a continuous feed BCR reactor treating a simulated pulp paper wastewater. Study showed that HRT is important parameter and HRT of 5-6 h is optimum for calcium removal from calcium-rich wastewaters.
A Continuous-Time Model for Valuing Foreign Exchange Options
Directory of Open Access Journals (Sweden)
James J. Kung
2013-01-01
Full Text Available This paper makes use of stochastic calculus to develop a continuous-time model for valuing European options on foreign exchange (FX when both domestic and foreign spot rates follow a generalized Wiener process. Using the dollar/euro exchange rate as input for parameter estimation and employing our FX option model as a yardstick, we find that the traditional Garman-Kohlhagen FX option model, which assumes constant spot rates, values incorrectly calls and puts for different values of the ratio of exchange rate to exercise price. Specifically, it undervalues calls when the ratio is between 0.70 and 1.08, and it overvalues calls when the ratio is between 1.18 and 1.30, whereas it overvalues puts when the ratio is between 0.70 and 0.82, and it undervalues puts when the ratio is between 0.86 and 1.30.
Physical time scale in kinetic Monte Carlo simulations of continuous-time Markov chains.
Serebrinsky, Santiago A
2011-03-01
We rigorously establish a physical time scale for a general class of kinetic Monte Carlo algorithms for the simulation of continuous-time Markov chains. This class of algorithms encompasses rejection-free (or BKL) and rejection (or "standard") algorithms. For rejection algorithms, it was formerly considered that the availability of a physical time scale (instead of Monte Carlo steps) was empirical, at best. Use of Monte Carlo steps as a time unit now becomes completely unnecessary.
Time limit and time at VO2max' during a continuous and an intermittent run.
Demarie, S; Koralsztein, J P; Billat, V
2000-06-01
The purpose of this study was to verify, by track field tests, whether sub-elite runners (n=15) could (i) reach their VO2max while running at v50%delta, i.e. midway between the speed associated with lactate threshold (vLAT) and that associated with maximal aerobic power (vVO2max), and (ii) if an intermittent exercise provokes a maximal and/or supra maximal oxygen consumption longer than a continuous one. Within three days, subjects underwent a multistage incremental test during which their vVO2max and vLAT were determined; they then performed two additional testing sessions, where continuous and intermittent running exercises at v50%delta were performed up to exhaustion. Subject's gas exchange and heart rate were continuously recorded by means of a telemetric apparatus. Blood samples were taken from fingertip and analysed for blood lactate concentration. In the continuous and the intermittent tests peak VO2 exceeded VO2max values, as determined during the incremental test. However in the intermittent exercise, peak VO2, time to exhaustion and time at VO2max reached significantly higher values, while blood lactate accumulation showed significantly lower values than in the continuous one. The v50%delta is sufficient to stimulate VO2max in both intermittent and continuous running. The intermittent exercise results better than the continuous one in increasing maximal aerobic power, allowing longer time at VO2max and obtaining higher peak VO2 with lower lactate accumulation.
Continuous data recording on fast real-time systems
Energy Technology Data Exchange (ETDEWEB)
Zabeo, L., E-mail: lzabeo@jet.u [Euratom-CCFE, Culham Science Centre, Abingdon, Oxon OX14 3DB (United Kingdom); Sartori, F. [Euratom-CCFE, Culham Science Centre, Abingdon, Oxon OX14 3DB (United Kingdom); Neto, A. [Associacao Euratom-IST, Instituto de Plasmas e Fusao Nuclear, Av. Rovisco Pais, 1049-001 Lisboa (Portugal); Piccolo, F. [Euratom-CCFE, Culham Science Centre, Abingdon, Oxon OX14 3DB (United Kingdom); Alves, D. [Associacao Euratom-IST, Instituto de Plasmas e Fusao Nuclear, Av. Rovisco Pais, 1049-001 Lisboa (Portugal); Vitelli, R. [Dipartimento di Informatica, Sistemi e Produzione, Universita di Roma, Tor Vergata, Via del Politecnico, 1-00133 Roma (Italy); Barbalace, A. [Euratom-ENEA Association, Consorzio RFX, 35127 Padova (Italy); De Tommasi, G. [Associazione EURATOM/ENEA/CREATE, Universita di Napoli Federico II, Napoli (Italy)
2010-07-15
The PCU-Project launched for the enhancement of the vertical stabilisation system at JET required the design of a new real-time control system with the challenging specifications of 2Gops and a cycle time of 50 {mu}s. The RTAI based architecture running on an x86 multi-core processor technology demonstrated to be the best platform for meeting the high requirements. Moreover, on this architecture thanks to the smart allocation of the interrupts it was possible to demonstrate simultaneous data streaming at 50 MBs on Ethernet while handling a real-time 100 kHz interrupt source with a maximum jitter of just 3 {mu}s. Because of the memory limitation imposed by 32 bit version Linux running in kernel mode, the RTAI-based new controller allows a maximum practical data storage of 800 MB per pulse. While this amount of data can be accepted for JET normal operation it posed some limitations in the debugging and commissioning of the system. In order to increase the capability of the data acquisition of the system we have designed a mechanism that allows continuous full bandwidth (56 MB/s) data streaming from the real-time task (running in kernel mode) to either a data collector (running in user mode) or an external data acquisition server. The exploited architecture involves a peer to peer mechanisms where the sender running in RTAI kernel mode broadcasts large chunks of data using UDP packets, implemented using the 'fcomm' RTAI extension , to a receiver that will store the data. The paper will present the results of the initial RTAI operating system tests, the design of the streaming architecture and the first experimental results.
From discrete-time models to continuous-time, asynchronous modeling of financial markets
Boer, Katalin; Kaymak, Uzay; Spiering, Jaap
2007-01-01
Most agent-based simulation models of financial markets are discrete-time in nature. In this paper, we investigate to what degree such models are extensible to continuous-time, asynchronous modeling of financial markets. We study the behavior of a learning market maker in a market with information
From Discrete-Time Models to Continuous-Time, Asynchronous Models of Financial Markets
K. Boer-Sorban (Katalin); U. Kaymak (Uzay); J. Spiering (Jaap)
2006-01-01
textabstractMost agent-based simulation models of financial markets are discrete-time in nature. In this paper, we investigate to what degree such models are extensible to continuous-time, asynchronous modelling of financial markets. We study the behaviour of a learning market maker in a market with
Verhoeven, Ronald; Dalmau Codina, Ramon; Prats Menéndez, Xavier; de Gelder, Nico
2014-01-01
1 Abstract In this paper an initial implementation of a real - time aircraft trajectory optimization algorithm is presented . The aircraft trajectory for descent and approach is computed for minimum use of thrust and speed brake in support of a “green” continuous descent and approach flight operation, while complying with ATC time constraints for maintaining runway throughput and co...
Chaos and unpredictability in evolution of cooperation in continuous time
You, Taekho; Kwon, Minji; Jo, Hang-Hyun; Jung, Woo-Sung; Baek, Seung Ki
2017-12-01
Cooperators benefit others with paying costs. Evolution of cooperation crucially depends on the cost-benefit ratio of cooperation, denoted as c . In this work, we investigate the infinitely repeated prisoner's dilemma for various values of c with four of the representative memory-one strategies, i.e., unconditional cooperation, unconditional defection, tit-for-tat, and win-stay-lose-shift. We consider replicator dynamics which deterministically describes how the fraction of each strategy evolves over time in an infinite-sized well-mixed population in the presence of implementation error and mutation among the four strategies. Our finding is that this three-dimensional continuous-time dynamics exhibits chaos through a bifurcation sequence similar to that of a logistic map as c varies. If mutation occurs with rate μ ≪1 , the position of the bifurcation sequence on the c axis is numerically found to scale as μ0.1, and such sensitivity to μ suggests that mutation may have nonperturbative effects on evolutionary paths. It demonstrates how the microscopic randomness of the mutation process can be amplified to macroscopic unpredictability by evolutionary dynamics.
Continuous Fine-Fault Estimation with Real-Time GNSS
Norford, B. B.; Melbourne, T. I.; Szeliga, W. M.; Santillan, V. M.; Scrivner, C.; Senko, J.; Larsen, D.
2017-12-01
Thousands of real-time telemetered GNSS stations operate throughout the circum-Pacific that may be used for rapid earthquake characterization and estimation of local tsunami excitation. We report on the development of a GNSS-based finite-fault inversion system that continuously estimates slip using real-time GNSS position streams from the Cascadia subduction zone and which is being expanded throughout the circum-Pacific. The system uses 1 Hz precise point position streams computed in the ITRF14 reference frame using clock and satellite orbit corrections from the IGS. The software is implemented as seven independent modules that filter time series using Kalman filters, trigger and estimate coseismic offsets, invert for slip using a non-negative least squares method developed by Lawson and Hanson (1974) and elastic half-space Green's Functions developed by Okada (1985), smooth the results temporally and spatially, and write the resulting streams of time-dependent slip to a RabbitMQ messaging server for use by downstream modules such as tsunami excitation modules. Additional fault models can be easily added to the system for other circum-Pacific subduction zones as additional real-time GNSS data become available. The system is currently being tested using data from well-recorded earthquakes including the 2011 Tohoku earthquake, the 2010 Maule earthquake, the 2015 Illapel earthquake, the 2003 Tokachi-oki earthquake, the 2014 Iquique earthquake, the 2010 Mentawai earthquake, the 2016 Kaikoura earthquake, the 2016 Ecuador earthquake, the 2015 Gorkha earthquake, and others. Test data will be fed to the system and the resultant earthquake characterizations will be compared with published earthquake parameters. Seismic events will be assumed to occur on major faults, so, for example, only the San Andreas fault will be considered in Southern California, while the hundreds of other faults in the region will be ignored. Rake will be constrained along each subfault to be
Meza, James M; Elias, Matthew D; Wilder, Travis J; O'Brien, James E; Kim, Richard W; Mavroudis, Constantine; Williams, William G; Brothers, Julie; Cohen, Meryl S; McCrindle, Brian W
2017-10-01
Anomalous aortic origin of the coronary arteries is associated with exercise-induced ischaemia, leading some physicians to restrict exercise in patients with this condition. We sought to determine whether exercise restriction was associated with increasing body mass index over time. From 1998 to 2015, 440 patients ⩽30 years old were enrolled into an inception cohort. Exercise-restriction status was documented in 143 patients. Using linear mixed model repeated-measures regression, factors associated with increasing body mass index z-score over time, including exercise restriction and surgical intervention as time-varying covariates, were investigated. The 143 patients attended 558 clinic visits for which exercise-restriction status was recorded. The mean number of clinic visits per patient was 4, and the median duration of follow-up was 1.7 years (interquartile range (IQR) 0.5-4.4). The median age at first clinic visit was 10.3 years (IQR 7.1-13.9), and 71% (101/143) were males. All patients were alive at their most recent follow-up. At the first clinic visit, 54% (78/143) were exercise restricted, and restriction status changed in 34% (48/143) during follow-up. The median baseline body mass index z-score was 0.2 (IQR 0.3-0.9). In repeated-measures analysis, neither time-related exercise restriction nor its interaction with time was associated with increasing body mass index z-score. Surgical intervention and its interaction with time were associated with decreasing body mass index z-score. Although exercise restriction was not associated with increasing body mass index over time, surgical intervention was associated with decreasing body mass index z-score over time in patients with anomalous aortic origin of the coronary arteries.
Time inconsistency and reputation in monetary policy: a strategic model in continuous time
Li, Jingyuan; Tian, Guoqiang
2005-01-01
This article develops a model to examine the equilibrium behavior of the time inconsistency problem in a continuous time economy with stochastic and endogenized dis- tortion. First, the authors introduce the notion of sequentially rational equilibrium, and show that the time inconsistency problem may be solved with trigger reputation strategies for stochastic setting. The conditions for the existence of sequentially rational equilibrium are provided. Then, the concept of sequen...
Continuous time quantum random walks in free space
Eichelkraut, Toni; Vetter, Christian; Perez-Leija, Armando; Christodoulides, Demetrios; Szameit, Alexander
2014-05-01
We show theoretically and experimentally that two-dimensional continuous time coherent random walks are possible in free space, that is, in the absence of any external potential, by properly tailoring the associated initial wave function. These effects are experimentally demonstrated using classical paraxial light. Evidently, the usage of classical beams to explore the dynamics of point-like quantum particles is possible since both phenomena are mathematically equivalent. This in turn makes our approach suitable for the realization of random walks using different quantum particles, including electrons and photons. To study the spatial evolution of a wavefunction theoretically, we consider the one-dimensional paraxial wave equation (i∂z +1/2 ∂x2) Ψ = 0 . Starting with the initially localized wavefunction Ψ (x , 0) = exp [ -x2 / 2σ2 ] J0 (αx) , one can show that the evolution of such Gaussian-apodized Bessel envelopes within a region of validity resembles the probability pattern of a quantum walker traversing a uniform lattice. In order to generate the desired input-field in our experimental setting we shape the amplitude and phase of a collimated light beam originating from a classical HeNe-Laser (633 nm) utilizing a spatial light modulator.
Inverse Ising problem in continuous time: A latent variable approach
Donner, Christian; Opper, Manfred
2017-12-01
We consider the inverse Ising problem: the inference of network couplings from observed spin trajectories for a model with continuous time Glauber dynamics. By introducing two sets of auxiliary latent random variables we render the likelihood into a form which allows for simple iterative inference algorithms with analytical updates. The variables are (1) Poisson variables to linearize an exponential term which is typical for point process likelihoods and (2) Pólya-Gamma variables, which make the likelihood quadratic in the coupling parameters. Using the augmented likelihood, we derive an expectation-maximization (EM) algorithm to obtain the maximum likelihood estimate of network parameters. Using a third set of latent variables we extend the EM algorithm to sparse couplings via L1 regularization. Finally, we develop an efficient approximate Bayesian inference algorithm using a variational approach. We demonstrate the performance of our algorithms on data simulated from an Ising model. For data which are simulated from a more biologically plausible network with spiking neurons, we show that the Ising model captures well the low order statistics of the data and how the Ising couplings are related to the underlying synaptic structure of the simulated network.
Continuous-time quantum algorithms for unstructured problems
International Nuclear Information System (INIS)
Hen, Itay
2014-01-01
We consider a family of unstructured optimization problems, for which we propose a method for constructing analogue, continuous-time (not necessarily adiabatic) quantum algorithms that are faster than their classical counterparts. In this family of problems, which we refer to as ‘scrambled input’ problems, one has to find a minimum-cost configuration of a given integer-valued n-bit black-box function whose input values have been scrambled in some unknown way. Special cases within this set of problems are Grover’s search problem of finding a marked item in an unstructured database, certain random energy models, and the functions of the Deutsch–Josza problem. We consider a couple of examples in detail. In the first, we provide an O(1) deterministic analogue quantum algorithm to solve the seminal problem of Deutsch and Josza, in which one has to determine whether an n-bit boolean function is constant (gives 0 on all inputs or 1 on all inputs) or balanced (returns 0 on half the input states and 1 on the other half). We also study one variant of the random energy model, and show that, as one might expect, its minimum energy configuration can be found quadratically faster with a quantum adiabatic algorithm than with classical algorithms. (paper)
Yang, Bin; Ming, Wenmei; Du, Mao-Hua; Keum, Jong K; Puretzky, Alexander A; Rouleau, Christopher M; Huang, Jinsong; Geohegan, David B; Wang, Xiaoping; Xiao, Kai
2018-05-01
A fundamental understanding of the interplay between the microscopic structure and macroscopic optoelectronic properties of organic-inorganic hybrid perovskite materials is essential to design new materials and improve device performance. However, how exactly the organic cations affect the structural phase transition and optoelectronic properties of the materials is not well understood. Here, real-time, in situ temperature-dependent neutron/X-ray diffraction and photoluminescence (PL) measurements reveal a transformation of the organic cation CH 3 NH 3 + from order to disorder with increasing temperature in CH 3 NH 3 PbBr 3 perovskites. The molecular-level order-to-disorder transformation of CH 3 NH 3 + not only leads to an anomalous increase in PL intensity, but also results in a multidomain to single-domain structural transition. This discovery establishes the important role that organic cation ordering has in dictating structural order and anomalous optoelectronic phenomenon in hybrid perovskites. © 2018 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.
Simulating continuous-time Hamiltonian dynamics by way of a discrete-time quantum walk
International Nuclear Information System (INIS)
Schmitz, A.T.; Schwalm, W.A.
2016-01-01
Much effort has been made to connect the continuous-time and discrete-time quantum walks. We present a method for making that connection for a general graph Hamiltonian on a bigraph. Furthermore, such a scheme may be adapted for simulating discretized quantum models on a quantum computer. A coin operator is found for the discrete-time quantum walk which exhibits the same dynamics as the continuous-time evolution. Given the spectral decomposition of the graph Hamiltonian and certain restrictions, the discrete-time evolution is solved for explicitly and understood at or near important values of the parameters. Finally, this scheme is connected to past results for the 1D chain. - Highlights: • A discrete-time quantum walk is purposed which approximates a continuous-time quantum walk. • The purposed quantum walk could be used to simulate Hamiltonian dynamics on a quantum computer. • Given the spectra decomposition of the Hamiltonian, the quantum walk is solved explicitly. • The method is demonstrated and connected to previous work done on the 1D chain.
Time-aggregation effects on the baseline of continuous-time and discrete-time hazard models
ter Hofstede, F.; Wedel, M.
In this study we reinvestigate the effect of time-aggregation for discrete- and continuous-time hazard models. We reanalyze the results of a previous Monte Carlo study by ter Hofstede and Wedel (1998), in which the effects of time-aggregation on the parameter estimates of hazard models were
Anticontrol of chaos in continuous-time systems via time-delay feedback.
Wang, Xiao Fan; Chen, Guanrong; Yu, Xinghuo
2000-12-01
In this paper, a systematic design approach based on time-delay feedback is developed for anticontrol of chaos in a continuous-time system. This anticontrol method can drive a finite-dimensional, continuous-time, autonomous system from nonchaotic to chaotic, and can also enhance the existing chaos of an originally chaotic system. Asymptotic analysis is used to establish an approximate relationship between a time-delay differential equation and a discrete map. Anticontrol of chaos is then accomplished based on this relationship and the differential-geometry control theory. Several examples are given to verify the effectiveness of the methodology and to illustrate the systematic design procedure. (c) 2000 American Institute of Physics.
Finite-Time Stability and Controller Design of Continuous-Time Polynomial Fuzzy Systems
Directory of Open Access Journals (Sweden)
Xiaoxing Chen
2017-01-01
Full Text Available Finite-time stability and stabilization problem is first investigated for continuous-time polynomial fuzzy systems. The concept of finite-time stability and stabilization is given for polynomial fuzzy systems based on the idea of classical references. A sum-of-squares- (SOS- based approach is used to obtain the finite-time stability and stabilization conditions, which include some classical results as special cases. The proposed conditions can be solved with the help of powerful Matlab toolbox SOSTOOLS and a semidefinite-program (SDP solver. Finally, two numerical examples and one practical example are employed to illustrate the validity and effectiveness of the provided conditions.
Continuous time modelling of dynamical spatial lattice data observed at sparsely distributed times
DEFF Research Database (Denmark)
Rasmussen, Jakob Gulddahl; Møller, Jesper
2007-01-01
Summary. We consider statistical and computational aspects of simulation-based Bayesian inference for a spatial-temporal model based on a multivariate point process which is only observed at sparsely distributed times. The point processes are indexed by the sites of a spatial lattice......, and they exhibit spatial interaction. For specificity we consider a particular dynamical spatial lattice data set which has previously been analysed by a discrete time model involving unknown normalizing constants. We discuss the advantages and disadvantages of using continuous time processes compared...... with discrete time processes in the setting of the present paper as well as other spatial-temporal situations....
Finite-Time H∞ Filtering for Linear Continuous Time-Varying Systems with Uncertain Observations
Directory of Open Access Journals (Sweden)
Huihong Zhao
2012-01-01
Full Text Available This paper is concerned with the finite-time H∞ filtering problem for linear continuous time-varying systems with uncertain observations and ℒ2-norm bounded noise. The design of finite-time H∞ filter is equivalent to the problem that a certain indefinite quadratic form has a minimum and the filter is such that the minimum is positive. The quadratic form is related to a Krein state-space model according to the Krein space linear estimation theory. By using the projection theory in Krein space, the finite-time H∞ filtering problem is solved. A numerical example is given to illustrate the performance of the H∞ filter.
Voelkle, Manuel C; Oud, Johan H L
2013-02-01
When designing longitudinal studies, researchers often aim at equal intervals. In practice, however, this goal is hardly ever met, with different time intervals between assessment waves and different time intervals between individuals being more the rule than the exception. One of the reasons for the introduction of continuous time models by means of structural equation modelling has been to deal with irregularly spaced assessment waves (e.g., Oud & Delsing, 2010). In the present paper we extend the approach to individually varying time intervals for oscillating and non-oscillating processes. In addition, we show not only that equal intervals are unnecessary but also that it can be advantageous to use unequal sampling intervals, in particular when the sampling rate is low. Two examples are provided to support our arguments. In the first example we compare a continuous time model of a bivariate coupled process with varying time intervals to a standard discrete time model to illustrate the importance of accounting for the exact time intervals. In the second example the effect of different sampling intervals on estimating a damped linear oscillator is investigated by means of a Monte Carlo simulation. We conclude that it is important to account for individually varying time intervals, and encourage researchers to conceive of longitudinal studies with different time intervals within and between individuals as an opportunity rather than a problem. © 2012 The British Psychological Society.
Stylised facts of financial time series and hidden Markov models in continuous time
DEFF Research Database (Denmark)
Nystrup, Peter; Madsen, Henrik; Lindström, Erik
2015-01-01
presents an extension to continuous time where it is possible to increase the number of states with a linear rather than quadratic growth in the number of parameters. The possibility of increasing the number of states leads to a better fit to both the distributional and temporal properties of daily returns....
Global dissipativity of continuous-time recurrent neural networks with time delay
International Nuclear Information System (INIS)
Liao Xiaoxin; Wang Jun
2003-01-01
This paper addresses the global dissipativity of a general class of continuous-time recurrent neural networks. First, the concepts of global dissipation and global exponential dissipation are defined and elaborated. Next, the sets of global dissipativity and global exponentially dissipativity are characterized using the parameters of recurrent neural network models. In particular, it is shown that the Hopfield network and cellular neural networks with or without time delays are dissipative systems
Echocardiography as an indication of continuous-time cardiac quiescence
Wick, C. A.; Auffermann, W. F.; Shah, A. J.; Inan, O. T.; Bhatti, P. T.; Tridandapani, S.
2016-07-01
Cardiac computed tomography (CT) angiography using prospective gating requires that data be acquired during intervals of minimal cardiac motion to obtain diagnostic images of the coronary vessels free of motion artifacts. This work is intended to assess B-mode echocardiography as a continuous-time indication of these quiescent periods to determine if echocardiography can be used as a cost-efficient, non-ionizing modality to develop new prospective gating techniques for cardiac CT. These new prospective gating approaches will not be based on echocardiography itself but on CT-compatible modalities derived from the mechanics of the heart (e.g. seismocardiography and impedance cardiography), unlike the current standard electrocardiogram. To this end, echocardiography and retrospectively-gated CT data were obtained from ten patients with varied cardiac conditions. CT reconstructions were made throughout the cardiac cycle. Motion of the interventricular septum (IVS) was calculated from both echocardiography and CT reconstructions using correlation-based, deviation techniques. The IVS was chosen because it (1) is visible in echocardiography images, whereas the coronary vessels generally are not, and (2) has been shown to be a suitable indicator of cardiac quiescence. Quiescent phases were calculated as the minima of IVS motion and CT volumes were reconstructed for these phases. The diagnostic quality of the CT reconstructions from phases calculated from echocardiography and CT data was graded on a four-point Likert scale by a board-certified radiologist fellowship-trained in cardiothoracic radiology. Using a Wilcoxon signed-rank test, no significant difference in the diagnostic quality of the coronary vessels was found between CT volumes reconstructed from echocardiography- and CT-selected phases. Additionally, there was a correlation of 0.956 between the echocardiography- and CT-selected phases. This initial work suggests that B-mode echocardiography can be used as a
Wang, Lianzhen; Pei, Yulong
2014-09-01
This real road driving study was conducted to investigate the effects of driving time and rest time on the driving performance and recovery of commercial coach drivers. Thirty-three commercial coach drivers participated in the study, and were divided into three groups according to driving time: (a) 2 h, (b) 3 h, and (c) 4 h. The Stanford Sleepiness Scale (SSS) was used to assess the subjective fatigue level of the drivers. One-way ANOVA was employed to analyze the variation in driving performance. The statistical analysis revealed that driving time had a significant effect on the subjective fatigue and driving performance measures among the three groups. After 2 h of driving, both the subjective fatigue and driving performance measures began to deteriorate. After 4 h of driving, all of the driving performance indicators changed significantly except for depth perception. A certain amount of rest time eliminated the negative effects of fatigue. A 15-minute rest allowed drivers to recover from a two-hour driving task. This needed to be prolonged to 30 min for driving tasks of 3 to 4 h of continuous driving. Drivers' attention, reactions, operating ability, and perceptions are all affected in turn after over 2 h of continuous driving. Drivers should take a certain amount of rest to recover from the fatigue effects before they continue driving. Copyright © 2014 National Safety Council and Elsevier Ltd. All rights reserved.
Fickian dispersion is anomalous
Cushman, John H.; O'Malley, Dan
2015-12-01
The thesis put forward here is that the occurrence of Fickian dispersion in geophysical settings is a rare event and consequently should be labeled as anomalous. What people classically call anomalous is really the norm. In a Lagrangian setting, a process with mean square displacement which is proportional to time is generally labeled as Fickian dispersion. With a number of counter examples we show why this definition is fraught with difficulty. In a related discussion, we show an infinite second moment does not necessarily imply the process is super dispersive. By employing a rigorous mathematical definition of Fickian dispersion we illustrate why it is so hard to find a Fickian process. We go on to employ a number of renormalization group approaches to classify non-Fickian dispersive behavior. Scaling laws for the probability density function for a dispersive process, the distribution for the first passage times, the mean first passage time, and the finite-size Lyapunov exponent are presented for fixed points of both deterministic and stochastic renormalization group operators. The fixed points of the renormalization group operators are p-self-similar processes. A generalized renormalization group operator is introduced whose fixed points form a set of generalized self-similar processes. Power-law clocks are introduced to examine multi-scaling behavior. Several examples of these ideas are presented and discussed.
An Expectation Maximization Algorithm to Model Failure Times by Continuous-Time Markov Chains
Directory of Open Access Journals (Sweden)
Qihong Duan
2010-01-01
Full Text Available In many applications, the failure rate function may present a bathtub shape curve. In this paper, an expectation maximization algorithm is proposed to construct a suitable continuous-time Markov chain which models the failure time data by the first time reaching the absorbing state. Assume that a system is described by methods of supplementary variables, the device of stage, and so on. Given a data set, the maximum likelihood estimators of the initial distribution and the infinitesimal transition rates of the Markov chain can be obtained by our novel algorithm. Suppose that there are m transient states in the system and that there are n failure time data. The devised algorithm only needs to compute the exponential of m×m upper triangular matrices for O(nm2 times in each iteration. Finally, the algorithm is applied to two real data sets, which indicates the practicality and efficiency of our algorithm.
International Nuclear Information System (INIS)
Helmstetter, A.; Sornette, D.
2002-01-01
The epidemic-type aftershock sequence (ETAS) model is a simple stochastic process modeling seismicity, based on the two best-established empirical laws, the Omori law (power-law decay ∼1/t 1+θ of seismicity after an earthquake) and Gutenberg-Richter law (power-law distribution of earthquake energies). In order to describe also the space distribution of seismicity, we use in addition a power-law distribution ∼1/r 1+μ of distances between triggered and triggering earthquakes. The ETAS model has been studied for the last two decades to model real seismicity catalogs and to obtain short-term probabilistic forecasts. Here, we present a mapping between the ETAS model and a class of CTRW (continuous time random walk) models, based on the identification of their corresponding master equations. This mapping allows us to use the wealth of results previously obtained on anomalous diffusion of CTRW. After translating into the relevant variable for the ETAS model, we provide a classification of the different regimes of diffusion of seismic activity triggered by a mainshock. Specifically, we derive the relation between the average distance between aftershocks and the mainshock as a function of the time from the mainshock and of the joint probability distribution of the times and locations of the aftershocks. The different regimes are fully characterized by the two exponents θ and μ. Our predictions are checked by careful numerical simulations. We stress the distinction between the 'bare' Omori law describing the seismic rate activated directly by a mainshock and the 'renormalized' Omori law taking into account all possible cascades from mainshocks to aftershocks of aftershock of aftershock, and so on. In particular, we predict that seismic diffusion or subdiffusion occurs and should be observable only when the observed Omori exponent is less than 1, because this signals the operation of the renormalization of the bare Omori law, also at the origin of seismic diffusion in
Occupation times and ergodicity breaking in biased continuous time random walks
International Nuclear Information System (INIS)
Bel, Golan; Barkai, Eli
2005-01-01
Continuous time random walk (CTRW) models are widely used to model diffusion in condensed matter. There are two classes of such models, distinguished by the convergence or divergence of the mean waiting time. Systems with finite average sojourn time are ergodic and thus Boltzmann-Gibbs statistics can be applied. We investigate the statistical properties of CTRW models with infinite average sojourn time; in particular, the occupation time probability density function is obtained. It is shown that in the non-ergodic phase the distribution of the occupation time of the particle on a given lattice point exhibits bimodal U or trimodal W shape, related to the arcsine law. The key points are as follows. (a) In a CTRW with finite or infinite mean waiting time, the distribution of the number of visits on a lattice point is determined by the probability that a member of an ensemble of particles in equilibrium occupies the lattice point. (b) The asymmetry parameter of the probability distribution function of occupation times is related to the Boltzmann probability and to the partition function. (c) The ensemble average is given by Boltzmann-Gibbs statistics for either finite or infinite mean sojourn time, when detailed balance conditions hold. (d) A non-ergodic generalization of the Boltzmann-Gibbs statistical mechanics for systems with infinite mean sojourn time is found
Ferragut, Erik M.; Laska, Jason A.; Bridges, Robert A.
2016-06-07
A system is described for receiving a stream of events and scoring the events based on anomalousness and maliciousness (or other classification). The system can include a plurality of anomaly detectors that together implement an algorithm to identify low-probability events and detect atypical traffic patterns. The anomaly detector provides for comparability of disparate sources of data (e.g., network flow data and firewall logs.) Additionally, the anomaly detector allows for regulatability, meaning that the algorithm can be user configurable to adjust a number of false alerts. The anomaly detector can be used for a variety of probability density functions, including normal Gaussian distributions, irregular distributions, as well as functions associated with continuous or discrete variables.
Anomalous photoconductivity of ferrocene
Energy Technology Data Exchange (ETDEWEB)
Chakraborty, A K [Indian Association for the Cultivation of Science, Calcutta (India). Dept. of Spectroscopy; Mallik, B [Indian Association for the Cultivation of Science, Calcutta (India). Dept. of Spectroscopy
1995-08-15
Photoconductivity behaviour of ferrocene, a very useful metallo-organic sandwich compound, has been investigated at different constant temperatures using powdery material in a sandwich type of cell configuration and with the exposure of a polychromatic light source (mercury lamp of 125 W). Measurements with a constant d.c. bias voltage (27 V) across the sample cell and a fixed intensity of the exciting light source have shown a drastic change in the photocurrent versus time profile with the increase in temperature. Anomalous changes have been observed in the plot of the photocurrent versus reciprocal of temperature. Such changes are completely absent in the corresponding dark current behaviour. The photoinduced changes have been observed to be almost reversible in the entire temperature range. In a particular temperature range the reversibility of photocurrent is accompanied by fluctuations in equilibrium current obtained after switching off the light source. The observed anomalous changes in photocurrent have been explained by photoinduced phase transition in ferrocene. The possible origin and implications of this photoinduced phase transition are discussed. (orig.)
Cluster Observations of Non-Time Continuous Magnetosonic Waves
Walker, Simon N.; Demekhov, Andrei G.; Boardsen, Scott A.; Ganushkina, Natalia Y.; Sibeck, David G.; Balikhin, Michael A.
2016-01-01
Equatorial magnetosonic waves are normally observed as temporally continuous sets of emissions lasting from minutes to hours. Recent observations, however, have shown that this is not always the case. Using Cluster data, this study identifies two distinct forms of these non temporally continuous use missions. The first, referred to as rising tone emissions, are characterized by the systematic onset of wave activity at increasing proton gyroharmonic frequencies. Sets of harmonic emissions (emission elements)are observed to occur periodically in the region +/- 10 off the geomagnetic equator. The sweep rate of these emissions maximizes at the geomagnetic equator. In addition, the ellipticity and propagation direction also change systematically as Cluster crosses the geomagnetic equator. It is shown that the observed frequency sweep rate is unlikely to result from the sideband instability related to nonlinear trapping of suprathermal protons in the wave field. The second form of emissions is characterized by the simultaneous onset of activity across a range of harmonic frequencies. These waves are observed at irregular intervals. Their occurrence correlates with changes in the spacecraft potential, a measurement that is used as a proxy for electron density. Thus, these waves appear to be trapped within regions of localized enhancement of the electron density.
Course Development Cycle Time: A Framework for Continuous Process Improvement.
Lake, Erinn
2003-01-01
Details Edinboro University's efforts to reduce the extended cycle time required to develop new courses and programs. Describes a collaborative process improvement framework, illustrated data findings, the team's recommendations for improvement, and the outcomes of those recommendations. (EV)
I. Arismendi; S. L. Johnson; J. B. Dunham
2015-01-01
Statistics of central tendency and dispersion may not capture relevant or desired characteristics of the distribution of continuous phenomena and, thus, they may not adequately describe temporal patterns of change. Here, we present two methodological approaches that can help to identify temporal changes in environmental regimes. First, we use higher-order statistical...
An automated quasi-continuous capillary refill timing device
International Nuclear Information System (INIS)
Blaxter, L L; Morris, D E; Crowe, J A; Hayes-Gill, B R; Henry, C; Hill, S; Sharkey, D; Vyas, H
2016-01-01
Capillary refill time (CRT) is a simple means of cardiovascular assessment which is widely used in clinical care. Currently, CRT is measured through manual assessment of the time taken for skin tone to return to normal colour following blanching of the skin surface. There is evidence to suggest that manually assessed CRT is subject to bias from ambient light conditions, a lack of standardisation of both blanching time and manually applied pressure, subjectiveness of return to normal colour, and variability in the manual assessment of time. We present a novel automated system for CRT measurement, incorporating three components: a non-invasive adhesive sensor incorporating a pneumatic actuator, a diffuse multi-wavelength reflectance measurement device, and a temperature sensor; a battery operated datalogger unit containing a self contained pneumatic supply; and PC based data analysis software for the extraction of refill time, patient skin surface temperature, and sensor signal quality. Through standardisation of the test, it is hoped that some of the shortcomings of manual CRT can be overcome. In addition, an automated system will facilitate easier integration of CRT into electronic record keeping and clinical monitoring or scoring systems, as well as reducing demands on clinicians. Summary analysis of volunteer (n = 30) automated CRT datasets are presented, from 15 healthy adults and 15 healthy children (aged from 5 to 15 years), as their arms were cooled from ambient temperature to 5°C. A more detailed analysis of two typical datasets is also presented, demonstrating that the response of automated CRT to cooling matches that of previously published studies. (paper)
Mental time travel: a case for evolutionary continuity.
Corballis, Michael C
2013-01-01
In humans, hippocampal activity responds to the imagining of past or future events. In rats, hippocampal activity is tied to particular locations in a maze, occurs after the animal has been in the maze, and sometimes corresponds to locations the animal did not actually visit. This suggests that mental time travel has neurophysiological underpinnings that go far back in evolution, and may not be, as some (including myself) have claimed, unique to humans. Copyright © 2012 Elsevier Ltd. All rights reserved.
Continuous radon measurements in schools: time variations and related parameters
International Nuclear Information System (INIS)
Giovani, C.; Cappelletto, C.; Garavaglia, M.; Pividore, S.; Villalta, R.
2004-01-01
Some results are reported of observations made within a four-year survey, during different seasons and in different conditions of school building use. Natural radon variations (day-night cycles, seasonal and temperature dependent variations etc..) and artificial ones (opening of windows, weekends and vacations, deployment of air conditioning or heating systems. etc.) were investigated as parameters affecting time dependent radon concentrations. (P.A.)
Real-time continuous nitrate monitoring in Illinois in 2013
Warner, Kelly L.; Terrio, Paul J.; Straub, Timothy D.; Roseboom, Donald; Johnson, Gary P.
2013-01-01
Many sources contribute to the nitrogen found in surface water in Illinois. Illinois is located in the most productive agricultural area in the country, and nitrogen fertilizer is commonly used to maximize corn production in this area. Additionally, septic/wastewater systems, industrial emissions, and lawn fertilizer are common sources of nitrogen in urban areas of Illinois. In agricultural areas, the use of fertilizer has increased grain production to meet the needs of a growing population, but also has resulted in increases in nitrogen concentrations in many streams and aquifers (Dubrovsky and others, 2010). The urban sources can increase nitrogen concentrations, too. The Federal limit for nitrate nitrogen in water that is safe to drink is 10 milligrams per liter (mg/L) (http://water.epa.gov/drink/contaminants/basicinformation/nitrate.cfm, accessed on May 24, 2013). In addition to the concern with nitrate nitrogen in drinking water, nitrogen, along with phosphorus, is an aquatic concern because it feeds the intensive growth of algae that are responsible for the hypoxic zone in the Gulf of Mexico. The largest nitrogen flux to the waters feeding the Gulf of Mexico is from Illinois (Alexander and others, 2008). Most studies of nitrogen in surface water and groundwater include samples for nitrate nitrogen collected weekly or monthly, but nitrate concentrations can change rapidly and these discrete samples may not capture rapid changes in nitrate concentrations that can affect human and aquatic health. Continuous monitoring for nitrate could inform scientists and water-resource managers of these changes and provide information on the transport of nitrate in surface water and groundwater.
Continuous-time random walks on networks with vertex- and time-dependent forcing.
Angstmann, C N; Donnelly, I C; Henry, B I; Langlands, T A M
2013-08-01
We have investigated the transport of particles moving as random walks on the vertices of a network, subject to vertex- and time-dependent forcing. We have derived the generalized master equations for this transport using continuous time random walks, characterized by jump and waiting time densities, as the underlying stochastic process. The forcing is incorporated through a vertex- and time-dependent bias in the jump densities governing the random walking particles. As a particular case, we consider particle forcing proportional to the concentration of particles on adjacent vertices, analogous to self-chemotactic attraction in a spatial continuum. Our algebraic and numerical studies of this system reveal an interesting pair-aggregation pattern formation in which the steady state is composed of a high concentration of particles on a small number of isolated pairs of adjacent vertices. The steady states do not exhibit this pair aggregation if the transport is random on the vertices, i.e., without forcing. The manifestation of pair aggregation on a transport network may thus be a signature of self-chemotactic-like forcing.
Chen, Xiaofeng; Song, Qiankun; Li, Zhongshan; Zhao, Zhenjiang; Liu, Yurong
2018-07-01
This paper addresses the problem of stability for continuous-time and discrete-time quaternion-valued neural networks (QVNNs) with linear threshold neurons. Applying the semidiscretization technique to the continuous-time QVNNs, the discrete-time analogs are obtained, which preserve the dynamical characteristics of their continuous-time counterparts. Via the plural decomposition method of quaternion, homeomorphic mapping theorem, as well as Lyapunov theorem, some sufficient conditions on the existence, uniqueness, and global asymptotical stability of the equilibrium point are derived for the continuous-time QVNNs and their discrete-time analogs, respectively. Furthermore, a uniform sufficient condition on the existence, uniqueness, and global asymptotical stability of the equilibrium point is obtained for both continuous-time QVNNs and their discrete-time version. Finally, two numerical examples are provided to substantiate the effectiveness of the proposed results.
Anomalous top magnetic couplings
Indian Academy of Sciences (India)
2012-11-09
Nov 9, 2012 ... Corresponding author. E-mail: remartinezm@unal.edu.co. Abstract. The real and imaginary parts of the one-loop electroweak contributions to the left and right tensorial anomalous couplings of the tbW vertex in the Standard Model (SM) are computed. Keywords. Top; anomalous. PACS Nos 14.65.Ha; 12.15 ...
International Nuclear Information System (INIS)
van Veen, G.N.A.; Sanders, F.H.M.; Dieleman, J.; van Veen, A.; Oostra, D.J.; de Vries, A.E.
1986-01-01
A Si substrate is bombarded by 3-keV Ar + ions. From time-of-flight spectra of resputtered Ar neutrals at various target temperatures, we conclude that Ar-bubble formation takes place in the amorphized-Si top layer. The bubbles form and open during etching. The average kinetic energy of the Ar atoms is in agreement with the calculated average potential energy of the Ar atoms inside the bubbles
Energy Technology Data Exchange (ETDEWEB)
Zhang, Yiran; Liu, Siming; Yuan, Qiang, E-mail: liusm@pmo.ac.cn [Key Laboratory of Dark Matter and Space Astronomy, Purple Mountain Observatory, Chinese Academy of Sciences, Nanjing 210008 (China)
2017-07-20
Recent precise measurements of cosmic-ray (CR) spectra show that the energy distribution of protons is softer than those of heavier nuclei, and there are spectral hardenings for all nuclear compositions above ∼200 GV. Models proposed for these anomalies generally assume steady-state solutions of the particle acceleration process. We show that if the diffusion coefficient has a weak dependence on the particle rigidity near shock fronts of supernova remnants (SNRs), time-dependent solutions of the linear diffusive shock acceleration at two stages of SNR evolution can naturally account for these anomalies. The high-energy component of CRs is dominated by acceleration in the free expansion and adiabatic phases with enriched heavy elements and a high shock speed. The low-energy component may be attributed to acceleration by slow shocks propagating in dense molecular clouds with low metallicity in the radiative phase. Instead of a single power-law distribution, the spectra of time-dependent solutions soften gradually with the increase of energy, which may be responsible for the “knee” of CRs.
28 CFR 301.204 - Continuation of lost-time wages.
2010-07-01
... 28 Judicial Administration 2 2010-07-01 2010-07-01 false Continuation of lost-time wages. 301.204... ACCIDENT COMPENSATION Lost-Time Wages § 301.204 Continuation of lost-time wages. (a) Once approved, the inmate shall receive lost-time wages until the inmate: (1) Is released; (2) Is transferred to another...
Mechanisms underlying anomalous diffusion in the plasma membrane.
Krapf, Diego
2015-01-01
The plasma membrane is a complex fluid where lipids and proteins undergo diffusive motion critical to biochemical reactions. Through quantitative imaging analyses such as single-particle tracking, it is observed that diffusion in the cell membrane is usually anomalous in the sense that the mean squared displacement is not linear with time. This chapter describes the different models that are employed to describe anomalous diffusion, paying special attention to the experimental evidence that supports these models in the plasma membrane. We review models based on anticorrelated displacements, such as fractional Brownian motion and obstructed diffusion, and nonstationary models such as continuous time random walks. We also emphasize evidence for the formation of distinct compartments that transiently form on the cell surface. Finally, we overview heterogeneous diffusion processes in the plasma membrane, which have recently attracted considerable interest. Copyright © 2015. Published by Elsevier Inc.
Accurate Lithium-ion battery parameter estimation with continuous-time system identification methods
International Nuclear Information System (INIS)
Xia, Bing; Zhao, Xin; Callafon, Raymond de; Garnier, Hugues; Nguyen, Truong; Mi, Chris
2016-01-01
Highlights: • Continuous-time system identification is applied in Lithium-ion battery modeling. • Continuous-time and discrete-time identification methods are compared in detail. • The instrumental variable method is employed to further improve the estimation. • Simulations and experiments validate the advantages of continuous-time methods. - Abstract: The modeling of Lithium-ion batteries usually utilizes discrete-time system identification methods to estimate parameters of discrete models. However, in real applications, there is a fundamental limitation of the discrete-time methods in dealing with sensitivity when the system is stiff and the storage resolutions are limited. To overcome this problem, this paper adopts direct continuous-time system identification methods to estimate the parameters of equivalent circuit models for Lithium-ion batteries. Compared with discrete-time system identification methods, the continuous-time system identification methods provide more accurate estimates to both fast and slow dynamics in battery systems and are less sensitive to disturbances. A case of a 2"n"d-order equivalent circuit model is studied which shows that the continuous-time estimates are more robust to high sampling rates, measurement noises and rounding errors. In addition, the estimation by the conventional continuous-time least squares method is further improved in the case of noisy output measurement by introducing the instrumental variable method. Simulation and experiment results validate the analysis and demonstrate the advantages of the continuous-time system identification methods in battery applications.
In vivo Anomalous Diffusion and Weak Ergodicity Breaking of Lipid Granules
DEFF Research Database (Denmark)
Jeon, J.-H.; Tejedor, V.; Burov, S.
2011-01-01
Combining extensive single particle tracking microscopy data of endogenous lipid granules in living fission yeast cells with analytical results we show evidence for anomalous diffusion and weak ergodicity breaking. Namely we demonstrate that at short times the granules perform subdiffusion...... according to the laws of continuous time random walk theory. The associated violation of ergodicity leads to a characteristic turnover between two scaling regimes of the time averaged mean squared displacement. At longer times the granule motion is consistent with fractional Brownian motion....
Anomalous gauge theories revisited
International Nuclear Information System (INIS)
Matsui, Kosuke; Suzuki, Hiroshi
2005-01-01
A possible formulation of chiral gauge theories with an anomalous fermion content is re-examined in light of the lattice framework based on the Ginsparg-Wilson relation. It is shown that the fermion sector of a wide class of anomalous non-abelian theories cannot consistently be formulated within this lattice framework. In particular, in 4 dimension, all anomalous non-abelian theories are included in this class. Anomalous abelian chiral gauge theories cannot be formulated with compact U(1) link variables, while a non-compact formulation is possible at least for the vacuum sector in the space of lattice gauge fields. Our conclusion is not applied to effective low-energy theories with an anomalous fermion content which are obtained from an underlying anomaly-free theory by sending the mass of some of fermions to infinity. For theories with an anomalous fermion content in which the anomaly is cancelled by the Green-Schwarz mechanism, a possibility of a consistent lattice formulation is not clear. (author)
Energy Technology Data Exchange (ETDEWEB)
Sarma, Runjun; Mohanta, Dambarudhar, E-mail: best@tezu.ernet.in
2017-02-01
We report on the radiative emission decay dynamics of a less known, γ-phase manganese selenide quantum dot system (MnSe QDs) subjected to bio-functionalization. A short-ligand thioglycolic acid (TGA), and a long-chain sodium dodecyl sulfate (SDS) surfactants were used as surface anchors prior bioconjugation with albumin proteins (BSA). Time resolved photoluminescence (TR-PL) spectra of the QDs have revealed bi-exponential decay trends with the fast (τ{sub 1}) and slow (τ{sub 2}) decay parameters assigned to the core state recombination and surface trapped excitons; respectively. The average lifetime (τ{sub avg}) was found to get shortened from a value of ∼0.87 ns–0.72 ns in unconjugated and BSA conjugated MnSe-TGA QDs; respectively. Conversely, MnSe-SDS QDs with BSA conjugation exhibited nearly four-fold enhancement of τ{sub avg} with respect to its unconjugated counterpart. Moreover, a considerable amount of Förster resonance energy transfer (FRET) was found to occur from the TGA coated MnSe QDs to BSA and with an ensuing efficiency of ∼61%. The origin of anomalous carrier life-time relaxation features has also been encountered through a simplified model as regards head group interaction experienced by the MnSe QDs with different surfactant types. Exploiting luminescence decay characteristics of a magneto-fluorescent candidate could find immense scope in diverse biological applications including assays, labeling and imaging. - Highlights: • Surface anchored manganese selenide quantum dots (MnSe QDs) have been synthesized via a physico-chemical reduction route. • Time resolved luminescence spectra of the QDs have displayed bi-exponential decay trend. • Thioglycolic acid (TGA) coated QDs exhibited shorter lifetime as compared to sodium dodecyl sulfo-succinate (SDS) coated ones. • Upon BSA conjugation, the average life time is four-fold enhanced in MnSe-SDS QDs. • An efficient FRET process has been revealed in BSA conjugated TGA coated MnSe QDs.
Integrating Continuous-Time and Discrete-Event Concepts in Process Modelling, Simulation and Control
Beek, van D.A.; Gordijn, S.H.F.; Rooda, J.E.; Ertas, A.
1995-01-01
Currently, modelling of systems in the process industry requires the use of different specification languages for the specification of the discrete-event and continuous-time subsystems. In this way, models are restricted to individual subsystems of either a continuous-time or discrete-event nature.
Nagaosa, Naoto; Sinova, Jairo; Onoda, Shigeki; MacDonald, A. H.; Ong, N. P.
2010-04-01
The anomalous Hall effect (AHE) occurs in solids with broken time-reversal symmetry, typically in a ferromagnetic phase, as a consequence of spin-orbit coupling. Experimental and theoretical studies of the AHE are reviewed, focusing on recent developments that have provided a more complete framework for understanding this subtle phenomenon and have, in many instances, replaced controversy by clarity. Synergy between experimental and theoretical works, both playing a crucial role, has been at the heart of these advances. On the theoretical front, the adoption of the Berry-phase concepts has established a link between the AHE and the topological nature of the Hall currents. On the experimental front, new experimental studies of the AHE in transition metals, transition-metal oxides, spinels, pyrochlores, and metallic dilute magnetic semiconductors have established systematic trends. These two developments, in concert with first-principles electronic structure calculations, strongly favor the dominance of an intrinsic Berry-phase-related AHE mechanism in metallic ferromagnets with moderate conductivity. The intrinsic AHE can be expressed in terms of the Berry-phase curvatures and it is therefore an intrinsic quantum-mechanical property of a perfect crystal. An extrinsic mechanism, skew scattering from disorder, tends to dominate the AHE in highly conductive ferromagnets. The full modern semiclassical treatment of the AHE is reviewed which incorporates an anomalous contribution to wave-packet group velocity due to momentum-space Berry curvatures and correctly combines the roles of intrinsic and extrinsic (skew-scattering and side-jump) scattering-related mechanisms. In addition, more rigorous quantum-mechanical treatments based on the Kubo and Keldysh formalisms are reviewed, taking into account multiband effects, and demonstrate the equivalence of all three linear response theories in the metallic regime. Building on results from recent experiment and theory, a
International Nuclear Information System (INIS)
Huo Haifeng; Li Wantong
2009-01-01
This paper is concerned with the global stability characteristics of a system of equations modelling the dynamics of continuous-time bidirectional associative memory neural networks with impulses. Sufficient conditions which guarantee the existence of a unique equilibrium and its exponential stability of the networks are obtained. For the goal of computation, discrete-time analogues of the corresponding continuous-time bidirectional associative memory neural networks with impulses are also formulated and studied. Our results show that the above continuous-time and discrete-time systems with impulses preserve the dynamics of the networks without impulses when we make some modifications and impose some additional conditions on the systems, the convergence characteristics dynamics of the networks are preserved by both continuous-time and discrete-time systems with some restriction imposed on the impulse effect.
Soundness of Timed-Arc Workflow Nets in Discrete and Continuous-Time Semantics
DEFF Research Database (Denmark)
Mateo, Jose Antonio; Srba, Jiri; Sørensen, Mathias Grund
2015-01-01
Analysis of workflow processes with quantitative aspectslike timing is of interest in numerous time-critical applications. We suggest a workflow model based on timed-arc Petri nets and studythe foundational problems of soundness and strong (time-bounded) soundness.We first consider the discrete-t...
Elastic LiDAR Fusion: Dense Map-Centric Continuous-Time SLAM
Park, Chanoh; Moghadam, Peyman; Kim, Soohwan; Elfes, Alberto; Fookes, Clinton; Sridharan, Sridha
2017-01-01
The concept of continuous-time trajectory representation has brought increased accuracy and efficiency to multi-modal sensor fusion in modern SLAM. However, regardless of these advantages, its offline property caused by the requirement of global batch optimization is critically hindering its relevance for real-time and life-long applications. In this paper, we present a dense map-centric SLAM method based on a continuous-time trajectory to cope with this problem. The proposed system locally f...
Dalmau Codina, Ramon; Prats Menéndez, Xavier
2017-01-01
Continuous descent operations with controlled times of arrival at one or several metering fixes could enable environmentally friendly procedures without compromising terminal airspace capacity. This paper focuses on controlled time of arrival updates once the descent has been already initiated, assessing the feasible time window (and associated fuel consumption) of continuous descent operations requiring neither thrust nor speed-brake usage along the whole descent (i.e. only elevator control ...
CMOS continuous-time adaptive equalizers for high-speed serial links
Gimeno Gasca, Cecilia; Aldea Chagoyen, Concepción
2015-01-01
This book introduces readers to the design of adaptive equalization solutions integrated in standard CMOS technology for high-speed serial links. Since continuous-time equalizers offer various advantages as an alternative to discrete-time equalizers at multi-gigabit rates, this book provides a detailed description of continuous-time adaptive equalizers design - both at transistor and system levels-, their main characteristics and performances. The authors begin with a complete review and analysis of the state of the art of equalizers for wireline applications, describing why they are necessary, their types, and their main applications. Next, theoretical fundamentals of continuous-time adaptive equalizers are explored. Then, new structures are proposed to implement the different building blocks of the adaptive equalizer: line equalizer, loop-filters, power comparator, etc. The authors demonstrate the design of a complete low-power, low-voltage, high-speed, continuous-time adaptive equalizer. Finally, a cost-...
Elliott, Thomas J.; Gu, Mile
2018-03-01
Continuous-time stochastic processes pervade everyday experience, and the simulation of models of these processes is of great utility. Classical models of systems operating in continuous-time must typically track an unbounded amount of information about past behaviour, even for relatively simple models, enforcing limits on precision due to the finite memory of the machine. However, quantum machines can require less information about the past than even their optimal classical counterparts to simulate the future of discrete-time processes, and we demonstrate that this advantage extends to the continuous-time regime. Moreover, we show that this reduction in the memory requirement can be unboundedly large, allowing for arbitrary precision even with a finite quantum memory. We provide a systematic method for finding superior quantum constructions, and a protocol for analogue simulation of continuous-time renewal processes with a quantum machine.
Directory of Open Access Journals (Sweden)
Mokaedi V. Lekgari
2014-01-01
Full Text Available We investigate random-time state-dependent Foster-Lyapunov analysis on subgeometric rate ergodicity of continuous-time Markov chains (CTMCs. We are mainly concerned with making use of the available results on deterministic state-dependent drift conditions for CTMCs and on random-time state-dependent drift conditions for discrete-time Markov chains and transferring them to CTMCs.
International Nuclear Information System (INIS)
Gasparian, A.P.
1984-01-01
Results are presented from a bubble chamber experiment to search for anomalous mean free path (MFP) phenomena for secondary multicharged fragments (Zsub(f)=5 and 6) of the beam carbon nucleus at 4.2 GeV/c per nucleon. A total of 50000 primary interactions of carbon with propane (C 3 H 8 ) were created. Approximately 6000 beam tragments with charges Zsub(f)=5 and 6 were analyzed in detail to find out an anomalous decrease of MFP. The anomaly is observed only for secondary 12 C nuclei
Burnell, Daniel K.; Hansen, Scott K.; Xu, Jie
2017-09-01
Contaminants in groundwater may experience a broad spectrum of velocities and multiple rates of mass transfer between mobile and immobile zones during transport. These conditions may lead to non-Fickian plume evolution which is not well described by the advection-dispersion equation (ADE). Simultaneously, many groundwater contaminants are degraded by processes that may be modeled as first-order decay. It is now known that non-Fickian transport and reaction are intimately coupled, with reaction affecting the transport operator. However, closed-form solutions for these important scenarios have not been published for use in applications. In this paper, we present four new Green's function analytic solutions in the uncoupled, uncorrelated continuous time random walk (CTRW) framework for reactive non-Fickian transport, corresponding to the quartet of conservative tracer solutions presented by Kreft and Zuber (1978) for Fickian transport. These consider pulse injection for both resident and flux concentration combined with detection in both resident and flux concentration. A pair of solutions for resident concentration temporal pulses with detection in both flux and resident concentration is also presented. We also derive the relationship between flux and resident concentration for non-Fickian transport with first-order reaction for this CTRW formulation. An explicit discussion of employment of the new solutions to model transport with arbitrary upgradient boundary conditions as well as mobile-immobile mass transfer is then presented. Using the new solutions, we show that first-order reaction has no effect on the anomalous spatial spreading rate of concentration profiles, but produces breakthrough curves at fixed locations that appear to have been generated by Fickian transport. Under the assumption of a Pareto CTRW transition distribution, we present a variety of numerical simulations including results showing coherence of our analytic solutions and CTRW particle
Delsing, M.J.M.H.; Oud, J.H.L.; Bruyn, E.E.J. De
2005-01-01
In family research, bidirectional influences between the family and the individual are usually analyzed in discrete time. Results from discrete time analysis, however, have been shown to be highly dependent on the length of the observation interval. Continuous time analysis using stochastic
A New Approach to Rational Discrete-Time Approximations to Continuous-Time Fractional-Order Systems
Matos , Carlos; Ortigueira , Manuel ,
2012-01-01
Part 10: Signal Processing; International audience; In this paper a new approach to rational discrete-time approximations to continuous fractional-order systems of the form 1/(sα+p) is proposed. We will show that such fractional-order LTI system can be decomposed into sub-systems. One has the classic behavior and the other is similar to a Finite Impulse Response (FIR) system. The conversion from continuous-time to discrete-time systems will be done using the Laplace transform inversion integr...
Hardware solution for continuous time-resolved burst detection of single molecules in flow
Wahl, Michael; Erdmann, Rainer; Lauritsen, Kristian; Rahn, Hans-Juergen
1998-04-01
Time Correlated Single Photon Counting (TCSPC) is a valuable tool for Single Molecule Detection (SMD). However, existing TCSPC systems did not support continuous data collection and processing as is desirable for applications such as SMD for e.g. DNA-sequencing in a liquid flow. First attempts at using existing instrumentation in this kind of operation mode required additional routing hardware to switch between several memory banks and were not truly continuous. We have designed a hard- and software system to perform continuous real-time TCSPC based upon a modern solid state Time to Digital Converter (TDC). Short dead times of the fully digital TDC design combined with fast Field Programmable Gay Array logic permit a continuous data throughput as high as 3 Mcounts/sec. The histogramming time may be set as short as 100 microsecond(s) . Every histogram or every single fluorescence photon can be real-time tagged at 200 ns resolution in addition to recording its arrival time relative to the excitation pulse. Continuous switching between memory banks permits concurrent histogramming and data read-out. The instrument provides a time resolution of 60 ps and up to 4096 histogram channels. The overall instrument response function in combination with a low cost picosecond diode laser and an inexpensive photomultiplier tube was found to be 180 ps and well sufficient to measure sub-nanosecond fluorescence lifetimes.
Czech Academy of Sciences Publication Activity Database
Nagaosa, N.; Sinova, Jairo; Onoda, S.; MacDonald, A. H.; Ong, N. P.
2010-01-01
Roč. 82, č. 2 (2010), s. 1539-1592 ISSN 0034-6861 Institutional research plan: CEZ:AV0Z10100521 Keywords : anomalous Hall effect * spintronics Subject RIV: BM - Solid Matter Physics ; Magnetism Impact factor: 51.695, year: 2010
Anomalous vacuum expectation values
International Nuclear Information System (INIS)
Suzuki, H.
1986-01-01
The anomalous vacuum expectation value is defined as the expectation value of a quantity that vanishes by means of the field equations. Although this value is expected to vanish in quantum systems, regularization in general produces a finite value of this quantity. Calculation of this anomalous vacuum expectation value can be carried out in the general framework of field theory. The result is derived by subtraction of divergences and by zeta-function regularization. Various anomalies are included in these anomalous vacuum expectation values. This method is useful for deriving not only the conformal, chiral, and gravitational anomalies but also the supercurrent anomaly. The supercurrent anomaly is obtained in the case of N = 1 supersymmetric Yang-Mills theory in four, six, and ten dimensions. The original form of the energy-momentum tensor and the supercurrent have anomalies in their conservation laws. But the modification of these quantities to be equivalent to the original one on-shell causes no anomaly in their conservation laws and gives rise to anomalous traces
Temperature dependent anomalous statistics
International Nuclear Information System (INIS)
Das, A.; Panda, S.
1991-07-01
We show that the anomalous statistics which arises in 2 + 1 dimensional Chern-Simons gauge theories can become temperature dependent in the most natural way. We analyze and show that a statistic's changing phase transition can happen in these theories only as T → ∞. (author). 14 refs
Continuous and Discrete-Time Optimal Controls for an Isolated Signalized Intersection
Directory of Open Access Journals (Sweden)
Jiyuan Tan
2017-01-01
Full Text Available A classical control problem for an isolated oversaturated intersection is revisited with a focus on the optimal control policy to minimize total delay. The difference and connection between existing continuous-time planning models and recently proposed discrete-time planning models are studied. A gradient descent algorithm is proposed to convert the optimal control plan of the continuous-time model to the plan of the discrete-time model in many cases. Analytic proof and numerical tests for the algorithm are also presented. The findings shed light on the links between two kinds of models.
Temporal correlation functions of concentration fluctuations: an anomalous case.
Lubelski, Ariel; Klafter, Joseph
2008-10-09
We calculate, within the framework of the continuous time random walk (CTRW) model, multiparticle temporal correlation functions of concentration fluctuations (CCF) in systems that display anomalous subdiffusion. The subdiffusion stems from the nonstationary nature of the CTRW waiting times, which also lead to aging and ergodicity breaking. Due to aging, a system of diffusing particles tends to slow down as time progresses, and therefore, the temporal correlation functions strongly depend on the initial time of measurement. As a consequence, time averages of the CCF differ from ensemble averages, displaying therefore ergodicity breaking. We provide a simple example that demonstrates the difference between these two averages, a difference that might be amenable to experimental tests. We focus on the case of ensemble averaging and assume that the preparation time of the system coincides with the starting time of the measurement. Our analytical calculations are supported by computer simulations based on the CTRW model.
Using analytic continuation for the hadronic vacuum polarization computation
Energy Technology Data Exchange (ETDEWEB)
Feng, Xu; Hashimoto, Shoji; Hotzel, Grit; Jansen, Karl; Petschlies, Marcus; B, Renner Dru
2014-11-01
We present two examples of applications of the analytic continuation method for computing the hadronic vacuum polarization function in space- and time-like momentum regions. These examples are the Adler function and the leading order hadronic contribution to the muon anomalous magnetic moment. We comment on the feasibility of the analytic continuation method and provide an outlook for possible further applications.
van Rosmalen, Joost; Toy, Mehlika; O'Mahony, James F
2013-08-01
Markov models are a simple and powerful tool for analyzing the health and economic effects of health care interventions. These models are usually evaluated in discrete time using cohort analysis. The use of discrete time assumes that changes in health states occur only at the end of a cycle period. Discrete-time Markov models only approximate the process of disease progression, as clinical events typically occur in continuous time. The approximation can yield biased cost-effectiveness estimates for Markov models with long cycle periods and if no half-cycle correction is made. The purpose of this article is to present an overview of methods for evaluating Markov models in continuous time. These methods use mathematical results from stochastic process theory and control theory. The methods are illustrated using an applied example on the cost-effectiveness of antiviral therapy for chronic hepatitis B. The main result is a mathematical solution for the expected time spent in each state in a continuous-time Markov model. It is shown how this solution can account for age-dependent transition rates and discounting of costs and health effects, and how the concept of tunnel states can be used to account for transition rates that depend on the time spent in a state. The applied example shows that the continuous-time model yields more accurate results than the discrete-time model but does not require much computation time and is easily implemented. In conclusion, continuous-time Markov models are a feasible alternative to cohort analysis and can offer several theoretical and practical advantages.
[Design and implementation of real-time continuous glucose monitoring instrument].
Huang, Yonghong; Liu, Hongying; Tian, Senfu; Jia, Ziru; Wang, Zi; Pi, Xitian
2017-12-01
Real-time continuous glucose monitoring can help diabetics to control blood sugar levels within the normal range. However, in the process of practical monitoring, the output of real-time continuous glucose monitoring system is susceptible to glucose sensor and environment noise, which will influence the measurement accuracy of the system. Aiming at this problem, a dual-calibration algorithm for the moving-window double-layer filtering algorithm combined with real-time self-compensation calibration algorithm is proposed in this paper, which can realize the signal drift compensation for current data. And a real-time continuous glucose monitoring instrument based on this study was designed. This real-time continuous glucose monitoring instrument consisted of an adjustable excitation voltage module, a current-voltage converter module, a microprocessor and a wireless transceiver module. For portability, the size of the device was only 40 mm × 30 mm × 5 mm and its weight was only 30 g. In addition, a communication command code algorithm was designed to ensure the security and integrity of data transmission in this study. Results of experiments in vitro showed that current detection of the device worked effectively. A 5-hour monitoring of blood glucose level in vivo showed that the device could continuously monitor blood glucose in real time. The relative error of monitoring results of the designed device ranged from 2.22% to 7.17% when comparing to a portable blood meter.
Exploratory Study for Continuous-time Parameter Estimation of Ankle Dynamics
Kukreja, Sunil L.; Boyle, Richard D.
2014-01-01
Recently, a parallel pathway model to describe ankle dynamics was proposed. This model provides a relationship between ankle angle and net ankle torque as the sum of a linear and nonlinear contribution. A technique to identify parameters of this model in discrete-time has been developed. However, these parameters are a nonlinear combination of the continuous-time physiology, making insight into the underlying physiology impossible. The stable and accurate estimation of continuous-time parameters is critical for accurate disease modeling, clinical diagnosis, robotic control strategies, development of optimal exercise protocols for longterm space exploration, sports medicine, etc. This paper explores the development of a system identification technique to estimate the continuous-time parameters of ankle dynamics. The effectiveness of this approach is assessed via simulation of a continuous-time model of ankle dynamics with typical parameters found in clinical studies. The results show that although this technique improves estimates, it does not provide robust estimates of continuous-time parameters of ankle dynamics. Due to this we conclude that alternative modeling strategies and more advanced estimation techniques be considered for future work.
Toward Continuous GPS Carrier-Phase Time Transfer: Eliminating the Time Discontinuity at an Anomaly.
Yao, Jian; Levine, Judah; Weiss, Marc
2015-01-01
The wide application of Global Positioning System (GPS) carrier-phase (CP) time transfer is limited by the problem of boundary discontinuity (BD). The discontinuity has two categories. One is "day boundary discontinuity," which has been studied extensively and can be solved by multiple methods [1-8]. The other category of discontinuity, called "anomaly boundary discontinuity (anomaly-BD)," comes from a GPS data anomaly. The anomaly can be a data gap (i.e., missing data), a GPS measurement error (i.e., bad data), or a cycle slip. Initial study of the anomaly-BD shows that we can fix the discontinuity if the anomaly lasts no more than 20 min, using the polynomial curve-fitting strategy to repair the anomaly [9]. However, sometimes, the data anomaly lasts longer than 20 min. Thus, a better curve-fitting strategy is in need. Besides, a cycle slip, as another type of data anomaly, can occur and lead to an anomaly-BD. To solve these problems, this paper proposes a new strategy, i.e., the satellite-clock-aided curve fitting strategy with the function of cycle slip detection. Basically, this new strategy applies the satellite clock correction to the GPS data. After that, we do the polynomial curve fitting for the code and phase data, as before. Our study shows that the phase-data residual is only ~3 mm for all GPS satellites. The new strategy also detects and finds the number of cycle slips by searching the minimum curve-fitting residual. Extensive examples show that this new strategy enables us to repair up to a 40-min GPS data anomaly, regardless of whether the anomaly is due to a data gap, a cycle slip, or a combination of the two. We also find that interference of the GPS signal, known as "jamming", can possibly lead to a time-transfer error, and that this new strategy can compensate for jamming outages. Thus, the new strategy can eliminate the impact of jamming on time transfer. As a whole, we greatly improve the robustness of the GPS CP time transfer.
STATISTICAL ANALYSIS OF NOTATIONAL AFL DATA USING CONTINUOUS TIME MARKOV CHAINS
Directory of Open Access Journals (Sweden)
Denny Meyer
2006-12-01
Full Text Available Animal biologists commonly use continuous time Markov chain models to describe patterns of animal behaviour. In this paper we consider the use of these models for describing AFL football. In particular we test the assumptions for continuous time Markov chain models (CTMCs, with time, distance and speed values associated with each transition. Using a simple event categorisation it is found that a semi-Markov chain model is appropriate for this data. This validates the use of Markov Chains for future studies in which the outcomes of AFL matches are simulated
Measurement of average continuous-time structure of a bond and ...
African Journals Online (AJOL)
The expected continuous-time structure of a bond and bond's interest rate risk in an investment settings was studied. We determined the expected number of years an investor or manager will wait until the stock comes to maturity. The expected principal amount to be paid back per stock at time 't' was determined, while ...
Lyapunov stability robust analysis and robustness design for linear continuous-time systems
Luo, J.S.; Johnson, A.; Bosch, van den P.P.J.
1995-01-01
The linear continuous-time systems to be discussed are described by state space models with structured time-varying uncertainties. First, the explicit maximal perturbation bound for maintaining quadratic Lyapunov stability of the closed-loop systems is presented. Then, a robust design method is
Continuous-time random walk as a guide to fractional Schroedinger equation
International Nuclear Information System (INIS)
Lenzi, E. K.; Ribeiro, H. V.; Mukai, H.; Mendes, R. S.
2010-01-01
We argue that the continuous-time random walk approach may be a useful guide to extend the Schroedinger equation in order to incorporate nonlocal effects, avoiding the inconsistencies raised by Jeng et al. [J. Math. Phys. 51, 062102 (2010)]. As an application, we work out a free particle in a half space, obtaining the time dependent solution by considering an arbitrary initial condition.
Robust model predictive control for constrained continuous-time nonlinear systems
Sun, Tairen; Pan, Yongping; Zhang, Jun; Yu, Haoyong
2018-02-01
In this paper, a robust model predictive control (MPC) is designed for a class of constrained continuous-time nonlinear systems with bounded additive disturbances. The robust MPC consists of a nonlinear feedback control and a continuous-time model-based dual-mode MPC. The nonlinear feedback control guarantees the actual trajectory being contained in a tube centred at the nominal trajectory. The dual-mode MPC is designed to ensure asymptotic convergence of the nominal trajectory to zero. This paper extends current results on discrete-time model-based tube MPC and linear system model-based tube MPC to continuous-time nonlinear model-based tube MPC. The feasibility and robustness of the proposed robust MPC have been demonstrated by theoretical analysis and applications to a cart-damper springer system and a one-link robot manipulator.
Directory of Open Access Journals (Sweden)
Tao Wang
2013-01-01
Full Text Available To obtain reliable transient auditory evoked potentials (AEPs from EEGs recorded using high stimulus rate (HSR paradigm, it is critical to design the stimulus sequences of appropriate frequency properties. Traditionally, the individual stimulus events in a stimulus sequence occur only at discrete time points dependent on the sampling frequency of the recording system and the duration of stimulus sequence. This dependency likely causes the implementation of suboptimal stimulus sequences, sacrificing the reliability of resulting AEPs. In this paper, we explicate the use of continuous-time stimulus sequence for HSR paradigm, which is independent of the discrete electroencephalogram (EEG recording system. We employ simulation studies to examine the applicability of the continuous-time stimulus sequences and the impacts of sampling frequency on AEPs in traditional studies using discrete-time design. Results from these studies show that the continuous-time sequences can offer better frequency properties and improve the reliability of recovered AEPs. Furthermore, we find that the errors in the recovered AEPs depend critically on the sampling frequencies of experimental systems, and their relationship can be fitted using a reciprocal function. As such, our study contributes to the literature by demonstrating the applicability and advantages of continuous-time stimulus sequences for HSR paradigm and by revealing the relationship between the reliability of AEPs and sampling frequencies of the experimental systems when discrete-time stimulus sequences are used in traditional manner for the HSR paradigm.
Local and global dynamics of Ramsey model: From continuous to discrete time.
Guzowska, Malgorzata; Michetti, Elisabetta
2018-05-01
The choice of time as a discrete or continuous variable may radically affect equilibrium stability in an endogenous growth model with durable consumption. In the continuous-time Ramsey model [F. P. Ramsey, Econ. J. 38(152), 543-559 (1928)], the steady state is locally saddle-path stable with monotonic convergence. However, in the discrete-time version, the steady state may be unstable or saddle-path stable with monotonic or oscillatory convergence or periodic solutions [see R.-A. Dana et al., Handbook on Optimal Growth 1 (Springer, 2006) and G. Sorger, Working Paper No. 1505 (2015)]. When this occurs, the discrete-time counterpart of the continuous-time model is not consistent with the initial framework. In order to obtain a discrete-time Ramsey model preserving the main properties of the continuous-time counterpart, we use a general backward and forward discretisation as initially proposed by Bosi and Ragot [Theor. Econ. Lett. 2(1), 10-15 (2012)]. The main result of the study here presented is that, with this hybrid discretisation method, fixed points and local dynamics do not change. For what it concerns global dynamics, i.e., long-run behavior for initial conditions taken on the state space, we mainly perform numerical analysis with the main scope of comparing both qualitative and quantitative evolution of the two systems, also varying some parameters of interest.
Anomalous transport in tokamaks
International Nuclear Information System (INIS)
Wootton, A.J.
1989-01-01
A review is presented of what is known about anomalous transport in tokamaks. It is generally thought that this anomalous transport is the result of fluctuations in various plasma parameters. In the plasma edge detailed measurements of the quantities required to directly determine the fluctuation driven fluxes are available. The total flux of particles is well explained by the measured electrostatic fluctuation driven flux. However, a satisfactory model to explain the origin of the fluctuations has not been identified. The processes responsible for determining the edge energy flux are less clear, but electrostatic convection plays an important part. In the confinement region experimental observations are presently restricted to measurements of density and potential fluctuations and their correlations. The characteristics of the measured fluctuations are discussed and compared with the predictions of various models. Comparisons between measured particle, electron heat and ion heat fluxes, and those fluxes predicted to result from the measured fluctuations, are made. Magnetic fluctuations is discussed
International Nuclear Information System (INIS)
Karmanov, V.A.
1983-01-01
Experimental data are given, the status of anomalon problem is discussed, theoretical approaches to this problem are outlined. Anomalons are exotic objects formed following fragmentation of nuclei-targets under the effect of nuclei - a beam at the energy of several GeV/nucleon. These nuclear fragments have an anomalously large cross section of interaction and respectively, small free path, considerably shorter than primary nuclei have. The experimental daa are obtained in accelerators following irradiation of nuclear emulsions by 16 O, 56 Fe, 40 Ar beams, as well as propane by 12 C beams. The experimental data testify to dependence of fragment free path on the distance L from the point of the fragment formation. A decrease in the fragment free path is established more reliably than its dependence on L. The problem of the anomalon existence cannot be yet considered resolved. Theoretical models suggested for explanation of anomalously large cross sections of nuclear fragment interaction are variable and rather speculative
Anomalous high-frequency wave activity flux preceding anomalous changes in the Northern polar jet
Nakamura, Mototaka; Kadota, Minoru; Yamane, Shozo
2010-05-01
Anomalous forcing by quasi-geostrophic (QG) waves has been reported as an important forcing factor in the Northern Annular Mode (NAM) in recent literatures. In order to shed a light on the dynamics of the NAM from a different angle, we have examined anomalous behavior of the winter jets in the upper troposphere and stratosphere by focusing our diagnosis on not the anomalous geopotential height (Z) itself, but on the anomalous change in the Z (dZ) between two successive months and preceding transient QG wave activity flux during the cold season. We calculated EOFs of dZ between two successive months at 150hPa for a 46-year period, from 1958 to 2003, using the monthly mean NCEP reanalysis data. We then formed anomaly composites of changes in Z and the zonal velocity (U), as well as the preceding and following wave activity flux, Z, U, and temperature at various heights, for both positive and negative phases of the first EOF. For the wave forcing fields, we adopted the diagnostic system for the three-dimensional QG transient wave activity flux in the zonally-varying three-dimensional mean flow developed by Plumb (1986) with a slight modification in its application to the data. Our choice of the Plumb86 is based on the fact that the winter mean flow in the Northern Hemisphere is characterized by noticeable zonal asymmetry, and has a symbiotic relationship with waves in the extra-tropics. The Plumb86 flux was calculated for high-frequency (period of 2 to 7 days) and low-frequency (period of 10 to 20 days) waves with the ultra-low-frequency (period of 30 days or longer) flow as the reference state for each time frame of the 6 hourly NCEP reanalysis data from 1958 to 2003. By replacing the mean flow with the ultra-low-frequency flow in the application of the Plumb86 formula, the flux fields were calculated as time series at 6 hour intervals. The time series of the wave activity flux was then averaged for each month. The patterns of composited anomalous dZ and dU clearly
Anomalous transport in toroidal plasmas
International Nuclear Information System (INIS)
Punjabi, A.
1989-12-01
When the magnetic moment of particle is conserved, there are three mechanisms which cause anomalous transport. These are: variation of magnetic field strength in flux surface, variation of electrostatic potential in flux surface, and destruction of flux surface. The anomalous transport of different groups of particles resulting from each of these mechanisms is different. This fact can be exploited to determine the cause of transport operative in an experimental situation. This approach can give far more information on the transport than the standard confinement time measurements. To implement this approach, we have developed Monte Carlo codes for toroidal geometries. The equations of motion are developed in a set of non-canonical, practical Boozer co-ordinates by means of Jacobian transformations of the particle drift Hamiltonian equations of motion. Effects of collisions are included by appropriate stochastic changes in the constants of motion. Effects of the loop voltage on particle motions are also included. We plan to apply our method to study two problems: the problem of the hot electron tail observed in edge region of ZT-40, and the energy confinement time in TOKAPOLE II. For the ZT-40 problem three situations will be considered: a single mode in the core, a stochastic region that covers half the minor radius, a stochastic region that covers the entire plasma. A turbulent spectrum of perturbations based on the experimental data of TOKAPOLE II will be developed. This will be used to simulate electron transport resulting from ideal instabilities and resistive instabilities in TOKAPOLE II
Generalization bounds of ERM-based learning processes for continuous-time Markov chains.
Zhang, Chao; Tao, Dacheng
2012-12-01
Many existing results on statistical learning theory are based on the assumption that samples are independently and identically distributed (i.i.d.). However, the assumption of i.i.d. samples is not suitable for practical application to problems in which samples are time dependent. In this paper, we are mainly concerned with the empirical risk minimization (ERM) based learning process for time-dependent samples drawn from a continuous-time Markov chain. This learning process covers many kinds of practical applications, e.g., the prediction for a time series and the estimation of channel state information. Thus, it is significant to study its theoretical properties including the generalization bound, the asymptotic convergence, and the rate of convergence. It is noteworthy that, since samples are time dependent in this learning process, the concerns of this paper cannot (at least straightforwardly) be addressed by existing methods developed under the sample i.i.d. assumption. We first develop a deviation inequality for a sequence of time-dependent samples drawn from a continuous-time Markov chain and present a symmetrization inequality for such a sequence. By using the resultant deviation inequality and symmetrization inequality, we then obtain the generalization bounds of the ERM-based learning process for time-dependent samples drawn from a continuous-time Markov chain. Finally, based on the resultant generalization bounds, we analyze the asymptotic convergence and the rate of convergence of the learning process.
Optimization of Modulator and Circuits for Low Power Continuous-Time Delta-Sigma ADC
DEFF Research Database (Denmark)
Marker-Villumsen, Niels; Bruun, Erik
2014-01-01
This paper presents a new optimization method for achieving a minimum current consumption in a continuous-time Delta-Sigma analog-to-digital converter (ADC). The method is applied to a continuous-time modulator realised with active-RC integrators and with a folded-cascode operational transconduc...... levels are swept. Based on the results of the circuit analysis, for each modulator combination the summed current consumption of the 1st integrator and quantizer of the ADC is determined. By also sweeping the partitioning of the noise power for the different circuit parts, the optimum modulator...
Aristizábal, Natalia; Ramírez, Alex; Hincapié-García, Jaime; Laiton, Estefany; Aristizábal, Carolina; Cuesta, Diana; Monsalve, Claudia; Hincapié, Gloria; Zapata, Eliana; Abad, Verónica; Delgado, Maria-Rocio; Torres, José-Luis; Palacio, Andrés; Botero, José
2015-11-01
To describe baseline characteristics of diabetic patients who were started on insulin pump and real time continuous glucose monitor (CSII-rtCGM) in a specialized center in Medellin, Colombia. All patients with diabetes with complete data who were started on CSII-rtCGM between February 2010 and May 2014 were included. This is a descriptive analysis of the sociodemographic and clinical characteristics. 141 of 174 patients attending the clinic were included. 90,1% had type 1diabetes (T1D). The average age of T1D patients at the beginning of therapy was 31,4 years (SD 14,1). 75.8% of patients had normal weight (BMI30). The median duration of T1D was 13 years (P25-P75=10.7-22.0). 14,2% of the patients were admitted at least once in the year preceding the start of CSII-rtCGM because of diabetes related complications. Mean A1c was 8.6%±1.46%. The main reasons for starting CSII-rtCGM were: poor glycemic control (50.2%); frequent hypoglycemia, nocturnal hypoglycemia, hypoglycemia related to exercise, asymptomatic hypoglycemia (30.2%); severe hypoglycemia (16.44%) and dawn phenomena (3.1%). Baseline characteristics of patients included in this study who were started on CSII-rtCGM are similar to those reported in the literature. The Clinic starts CSII-rtCGM mainly in T1D patients with poor glycemic control, frequent or severe hypoglycemia despite being on basal/bolus therapy. Copyright © 2015 SEEN. Published by Elsevier España, S.L.U. All rights reserved.
Energy Technology Data Exchange (ETDEWEB)
Okumura, M; Onishi, H; Yamada, S; Machida, M, E-mail: okumura@riken.j
2010-11-01
We study non-equilibrium properties of one-dimensional Hubbard model by the density-matrix renormalization-group method. First, we demonstrate stability of 'doublon', which characterized by double occupation on a site due to the integrability of the model. Next, we present a kind of anomalous transport caused by the doublons created under strong non-equilibrium conditions in an optical lattice system regarded as an ideal testbed to investigate fundamental properties of the Hubbard model. Finally, we give a result on development of the pair correlation function in a strong non-equilibrium condition. This can be understood as a development of coherence among many excited doublons.
Development of anomalous detection using movie prediction
International Nuclear Information System (INIS)
Sakakibara, Yoji; Demachi, Kazuyuki; Kawai, Masaki; Chhatluli, Ritu; Kamiaka, Kazuma
2012-01-01
In this research, the new method to predict the near-future of the movie images captured by video camera based on the combination of the Principle Component Analysis (PCA) and the Singular Spectral Analysis (SSA). In the normal condition of machines, the real-time captured movie is supposed to correspond to the predicted one. If the error between the both becomes significantly large, it may suggest some anomalous motion of the machines. So the movie prediction method has a possibility of the sensitive anomalous detection system. (author)
Quantum cooling and squeezing of a levitating nanosphere via time-continuous measurements
Genoni, Marco G.; Zhang, Jinglei; Millen, James; Barker, Peter F.; Serafini, Alessio
2015-07-01
With the purpose of controlling the steady state of a dielectric nanosphere levitated within an optical cavity, we study its conditional dynamics under simultaneous sideband cooling and additional time-continuous measurement of either the output cavity mode or the nanosphere’s position. We find that the average phonon number, purity and quantum squeezing of the steady-states can all be made more non-classical through the addition of time-continuous measurement. We predict that the continuous monitoring of the system, together with Markovian feedback, allows one to stabilize the dynamics for any value of the laser frequency driving the cavity. By considering state of the art values of the experimental parameters, we prove that one can in principle obtain a non-classical (squeezed) steady-state with an average phonon number {n}{ph}≈ 0.5.
Kinetic studies of anomalous transport
International Nuclear Information System (INIS)
Tang, W.M.
1990-11-01
Progress in achieving a physics-based understanding of anomalous transport in toroidal systems has come in large part from investigations based on the proposition that low frequency electrostatic microinstabilities are dominant in the bulk (''confinement'') region of these plasmas. Although the presence here of drift-type modes dependent on trapped particle and ion temperature gradient driven effects appears to be consistent with a number of important observed confinement trends, conventional estimates for these instabilities cannot account for the strong current (I p ) and /or q-scaling frequently found in empirically deduced global energy confinement times for auxiliary-heated discharges. The present paper deals with both linear and nonlinear physics features, ignored in simpler estimates, which could introduce an appreciable local dependence on current. It is also pointed out that while the thermal flux characteristics of drift modes have justifiably been the focus of experimental studies assessing their relevance, other transport properties associated with these microinstabilities should additionally be examined. Accordingly, the present paper provides estimates and discusses the significance of anomalous energy exchange between ions and electrons when fluctuations are present. 19 refs., 3 figs
Anomalous transport in toroidal plasmas
International Nuclear Information System (INIS)
Punjabi, A.
1991-01-01
We have developed a Monte Carlo method to estimate the transport of different groups of particles for plasmas in toroidal geometries. This method can determine the important transport mechanisms driving the anomalous transport by comparing the numerical results with the experimental data. The important groups of particles whose transport can be estimated by this method include runaway electrons, thermal electrons, both passing and trapped diagnostic beam ions etc. The three basic mechanisms driving the anomalous transport are: spatial variation of magnetic field strength, spatial variation of electrostatic potential within the flux surfaces, and the loss of flux surfaces. The equation of motion are obtained from the drift hamiltonian. The equations of motion are developed in the canonical and in the non-canonical, practical co-ordinates as well. The effects of collisions are represented by appropriate stochastic changes in the constants of motion at each time-step. Here we present the results of application of this method to three cases: superathermal alphas in the rippled field of tokamaks, motion in the magnetic turbulence of takapole II, and transport in the stochastic fields of ZT40. This work is supported by DOE OFE and ORAU HBCU program
Continuous-Time Random Walk with multi-step memory: an application to market dynamics
Gubiec, Tomasz; Kutner, Ryszard
2017-11-01
An extended version of the Continuous-Time Random Walk (CTRW) model with memory is herein developed. This memory involves the dependence between arbitrary number of successive jumps of the process while waiting times between jumps are considered as i.i.d. random variables. This dependence was established analyzing empirical histograms for the stochastic process of a single share price on a market within the high frequency time scale. Then, it was justified theoretically by considering bid-ask bounce mechanism containing some delay characteristic for any double-auction market. Our model appeared exactly analytically solvable. Therefore, it enables a direct comparison of its predictions with their empirical counterparts, for instance, with empirical velocity autocorrelation function. Thus, the present research significantly extends capabilities of the CTRW formalism. Contribution to the Topical Issue "Continuous Time Random Walk Still Trendy: Fifty-year History, Current State and Outlook", edited by Ryszard Kutner and Jaume Masoliver.
Wang, Jun; Liang, Jin-Rong; Lv, Long-Jin; Qiu, Wei-Yuan; Ren, Fu-Yao
2012-02-01
In this paper, we study the problem of continuous time option pricing with transaction costs by using the homogeneous subdiffusive fractional Brownian motion (HFBM) Z(t)=X(Sα(t)), 0transaction costs of replicating strategies. We also give the total transaction costs.
Bayesian inference and the analytic continuation of imaginary-time quantum Monte Carlo data
International Nuclear Information System (INIS)
Gubernatis, J.E.; Bonca, J.; Jarrell, M.
1995-01-01
We present brief description of how methods of Bayesian inference are used to obtain real frequency information by the analytic continuation of imaginary-time quantum Monte Carlo data. We present the procedure we used, which is due to R. K. Bryan, and summarize several bottleneck issues
Directory of Open Access Journals (Sweden)
Wilson S
2015-01-01
Full Text Available Scott Wilson,1,2 Andrea Bowyer,3 Stephen B Harrap4 1Department of Renal Medicine, The Alfred Hospital, 2Baker IDI, Melbourne, 3Department of Anaesthesia, Royal Melbourne Hospital, 4University of Melbourne, Parkville, VIC, Australia Abstract: The clinical characterization of cardiovascular dynamics during hemodialysis (HD has important pathophysiological implications in terms of diagnostic, cardiovascular risk assessment, and treatment efficacy perspectives. Currently the diagnosis of significant intradialytic systolic blood pressure (SBP changes among HD patients is imprecise and opportunistic, reliant upon the presence of hypotensive symptoms in conjunction with coincident but isolated noninvasive brachial cuff blood pressure (NIBP readings. Considering hemodynamic variables as a time series makes a continuous recording approach more desirable than intermittent measures; however, in the clinical environment, the data signal is susceptible to corruption due to both impulsive and Gaussian-type noise. Signal preprocessing is an attractive solution to this problem. Prospectively collected continuous noninvasive SBP data over the short-break intradialytic period in ten patients was preprocessed using a novel median hybrid filter (MHF algorithm and compared with 50 time-coincident pairs of intradialytic NIBP measures from routine HD practice. The median hybrid preprocessing technique for continuously acquired cardiovascular data yielded a dynamic regression without significant noise and artifact, suitable for high-level profiling of time-dependent SBP behavior. Signal accuracy is highly comparable with standard NIBP measurement, with the added clinical benefit of dynamic real-time hemodynamic information. Keywords: continuous monitoring, blood pressure
A sixth-order continuous-time bandpass sigma-delta modulator for digital radio IF
Engelen, van J.A.E.P.; Plassche, van de R.J.; Stikvoort, E.F.; Venes, A.G.W.
1999-01-01
This paper presents a sixth-order continuous-time bandpass sigma-delta modulator (SDM) for analog-to-digital conversion of intermediate-frequency signals. An important aspect in the design of this SDM is the stability analysis using the describing function method. The key to the analysis is the
DEFF Research Database (Denmark)
Lauridsen, Mette Munk; Grønbæk, Henning; Næser, Esben
2012-01-01
Abstract Minimal hepatic encephalopathy (MHE) is a metabolic brain disorder occurring in patients with liver cirrhosis. MHE lessens a patient's quality of life, but is treatable when identified. The continuous reaction times (CRT) method is used in screening for MHE. Gender and age effects...
Computing continuous-time Markov chains as transformers of unbounded observables
DEFF Research Database (Denmark)
Danos, Vincent; Heindel, Tobias; Garnier, Ilias
2017-01-01
The paper studies continuous-time Markov chains (CTMCs) as transformers of real-valued functions on their state space, considered as generalised predicates and called observables. Markov chains are assumed to take values in a countable state space S; observables f: S → ℝ may be unbounded...
Continuous performance test assessed with time-domain functional near infrared spectroscopy
Torricelli, Alessandro; Contini, Davide; Spinelli, Lorenzo; Caffini, Matteo; Butti, Michele; Baselli, Giuseppe; Bianchi, Anna M.; Bardoni, Alessandra; Cerutti, Sergio; Cubeddu, Rinaldo
2007-07-01
A time-domain fNIRS multichannel system was used in a sustained attention protocol (continuous performance test) to study activation of the prefrontal cortex. Preliminary results on volounteers show significant activation (decrease in deoxy-hemoglobin and increase in oxy-hemoglobin) in both left and right prefrontal cortex.
Exploring Continuity of Care in Patients with Alcohol Use Disorders Using Time-Variant Measures
S.C. de Vries (Sjoerd); A.I. Wierdsma (André)
2008-01-01
textabstractBackground/Aims: We used time-variant measures of continuity of care to study fluctuations in long-term treatment use by patients with alcohol-related disorders. Methods: Data on service use were extracted from the Psychiatric Case Register for the Rotterdam Region, The Netherlands.
Continuous relaxation time spectrum of α-process in glass-like B2O3
International Nuclear Information System (INIS)
Bartenev, G.M.; Lomovskij, V.A.
1991-01-01
α-process of relaxation of glass-like B 2 O 3 was investigated in a wide temperature range. Continuous spectrum of relaxation times H(τ) for this process was constructed, using data of dynamic methods of investigation. It is shown that increase of temperature of α-process investigation leads to change of glass-like BaO 3 structure in such a way, that H(τ) spectrum tends to the maxwell one with a unit relaxation time
Measuring patient-centered medical home access and continuity in clinics with part-time clinicians.
Rosland, Ann-Marie; Krein, Sarah L; Kim, Hyunglin Myra; Greenstone, Clinton L; Tremblay, Adam; Ratz, David; Saffar, Darcy; Kerr, Eve A
2015-05-01
Common patient-centered medical home (PCMH) performance measures value access to a single primary care provider (PCP), which may have unintended consequences for clinics that rely on part-time PCPs and team-based care. Retrospective analysis of 110,454 primary care visits from 2 Veterans Health Administration clinics from 2010 to 2012. Multi-level models examined associations between PCP availability in clinic, and performance on access and continuity measures. Patient experiences with access and continuity were compared using 2012 patient survey data (N = 2881). Patients of PCPs with fewer half-day clinic sessions per week were significantly less likely to get a requested same-day appointment with their usual PCP (predicted probability 17% for PCPs with 2 sessions/week, 20% for 5 sessions/week, and 26% for 10 sessions/week). Among requests that did not result in a same-day appointment with the usual PCP, there were no significant differences in same-day access to a different PCP, or access within 2 to 7 days with patients' usual PCP. Overall, patients had >92% continuity with their usual PCP at the hospital-based site regardless of PCP sessions/week. Patients of full-time PCPs reported timely appointments for urgent needs more often than patients of part-time PCPs (82% vs 71%; P Part-time PCP performance appeared worse when using measures focused on same-day access to patients' usual PCP. However, clinic-level same-day access, same-week access to the usual PCP, and overall continuity were similar for patients of part-time and full-time PCPs. Measures of in-person access to a usual PCP do not capture alternate access approaches encouraged by PCMH, and often used by part-time providers, such as team-based or non-face-to-face care.
Global stabilization of linear continuous time-varying systems with bounded controls
International Nuclear Information System (INIS)
Phat, V.N.
2004-08-01
This paper deals with the problem of global stabilization of a class of linear continuous time-varying systems with bounded controls. Based on the controllability of the nominal system, a sufficient condition for the global stabilizability is proposed without solving any Riccati differential equation. Moreover, we give sufficient conditions for the robust stabilizability of perturbation/uncertain linear time-varying systems with bounded controls. (author)
Energy Technology Data Exchange (ETDEWEB)
Bartosch, T. [Erlanger-Nuernberg Univ., Erlanger (Germany). Lehrstul fuer Nachrichtentechnik I; Seidl, D. [Seismologisches Zentralobservatorium Graefenberg, Erlanegen (Greece). Bundesanstalt fuer Geiwissenschaften und Rohstoffe
1999-06-01
Among a variety of spectrogram methods short-time Fourier transform (STFT) and continuous wavelet transform (CWT) were selected to analyse transients in non-stationary signals. Depending on the properties of the tremor signals from the volcanos Mt. Stromboli, Mt. Semeru and Mt. Pinatubo were analyzed using both methods. The CWT can also be used to extend the definition of coherency into a time-varying coherency spectrogram. An example is given using array data from the volcano Mt. Stromboli (Italy).
Period, epoch, and prediction errors of ephemerides from continuous sets of timing measurements
Deeg, H. J.
2015-06-01
Space missions such as Kepler and CoRoT have led to large numbers of eclipse or transit measurements in nearly continuous time series. This paper shows how to obtain the period error in such measurements from a basic linear least-squares fit, and how to correctly derive the timing error in the prediction of future transit or eclipse events. Assuming strict periodicity, a formula for the period error of these time series is derived, σP = σT (12 / (N3-N))1 / 2, where σP is the period error, σT the timing error of a single measurement, and N the number of measurements. Compared to the iterative method for period error estimation by Mighell & Plavchan (2013), this much simpler formula leads to smaller period errors, whose correctness has been verified through simulations. For the prediction of times of future periodic events, usual linear ephemeris were epoch errors are quoted for the first time measurement, are prone to an overestimation of the error of that prediction. This may be avoided by a correction for the duration of the time series. An alternative is the derivation of ephemerides whose reference epoch and epoch error are given for the centre of the time series. For long continuous or near-continuous time series whose acquisition is completed, such central epochs should be the preferred way for the quotation of linear ephemerides. While this work was motivated from the analysis of eclipse timing measures in space-based light curves, it should be applicable to any other problem with an uninterrupted sequence of discrete timings for which the determination of a zero point, of a constant period and of the associated errors is needed.
Detectability of Granger causality for subsampled continuous-time neurophysiological processes.
Barnett, Lionel; Seth, Anil K
2017-01-01
Granger causality is well established within the neurosciences for inference of directed functional connectivity from neurophysiological data. These data usually consist of time series which subsample a continuous-time biophysiological process. While it is well known that subsampling can lead to imputation of spurious causal connections where none exist, less is known about the effects of subsampling on the ability to reliably detect causal connections which do exist. We present a theoretical analysis of the effects of subsampling on Granger-causal inference. Neurophysiological processes typically feature signal propagation delays on multiple time scales; accordingly, we base our analysis on a distributed-lag, continuous-time stochastic model, and consider Granger causality in continuous time at finite prediction horizons. Via exact analytical solutions, we identify relationships among sampling frequency, underlying causal time scales and detectability of causalities. We reveal complex interactions between the time scale(s) of neural signal propagation and sampling frequency. We demonstrate that detectability decays exponentially as the sample time interval increases beyond causal delay times, identify detectability "black spots" and "sweet spots", and show that downsampling may potentially improve detectability. We also demonstrate that the invariance of Granger causality under causal, invertible filtering fails at finite prediction horizons, with particular implications for inference of Granger causality from fMRI data. Our analysis emphasises that sampling rates for causal analysis of neurophysiological time series should be informed by domain-specific time scales, and that state-space modelling should be preferred to purely autoregressive modelling. On the basis of a very general model that captures the structure of neurophysiological processes, we are able to help identify confounds, and offer practical insights, for successful detection of causal connectivity
Energy Technology Data Exchange (ETDEWEB)
Salimi, S; Radgohar, R, E-mail: shsalimi@uok.ac.i, E-mail: r.radgohar@uok.ac.i [Faculty of Science, Department of Physics, University of Kurdistan, Pasdaran Ave, Sanandaj (Iran, Islamic Republic of)
2010-01-28
In this paper, we consider decoherence in continuous-time quantum walks on long-range interacting cycles (LRICs), which are the extensions of the cycle graphs. For this purpose, we use Gurvitz's model and assume that every node is monitored by the corresponding point-contact induced by the decoherence process. Then, we focus on large rates of decoherence and calculate the probability distribution analytically and obtain the lower and upper bounds of the mixing time. Our results prove that the mixing time is proportional to the rate of decoherence and the inverse of the square of the distance parameter (m). This shows that the mixing time decreases with increasing range of interaction. Also, what we obtain for m = 0 is in agreement with Fedichkin, Solenov and Tamon's results [48] for cycle, and we see that the mixing time of CTQWs on cycle improves with adding interacting edges.
Fluctuation relations for anomalous dynamics
International Nuclear Information System (INIS)
Chechkin, A V; Klages, R
2009-01-01
We consider work fluctuation relations (FRs) for generic types of dynamics generating anomalous diffusion: Lévy flights, long-correlated Gaussian processes and time-fractional kinetics. By combining Langevin and kinetic approaches we calculate the probability distributions of mechanical and thermodynamical work in two paradigmatic nonequilibrium situations, respectively: a particle subject to a constant force and a particle in a harmonic potential dragged by a constant force. We check the transient FR for two models exhibiting superdiffusion, where a fluctuation-dissipation relation does not exist, and for two other models displaying subdiffusion, where there is a fluctuation-dissipation relation. In the two former cases the conventional transient FR is not recovered, whereas in the latter two it holds either exactly or in the long-time limit. (letter)
Learning of temporal motor patterns: An analysis of continuous vs. reset timing
Directory of Open Access Journals (Sweden)
Rodrigo eLaje
2011-10-01
Full Text Available Our ability to generate well-timed sequences of movements is critical to an array of behaviors, including the ability to play a musical instrument or a video game. Here we address two questions relating to timing with the goal of better understanding the neural mechanisms underlying temporal processing. First, how does accuracy and variance change over the course of learning of complex spatiotemporal patterns? Second, is the timing of sequential responses most consistent with starting and stopping an internal timer at each interval or with continuous timing?To address these questions we used a psychophysical task in which subjects learned to reproduce a sequence of finger taps in the correct order and at the correct times—much like playing a melody at the piano. This task allowed us to calculate the variance of the responses at different time points using data from the same trials. Our results show that while standard Weber’s law is clearly violated, variance does increase as a function of time squared, as expected according to the generalized form of Weber’s law—which separates the source of variance into time-dependent and time-independent components. Over the course of learning, both the time-independent variance and the coefficient of the time-dependent term decrease. Our analyses also suggest that timing of sequential events does not rely on the resetting of an internal timer at each event.We describe and interpret our results in the context of computer simulations that capture some of our psychophysical findings. Specifically, we show that continuous timing, as opposed to reset timing, is expected from population clock models in which timing emerges from the internal dynamics of recurrent neural networks.
Smartphone-based Continuous Blood Pressure Measurement Using Pulse Transit Time.
Gholamhosseini, Hamid; Meintjes, Andries; Baig, Mirza; Linden, Maria
2016-01-01
The increasing availability of low cost and easy to use personalized medical monitoring devices has opened the door for new and innovative methods of health monitoring to emerge. Cuff-less and continuous methods of measuring blood pressure are particularly attractive as blood pressure is one of the most important measurements of long term cardiovascular health. Current methods of noninvasive blood pressure measurement are based on inflation and deflation of a cuff with some effects on arteries where blood pressure is being measured. This inflation can also cause patient discomfort and alter the measurement results. In this work, a mobile application was developed to collate the PhotoPlethysmoGramm (PPG) waveform provided by a pulse oximeter and the electrocardiogram (ECG) for calculating the pulse transit time. This information is then indirectly related to the user's systolic blood pressure. The developed application successfully connects to the PPG and ECG monitoring devices using Bluetooth wireless connection and stores the data onto an online server. The pulse transit time is estimated in real time and the user's systolic blood pressure can be estimated after the system has been calibrated. The synchronization between the two devices was found to pose a challenge to this method of continuous blood pressure monitoring. However, the implemented continuous blood pressure monitoring system effectively serves as a proof of concept. This combined with the massive benefits that an accurate and robust continuous blood pressure monitoring system would provide indicates that it is certainly worthwhile to further develop this system.
Park, K. C.; Belvin, W. Keith
1990-01-01
A general form for the first-order representation of the continuous second-order linear structural-dynamics equations is introduced to derive a corresponding form of first-order continuous Kalman filtering equations. Time integration of the resulting equations is carried out via a set of linear multistep integration formulas. It is shown that a judicious combined selection of computational paths and the undetermined matrices introduced in the general form of the first-order linear structural systems leads to a class of second-order discrete Kalman filtering equations involving only symmetric sparse N x N solution matrices.
Summary statistics for end-point conditioned continuous-time Markov chains
DEFF Research Database (Denmark)
Hobolth, Asger; Jensen, Jens Ledet
Continuous-time Markov chains are a widely used modelling tool. Applications include DNA sequence evolution, ion channel gating behavior and mathematical finance. We consider the problem of calculating properties of summary statistics (e.g. mean time spent in a state, mean number of jumps between...... two states and the distribution of the total number of jumps) for discretely observed continuous time Markov chains. Three alternative methods for calculating properties of summary statistics are described and the pros and cons of the methods are discussed. The methods are based on (i) an eigenvalue...... decomposition of the rate matrix, (ii) the uniformization method, and (iii) integrals of matrix exponentials. In particular we develop a framework that allows for analyses of rather general summary statistics using the uniformization method....
Optimal batch production strategies under continuous price decrease and time discounting
Directory of Open Access Journals (Sweden)
Mandal S.
2007-01-01
Full Text Available Single price discount in unit cost for bulk purchasing is quite common in reality as well as in inventory literature. However, in today's high-tech industries such as personal computers and mobile industries, continuous decrease in unit cost is a regular phenomenon. In the present paper, an attempt has been made to investigate the effects of continuous price decrease and time-value of money on optimal decisions for inventoried goods having time-dependent demand and production rates. The proposed models are developed over a finite time horizon considering both shortages and without shortages in inventory. Numerical examples are taken to illustrate the developed models and to examine the sensitivity of model parameters.
Directory of Open Access Journals (Sweden)
Songlin Wo
2018-01-01
Full Text Available Singular systems arise in a great deal of domains of engineering and can be used to solve problems which are more difficult and more extensive than regular systems to solve. Therefore, in this paper, the definition of finite-time robust H∞ control for uncertain linear continuous-time singular systems is presented. The problem we address is to design a robust state feedback controller which can deal with the singular system with time-varying norm-bounded exogenous disturbance, such that the singular system is finite-time robust bounded (FTRB with disturbance attenuation γ. Sufficient conditions for the existence of solutions to this problem are obtained in terms of linear matrix equalities (LMIs. When these LMIs are feasible, the desired robust controller is given. A detailed solving method is proposed for the restricted linear matrix inequalities. Finally, examples are given to show the validity of the methodology.
Continuous-Time Mean-Variance Portfolio Selection with Random Horizon
International Nuclear Information System (INIS)
Yu, Zhiyong
2013-01-01
This paper examines the continuous-time mean-variance optimal portfolio selection problem with random market parameters and random time horizon. Treating this problem as a linearly constrained stochastic linear-quadratic optimal control problem, I explicitly derive the efficient portfolios and efficient frontier in closed forms based on the solutions of two backward stochastic differential equations. Some related issues such as a minimum variance portfolio and a mutual fund theorem are also addressed. All the results are markedly different from those in the problem with deterministic exit time. A key part of my analysis involves proving the global solvability of a stochastic Riccati equation, which is interesting in its own right
Continuous-Time Mean-Variance Portfolio Selection with Random Horizon
Energy Technology Data Exchange (ETDEWEB)
Yu, Zhiyong, E-mail: yuzhiyong@sdu.edu.cn [Shandong University, School of Mathematics (China)
2013-12-15
This paper examines the continuous-time mean-variance optimal portfolio selection problem with random market parameters and random time horizon. Treating this problem as a linearly constrained stochastic linear-quadratic optimal control problem, I explicitly derive the efficient portfolios and efficient frontier in closed forms based on the solutions of two backward stochastic differential equations. Some related issues such as a minimum variance portfolio and a mutual fund theorem are also addressed. All the results are markedly different from those in the problem with deterministic exit time. A key part of my analysis involves proving the global solvability of a stochastic Riccati equation, which is interesting in its own right.
Continuous-variable quantum computing in optical time-frequency modes using quantum memories.
Humphreys, Peter C; Kolthammer, W Steven; Nunn, Joshua; Barbieri, Marco; Datta, Animesh; Walmsley, Ian A
2014-09-26
We develop a scheme for time-frequency encoded continuous-variable cluster-state quantum computing using quantum memories. In particular, we propose a method to produce, manipulate, and measure two-dimensional cluster states in a single spatial mode by exploiting the intrinsic time-frequency selectivity of Raman quantum memories. Time-frequency encoding enables the scheme to be extremely compact, requiring a number of memories that are a linear function of only the number of different frequencies in which the computational state is encoded, independent of its temporal duration. We therefore show that quantum memories can be a powerful component for scalable photonic quantum information processing architectures.
Bi-Criteria System Optimum Traffic Assignment in Networks With Continuous Value of Time
Directory of Open Access Journals (Sweden)
Xin Wang
2013-04-01
Full Text Available For an elastic demand transportation network with continuously distributed value of time, the system disutility can be measured either in time units or in cost units. The user equilibrium model and the system optimization model are each formulated in two different criteria. The conditions required for making the system optimum link flow pattern equivalent to the user equilibrium link flow pattern are derived. Furthermore, a bi-objective model has been developed which minimizes simultaneously the system travel time and the system travel cost. The existence of a pricing scheme with anonymous link tolls which can decentralize a Pareto system optimum into the user equilibrium has been investigated.
CONTINUITY OF THE MEANINGS AND FORMS OF PATRIOTISM IN THE CONTEXT OF SOCIAL TIME STUDY
Directory of Open Access Journals (Sweden)
Olga Valerjevna Kashirina
2017-06-01
Full Text Available Purpose. The work objective is to identify the focus of the meanings’ continuity and forms of patriotism in patriotic choice as the frame meaning of main life strategy that each civilized subject has- an individual, a social community of any size. The choice truthfulness is defined by presence of the meaning time continuity and approach of its structure to «the right rate». Methodology. The problem analysis is carried out on the basis of transdisciplinary dialectical and trialectical method of distinction and meaning-making with respect to intellectual technology of civilized and noospheric patriotism continuity. Results. The article regards to the continuity of meanings and forms of patriotism in the context of social time study and searches for the solution to the problem of patriotism in three lines: 1 as the problem of civilized patriotism of Great and Small Motherland, 2 as the problem of noospheric patriotism, 3 as the problem of the continuity of the meanings between them. It highlights the solution flexibility of patriotism problem that is related to the fact that social time study considers patriotism as the culture phenomenon that has the dialectical «nature of existence», and at the same time, it has three way model of civilized reality «existence» meanings – entirety of present, continuity of past and reasonability of future. The article says that the dynamic balance of meanings of civilized and noospheric patriotism in the identity culture of a civilized subject making the culture of his/her behavior and activity provides formation and stability of moral and spiritual immunity that appears by virtue of them in the semantic field of patriotism. Practical implications. The practical implication of the research is in its usability to work out courses on philosophy, culture philosophy, etc. Social time study theory can be realized in teaching practice of the new course unit «The basics of social time study» as a humanity
Astrand, Elaine
2018-06-01
Working memory (WM), crucial for successful behavioral performance in most of our everyday activities, holds a central role in goal-directed behavior. As task demands increase, inducing higher WM load, maintaining successful behavioral performance requires the brain to work at the higher end of its capacity. Because it is depending on both external and internal factors, individual WM load likely varies in a continuous fashion. The feasibility to extract such a continuous measure in time that correlates to behavioral performance during a working memory task remains unsolved. Multivariate pattern decoding was used to test whether a decoder constructed from two discrete levels of WM load can generalize to produce a continuous measure that predicts task performance. Specifically, a linear regression with L2-regularization was chosen with input features from EEG oscillatory activity recorded from healthy participants while performing the n-back task, [Formula: see text]. The feasibility to extract a continuous time-resolved measure that correlates positively to trial-by-trial working memory task performance is demonstrated (r = 0.47, p performance before action (r = 0.49, p < 0.05). We show that the extracted continuous measure enables to study the temporal dynamics of the complex activation pattern of WM encoding during the n-back task. Specifically, temporally precise contributions of different spectral features are observed which extends previous findings of traditional univariate approaches. These results constitute an important contribution towards a wide range of applications in the field of cognitive brain-machine interfaces. Monitoring mental processes related to attention and WM load to reduce the risk of committing errors in high-risk environments could potentially prevent many devastating consequences or using the continuous measure as neurofeedback opens up new possibilities to develop novel rehabilitation techniques for
A new continuous-time formulation for scheduling crude oil operations
International Nuclear Information System (INIS)
Reddy, P. Chandra Prakash; Karimi, I.A.; Srinivasan, R.
2004-01-01
In today's competitive business climate characterized by uncertain oil markets, responding effectively and speedily to market forces, while maintaining reliable operations, is crucial to a refinery's bottom line. Optimal crude oil scheduling enables cost reduction by using cheaper crudes intelligently, minimizing crude changeovers, and avoiding ship demurrage. So far, only discrete-time formulations have stood up to the challenge of this important, nonlinear problem. A continuous-time formulation would portend numerous advantages, however, existing work in this area has just begun to scratch the surface. In this paper, we present the first complete continuous-time mixed integer linear programming (MILP) formulation for the short-term scheduling of operations in a refinery that receives crude from very large crude carriers via a high-volume single buoy mooring pipeline. This novel formulation accounts for real-world operational practices. We use an iterative algorithm to eliminate the crude composition discrepancy that has proven to be the Achilles heel for existing formulations. While it does not guarantee global optimality, the algorithm needs only MILP solutions and obtains excellent maximum-profit schedules for industrial problems with up to 7 days of scheduling horizon. We also report the first comparison of discrete- vs. continuous-time formulations for this complex problem. (Author)
Optimal control of nonlinear continuous-time systems in strict-feedback form.
Zargarzadeh, Hassan; Dierks, Travis; Jagannathan, Sarangapani
2015-10-01
This paper proposes a novel optimal tracking control scheme for nonlinear continuous-time systems in strict-feedback form with uncertain dynamics. The optimal tracking problem is transformed into an equivalent optimal regulation problem through a feedforward adaptive control input that is generated by modifying the standard backstepping technique. Subsequently, a neural network-based optimal control scheme is introduced to estimate the cost, or value function, over an infinite horizon for the resulting nonlinear continuous-time systems in affine form when the internal dynamics are unknown. The estimated cost function is then used to obtain the optimal feedback control input; therefore, the overall optimal control input for the nonlinear continuous-time system in strict-feedback form includes the feedforward plus the optimal feedback terms. It is shown that the estimated cost function minimizes the Hamilton-Jacobi-Bellman estimation error in a forward-in-time manner without using any value or policy iterations. Finally, optimal output feedback control is introduced through the design of a suitable observer. Lyapunov theory is utilized to show the overall stability of the proposed schemes without requiring an initial admissible controller. Simulation examples are provided to validate the theoretical results.
Wilson, Scott; Bowyer, Andrea; Harrap, Stephen B
2015-01-01
The clinical characterization of cardiovascular dynamics during hemodialysis (HD) has important pathophysiological implications in terms of diagnostic, cardiovascular risk assessment, and treatment efficacy perspectives. Currently the diagnosis of significant intradialytic systolic blood pressure (SBP) changes among HD patients is imprecise and opportunistic, reliant upon the presence of hypotensive symptoms in conjunction with coincident but isolated noninvasive brachial cuff blood pressure (NIBP) readings. Considering hemodynamic variables as a time series makes a continuous recording approach more desirable than intermittent measures; however, in the clinical environment, the data signal is susceptible to corruption due to both impulsive and Gaussian-type noise. Signal preprocessing is an attractive solution to this problem. Prospectively collected continuous noninvasive SBP data over the short-break intradialytic period in ten patients was preprocessed using a novel median hybrid filter (MHF) algorithm and compared with 50 time-coincident pairs of intradialytic NIBP measures from routine HD practice. The median hybrid preprocessing technique for continuously acquired cardiovascular data yielded a dynamic regression without significant noise and artifact, suitable for high-level profiling of time-dependent SBP behavior. Signal accuracy is highly comparable with standard NIBP measurement, with the added clinical benefit of dynamic real-time hemodynamic information.
Du, Yue; Clark, Jane E; Whitall, Jill
2017-05-01
Timing control, such as producing movements at a given rate or synchronizing movements to an external event, has been studied through a finger-tapping task where timing is measured at the initial contact between finger and tapping surface or the point when a key is pressed. However, the point of peak force is after the time registered at the tapping surface and thus is a less obvious but still an important event during finger tapping. Here, we compared the time at initial contact with the time at peak force as participants tapped their finger on a force sensor at a given rate after the metronome was turned off (continuation task) or in synchrony with the metronome (sensorimotor synchronization task). We found that, in the continuation task, timing was comparably accurate between initial contact and peak force. These two timing events also exhibited similar trial-by-trial statistical dependence (i.e., lag-one autocorrelation). However, the central clock variability was lower at the peak force than the initial contact. In the synchronization task, timing control at peak force appeared to be less variable and more accurate than that at initial contact. In addition to lower central clock variability, the mean SE magnitude at peak force (SEP) was around zero while SE at initial contact (SEC) was negative. Although SEC and SEP demonstrated the same trial-by-trial statistical dependence, we found that participants adjusted the time of tapping to correct SEP, but not SEC, toward zero. These results suggest that timing at peak force is a meaningful target of timing control, particularly in synchronization tapping. This result may explain the fact that SE at initial contact is typically negative as widely observed in the preexisting literature.
Sivak, David A; Chodera, John D; Crooks, Gavin E
2014-06-19
When simulating molecular systems using deterministic equations of motion (e.g., Newtonian dynamics), such equations are generally numerically integrated according to a well-developed set of algorithms that share commonly agreed-upon desirable properties. However, for stochastic equations of motion (e.g., Langevin dynamics), there is still broad disagreement over which integration algorithms are most appropriate. While multiple desiderata have been proposed throughout the literature, consensus on which criteria are important is absent, and no published integration scheme satisfies all desiderata simultaneously. Additional nontrivial complications stem from simulating systems driven out of equilibrium using existing stochastic integration schemes in conjunction with recently developed nonequilibrium fluctuation theorems. Here, we examine a family of discrete time integration schemes for Langevin dynamics, assessing how each member satisfies a variety of desiderata that have been enumerated in prior efforts to construct suitable Langevin integrators. We show that the incorporation of a novel time step rescaling in the deterministic updates of position and velocity can correct a number of dynamical defects in these integrators. Finally, we identify a particular splitting (related to the velocity Verlet discretization) that has essentially universally appropriate properties for the simulation of Langevin dynamics for molecular systems in equilibrium, nonequilibrium, and path sampling contexts.
Continuous-Time Classical and Quantum Random Walk on Direct Product of Cayley Graphs
International Nuclear Information System (INIS)
Salimi, S.; Jafarizadeh, M. A.
2009-01-01
In this paper we define direct product of graphs and give a recipe for obtaining probability of observing particle on vertices in the continuous-time classical and quantum random walk. In the recipe, the probability of observing particle on direct product of graph is obtained by multiplication of probability on the corresponding to sub-graphs, where this method is useful to determining probability of walk on complicated graphs. Using this method, we calculate the probability of continuous-time classical and quantum random walks on many of finite direct product Cayley graphs (complete cycle, complete K n , charter and n-cube). Also, we inquire that the classical state the stationary uniform distribution is reached as t → ∞ but for quantum state is not always satisfied. (general)
System Level Design of a Continuous-Time Delta-Sigma Modulator for Portable Ultrasound Scanners
DEFF Research Database (Denmark)
Llimos Muntal, Pere; Færch, Kjartan; Jørgensen, Ivan Harald Holger
2015-01-01
In this paper the system level design of a continuous-time ∆Σ modulator for portable ultrasound scanners is presented. The overall required signal-to-noise ratio (SNR) is derived to be 42 dB and the sampling frequency used is 320 MHz for an oversampling ratio of 16. In order to match these requir......, based on high-level VerilogA simulations, the performance of the ∆Σ modulator versus various block performance parameters is presented as trade-off curves. Based on these results, the block specifications are derived.......In this paper the system level design of a continuous-time ∆Σ modulator for portable ultrasound scanners is presented. The overall required signal-to-noise ratio (SNR) is derived to be 42 dB and the sampling frequency used is 320 MHz for an oversampling ratio of 16. In order to match...
Continuous time sigma delta ADC design and non-idealities analysis
International Nuclear Information System (INIS)
Yuan Jun; Chen Zhenhai; Yang Yintang; Zhang Zhaofeng; Wu Jun; Wang Chao; Qian Wenrong
2011-01-01
A wide bandwidth continuous time sigma delta ADC is implemented in 130 nm CMOS. A detailed non-idealities analysis (excess loop delay, clock jitter, finite gain and GBW, comparator offset and DAC mismatch) is performed developed in Matlab/Simulink. This design is targeted for wide bandwidth applications such as video or wireless base-stations. Athird-order continuous time sigma delta modulator comprises a third-order RC operational-amplifier-based loop filter and 3-bit internal quantizer operated at 512 MHz clock frequency. The sigma delta ADC achieves 60 dB SNR and 59.3 dB SNDR over a 16-MHz signal band at an OSR of 16. The power consumption of the CT sigma delta modulator is 22 mW from the 1.2-V supply. (semiconductor integrated circuits)
Fermion bag approach to Hamiltonian lattice field theories in continuous time
Huffman, Emilie; Chandrasekharan, Shailesh
2017-12-01
We extend the idea of fermion bags to Hamiltonian lattice field theories in the continuous time formulation. Using a class of models we argue that the temperature is a parameter that splits the fermion dynamics into small spatial regions that can be used to identify fermion bags. Using this idea we construct a continuous time quantum Monte Carlo algorithm and compute critical exponents in the 3 d Ising Gross-Neveu universality class using a single flavor of massless Hamiltonian staggered fermions. We find η =0.54 (6 ) and ν =0.88 (2 ) using lattices up to N =2304 sites. We argue that even sizes up to N =10 ,000 sites should be accessible with supercomputers available today.
International Nuclear Information System (INIS)
Pyragas, V.; Pyragas, K.
2011-01-01
We propose a simple adaptive delayed feedback control algorithm for stabilization of unstable periodic orbits with unknown periods. The state dependent time delay is varied continuously towards the period of controlled orbit according to a gradient-descent method realized through three simple ordinary differential equations. We demonstrate the efficiency of the algorithm with the Roessler and Mackey-Glass chaotic systems. The stability of the controlled orbits is proven by computation of the Lyapunov exponents of linearized equations. -- Highlights: → A simple adaptive modification of the delayed feedback control algorithm is proposed. → It enables the control of unstable periodic orbits with unknown periods. → The delay time is varied continuously according to a gradient descend method. → The algorithm is embodied by three simple ordinary differential equations. → The validity of the algorithm is proven by computation of the Lyapunov exponents.
Impulsive Control for Continuous-Time Markov Decision Processes: A Linear Programming Approach
Energy Technology Data Exchange (ETDEWEB)
Dufour, F., E-mail: dufour@math.u-bordeaux1.fr [Bordeaux INP, IMB, UMR CNRS 5251 (France); Piunovskiy, A. B., E-mail: piunov@liv.ac.uk [University of Liverpool, Department of Mathematical Sciences (United Kingdom)
2016-08-15
In this paper, we investigate an optimization problem for continuous-time Markov decision processes with both impulsive and continuous controls. We consider the so-called constrained problem where the objective of the controller is to minimize a total expected discounted optimality criterion associated with a cost rate function while keeping other performance criteria of the same form, but associated with different cost rate functions, below some given bounds. Our model allows multiple impulses at the same time moment. The main objective of this work is to study the associated linear program defined on a space of measures including the occupation measures of the controlled process and to provide sufficient conditions to ensure the existence of an optimal control.
A Wearable System for Real-Time Continuous Monitoring of Physical Activity
Directory of Open Access Journals (Sweden)
Fabrizio Taffoni
2018-01-01
Full Text Available Over the last decades, wearable systems have gained interest for monitoring of physiological variables, promoting health, and improving exercise adherence in different populations ranging from elite athletes to patients. In this paper, we present a wearable system for the continuous real-time monitoring of respiratory frequency (fR, heart rate (HR, and movement cadence during physical activity. The system has been experimentally tested in the laboratory (by simulating the breathing pattern with a mechanical ventilator and by collecting data from one healthy volunteer. Results show the feasibility of the proposed device for real-time continuous monitoring of fR, HR, and movement cadence both in resting condition and during activity. Finally, different synchronization techniques have been investigated to enable simultaneous data collection from different wearable modules.
Transport properties of the continuous-time random walk with a long-tailed waiting-time density
International Nuclear Information System (INIS)
Weissman, H.; Havlin, S.; Weiss, G.H.
1989-01-01
The authors derive asymptotic properties of the propagator p(r, t) of a continuous-time random walk (CTRW) in which the waiting time density has the asymptotic form ψ(t) ∼ T α /t α+1 when t >> T and 0 = ∫ 0 ∞ τψ(τ)dτ is finite. One is that the asymptotic behavior of p(0, t) is demonstrated by the waiting time at the origin rather than by the dimension. The second difference is that in the presence of a field p(r, t) no longer remains symmetric around a moving peak. Rather, it is shown that the peak of this probability always occurs at r = 0, and the effect of the field is to break the symmetry that occurs when < ∞. Finally, they calculate similar properties, although in not such great detail, for the case in which the single-step jump probabilities themselves have an infinite mean
Mean-variance Optimal Reinsurance-investment Strategy in Continuous Time
Directory of Open Access Journals (Sweden)
Daheng Peng
2017-10-01
Full Text Available In this paper, Lagrange method is used to solve the continuous-time mean-variance reinsurance-investment problem. Proportional reinsurance, multiple risky assets and risk-free asset are considered synthetically in the optimal strategy for insurers. By solving the backward stochastic differential equation for the Lagrange multiplier, we get the mean-variance optimal reinsurance-investment strategy and its effective frontier in explicit forms.
Continuous time Boolean modeling for biological signaling: application of Gillespie algorithm.
Stoll, Gautier; Viara, Eric; Barillot, Emmanuel; Calzone, Laurence
2012-01-01
Abstract Mathematical modeling is used as a Systems Biology tool to answer biological questions, and more precisely, to validate a network that describes biological observations and predict the effect of perturbations. This article presents an algorithm for modeling biological networks in a discrete framework with continuous time. Background There exist two major types of mathematical modeling approaches: (1) quantitative modeling, representing various chemical species concentrations by real...
International Nuclear Information System (INIS)
Mikadze, I.; Namchevadze, T.; Gobiani, I.
2007-01-01
There is proposed a generalized mathematical model of the queuing system with time redundancy without preliminary checking of the queuing system at transition from the free state into the engaged one. The model accounts for various failures of the queuing system detected by continuous instrument control, periodic control, control during recovery and the failures revealed immediately after accumulation of a certain number of failures. The generating function of queue length in both stationary and nonstationary modes was determined. (author)
Directory of Open Access Journals (Sweden)
Y. Saiki
2007-09-01
Full Text Available An infinite number of unstable periodic orbits (UPOs are embedded in a chaotic system which models some complex phenomenon. Several algorithms which extract UPOs numerically from continuous-time chaotic systems have been proposed. In this article the damped Newton-Raphson-Mees algorithm is reviewed, and some important techniques and remarks concerning the practical numerical computations are exemplified by employing the Lorenz system.
A continuous time model of the bandwagon effect in collective action
Arieh Gavious; Shlomo Mizrahi
2001-01-01
The paper offers a complex and systematic model of the bandwagon effect in collective action using continuous time equations. The model treats the bandwagon effect as a process influenced by ratio between the mobilization efforts of social activists and the resources invested by the government to counteract this activity. The complex modeling approach makes it possible to identify the conditions for specific types of the bandwagon effect, and determines the scope of that effect. Relying on ce...
A comparison of numerical methods for the solution of continuous-time DSGE models
DEFF Research Database (Denmark)
Parra-Alvarez, Juan Carlos
This paper evaluates the accuracy of a set of techniques that approximate the solution of continuous-time DSGE models. Using the neoclassical growth model I compare linear-quadratic, perturbation and projection methods. All techniques are applied to the HJB equation and the optimality conditions...... parameters of the model and suggest the use of projection methods when a high degree of accuracy is required....
Directory of Open Access Journals (Sweden)
Hajnalka Péics
2016-08-01
Full Text Available The asymptotic behavior of solutions of the system of difference equations with continuous time and lag function between two known real functions is studied. The cases when the lag function is between two linear delay functions, between two power delay functions and between two constant delay functions are observed and illustrated by examples. The asymptotic estimates of solutions of the considered system are obtained.
Wang, Xinghu; Hong, Yiguang; Yi, Peng; Ji, Haibo; Kang, Yu
2017-05-24
In this paper, a distributed optimization problem is studied for continuous-time multiagent systems with unknown-frequency disturbances. A distributed gradient-based control is proposed for the agents to achieve the optimal consensus with estimating unknown frequencies and rejecting the bounded disturbance in the semi-global sense. Based on convex optimization analysis and adaptive internal model approach, the exact optimization solution can be obtained for the multiagent system disturbed by exogenous disturbances with uncertain parameters.
Time series analysis of continuous-wave coherent Doppler Lidar wind measurements
International Nuclear Information System (INIS)
Sjoeholm, M; Mikkelsen, T; Mann, J; Enevoldsen, K; Courtney, M
2008-01-01
The influence of spatial volume averaging of a focused 1.55 μm continuous-wave coherent Doppler Lidar on observed wind turbulence measured in the atmospheric surface layer over homogeneous terrain is described and analysed. Comparison of Lidar-measured turbulent spectra with spectra simultaneously obtained from a mast-mounted sonic anemometer at 78 meters height at the test station for large wind turbines at Hoevsoere in Western Jutland, Denmark is presented for the first time
Stability Tests of Positive Fractional Continuous-time Linear Systems with Delays
Directory of Open Access Journals (Sweden)
Tadeusz Kaczorek
2013-06-01
Full Text Available Necessary and sufficient conditions for the asymptotic stability of positive fractional continuous-time linear systems with many delays are established. It is shown that: 1 the asymptotic stability of the positive fractional system is independent of their delays, 2 the checking of the asymptotic stability of the positive fractional systems with delays can be reduced to checking of the asymptotic stability of positive standard linear systems without delays.
Regularity of the Rotation Number for the One-Dimensional Time-Continuous Schroedinger Equation
Energy Technology Data Exchange (ETDEWEB)
Amor, Sana Hadj, E-mail: sana_hadjamor@yahoo.fr [Ecole Nationale d' Ingenieurs de Monastir (Tunisia)
2012-12-15
Starting from results already obtained for quasi-periodic co-cycles in SL(2, R), we show that the rotation number of the one-dimensional time-continuous Schroedinger equation with Diophantine frequencies and a small analytic potential has the behavior of a 1/2-Hoelder function. We give also a sub-exponential estimate of the length of the gaps which depends on its label given by the gap-labeling theorem.
Mean-variance Optimal Reinsurance-investment Strategy in Continuous Time
Daheng Peng; Fang Zhang
2017-01-01
In this paper, Lagrange method is used to solve the continuous-time mean-variance reinsurance-investment problem. Proportional reinsurance, multiple risky assets and risk-free asset are considered synthetically in the optimal strategy for insurers. By solving the backward stochastic differential equation for the Lagrange multiplier, we get the mean-variance optimal reinsurance-investment strategy and its effective frontier in explicit forms.
Continuous-Time Mean-Variance Portfolio Selection under the CEV Process
Ma, Hui-qiang
2014-01-01
We consider a continuous-time mean-variance portfolio selection model when stock price follows the constant elasticity of variance (CEV) process. The aim of this paper is to derive an optimal portfolio strategy and the efficient frontier. The mean-variance portfolio selection problem is formulated as a linearly constrained convex program problem. By employing the Lagrange multiplier method and stochastic optimal control theory, we obtain the optimal portfolio strategy and mean-variance effici...
Investigation of continuous-time quantum walk via modules of Bose-Mesner and Terwilliger algebras
International Nuclear Information System (INIS)
Jafarizadeh, M A; Salimi, S
2006-01-01
The continuous-time quantum walk on the underlying graphs of association schemes has been studied, via the algebraic combinatorics structures of association schemes, namely semi-simple modules of their Bose-Mesner and Terwilliger algebras. It is shown that the Terwilliger algebra stratifies the graph into a (d + 1) disjoint union of strata which is different from the stratification based on distance, except for distance regular graphs. In underlying graphs of association schemes, the probability amplitudes and average probabilities are given in terms of dual eigenvalues of association schemes, such that the amplitudes of observing the continuous-time quantum walk on all sites belonging to a given stratum are the same, therefore there are at most (d + 1) different observing probabilities. The importance of association scheme in continuous-time quantum walk is shown by some worked out examples such as arbitrary finite group association schemes followed by symmetric S n , Dihedral D 2m and cyclic groups. At the end it is shown that the highest irreducible representations of Terwilliger algebras pave the way to use the spectral distributions method of Jafarizadeh and Salimi (2005 Preprint quant-ph/0510174) in studying quantum walk on some rather important graphs called distance regular graphs
Relay selection in cooperative communication systems over continuous time-varying fading channel
Directory of Open Access Journals (Sweden)
Ke Geng
2017-02-01
Full Text Available In this paper, we study relay selection under outdated channel state information (CSI in a decode-and-forward (DF cooperative system. Unlike previous researches on cooperative communication under outdated CSI, we consider that the channel varies continuously over time, i.e., the channel not only changes between relay selection and data transmission but also changes during data transmission. Thus the level of accuracy of the CSI used in relay selection degrades with data transmission. We first evaluate the packet error rate (PER of the cooperative system under continuous time-varying fading channel, and find that the PER performance deteriorates more seriously under continuous time-varying fading channel than when the channel is assumed to be constant during data transmission. Then, we propose a repeated relay selection (RRS strategy to improve the PER performance, in which the forwarded data is divided into multiple segments and relay is reselected before the transmission of each segment based on the updated CSI. Finally, we propose a combined relay selection (CRS strategy which takes advantage of three different relay selection strategies to further mitigate the impact of outdated CSI.
A New Continuous-Time Equality-Constrained Optimization to Avoid Singularity.
Quan, Quan; Cai, Kai-Yuan
2016-02-01
In equality-constrained optimization, a standard regularity assumption is often associated with feasible point methods, namely, that the gradients of constraints are linearly independent. In practice, the regularity assumption may be violated. In order to avoid such a singularity, a new projection matrix is proposed based on which a feasible point method to continuous-time, equality-constrained optimization is developed. First, the equality constraint is transformed into a continuous-time dynamical system with solutions that always satisfy the equality constraint. Second, a new projection matrix without singularity is proposed to realize the transformation. An update (or say a controller) is subsequently designed to decrease the objective function along the solutions of the transformed continuous-time dynamical system. The invariance principle is then applied to analyze the behavior of the solution. Furthermore, the proposed method is modified to address cases in which solutions do not satisfy the equality constraint. Finally, the proposed optimization approach is applied to three examples to demonstrate its effectiveness.
Directory of Open Access Journals (Sweden)
D. Seidl
1999-06-01
Full Text Available Among a variety of spectrogram methods Short-Time Fourier Transform (STFT and Continuous Wavelet Transform (CWT were selected to analyse transients in non-stationary tremor signals. Depending on the properties of the tremor signal a more suitable representation of the signal is gained by CWT. Three selected broadband tremor signals from the volcanos Mt. Stromboli, Mt. Semeru and Mt. Pinatubo were analyzed using both methods. The CWT can also be used to extend the definition of coherency into a time-varying coherency spectrogram. An example is given using array data from the volcano Mt. Stromboli.
Liang, Yingjie; Chen, Wen
2018-04-01
The mean squared displacement (MSD) of the traditional ultraslow diffusion is a logarithmic function of time. Recently, the continuous time random walk model is employed to characterize this ultraslow diffusion dynamics by connecting the heavy-tailed logarithmic function and its variation as the asymptotical waiting time density. In this study we investigate the limiting waiting time density of a general ultraslow diffusion model via the inverse Mittag-Leffler function, whose special case includes the traditional logarithmic ultraslow diffusion model. The MSD of the general ultraslow diffusion model is analytically derived as an inverse Mittag-Leffler function, and is observed to increase even more slowly than that of the logarithmic function model. The occurrence of very long waiting time in the case of the inverse Mittag-Leffler function has the largest probability compared with the power law model and the logarithmic function model. The Monte Carlo simulations of one dimensional sample path of a single particle are also performed. The results show that the inverse Mittag-Leffler waiting time density is effective in depicting the general ultraslow random motion.
Anomalous Dimensions of Conformal Baryons
DEFF Research Database (Denmark)
Pica, Claudio; Sannino, Francesco
2016-01-01
We determine the anomalous dimensions of baryon operators for the three color theory as function of the number of massless flavours within the conformal window to the maximum known order in perturbation theory. We show that the anomalous dimension of the baryon is controllably small, within...
A test on analytic continuation of thermal imaginary-time data
International Nuclear Information System (INIS)
Burnier, Y.; Laine, M.; Mether, L.
2011-01-01
Some time ago, Cuniberti et al. have proposed a novel method for analytically continuing thermal imaginary-time correlators to real time, which requires no model input and should be applicable with finite-precision data as well. Given that these assertions go against common wisdom, we report on a naive test of the method with an idealized example. We do encounter two problems, which we spell out in detail; this implies that systematic errors are difficult to quantify. On a more positive note, the method is simple to implement and allows for an empirical recipe by which a reasonable qualitative estimate for some transport coefficient may be obtained, if statistical errors of an ultraviolet-subtracted imaginary-time measurement can be reduced to roughly below the per mille level. (orig.)
Time-Frequency-Wavenumber Analysis of Surface Waves Using the Continuous Wavelet Transform
Poggi, V.; Fäh, D.; Giardini, D.
2013-03-01
A modified approach to surface wave dispersion analysis using active sources is proposed. The method is based on continuous recordings, and uses the continuous wavelet transform to analyze the phase velocity dispersion of surface waves. This gives the possibility to accurately localize the phase information in time, and to isolate the most significant contribution of the surface waves. To extract the dispersion information, then, a hybrid technique is applied to the narrowband filtered seismic recordings. The technique combines the flexibility of the slant stack method in identifying waves that propagate in space and time, with the resolution of f- k approaches. This is particularly beneficial for higher mode identification in cases of high noise levels. To process the continuous wavelet transform, a new mother wavelet is presented and compared to the classical and widely used Morlet type. The proposed wavelet is obtained from a raised-cosine envelope function (Hanning type). The proposed approach is particularly suitable when using continuous recordings (e.g., from seismological-like equipment) since it does not require any hardware-based source triggering. This can be subsequently done with the proposed method. Estimation of the surface wave phase delay is performed in the frequency domain by means of a covariance matrix averaging procedure over successive wave field excitations. Thus, no record stacking is necessary in the time domain and a large number of consecutive shots can be used. This leads to a certain simplification of the field procedures. To demonstrate the effectiveness of the method, we tested it on synthetics as well on real field data. For the real case we also combine dispersion curves from ambient vibrations and active measurements.
Reinforcement learning using a continuous time actor-critic framework with spiking neurons.
Directory of Open Access Journals (Sweden)
Nicolas Frémaux
2013-04-01
Full Text Available Animals repeat rewarded behaviors, but the physiological basis of reward-based learning has only been partially elucidated. On one hand, experimental evidence shows that the neuromodulator dopamine carries information about rewards and affects synaptic plasticity. On the other hand, the theory of reinforcement learning provides a framework for reward-based learning. Recent models of reward-modulated spike-timing-dependent plasticity have made first steps towards bridging the gap between the two approaches, but faced two problems. First, reinforcement learning is typically formulated in a discrete framework, ill-adapted to the description of natural situations. Second, biologically plausible models of reward-modulated spike-timing-dependent plasticity require precise calculation of the reward prediction error, yet it remains to be shown how this can be computed by neurons. Here we propose a solution to these problems by extending the continuous temporal difference (TD learning of Doya (2000 to the case of spiking neurons in an actor-critic network operating in continuous time, and with continuous state and action representations. In our model, the critic learns to predict expected future rewards in real time. Its activity, together with actual rewards, conditions the delivery of a neuromodulatory TD signal to itself and to the actor, which is responsible for action choice. In simulations, we show that such an architecture can solve a Morris water-maze-like navigation task, in a number of trials consistent with reported animal performance. We also use our model to solve the acrobot and the cartpole problems, two complex motor control tasks. Our model provides a plausible way of computing reward prediction error in the brain. Moreover, the analytically derived learning rule is consistent with experimental evidence for dopamine-modulated spike-timing-dependent plasticity.
On disturbed time continuity in schizophrenia: an elementary impairment in visual perception?
Directory of Open Access Journals (Sweden)
Anne eGiersch
2013-05-01
Full Text Available Schizophrenia is associated with a series of visual perception impairments, which might impact on the patients’ every day life and be related to clinical symptoms. However, the heterogeneity of the visual disorders make it a challenge to understand both the mechanisms and the consequences of these impairments, i.e. the way patients experience the outer world. Based on earlier psychiatry literature, we argue that issues regarding time might shed a new light on the disorders observed in patients with schizophrenia. We will briefly review the mechanisms involved in the sense of time continuity and clinical evidence that they are impaired in patients with schizophrenia. We will then summarize a recent experimental approach regarding the coding of time-event structure in time, namely the ability to discriminate between simultaneous and asynchronous events. The use of an original method of analysis allowed us to distinguish between explicit and implicit judgements of synchrony. We showed that for SOAs below 20 ms neither patients nor controls fuse events in time. On the contrary subjects distinguish events at an implicit level even when judging them as synchronous. In addition, the implicit responses of patients and controls differ qualitatively. It is as if controls always put more weight on the last occurred event, whereas patients have a difficulty to follow events in time at an implicit level. In patients, there is a clear dissociation between results at short and large asynchronies, that suggest selective mechanisms for the implicit coding of time-event structure. These results might explain the disruption of the sense of time continuity in patients. We argue that this line of research might also help us to better understand the mechanisms of the visual impairments in patients and how they see their environment.
Hellrung, Lydia; Dietrich, Anja; Hollmann, Maurice; Pleger, Burkhard; Kalberlah, Christian; Roggenhofer, Elisabeth; Villringer, Arno; Horstmann, Annette
2018-02-01
Real-time fMRI neurofeedback is a feasible tool to learn the volitional regulation of brain activity. So far, most studies provide continuous feedback information that is presented upon every volume acquisition. Although this maximizes the temporal resolution of feedback information, it may be accompanied by some disadvantages. Participants can be distracted from the regulation task due to (1) the intrinsic delay of the hemodynamic response and associated feedback and (2) limited cognitive resources available to simultaneously evaluate feedback information and stay engaged with the task. Here, we systematically investigate differences between groups presented with different variants of feedback (continuous vs. intermittent) and a control group receiving no feedback on their ability to regulate amygdala activity using positive memories and feelings. In contrast to the feedback groups, no learning effect was observed in the group without any feedback presentation. The group receiving intermittent feedback exhibited better amygdala regulation performance when compared with the group receiving continuous feedback. Behavioural measurements show that these effects were reflected in differences in task engagement. Overall, we not only demonstrate that the presentation of feedback is a prerequisite to learn volitional control of amygdala activity but also that intermittent feedback is superior to continuous feedback presentation. Copyright © 2017 The Authors. Published by Elsevier Inc. All rights reserved.
Shtukenberg, Alexander; Kahr, Bart
2007-01-01
Optical anomalies in crystals are puzzles that collectively constituted the greatest unsolved problems in crystallography in the 19th Century. The most common anomaly is a discrepancy between a crystal’s symmetry as determined by its shape or by X-ray analysis, and that determined by monitoring the polarization state of traversing light. These discrepancies were perceived as a great impediment to the development of the sciences of crystals on the basis of Curie’s Symmetry Principle, the grand organizing idea in the physical sciences to emerge in the latter half of the 19th Century. Optically Anomalous Crystals begins with an historical introduction covering the contributions of Brewster, Biot, Mallard, Brauns, Tamman, and many other distinguished crystallographers. From this follows a tutorial in crystal optics. Further chapters discuss the two main mechanisms of optical dissymmetry: 1. the piezo-optic effect, and 2. the kinetic ordering of atoms. The text then tackles complex, inhomogeneous crystals, and...
Fluctuations around equilibrium laws in ergodic continuous-time random walks.
Schulz, Johannes H P; Barkai, Eli
2015-06-01
We study occupation time statistics in ergodic continuous-time random walks. Under thermal detailed balance conditions, the average occupation time is given by the Boltzmann-Gibbs canonical law. But close to the nonergodic phase, the finite-time fluctuations around this mean are large and nontrivial. They exhibit dual time scaling and distribution laws: the infinite density of large fluctuations complements the Lévy-stable density of bulk fluctuations. Neither of the two should be interpreted as a stand-alone limiting law, as each has its own deficiency: the infinite density has an infinite norm (despite particle conservation), while the stable distribution has an infinite variance (although occupation times are bounded). These unphysical divergences are remedied by consistent use and interpretation of both formulas. Interestingly, while the system's canonical equilibrium laws naturally determine the mean occupation time of the ergodic motion, they also control the infinite and Lévy-stable densities of fluctuations. The duality of stable and infinite densities is in fact ubiquitous for these dynamics, as it concerns the time averages of general physical observables.
Micro-instabilities and anomalous transport
International Nuclear Information System (INIS)
Connor, J.W.
1992-01-01
In order to optimise the design of a tokamak fusion reactor it is necessary to understand how the energy confinement time depends on the plasma and machine parameters. In principle the neo-classical theory provides this information but empirical evidence yields confinement times up to two orders of magnitude less than the predictions of this model. Experimental evidence of microscopic fluctuations in plasma density and other quantities suggests turbulent electro-magnetic fluctuations may be responsible for this anomalous transport. (Author)
International Nuclear Information System (INIS)
Doebrich, Marcus; Markstaller, Klaus; Karmrodt, Jens; Kauczor, Hans-Ulrich; Eberle, Balthasar; Weiler, Norbert; Thelen, Manfred; Schreiber, Wolfgang G
2005-01-01
In this study, an algorithm was developed to measure the distribution of pulmonary time constants (TCs) from dynamic computed tomography (CT) data sets during a sudden airway pressure step up. Simulations with synthetic data were performed to test the methodology as well as the influence of experimental noise. Furthermore the algorithm was applied to in vivo data. In five pigs sudden changes in airway pressure were imposed during dynamic CT acquisition in healthy lungs and in a saline lavage ARDS model. The fractional gas content in the imaged slice (FGC) was calculated by density measurements for each CT image. Temporal variations of the FGC were analysed assuming a model with a continuous distribution of exponentially decaying time constants. The simulations proved the feasibility of the method. The influence of experimental noise could be well evaluated. Analysis of the in vivo data showed that in healthy lungs ventilation processes can be more likely characterized by discrete TCs whereas in ARDS lungs continuous distributions of TCs are observed. The temporal behaviour of lung inflation and deflation can be characterized objectively using the described new methodology. This study indicates that continuous distributions of TCs reflect lung ventilation mechanics more accurately compared to discrete TCs
The new Big Bang Theory according to dimensional continuous space-time theory
International Nuclear Information System (INIS)
Martini, Luiz Cesar
2014-01-01
This New View of the Big Bang Theory results from the Dimensional Continuous Space-Time Theory, for which the introduction was presented in [1]. This theory is based on the concept that the primitive Universe before the Big Bang was constituted only from elementary cells of potential energy disposed side by side. In the primitive Universe there were no particles, charges, movement and the Universe temperature was absolute zero Kelvin. The time was always present, even in the primitive Universe, time is the integral part of the empty space, it is the dynamic energy of space and it is responsible for the movement of matter and energy inside the Universe. The empty space is totally stationary; the primitive Universe was infinite and totally occupied by elementary cells of potential energy. In its event, the Big Bang started a production of matter, charges, energy liberation, dynamic movement, temperature increase and the conformation of galaxies respecting a specific formation law. This article presents the theoretical formation of the Galaxies starting from a basic equation of the Dimensional Continuous Space-time Theory.
The New Big Bang Theory according to Dimensional Continuous Space-Time Theory
Martini, Luiz Cesar
2014-04-01
This New View of the Big Bang Theory results from the Dimensional Continuous Space-Time Theory, for which the introduction was presented in [1]. This theory is based on the concept that the primitive Universe before the Big Bang was constituted only from elementary cells of potential energy disposed side by side. In the primitive Universe there were no particles, charges, movement and the Universe temperature was absolute zero Kelvin. The time was always present, even in the primitive Universe, time is the integral part of the empty space, it is the dynamic energy of space and it is responsible for the movement of matter and energy inside the Universe. The empty space is totally stationary; the primitive Universe was infinite and totally occupied by elementary cells of potential energy. In its event, the Big Bang started a production of matter, charges, energy liberation, dynamic movement, temperature increase and the conformation of galaxies respecting a specific formation law. This article presents the theoretical formation of the Galaxies starting from a basic equation of the Dimensional Continuous Space-time Theory.
Real-time electrocardiogram transmission from Mount Everest during continued ascent.
Kao, Wei-Fong; Huang, Jyh-How; Kuo, Terry B J; Chang, Po-Lun; Chang, Wen-Chen; Chan, Kuo-Hung; Liu, Wen-Hsiung; Wang, Shih-Hao; Su, Tzu-Yao; Chiang, Hsiu-chen; Chen, Jin-Jong
2013-01-01
The feasibility of a real-time electrocardiogram (ECG) transmission via satellite phone from Mount Everest to determine a climber's suitability for continued ascent was examined. Four Taiwanese climbers were enrolled in the 2009 Mount Everest summit program. Physiological measurements were taken at base camp (5300 m), camp 2 (6400 m), camp 3 (7100 m), and camp 4 (7950 m) 1 hour after arrival and following a 10 minute rest period. A total of 3 out of 4 climbers were able to summit Mount Everest successfully. Overall, ECG and global positioning system (GPS) coordinates of climbers were transmitted in real-time via satellite phone successfully from base camp, camp 2, camp 3, and camp 4. At each camp, Resting Heart Rate (RHR) was transmitted and recorded: base camp (54-113 bpm), camp 2 (94-130 bpm), camp 3 (98-115 bpm), and camp 4 (93-111 bpm). Real-time ECG and GPS coordinate transmission via satellite phone is feasible for climbers on Mount Everest. Real-time RHR data can be used to evaluate a climber's physiological capacity to continue an ascent and to summit.
Real-time electrocardiogram transmission from Mount Everest during continued ascent.
Directory of Open Access Journals (Sweden)
Wei-Fong Kao
Full Text Available The feasibility of a real-time electrocardiogram (ECG transmission via satellite phone from Mount Everest to determine a climber's suitability for continued ascent was examined. Four Taiwanese climbers were enrolled in the 2009 Mount Everest summit program. Physiological measurements were taken at base camp (5300 m, camp 2 (6400 m, camp 3 (7100 m, and camp 4 (7950 m 1 hour after arrival and following a 10 minute rest period. A total of 3 out of 4 climbers were able to summit Mount Everest successfully. Overall, ECG and global positioning system (GPS coordinates of climbers were transmitted in real-time via satellite phone successfully from base camp, camp 2, camp 3, and camp 4. At each camp, Resting Heart Rate (RHR was transmitted and recorded: base camp (54-113 bpm, camp 2 (94-130 bpm, camp 3 (98-115 bpm, and camp 4 (93-111 bpm. Real-time ECG and GPS coordinate transmission via satellite phone is feasible for climbers on Mount Everest. Real-time RHR data can be used to evaluate a climber's physiological capacity to continue an ascent and to summit.
OPTIMAL STRATEGIES FOR CONTINUOUS GRAVITATIONAL WAVE DETECTION IN PULSAR TIMING ARRAYS
International Nuclear Information System (INIS)
Ellis, J. A.; Siemens, X.; Creighton, J. D. E.
2012-01-01
Supermassive black hole binaries (SMBHBs) are expected to emit a continuous gravitational wave signal in the pulsar timing array (PTA) frequency band (10 –9 to 10 –7 Hz). The development of data analysis techniques aimed at efficient detection and characterization of these signals is critical to the gravitational wave detection effort. In this paper, we leverage methods developed for LIGO continuous wave gravitational searches and explore the use of the F-statistic for such searches in pulsar timing data. Babak and Sesana have used this approach in the context of PTAs to show that one can resolve multiple SMBHB sources in the sky. Our work improves on several aspects of prior continuous wave search methods developed for PTA data analysis. The algorithm is implemented fully in the time domain, which naturally deals with the irregular sampling typical of PTA data and avoids spectral leakage problems associated with frequency domain methods. We take into account the fitting of the timing model and have generalized our approach to deal with both correlated and uncorrelated colored noise sources. We also develop an incoherent detection statistic that maximizes over all pulsar-dependent contributions to the likelihood. To test the effectiveness and sensitivity of our detection statistics, we perform a number of Monte Carlo simulations. We produce sensitivity curves for PTAs of various configurations and outline an implementation of a fully functional data analysis pipeline. Finally, we present a derivation of the likelihood maximized over the gravitational wave phases at the pulsar locations, which results in a vast reduction of the search parameter space.
Astrand, Elaine
2018-06-01
Objective. Working memory (WM), crucial for successful behavioral performance in most of our everyday activities, holds a central role in goal-directed behavior. As task demands increase, inducing higher WM load, maintaining successful behavioral performance requires the brain to work at the higher end of its capacity. Because it is depending on both external and internal factors, individual WM load likely varies in a continuous fashion. The feasibility to extract such a continuous measure in time that correlates to behavioral performance during a working memory task remains unsolved. Approach. Multivariate pattern decoding was used to test whether a decoder constructed from two discrete levels of WM load can generalize to produce a continuous measure that predicts task performance. Specifically, a linear regression with L2-regularization was chosen with input features from EEG oscillatory activity recorded from healthy participants while performing the n-back task, n\\in [1,2] . Main results. The feasibility to extract a continuous time-resolved measure that correlates positively to trial-by-trial working memory task performance is demonstrated (r = 0.47, p < 0.05). It is furthermore shown that this measure allows to predict task performance before action (r = 0.49, p < 0.05). We show that the extracted continuous measure enables to study the temporal dynamics of the complex activation pattern of WM encoding during the n-back task. Specifically, temporally precise contributions of different spectral features are observed which extends previous findings of traditional univariate approaches. Significance. These results constitute an important contribution towards a wide range of applications in the field of cognitive brain–machine interfaces. Monitoring mental processes related to attention and WM load to reduce the risk of committing errors in high-risk environments could potentially prevent many devastating consequences or
Time-synchronized continuous wave laser-induced fluorescence on an oscillatory xenon discharge.
MacDonald, N A; Cappelli, M A; Hargus, W A
2012-11-01
A novel approach to time-synchronizing laser-induced fluorescence measurements to an oscillating current in a 60 Hz xenon discharge lamp using a continuous wave laser is presented. A sample-hold circuit is implemented to separate out signals at different phases along a current cycle, and is followed by a lock-in amplifier to pull out the resulting time-synchronized fluorescence trace from the large background signal. The time evolution of lower state population is derived from the changes in intensity of the fluorescence excitation line shape resulting from laser-induced fluorescence measurements of the 6s(')[1/2](1)(0)-6p(')[3/2](2) xenon atomic transition at λ = 834.68 nm. Results show that the lower state population oscillates at twice the frequency of the discharge current, 120 Hz.
Time-synchronized continuous wave laser-induced fluorescence on an oscillatory xenon discharge
Energy Technology Data Exchange (ETDEWEB)
MacDonald, N. A.; Cappelli, M. A. [Stanford Plasma Physics Laboratory, Stanford University, Stanford, California 94305 (United States); Hargus, W. A. Jr. [Air Force Research Laboratory, Edwards AFB, California 93524 (United States)
2012-11-15
A novel approach to time-synchronizing laser-induced fluorescence measurements to an oscillating current in a 60 Hz xenon discharge lamp using a continuous wave laser is presented. A sample-hold circuit is implemented to separate out signals at different phases along a current cycle, and is followed by a lock-in amplifier to pull out the resulting time-synchronized fluorescence trace from the large background signal. The time evolution of lower state population is derived from the changes in intensity of the fluorescence excitation line shape resulting from laser-induced fluorescence measurements of the 6s{sup Prime }[1/2]{sub 1}{sup 0}-6p{sup Prime }[3/2]{sub 2} xenon atomic transition at {lambda}= 834.68 nm. Results show that the lower state population oscillates at twice the frequency of the discharge current, 120 Hz.
Offset-Free Direct Power Control of DFIG Under Continuous-Time Model Predictive Control
DEFF Research Database (Denmark)
Errouissi, Rachid; Al-Durra, Ahmed; Muyeen, S.M.
2017-01-01
This paper presents a robust continuous-time model predictive direct power control for doubly fed induction generator (DFIG). The proposed approach uses Taylor series expansion to predict the stator current in the synchronous reference frame over a finite time horizon. The predicted stator current...... is directly used to compute the required rotor voltage in order to minimize the difference between the actual stator currents and their references over the predictive time. However, as the proposed strategy is sensitive to parameter variations and external disturbances, a disturbance observer is embedded...... into the control loop to remove the steady-state error of the stator current. It turns out that the steady-state and the transient performances can be identified by simple design parameters. In this paper, the reference of the stator current is directly calculated from the desired stator active and reactive powers...
DEFF Research Database (Denmark)
Tataru, Paula Cristina; Hobolth, Asger
2011-01-01
past evolutionary events (exact times and types of changes) are unaccessible and the past must be inferred from DNA sequence data observed in the present. RESULTS: We describe and implement three algorithms for computing linear combinations of expected values of the sufficient statistics, conditioned......BACKGROUND: Continuous time Markov chains (CTMCs) is a widely used model for describing the evolution of DNA sequences on the nucleotide, amino acid or codon level. The sufficient statistics for CTMCs are the time spent in a state and the number of changes between any two states. In applications...... of the algorithms is available at www.birc.au.dk/~paula/. CONCLUSIONS: We use two different models to analyze the accuracy and eight experiments to investigate the speed of the three algorithms. We find that they have similar accuracy and that EXPM is the slowest method. Furthermore we find that UNI is usually...
An anomalous behavior in degraded bulk heterojunction organic solar cells
International Nuclear Information System (INIS)
Singh, Vinamrita; Tandon, Ram Pal; Arora, Swati; Kumar, Pankaj; Bhatnagar, Pramod Kumar; Arora, Manoj
2011-01-01
An anomalous behavior—a change in polarity with the passage of time in the bulk heterojunction poly(3-hexylthiophene) (P3HT):6,6-phenylC61 butyric acid methyl ester (PCBM) organic solar cells—is reported here. This work is a continuation of our previous work where the initial degradation of the organic solar cells, freshly prepared up to 4 h, was mainly due to domain formation in the active layer. With the passage of time, the activity at the interfaces starts becoming significant. A decrease of V OC and J SC , leading to a change in polarity, has been reported and explained up to 300 h after fabrication.
Estimating the continuous-time dynamics of energy and fat metabolism in mice.
Guo, Juen; Hall, Kevin D
2009-09-01
The mouse has become the most popular organism for investigating molecular mechanisms of body weight regulation. But understanding the physiological context by which a molecule exerts its effect on body weight requires knowledge of energy intake, energy expenditure, and fuel selection. Furthermore, measurements of these variables made at an isolated time point cannot explain why body weight has its present value since body weight is determined by the past history of energy and macronutrient imbalance. While food intake and body weight changes can be frequently measured over several weeks (the relevant time scale for mice), correspondingly frequent measurements of energy expenditure and fuel selection are not currently feasible. To address this issue, we developed a mathematical method based on the law of energy conservation that uses the measured time course of body weight and food intake to estimate the underlying continuous-time dynamics of energy output and net fat oxidation. We applied our methodology to male C57BL/6 mice consuming various ad libitum diets during weight gain and loss over several weeks and present the first continuous-time estimates of energy output and net fat oxidation rates underlying the observed body composition changes. We show that transient energy and fat imbalances in the first several days following a diet switch can account for a significant fraction of the total body weight change. We also discovered a time-invariant curve relating body fat and fat-free masses in male C57BL/6 mice, and the shape of this curve determines how diet, fuel selection, and body composition are interrelated.
Continuous-time digital front-ends for multistandard wireless transmission
Nuyts, Pieter A J; Dehaene, Wim
2014-01-01
This book describes the design of fully digital multistandard transmitter front-ends which can directly drive one or more switching power amplifiers, thus eliminating all other analog components. After reviewing different architectures, the authors focus on polar architectures using pulse width modulation (PWM), which are entirely based on unclocked delay lines and other continuous-time digital hardware. As a result, readers are enabled to shift accuracy concerns from the voltage domain to the time domain, to coincide with submicron CMOS technology scaling. The authors present different architectural options and compare them, based on their effect on the signal and spectrum quality. Next, a high-level theoretical analysis of two different PWM-based architectures – baseband PWM and RF PWM – is made. On the circuit level, traditional digital components and design techniques are revisited from the point of view of continuous-time digital circuits. Important design criteria are identified and diff...
Energy Technology Data Exchange (ETDEWEB)
Migunov, Vadim, E-mail: v.migunov@fz-juelich.de [Ernst Ruska-Centre for Microscopy and Spectroscopy with Electrons, Peter Grünberg Institute, Forschungszentrum Jülich, D-52425 Jülich (Germany); Dwyer, Christian [Ernst Ruska-Centre for Microscopy and Spectroscopy with Electrons, Peter Grünberg Institute, Forschungszentrum Jülich, D-52425 Jülich (Germany); Department of Physics, Arizona State University, Tempe, AZ 85287 (United States); Boothroyd, Chris B. [Ernst Ruska-Centre for Microscopy and Spectroscopy with Electrons, Peter Grünberg Institute, Forschungszentrum Jülich, D-52425 Jülich (Germany); Pozzi, Giulio [Ernst Ruska-Centre for Microscopy and Spectroscopy with Electrons, Peter Grünberg Institute, Forschungszentrum Jülich, D-52425 Jülich (Germany); Department of Physics and Astronomy, University of Bologna, viale B. Pichat 6/2, Bologna 40127 (Italy); Dunin-Borkowski, Rafal E. [Ernst Ruska-Centre for Microscopy and Spectroscopy with Electrons, Peter Grünberg Institute, Forschungszentrum Jülich, D-52425 Jülich (Germany)
2017-07-15
The technique of double exposure electron holography, which is based on the superposition of two off-axis electron holograms, was originally introduced before the availability of digital image processing to allow differences between electron-optical phases encoded in two electron holograms to be visualised directly without the need for holographic reconstruction. Here, we review the original method and show how it can now be extended to permit quantitative studies of phase shifts that oscillate in time. We begin with a description of the theory of off-axis electron hologram formation for a time-dependent electron wave that results from the excitation of a specimen using an external stimulus with a square, sinusoidal, triangular or other temporal dependence. We refer to the more general method as continuous exposure electron holography, present preliminary experimental measurements and discuss how the technique can be used to image electrostatic potentials and magnetic fields during high frequency switching experiments. - Highlights: • Double and continuous exposure electron holography are described in detail. • The ability to perform quantitative studies of phase shifts that are oscillating in time is illustrated. • Theoretical considerations related to noise are presented. • Future high frequency electromagnetic switching experiments are proposed.
Alken, P.; Chulliat, A.; Maus, S.
2012-12-01
The day-time eastward equatorial electric field (EEF) in the ionospheric E-region plays an important role in equatorial ionospheric dynamics. It is responsible for driving the equatorial electrojet (EEJ) current system, equatorial vertical ion drifts, and the equatorial ionization anomaly (EIA). Due to its importance, there is much interest in accurately measuring and modeling the EEF. However, there are limited sources of direct EEF measurements with full temporal and spatial coverage of the equatorial ionosphere. In this work, we propose a method of estimating a continuous day-time time series of the EEF at any longitude, provided there is a pair of ground magnetic observatories in the region which can accurately track changes in the strength of the EEJ. First, we derive a climatological unit latitudinal current profile from direct overflights of the CHAMP satellite and use delta H measurements from the ground observatory pair to determine the magnitude of the current. The time series of current profiles is then inverted for the EEF by solving the governing electrodynamic equations. While this method has previously been applied and validated in the Peruvian sector, in this work we demonstrate the method using a pair of magnetometers in Africa (Samogossoni, SAM, 0.18 degrees magnetic latitude and Tamanrasset, TAM, 11.5 degrees magnetic latitude) and validate the resulting EEF values against the CINDI ion velocity meter (IVM) instrument on the C/NOFS satellite. We find a very good 80% correlation with C/NOFS IVM measurements and a root-mean-square difference of 9 m/s in vertical drift velocity. This technique can be extended to any pair of ground observatories which can capture the day-time strength of the EEJ. We plan to apply this work to more observatory pairs around the globe and distribute real-time equatorial electric field values to the community.
Alyushin, M. V.; Kolobashkina, L. V.
2017-01-01
The education technology with continuous monitoring of the current functional and emotional students' states is suggested. The application of this technology allows one to increase the effectiveness of practice through informed planning of the training load. For monitoring the current functional and emotional students' states non-contact remote technologies of person bioparameters registration are encouraged to use. These technologies are based on recording and processing in real time the main person bioparameters in a purely passive mode. Experimental testing of this technology has confirmed its effectiveness.
Numerical solution of continuous-time DSGE models under Poisson uncertainty
DEFF Research Database (Denmark)
Posch, Olaf; Trimborn, Timo
We propose a simple and powerful method for determining the transition process in continuous-time DSGE models under Poisson uncertainty numerically. The idea is to transform the system of stochastic differential equations into a system of functional differential equations of the retarded type. We...... classes of models. We illustrate the algorithm simulating both the stochastic neoclassical growth model and the Lucas model under Poisson uncertainty which is motivated by the Barro-Rietz rare disaster hypothesis. We find that, even for non-linear policy functions, the maximum (absolute) error is very...
On the rate of convergence in von Neumann's ergodic theorem with continuous time
International Nuclear Information System (INIS)
Kachurovskii, A G; Reshetenko, Anna V
2010-01-01
The rate of convergence in von Neumann's mean ergodic theorem is studied for continuous time. The condition that the rate of convergence of the ergodic averages be of power-law type is shown to be equivalent to requiring that the spectral measure of the corresponding dynamical system have a power-type singularity at 0. This forces the estimates for the convergence rate in the above ergodic theorem to be necessarily spectral. All the results obtained have obvious exact analogues for wide-sense stationary processes. Bibliography: 7 titles.
Study of N-13 decay on time using continuous kinetic function method
International Nuclear Information System (INIS)
Tran Dai Nghiep; Vu Hoang Lam; Nguyen Ngoc Son; Nguyen Duc Thanh
1993-01-01
The decay function from radioisotope 13 N formed in the reaction 14 N(γ,n) 13 N was registered by high resolution gamma spectrometer in multiscanning mode with gamma energy 511 keV. The experimental data was processed by common and kinetic function method. The continuous comparison of the decay function on time permits to determinate possible deviation from purely exponential decay curve. The results were described by several decay theories. The degrees of corresponding between theories and experiment were evaluated by goodness factor. A complex type of decay was considered. (author). 9 refs, 2 tabs, 6 figs
DEFF Research Database (Denmark)
Lauridsen, M M; Schaffalitzky de Muckadell, O B; Vilstrup, H
2015-01-01
Minimal hepatic encephalopathy (MHE) is a frequent complication to liver cirrhosis that causes poor quality of life, a great burden to caregivers, and can be treated. For diagnosis and grading the international guidelines recommend the use of psychometric tests of different modalities (computer...... based vs. paper and pencil). To compare results of the Continuous Reaction time (CRT) and the Portosystemic Encephalopathy (PSE) tests in a large unselected cohort of cirrhosis patients without clinically detectable brain impairment and to clinically characterize the patients according to their test...
A 10 MHz Bandwidth Continuous-Time Delta-Sigma Modulator for Portable Ultrasound Scanners
DEFF Research Database (Denmark)
Llimos Muntal, Pere; Jørgensen, Ivan Harald Holger; Bruun, Erik
2016-01-01
comparator and a pull-down clocked latch. The feedback signal is generated with voltage DACs based on transmission gates. Using this implementation, a small and low-power solution required for portable ultrasound scanner applications is achieved. The modulator has a bandwidth of 10 MHz with an oversampling......A fourth-order 1-bit continuous-time delta-sigma modulator designed in a 65 nm process for portable ultrasound scanners is presented in this paper. The loop filter consists of RCintegrators, with programmable capacitor arrays and resistors, and the quantizer is implemented with a high-speed clocked...
A Continuous-Time Agency Model of Optimal Contracting and Capital Structure
Peter M. DeMarzo; Yuliy Sannikov
2004-01-01
We consider a principal-agent model in which the agent needs to raise capital from the principal to finance a project. Our model is based on DeMarzo and Fishman (2003), except that the agent's cash flows are given by a Brownian motion with drift in continuous time. The difficulty in writing an appropriate financial contract in this setting is that the agent can conceal and divert cash flows for his own consumption rather than pay back the principal. Alternatively, the agent may reduce the mea...
Forecasting the Global Mean Sea Level, a Continuous-Time State-Space Approach
DEFF Research Database (Denmark)
Boldrini, Lorenzo
In this paper we propose a continuous-time, Gaussian, linear, state-space system to model the relation between global mean sea level (GMSL) and the global mean temperature (GMT), with the aim of making long-term projections for the GMSL. We provide a justification for the model specification based......) and the temperature reconstruction from Hansen et al. (2010). We compare the forecasting performance of the proposed specification to the procedures developed in Rahmstorf (2007b) and Vermeer and Rahmstorf (2009). Finally, we compute projections for the sea-level rise conditional on the 21st century SRES temperature...
An Equivalent LMI Representation of Bounded Real Lemma for Continuous-Time Systems
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Xie Wei
2008-01-01
Full Text Available Abstract An equivalent linear matrix inequality (LMI representation of bounded real lemma (BRL for linear continuous-time systems is introduced. As to LTI system including polytopic-type uncertainties, by using a parameter-dependent Lyapunov function, there are several LMIs-based formulations for the analysis and synthesis of performance. All of these representations only provide us with different sufficient conditions. Compared with previous methods, this new representation proposed here provides us the possibility to obtain better results. Finally, some numerical examples are illustrated to show the effectiveness of proposed method.
Mizuno, Yuta; Arasaki, Yasuki; Takatsuka, Kazuo
2016-11-14
We propose a theoretical principle to directly monitor the bifurcation of quantum wavepackets passing through nonadiabatic regions of a molecule that is placed in intense continuous wave (CW) laser fields. This idea makes use of the phenomenon of laser-driven photon emission from molecules that can undergo nonadiabatic transitions between ionic and covalent potential energy surfaces like Li + F - and LiF. The resultant photon emission spectra are of anomalous yet characteristic frequency and intensity, if pumped to an energy level in which the nonadiabatic region is accessible and placed in a CW laser field. The proposed method is designed to take the time-frequency spectrogram with an appropriate time-window from this photon emission to detect the time evolution of the frequency and intensity, which depends on the dynamics and location of the relevant nuclear wavepackets. This method is specifically designed for the study of dynamics in intense CW laser fields and is rather limited in scope than other techniques for femtosecond chemical dynamics in vacuum. The following characteristic features of dynamics can be mapped onto the spectrogram: (1) the period of driven vibrational motion (temporally confined vibrational states in otherwise dissociative channels, the period and other states of which dramatically vary depending on the CW driving lasers applied), (2) the existence of multiple nuclear wavepackets running individually on the field-dressed potential energy surfaces, (3) the time scale of coherent interaction between the nuclear wavepackets running on ionic and covalent electronic states after their branching (the so-called coherence time in the terminology of the theory of nonadiabatic interaction), and so on.
Downing, Bryan D.; Bergamaschi, Brian; Kendall, Carol; Kraus, Tamara; Dennis, Kate J.; Carter, Jeffery A.; von Dessonneck, Travis
2016-01-01
Stable isotopes present in water (δ2H, δ18O) have been used extensively to evaluate hydrological processes on the basis of parameters such as evaporation, precipitation, mixing, and residence time. In estuarine aquatic habitats, residence time (τ) is a major driver of biogeochemical processes, affecting trophic subsidies and conditions in fish-spawning habitats. But τ is highly variable in estuaries, owing to constant changes in river inflows, tides, wind, and water height, all of which combine to affect τ in unpredictable ways. It recently became feasible to measure δ2H and δ18O continuously, at a high sampling frequency (1 Hz), using diffusion sample introduction into a cavity ring-down spectrometer. To better understand the relationship of τ to biogeochemical processes in a dynamic estuarine system, we continuously measured δ2H and δ18O, nitrate and water quality parameters, on board a small, high-speed boat (5 to >10 m s–1) fitted with a hull-mounted underwater intake. We then calculated τ as is classically done using the isotopic signals of evaporation. The result was high-resolution (∼10 m) maps of residence time, nitrate, and other parameters that showed strong spatial gradients corresponding to geomorphic attributes of the different channels in the area. The mean measured value of τ was 30.5 d, with a range of 0–50 d. We used the measured spatial gradients in both τ and nitrate to calculate whole-ecosystem uptake rates, and the values ranged from 0.006 to 0.039 d–1. The capability to measure residence time over single tidal cycles in estuaries will be useful for evaluating and further understanding drivers of phytoplankton abundance, resolving differences attributable to mixing and water sources, explicitly calculating biogeochemical rates, and exploring the complex linkages among time-dependent biogeochemical processes in hydrodynamically complex environments such as estuaries.
Modeling commodity salam contract between two parties for discrete and continuous time series
Hisham, Azie Farhani Badrol; Jaffar, Maheran Mohd
2017-08-01
In order for Islamic finance to remain competitive as the conventional, there needs a new development of Islamic compliance product such as Islamic derivative that can be used to manage the risk. However, under syariah principles and regulations, all financial instruments must not be conflicting with five syariah elements which are riba (interest paid), rishwah (corruption), gharar (uncertainty or unnecessary risk), maysir (speculation or gambling) and jahl (taking advantage of the counterparty's ignorance). This study has proposed a traditional Islamic contract namely salam that can be built as an Islamic derivative product. Although a lot of studies has been done on discussing and proposing the implementation of salam contract as the Islamic product however they are more into qualitative and law issues. Since there is lack of quantitative study of salam contract being developed, this study introduces mathematical models that can value the appropriate salam price for a commodity salam contract between two parties. In modeling the commodity salam contract, this study has modified the existing conventional derivative model and come out with some adjustments to comply with syariah rules and regulations. The cost of carry model has been chosen as the foundation to develop the commodity salam model between two parties for discrete and continuous time series. However, the conventional time value of money results from the concept of interest that is prohibited in Islam. Therefore, this study has adopted the idea of Islamic time value of money which is known as the positive time preference, in modeling the commodity salam contract between two parties for discrete and continuous time series.
Continuous time Boolean modeling for biological signaling: application of Gillespie algorithm.
Stoll, Gautier; Viara, Eric; Barillot, Emmanuel; Calzone, Laurence
2012-08-29
Mathematical modeling is used as a Systems Biology tool to answer biological questions, and more precisely, to validate a network that describes biological observations and predict the effect of perturbations. This article presents an algorithm for modeling biological networks in a discrete framework with continuous time. There exist two major types of mathematical modeling approaches: (1) quantitative modeling, representing various chemical species concentrations by real numbers, mainly based on differential equations and chemical kinetics formalism; (2) and qualitative modeling, representing chemical species concentrations or activities by a finite set of discrete values. Both approaches answer particular (and often different) biological questions. Qualitative modeling approach permits a simple and less detailed description of the biological systems, efficiently describes stable state identification but remains inconvenient in describing the transient kinetics leading to these states. In this context, time is represented by discrete steps. Quantitative modeling, on the other hand, can describe more accurately the dynamical behavior of biological processes as it follows the evolution of concentration or activities of chemical species as a function of time, but requires an important amount of information on the parameters difficult to find in the literature. Here, we propose a modeling framework based on a qualitative approach that is intrinsically continuous in time. The algorithm presented in this article fills the gap between qualitative and quantitative modeling. It is based on continuous time Markov process applied on a Boolean state space. In order to describe the temporal evolution of the biological process we wish to model, we explicitly specify the transition rates for each node. For that purpose, we built a language that can be seen as a generalization of Boolean equations. Mathematically, this approach can be translated in a set of ordinary differential
Meng, Tianhui; Li, Xiaofan; Zhang, Sha; Zhao, Yubin
2016-09-28
Wireless sensor networks (WSNs) have recently gained popularity for a wide spectrum of applications. Monitoring tasks can be performed in various environments. This may be beneficial in many scenarios, but it certainly exhibits new challenges in terms of security due to increased data transmission over the wireless channel with potentially unknown threats. Among possible security issues are timing attacks, which are not prevented by traditional cryptographic security. Moreover, the limited energy and memory resources prohibit the use of complex security mechanisms in such systems. Therefore, balancing between security and the associated energy consumption becomes a crucial challenge. This paper proposes a secure scheme for WSNs while maintaining the requirement of the security-performance tradeoff. In order to proceed to a quantitative treatment of this problem, a hybrid continuous-time Markov chain (CTMC) and queueing model are put forward, and the tradeoff analysis of the security and performance attributes is carried out. By extending and transforming this model, the mean time to security attributes failure is evaluated. Through tradeoff analysis, we show that our scheme can enhance the security of WSNs, and the optimal rekeying rate of the performance and security tradeoff can be obtained.
Yoshida, Yutaka; Yokoyama, Kiyoko; Ishii, Naohiro
It is necessary to monitor the daily health condition for preventing stress syndrome. In this study, it was proposed the method assessing the mental and physiological condition, such as the work stress or the relaxation, using heart rate variability at real time and continuously. The instantanuous heart rate (HR), and the ratio of the number of extreme points (NEP) and the number of heart beats were calculated for assessing mental and physiological condition. In this method, 20 beats heart rate were used to calculate these indexes. These were calculated in one beat interval. Three conditions, which are sitting rest, performing mental arithmetic and watching relaxation movie, were assessed using our proposed algorithm. The assessment accuracies were 71.9% and 55.8%, when performing mental arithmetic and watching relaxation movie respectively. In this method, the mental and physiological condition was assessed using only 20 regressive heart beats, so this method is considered as the real time assessment method.
Stabilization of Continuous-Time Random Switching Systems via a Fault-Tolerant Controller
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Guoliang Wang
2017-01-01
Full Text Available This paper focuses on the stabilization problem of continuous-time random switching systems via exploiting a fault-tolerant controller, where the dwell time of each subsystem consists of a fixed part and random part. It is known from the traditional design methods that the computational complexity of LMIs related to the quantity of fault combination is very large; particularly system dimension or amount of subsystems is large. In order to reduce the number of the used fault combinations, new sufficient LMI conditions for designing such a controller are established by a robust approach, which are fault-free and could be solved directly. Moreover, the fault-tolerant stabilization realized by a mode-independent controller is considered and suitably applied to a practical case without mode information. Finally, a numerical example is used to demonstrate the effectiveness and superiority of the proposed methods.
Absolute continuity under time shift of trajectories and related stochastic calculus
Löbus, Jörg-Uwe
2017-01-01
The text is concerned with a class of two-sided stochastic processes of the form X=W+A. Here W is a two-sided Brownian motion with random initial data at time zero and A\\equiv A(W) is a function of W. Elements of the related stochastic calculus are introduced. In particular, the calculus is adjusted to the case when A is a jump process. Absolute continuity of (X,P) under time shift of trajectories is investigated. For example under various conditions on the initial density with respect to the Lebesgue measure, m, and on A with A_0=0 we verify \\frac{P(dX_{\\cdot -t})}{P(dX_\\cdot)}=\\frac{m(X_{-t})}{m(X_0)}\\cdot \\prod_i\\left|\
Donier, J.; Bouchaud, J.-P.
2016-12-01
In standard Walrasian auctions, the price of a good is defined as the point where the supply and demand curves intersect. Since both curves are generically regular, the response to small perturbations is linearly small. However, a crucial ingredient is absent of the theory, namely transactions themselves. What happens after they occur? To answer the question, we develop a dynamic theory for supply and demand based on agents with heterogeneous beliefs. When the inter-auction time is infinitely long, the Walrasian mechanism is recovered. When transactions are allowed to happen in continuous time, a peculiar property emerges: close to the price, supply and demand vanish quadratically, which we empirically confirm on the Bitcoin. This explains why price impact in financial markets is universally observed to behave as the square root of the excess volume. The consequences are important, as they imply that the very fact of clearing the market makes prices hypersensitive to small fluctuations.
An approach to the drone fleet survivability assessment based on a stochastic continues-time model
Kharchenko, Vyacheslav; Fesenko, Herman; Doukas, Nikos
2017-09-01
An approach and the algorithm to the drone fleet survivability assessment based on a stochastic continues-time model are proposed. The input data are the number of the drones, the drone fleet redundancy coefficient, the drone stability and restoration rate, the limit deviation from the norms of the drone fleet recovery, the drone fleet operational availability coefficient, the probability of the drone failure-free operation, time needed for performing the required tasks by the drone fleet. The ways for improving the recoverable drone fleet survivability taking into account amazing factors of system accident are suggested. Dependencies of the drone fleet survivability rate both on the drone stability and the number of the drones are analysed.
Continuous-time random walks with reset events. Historical background and new perspectives
Montero, Miquel; Masó-Puigdellosas, Axel; Villarroel, Javier
2017-09-01
In this paper, we consider a stochastic process that may experience random reset events which relocate the system to its starting position. We focus our attention on a one-dimensional, monotonic continuous-time random walk with a constant drift: the process moves in a fixed direction between the reset events, either by the effect of the random jumps, or by the action of a deterministic bias. However, the orientation of its motion is randomly determined after each restart. As a result of these alternating dynamics, interesting properties do emerge. General formulas for the propagator as well as for two extreme statistics, the survival probability and the mean first-passage time, are also derived. The rigor of these analytical results is verified by numerical estimations, for particular but illuminating examples.
Fitting timeseries by continuous-time Markov chains: A quadratic programming approach
International Nuclear Information System (INIS)
Crommelin, D.T.; Vanden-Eijnden, E.
2006-01-01
Construction of stochastic models that describe the effective dynamics of observables of interest is an useful instrument in various fields of application, such as physics, climate science, and finance. We present a new technique for the construction of such models. From the timeseries of an observable, we construct a discrete-in-time Markov chain and calculate the eigenspectrum of its transition probability (or stochastic) matrix. As a next step we aim to find the generator of a continuous-time Markov chain whose eigenspectrum resembles the observed eigenspectrum as closely as possible, using an appropriate norm. The generator is found by solving a minimization problem: the norm is chosen such that the object function is quadratic and convex, so that the minimization problem can be solved using quadratic programming techniques. The technique is illustrated on various toy problems as well as on datasets stemming from simulations of molecular dynamics and of atmospheric flows
Continuous Positive Airway Pressure Device Time to Procurement in a Disadvantaged Population
Directory of Open Access Journals (Sweden)
Lourdes M. DelRosso
2015-01-01
Full Text Available Introduction. The management of obstructive sleep apnea (OSA in patients who cannot afford a continuous positive airway pressure (CPAP device is challenging. In this study we compare time to CPAP procurement in three groups of patients diagnosed with OSA: uninsured subsidized by a humanitarian grant (Group 1, uninsured unsubsidized (Group 2, and those with Medicare or Medicaid (Group 3. We evaluate follow-up and adherence in Group 1. We hypothesize that additional factors, rather than just the ability to obtain CPAP, may uniquely affect follow-up and adherence in uninsured patients. Methods. 30 patients were in Groups 1 and 2, respectively. 12 patients were in Group 3. Time of CPAP procurement from OSA diagnosis to CPAP initiation was assessed in all groups. CPAP adherence data was collected for Group 1 patients at 1, 3, 6, and 9 months. Results. There were no significant differences between groups in gender, age, body mass index, or apnea hypopnea index. The mean time to procurement in Group 1 was shorter compared to Group 2 but not significant. Compared to both Group 1 and Group 2, Group 3 patients had significantly shorter times to device procurement. Conclusion. Time to procurement of CPAP was significantly shorter in those with Medicaid/Medicare insurance compared to the uninsured.
Directory of Open Access Journals (Sweden)
Pieprzyca J.
2015-04-01
Full Text Available A common method used in identification of hydrodynamics phenomena occurring in Continuous Casting (CC device's tundish is to determine the RTD curves of time. These curves allows to determine the way of the liquid steel flowing and mixing in the tundish. These can be identified either as the result of numerical simulation or by the experiments - as the result of researching the physical models. Special problem is to objectify it while conducting physical research. It is necessary to precisely determine the time constants which characterize researched phenomena basing on the data acquired in the measured change of the concentration of the tracer in model liquid's volume. The mathematical description of determined curves is based on the approximate differential equations formulated in the theory of fluid mechanics. Solving these equations to calculate the time constants requires a special software and it is very time-consuming. To improve the process a method was created to calculate the time constants with use of automation elements. It allows to solve problems using algebraic method, which improves interpretation of the research results of physical modeling.
Freeman, Jonathan B; Ambady, Nalini; Midgley, Katherine J; Holcomb, Phillip J
2011-01-01
Using event-related potentials, we investigated how the brain extracts information from another's face and translates it into relevant action in real time. In Study 1, participants made between-hand sex categorizations of sex-typical and sex-atypical faces. Sex-atypical faces evoked negativity between 250 and 550 ms (N300/N400 effects), reflecting the integration of accumulating sex-category knowledge into a coherent sex-category interpretation. Additionally, the lateralized readiness potential revealed that the motor cortex began preparing for a correct hand response while social category knowledge was still gradually evolving in parallel. In Study 2, participants made between-hand eye-color categorizations as part of go/no-go trials that were contingent on a target's sex. On no-go trials, although the hand did not actually move, information about eye color partially prepared the motor cortex to move the hand before perception of sex had finalized. Together, these findings demonstrate the dynamic continuity between person perception and action, such that ongoing results from face processing are immediately and continuously cascaded into the motor system over time. The preparation of action begins based on tentative perceptions of another's face before perceivers have finished interpreting what they just saw. © 2010 Psychology Press, an imprint of the Taylor & Francis Group, an Informa business
Backward jump continuous-time random walk: An application to market trading
Gubiec, Tomasz; Kutner, Ryszard
2010-10-01
The backward jump modification of the continuous-time random walk model or the version of the model driven by the negative feedback was herein derived for spatiotemporal continuum in the context of a share price evolution on a stock exchange. In the frame of the model, we described stochastic evolution of a typical share price on a stock exchange with a moderate liquidity within a high-frequency time scale. The model was validated by satisfactory agreement of the theoretical velocity autocorrelation function with its empirical counterpart obtained for the continuous quotation. This agreement is mainly a result of a sharp backward correlation found and considered in this article. This correlation is a reminiscence of such a bid-ask bounce phenomenon where backward price jump has the same or almost the same length as preceding jump. We suggested that this correlation dominated the dynamics of the stock market with moderate liquidity. Although assumptions of the model were inspired by the market high-frequency empirical data, its potential applications extend beyond the financial market, for instance, to the field covered by the Le Chatelier-Braun principle of contrariness.
Clarke, Hannah; Done, Fay; Casadio, Stefano; Mackin, Stephen; Dinelli, Bianca Maria; Castelli, Elisa
2016-08-01
The long time-series of observations made by the Along Track Scanning Radiometers (ATSR) missions represents a valuable resource for a wide range of research and EO applications.With the advent of ESA's Long-TermData Preservation (LTDP) programme, thought has turned to the preservation and improved understanding of such long time-series, to support their continued exploitation in both existing and new areas of research, bringing the possibility of improving the existing data set and to inform and contribute towards future missions. For this reason, the 'Long Term Stability of the ATSR Instrument Series: SWIR Calibration, Cloud Masking and SAA' project, commonly known as the ATSR Long Term Stability (or ALTS) project, is designed to explore the key characteristics of the data set and new and innovative ways of enhancing and exploiting it.Work has focussed on: A new approach to the assessment of Short Wave Infra-Red (SWIR) channel calibration.; Developmentof a new method for Total Column Water Vapour (TCWV) retrieval.; Study of the South Atlantic Anomaly (SAA).; Radiative Transfer (RT) modelling for ATSR.; Providing AATSR observations with their location in the original instrument grid.; Strategies for the retrieval and archiving of historical ATSR documentation.; Study of TCWV retrieval over land; Development of new methods for cloud masking This paper provides an overview of these activities and illustrates the importance of preserving and understanding 'old' data for continued use in the future.
Gatto, Riccardo
2017-12-01
This article considers the random walk over Rp, with p ≥ 2, where a given particle starts at the origin and moves stepwise with uniformly distributed step directions and step lengths following a common distribution. Step directions and step lengths are independent. The case where the number of steps of the particle is fixed and the more general case where it follows an independent continuous time inhomogeneous counting process are considered. Saddlepoint approximations to the distribution of the distance from the position of the particle to the origin are provided. Despite the p-dimensional nature of the random walk, the computations of the saddlepoint approximations are one-dimensional and thus simple. Explicit formulae are derived with dimension p = 3: for uniformly and exponentially distributed step lengths, for fixed and for Poisson distributed number of steps. In these situations, the high accuracy of the saddlepoint approximations is illustrated by numerical comparisons with Monte Carlo simulation. Contribution to the "Topical Issue: Continuous Time Random Walk Still Trendy: Fifty-year History, Current State and Outlook", edited by Ryszard Kutner and Jaume Masoliver.
Bravo-Zanoguera, Miguel E; Laris, Casey A; Nguyen, Lam K; Oliva, Mike; Price, Jeffrey H
2007-01-01
Efficient image cytometry of a conventional microscope slide means rapid acquisition and analysis of 20 gigapixels of image data (at 0.3-microm sampling). The voluminous data motivate increased acquisition speed to enable many biomedical applications. Continuous-motion time-delay-and-integrate (TDI) scanning has the potential to speed image acquisition while retaining sensitivity, but the challenge of implementing high-resolution autofocus operating simultaneously with acquisition has limited its adoption. We develop a dynamic autofocus system for this need using: 1. a "volume camera," consisting of nine fiber optic imaging conduits to charge-coupled device (CCD) sensors, that acquires images in parallel from different focal planes, 2. an array of mixed analog-digital processing circuits that measure the high spatial frequencies of the multiple image streams to create focus indices, and 3. a software system that reads and analyzes the focus data streams and calculates best focus for closed feedback loop control. Our system updates autofocus at 56 Hz (or once every 21 microm of stage travel) to collect sharply focused images sampled at 0.3x0.3 microm(2)/pixel at a stage speed of 2.3 mms. The system, tested by focusing in phase contrast and imaging long fluorescence strips, achieves high-performance closed-loop image-content-based autofocus in continuous scanning for the first time.
Real-time CT-video registration for continuous endoscopic guidance
Merritt, Scott A.; Rai, Lav; Higgins, William E.
2006-03-01
Previous research has shown that CT-image-based guidance could be useful for the bronchoscopic assessment of lung cancer. This research drew upon the registration of bronchoscopic video images to CT-based endoluminal renderings of the airway tree. The proposed methods either were restricted to discrete single-frame registration, which took several seconds to complete, or required non-real-time buffering and processing of video sequences. We have devised a fast 2D/3D image registration method that performs single-frame CT-Video registration in under 1/15th of a second. This allows the method to be used for real-time registration at full video frame rates without significantly altering the physician's behavior. The method achieves its speed through a gradient-based optimization method that allows most of the computation to be performed off-line. During live registration, the optimization iteratively steps toward the locally optimal viewpoint at which a CT-based endoluminal view is most similar to a current bronchoscopic video frame. After an initial registration to begin the process (generally done in the trachea for bronchoscopy), subsequent registrations are performed in real-time on each incoming video frame. As each new bronchoscopic video frame becomes available, the current optimization is initialized using the previous frame's optimization result, allowing continuous guidance to proceed without manual re-initialization. Tests were performed using both synthetic and pre-recorded bronchoscopic video. The results show that the method is robust to initialization errors, that registration accuracy is high, and that continuous registration can proceed on real-time video at >15 frames per sec. with minimal user-intervention.
Tataru, Paula; Hobolth, Asger
2011-12-05
Continuous time Markov chains (CTMCs) is a widely used model for describing the evolution of DNA sequences on the nucleotide, amino acid or codon level. The sufficient statistics for CTMCs are the time spent in a state and the number of changes between any two states. In applications past evolutionary events (exact times and types of changes) are unaccessible and the past must be inferred from DNA sequence data observed in the present. We describe and implement three algorithms for computing linear combinations of expected values of the sufficient statistics, conditioned on the end-points of the chain, and compare their performance with respect to accuracy and running time. The first algorithm is based on an eigenvalue decomposition of the rate matrix (EVD), the second on uniformization (UNI), and the third on integrals of matrix exponentials (EXPM). The implementation in R of the algorithms is available at http://www.birc.au.dk/~paula/. We use two different models to analyze the accuracy and eight experiments to investigate the speed of the three algorithms. We find that they have similar accuracy and that EXPM is the slowest method. Furthermore we find that UNI is usually faster than EVD.
Directory of Open Access Journals (Sweden)
Tataru Paula
2011-12-01
Full Text Available Abstract Background Continuous time Markov chains (CTMCs is a widely used model for describing the evolution of DNA sequences on the nucleotide, amino acid or codon level. The sufficient statistics for CTMCs are the time spent in a state and the number of changes between any two states. In applications past evolutionary events (exact times and types of changes are unaccessible and the past must be inferred from DNA sequence data observed in the present. Results We describe and implement three algorithms for computing linear combinations of expected values of the sufficient statistics, conditioned on the end-points of the chain, and compare their performance with respect to accuracy and running time. The first algorithm is based on an eigenvalue decomposition of the rate matrix (EVD, the second on uniformization (UNI, and the third on integrals of matrix exponentials (EXPM. The implementation in R of the algorithms is available at http://www.birc.au.dk/~paula/. Conclusions We use two different models to analyze the accuracy and eight experiments to investigate the speed of the three algorithms. We find that they have similar accuracy and that EXPM is the slowest method. Furthermore we find that UNI is usually faster than EVD.
Continuous performance task in ADHD: Is reaction time variability a key measure?
Levy, Florence; Pipingas, Andrew; Harris, Elizabeth V; Farrow, Maree; Silberstein, Richard B
2018-01-01
To compare the use of the Continuous Performance Task (CPT) reaction time variability (intraindividual variability or standard deviation of reaction time), as a measure of vigilance in attention-deficit hyperactivity disorder (ADHD), and stimulant medication response, utilizing a simple CPT X-task vs an A-X-task. Comparative analyses of two separate X-task vs A-X-task data sets, and subgroup analyses of performance on and off medication were conducted. The CPT X-task reaction time variability had a direct relationship to ADHD clinician severity ratings, unlike the CPT A-X-task. Variability in X-task performance was reduced by medication compared with the children's unmedicated performance, but this effect did not reach significance. When the coefficient of variation was applied, severity measures and medication response were significant for the X-task, but not for the A-X-task. The CPT-X-task is a useful clinical screening test for ADHD and medication response. In particular, reaction time variability is related to default mode interference. The A-X-task is less useful in this regard.
Votava, Ondrej; Mašát, Milan; Parker, Alexander E; Jain, Chaithania; Fittschen, Christa
2012-04-01
We present in this work a new tracking servoloop electronics for continuous wave cavity-ringdown absorption spectroscopy (cw-CRDS) and its application to time resolved cw-CRDS measurements by coupling the system with a pulsed laser photolysis set-up. The tracking unit significantly increases the repetition rate of the CRDS events and thus improves effective time resolution (and/or the signal-to-noise ratio) in kinetics studies with cw-CRDS in given data acquisition time. The tracking servoloop uses novel strategy to track the cavity resonances that result in a fast relocking (few ms) after the loss of tracking due to an external disturbance. The microcontroller based design is highly flexible and thus advanced tracking strategies are easy to implement by the firmware modification without the need to modify the hardware. We believe that the performance of many existing cw-CRDS experiments, not only time-resolved, can be improved with such tracking unit without any additional modification to the experiment. © 2012 American Institute of Physics
Anomalous spreading behaviour of polyethyleneglycoldistearate ...
Indian Academy of Sciences (India)
Unknown
Anomalous behaviour; polythyleneglycoldistearate; air/water interface; ... distinguished these monolayer states in terms of molecular ordering, including the .... It has been found that the compressibilities of the materials in the condensed phase.
Discrete- vs. Continuous-Time Modeling of Unequally Spaced Experience Sampling Method Data
Directory of Open Access Journals (Sweden)
Silvia de Haan-Rietdijk
2017-10-01
Full Text Available The Experience Sampling Method is a common approach in psychological research for collecting intensive longitudinal data with high ecological validity. One characteristic of ESM data is that it is often unequally spaced, because the measurement intervals within a day are deliberately varied, and measurement continues over several days. This poses a problem for discrete-time (DT modeling approaches, which are based on the assumption that all measurements are equally spaced. Nevertheless, DT approaches such as (vector autoregressive modeling are often used to analyze ESM data, for instance in the context of affective dynamics research. There are equivalent continuous-time (CT models, but they are more difficult to implement. In this paper we take a pragmatic approach and evaluate the practical relevance of the violated model assumption in DT AR(1 and VAR(1 models, for the N = 1 case. We use simulated data under an ESM measurement design to investigate the bias in the parameters of interest under four different model implementations, ranging from the true CT model that accounts for all the exact measurement times, to the crudest possible DT model implementation, where even the nighttime is treated as a regular interval. An analysis of empirical affect data illustrates how the differences between DT and CT modeling can play out in practice. We find that the size and the direction of the bias in DT (VAR models for unequally spaced ESM data depend quite strongly on the true parameter in addition to data characteristics. Our recommendation is to use CT modeling whenever possible, especially now that new software implementations have become available.
Fitting and interpreting continuous-time latent Markov models for panel data.
Lange, Jane M; Minin, Vladimir N
2013-11-20
Multistate models characterize disease processes within an individual. Clinical studies often observe the disease status of individuals at discrete time points, making exact times of transitions between disease states unknown. Such panel data pose considerable modeling challenges. Assuming the disease process progresses accordingly, a standard continuous-time Markov chain (CTMC) yields tractable likelihoods, but the assumption of exponential sojourn time distributions is typically unrealistic. More flexible semi-Markov models permit generic sojourn distributions yet yield intractable likelihoods for panel data in the presence of reversible transitions. One attractive alternative is to assume that the disease process is characterized by an underlying latent CTMC, with multiple latent states mapping to each disease state. These models retain analytic tractability due to the CTMC framework but allow for flexible, duration-dependent disease state sojourn distributions. We have developed a robust and efficient expectation-maximization algorithm in this context. Our complete data state space consists of the observed data and the underlying latent trajectory, yielding computationally efficient expectation and maximization steps. Our algorithm outperforms alternative methods measured in terms of time to convergence and robustness. We also examine the frequentist performance of latent CTMC point and interval estimates of disease process functionals based on simulated data. The performance of estimates depends on time, functional, and data-generating scenario. Finally, we illustrate the interpretive power of latent CTMC models for describing disease processes on a dataset of lung transplant patients. We hope our work will encourage wider use of these models in the biomedical setting. Copyright © 2013 John Wiley & Sons, Ltd.
Anomalous magnetoresistance in amorphous metals
International Nuclear Information System (INIS)
Kuz'menko, V.M.; Vladychkin, A.N.; Mel'nikov, V.I.; Sudovtsev, A.I.
1984-01-01
The magnetoresistance of amorphous Bi, Ca, V and Yb films is investigated in fields up to 4 T at low temperatures. For all metals the magnetoresistance is positive, sharply decreases with growth of temperature and depends anomalously on the magnetic field strength. For amorphous superconductors the results agree satisfactorily with the theory of anomalous magnetoresistance in which allowance is made for scattering of electrons by the superconducting fluctuations
Fractional Diffusion Equations and Anomalous Diffusion
Evangelista, Luiz Roberto; Kaminski Lenzi, Ervin
2018-01-01
Preface; 1. Mathematical preliminaries; 2. A survey of the fractional calculus; 3. From normal to anomalous diffusion; 4. Fractional diffusion equations: elementary applications; 5. Fractional diffusion equations: surface effects; 6. Fractional nonlinear diffusion equation; 7. Anomalous diffusion: anisotropic case; 8. Fractional Schrödinger equations; 9. Anomalous diffusion and impedance spectroscopy; 10. The Poisson–Nernst–Planck anomalous (PNPA) models; References; Index.
Toward a continuous 405-kyr-calibrated Astronomical Time Scale for the Mesozoic Era
Hinnov, Linda; Ogg, James; Huang, Chunju
2010-05-01
Mesozoic cyclostratigraphy is being assembled into a continuous Astronomical Time Scale (ATS) tied to the Earth's cyclic orbital parameters. Recognition of a nearly ubiquitous, dominant ~400-kyr cycling in formations throughout the era has been particularly striking. Composite formations spanning contiguous intervals up to 50 myr clearly express these long-eccentricity cycles, and in some cases, this cycling is defined by third- or fourth-order sea-level sequences. This frequency is associated with the 405-kyr orbital eccentricity cycle, which provides a basic metronome and enables the extension of the well-defined Cenozoic ATS to scale the majority of the Mesozoic Era. This astronomical calibration has a resolution comparable to the 1% to 0.1% precision for radioisotope dating of Mesozoic ash beds, but with the added benefit of providing continuous stratigraphic coverage between dated beds. Extended portions of the Mesozoic ATS provide solutions to long-standing geologic problems of tectonics, eustasy, paleoclimate change, and rates of seafloor spreading.
Vibration analysis diagnostics by continuous-time models: A case study
International Nuclear Information System (INIS)
Pedregal, Diego J.; Carmen Carnero, Ma.
2009-01-01
In this paper a forecasting system in condition monitoring is developed based on vibration signals in order to improve the diagnosis of a certain critical equipment at an industrial plant. The system is based on statistical models capable of forecasting the state of the equipment combined with a cost model consisting of defining the time of preventive replacement when the minimum of the expected cost per unit of time is reached in the future. The most relevant features of the system are that (i) it is developed for bivariate signals; (ii) the statistical models are set up in a continuous-time framework, due to the specific nature of the data; and (iii) it has been developed from scratch for a real case study and may be generalised to other pieces of equipment. The system is thoroughly tested on the equipment available, showing its correctness with the data in a statistical sense and its capability of producing sensible results for the condition monitoring programme
Vibration analysis diagnostics by continuous-time models: A case study
Energy Technology Data Exchange (ETDEWEB)
Pedregal, Diego J. [Escuela Tecnica Superior de Ingenieros Industriales, Universidad de Castilla-La Mancha, 13071 Ciudad Real (Spain)], E-mail: Diego.Pedregal@uclm.es; Carmen Carnero, Ma. [Escuela Tecnica Superior de Ingenieros Industriales, Universidad de Castilla-La Mancha, 13071 Ciudad Real (Spain)], E-mail: Carmen.Carnero@uclm.es
2009-02-15
In this paper a forecasting system in condition monitoring is developed based on vibration signals in order to improve the diagnosis of a certain critical equipment at an industrial plant. The system is based on statistical models capable of forecasting the state of the equipment combined with a cost model consisting of defining the time of preventive replacement when the minimum of the expected cost per unit of time is reached in the future. The most relevant features of the system are that (i) it is developed for bivariate signals; (ii) the statistical models are set up in a continuous-time framework, due to the specific nature of the data; and (iii) it has been developed from scratch for a real case study and may be generalised to other pieces of equipment. The system is thoroughly tested on the equipment available, showing its correctness with the data in a statistical sense and its capability of producing sensible results for the condition monitoring programme.
Liu, Jian; Miller, William H
2008-09-28
The maximum entropy analytic continuation (MEAC) method is used to extend the range of accuracy of the linearized semiclassical initial value representation (LSC-IVR)/classical Wigner approximation for real time correlation functions. LSC-IVR provides a very effective "prior" for the MEAC procedure since it is very good for short times, exact for all time and temperature for harmonic potentials (even for correlation functions of nonlinear operators), and becomes exact in the classical high temperature limit. This combined MEAC+LSC/IVR approach is applied here to two highly nonlinear dynamical systems, a pure quartic potential in one dimensional and liquid para-hydrogen at two thermal state points (25 and 14 K under nearly zero external pressure). The former example shows the MEAC procedure to be a very significant enhancement of the LSC-IVR for correlation functions of both linear and nonlinear operators, and especially at low temperature where semiclassical approximations are least accurate. For liquid para-hydrogen, the LSC-IVR is seen already to be excellent at T=25 K, but the MEAC procedure produces a significant correction at the lower temperature (T=14 K). Comparisons are also made as to how the MEAC procedure is able to provide corrections for other trajectory-based dynamical approximations when used as priors.
Xu, Tingting; Close, Dan M.; Webb, James D.; Price, Sarah L.; Ripp, Steven A.; Sayler, Gary S.
2013-05-01
Bioluminescent imaging is an emerging biomedical surveillance strategy that uses external cameras to detect in vivo light generated in small animal models of human physiology or in vitro light generated in tissue culture or tissue scaffold mimics of human anatomy. The most widely utilized of reporters is the firefly luciferase (luc) gene; however, it generates light only upon addition of a chemical substrate, thus only generating intermittent single time point data snapshots. To overcome this disadvantage, we have demonstrated substrate-independent bioluminescent imaging using an optimized bacterial bioluminescence (lux) system. The lux reporter produces bioluminescence autonomously using components found naturally within the cell, thereby allowing imaging to occur continuously and in real-time over the lifetime of the host. We have validated this technology in human cells with demonstrated chemical toxicological profiling against exotoxin exposures at signal strengths comparable to existing luc systems (~1.33 × 107 photons/second). As a proof-in-principle demonstration, we have engineered breast carcinoma cells to express bioluminescence for real-time screening of endocrine disrupting chemicals and validated detection of 17β-estradiol (EC50 = ~ 10 pM). These and other applications of this new reporter technology will be discussed as potential new pathways towards improved models of target chemical bioavailability, toxicology, efficacy, and human safety.
International Nuclear Information System (INIS)
Louzguine-Luzgin, Dmitri V.; Inoue, Akihisa
2005-01-01
The time-temperature transformation (TTT) diagrams for the onset of devitrification of the Ge-Ni-La and Cu-Hf-Ti glassy alloys were calculated from the isothermal differential calorimetry data using an Arrhenius equation. The continuous heating transformation (CHT) diagrams for the onset of devitrification of the glassy alloys were subsequently recalculated from TTT diagrams. The recalculation method used for conversion of the TTT into CHT diagrams produces reasonable results and is not sensitive to the type of the devitrification reaction (polymorphous or primary transformation). The diagrams allow to perform a comparison of the stabilities of glassy alloys on a long-term scale. The relationship between these diagrams is discussed
Stochastic Games for Continuous-Time Jump Processes Under Finite-Horizon Payoff Criterion
Energy Technology Data Exchange (ETDEWEB)
Wei, Qingda, E-mail: weiqd@hqu.edu.cn [Huaqiao University, School of Economics and Finance (China); Chen, Xian, E-mail: chenxian@amss.ac.cn [Peking University, School of Mathematical Sciences (China)
2016-10-15
In this paper we study two-person nonzero-sum games for continuous-time jump processes with the randomized history-dependent strategies under the finite-horizon payoff criterion. The state space is countable, and the transition rates and payoff functions are allowed to be unbounded from above and from below. Under the suitable conditions, we introduce a new topology for the set of all randomized Markov multi-strategies and establish its compactness and metrizability. Then by constructing the approximating sequences of the transition rates and payoff functions, we show that the optimal value function for each player is a unique solution to the corresponding optimality equation and obtain the existence of a randomized Markov Nash equilibrium. Furthermore, we illustrate the applications of our main results with a controlled birth and death system.
Mixed-integrator-based bi-quad cell for designing a continuous time filter
International Nuclear Information System (INIS)
Chen Yong; Zhou Yumei
2010-01-01
A new mixed-integrator-based bi-quad cell is proposed. An alternative synthesis mechanism of complex poles is proposed compared with source-follower-based bi-quad cells which is designed applying the positive feedback technique. Using the negative feedback technique to combine different integrators, the proposed bi-quad cell synthesizes complex poles for designing a continuous time filter. It exhibits various advantages including compact topology, high gain, no parasitic pole, no CMFB circuit, and high capability. The fourth-order Butterworth lowpass filter using the proposed cells has been fabricated in 0.18 μm CMOS technology. The active area occupied by the filter with test buffer is only 200 x 170 μm 2 . The proposed filter consumes a low power of 201 μW and achieves a 68.5 dB dynamic range. (semiconductor integrated circuits)
New readout integrated circuit using continuous time fixed pattern noise correction
Dupont, Bertrand; Chammings, G.; Rapellin, G.; Mandier, C.; Tchagaspanian, M.; Dupont, Benoit; Peizerat, A.; Yon, J. J.
2008-04-01
LETI has been involved in IRFPA development since 1978; the design department (LETI/DCIS) has focused its work on new ROIC architecture since many years. The trend is to integrate advanced functions into the CMOS design to achieve cost efficient sensors production. Thermal imaging market is today more and more demanding of systems with instant ON capability and low power consumption. The purpose of this paper is to present the latest developments of fixed pattern noise continuous time correction. Several architectures are proposed, some are based on hardwired digital processing and some are purely analog. Both are using scene based algorithms. Moreover a new method is proposed for simultaneous correction of pixel offsets and sensitivities. In this scope, a new architecture of readout integrated circuit has been implemented; this architecture is developed with 0.18μm CMOS technology. The specification and the application of the ROIC are discussed in details.
A toolbox for safety instrumented system evaluation based on improved continuous-time Markov chain
Wardana, Awang N. I.; Kurniady, Rahman; Pambudi, Galih; Purnama, Jaka; Suryopratomo, Kutut
2017-08-01
Safety instrumented system (SIS) is designed to restore a plant into a safe condition when pre-hazardous event is occur. It has a vital role especially in process industries. A SIS shall be meet with safety requirement specifications. To confirm it, SIS shall be evaluated. Typically, the evaluation is calculated by hand. This paper presents a toolbox for SIS evaluation. It is developed based on improved continuous-time Markov chain. The toolbox supports to detailed approach of evaluation. This paper also illustrates an industrial application of the toolbox to evaluate arch burner safety system of primary reformer. The results of the case study demonstrates that the toolbox can be used to evaluate industrial SIS in detail and to plan the maintenance strategy.
A Random Parameter Model for Continuous-Time Mean-Variance Asset-Liability Management
Directory of Open Access Journals (Sweden)
Hui-qiang Ma
2015-01-01
Full Text Available We consider a continuous-time mean-variance asset-liability management problem in a market with random market parameters; that is, interest rate, appreciation rates, and volatility rates are considered to be stochastic processes. By using the theories of stochastic linear-quadratic (LQ optimal control and backward stochastic differential equations (BSDEs, we tackle this problem and derive optimal investment strategies as well as the mean-variance efficient frontier analytically in terms of the solution of BSDEs. We find that the efficient frontier is still a parabola in a market with random parameters. Comparing with the existing results, we also find that the liability does not affect the feasibility of the mean-variance portfolio selection problem. However, in an incomplete market with random parameters, the liability can not be fully hedged.
Continuous-Time Mean-Variance Portfolio Selection under the CEV Process
Directory of Open Access Journals (Sweden)
Hui-qiang Ma
2014-01-01
Full Text Available We consider a continuous-time mean-variance portfolio selection model when stock price follows the constant elasticity of variance (CEV process. The aim of this paper is to derive an optimal portfolio strategy and the efficient frontier. The mean-variance portfolio selection problem is formulated as a linearly constrained convex program problem. By employing the Lagrange multiplier method and stochastic optimal control theory, we obtain the optimal portfolio strategy and mean-variance efficient frontier analytically. The results show that the mean-variance efficient frontier is still a parabola in the mean-variance plane, and the optimal strategies depend not only on the total wealth but also on the stock price. Moreover, some numerical examples are given to analyze the sensitivity of the efficient frontier with respect to the elasticity parameter and to illustrate the results presented in this paper. The numerical results show that the price of risk decreases as the elasticity coefficient increases.
Lattin, Frank G.; Paul, Donald G.
1996-11-01
A sorbent-based gas chromatographic method provides continuous quantitative measurement of phosgene, hydrogen cyanide, and cyanogen chloride in ambient air. These compounds are subject to workplace exposure limits as well as regulation under terms of the Chemical Arms Treaty and Title III of the 1990 Clean Air Act amendments. The method was developed for on-sit use in a mobile laboratory during remediation operations. Incorporated into the method are automated multi-level calibrations at time weighted average concentrations, or lower. Gaseous standards are prepared in fused silica lined air sampling canisters, then transferred to the analytical system through dynamic spiking. Precision and accuracy studies performed to validate the method are described. Also described are system deactivation and passivation techniques critical to optimum method performance.
Stochastic Games for Continuous-Time Jump Processes Under Finite-Horizon Payoff Criterion
International Nuclear Information System (INIS)
Wei, Qingda; Chen, Xian
2016-01-01
In this paper we study two-person nonzero-sum games for continuous-time jump processes with the randomized history-dependent strategies under the finite-horizon payoff criterion. The state space is countable, and the transition rates and payoff functions are allowed to be unbounded from above and from below. Under the suitable conditions, we introduce a new topology for the set of all randomized Markov multi-strategies and establish its compactness and metrizability. Then by constructing the approximating sequences of the transition rates and payoff functions, we show that the optimal value function for each player is a unique solution to the corresponding optimality equation and obtain the existence of a randomized Markov Nash equilibrium. Furthermore, we illustrate the applications of our main results with a controlled birth and death system.
Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
International Nuclear Information System (INIS)
Zhou, X.Y.; Li, D.
2000-01-01
This paper is concerned with a continuous-time mean-variance portfolio selection model that is formulated as a bicriteria optimization problem. The objective is to maximize the expected terminal return and minimize the variance of the terminal wealth. By putting weights on the two criteria one obtains a single objective stochastic control problem which is however not in the standard form due to the variance term involved. It is shown that this nonstandard problem can be 'embedded' into a class of auxiliary stochastic linear-quadratic (LQ) problems. The stochastic LQ control model proves to be an appropriate and effective framework to study the mean-variance problem in light of the recent development on general stochastic LQ problems with indefinite control weighting matrices. This gives rise to the efficient frontier in a closed form for the original portfolio selection problem
Esfandiari, Kasra; Abdollahi, Farzaneh; Talebi, Heidar Ali
2017-09-01
In this paper, an identifier-critic structure is introduced to find an online near-optimal controller for continuous-time nonaffine nonlinear systems having saturated control signal. By employing two Neural Networks (NNs), the solution of Hamilton-Jacobi-Bellman (HJB) equation associated with the cost function is derived without requiring a priori knowledge about system dynamics. Weights of the identifier and critic NNs are tuned online and simultaneously such that unknown terms are approximated accurately and the control signal is kept between the saturation bounds. The convergence of NNs' weights, identification error, and system states is guaranteed using Lyapunov's direct method. Finally, simulation results are performed on two nonlinear systems to confirm the effectiveness of the proposed control strategy. Copyright © 2017 Elsevier Ltd. All rights reserved.
Yang, Xiong; Liu, Derong; Wang, Ding
2014-03-01
In this paper, an adaptive reinforcement learning-based solution is developed for the infinite-horizon optimal control problem of constrained-input continuous-time nonlinear systems in the presence of nonlinearities with unknown structures. Two different types of neural networks (NNs) are employed to approximate the Hamilton-Jacobi-Bellman equation. That is, an recurrent NN is constructed to identify the unknown dynamical system, and two feedforward NNs are used as the actor and the critic to approximate the optimal control and the optimal cost, respectively. Based on this framework, the action NN and the critic NN are tuned simultaneously, without the requirement for the knowledge of system drift dynamics. Moreover, by using Lyapunov's direct method, the weights of the action NN and the critic NN are guaranteed to be uniformly ultimately bounded, while keeping the closed-loop system stable. To demonstrate the effectiveness of the present approach, simulation results are illustrated.
Accuracy evaluation of a new real-time continuous glucose monitoring algorithm in hypoglycemia
DEFF Research Database (Denmark)
Mahmoudi, Zeinab; Jensen, Morten Hasselstrøm; Johansen, Mette Dencker
2014-01-01
UNLABELLED: Abstract Background: The purpose of this study was to evaluate the performance of a new continuous glucose monitoring (CGM) calibration algorithm and to compare it with the Guardian(®) REAL-Time (RT) (Medtronic Diabetes, Northridge, CA) calibration algorithm in hypoglycemia. SUBJECTS...... AND METHODS: CGM data were obtained from 10 type 1 diabetes patients undergoing insulin-induced hypoglycemia. Data were obtained in two separate sessions using the Guardian RT CGM device. Data from the same CGM sensor were calibrated by two different algorithms: the Guardian RT algorithm and a new calibration...... algorithm. The accuracy of the two algorithms was compared using four performance metrics. RESULTS: The median (mean) of absolute relative deviation in the whole range of plasma glucose was 20.2% (32.1%) for the Guardian RT calibration and 17.4% (25.9%) for the new calibration algorithm. The mean (SD...
Vogelmann, James; Gallant, Alisa L.; Shi, Hua; Zhu, Zhe
2016-01-01
There are many types of changes occurring over the Earth's landscapes that can be detected and monitored using Landsat data. Here we focus on monitoring “within-state,” gradual changes in vegetation in contrast with traditional monitoring of “abrupt” land-cover conversions. Gradual changes result from a variety of processes, such as vegetation growth and succession, damage from insects and disease, responses to shifts in climate, and other factors. Despite the prevalence of gradual changes across the landscape, they are largely ignored by the remote sensing community. Gradual changes are best characterized and monitored using time-series analysis, and with the successful launch of Landsat 8 we now have appreciable data continuity that extends the Landsat legacy across the previous 43 years. In this study, we conducted three related analyses: (1) comparison of spectral values acquired by Landsats 7 and 8, separated by eight days, to ensure compatibility for time-series evaluation; (2) tracking of multitemporal signatures for different change processes across Landsat 5, 7, and 8 sensors using anniversary-date imagery; and (3) tracking the same type of processes using all available acquisitions. In this investigation, we found that data representing natural vegetation from Landsats 5, 7, and 8 were comparable and did not indicate a need for major modification prior to use for long-term monitoring. Analyses using anniversary-date imagery can be very effective for assessing long term patterns and trends occurring across the landscape, and are especially good for providing insights regarding trends related to long-term and continuous trends of growth or decline. We found that use of all available data provided a much more comprehensive level of understanding of the trends occurring, providing information about rate, duration, and intra- and inter-annual variability that could not be readily gleaned from the anniversary date analyses. We observed that using all
Well-posedness and accuracy of the ensemble Kalman filter in discrete and continuous time
Kelly, D. T B
2014-09-22
The ensemble Kalman filter (EnKF) is a method for combining a dynamical model with data in a sequential fashion. Despite its widespread use, there has been little analysis of its theoretical properties. Many of the algorithmic innovations associated with the filter, which are required to make a useable algorithm in practice, are derived in an ad hoc fashion. The aim of this paper is to initiate the development of a systematic analysis of the EnKF, in particular to do so for small ensemble size. The perspective is to view the method as a state estimator, and not as an algorithm which approximates the true filtering distribution. The perturbed observation version of the algorithm is studied, without and with variance inflation. Without variance inflation well-posedness of the filter is established; with variance inflation accuracy of the filter, with respect to the true signal underlying the data, is established. The algorithm is considered in discrete time, and also for a continuous time limit arising when observations are frequent and subject to large noise. The underlying dynamical model, and assumptions about it, is sufficiently general to include the Lorenz \\'63 and \\'96 models, together with the incompressible Navier-Stokes equation on a two-dimensional torus. The analysis is limited to the case of complete observation of the signal with additive white noise. Numerical results are presented for the Navier-Stokes equation on a two-dimensional torus for both complete and partial observations of the signal with additive white noise.
Continuous-Time Public Good Contribution Under Uncertainty: A Stochastic Control Approach
International Nuclear Information System (INIS)
Ferrari, Giorgio; Riedel, Frank; Steg, Jan-Henrik
2017-01-01
In this paper we study continuous-time stochastic control problems with both monotone and classical controls motivated by the so-called public good contribution problem. That is the problem of n economic agents aiming to maximize their expected utility allocating initial wealth over a given time period between private consumption and irreversible contributions to increase the level of some public good. We investigate the corresponding social planner problem and the case of strategic interaction between the agents, i.e. the public good contribution game. We show existence and uniqueness of the social planner’s optimal policy, we characterize it by necessary and sufficient stochastic Kuhn–Tucker conditions and we provide its expression in terms of the unique optional solution of a stochastic backward equation. Similar stochastic first order conditions prove to be very useful for studying any Nash equilibria of the public good contribution game. In the symmetric case they allow us to prove (qualitative) uniqueness of the Nash equilibrium, which we again construct as the unique optional solution of a stochastic backward equation. We finally also provide a detailed analysis of the so-called free rider effect.
Continuous-Time Public Good Contribution Under Uncertainty: A Stochastic Control Approach
Energy Technology Data Exchange (ETDEWEB)
Ferrari, Giorgio, E-mail: giorgio.ferrari@uni-bielefeld.de; Riedel, Frank, E-mail: frank.riedel@uni-bielefeld.de; Steg, Jan-Henrik, E-mail: jsteg@uni-bielefeld.de [Bielefeld University, Center for Mathematical Economics (Germany)
2017-06-15
In this paper we study continuous-time stochastic control problems with both monotone and classical controls motivated by the so-called public good contribution problem. That is the problem of n economic agents aiming to maximize their expected utility allocating initial wealth over a given time period between private consumption and irreversible contributions to increase the level of some public good. We investigate the corresponding social planner problem and the case of strategic interaction between the agents, i.e. the public good contribution game. We show existence and uniqueness of the social planner’s optimal policy, we characterize it by necessary and sufficient stochastic Kuhn–Tucker conditions and we provide its expression in terms of the unique optional solution of a stochastic backward equation. Similar stochastic first order conditions prove to be very useful for studying any Nash equilibria of the public good contribution game. In the symmetric case they allow us to prove (qualitative) uniqueness of the Nash equilibrium, which we again construct as the unique optional solution of a stochastic backward equation. We finally also provide a detailed analysis of the so-called free rider effect.
Detection of Coronal Mass Ejections Using Multiple Features and Space-Time Continuity
Zhang, Ling; Yin, Jian-qin; Lin, Jia-ben; Feng, Zhi-quan; Zhou, Jin
2017-07-01
Coronal Mass Ejections (CMEs) release tremendous amounts of energy in the solar system, which has an impact on satellites, power facilities and wireless transmission. To effectively detect a CME in Large Angle Spectrometric Coronagraph (LASCO) C2 images, we propose a novel algorithm to locate the suspected CME regions, using the Extreme Learning Machine (ELM) method and taking into account the features of the grayscale and the texture. Furthermore, space-time continuity is used in the detection algorithm to exclude the false CME regions. The algorithm includes three steps: i) define the feature vector which contains textural and grayscale features of a running difference image; ii) design the detection algorithm based on the ELM method according to the feature vector; iii) improve the detection accuracy rate by using the decision rule of the space-time continuum. Experimental results show the efficiency and the superiority of the proposed algorithm in the detection of CMEs compared with other traditional methods. In addition, our algorithm is insensitive to most noise.
Learning a Continuous-Time Streaming Video QoE Model.
Ghadiyaram, Deepti; Pan, Janice; Bovik, Alan C
2018-05-01
Over-the-top adaptive video streaming services are frequently impacted by fluctuating network conditions that can lead to rebuffering events (stalling events) and sudden bitrate changes. These events visually impact video consumers' quality of experience (QoE) and can lead to consumer churn. The development of models that can accurately predict viewers' instantaneous subjective QoE under such volatile network conditions could potentially enable the more efficient design of quality-control protocols for media-driven services, such as YouTube, Amazon, Netflix, and so on. However, most existing models only predict a single overall QoE score on a given video and are based on simple global video features, without accounting for relevant aspects of human perception and behavior. We have created a QoE evaluator, called the time-varying QoE Indexer, that accounts for interactions between stalling events, analyzes the spatial and temporal content of a video, predicts the perceptual video quality, models the state of the client-side data buffer, and consequently predicts continuous-time quality scores that agree quite well with human opinion scores. The new QoE predictor also embeds the impact of relevant human cognitive factors, such as memory and recency, and their complex interactions with the video content being viewed. We evaluated the proposed model on three different video databases and attained standout QoE prediction performance.
Continuous time random walk analysis of solute transport in fractured porous media
Energy Technology Data Exchange (ETDEWEB)
Cortis, Andrea; Cortis, Andrea; Birkholzer, Jens
2008-06-01
The objective of this work is to discuss solute transport phenomena in fractured porous media, where the macroscopic transport of contaminants in the highly permeable interconnected fractures can be strongly affected by solute exchange with the porous rock matrix. We are interested in a wide range of rock types, with matrix hydraulic conductivities varying from almost impermeable (e.g., granites) to somewhat permeable (e.g., porous sandstones). In the first case, molecular diffusion is the only transport process causing the transfer of contaminants between the fractures and the matrix blocks. In the second case, additional solute transfer occurs as a result of a combination of advective and dispersive transport mechanisms, with considerable impact on the macroscopic transport behavior. We start our study by conducting numerical tracer experiments employing a discrete (microscopic) representation of fractures and matrix. Using the discrete simulations as a surrogate for the 'correct' transport behavior, we then evaluate the accuracy of macroscopic (continuum) approaches in comparison with the discrete results. However, instead of using dual-continuum models, which are quite often used to account for this type of heterogeneity, we develop a macroscopic model based on the Continuous Time Random Walk (CTRW) framework, which characterizes the interaction between the fractured and porous rock domains by using a probability distribution function of residence times. A parametric study of how CTRW parameters evolve is presented, describing transport as a function of the hydraulic conductivity ratio between fractured and porous domains.
Energy Technology Data Exchange (ETDEWEB)
Geiger, S.; Cortis, A.; Birkholzer, J.T.
2010-04-01
Solute transport in fractured porous media is typically 'non-Fickian'; that is, it is characterized by early breakthrough and long tailing and by nonlinear growth of the Green function-centered second moment. This behavior is due to the effects of (1) multirate diffusion occurring between the highly permeable fracture network and the low-permeability rock matrix, (2) a wide range of advection rates in the fractures and, possibly, the matrix as well, and (3) a range of path lengths. As a consequence, prediction of solute transport processes at the macroscale represents a formidable challenge. Classical dual-porosity (or mobile-immobile) approaches in conjunction with an advection-dispersion equation and macroscopic dispersivity commonly fail to predict breakthrough of fractured porous media accurately. It was recently demonstrated that the continuous time random walk (CTRW) method can be used as a generalized upscaling approach. Here we extend this work and use results from high-resolution finite element-finite volume-based simulations of solute transport in an outcrop analogue of a naturally fractured reservoir to calibrate the CTRW method by extracting a distribution of retention times. This procedure allows us to predict breakthrough at other model locations accurately and to gain significant insight into the nature of the fracture-matrix interaction in naturally fractured porous reservoirs with geologically realistic fracture geometries.
A joint logistic regression and covariate-adjusted continuous-time Markov chain model.
Rubin, Maria Laura; Chan, Wenyaw; Yamal, Jose-Miguel; Robertson, Claudia Sue
2017-12-10
The use of longitudinal measurements to predict a categorical outcome is an increasingly common goal in research studies. Joint models are commonly used to describe two or more models simultaneously by considering the correlated nature of their outcomes and the random error present in the longitudinal measurements. However, there is limited research on joint models with longitudinal predictors and categorical cross-sectional outcomes. Perhaps the most challenging task is how to model the longitudinal predictor process such that it represents the true biological mechanism that dictates the association with the categorical response. We propose a joint logistic regression and Markov chain model to describe a binary cross-sectional response, where the unobserved transition rates of a two-state continuous-time Markov chain are included as covariates. We use the method of maximum likelihood to estimate the parameters of our model. In a simulation study, coverage probabilities of about 95%, standard deviations close to standard errors, and low biases for the parameter values show that our estimation method is adequate. We apply the proposed joint model to a dataset of patients with traumatic brain injury to describe and predict a 6-month outcome based on physiological data collected post-injury and admission characteristics. Our analysis indicates that the information provided by physiological changes over time may help improve prediction of long-term functional status of these severely ill subjects. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.
Coherent exciton transport in dendrimers and continuous-time quantum walks
Mülken, Oliver; Bierbaum, Veronika; Blumen, Alexander
2006-03-01
We model coherent exciton transport in dendrimers by continuous-time quantum walks. For dendrimers up to the second generation the coherent transport shows perfect recurrences when the initial excitation starts at the central node. For larger dendrimers, the recurrence ceases to be perfect, a fact which resembles results for discrete quantum carpets. Moreover, depending on the initial excitation site, we find that the coherent transport to certain nodes of the dendrimer has a very low probability. When the initial excitation starts from the central node, the problem can be mapped onto a line which simplifies the computational effort. Furthermore, the long time average of the quantum mechanical transition probabilities between pairs of nodes shows characteristic patterns and allows us to classify the nodes into clusters with identical limiting probabilities. For the (space) average of the quantum mechanical probability to be still or to be again at the initial site, we obtain, based on the Cauchy-Schwarz inequality, a simple lower bound which depends only on the eigenvalue spectrum of the Hamiltonian.
Optimal Compensation with Hidden Action and Lump-Sum Payment in a Continuous-Time Model
International Nuclear Information System (INIS)
Cvitanic, Jaksa; Wan, Xuhu; Zhang Jianfeng
2009-01-01
We consider a problem of finding optimal contracts in continuous time, when the agent's actions are unobservable by the principal, who pays the agent with a one-time payoff at the end of the contract. We fully solve the case of quadratic cost and separable utility, for general utility functions. The optimal contract is, in general, a nonlinear function of the final outcome only, while in the previously solved cases, for exponential and linear utility functions, the optimal contract is linear in the final output value. In a specific example we compute, the first-best principal's utility is infinite, while it becomes finite with hidden action, which is increasing in value of the output. In the second part of the paper we formulate a general mathematical theory for the problem. We apply the stochastic maximum principle to give necessary conditions for optimal contracts. Sufficient conditions are hard to establish, but we suggest a way to check sufficiency using non-convex optimization
Lv, Yongfeng; Na, Jing; Yang, Qinmin; Wu, Xing; Guo, Yu
2016-01-01
An online adaptive optimal control is proposed for continuous-time nonlinear systems with completely unknown dynamics, which is achieved by developing a novel identifier-critic-based approximate dynamic programming algorithm with a dual neural network (NN) approximation structure. First, an adaptive NN identifier is designed to obviate the requirement of complete knowledge of system dynamics, and a critic NN is employed to approximate the optimal value function. Then, the optimal control law is computed based on the information from the identifier NN and the critic NN, so that the actor NN is not needed. In particular, a novel adaptive law design method with the parameter estimation error is proposed to online update the weights of both identifier NN and critic NN simultaneously, which converge to small neighbourhoods around their ideal values. The closed-loop system stability and the convergence to small vicinity around the optimal solution are all proved by means of the Lyapunov theory. The proposed adaptation algorithm is also improved to achieve finite-time convergence of the NN weights. Finally, simulation results are provided to exemplify the efficacy of the proposed methods.
Data-driven strategies for robust forecast of continuous glucose monitoring time-series.
Fiorini, Samuele; Martini, Chiara; Malpassi, Davide; Cordera, Renzo; Maggi, Davide; Verri, Alessandro; Barla, Annalisa
2017-07-01
Over the past decade, continuous glucose monitoring (CGM) has proven to be a very resourceful tool for diabetes management. To date, CGM devices are employed for both retrospective and online applications. Their use allows to better describe the patients' pathology as well as to achieve a better control of patients' level of glycemia. The analysis of CGM sensor data makes possible to observe a wide range of metrics, such as the glycemic variability during the day or the amount of time spent below or above certain glycemic thresholds. However, due to the high variability of the glycemic signals among sensors and individuals, CGM data analysis is a non-trivial task. Standard signal filtering solutions fall short when an appropriate model personalization is not applied. State-of-the-art data-driven strategies for online CGM forecasting rely upon the use of recursive filters. Each time a new sample is collected, such models need to adjust their parameters in order to predict the next glycemic level. In this paper we aim at demonstrating that the problem of online CGM forecasting can be successfully tackled by personalized machine learning models, that do not need to recursively update their parameters.
Continuous Real-time Measurements of Vertical Distribution of Magnetic Susceptibility In Soils
Petrovsky, E.; Hulka, Z.; Kapicka, A.; Magprox Team
Measurements of top-soil magnetic susceptibility are used in approximative outlining polluted areas. However, one of the serious limitations of the method is discrimina- tion between top-soil layers enhanced by atmospherically deposited anthropogenic particles from those dominated by natural particles migrating from magnetically-rich basement rocks. For this purpose, measurements of vertical distribution of magnetic susceptibility along soil profiles is one of the most effective ways in estimating the effect of lithogenic contribution. Up to now, in most cases soil cores have to be mea- sured in laboratory. This method is quite time consuming and does not allow flexible decision about the suitability of the measured site for surface magnetic mapping. In our contribution we will present a new device enabling continuous real-time measure- ments of vertical distribution of magnetic susceptibility directly in field, performed in holes after soil coring. The method is fast, yielding smooth curves (6 data points per 1 mm dept), at least as sensitive as laboratory methods available until now, and at- tached notebook enables direct, on-line control of the lithogenic versus anthropogenic contributions.
DEFF Research Database (Denmark)
Secher, A L; Madsen, A B; Nielsen, Lene Ringholm
2012-01-01
of initial monitoring). Ten women (15%) did not wish to use continuous glucose monitoring again in pregnancy. Main causes behind early removal of continuous glucose monitoring were self-reported skin irritation, technical problems and continuous glucose monitoring inaccuracy. No differences were found......Aim: To evaluate self-reported satisfaction and barriers to initiating real-time continuous glucose monitoring in early pregnancy among women with pregestational diabetes. Methods: Fifty-four women with Type 1 diabetes and 14 women with Type 2 diabetes were offered continuous glucose monitoring...
Real-time continuous image-guided surgery: Preclinical investigation in glossectomy.
Tabanfar, Reza; Qiu, Jimmy; Chan, Harley; Aflatouni, Niousha; Weersink, Robert; Hasan, Wael; Irish, Jonathan C
2017-10-01
To develop, validate, and study the efficacy of an intraoperative real-time continuous image-guided surgery (RTC-IGS) system for glossectomy. Prospective study. We created a RTC-IGS system and surgical simulator for glossectomy, enabling definition of a surgical target preoperatively, real-time cautery tracking, and display of a surgical plan intraoperatively. System performance was evaluated by a group of otolaryngology residents, fellows, medical students, and staff under a reproducible setting by using realistic tongue phantoms. Evaluators were grouped into a senior and a junior group based on surgical experience, and guided and unguided tumor resections were performed. National Aeronautics and Space Administration Task Load Index (NASA-TLX) scores and a Likert scale were used to measure workloads and impressions of the system, respectively. Efficacy was studied by comparing surgical accuracy, time, collateral damage, and workload between RTC-IGS and non-navigated resections. The senior group performed more accurately (80.9% ± 3.7% vs. 75.2% ± 5.5%, P = .28), required less time (5.0 ± 1.3 minutes vs. 7.3 ± 1.2 minutes, P = .17), and experienced lower workload (43 ± 2.0 vs. 64.4 ± 1.3 NASA-TLX score, P = .08), suggesting a trend of construct validity. Impressions were favorable, with participants reporting the system is a valuable practice tool (4.0/5 ± 0.3) and increases confidence (3.9/5 ± 0.4). Use of RTC-IGS improved both groups' accuracy, with the junior group improving from 64.4% ± 5.4% to 75.2% ± 5.5% (P = .01) and the senior group improving from 76.1% ± 4.5% to 80.9% ± 3.7% (P = .16). We created an RTC-IGS system and surgical simulator and demonstrated a trend of construct validity. Our navigated simulator allows junior trainees to practice glossectomies outside the operating room. In all evaluators, navigation assistance resulted in increased surgical accuracy. NA Laryngoscope, 127:E347-E353, 2017. © 2017 The American Laryngological
Lee, Jae Young; Park, Jin Bae; Choi, Yoon Ho
2015-05-01
This paper focuses on a class of reinforcement learning (RL) algorithms, named integral RL (I-RL), that solve continuous-time (CT) nonlinear optimal control problems with input-affine system dynamics. First, we extend the concepts of exploration, integral temporal difference, and invariant admissibility to the target CT nonlinear system that is governed by a control policy plus a probing signal called an exploration. Then, we show input-to-state stability (ISS) and invariant admissibility of the closed-loop systems with the policies generated by integral policy iteration (I-PI) or invariantly admissible PI (IA-PI) method. Based on these, three online I-RL algorithms named explorized I-PI and integral Q -learning I, II are proposed, all of which generate the same convergent sequences as I-PI and IA-PI under the required excitation condition on the exploration. All the proposed methods are partially or completely model free, and can simultaneously explore the state space in a stable manner during the online learning processes. ISS, invariant admissibility, and convergence properties of the proposed methods are also investigated, and related with these, we show the design principles of the exploration for safe learning. Neural-network-based implementation methods for the proposed schemes are also presented in this paper. Finally, several numerical simulations are carried out to verify the effectiveness of the proposed methods.
Continuous-time interval model identification of blood glucose dynamics for type 1 diabetes
Kirchsteiger, Harald; Johansson, Rolf; Renard, Eric; del Re, Luigi
2014-07-01
While good physiological models of the glucose metabolism in type 1 diabetic patients are well known, their parameterisation is difficult. The high intra-patient variability observed is a further major obstacle. This holds for data-based models too, so that no good patient-specific models are available. Against this background, this paper proposes the use of interval models to cover the different metabolic conditions. The control-oriented models contain a carbohydrate and insulin sensitivity factor to be used for insulin bolus calculators directly. Available clinical measurements were sampled on an irregular schedule which prompts the use of continuous-time identification, also for the direct estimation of the clinically interpretable factors mentioned above. An identification method is derived and applied to real data from 28 diabetic patients. Model estimation was done on a clinical data-set, whereas validation results shown were done on an out-of-clinic, everyday life data-set. The results show that the interval model approach allows a much more regular estimation of the parameters and avoids physiologically incompatible parameter estimates.
EVALUATING CONTINUOUS-TIME SLAM USING A PREDEFINED TRAJECTORY PROVIDED BY A ROBOTIC ARM
Directory of Open Access Journals (Sweden)
B. Koch
2017-09-01
Full Text Available Recently published approaches to SLAM algorithms process laser sensor measurements and output a map as a point cloud of the environment. Often the actual precision of the map remains unclear, since SLAMalgorithms apply local improvements to the resulting map. Unfortunately, it is not trivial to compare the performance of SLAMalgorithms objectively, especially without an accurate ground truth. This paper presents a novel benchmarking technique that allows to compare a precise map generated with an accurate ground truth trajectory to a map with a manipulated trajectory which was distorted by different forms of noise. The accurate ground truth is acquired by mounting a laser scanner on an industrial robotic arm. The robotic arm is moved on a predefined path while the position and orientation of the end-effector tool are monitored. During this process the 2D profile measurements of the laser scanner are recorded in six degrees of freedom and afterwards used to generate a precise point cloud of the test environment. For benchmarking, an offline continuous-time SLAM algorithm is subsequently applied to remove the inserted distortions. Finally, it is shown that the manipulated point cloud is reversible to its previous state and is slightly improved compared to the original version, since small errors that came into account by imprecise assumptions, sensor noise and calibration errors are removed as well.
Continuous-time modeling of cell fate determination in Arabidopsis flowers
Directory of Open Access Journals (Sweden)
Angenent Gerco C
2010-07-01
Full Text Available Abstract Background The genetic control of floral organ specification is currently being investigated by various approaches, both experimentally and through modeling. Models and simulations have mostly involved boolean or related methods, and so far a quantitative, continuous-time approach has not been explored. Results We propose an ordinary differential equation (ODE model that describes the gene expression dynamics of a gene regulatory network that controls floral organ formation in the model plant Arabidopsis thaliana. In this model, the dimerization of MADS-box transcription factors is incorporated explicitly. The unknown parameters are estimated from (known experimental expression data. The model is validated by simulation studies of known mutant plants. Conclusions The proposed model gives realistic predictions with respect to independent mutation data. A simulation study is carried out to predict the effects of a new type of mutation that has so far not been made in Arabidopsis, but that could be used as a severe test of the validity of the model. According to our predictions, the role of dimers is surprisingly important. Moreover, the functional loss of any dimer leads to one or more phenotypic alterations.
A lattice-model representation of continuous-time random walks
International Nuclear Information System (INIS)
Campos, Daniel; Mendez, Vicenc
2008-01-01
We report some ideas for constructing lattice models (LMs) as a discrete approach to the reaction-dispersal (RD) or reaction-random walks (RRW) models. The analysis of a rather general class of Markovian and non-Markovian processes, from the point of view of their wavefront solutions, let us show that in some regimes their macroscopic dynamics (front speed) turns out to be different from that by classical reaction-diffusion equations, which are often used as a mean-field approximation to the problem. So, the convenience of a more general framework as that given by the continuous-time random walks (CTRW) is claimed. Here we use LMs as a numerical approach in order to support that idea, while in previous works our discussion was restricted to analytical models. For the two specific cases studied here, we derive and analyze the mean-field expressions for our LMs. As a result, we are able to provide some links between the numerical and analytical approaches studied
Low Power Continuous-Time Delta-Sigma ADC with Current Output DAC
DEFF Research Database (Denmark)
Marker-Villumsen, Niels; Jørgensen, Ivan Harald Holger; Bruun, Erik
2015-01-01
The paper presents a continuous-time (CT) DeltaSigma (∆Σ) analog-to-digital converter (ADC) using a current output digital-to-analog converter (DAC) for the feedback. From circuit analysis it is shown that using a current output DAC makes it possible to relax the noise requirements of the 1st...... integrator of the loopfilter, and thereby reduce the current consumption. Furthermore, the noise of the current output DAC being dependent on the ADC input signal level, enabling a dynamic range that is larger than the peak signal-to-noise ratio (SNR). The current output DAC is used in a 3rd order multibit...... CT ∆Σ ADC for audio applications, designed in a 0.18 µm CMOS process, with active-RC integrators, a 7-level Flash ADC quantizer and current output DAC for the feedback. From simulations the ADC achieves a dynamic range of 95.0 dB in the audio band, with a current consumption of 284 µA for a 1.7 V...
The cascade model of teachers’ continuing professional development in Kenya: A time for change?
Directory of Open Access Journals (Sweden)
Harry Kipkemoi Bett
2016-12-01
Full Text Available Kenya is one of the countries whose teachers the UNESCO (2015 report cited as lacking curriculum support in the classroom. As is the case in many African countries, a large portion of teachers in Kenya enter the teaching profession when inadequately prepared, while those already in the field receive insufficient support in their professional lives. The cascade model has often been utilized in the country whenever need for teachers’ continuing professional development (TCPD has arisen, especially on a large scale. The preference for the model is due to, among others, its cost effectiveness and ability to reach out to many teachers within a short period of time. Many researchers have however cast aspersions with this model for its glaring shortcomings. On the contrary, TCPD programmes that are collaborative in nature and based on teachers’ contexts have been found to be more effective than those that are not. This paper briefly examines cases of the cascade model in Kenya, the challenges associated with this model and proposes the adoption of collaborative and institution-based models to mitigate these challenges. The education sectors in many nations in Africa, and those in the developing world will find the discussions here relevant.
International Nuclear Information System (INIS)
Stanzel, Ph; Kahl, B; Haberl, U; Herrnegger, M; Nachtnebel, H P
2008-01-01
A hydrological modelling framework applied within operational flood forecasting systems in three alpine Danube tributary basins, Traisen, Salzach and Enns, is presented. A continuous, semi-distributed rainfall-runoff model, accounting for the main hydrological processes of snow accumulation and melt, interception, evapotranspiration, infiltration, runoff generation and routing is set up. Spatial discretization relies on the division of watersheds into subbasins and subsequently into hydrologic response units based on spatial information on soil types, land cover and elevation bands. The hydrological models are calibrated with meteorological ground measurements and with meteorological analyses incorporating radar information. Operationally, each forecasting sequence starts with the re-calculation of the last 24 to 48 hours. Errors between simulated and observed runoff are minimized by optimizing a correction factor for the input to provide improved system states. For the hydrological forecast quantitative 48 or 72 hour forecast grids of temperature and precipitation - deterministic and probabilistic - are used as input. The forecasted hydrograph is corrected with an autoregressive model. The forecasting sequences are repeated each 15 minutes. First evaluations of resulting hydrological forecasts are presented and reliability of forecasts with different lead times is discussed.
A lattice-model representation of continuous-time random walks
Energy Technology Data Exchange (ETDEWEB)
Campos, Daniel [School of Mathematics, Department of Applied Mathematics, University of Manchester, Manchester M60 1QD (United Kingdom); Mendez, Vicenc [Grup de Fisica Estadistica, Departament de Fisica, Universitat Autonoma de Barcelona, 08193 Bellaterra (Barcelona) (Spain)], E-mail: daniel.campos@uab.es, E-mail: vicenc.mendez@uab.es
2008-02-29
We report some ideas for constructing lattice models (LMs) as a discrete approach to the reaction-dispersal (RD) or reaction-random walks (RRW) models. The analysis of a rather general class of Markovian and non-Markovian processes, from the point of view of their wavefront solutions, let us show that in some regimes their macroscopic dynamics (front speed) turns out to be different from that by classical reaction-diffusion equations, which are often used as a mean-field approximation to the problem. So, the convenience of a more general framework as that given by the continuous-time random walks (CTRW) is claimed. Here we use LMs as a numerical approach in order to support that idea, while in previous works our discussion was restricted to analytical models. For the two specific cases studied here, we derive and analyze the mean-field expressions for our LMs. As a result, we are able to provide some links between the numerical and analytical approaches studied.
Real-time continuous glucose monitoring systems in the classroom/school environment.
Benassi, Kari; Drobny, Jessica; Aye, Tandy
2013-05-01
Children with type 1 diabetes (T1D) spend 4-7 h/day in school with very little supervision of their diabetes management. Therefore, families have become more dependent on technology, such as use of real-time continuous glucose monitoring (RT-CGM), to provide increased supervision of their diabetes management. We sought to assess the impact of RT-CGM use in the classroom/school environment. Children with T1D using RT-CGM, their parents, and teachers completed a questionnaire about RT-CGM in the classroom/school environment. The RT-CGM was tolerated well in the classroom/school environment. Seventy percent of parents, 75% of students, and 51% of teachers found RT-CGM useful in the classroom/school environment. The students found the device to be more disruptive than did their parents and teachers. However, all three groups agreed that RT-CGM increased their comfort with diabetes management at school. Our study suggests that RT-CGM is useful and not disruptive in the classroom/school environment. The development of education materials for teachers could further increase its acceptance in the classroom/school environment.
Integration of Continuous-Time Dynamics in a Spiking Neural Network Simulator
Directory of Open Access Journals (Sweden)
Jan Hahne
2017-05-01
Full Text Available Contemporary modeling approaches to the dynamics of neural networks include two important classes of models: biologically grounded spiking neuron models and functionally inspired rate-based units. We present a unified simulation framework that supports the combination of the two for multi-scale modeling, enables the quantitative validation of mean-field approaches by spiking network simulations, and provides an increase in reliability by usage of the same simulation code and the same network model specifications for both model classes. While most spiking simulations rely on the communication of discrete events, rate models require time-continuous interactions between neurons. Exploiting the conceptual similarity to the inclusion of gap junctions in spiking network simulations, we arrive at a reference implementation of instantaneous and delayed interactions between rate-based models in a spiking network simulator. The separation of rate dynamics from the general connection and communication infrastructure ensures flexibility of the framework. In addition to the standard implementation we present an iterative approach based on waveform-relaxation techniques to reduce communication and increase performance for large-scale simulations of rate-based models with instantaneous interactions. Finally we demonstrate the broad applicability of the framework by considering various examples from the literature, ranging from random networks to neural-field models. The study provides the prerequisite for interactions between rate-based and spiking models in a joint simulation.
A Continuous-Time Delta-Sigma ADC for Portable Ultrasound Scanners
DEFF Research Database (Denmark)
Llimos Muntal, Pere; Jørgensen, Ivan Harald Holger; Bruun, Erik
2017-01-01
A fully diﬀerential fourth-order 1-bit continuous-time delta-sigma ADC designed in a 65nm process for portable ultrasound scanners is presented in this paper. The circuit design, implementation and measurements on the fabricated die are shown. The loop ﬁlter consists of RC-integrators, programmable...... capacitor arrays, resistors and voltage feedback DACs. The quantizer contains a pulse generator, a high-speed clocked comparator and a pull-down clocked latch to ensure constant delay in the feedback loop. Using this implementation, a small and low-power solution required for portable ultrasound scanner...... applications is achieved. The converter has a supply voltage of 1.2V, a bandwidth of 10MHz and an oversampling ratio of 16 leading to an operating frequency of 320MHz. The design occupies a die area of 0.0175mm2. Simulations with extracted parasitics show a SNR of 45.2dB and a current consumption of 489 µ...
A low power CMOS 3.3 Gbps continuous-time adaptive equalizer for serial link
International Nuclear Information System (INIS)
Ju Hao; Zhou Yumei; Zhao Jianzhong
2011-01-01
This paper describes using a high-speed continuous-time analog adaptive equalizer as the front-end of a receiver for a high-speed serial interface, which is compliant with many serial communication specifications such as USB2.0, PCI-E2.0 and Rapid IO. The low and high frequency loops are merged to decrease the effect of delay between the two paths, in addition, the infinite input impedance facilitates the cascade stages in order to improve the high frequency boosting gain. The implemented circuit architecture could facilitate the wide frequency range from 1 to 3.3 Gbps with different length FR4-PCB traces, which brings as much as 25 dB loss. The replica control circuits are injected to provide a convenient way to regulate common-mode voltage for full differential operation. In addition, AC coupling is adopted to suppress the common input from the forward stage. A prototype chip was fabricated in 0.18-μm 1P6M mixed-signal CMOS technology. The actual area is 0.6 x 0.57 mm 2 and the analog equalizer operates up to 3.3 Gbps over FR4-PCB trace with 25 dB loss. The overall power dissipation is approximately 23.4 mW. (semiconductor integrated circuits)
A low power CMOS 3.3 Gbps continuous-time adaptive equalizer for serial link
Hao, Ju; Yumei, Zhou; Jianzhong, Zhao
2011-09-01
This paper describes using a high-speed continuous-time analog adaptive equalizer as the front-end of a receiver for a high-speed serial interface, which is compliant with many serial communication specifications such as USB2.0, PCI-E2.0 and Rapid IO. The low and high frequency loops are merged to decrease the effect of delay between the two paths, in addition, the infinite input impedance facilitates the cascade stages in order to improve the high frequency boosting gain. The implemented circuit architecture could facilitate the wide frequency range from 1 to 3.3 Gbps with different length FR4-PCB traces, which brings as much as 25 dB loss. The replica control circuits are injected to provide a convenient way to regulate common-mode voltage for full differential operation. In addition, AC coupling is adopted to suppress the common input from the forward stage. A prototype chip was fabricated in 0.18-μm 1P6M mixed-signal CMOS technology. The actual area is 0.6 × 0.57 mm2 and the analog equalizer operates up to 3.3 Gbps over FR4-PCB trace with 25 dB loss. The overall power dissipation is approximately 23.4 mW.
Integration of Continuous-Time Dynamics in a Spiking Neural Network Simulator.
Hahne, Jan; Dahmen, David; Schuecker, Jannis; Frommer, Andreas; Bolten, Matthias; Helias, Moritz; Diesmann, Markus
2017-01-01
Contemporary modeling approaches to the dynamics of neural networks include two important classes of models: biologically grounded spiking neuron models and functionally inspired rate-based units. We present a unified simulation framework that supports the combination of the two for multi-scale modeling, enables the quantitative validation of mean-field approaches by spiking network simulations, and provides an increase in reliability by usage of the same simulation code and the same network model specifications for both model classes. While most spiking simulations rely on the communication of discrete events, rate models require time-continuous interactions between neurons. Exploiting the conceptual similarity to the inclusion of gap junctions in spiking network simulations, we arrive at a reference implementation of instantaneous and delayed interactions between rate-based models in a spiking network simulator. The separation of rate dynamics from the general connection and communication infrastructure ensures flexibility of the framework. In addition to the standard implementation we present an iterative approach based on waveform-relaxation techniques to reduce communication and increase performance for large-scale simulations of rate-based models with instantaneous interactions. Finally we demonstrate the broad applicability of the framework by considering various examples from the literature, ranging from random networks to neural-field models. The study provides the prerequisite for interactions between rate-based and spiking models in a joint simulation.
Evaluating Continuous-Time Slam Using a Predefined Trajectory Provided by a Robotic Arm
Koch, B.; Leblebici, R.; Martell, A.; Jörissen, S.; Schilling, K.; Nüchter, A.
2017-09-01
Recently published approaches to SLAM algorithms process laser sensor measurements and output a map as a point cloud of the environment. Often the actual precision of the map remains unclear, since SLAMalgorithms apply local improvements to the resulting map. Unfortunately, it is not trivial to compare the performance of SLAMalgorithms objectively, especially without an accurate ground truth. This paper presents a novel benchmarking technique that allows to compare a precise map generated with an accurate ground truth trajectory to a map with a manipulated trajectory which was distorted by different forms of noise. The accurate ground truth is acquired by mounting a laser scanner on an industrial robotic arm. The robotic arm is moved on a predefined path while the position and orientation of the end-effector tool are monitored. During this process the 2D profile measurements of the laser scanner are recorded in six degrees of freedom and afterwards used to generate a precise point cloud of the test environment. For benchmarking, an offline continuous-time SLAM algorithm is subsequently applied to remove the inserted distortions. Finally, it is shown that the manipulated point cloud is reversible to its previous state and is slightly improved compared to the original version, since small errors that came into account by imprecise assumptions, sensor noise and calibration errors are removed as well.
A policy iteration approach to online optimal control of continuous-time constrained-input systems.
Modares, Hamidreza; Naghibi Sistani, Mohammad-Bagher; Lewis, Frank L
2013-09-01
This paper is an effort towards developing an online learning algorithm to find the optimal control solution for continuous-time (CT) systems subject to input constraints. The proposed method is based on the policy iteration (PI) technique which has recently evolved as a major technique for solving optimal control problems. Although a number of online PI algorithms have been developed for CT systems, none of them take into account the input constraints caused by actuator saturation. In practice, however, ignoring these constraints leads to performance degradation or even system instability. In this paper, to deal with the input constraints, a suitable nonquadratic functional is employed to encode the constraints into the optimization formulation. Then, the proposed PI algorithm is implemented on an actor-critic structure to solve the Hamilton-Jacobi-Bellman (HJB) equation associated with this nonquadratic cost functional in an online fashion. That is, two coupled neural network (NN) approximators, namely an actor and a critic are tuned online and simultaneously for approximating the associated HJB solution and computing the optimal control policy. The critic is used to evaluate the cost associated with the current policy, while the actor is used to find an improved policy based on information provided by the critic. Convergence to a close approximation of the HJB solution as well as stability of the proposed feedback control law are shown. Simulation results of the proposed method on a nonlinear CT system illustrate the effectiveness of the proposed approach. Copyright © 2013 ISA. All rights reserved.
Well-posedness and accuracy of the ensemble Kalman filter in discrete and continuous time
International Nuclear Information System (INIS)
Kelly, D T B; Stuart, A M; Law, K J H
2014-01-01
The ensemble Kalman filter (EnKF) is a method for combining a dynamical model with data in a sequential fashion. Despite its widespread use, there has been little analysis of its theoretical properties. Many of the algorithmic innovations associated with the filter, which are required to make a useable algorithm in practice, are derived in an ad hoc fashion. The aim of this paper is to initiate the development of a systematic analysis of the EnKF, in particular to do so for small ensemble size. The perspective is to view the method as a state estimator, and not as an algorithm which approximates the true filtering distribution. The perturbed observation version of the algorithm is studied, without and with variance inflation. Without variance inflation well-posedness of the filter is established; with variance inflation accuracy of the filter, with respect to the true signal underlying the data, is established. The algorithm is considered in discrete time, and also for a continuous time limit arising when observations are frequent and subject to large noise. The underlying dynamical model, and assumptions about it, is sufficiently general to include the Lorenz '63 and '96 models, together with the incompressible Navier–Stokes equation on a two-dimensional torus. The analysis is limited to the case of complete observation of the signal with additive white noise. Numerical results are presented for the Navier–Stokes equation on a two-dimensional torus for both complete and partial observations of the signal with additive white noise. (paper)
Scott, John W; Nyinawankusi, Jeanne D'Arc; Enumah, Samuel; Maine, Rebecca; Uwitonze, Eric; Hu, Yihan; Kabagema, Ignace; Byiringiro, Jean Claude; Riviello, Robert; Jayaraman, Sudha
2017-07-01
Injury is a major cause of premature death and disability in East Africa, and high-quality pre-hospital care is essential for optimal trauma outcomes. The Rwandan pre-hospital emergency care service (SAMU) uses an electronic database to evaluate and optimize pre-hospital care through a continuous quality improvement programme (CQIP), beginning March 2014. The SAMU database was used to assess pre-hospital quality metrics including supplementary oxygen for hypoxia (O2), intravenous fluids for hypotension (IVF), cervical collar placement for head injuries (c-collar), and either splinting (splint) or administration of pain medications (pain) for long bone fractures. Targets of >90% were set for each metric and daily team meetings and monthly feedback sessions were implemented to address opportunities for improvement. These five pre-hospital quality metrics were assessed monthly before and after implementation of the CQIP. Met and unmet needs for O2, IVF, and c-collar were combined into a summative monthly SAMU Trauma Quality Scores (STQ score). An interrupted time series linear regression model compared the STQ score during 14 months before the CQIP implementation to the first 14 months after. During the 29-month study period 3,822 patients met study criteria. 1,028 patients needed one or more of the five studied interventions during the study period. All five endpoints had a significant increase between the pre-CQI and post-CQI periods (pRwanda. This programme may be used as an example for additional efforts engaging frontline staff with real-time data feedback in order to rapidly translate data collection efforts into improved care for the injured in a resource-limited setting. Copyright © 2017 Elsevier Ltd. All rights reserved.
GPU-accelerated algorithms for many-particle continuous-time quantum walks
Piccinini, Enrico; Benedetti, Claudia; Siloi, Ilaria; Paris, Matteo G. A.; Bordone, Paolo
2017-06-01
Many-particle continuous-time quantum walks (CTQWs) represent a resource for several tasks in quantum technology, including quantum search algorithms and universal quantum computation. In order to design and implement CTQWs in a realistic scenario, one needs effective simulation tools for Hamiltonians that take into account static noise and fluctuations in the lattice, i.e. Hamiltonians containing stochastic terms. To this aim, we suggest a parallel algorithm based on the Taylor series expansion of the evolution operator, and compare its performances with those of algorithms based on the exact diagonalization of the Hamiltonian or a 4th order Runge-Kutta integration. We prove that both Taylor-series expansion and Runge-Kutta algorithms are reliable and have a low computational cost, the Taylor-series expansion showing the additional advantage of a memory allocation not depending on the precision of calculation. Both algorithms are also highly parallelizable within the SIMT paradigm, and are thus suitable for GPGPU computing. In turn, we have benchmarked 4 NVIDIA GPUs and 3 quad-core Intel CPUs for a 2-particle system over lattices of increasing dimension, showing that the speedup provided by GPU computing, with respect to the OPENMP parallelization, lies in the range between 8x and (more than) 20x, depending on the frequency of post-processing. GPU-accelerated codes thus allow one to overcome concerns about the execution time, and make it possible simulations with many interacting particles on large lattices, with the only limit of the memory available on the device.
"I had a good time when I was young": Interpreting descriptions of continuity among older people.
Breheny, Mary; Griffiths, Zoë
2017-04-01
Messages describing how best to age are prominent in gerontological theory, research and the media. These prescriptions for ageing may foster positive experiences in later life; however, they may also obscure the social and situated nature of expectations for ageing well. Continuity Theory proposes ageing well is achieved through continuity of activity and stability of relationships and identity over the life course. Continuity seems adaptive, yet prioritising continuity may not match the expectations, desires and realities of older people. To understand continuity among older people, the present study used interpretative phenomenological analysis (IPA) to analyse transcripts from eleven participants over the age of 79 years. Continuity was important for older people in this study, who described a range of practices that supported internal and external continuity. Participants acknowledged both positive and negative changes in roles and obligations as they aged which impacted on continuity of identity. Continuity of identity was linked both to being 'just like always' and 'just like everyone else'. Examining these accounts shows how they are tied to expectations that older people should both maintain earlier patterns of behaviour while also negotiating changing social expectations for behaviour that are linked to age. These tensions point to the balance between physical, environmental and interpersonal change and the negotiation of social expectations which together structure possibilities for ageing well. Copyright © 2017 Elsevier Inc. All rights reserved.
International Nuclear Information System (INIS)
Wendin, G.
1979-01-01
The availability of tunable synchrotron radiation has made it possible systematically to perform x-ray diffraction studies in regions of anomalous scattering near absorption edges, e.g. in order to derive phase information for crystal structure determination. An overview is given of recent experimental and theoretical work and discuss the properties of the anomalous atomic scattering factor, with emphasis on threshold resonances and damping effects. The results are applied to a discussion of the very strong anomalous dispersion recently observed near the L 3 edge in a cesium complex. Also given is an overview of elements and levels where similar behavior can be expected. Finally, the influence of solid state and chemical effects on the absorption edge structure is discussed. 64 references
Symmetrized local co-registration optimization for anomalous change detection
Energy Technology Data Exchange (ETDEWEB)
Wohlberg, Brendt E [Los Alamos National Laboratory; Theiler, James P [Los Alamos National Laboratory
2009-01-01
The goal of anomalous change detection (ACD) is to identify what unusual changes have occurred in a scene, based on two images of the scene taken at different times and under different conditions. The actual anomalous changes need to be distinguished from the incidental differences that occur throughout the imagery, and one of the most common and confounding of these incidental differences is due to the misregistration of the images, due to limitations of the registration pre-processing applied to the image pair. We propose a general method to compensate for residual misregistration in any ACD algorithm which constructs an estimate of the degree of 'anomalousness' for every pixel in the image pair. The method computes a modified misregistration-insensitive anomalousness by making local re-registration adjustments to minimize the local anomalousness. In this paper we describe a symmetrized version of our initial algorithm, and find significant performance improvements in the anomalous change detection ROC curves for a number of real and synthetic data sets.
Anomalous aging and strain induced time dependent phenomena in ultra-thin La0.65Ca0.35MnO3 films
International Nuclear Information System (INIS)
Egilmez, M.; Saber, M.M.; Abdelhadi, M.; Chow, K.H.; Jung, J.
2011-01-01
We have shown that ultra-thin La 0.65 Ca 0.35 MnO 3 films exhibit strong metastable behavior. The resistance can vary with time significantly, suggesting that a state of dynamic phase separation exists whereby one phase grows at the expense of another. Physical properties associated with the metastable behavior have been investigated on the films grown on different substrates. We have found that ultra-thin films age much faster than the thicker counterparts and more interestingly the metastability in the resistance of these films enhanced when aged. -- Highlights: → Ultra-thin La 0.67 Ca 0.33 MnO 3 films exhibit metastable behavior. → Physical properties associated with metastable behavior have been investigated. → The metastability in resistance of the films enhanced when films are aged. → Relaxation rates were used as a relative measure the metastability. → The metastable behavior is sensitive to the strain state of the film.
Directory of Open Access Journals (Sweden)
Elodie Magnanou
2009-06-01
Full Text Available Laboratory conditions nullify the extrinsic factors that determine the wild expected lifespan and release the intrinsic or potential lifespan. Thus, wild animals reared in a laboratory often show an increased lifespan, and consequently an increased senescence phase. Senescence is associated with a broad suite of physiological changes, including a decreased responsiveness of the circadian system. The time-keeping hormone melatonin, an important chemical player in this system, is suspected to have an anti-aging role. The Greater White-toothed shrew Crocidura russula is an ideal study model to address questions related to aging and associated changes in biological functions: its lifespan is short and is substantially increased in captivity; daily and seasonal rhythms, while very marked the first year of life, are dramatically altered during the senescence process which starts during the second year. Here we report on an investigation of the effects of melatonin administration on locomotor activity of aging shrews.1 The diel fluctuations of melatonin levels in young, adult and aging shrews were quantified in the pineal gland and plasma. In both, a marked diel rhythm (low diurnal concentration; high nocturnal concentration was present in young animals but then decreased in adults, and, as a result of a loss in the nocturnal production, was absent in old animals. 2 Daily locomotor activity rhythm was monitored in pre-senescent animals that had received either a subcutaneous melatonin implant, an empty implant or no implant at all. In non-implanted and sham-implanted shrews, the rhythm was well marked in adults. A marked degradation in both period and amplitude, however, started after the age of 14-16 months. This pattern was considerably delayed in melatonin-implanted shrews who maintained the daily rhythm for significantly longer.This is the first long term study (>500 days observation of the same individuals that investigates the effects of
Bugaresti, J M; Tator, C H; Szalai, J P
1991-06-01
The present study was conducted to determine whether automated, continuous turning beds would reduce the nursing care time for spinal cord injured (SCI) patients by freeing hospital staff from manual turning of patients every 2 hours. Seventeen patients were randomly assigned to continuous or intermittent turning and were observed during the 8 hour shift for 1 to 18 days following injury. Trained observers recorded the time taken for patient contact activities performed by the nursing staff (direct nursing care) and other hospital staff. The mean direct nursing care time per dayshift per patient was 130 +/- 22 (mean +/- SD) minutes for 9 patients managed with continuous turning and 115 +/- 41 (mean +/- SD) minutes for 8 patients managed with intermittent turning. The observed difference in care time between the two treatment groups was not significant (p greater than 0.05). Numerous factors including neurological level, time following injury, and medical complications appeared to affect the direct nursing care time. Although continuous turning did not reduce nursing care time it offered major advantages for the treatment of selected cases of acute SCI. Some major advantages of continuous turning treatment were observed. Spinal alignment was easier to maintain during continuous turning in patients with injuries of the cervical spine. Continuous turning allowed radiological procedures on the spine, chest and abdomen to be more easily performed without having to alter the patients' position in bed. Therapy and nursing staff indicated that the continuous turning bed facilitated patient positioning for such activities as chest physiotherapy. With continuous turning, one nurse was sufficient to provide care for an individual SCI patient without having to rely on the assistance of other nurses on the ward for patient turning every 2 hours.
International Nuclear Information System (INIS)
Fayolle, D.
2002-01-01
In its second phase, LEP has allowed to study four fermion processes never observed before. Results are presented on the charged triple gauge boson couplings (TGC) from the W-pair, Single W and Single γ production. The anomalous quartic gauge couplings (QGC) are constrained using production of WWγ, νν-barγγ and Z γγ final states. Finally, limits on the neutral anomalous gauge couplings (NGC) using the Z γ and ZZ production processes are also reported. All results are consistent with the Standard Model expectations. (authors)
Computer simulations of anomalous transport
International Nuclear Information System (INIS)
Lee, W.W.; Okuda, H.
1980-07-01
Numerical plasma simulations have been carried out to study: (1) the turbulent spectrum and anomalous plasma transport associated with a steady state electrostatic drift turbulence; and (2) the anomalous energy transport of electrons due to shear-Alfven waves in a finite-β plasma. For the simulation of the steady state drift turbulence, it is observed that, in the absence of magnetic shear, the turbulence is quenched to a low level when the rotational transform is a rational number, while the turbulent level remains high for an irrational rotational transform
Modelling and real-time simulation of continuous-discrete systems in mechatronics
Energy Technology Data Exchange (ETDEWEB)
Lindow, H. [Rostocker, Magdeburg (Germany)
1996-12-31
This work presents a methodology for simulation and modelling of systems with continuous - discrete dynamics. It derives hybrid discrete event models from Lagrange`s equations of motion. This method combines continuous mechanical, electrical and thermodynamical submodels on one hand with discrete event models an the other hand into a hybrid discrete event model. This straight forward software development avoids numeric overhead.
2016-06-01
This paper develops a microeconomic theory-based multiple discrete continuous choice model that considers: (a) that both goods consumption and time allocations (to work and non-work activities) enter separately as decision variables in the utility fu...
Diffraction anomalous fine structure using X-ray anomalous dispersion
International Nuclear Information System (INIS)
Soejima, Yuji; Kuwajima, Shuichiro
1998-01-01
A use of X-ray anomalous dispersion effects for structure investigation has recently been developed by using synchrotron radiation. One of the interesting method is the observation of anomalous fine structure which arise on diffraction intensity in energy region of incident X-ray at and higher than absorption edge. The phenomenon is so called Diffraction Anomalous Fine Structure (DAFS). DAFS originates in the same physical process an that of EXAFS: namely photoelectric effect at the corresponding atom and the interaction of photoelectron waves between the atom and neighboring atoms. In contrast with EXAFS, the method is available for only the crystalline materials, but shows effective advantages of the structure investigations by a use of diffraction: one is the site selectivity and the other is space selectivity. In the present study, demonstrations of a use of X-ray anomalous dispersion effect for the superstructure determination will be given for the case of PbZrO 3 , then recent trial investigations of DAFS in particular on the superlattice reflections will be introduced. In addition, we discuss about Forbidden Reflection near Edge Diffraction (FRED) which is more recently investigated as a new method of the structure analysis. (author)
Spacetime dependence of the anomalous exponent of electric transport in the disorder model
International Nuclear Information System (INIS)
Egami, Takeshi; Suzuki, Koshiro; Watanabe, Katsuhiro
2012-01-01
Spacetime dependence of the anomalous exponent of electric transport in the disorder model is investigated. We show that the anomalous exponent evolves with time, according to the time evolution of the number of the effective neighbouring sites. Transition from subdiffusive to normal transport is recovered at macroscopic timescales. Plateaus appear in the history of the anomalous exponent due to the discreteness of the hopping sites, which is compatible with the conventional treatment to regard the anomalous exponent as a constant. We also show that, among various microscopic spatial structures, the number of the effective neighbouring sites is the only element which determines the anomalous exponent. This is compatible with the mesoscopic model of Scher–Montroll. These findings are verified by means of Monte Carlo simulation. The well-known expression of the anomalous exponent in the conventional multiple trapping model is derived by deducing it as a special case of the disorder model. (paper)
Toporov, Maria; Löhnert, Ulrich; Potthast, Roland; Cimini, Domenico; De Angelis, Francesco
2017-04-01
Short-term forecasts of current high-resolution numerical weather prediction models still have large deficits in forecasting the exact temporal and spatial location of severe, locally influenced weather such as summer-time convective storms or cool season lifted stratus or ground fog. Often, the thermodynamic instability - especially in the boundary layer - plays an essential role in the evolution of weather events. While the thermodynamic state of the atmosphere is well measured close to the surface (i.e. 2 m) by in-situ sensors and in the upper troposphere by satellite sounders, the planetary boundary layer remains a largely under-sampled region of the atmosphere where only sporadic information from radiosondes or aircraft observations is available. The major objective of the presented DWD-funded project ARON (Extramural Research Programme) is to overcome this observational gap and to design an optimized network of ground based microwave radiometers (MWR) and compact Differential Absorption Lidars (DIAL) for a continuous, near-real-time monitoring of temperature and humidity in the atmospheric boundary layer in order to monitor thermodynamic (in)stability. Previous studies showed, that microwave profilers are well suited for continuously monitoring the temporal development of atmospheric stability (i.e. Cimini et al., 2015) before the initiation of deep convection, especially in the atmospheric boundary layer. However, the vertical resolution of microwave temperature profiles is best in the lowest kilometer above the surface, decreasing rapidly with increasing height. In addition, humidity profile retrievals typically cannot be resolved with more than two degrees of freedom for signal, resulting in a rather poor vertical resolution throughout the troposphere. Typical stability indices used to assess the potential of convection rely on temperature and humidity values not only in the region of the boundary layer but also in the layers above. Therefore, satellite
Directory of Open Access Journals (Sweden)
François Niragire
2017-05-01
Full Text Available Child survival programmes are efficient when they target the most significant and area-specific factors. This study aimed to assess the key determinants and spatial variation of child mortality at the district level in Rwanda. Data from the 2010 Rwanda Demographic and Health Survey were analysed for 8817 live births that occurred during five years preceding the survey. Out of the children born, 433 had died before survey interviews were carried out. A full Bayesian geo-additive continuous-time hazard model enabled us to maximise data utilisation and hence improve the accuracy of our estimates. The results showed substantial district- level spatial variation in childhood mortality in Rwanda. District-specific spatial characteristics were particularly associated with higher death hazards in two districts: Musanze and Nyabihu. The model estimates showed that there were lower death rates among children from households of medium and high economic status compared to those from low-economic status households. Factors, such as four antenatal care visits, delivery at a health facility, prolonged breastfeeding and mothers younger than 31 years were associated with lower child death rates. Long preceding birth intervals were also associated with fewer hazards. For these reasons, programmes aimed at reducing child mortality gaps between districts in Rwanda should target maternal factors and take into consideration district-specific spatial characteristics. Further, child survival gains require strengthening or scaling-up of existing programmes pertaining to access to, and utilisation of maternal and child health care services as well as reduction of the household gap in the economic status.
Niragire, François; Achia, Thomas N O; Lyambabaje, Alexandre; Ntaganira, Joseph
2017-05-11
Child survival programmes are efficient when they target the most significant and area-specific factors. This study aimed to assess the key determinants and spatial variation of child mortality at the district level in Rwanda. Data from the 2010 Rwanda Demographic and Health Survey were analysed for 8817 live births that occurred during five years preceding the survey. Out of the children born, 433 had died before survey interviews were carried out. A full Bayesian geo-additive continuous-time hazard model enabled us to maximise data utilisation and hence improve the accuracy of our estimates. The results showed substantial district- level spatial variation in childhood mortality in Rwanda. District-specific spatial characteristics were particularly associated with higher death hazards in two districts: Musanze and Nyabihu. The model estimates showed that there were lower death rates among children from households of medium and high economic status compared to those from low-economic status households. Factors, such as four antenatal care visits, delivery at a health facility, prolonged breastfeeding and mothers younger than 31 years were associated with lower child death rates. Long preceding birth intervals were also associated with fewer hazards. For these reasons, programmes aimed at reducing child mortality gaps between districts in Rwanda should target maternal factors and take into consideration district-specific spatial characteristics. Further, child survival gains require strengthening or scaling-up of existing programmes pertaining to access to, and utilisation of maternal and child health care services as well as reduction of the household gap in the economic status.
Directory of Open Access Journals (Sweden)
Botond Molnár
Full Text Available There has been a long history of using neural networks for combinatorial optimization and constraint satisfaction problems. Symmetric Hopfield networks and similar approaches use steepest descent dynamics, and they always converge to the closest local minimum of the energy landscape. For finding global minima additional parameter-sensitive techniques are used, such as classical simulated annealing or the so-called chaotic simulated annealing, which induces chaotic dynamics by addition of extra terms to the energy landscape. Here we show that asymmetric continuous-time neural networks can solve constraint satisfaction problems without getting trapped in non-solution attractors. We concentrate on a model solving Boolean satisfiability (k-SAT, which is a quintessential NP-complete problem. There is a one-to-one correspondence between the stable fixed points of the neural network and the k-SAT solutions and we present numerical evidence that limit cycles may also be avoided by appropriately choosing the parameters of the model. This optimal parameter region is fairly independent of the size and hardness of instances, this way parameters can be chosen independently of the properties of problems and no tuning is required during the dynamical process. The model is similar to cellular neural networks already used in CNN computers. On an analog device solving a SAT problem would take a single operation: the connection weights are determined by the k-SAT instance and starting from any initial condition the system searches until finding a solution. In this new approach transient chaotic behavior appears as a natural consequence of optimization hardness and not as an externally induced effect.
ε-iron nitrides: Intrinsic anomalous Hall ferromagnets
Directory of Open Access Journals (Sweden)
Guo-Ke Li
2015-02-01
Full Text Available The anomalous Hall effect in ε-iron nitrides (ε-Fe3-xN, 0 ≤ x ≤ 1 has been systematically investigated taking advantage of the fact that the exchange splitting of ε-Fe3-xN can be continuously tuned through the nitrogen concentration. It has been found that the anomalous Hall conductivity, σ x y A H , is proportional to the saturation magnetization MS, i.e., σ x y A H = S H M S , across significant variations in the saturation magnetization (96–1146 emu/cc. This relationship is in excellent agreement with the intrinsic mechanism as well as with the unified theory of AHE. Our results also demonstrate that the anomalous Hall conductivity is sensitive to the exchange splitting of the band structure.
Probabilistic finite-size transport models for fusion: Anomalous transport and scaling laws
International Nuclear Information System (INIS)
Milligen, B.Ph. van; Sanchez, R.; Carreras, B.A.
2004-01-01
Transport in fusion plasmas in the low confinement mode is characterized by several remarkable properties: the anomalous scaling of transport with system size, stiff (or 'canonical') profiles, power degradation, and rapid transport phenomena. The present article explores the possibilities of constructing a unified transport model, based on the continuous-time random walk, in which all these phenomena are handled adequately. The resulting formalism appears to be sufficiently general to provide a sound starting point for the development of a full-blown plasma transport code, capable of incorporating the relevant microscopic transport mechanisms, and allowing predictions of confinement properties
Desvillettes, Laurent; Fellner, Klemens
2010-01-01
We study a continuous coagulation-fragmentation model with constant kernels for reacting polymers (see [M. Aizenman and T. Bak, Comm. Math. Phys., 65 (1979), pp. 203-230]). The polymers are set to diffuse within a smooth bounded one
Fractional charge and anomalous commutators
International Nuclear Information System (INIS)
Frishman, Y.; Gepner, D.
1983-06-01
Non-integer charges on topological objects in the presence of fermions are further investigated. The connection with anomalous commutators is discussed. The reason for the identical results in two-dimensional solutions and four-dimensional monopoles is pointed out. (author)
Time-Critical Detection of Anomalous Behaviour
Huizing, A.G.
2008-01-01
Terrorist attacks such a suicide bombings and detonation of improved explosive devices are a worldwide problem that caused many casualties and economic damage. To prevent these attacks, human intelligence gathering, social network analysis and data mining of databases containing financial
Panattoni, Laura; Stone, Ashley; Chung, Sukyung; Tai-Seale, Ming
2015-03-01
The growing number of primary care physicians (PCPs) reducing their clinical work hours has raised concerns about meeting the future demand for services and fulfilling the continuity and access mandates for patient-centered care. However, the patient's experience of care with part-time physicians is relatively unknown, and may be mediated by continuity and access to care outcomes. We aimed to examine the relationships between a physicians' clinical full-time equivalent (FTE), continuity of care, access to care, and patient satisfaction with the physician. We used a multi-level structural equation estimation, with continuity and access modeled as mediators, for a cross-section in 2010. The study included family medicine (n = 104) and internal medicine (n = 101) physicians in a multi-specialty group practice, along with their patient satisfaction survey responses (n = 12,688). Physician level FTE, continuity of care received by patients, continuity of care provided by physician, and a Press Ganey patient satisfaction with the physician score, on a 0-100 % scale, were measured. Access to care was measured as days to the third next-available appointment. Physician FTE was directly associated with better continuity of care received (0.172% per FTE, p part-time PCPs in practice redesign efforts and initiatives to meet the demand for primary care services.
Unparticles and anomalous dimensions in the cuprates
Energy Technology Data Exchange (ETDEWEB)
Karch, Andreas [Department of Physics, University of Washington,3910 15th Ave. NE, Seattle, WA 98195-1560 (United States); Limtragool, Kridsanaphong; Phillips, Philip W. [Department of Physics and Institute for Condensed Matter Theory, University of Illinois,1110 W. Green Street, Urbana, IL 61801 (United States)
2016-03-25
Motivated by the overwhelming evidence some type of quantum criticality underlies the power-law for the optical conductivity and T−linear resistivity in the cuprates, we demonstrate here how a scale-invariant or unparticle sector can lead to a unifying description of the observed scaling forms. We adopt the continuous mass formalism or multi band (flavor) formalism of the unparticle sector by letting various microscopic parameters be mass-dependent. In particular, we show that an effective mass that varies with the flavor index as well as a running band edge and lifetime capture the AC and DC transport phenomenology of the cuprates. A key consequence of the running mass is that the effective dynamical exponent can differ from the underlying bare critical exponent, thereby providing a mechanism for realizing the fractional values of the dynamical exponent required in a previous analysis http://dx.doi.org/10.1103/PhysRevB.91.155126. We also predict that regardless of the bare dynamical exponent, z, a non-zero anomalous dimension for the current is required. Physically, the anomalous dimension arises because the charge depends on the flavor, mass or energy. The equivalent phenomenon in a d+1 gravitational construction is the running of the charge along the radial direction. The nature of the superconducting instability in the presence of scale invariant stuff shows that the transition temperature is not necessarily a monotonic function of the pairing interaction.
Time series analysis of continuous-wave coherent Doppler Lidar wind measurements
DEFF Research Database (Denmark)
Sjöholm, Mikael; Mikkelsen, Torben; Mann, Jakob
2008-01-01
The influence of spatial volume averaging of a focused 1.55 mu m continuous-wave coherent Doppler Lidar on observed wind turbulence measured in the atmospheric surface layer over homogeneous terrain is described and analysed. Comparison of Lidar-measured turbulent spectra with spectra simultaneou......The influence of spatial volume averaging of a focused 1.55 mu m continuous-wave coherent Doppler Lidar on observed wind turbulence measured in the atmospheric surface layer over homogeneous terrain is described and analysed. Comparison of Lidar-measured turbulent spectra with spectra...
Synchronized Scheme of Continuous Space-Vector PWM with the Real-Time Control Algorithms
DEFF Research Database (Denmark)
Oleschuk, V.; Blaabjerg, Frede
2004-01-01
This paper describes in details the basic peculiarities of a new method of feedforward synchronous pulsewidth modulation (PWM) of three-phase voltage source inverters for adjustable speed ac drives. It is applied to a continuous scheme of voltage space vector modulation. The method is based...... their position inside clock-intervals. In order to provide smooth shock-less pulse-ratio changing and quarter-wave symmetry of the voltage waveforms, special synchronising signals are formed on the boundaries of the 60 clock-intervals. The process of gradual transition from continuous to discontinuous...
In My Own Time: Tuition Fees, Class Time and Student Effort in Non-Formal (Or Continuing) Education
Bolli, Thomas; Johnes, Geraint
2015-01-01
We develop and empirically test a model which examines the impact of changes in class time and tuition fees on student effort in the form of private study. The data come from the European Union's Adult Education Survey, conducted over the period 2005-2008. We find, in line with theoretical predictions, that the time students devote to private…
Machine learning for the automatic detection of anomalous events
Fisher, Wendy D.
.3% overall accuracy and less than 1.4% false negatives in anomaly detection. In Chapter 4, we research using two-class and one-class support vector machines (SVMs) for an effective anomaly detection system. We again use the two different EDL data sets from experimental laboratory earth embankments (each having approximately 80% normal and 20% anomalies) to ensure our workflow is robust enough to work with multiple data sets and different types of anomalous events (e.g., cracks and piping). We apply Haar wavelet-denoising techniques and extract nine spectral features from decomposed segments of the time series data. The two-class SVM with 10-fold cross validation achieved over 94% overall accuracy and 96% F1-score. Our approach provides a means for automatically identifying anomalous events using various machine learning techniques. Detecting internal erosion events in aging EDLs, earlier than is currently possible, can allow more time to prevent or mitigate catastrophic failures. Results show that we can successfully separate normal from anomalous data observations in passive seismic data, and provide a step towards techniques for continuous real-time monitoring of EDL health. Our lightweight non-commercial BSR detection system also has promise in separating commercial from non-commercial BSR scans without the need for prior geographic location information, extensive time-lapse surveys, or a database of known commercial carriers. (Abstract shortened by ProQuest.).
International Nuclear Information System (INIS)
Qiu-Ye, Sun; Hua-Guang, Zhang; Yan, Zhao
2010-01-01
This paper investigates the chaotification problem of a stable continuous-time T–S fuzzy system. A simple nonlinear state time-delay feedback controller is designed by parallel distributed compensation technique. Then, the asymptotically approximate relationship between the controlled continuous-time T–S fuzzy system with time-delay and a discrete-time T–S fuzzy system is established. Based on the discrete-time T–S fuzzy system, it proves that the chaos in the discrete-time T–S fuzzy system satisfies the Li–Yorke definition by choosing appropriate controller parameters via the revised Marotto theorem. Finally, the effectiveness of the proposed chaotic anticontrol method is verified by a practical example. (general)
International Nuclear Information System (INIS)
Zhu, Y.T.; Lowe, T.C.; Asaro, R.J.
1997-01-01
The rule of additivity was first proposed by Scheil and Steinberg for predicting the incubation time for nucleation of solid phases during continuous-cooling phase transformations, and has since been widely used for both the nucleation incubation and the entire process of phase transformation. While having been successfully used to calculate the transformed volume fraction during continuous cooling in many steel alloy systems, there is experimental evidence that shows rule of additivity to be invalid for describing the incubation time for nucleation. Attempts to prove the validity of the rule of additivity for the incubation time have not met with much success, and much confusion still exists about its applicability to the incubation time. This article investigates the additivity of the consumption of the incubation time for nucleation during continuous cooling through an analysis based upon classical nucleation theory. It is rigorously demonstrated that the rule of additivity is invalid for the incubation time for nucleation. However, in practice, the relative error caused by using the rule of additivity could be very small in many cases due to the resolution limit of current experimental techniques. The present theory provides an explanation for the failure of the rule of additivity in predicting the incubation time for nucleation during continuous cooling. copyright 1997 American Institute of Physics
A variable-order fractal derivative model for anomalous diffusion
Directory of Open Access Journals (Sweden)
Liu Xiaoting
2017-01-01
Full Text Available This paper pays attention to develop a variable-order fractal derivative model for anomalous diffusion. Previous investigations have indicated that the medium structure, fractal dimension or porosity may change with time or space during solute transport processes, results in time or spatial dependent anomalous diffusion phenomena. Hereby, this study makes an attempt to introduce a variable-order fractal derivative diffusion model, in which the index of fractal derivative depends on temporal moment or spatial position, to characterize the above mentioned anomalous diffusion (or transport processes. Compared with other models, the main advantages in description and the physical explanation of new model are explored by numerical simulation. Further discussions on the dissimilitude such as computational efficiency, diffusion behavior and heavy tail phenomena of the new model and variable-order fractional derivative model are also offered.
Directory of Open Access Journals (Sweden)
Aiello, G.
2012-10-01
Full Text Available During the mechanical extraction process of Virgin Olive Oil (VOO some important physical phenomena and enzymatic transformations occur which influence the quality of the final product. The control of process parameters is crucial to ensure the quality of VOO, therefore process monitoring and control is a fundamental requirement in the modern VOO processing industry. The present work proposes an innovative Real-Time Monitoring System (RTMS aimed at continuously measuring the oxygen concentration during the malaxation process in order to establish a correlation with the quality of the final product obtained. This monitoring system is based on an oxygen concentration sensor directly connected to the malaxation chamber and a data acquisition system to analyze and store the measured values in a process database. The experimental results obtained show that the use of oxygen during malaxation improves some qualitative parameters of VOO such as free fatty acids and total polyphenols while others (peroxide values and spectrophotometric indexes worsen. These results are similar to those obtained by employing nitrogen, which is the traditional technique to avoid the wellknown oxidation processes studied by several researchers, thus demonstrating that the presence of oxygen during the malaxation process can have beneficial effects on the quality of VOO when its concentration is properly controlled.
Durante el proceso de extracción mecánica del aceite de oliva virgen ocurren importantes fenómenos físicos y transformaciones enzimáticas que influyen en la calidad del producto final. El control de los parámetros del proceso es crucial para garantizar la calidad del aceite de oliva virgen, por tanto la monitorización y el control del proceso son requisitos fundamentales en el moderno tratamiento industrial del aceite de oliva virgen. El presente trabajo propone un sistema de monitorización innovador en tiempo real dirigido a medir continuamente
On the tunneling time of arbitrary continuous potentials and the Hartman effect
International Nuclear Information System (INIS)
Yin Cheng; Wu Zhi-Jing; Wang Xian-Ping; Sun Jing-Jing; Cao Zhuang-Qi
2010-01-01
This paper obtains a generalized tunneling time of one-dimensional potentials via time reversal invariance. It also proposes a simple explanation for the Hartman effect using the useful concept of the scattered subwaves
General definitions of chaos for continuous and discrete-time processes
Vieru, Andrei
2008-01-01
A precise definition of chaos for discrete processes based on iteration already exists. We shall first reformulate it in a more general frame, taking into account the fact that discrete chaotic behavior is neither necessarily based on iteration nor strictly related to compact metric spaces or to bounded functions. Then we shall apply the central idea of this definition to continuous processes. We shall try to see what chaos is, regardless of the way it is generated.
Quality Time: Temporal Constraints to Continual Process Development in the Air Force
2017-06-01
Simultaneously , forces of entropy or chaos continually degrade the efficiency of that same system. The strength and speed with which quality management...cause impact in the same direction (negative or inverse ) and logically result in a less-efficient unit. The SD concept of clustering variables behavior...working overtime but simultaneously maintaining morale. 30 Recall this test case was establish to test the logical
Wang, Bo; Anthony, Stephen M; Bae, Sung Chul; Granick, Steve
2009-09-08
We describe experiments using single-particle tracking in which mean-square displacement is simply proportional to time (Fickian), yet the distribution of displacement probability is not Gaussian as should be expected of a classical random walk but, instead, is decidedly exponential for large displacements, the decay length of the exponential being proportional to the square root of time. The first example is when colloidal beads diffuse along linear phospholipid bilayer tubes whose radius is the same as that of the beads. The second is when beads diffuse through entangled F-actin networks, bead radius being less than one-fifth of the actin network mesh size. We explore the relevance to dynamic heterogeneity in trajectory space, which has been extensively discussed regarding glassy systems. Data for the second system might suggest activated diffusion between pores in the entangled F-actin networks, in the same spirit as activated diffusion and exponential tails observed in glassy systems. But the first system shows exceptionally rapid diffusion, nearly as rapid as for identical colloids in free suspension, yet still displaying an exponential probability distribution as in the second system. Thus, although the exponential tail is reminiscent of glassy systems, in fact, these dynamics are exceptionally rapid. We also compare with particle trajectories that are at first subdiffusive but Fickian at the longest measurement times, finding that displacement probability distributions fall onto the same master curve in both regimes. The need is emphasized for experiments, theory, and computer simulation to allow definitive interpretation of this simple and clean exponential probability distribution.
Magnetic effects in anomalous dispersion
International Nuclear Information System (INIS)
Blume, M.
1992-01-01
Spectacular enhancements of magnetic x-ray scattering have been predicted and observed experimentally. These effects are the result of resonant phenomena closely related to anomalous dispersion, and they are strongest at near-edge resonances. The theory of these resonances will be developed with particular attention to the symmetry properties of the scatterer. While the phenomena to be discussed concern magnetic properties the transitions are electric dipole or electric quadrupole in character and represent a subset of the usual anomalous dispersion phenomena. The polarization dependence of the scattering is also considered, and the polarization dependence for magnetic effects is related to that for charge scattering and to Templeton type anisotropic polarization phenomena. It has been found that the strongest effects occur in rare-earths and in actinides for M shell edges. In addition to the scattering properties the theory is applicable to ''forward scattering'' properties such as the Faraday effect and circular dichroism
Faraday anomalous dispersion optical tuners
Wanninger, P.; Valdez, E. C.; Shay, T. M.
1992-01-01
Common methods for frequency stabilizing diode lasers systems employ gratings, etalons, optical electric double feedback, atomic resonance, and a Faraday cell with low magnetic field. Our method, the Faraday Anomalous Dispersion Optical Transmitter (FADOT) laser locking, is much simpler than other schemes. The FADOT uses commercial laser diodes with no antireflection coatings, an atomic Faraday cell with a single polarizer, and an output coupler to form a compound cavity. This method is vibration insensitive, thermal expansion effects are minimal, and the system has a frequency pull in range of 443.2 GHz (9A). Our technique is based on the Faraday anomalous dispersion optical filter. This method has potential applications in optical communication, remote sensing, and pumping laser excited optical filters. We present the first theoretical model for the FADOT and compare the calculations to our experimental results.
Van, Mien; Ge, Shuzhi Sam; Ren, Hongliang
2016-04-28
In this paper, a novel finite time fault tolerant control (FTC) is proposed for uncertain robot manipulators with actuator faults. First, a finite time passive FTC (PFTC) based on a robust nonsingular fast terminal sliding mode control (NFTSMC) is investigated. Be analyzed for addressing the disadvantages of the PFTC, an AFTC are then investigated by combining NFTSMC with a simple fault diagnosis scheme. In this scheme, an online fault estimation algorithm based on time delay estimation (TDE) is proposed to approximate actuator faults. The estimated fault information is used to detect, isolate, and accommodate the effect of the faults in the system. Then, a robust AFTC law is established by combining the obtained fault information and a robust NFTSMC. Finally, a high-order sliding mode (HOSM) control based on super-twisting algorithm is employed to eliminate the chattering. In comparison to the PFTC and other state-of-the-art approaches, the proposed AFTC scheme possess several advantages such as high precision, strong robustness, no singularity, less chattering, and fast finite-time convergence due to the combined NFTSMC and HOSM control, and requires no prior knowledge of the fault due to TDE-based fault estimation. Finally, simulation results are obtained to verify the effectiveness of the proposed strategy.
Schwinger Model Mass Anomalous Dimension
Keegan, Liam
2016-06-20
The mass anomalous dimension for several gauge theories with an infrared fixed point has recently been determined using the mode number of the Dirac operator. In order to better understand the sources of systematic error in this method, we apply it to a simpler model, the massive Schwinger model with two flavours of fermions, where analytical results are available for comparison with the lattice data.
Faraday anomalous dispersion optical filters
Shay, T. M.; Yin, B.; Alvarez, L. S.
1993-01-01
The effect of Faraday anomalous dispersion optical filters on infrared and blue transitions of some alkali atoms is calculated. A composite system is designed to further increase the background noise rejection. The measured results of the solar background rejection and image quality through the filter are presented. The results show that the filter may provide high transmission and high background noise rejection with excellent image quality.
A Model-free Approach to Fault Detection of Continuous-time Systems Based on Time Domain Data
Institute of Scientific and Technical Information of China (English)
Ping Zhang; Steven X. Ding
2007-01-01
In this paper, a model-free approach is presented to design an observer-based fault detection system of linear continuoustime systems based on input and output data in the time domain. The core of the approach is to directly identify parameters of the observer-based residual generator based on a numerically reliable data equation obtained by filtering and sampling the input and output signals.
DEFF Research Database (Denmark)
Pedersen, Jonas Nyvold; Li, Liang; Gradinaru, Cristian
2016-01-01
We provide a tool for data-driven modeling of motility, data being time-lapse recorded trajectories. Several mathematical properties of a model to be found can be gleaned from appropriate model-independent experimental statistics, if one understands how such statistics are distorted by the finite...... of these effects that are valid for any reasonable model for persistent random motion. Our findings are illustrated with experimental data and Monte Carlo simulations....
Directory of Open Access Journals (Sweden)
Aldo-Jonathan Muñoz-Vázquez
2017-01-01
Full Text Available The problem of designing a continuous control to guarantee finite-time tracking based on output feedback for a system subject to a Hölder disturbance has remained elusive. The main difficulty stems from the fact that such disturbance stands for a function that is continuous but not necessarily differentiable in any integer-order sense, yet it is fractional-order differentiable. This problem imposes a formidable challenge of practical interest in engineering because (i it is common that only partial access to the state is available and, then, output feedback is needed; (ii such disturbances are present in more realistic applications, suggesting a fractional-order controller; and (iii continuous robust control is a must in several control applications. Consequently, these stringent requirements demand a sound mathematical framework for designing a solution to this control problem. To estimate the full state in finite-time, a high-order sliding mode-based differentiator is considered. Then, a continuous fractional differintegral sliding mode is proposed to reject Hölder disturbances, as well as for uncertainties and unmodeled dynamics. Finally, a homogeneous closed-loop system is enforced by means of a continuous nominal control, assuring finite-time convergence. Numerical simulations are presented to show the reliability of the proposed method.
A simple technique for continuous measurement of time-variable gas transfer in surface waters
Tobias, Craig R.; Bohlke, John Karl; Harvey, Judson W.; Busenberg, Eurybiades
2009-01-01
Mass balance models of dissolved gases in streams, lakes, and rivers serve as the basis for estimating wholeecosystem rates for various biogeochemical processes. Rates of gas exchange between water and the atmosphere are important and error-prone components of these models. Here we present a simple and efficient modification of the SF6 gas tracer approach that can be used concurrently while collecting other dissolved gas samples for dissolved gas mass balance studies in streams. It consists of continuously metering SF6-saturated water directly into the stream at a low rate of flow. This approach has advantages over pulse injection of aqueous solutions or bubbling large amounts of SF6 into the stream. By adding the SF6 as a saturated solution, we minimize the possibility that other dissolved gas measurements are affected by sparging and/or bubble injecta. Because the SF6 is added continuously we have a record of changing gas transfer velocity (GTV) that is contemporaneous with the sampling of other nonconservative ambient dissolved gases. Over a single diel period, a 30% variation in GTV was observed in a second-order stream (Sugar Creek, Indiana, USA). The changing GTV could be attributed in part to changes in temperature and windspeed that occurred on hourly to diel timescales.
Marseguerra, M.; Zoia, A.
2007-04-01
Anomalous diffusion has recently turned out to be almost ubiquitous in transport problems. When the physical properties of the medium where the transport process takes place are stationary and constant at each spatial location, anomalous transport has been successfully analysed within the Continuous Time Random Walk (CTRW) model. In this paper, within a Monte Carlo approach to CTRW, we focus on the particle transport through two regions characterized by different physical properties, in presence of an external driving action constituted by an additional advective field, modelled within both the Galilei invariant and Galilei variant schemes. Particular attention is paid to the interplay between the distributions of space and time across the discontinuity. The resident concentration and the flux of the particles are finally evaluated and it is shown that at the interface between the two regions the flux is continuous as required by mass conservation, while the concentration may reveal a neat discontinuity. This result could open the route to the Monte Carlo investigation of the effectiveness of a physical discontinuity acting as a filter on particle concentration.
A continuous-time random-walk approach to the Cole-Davidson dielectric response of dipolar liquids
DEFF Research Database (Denmark)
Szabat, B.; Langner, K. M.; Klösgen-Buchkremer, Beate Maria
2004-01-01
We show how the Cole-Davidson relaxation response, characteristic of alcoholic systems, can be derived within the framework of the continuous-time random walk (CTRW). Using the random-variable formalism, we indicate that the high-frequency power law of dielectric spectra is determined by the heavy...
International Nuclear Information System (INIS)
Hellermann, M. von; Hirsch, K.; Doeble, H.F.
1977-04-01
The possibilities to use periodically pulsed lasers for plasma scattering diagnostics are discussed. An experiment with succesful application of a periodically pulsed frequency-doubled Nd:YAG laser is described and results are given. Application of the method to monitor continuously, with millisecond time resolution, parameters of Tokamak type plasmas, is considered. (orig.) [de
Cao, Qi; Buskens, Erik; Feenstra, Talitha; Jaarsma, Tiny; Hillege, Hans; Postmus, Douwe
Continuous-time state transition models may end up having large unwieldy structures when trying to represent all relevant stages of clinical disease processes by means of a standard Markov model. In such situations, a more parsimonious, and therefore easier-to-grasp, model of a patient's disease
Suris, Yuri B.
1997-01-01
A fairly complete list of Toda-like integrable lattice systems, both in the continuous and discrete time, is given. For each system the Newtonian, Lagrangian and Hamiltonian formulations are presented, as well as the 2x2 Lax representation and r-matrix structure. The material is given in the "no comment" style, in particular, all proofs are omitted.
A continuous-time random-walk approach to the Cole-Davidson dielectric response of dipolar liquids
DEFF Research Database (Denmark)
Szabat, Bozena; Langner, Karol M.; Klösgen, Beate Maria
2005-01-01
We show how the Cole-Davidson relaxation response, characteristic of alcoholic systems, can be derived within the framework of the continuous-time random walk 4CTRW). Using the random-variable formalism, we indicate that the high-frequency power law of dielectric spectra is determined by the heav...
Dunn, H. J.
1981-01-01
A computer program for performing frequency analysis of time history data is presented. The program uses circular convolution and the fast Fourier transform to calculate power density spectrum (PDS) of time history data. The program interfaces with the advanced continuous simulation language (ACSL) so that a frequency analysis may be performed on ACSL generated simulation variables. An example of the calculation of the PDS of a Van de Pol oscillator is presented.
Prabhudesai, Sumant; Kanjani, Amruta; Bhagat, Isha; Ravikumar, Karnam G.; Ramachandran, Bala
2015-01-01
Aims: The aim of this prospective, observational study was to determine the accuracy of a real-time continuous glucose monitoring system (CGMS) in children with septic shock. Subjects and Methods: Children aged 30 days to 18 years admitted to the Pediatric Intensive Care Unit with septic shock were included. A real-time CGMS sensor was used to obtain interstitial glucose readings. CGMS readings were compared statistically with simultaneous laboratory blood glucose (BG). Results: Nineteen chil...
Denial-of-Service Security Attack in the Continuous-Time World
DEFF Research Database (Denmark)
Wang, Shuling; Nielson, Flemming; Nielson, Hanne Riis
2014-01-01
-of-service security attack, the expected information from the controllers is not received and as a consequence the physical systems may fail to behave as expected. This paper proposes a formal framework for expressing denial-of-service security attack in hybrid systems. As a virtue, a physical system is able to plan......Hybrid systems are integrations of discrete computation and continuous physical evolution. The physical components of such systems introduce safety requirements, the achievement of which asks for the correct monitoring and control from the discrete controllers. However, due to denial...... for reasonable behavior in case the ideal control fails due to unreliable communication, in such a way that the safety of the system upon denial-of-service is still guaranteed. In the context of the modeling language, we develop an inference system for verifying safety of hybrid systems, without putting any...
Desvillettes, Laurent
2010-01-01
We study a continuous coagulation-fragmentation model with constant kernels for reacting polymers (see [M. Aizenman and T. Bak, Comm. Math. Phys., 65 (1979), pp. 203-230]). The polymers are set to diffuse within a smooth bounded one-dimensional domain with no-flux boundary conditions. In particular, we consider size-dependent diffusion coefficients, which may degenerate for small and large cluster-sizes. We prove that the entropy-entropy dissipation method applies directly in this inhomogeneous setting. We first show the necessary basic a priori estimates in dimension one, and second we show faster-than-polynomial convergence toward global equilibria for diffusion coefficients which vanish not faster than linearly for large sizes. This extends the previous results of [J.A. Carrillo, L. Desvillettes, and K. Fellner, Comm. Math. Phys., 278 (2008), pp. 433-451], which assumes that the diffusion coefficients are bounded below. © 2009 Society for Industrial and Applied Mathematics.
Continuing our organizational mission: A new name for a new time.
Walker, Deborah Klein; Kilmer, Ryan P; Armstrong, Mary I
2017-01-01
This editorial explains the need for a new name for the American Orthopsychiatric Association (ORTHO). As ORTHO continues their work into the 21st century, they want to better reflect their global membership and focus, increasing the number of partnerships with individuals and organizations, and commitment to a just society. Therefore, ORTHO is changing their name to the Global Alliance for Behavioral Health and Social Justice. It is crucial to underscore that, although the organizations name is changing, the values and principles that inform their work will remain the same. The mission statement of the Global Alliance for Behavioral Health and Social Justice is "to inform policy, practice, and research to prevent behavioral health disorders and to promote conditions to ensure that people with disorders can be full participants in society." (PsycINFO Database Record (c) 2017 APA, all rights reserved).
Sasai, Kazuto; Gunji, Yukio-Pegio; Kinoshita, Tetsuo
2017-07-01
Multi-agent models of robust open systems such as natural systems are the important theme in the literature of systems science. Heterarchy, which means dynamical hierarchy, is a structural model, which includes the dynamical interplay between different levels. However, it is not easy to build a formal model of a heterarchical system because the interplay between different levels lead a self-referential paradox. In this paper, we propose an continuous double auction model, which includes a formal model of conitnuous transaction. We encode the model into a restriction rule of the order submittion. The proposed model shows a critical behavior of the actual markets, and it can have the relationship with the behaviors of natural systems.
The Continuous Confrontation of Caregiving as Described in Real-Time Online Group Chat.
Male, Dana A; Fergus, Karen D; Stephen, Joanne E
2015-01-01
To date, our understanding of the caregiver experience has been informed primarily by guided inquiry in the form of interviews and surveys, yielding information that is limited by the scope of researchers questions. The intent of this study was to explore the experience of caring for a loved one with advanced-stage cancer by means of participant-determined communication, using interactive, text-based transcripts from synchronous online support groups. Grounded theory analysis of the group transcripts yielded the core category continuous confrontation, characterized by major challenges (unrelenting assault, a new us, and the costs of caregiving) and minor triumphs (refuelling and living more intentionally). This unique method of data collection allowed for an especially candid, intersubjective group account of what it is to be a caregiver for an ill loved one without compromising the details that caregivers themselves consider important.
Revisit to diffraction anomalous fine structure
International Nuclear Information System (INIS)
Kawaguchi, T.; Fukuda, K.; Tokuda, K.; Shimada, K.; Ichitsubo, T.; Oishi, M.; Mizuki, J.; Matsubara, E.
2014-01-01
The diffraction anomalous fine structure method has been revisited by applying this measurement technique to polycrystalline samples and using an analytical method with the logarithmic dispersion relation. The diffraction anomalous fine structure (DAFS) method that is a spectroscopic analysis combined with resonant X-ray diffraction enables the determination of the valence state and local structure of a selected element at a specific crystalline site and/or phase. This method has been improved by using a polycrystalline sample, channel-cut monochromator optics with an undulator synchrotron radiation source, an area detector and direct determination of resonant terms with a logarithmic dispersion relation. This study makes the DAFS method more convenient and saves a large amount of measurement time in comparison with the conventional DAFS method with a single crystal. The improved DAFS method has been applied to some model samples, Ni foil and Fe 3 O 4 powder, to demonstrate the validity of the measurement and the analysis of the present DAFS method
The continuous plankton recorder survey: A long-term, basin-scale oceanic time series
Gamble, John C.; Hunt, Harold G.
1992-01-01
In the 1920s, before the advent of echo sounders, fishery biologists were greatly concerned with assisting the fisherman to locate schools of pelagic fish. One of the approaches they developed was to relate the distribution of the planktonic food organisms to the presence of the schools of predators such as herring (Clupea harengus). The British planktologist, Alister Hardy, who had already carried out extensive studies on the feeding preferences of herring (Hardy, 1926a), initiated a program to examine the fishermen's contention that herring schools avoided 'green', i.e., phytoplankton-rich, water but could be correlated with high concentrations of zooplankton. This practical program was centered on the use of a specially developed instrument, the 'Plankton Indicator', designed to be used by the fisherman to assist in the search for suitable waters. It had limited success in its main aim but, as a collecting device, it embodied several profoundly important features. It was a simple instrument which was robust enough to be deployed and recovered by the crew of commercial vessels (in this case fishing vessels) while they were underway. The Indicator however, was no more than a high speed net which integrated the plankton over the area of sampling, but Hardy had also become interested in describing the patchiness of planktonic populations. He thus developed the Continuous Plankton Recorder (CPR) where he substituted the fixed filter screen of the Indicator by a continually moving length of silk mesh. The screen traversed at constant speed across the path of the incoming water and the trapped organisms were retained in place by sandwiching beneath an additional second mesh screen. Thus, knowing the speed of the towing vessel and the shooting and hauling positions, the spatial patterns of the plankton could be determined. Hardy took the first CPR to the Antarctic where he used it in the Southern Atlantic (Hardy, 1926b) and later deployed it in the North Sea to make
International Nuclear Information System (INIS)
Benth, Fred Espen; Taib, Che Mohd Imran Che
2013-01-01
We extend the concept of half life of an Ornstein–Uhlenbeck process to Lévy-driven continuous-time autoregressive moving average processes with stochastic volatility. The half life becomes state dependent, and we analyze its properties in terms of the characteristics of the process. An empirical example based on daily temperatures observed in Petaling Jaya, Malaysia, is presented, where the proposed model is estimated and the distribution of the half life is simulated. The stationarity of the dynamics yield futures prices which asymptotically tend to constant at an exponential rate when time to maturity goes to infinity. The rate is characterized by the eigenvalues of the dynamics. An alternative description of this convergence can be given in terms of our concept of half life. - Highlights: • The concept of half life is extended to Levy-driven continuous time autoregressive moving average processes • The dynamics of Malaysian temperatures are modeled using a continuous time autoregressive model with stochastic volatility • Forward prices on temperature become constant when time to maturity tends to infinity • Convergence in time to maturity is at an exponential rate given by the eigenvalues of the model temperature model
Anomalous scaling of stochastic processes and the Moses effect.
Chen, Lijian; Bassler, Kevin E; McCauley, Joseph L; Gunaratne, Gemunu H
2017-04-01
The state of a stochastic process evolving over a time t is typically assumed to lie on a normal distribution whose width scales like t^{1/2}. However, processes in which the probability distribution is not normal and the scaling exponent differs from 1/2 are known. The search for possible origins of such "anomalous" scaling and approaches to quantify them are the motivations for the work reported here. In processes with stationary increments, where the stochastic process is time-independent, autocorrelations between increments and infinite variance of increments can cause anomalous scaling. These sources have been referred to as the Joseph effect and the Noah effect, respectively. If the increments are nonstationary, then scaling of increments with t can also lead to anomalous scaling, a mechanism we refer to as the Moses effect. Scaling exponents quantifying the three effects are defined and related to the Hurst exponent that characterizes the overall scaling of the stochastic process. Methods of time series analysis that enable accurate independent measurement of each exponent are presented. Simple stochastic processes are used to illustrate each effect. Intraday financial time series data are analyzed, revealing that their anomalous scaling is due only to the Moses effect. In the context of financial market data, we reiterate that the Joseph exponent, not the Hurst exponent, is the appropriate measure to test the efficient market hypothesis.
Anomalous scaling of stochastic processes and the Moses effect
Chen, Lijian; Bassler, Kevin E.; McCauley, Joseph L.; Gunaratne, Gemunu H.
2017-04-01
The state of a stochastic process evolving over a time t is typically assumed to lie on a normal distribution whose width scales like t1/2. However, processes in which the probability distribution is not normal and the scaling exponent differs from 1/2 are known. The search for possible origins of such "anomalous" scaling and approaches to quantify them are the motivations for the work reported here. In processes with stationary increments, where the stochastic process is time-independent, autocorrelations between increments and infinite variance of increments can cause anomalous scaling. These sources have been referred to as the Joseph effect and the Noah effect, respectively. If the increments are nonstationary, then scaling of increments with t can also lead to anomalous scaling, a mechanism we refer to as the Moses effect. Scaling exponents quantifying the three effects are defined and related to the Hurst exponent that characterizes the overall scaling of the stochastic process. Methods of time series analysis that enable accurate independent measurement of each exponent are presented. Simple stochastic processes are used to illustrate each effect. Intraday financial time series data are analyzed, revealing that their anomalous scaling is due only to the Moses effect. In the context of financial market data, we reiterate that the Joseph exponent, not the Hurst exponent, is the appropriate measure to test the efficient market hypothesis.
Nordin, Maria; Kaplan, Robert M
2010-03-01
To investigate the impact of development in sleep continuity on transition to and from obesity over time. The study used self-reported sleep and body mass index (BMI) measures from the 1965, 1974, 1983, and 1994 waves of the longitudinal Alameda County Study. Sleep continuity was assessed by a question on whether the participants had any troubles falling or staying asleep. Change in sleep and BMI were estimated from the sleep and BMI questions in 1965 and 1994 respectively. Multinomial regression analyses were used to examine the risk/chance for a transition to and from obesity (BMI >or=30 kg/m(2)) due to development in sleep continuity. After adjustment for confounding variables, consistent sleep discontinuity both increases the risk for a transition to obesity and reduces the chance of losing weight, whereas impaired sleep continuity lowers the chance for weight loss. Effects for obesity were non-significant for those with improved sleep continuity. Consistent sleep discontinuity and impaired sleep continuity increases the risk of transition to obesity or of remaining obese.
Finite-time H∞ control for linear continuous system with norm-bounded disturbance
Meng, Qingyi; Shen, Yanjun
2009-04-01
In this paper, the definition of finite-time H∞ control is presented. The system under consideration is subject to time-varying norm-bounded exogenous disturbance. The main aim of this paper is focused on the design a state feedback controller which ensures that the closed-loop system is finite-time bounded (FTB) and reduces the effect of the disturbance input on the controlled output to a prescribed level. A sufficient condition is presented for the solvability of this problem, which can be reduced to a feasibility problem involving linear matrix inequalities (LMIs). A detailed solving method is proposed for the restricted linear matrix inequalities. Finally, examples are given to show the validity of the methodology.
DEFF Research Database (Denmark)
Lauridsen, Mette Enok Munk; Thiele, Maja; Kimer, N
2013-01-01
Abstract Existing tests for minimal/covert hepatic encephalopathy (m/cHE) are time- and expertise consuming and primarily useable for research purposes. An easy-to-use, fast and reliable diagnostic and grading tool is needed. We here report on the background, experience, and ongoing research......-10) percentile) as a parameter of reaction time variability. The index is a measure of alertness stability and is used to assess attention and cognition deficits. The CRTindex identifies half of patients in a Danish cohort with chronic liver disease, as having m/cHE, a normal value safely precludes HE, it has...
A Simplified Calculation of a Continuous Flow Packed Contactor with Help of Characteristic Times
Sovová, Helena
2011-01-01
The proposed approach is illustrated on several examples of supercritical fluid extraction kinetics. Simple expressions for the calculation of characteristic times of both extraction and individual extraction steps are derived from mass balance equations and applied on experimental data from typical extractions from plants with supercritical CO2, as the extraction of oils from seeds or the extraction of essential oils from aromatic plants.
An SEM Approach to Continuous Time Modeling of Panel Data: Relating Authoritarianism and Anomia
Voelkle, Manuel C.; Oud, Johan H. L.; Davidov, Eldad; Schmidt, Peter
2012-01-01
Panel studies, in which the same subjects are repeatedly observed at multiple time points, are among the most popular longitudinal designs in psychology. Meanwhile, there exists a wide range of different methods to analyze such data, with autoregressive and cross-lagged models being 2 of the most well known representatives. Unfortunately, in these…
International Nuclear Information System (INIS)
Montalto, M.; Giacomelli, R.; Nocente, M.; Bortoluzzi, S.; Spezzano, P.
1990-12-01
Design of automatic system for real time air monitoring of radioactive particulates are relate. Recommendations are made for design and operation of sampling conduits to minimize losses. By means of experimental equipment loss of particles in long sampling conduits, minimum detectable activity and efficiency of gamma radiation detectable are evaluated. (author)
DEFF Research Database (Denmark)
Andersen, Torben G.; Bollerslev, Tim; Frederiksen, Per Houmann
arrival process. On applying our sequential test procedure to the thirty individual stocks in the Dow Jones Industrial Average index, the data suggest that it is important to allow for both time-varying diffusive volatility, jumps, and leverage effects in order to satisfactorily describe the daily stock...
Jiang, Daijun; Li, Zhiyuan; Liu, Yikan; Yamamoto, Masahiro
2017-05-01
In this paper, we first establish a weak unique continuation property for time-fractional diffusion-advection equations. The proof is mainly based on the Laplace transform and the unique continuation properties for elliptic and parabolic equations. The result is weaker than its parabolic counterpart in the sense that we additionally impose the homogeneous boundary condition. As a direct application, we prove the uniqueness for an inverse problem on determining the spatial component in the source term by interior measurements. Numerically, we reformulate our inverse source problem as an optimization problem, and propose an iterative thresholding algorithm. Finally, several numerical experiments are presented to show the accuracy and efficiency of the algorithm.
Business continuity strategies for cyber defence: battling time and information overload.
Streufert, John
2010-11-01
Can the same numbers and letters which are the life blood of modern business and government computer systems be harnessed to protect computers from attack against known information security risks? For the past seven years, Foreign Service officers and technicians of the US Government have sought to maintain diplomatic operations in the face of rising cyber attacks and test the hypothesis that an ounce of prevention is worth a pound of cure. As eight out of ten attacks leverage known computer security vulnerabilities or configuration setting weaknesses, a pound of cure would seem to be easy to come by. Yet modern security tools present an unusually consequential threat to business continuity - too much rather than too little information on cyber problems is presented, harking back to a phenomenon cited by social scientists in the 1960s called 'information overload'. Experience indicates that the longer the most serious cyber problems go untreated, the wider the attack surface adversaries can find. One technique used at the Department of State, called 'risk scoring', resulted in an 89 per cent overall reduction in measured risk over 12 months for the Department of State's servers and personal computers. Later refinements of risk scoring enabled technicians to correct unique security threats with unprecedented speed. This paper explores how the use of metrics, special care in presenting information to technicians and executives alike, as well as tactical use of organisational incentives can result in stronger cyber defences protecting modern organisations.
2018-01-26
traditional monitors, this capability will facilitate management of a group of patients. Innovative visual analytics of the complex array of real-time...redundant system could be useful in managing hundreds of bedside monitor data sources. With too many data sources, a single central server may suffer...collection rate. 3.2 Viewer Elements Design For detailed elements to display, as well as their color, line styles , and locations on the screen, we
Price Formation Modelling by Continuous-Time Random Walk: An Empirical Study
Directory of Open Access Journals (Sweden)
Frédéric Délèze
2015-01-01
Full Text Available Markovian and non-Markovian\tmodels are presented to\tmodel the futures\tmarket price formation.\tWe show that\tthe\twaiting-time\tand\tthe\tsurvival\tprobabilities\thave\ta\tsignificant\timpact\ton\tthe\tprice\tdynamics.\tThis\tstudy tests\tanalytical\tsolutions\tand\tpresent\tnumerical\tresults for the\tprobability\tdensity function\tof the\tcontinuoustime random\twalk\tusing\ttick-by-tick\tquotes\tprices\tfor\tthe\tDAX\t30\tindex\tfutures.
Structure and Randomness of Continuous-Time, Discrete-Event Processes
Marzen, Sarah E.; Crutchfield, James P.
2017-10-01
Loosely speaking, the Shannon entropy rate is used to gauge a stochastic process' intrinsic randomness; the statistical complexity gives the cost of predicting the process. We calculate, for the first time, the entropy rate and statistical complexity of stochastic processes generated by finite unifilar hidden semi-Markov models—memoryful, state-dependent versions of renewal processes. Calculating these quantities requires introducing novel mathematical objects (ɛ -machines of hidden semi-Markov processes) and new information-theoretic methods to stochastic processes.
OGUMI-A new mobile application to conduct common-pool resource experiments in continuous time.
Directory of Open Access Journals (Sweden)
Gunnar Brandt
Full Text Available OGUMI is an Android-based open source mobile application for conducting Common-Pool Resource Experiments, Choice Experiments, and Questionnaires in the field, in the laboratory, and online. A main feature of OGUMI is its capacity to capture real-time changes in human behaviour in response to a dynamically varying resource. OGUMI is simple (for example, likewise other existing software, it does not require expertise in behavioural game theory, stable, and extremely flexible with respect to the user-resource model running in the background. Here we present the motivation for the development of OGUMI and we discuss its main features with an example application.
Data on copula modeling of mixed discrete and continuous neural time series.
Hu, Meng; Li, Mingyao; Li, Wu; Liang, Hualou
2016-06-01
Copula is an important tool for modeling neural dependence. Recent work on copula has been expanded to jointly model mixed time series in neuroscience ("Hu et al., 2016, Joint Analysis of Spikes and Local Field Potentials using Copula" [1]). Here we present further data for joint analysis of spike and local field potential (LFP) with copula modeling. In particular, the details of different model orders and the influence of possible spike contamination in LFP data from the same and different electrode recordings are presented. To further facilitate the use of our copula model for the analysis of mixed data, we provide the Matlab codes, together with example data.
Online Estimation of Time-Varying Volatility Using a Continuous-Discrete LMS Algorithm
Directory of Open Access Journals (Sweden)
Jacques Oksman
2008-09-01
Full Text Available The following paper addresses a problem of inference in financial engineering, namely, online time-varying volatility estimation. The proposed method is based on an adaptive predictor for the stock price, built from an implicit integration formula. An estimate for the current volatility value which minimizes the mean square prediction error is calculated recursively using an LMS algorithm. The method is then validated on several synthetic examples as well as on real data. Throughout the illustration, the proposed method is compared with both UKF and offline volatility estimation.
Directory of Open Access Journals (Sweden)
Robert M Dorazio
Full Text Available Several spatial capture-recapture (SCR models have been developed to estimate animal abundance by analyzing the detections of individuals in a spatial array of traps. Most of these models do not use the actual dates and times of detection, even though this information is readily available when using continuous-time recorders, such as microphones or motion-activated cameras. Instead most SCR models either partition the period of trap operation into a set of subjectively chosen discrete intervals and ignore multiple detections of the same individual within each interval, or they simply use the frequency of detections during the period of trap operation and ignore the observed times of detection. Both practices make inefficient use of potentially important information in the data.We developed a hierarchical SCR model to estimate the spatial distribution and abundance of animals detected with continuous-time recorders. Our model includes two kinds of point processes: a spatial process to specify the distribution of latent activity centers of individuals within the region of sampling and a temporal process to specify temporal patterns in the detections of individuals. We illustrated this SCR model by analyzing spatial and temporal patterns evident in the camera-trap detections of tigers living in and around the Nagarahole Tiger Reserve in India. We also conducted a simulation study to examine the performance of our model when analyzing data sets of greater complexity than the tiger data.Our approach provides three important benefits: First, it exploits all of the information in SCR data obtained using continuous-time recorders. Second, it is sufficiently versatile to allow the effects of both space use and behavior of animals to be specified as functions of covariates that vary over space and time. Third, it allows both the spatial distribution and abundance of individuals to be estimated, effectively providing a species distribution model, even in
Narayan, Angela J.; Englund, Michelle M.; Egeland, Byron
2014-01-01
This study investigated the prospective pathways of children's exposure to interparental violence (EIPV) in early and middle childhood and externalizing behavior in middle childhood and adolescence as developmental predictors of dating violence perpetration and victimization at ages 23 and 26 years. Participants (N = 168) were drawn from a longitudinal study of low-income families. Path analyses examined whether timing or continuity of EIPV predicted dating violence and whether timing or continuity of externalizing behavior mediated these pathways. Results indicated that EIPV in early childhood directly predicted perpetration and victimization at age 23. There were significant indirect effects from EIPV to dating violence through externalizing behavior in adolescence and life stress at age 23. Independent of EIPV, externalizing behavior in middle childhood also predicted dating violence through externalizing behavior in adolescence and life stress at age 23, but this pathway stemmed from maltreatment. These results highlight that the timing of EIPV and both the timing and continuity of externalizing behavior are critical risks for the intergenerational transmission of dating violence. Findings support a developmental perspective that negative early experiences and children's externalizing behavior are powerful influences for dating violence in early adulthood. PMID:24229543
Institute of Scientific and Technical Information of China (English)
LIAO Baochao; LIU Qun; ZHANG Kui; Abdul BASET; Aamir Mahmood MEMON; Khadim Hussain MEMON; HAN Yanan
2016-01-01
A continuous time delay-difference model (CTDDM) has been established that considers continuous time delays of biological processes.The southern Atlantic albacore (Thunnus alalunga) stock is the one of the commercially important tuna population in the marine world.The age structured production model (ASPM) and the surplus production model (SPM) have already been used to assess the albacore stock.However,the ASPM requires detailed biological information and the SPM lacks the biological realism.In this study,we focus on applying a CTDDM to the southern Atlantic albacore (T.alalunga) species,which provides an alternative method to assess this fishery.It is the first time that CTDDM has been provided for assessing the Atlantic albacore (T.alalunga) fishery.CTDDM obtained the 80％ confidence interval of MSY (maximum sustainable yield) of(21510 t,23118 t).The catch in 2011 (24100 t) is higher than the MSY values and the relative fishing mortality ratio (F2011/FMSY) is higher than 1.0.The results of CTDDM were analyzed to verify the proposed methodology and provide reference information for the sustainable management of the southern Atlantic albacore stock.The CTDDM treats the recruitment,the growth,and the mortality rates as all varying continuously over time and fills gaps between ASPM and SPM in this stock assessment.
Narayan, Angela J; Englund, Michelle M; Egeland, Byron
2013-11-01
This study investigated the prospective pathways of children's exposure to interparental violence (EIPV) in early and middle childhood and externalizing behavior in middle childhood and adolescence as developmental predictors of dating violence perpetration and victimization at ages 23 and 26 years. Participants (N = 168) were drawn from a longitudinal study of low-income families. Path analyses examined whether timing or continuity of EIPV predicted dating violence and whether timing or continuity of externalizing behavior mediated these pathways. Results indicated that EIPV in early childhood directly predicted perpetration and victimization at age 23. There were significant indirect effects from EIPV to dating violence through externalizing behavior in adolescence and life stress at age 23. Independent of EIPV, externalizing behavior in middle childhood also predicted dating violence through externalizing behavior in adolescence and life stress at age 23, but this pathway stemmed from maltreatment. These results highlight that the timing of EIPV and both the timing and the continuity of externalizing behavior are critical risks for the intergenerational transmission of dating violence. The findings support a developmental perspective that negative early experiences and children's externalizing behavior are powerful influences for dating violence in early adulthood.
Anomalous Hall effect in polycrystalline Ni films
Guo, Zaibing
2012-02-01
We systematically studied the anomalous Hall effect in a series of polycrystalline Ni films with thickness ranging from 4 to 200 nm. It is found that both the longitudinal and anomalous Hall resistivity increased greatly as film thickness decreased. This enhancement should be related to the surface scattering. In the ultrathin films (46 nm thick), weak localization corrections to anomalous Hall conductivity were studied. The granular model, taking into account the dominated intergranular tunneling, has been employed to explain this phenomenon, which can explain the weak dependence of anomalous Hall resistivity on longitudinal resistivity as well. © 2011 Elsevier Ltd. All rights reserved.
Autonomously bioluminescent mammalian cells for continuous and real-time monitoring of cytotoxicity.
Xu, Tingting; Close, Dan M; Webb, James D; Ripp, Steven A; Sayler, Gary S
2013-10-28
Mammalian cell-based in vitro assays have been widely employed as alternatives to animal testing for toxicological studies but have been limited due to the high monetary and time costs of parallel sample preparation that are necessitated due to the destructive nature of firefly luciferase-based screening methods. This video describes the utilization of autonomously bioluminescent mammalian cells, which do not require the destructive addition of a luciferin substrate, as an inexpensive and facile method for monitoring the cytotoxic effects of a compound of interest. Mammalian cells stably expressing the full bacterial bioluminescence (luxCDABEfrp) gene cassette autonomously produce an optical signal that peaks at 490 nm without the addition of an expensive and possibly interfering luciferin substrate, excitation by an external energy source, or destruction of the sample that is traditionally performed during optical imaging procedures. This independence from external stimulation places the burden for maintaining the bioluminescent reaction solely on the cell, meaning that the resultant signal is only detected during active metabolism. This characteristic makes the lux-expressing cell line an excellent candidate for use as a biosentinel against cytotoxic effects because changes in bioluminescent production are indicative of adverse effects on cellular growth and metabolism. Similarly, the autonomous nature and lack of required sample destruction permits repeated imaging of the same sample in real-time throughout the period of toxicant exposure and can be performed across multiple samples using existing imaging equipment in an automated fashion.
Continuity and change in local immigrant policies in times of austerity.
Schiller, Maria; Hackett, Sarah
2018-01-01
European cities are increasingly being recognised for the role they play in devising and implementing their own migration, integration and diversity policies. Yet very little is known about the local dimension of immigrant policymaking in crisis contexts. This introductory piece offers a rationale for analysing city-level immigrant policies in times of crisis and the salience of using crisis as a metaphor for the state of things, and outlines key scholarly works, debates, concepts and theories. It provides a range of historical and contemporary examples and considerations, and introduces an empirical city case study that is published as part of this mini-symposium. It argues that a crisis lens leads to a systematic understanding of local-level immigrant policymaking in recent and contemporary Western Europe. The mini-symposium's focus and findings should be relevant to both on-going academic and policy debates.
Continuous-time quantum walk on an extended star graph: Trapping and superradiance transition
Yalouz, Saad; Pouthier, Vincent
2018-02-01
A tight-binding model is introduced for describing the dynamics of an exciton on an extended star graph whose central node is occupied by a trap. On this graph, the exciton dynamics is governed by two kinds of eigenstates: many eigenstates are associated with degenerate real eigenvalues insensitive to the trap, whereas three decaying eigenstates characterized by complex energies contribute to the trapping process. It is shown that the excitonic population absorbed by the trap depends on the size of the graph, only. By contrast, both the size parameters and the absorption rate control the dynamics of the trapping. When these parameters are judiciously chosen, the efficiency of the transfer is optimized resulting in the minimization of the absorption time. Analysis of the eigenstates reveals that such a feature arises around the superradiance transition. Moreover, depending on the size of the network, two situations are highlighted where the transport efficiency is either superoptimized or suboptimized.
Radiofrequency glow discharge time of flight mass spectrometry: pulsed vs. continuous mode
International Nuclear Information System (INIS)
Lobo, L.; Pereiro, R.; Sanz-Medel, A.; Bordel, N.; Tempez, A.; Chapon, P.; Hohl, M.; Michler, J.
2009-01-01
Full text: Glow discharge (GD) is a well established tool for the direct analysis of solids. The application field of the original direct current GD, restricted to conductive samples, has been extended by radiofrequency powered GDs that can be applied for conductive and non-conductive samples. Moreover, the introduction of pulsed GD has opened the possibility of applying higher instantaneous powers that can improve the atomization-ionization processes and therefore the sensitivity. Furthermore, pulsed-GD may enable temporal separation of discharge gas species from the sample ions. In this work the analytical performances of radiofrequency and pulsed radiofrequency glow discharges are evaluated by using a time of flight mass analyzer (TOFMS). (author)
Masculinities and Religion in Kaduna, Nigeria: A Struggle for Continuity at a Time of Change
Directory of Open Access Journals (Sweden)
Colette Harris
2012-04-01
Full Text Available This paper addresses coping strategies used by men in Kaduna to ward off chaos resulting from economic instability, situating them within the global context and national policies on gender and religion. They include upholding a set of gender norms in which adult masculinity’s most crucial traits are control over women and children, and breadwinning. These norms were introduced into Nigeria under colonialism and through Islam and Christianity, yet today they are considered to represent local traditions. Religion is also important for coping strategies, especially the newer Pentecostal churches and reformist mosques, characterized by emphasis on literalist interpretations of the scriptures and notions of male superiority. Poor men have particularly welcomed the levels of certainty, moral and material support they provide as well as the legitimization of their gender power positions, especially those struggling to perform appropriate masculinity, while at the same time these establishments have facilitated sectarian violence.
Continuous Real-time Viability Assessment of Kidneys Based on Oxygen Consumption
Weegman, B.P.; Kirchner, V.A.; Scott, W.E.; Avgoustiniatos, E.S.; Suszynski, T.M.; Ferrer-Fabrega, J.; Rizzari, M.D.; Kidder, L.S.; Kandaswamy, R.; Sutherland, D.E.R.; Papas, K.K.
2010-01-01
Background Current ex vivo quality assessment of donor kidneys is limited to vascular resistance measurements and histological analysis. New techniques for the assessment of organ quality before transplantation may further improve clinical outcomes while expanding the depleted deceased-donor pool. We propose the measurement of whole organ oxygen consumption rate (WOOCR) as a method to assess the quality of kidneys in real time before transplantation. Methods Five porcine kidneys were procured using a donation after cardiac death (DCD) model. The renal artery and renal vein were cannulated and the kidney connected to a custom-made hypothermic machine perfusion (HMP) system equipped with an inline oxygenator and fiber-optic oxygen sensors. Kidneys were perfused at 8°C, and the perfusion parameters and partial oxygen pressures (pO2) were measured to calculate WOOCR. Results Without an inline oxygenator, the pO2 of the perfusion solution at the arterial inlet and venous outlet diminished to near 0 within minutes. However, once adequate oxygenation was provided, a significant pO2 difference was observed and used to calculate the WOOCR. The WOOCR was consistently measured from presumably healthy kidneys, and results suggest that it can be used to differentiate between healthy and purposely damaged organs. Conclusions Custom-made HMP systems equipped with an oxygenator and inline oxygen sensors can be applied for WOOCR measurements. We suggest that WOOCR is a promising approach for the real-time quality assessment of kidneys and other organs during preservation before transplantation. PMID:20692397
Continuous and real-time data acquisition system for superconducting tokamaks HT-7 and TRIAM-1M
International Nuclear Information System (INIS)
Wang, F.; Luo, J.R.; Nakamura, K.; Sato, K.N.; Hanada, K.; Sakamoto, M.; Idei, H.; Kawasaki, S.; Nakashima, H.
2006-01-01
Conventional data acquisition systems cannot deal with data acquisition for a long-time discharge of a nuclear fusion reactor. Thus, continuous data acquisition with a real-time data presentation during discharge must be developed. Two data acquisition systems, which include alternating CAMAC data acquisition and long-time PCI data acquisition, are designed for the long-time operation of HT-7 tokamak. Since an effective alternating mode is adopted, the alternating CAMAC data acquisition can accurately and continuously acquire data at a rate of 10 kHz. The acquired data is immediately transmitted to a data server and real-time results can be presented during the plasma discharge. As for the long-time PCI data acquisition, a special kind of PCI A/D card, which has a hard disk on board, is designed to collect data at a max speed of 200 kHz. Thus, the total sampling duration is only related to the capacity of the hard disk on board. These two types of data acquisitions were applied to HT-7 tokamak and a 250 s discharge was acquired. These data acquisition systems were also successfully demonstrated on a 2500 s plasma discharge on TRIAM-1M. This paper describes the two data acquisitions in detail
International Nuclear Information System (INIS)
Younmyoung Lee; Kunjai Lee
1995-01-01
A model using continuous time Markov process for nuclide transport of decay chain of arbitrary length in the fractured rock medium has been developed. Considering the fracture in the rock matrix as a finite number of compartments, the transition probability for nuclide from the transition intensity between and out of the compartments is represented utilizing Chapman-Kolmogorov equation, with which the expectation and the variance of nuclide distribution for the fractured rock medium could be obtained. A comparison between continuous time Markov process model and available analytical solutions for the nuclide transport of three decay chains without rock matrix diffusion has been made showing comparatively good agreement. Fittings with experimental breakthrough curves obtained with nonsorbing materials such as NaLS and uranine in the artificial fractured rock are also made. (author)
Capasso, Vincenzo
2015-01-01
This textbook, now in its third edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations. Expertly balancing theory and applications, the work features concrete examples of modeling real-world problems from biology, medicine, industrial applications, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Key topics include: * Markov processes * Stochastic differential equations * Arbitrage-free markets and financial derivatives * Insurance risk * Population dynamics, and epidemics * Agent-based models New to the Third Edition: * Infinitely divisible distributions * Random measures * Levy processes * Fractional Brownian motion * Ergodic theory * Karhunen-Loeve expansion * Additional applications * Additional exercises * Smoluchowski approximation of Langevin systems An Introduction to Continuous-Time Stochastic Processes, Third Editio...
Anomalous properties of technetium clusters
International Nuclear Information System (INIS)
Kryuchkov, S.V.
1985-01-01
On the basis of critical evaluation of literature data in the field of chemistry of technetium cluster compounds with ligands of a weak field a conclusion is made on specific, ''anomalous'' properties of technetium cluster complexes which consist in an increased ability of the given element to the formation of a series of binuclear and multinuclear clusters, similar in composition and structure and easily transforming in each other. The majority of technetium clusters unlike similar compounds of other elements are paramagnetic with one unpaired electron on ''metallic'' MO of loosening type. All theoretical conceptions known today on the electronic structure of technetium clusters are considered. It is pointed out, that the best results in the explanation of ''anomalous'' properties of technetium clusters can be obtained in the framework of nonempirical methods of self-consistent field taking into account configuration interactions. It is also shown, that certain properties of technetium clusters can be explained on the basis of qualitative model of Coulomb repulsion of metal atoms in clusters. The conclusion is made, that technetium position in the Periodic table, as well as recently detected technetium property to the decrease of effective charge on its atoms during M-M bond formation promote a high ability of the element to cluster formation both with weak field ligands and with strong field one
Time dependent micromechanics in continuous graphite fiber/epoxy composites with fiber breaks
Zhou, Chao Hui
Time dependent micromechanics in graphite fiber/epoxy composites around fiber breaks was investigated with micro Raman spectroscopy (MRS) and two shear-lag based composite models, a multi-fiber model (VBI) and a single fiber model (SFM), which aim at predicting the strain/stress evolutions in the composite from the matrix creep behavior and fiber strength statistics. This work is motivated by the need to understand the micromechanics and predict the creep-rupture of the composites. Creep of the unfilled epoxy was characterized under different stress levels and at temperatures up to 80°C, with two power law functions, which provided the modeling parameters used as input for the composite models. Both the VBI and the SFM models showed good agreement with the experimental data obtained with MRS, when inelasticity (interfacial debonding and/or matrix yielding) was not significant. The maximum shear stress near a fiber break relaxed at t-alpha/2 (or as (1+ talpha)-1/2) and the load recovery length increased at talpha/2(or (1+ talpha)1/2) following the model predictions. When the inelastic zone became non-negligible, the viscoelastic VBI model lost its competence, while the SFM with inelasticity showed good agreement with the MRS measurements. Instead of using the real fiber spacing, an effective fiber spacing was used in model predictions, taking into account of the radial decay of the interfacial shear stress from the fiber surface. The comparisons between MRS data and the SFM showed that inelastic zone would initiate when the shear strain at the fiber end exceeds a critical value gammac which was determined to be 5% for this composite system at room temperature and possibly a smaller value at elevated temperatures. The stress concentrations in neighboring intact fibers played important roles in the subsequent fiber failure and damage growth. The VBI model predicts a constant stress concentration factor, 1.33, for the 1st nearest intact fiber, which is in good
Bijeljic, B.
2008-05-01
This talk will describe and highlight the advantages offered by a methodology that unifies pore network modeling, CTRW theory and experiment in description of solute dispersion in porous media. Solute transport in a porous medium is characterized by the interplay of advection and diffusion (described by Peclet number, Pe) that cause spreading of solute particles. This spreading is traditionally described by dispersion coefficients, D, defined by σ 2 = 2Dt, where σ 2 is the variance of the solute position and t is the time. Using a pore-scale network model based on particle tracking, the rich Peclet- number dependence of dispersion coefficient is predicted from first principles and is shown to compare well with experimental data for restricted diffusion, transition, power-law and mechanical dispersion regimes in the asymptotic limit. In the asymptotic limit D is constant and can be used in an averaged advection-dispersion equation. However, it is highly important to recognize that, until the velocity field is fully sampled, the particle transport is non-Gaussian and D possesses temporal or spatial variation. Furthermore, temporal probability density functions (PDF) of tracer particles are studied in pore networks and an excellent agreement for the spectrum of transition times for particles from pore to pore is obtained between network model results and CTRW theory. Based on the truncated power-law interpretation of PDF-s, the physical origin of the power-law scaling of dispersion coefficient vs. Peclet number has been explained for unconsolidated porous media, sands and a number of sandstones, arriving at the same conclusion from numerical network modelling, analytic CTRW theory and experiment. Future directions for further applications of the methodology presented are discussed in relation to the scale- dependent solute dispersion and reactive transport. Significance of pre-asymptotic dispersion in porous media is addressed from pore-scale upwards and the impact
Directory of Open Access Journals (Sweden)
Lilian Maria Lopes
2001-07-01
Full Text Available We report 2 cases of transposition of the great arteries associated with anomalous pulmonary venous connection emphasizing the clinical findings, the diagnosis, and the evolution of the association. One of the patients had the anomalous pulmonary venous connection in its total infradiaphragmatic form, in the portal system, and the other patient had a partial form, in which an anomalous connection of the left superior lobar vein with the innominate vein existed. At the time of hospital admission, the patients had cyanosis and respiratory distress with clinical findings suggesting transposition of the great arteries. The diagnosis in 1 of the cases, in which the anomalous connection was partial, was established only with echocardiography, without invasive procedures that would represent risk for the patient; in the other case, in which the anomalous connection was total, the malformation was only evidenced with catheterization. The patients underwent surgery for anatomical correction of the heart disease. Only 1 patient had a good outcome.
A Design Methodology for Power-efficient Continuous-time Sigma-Delta A/D Converters
DEFF Research Database (Denmark)
Nielsen, Jannik Hammel; Bruun, Erik
2003-01-01
In this paper we present a design methodology for optimizing the power consumption of continuous-time (CT) ΣΔ A/D converters. A method for performance prediction for ΣΔ A/D converters is presented. Estimation of analog and digital power consumption is derived and employed to predict the most power...... bits performance. Expected power consumption for the prototype is approx. 170 μW....
Lopez-Minguez, J.; Morosoli, J. J.; Madrid, J. A.; Garaulet, M.; Ordoñana, J. R.
2017-01-01
Siesta is a relevant aspect of sleep due to its posited relationship with health or cognitive function. However, unlike night-time sleep, studies about daytime-sleep determinants and characteristics are scarce, and the genetic/environmental structure of siesta is still unknown. Our aim was to explore the relative contribution of genetic and environmental factors to variation in sleep-wake rhythm, measured by a continuous assessment of temperature-activity-position (TAP), which allows for diur...
Directory of Open Access Journals (Sweden)
J. F. Opadiji
2010-06-01
Full Text Available We present the development and deployment process of a computer-aided learning tool which serves as a training aid for undergraduate control engineering courses. We show the process of algorithm construction and implementation of the software which is also aimed at teaching software development at undergraduate level. The scope of this project is limited to graphical analysis of continuous-time control systems.
Directory of Open Access Journals (Sweden)
Tais Colpo Sartori
2014-03-01
Full Text Available The objective of this study was to evaluate the influence of different ageing times before deboning (deboning time and ageing times after deboning (holding time on the quality (sensory attributes and texture and cooking loss of chicken breast marinated, cooked and frozen using a continuous process.The following3² experimental design was used (3 deboning times: zero, 6 and 12 hours; and 3 holding times: zero, 12 and 24 hours. Brine absorption, chicken breast pH and cooking loss were evaluated, a sensory analysis was carried out and the shear force was determined. The deboning and holding times did not significantly influence brine absorption and pH, but did significantly influence cooking loss, where the lowest value obtained was a mean of 19.72% for deboning times of 6 or 12 hours and a holding time of 24 hours. A deboning time of 6 hours was sufficient to improve tenderness as measured by a sensory analysis and shear force determination.
Anomalous water absorption in porous materials
Lockington, D A
2003-01-01
The absorption of fluid by unsaturated, rigid porous materials may be characterized by the sorptivity. This is a simple parameter to determine and is increasingly being used as a measure of a material's resistance to exposure to fluids (especially moisture and reactive solutes) in aggressive environments. The complete isothermal absorption process is described by a nonlinear diffusion equation, with the hydraulic diffusivity being a strongly nonlinear function of the degree of saturation of the material. This diffusivity can be estimated from the sorptivity test. In a typical test the cumulative absorption is proportional to the square root of time. However, a number of researchers have observed deviation from this behaviour when the infiltrating fluid is water and there is some potential for chemo-mechanical interaction with the material. In that case the current interpretation of the test and estimation of the hydraulic diffusivity is no longer appropriate. Kuentz and Lavallee (2001) discuss the anomalous b...
Anomalous photon-assisted tunneling in graphene
International Nuclear Information System (INIS)
Iurov, Andrii; Gumbs, Godfrey; Roslyak, Oleksiy; Huang, Danhong
2012-01-01
We investigated the transmission of Dirac electrons through a potential barrier in the presence of circularly polarized light. An anomalous photon-assisted enhanced transmission is predicted and explained. It is demonstrated that the perfect transmission for nearly head-on collision in infinite graphene is suppressed in gapped dressed states of electrons, which is further accompanied by a shift of peaks as a function of the incident angle away from head-on collision. In addition, the perfect transmission is partially suppressed by a photon-induced gap in illuminated graphene. After the effect of rough edges of the potential barrier or impurity scattering is included, the perfect transmission with no potential barrier becomes completely suppressed and the energy range for the photon-assisted transmission is reduced at the same time. (paper)
International Nuclear Information System (INIS)
Wang Shen-Quan; Feng Jian; Zhao Qing
2012-01-01
In this paper, the problem of delay-distribution-dependent stability is investigated for continuous-time recurrent neural networks (CRNNs) with stochastic delay. Different from the common assumptions on time delays, it is assumed that the probability distribution of the delay taking values in some intervals is known a priori. By making full use of the information concerning the probability distribution of the delay and by using a tighter bounding technique (the reciprocally convex combination method), less conservative asymptotic mean-square stable sufficient conditions are derived in terms of linear matrix inequalities (LMIs). Two numerical examples show that our results are better than the existing ones. (general)
Explanatory hypotheses formation and the anomalous β spectrum
Energy Technology Data Exchange (ETDEWEB)
Gauderis, Tjerk [Centre for Logic and Philosophy of Science, Ghent University (Belgium)
2013-07-01
Between 1928 and 1934, a persevering anomaly mystified the physics community: while alpha decay behaved perfectly according to the new quantum mechanics, the energy of electrons emitted in beta decay displayed a broad continuous spectrum. This puzzle invoked a lively debate among the most established physicists at the time. But the curious thing was that they all suggested hypotheses of very different formal types: Rutherford and Chadwick thought of varying internal energies, Bohr suggested to restrict the energy conservation principle, Heisenberg tinkered with a new quantization of space, and Pauli suggested the existence of a new elementary particle - all these hypotheses being radical and highly controversial. In physics, an anomalous experimental result can trigger the formation of formally very different hypotheses. A scientist confronted with such a result has no strict guidelines to help her decide whether she should explain this result by withdrawing or adapting a constraint (e.g. a law) of the current theory, or by presupposing the existence of a hitherto unobserved entity (e.g. a particle) that makes the anomaly fit within that theory. In this talk I aim to gain some insights how scientists make this choice, by examining in the above case study how the choice of the various mentioned physicists depended on their previous experiences and their specific perception of the problem.
44th Annual Anomalous Absorption Conference
Energy Technology Data Exchange (ETDEWEB)
Beg, Farhat
2014-03-03
Conference Grant Report July 14, 2015 Submitted to the U. S. Department of Energy Attn: Dr. Sean Finnegan By the University of California, San Diego 9500 Gilman Drive La Jolla, California 92093 On behalf of the 44th Annual Anomalous Absorption Conference 8-13 June 2014, in Estes Park, Colorado Support Requested: $10,100 Amount expended: $3,216.14 Performance Period: 1 March 20 14 to 28 February 20 15 Principal Investigator Dr. Farhat Beg Center for Energy Research University of California, San Diego 9500 Gilman Drive La Jolla, California 92093-0417 858-822-1266 (telephone) 858-534-4543 (fax) fbeg@ucsd.edu Administrative Point of Contact: Brandi Pate, 858-534-0851, blpate®ucsd.edu I. Background The forty-fourth Anomalous Absorption Conference was held in Estes Park, Colorado from June 5-8, 2014 (aac2014.ucsd.edu). The first Anomalous Absorption Conference was held in 1971 to assemble experts in the poorly understood area of laser-plasma absorption. The goal of that conference was to address the anomalously large laser absorption seen in plasma experiments with respect to the laser absorption predicted by linear plasma theory. Great progress in this research area has been made in the decades since that first meeting, due in part to the scientific interactions that have occurred annually at this conference. Specifically, this includes the development of nonlinear laser-plasma theory and the simulation of laser interactions with plasmas. Each summer since that first meeting, this week-long conference has been held at unique locations in North America as a scientific forum for intense scientific exchanges relevant to the interaction of laser radiation with plasmas. Responsibility for organizing the conference has traditional rotated each year between the major Inertial Confinement Fusion (ICF) laboratories and universities including LANL, LLNL, LLE, UCLA UC Davis and NRL. As the conference has matured over the past four decades, its technical footprint has expanded
Hobolth, Asger; Stone, Eric A
2009-09-01
Analyses of serially-sampled data often begin with the assumption that the observations represent discrete samples from a latent continuous-time stochastic process. The continuous-time Markov chain (CTMC) is one such generative model whose popularity extends to a variety of disciplines ranging from computational finance to human genetics and genomics. A common theme among these diverse applications is the need to simulate sample paths of a CTMC conditional on realized data that is discretely observed. Here we present a general solution to this sampling problem when the CTMC is defined on a discrete and finite state space. Specifically, we consider the generation of sample paths, including intermediate states and times of transition, from a CTMC whose beginning and ending states are known across a time interval of length T. We first unify the literature through a discussion of the three predominant approaches: (1) modified rejection sampling, (2) direct sampling, and (3) uniformization. We then give analytical results for the complexity and efficiency of each method in terms of the instantaneous transition rate matrix Q of the CTMC, its beginning and ending states, and the length of sampling time T. In doing so, we show that no method dominates the others across all model specifications, and we give explicit proof of which method prevails for any given Q, T, and endpoints. Finally, we introduce and compare three applications of CTMCs to demonstrate the pitfalls of choosing an inefficient sampler.
Anomalous diffusion in geophysical and laboratory turbulence
Directory of Open Access Journals (Sweden)
A. Tsinober
1994-01-01
Full Text Available We present an overview and some new results on anomalous diffusion of passive scalar in turbulent flows (including those used by Richardson in his famous paper in 1926. The obtained results are based on the analysis of the properties of invariant quantities (energy, enstrophy, dissipation, enstrophy generation, helicity density, etc. - i.e. independent of the choice of the system of reference as the most appropriate to describe physical processes - in three different turbulent laboratory flows (grid-flow, jet and boundary layer, see Tsinober et al. (1992 and Kit et al. (1993. The emphasis is made on the relations between the asymptotic properties of the intermittency exponents of higher order moments of different turbulent fields (energy, dissipation, helicity, spontaneous breaking of isotropy and reflexional symmetry and the variability of turbulent diffusion in the atmospheric boundary layer, in the troposphere and in the stratosphere. It is argued that local spontaneous breaking of isotropy of turbulent flow results in anomalous scaling laws for turbulent diffusion (as compared to the scaling law of Richardson which are observed, as a rule, in different atmospheric layers from the atmospheric boundary layer (ABL to the stratosphere. Breaking of rotational symmetry is important in the ABL, whereas reflexional symmetry breaking is dominating in the troposphere locally and in the stratosphere globally. The results are of speculative nature and further analysis is necessary to validate or disprove the claims made, since the correspondence with the experimental results may occur for the wrong reasons as happens from time to time in the field of turbulence.
International Nuclear Information System (INIS)
Pant, H.J.; Sharma, V.K.; Shenoy, K.T.; Sreenivas, T.
2015-01-01
An alkaline based continuous leaching process is commonly used for extraction of uranium from uranium ore. The reactor in which the leaching process is carried out is called a continuous leaching reactor (CLR) and is expected to behave as a continuously stirred tank reactor (CSTR) for the liquid phase. A pilot-scale CLR used in a Technology Demonstration Pilot Plant (TDPP) was designed, installed and operated; and thus needed to be tested for its hydrodynamic behavior. A radiotracer investigation was carried out in the CLR for measurement of residence time distribution (RTD) of liquid phase with specific objectives to characterize the flow behavior of the reactor and validate its design. Bromine-82 as ammonium bromide was used as a radiotracer and about 40–60 MBq activity was used in each run. The measured RTD curves were treated and mean residence times were determined and simulated using a tanks-in-series model. The result of simulation indicated no flow abnormality and the reactor behaved as an ideal CSTR for the range of the operating conditions used in the investigation. - Highlights: • Radiotracer technique was applied for evaluation of design of a pilot-scale continuous leaching reactor. • Mean residence time and dead volume were estimated. Dead volume was found to be ranging from 4% to 15% at different operating conditions. • Tank-in-series model was used to simulate the measured RTD data and was found suitable to describe the flow in the reactor. • No flow abnormality was found and the reactor behaved as a well-mixed system. The design of the reactor was validated