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
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.
X. Zhang (Xiandong)
2010-01-01
textabstractScheduling is essential when activities need to be allocated to scarce resources over time. Motivated by the problem of scheduling barges along container terminals in the Port of Rotterdam, this thesis designs and analyzes algorithms for various on-line and off-line scheduling problems
Time lags in biological models
MacDonald, Norman
1978-01-01
In many biological models it is necessary to allow the rates of change of the variables to depend on the past history, rather than only the current values, of the variables. The models may require discrete lags, with the use of delay-differential equations, or distributed lags, with the use of integro-differential equations. In these lecture notes I discuss the reasons for including lags, especially distributed lags, in biological models. These reasons may be inherent in the system studied, or may be the result of simplifying assumptions made in the model used. I examine some of the techniques available for studying the solution of the equations. A large proportion of the material presented relates to a special method that can be applied to a particular class of distributed lags. This method uses an extended set of ordinary differential equations. I examine the local stability of equilibrium points, and the existence and frequency of periodic solutions. I discuss the qualitative effects of lags, and how these...
Statistical time lags in ac discharges
International Nuclear Information System (INIS)
Sobota, A; Kanters, J H M; Van Veldhuizen, E M; Haverlag, M; Manders, F
2011-01-01
The paper presents statistical time lags measured for breakdown events in near-atmospheric pressure argon and xenon. Ac voltage at 100, 400 and 800 kHz was used to drive the breakdown processes, and the voltage amplitude slope was varied between 10 and 1280 V ms -1 . The values obtained for the statistical time lags are roughly between 1 and 150 ms. It is shown that the statistical time lags in ac-driven discharges follow the same general trends as the discharges driven by voltage of monotonic slope. In addition, the validity of the Cobine-Easton expression is tested at an alternating voltage form.
Statistical time lags in ac discharges
Energy Technology Data Exchange (ETDEWEB)
Sobota, A; Kanters, J H M; Van Veldhuizen, E M; Haverlag, M [Eindhoven University of Technology, Department of Applied Physics, Postbus 513, 5600MB Eindhoven (Netherlands); Manders, F, E-mail: a.sobota@tue.nl [Philips Lighting, LightLabs, Mathildelaan 1, 5600JM Eindhoven (Netherlands)
2011-04-06
The paper presents statistical time lags measured for breakdown events in near-atmospheric pressure argon and xenon. Ac voltage at 100, 400 and 800 kHz was used to drive the breakdown processes, and the voltage amplitude slope was varied between 10 and 1280 V ms{sup -1}. The values obtained for the statistical time lags are roughly between 1 and 150 ms. It is shown that the statistical time lags in ac-driven discharges follow the same general trends as the discharges driven by voltage of monotonic slope. In addition, the validity of the Cobine-Easton expression is tested at an alternating voltage form.
Lag space estimation in time series modelling
DEFF Research Database (Denmark)
Goutte, Cyril
1997-01-01
The purpose of this article is to investigate some techniques for finding the relevant lag-space, i.e. input information, for time series modelling. This is an important aspect of time series modelling, as it conditions the design of the model through the regressor vector a.k.a. the input layer...
A Race Against Time: Time Lags in Terrestrial-Aquatic Linkages
Basu, N. B.
2017-12-01
Unprecedented decreases in atmospheric nitrogen (N) deposition together with increases in agricultural N-use efficiency have led to decreases in net anthropogenic N inputs in many eastern U.S. and Canadian watersheds as well as in Europe. Despite such decreases, N concentrations in streams and rivers continue to increase, and problems of coastal eutrophication remain acute. Such a mismatch between N inputs and outputs can arise due to legacy N accumulation and subsequent lag times between implementation of conservation measures and improvements in water quality. In the present study, we quantified such lag times by pairing long-term N input trajectories with stream N concentration data in multiple watersheds in North America. Results show significant nonlinearity between N inputs and outputs, with a strong hysteresis effect indicative of decadal-scale lag times. Lag times were found to be negatively correlated with both tile drainage and watershed slope, with tile drainage being a dominant control in fall and watershed slope being significant during the spring snowmelt period. Quantification of such lags will be crucial to policy-makers as they struggle to set appropriate goals for water quality improvement in human-impacted watersheds.
X-ray time lags in PG 1211+143
Lobban, A. P.; Vaughan, S.; Pounds, K.; Reeves, J. N.
2018-05-01
We investigate the X-ray time lags of a recent ˜630 ks XMM-Newton observation of PG 1211+143. We find well-correlated variations across the XMM-Newton EPIC bandpass, with the first detection of a hard lag in this source with a mean time delay of up to ˜3 ks at the lowest frequencies. We find that the energy-dependence of the low-frequency hard lag scales approximately linearly with log(E) when averaged over all orbits, consistent with the propagating fluctuations model. However, we find that the low-frequency lag behaviour becomes more complex on time-scales longer than a single orbit, suggestive of additional modes of variability. We also detect a high-frequency soft lag at ˜10-4 Hz with the magnitude of the delay peaking at ≲ 0.8 ks, consistent with previous observations, which we discuss in terms of small-scale reverberation.
Lag synchronization of chaotic systems with time-delayed linear
Indian Academy of Sciences (India)
In this paper, the lag synchronization of chaotic systems with time-delayed linear terms via impulsive control is investigated. Based on the stability theory of impulsive delayed differential equations, some sufficient conditions are obtained guaranteeing the synchronized behaviours between two delayed chaotic systems.
Heat conduction errors and time lag in cryogenic thermometer installations
Warshawsky, I.
1973-01-01
Installation practices are recommended that will increase rate of heat exchange between the thermometric sensing element and the cryogenic fluid and that will reduce the rate of undesired heat transfer to higher-temperature objects. Formulas and numerical data are given that help to estimate the magnitude of heat-conduction errors and of time lag in response.
Asymptotical Behaviors of Nonautonomous Discrete Kolmogorov System with Time Lags
Directory of Open Access Journals (Sweden)
Liu Shengqiang
2010-01-01
Full Text Available We discuss a general -species discrete Kolmogorov system with time lags. We build some new results about the sufficient conditions for permanence, extinction, and balancing survival. When applying these results to some Lotka-Volterra systems, we obtain the criteria on harmless delay for the permanence as well as profitless delay for balancing survival.
Asymptotical Behaviors of Nonautonomous Discrete Kolmogorov System with Time Lags
Directory of Open Access Journals (Sweden)
Shengqiang Liu
2010-01-01
Full Text Available We discuss a general n-species discrete Kolmogorov system with time lags. We build some new results about the sufficient conditions for permanence, extinction, and balancing survival. When applying these results to some Lotka-Volterra systems, we obtain the criteria on harmless delay for the permanence as well as profitless delay for balancing survival.
Lag time between onset of symptoms and diagnosis of endometriosis
Directory of Open Access Journals (Sweden)
Tânia Mara Vieira Santos
2012-03-01
Full Text Available Objective: To assess lag time between onset of symptoms anddiagnosis of endometriosis in patients followed up at the OutpatientsClinic of Endometriosis and Chronic Pelvic Pain, at the Hospitaldo Servidor Público Estadual de São Paulo “Francisco Moratode Oliveira”, from January 2003 to November 2009. Methods:In a retrospective analytical study, a total of 310 women withendometriosis confirmed by surgery and pathological examinationwere evaluated in the period from January 6, 2003 to November29, 2009. Data were gathered through revision of the follow-up visitforms at the specialized outpatients clinic and medical records. Thesoftware Epi-Info 3.3.2 was used for statistical analysis. Results: The mean lag time between onset of symptoms and confirming diagnosisof endometriosis was 46.16 months (3.84 years, ranging from 6 to324 months. Patients aged under 20 years had a mean time untildiagnosis of 2.8 years (33.6 months, range of 6 to 144 months. Inpatients aged 20-29 years, it was 3.51 years (42.18 months, range6-192 months. In those aged 30-40 years, the mean time was 4.14years (49.69 months, range 6-324 months. And in women age over40 years, it was 3.15 years (37.86 months, range 6-216 months.Conclusion: The lag time between onset of symptoms and diagnosisof endometriosis was shorter, as compared to other national andinternational evaluations.
Application of Time Series Analysis in Determination of Lag Time in Jahanbin Basin
Directory of Open Access Journals (Sweden)
Seied Yahya Mirzaee
2005-11-01
One of the important issues that have significant role in study of hydrology of basin is determination of lag time. Lag time has significant role in hydrological studies. Quantity of rainfall related lag time depends on several factors, such as permeability, vegetation cover, catchments slope, rainfall intensity, storm duration and type of rain. Determination of lag time is important parameter in many projects such as dam design and also water resource studies. Lag time of basin could be calculated using various methods. One of these methods is time series analysis of spectral density. The analysis is based on fouries series. The time series is approximated with Sinuous and Cosines functions. In this method harmonically significant quantities with individual frequencies are presented. Spectral density under multiple time series could be used to obtain basin lag time for annual runoff and short-term rainfall fluctuation. A long lag time could be due to snowmelt as well as melting ice due to rainfalls in freezing days. In this research the lag time of Jahanbin basin has been determined using spectral density method. The catchments is subjected to both rainfall and snowfall. For short term rainfall fluctuation with a return period 2, 3, 4 months, the lag times were found 0.18, 0.5 and 0.083 month, respectively.
Stochastic lag time in nucleated linear self-assembly
Energy Technology Data Exchange (ETDEWEB)
Tiwari, Nitin S. [Group Theory of Polymers and Soft Matter, Eindhoven University of Technology, P.O. Box 513, 5600 MB Eindhoven (Netherlands); Schoot, Paul van der [Group Theory of Polymers and Soft Matter, Eindhoven University of Technology, P.O. Box 513, 5600 MB Eindhoven (Netherlands); Institute for Theoretical Physics, Utrecht University, Leuvenlaan 4, 3584 CE Utrecht (Netherlands)
2016-06-21
Protein aggregation is of great importance in biology, e.g., in amyloid fibrillation. The aggregation processes that occur at the cellular scale must be highly stochastic in nature because of the statistical number fluctuations that arise on account of the small system size at the cellular scale. We study the nucleated reversible self-assembly of monomeric building blocks into polymer-like aggregates using the method of kinetic Monte Carlo. Kinetic Monte Carlo, being inherently stochastic, allows us to study the impact of fluctuations on the polymerization reactions. One of the most important characteristic features in this kind of problem is the existence of a lag phase before self-assembly takes off, which is what we focus attention on. We study the associated lag time as a function of system size and kinetic pathway. We find that the leading order stochastic contribution to the lag time before polymerization commences is inversely proportional to the system volume for large-enough system size for all nine reaction pathways tested. Finite-size corrections to this do depend on the kinetic pathway.
Vero, Sara E.; Basu, Nandita B.; Van Meter, Kimberly; Richards, Karl G.; Mellander, Per-Erik; Healy, Mark G.; Fenton, Owen
2018-02-01
The efficacy of water quality policies aiming to reduce or prevent nitrate contamination of waterbodies may be constrained by the inherent delay or "time lag" of water and solute transport through unsaturated (soil) and saturated (groundwater) pathways. These delays must be quantified in order to establish realistic deadlines, thresholds and policy expectations, and to design effective best management practices. The objective of this review is to synthesise the current state of research on nitrate-related time lags in both the European and North American environmental and legislative contexts. The durations of time lags have been found to differ according to climatic, pedological, landscape and management scenarios. Elucidation of these driving factors at a watershed scale is essential where water quality is impaired or at risk. Finally, the existence of time lags is increasingly being acknowledged at a policy level and incorporated into the development of environmental legislation. However, the full impact of these time lags is not yet fully understood or appreciated, and continued outreach and education in scientific, public and policy venues is still required.
Pseudo-random bit generator based on lag time series
García-Martínez, M.; Campos-Cantón, E.
2014-12-01
In this paper, we present a pseudo-random bit generator (PRBG) based on two lag time series of the logistic map using positive and negative values in the bifurcation parameter. In order to hidden the map used to build the pseudo-random series we have used a delay in the generation of time series. These new series when they are mapped xn against xn+1 present a cloud of points unrelated to the logistic map. Finally, the pseudo-random sequences have been tested with the suite of NIST giving satisfactory results for use in stream ciphers.
Binary nucleation kinetics. III. Transient behavior and time lags
International Nuclear Information System (INIS)
Wyslouzil, B.E.; Wilemski, G.
1996-01-01
Transient binary nucleation is more complex than unary because of the bidimensionality of the cluster formation kinetics. To investigate this problem qualitatively and quantitatively, we numerically solved the birth-death equations for vapor-to-liquid phase transitions. Our previous work showed that the customary saddle point and growth path approximations are almost always valid in steady state gas phase nucleation and only fail if the nucleated solution phase is significantly nonideal. Now, we demonstrate that in its early transient stages, binary nucleation rarely, if ever, occurs via the saddle point. This affects not only the number of particles forming but their composition and may be important for nucleation in glasses and other condensed mixtures for which time scales are very long. Before reaching the state of saddle point nucleation, most binary systems pass through a temporary stage in which the region of maximum flux extends over a ridge on the free energy surface. When ridge crossing nucleation is the steady state solution, it thus arises quite naturally as an arrested intermediate state that normally occurs in the development of saddle point nucleation. While the time dependent and steady state distributions of the fluxes and concentrations for each binary system are strongly influenced by the gas composition and species impingement rates, the ratio of nonequilibrium to equilibrium concentrations has a quasiuniversal behavior that is determined primarily by the thermodynamic properties of the liquid mixture. To test our quantitive results of the transient behavior, we directly calculated the time lag for the saddle point flux and compared it with the available analytical predictions. Although the analytical results overestimate the time lag by factors of 1.2-5, they should be adequate for purposes of planning experiments. We also found that the behavior of the saddle point time lag can indicate when steady state ridge crossing nucleation will occur
Relationships among abilities in elderly adults: a time lag analysis.
Hayslip, B; Brookshire, R G
1985-11-01
Previous research has suggested that relationships among primary abilities said to measure crystallized (Gc) and fluid (Gf) intelligences remain the same across cohorts if age is held constant, despite generational changes in the levels of abilities. The present study assessed differences in relationship among several components of Gf/Gc in two independent samples of elderly adults, tested in 1975 and 1979 by the same investigator. The 1975 sample consisted of 54 elderly adults aged 59 to 76 years (M = 67.7); the 1979 sample of 50 elderly adults was aged 55 to 82 (M = 69.4). Time-lagged differences in relationships among abilities measuring Gf and Gc (induction, figural relations, and verbal comprehension) were investigated using confirmatory factor analytic procedures. Although a two factor (Gf, Gc) model was common to both the 1975 and 1979 samples, significant differences in unique variances were observed across samples. Some, albeit weaker, evidence was found suggesting time-lagged differences in factor covariances. These data, for the most part, support previous research with younger individuals, suggesting consistency in factor structure across time and cohort.
Effect of Coating Solvent Ratio on the Drug Release Lag Time of ...
African Journals Online (AJOL)
Erah
Research Article ... Lag Time of Coated Theophylline Osmotic Tablets ... Key words: Coating solvent, Drug release, Lag time, Osmotic tablet, HPMC, .... following composition (w/w): theophylline ... tablets was measured by UV absorption.
On the time lags of the LIGO signals
International Nuclear Information System (INIS)
Creswell, James; Von Hausegger, Sebastian; Liu, Hao; Naselsky, Pavel; Jackson, Andrew D.
2017-01-01
To date, the LIGO collaboration has detected three gravitational wave (GW) events appearing in both its Hanford and Livingston detectors. In this article we reexamine the LIGO data with regard to correlations between the two detectors. With special focus on GW150914, we report correlations in the detector noise which, at the time of the event, happen to be maximized for the same time lag as that found for the event itself. Specifically, we analyze correlations in the calibration lines in the vicinity of 35 Hz as well as the residual noise in the data after subtraction of the best-fit theoretical templates. The residual noise for the other two events, GW151226 and GW170104, exhibits similar behavior. A clear distinction between signal and noise therefore remains to be established in order to determine the contribution of gravitational waves to the detected signals.
On the time lags of the LIGO signals
Energy Technology Data Exchange (ETDEWEB)
Creswell, James; Von Hausegger, Sebastian; Liu, Hao; Naselsky, Pavel [The Niels Bohr Institute and Discovery Center, Blegdamsvej 17, DK-2100 Copenhagen (Denmark); Jackson, Andrew D., E-mail: dgz764@alumni.ku.dk, E-mail: s.vonhausegger@nbi.dk, E-mail: jackson@nbi.dk, E-mail: liuhao@nbi.dk, E-mail: naselsky@nbi.dk [Niels Bohr International Academy, Blegdamsvej 17, DK-2100 Copenhagen (Denmark)
2017-08-01
To date, the LIGO collaboration has detected three gravitational wave (GW) events appearing in both its Hanford and Livingston detectors. In this article we reexamine the LIGO data with regard to correlations between the two detectors. With special focus on GW150914, we report correlations in the detector noise which, at the time of the event, happen to be maximized for the same time lag as that found for the event itself. Specifically, we analyze correlations in the calibration lines in the vicinity of 35 Hz as well as the residual noise in the data after subtraction of the best-fit theoretical templates. The residual noise for the other two events, GW151226 and GW170104, exhibits similar behavior. A clear distinction between signal and noise therefore remains to be established in order to determine the contribution of gravitational waves to the detected signals.
Sudden infant death syndrome (SIDS): a time lag factor.
Reid, G M
1991-02-01
A time lag factor of about five days has been identified in an increased incidence of SIDS in relation to a cold day. Sudden exposure to chilling appeared to trigger skeletal muscle weakness and renal failure about five days later in a man found to have only 25% of normal carnitine palmitoyl transferase (CPT) activity in biopsied skeletal muscle. White Muscle Disease is a muscular dystrophy in young ruminants which appears about five days after turnout to pasture in the weaned ruminant raised on a diet deficient in vitamin E and selenium (VESD). Pasture has high levels of linoleic and linolenic acid (high PUFA diet) which are modified by developing rumen bacteria. Corbucci investigated the effects of circulatory shock (cardiogenic) on skeletal muscle mitochondrial activity in humans. Cytochrome oxidase activity fell markedly and, in particular, the capacity to oxidase palmitoyl carnitine was greatly reduced. He considered a consequence of this disorder was sequestration of carnitine as acyl carnitine which could not be recycled. Unusual acyl carnitines have been identified in six out of 13 SIDS victims in a USA group. In Finland, researchers identified a rise in SIDS incidence (mostly found in the prone position) after great and rapid temperature changes. Foster found a relationship between 1984 SIDS incidence and the incidence of goitre in World War I troops.
Stability of The Synchronization Manifold in An All-To-All Time LAG- Diffusively Coupled Oscillators
Directory of Open Access Journals (Sweden)
Adu A.M. Wasike
2009-06-01
Full Text Available we consider a lattice system of identical oscillators that are all coupled to one another with a diffusive coupling that has a time lag. We use the natural splitting of the system into synchronized manifold and transversal manifold to estimate the value of the time lag for which the stability of the system follows from that without a time lag. Each oscillator has a unique periodic solution that is attracting.
Di, Sun; Guan, De-xin; Yuan, Feng-hui; Wang, An-zhi; Wu, Jia-bing
2010-11-01
By using Granier's thermal dissipation probe, the sap flow velocity of the poplars in agroforestry system in west Liaoning was continuously measured, and the microclimate factors were measured synchronously. Dislocation contrast method was applied to analyze the sap flow velocity and corresponding air temperature, air humidity, net radiation, and vapor pressure deficit to discuss the time lag effect between poplar' s sap flow velocity and microclimate factors on sunny days. It was found that the poplar's sap flow velocity advanced of air temperature, air humidity, and vapor pressure deficit, and lagged behind net radiation. The sap flow velocity in June, July, August, and September was advanced of 70, 30, 50, and 90 min to air temperature, of 80, 30, 40, and 90 min to air humidity, and of 90, 50, 70, and 120 min to vapor pressure deficit, but lagged behind 10, 10, 40, and 40 min to net radiation, respectively. The time lag time of net radiation was shorter than that of air temperature, air humidity, and vapor pressure. The regression analysis showed that in the cases the time lag effect was contained and not, the determination coefficients between comprehensive microclimate factor and poplar's sap flow velocity were 0.903 and 0.855, respectively, indicating that when the time lag effect was contained, the determination coefficient was ascended by 2.04%, and thus, the simulation accuracy of poplar's sap flow velocity was improved.
Time-optimal control of infinite order distributed parabolic systems involving time lags
Directory of Open Access Journals (Sweden)
G.M. Bahaa
2014-06-01
Full Text Available A time-optimal control problem for linear infinite order distributed parabolic systems involving constant time lags appear both in the state equation and in the boundary condition is presented. Some particular properties of the optimal control are discussed.
Bucher, François-Xavier; Cao, Frédéric; Viard, Clément; Guichard, Frédéric
2014-03-01
We present in this paper a novel capacitive device that stimulates the touchscreen interface of a smartphone (or of any imaging device equipped with a capacitive touchscreen) and synchronizes triggering with the DxO LED Universal Timer to measure shooting time lag and shutter lag according to ISO 15781:2013. The device and protocol extend the time lag measurement beyond the standard by including negative shutter lag, a phenomenon that is more and more commonly found in smartphones. The device is computer-controlled, and this feature, combined with measurement algorithms, makes it possible to automatize a large series of captures so as to provide more refined statistical analyses when, for example, the shutter lag of "zero shutter lag" devices is limited by the frame time as our measurements confirm.
TIME-DEPENDENT ELECTRON ACCELERATION IN BLAZAR TRANSIENTS: X-RAY TIME LAGS AND SPECTRAL FORMATION
Energy Technology Data Exchange (ETDEWEB)
Lewis, Tiffany R.; Becker, Peter A. [Department of Physics and Astronomy, George Mason University, Fairfax, VA 22030-4444 (United States); Finke, Justin D., E-mail: pbecker@gmu.edu, E-mail: tlewis13@gmu.edu, E-mail: justin.finke@nrl.navy.mil [U.S. Naval Research Laboratory, Code 7653, 4555 Overlook Avenue SW, Washington, DC 20375-5352 (United States)
2016-06-20
Electromagnetic radiation from blazar jets often displays strong variability, extending from radio to γ -ray frequencies. In a few cases, this variability has been characterized using Fourier time lags, such as those detected in the X-rays from Mrk 421 using Beppo SAX. The lack of a theoretical framework to interpret the data has motivated us to develop a new model for the formation of the X-ray spectrum and the time lags in blazar jets based on a transport equation including terms describing stochastic Fermi acceleration, synchrotron losses, shock acceleration, adiabatic expansion, and spatial diffusion. We derive the exact solution for the Fourier transform of the electron distribution and use it to compute the Fourier transform of the synchrotron radiation spectrum and the associated X-ray time lags. The same theoretical framework is also used to compute the peak flare X-ray spectrum, assuming that a steady-state electron distribution is achieved during the peak of the flare. The model parameters are constrained by comparing the theoretical predictions with the observational data for Mrk 421. The resulting integrated model yields, for the first time, a complete first-principles physical explanation for both the formation of the observed time lags and the shape of the peak flare X-ray spectrum. It also yields direct estimates of the strength of the shock and the stochastic magnetohydrodynamical wave acceleration components in the Mrk 421 jet.
Temporal evolution of photon energy emitted from two-component advective flows: origin of time lag
Chatterjee, Arka; Chakrabarti, Sandip K.; Ghosh, Himadri
2017-12-01
X-ray time lag of black hole candidates contains important information regarding the emission geometry. Recently, study of time lags from observational data revealed very intriguing properties. To investigate the real cause of this lag behavior with energy and spectral states, we study photon paths inside a two-component advective flow (TCAF) which appears to be a satisfactory model to explain the spectral and timing properties. We employ the Monte Carlo simulation technique to carry out the Comptonization process. We use a relativistic thick disk in Schwarzschild geometry as the CENtrifugal pressure supported BOundary Layer (CENBOL) which is the Compton cloud. In TCAF, this is the post-shock region of the advective component. Keplerian disk on the equatorial plane which is truncated at the inner edge i.e. at the outer boundary of the CENBOL, acts as the soft photon source. Ray-tracing code is employed to track the photons to a distantly located observer. We compute the cumulative time taken by a photon during Comptonization, reflection and following the curved geometry on the way to the observer. Time lags between various hard and soft bands have been calculated. We study the variation of time lags with accretion rates, CENBOL size and inclination angle. Time lags for different energy channels are plotted for different inclination angles. The general trend of variation of time lag with QPO frequency and energy as observed in satellite data is reproduced.
AN INVESTIGATION OF TIME LAG MAPS USING THREE-DIMENSIONAL SIMULATIONS OF HIGHLY STRATIFIED HEATING
Energy Technology Data Exchange (ETDEWEB)
Winebarger, Amy R. [NASA Marshall Space Flight Center, ZP 13, Huntsville, AL 35812 (United States); Lionello, Roberto; Downs, Cooper; Mikić, Zoran; Linker, Jon [Predictive Science, Inc., 9990 Mesa Rim Rd., Ste. 170, San Diego, CA 92121-2910 (United States); Mok, Yung, E-mail: amy.r.winebarger@nasa.gov, E-mail: lionel@predsci.com, E-mail: cdowns@predsci.com, E-mail: mikicz@predsci.com, E-mail: linkerj@predsci.com, E-mail: ymok@uci.edu [Department of Physics and Astronomy, University of California, Irvine, CA 92697 (United States)
2016-11-10
The location and frequency of coronal energy release provide a significant constraint on the coronal heating mechanism. The evolution of the intensity observed in coronal structures found from time lag analysis of Atmospheric Imaging Assembly (AIA) data has been used to argue that heating must occur sporadically. Recently, we have demonstrated that quasi-steady, highly stratified (footpoint) heating can produce results qualitatively consistent with the evolution of observed coronal structures. The goals of this paper are to demonstrate that time lag analysis of 3D simulations of footpoint heating are qualitatively consistent with time lag analysis of observations and to use the 3D simulations to further understand whether time lag analysis is a useful tool in defining the evolution of coronal structures. We find the time lag maps generated from simulated data are consistent with the observed time lag maps. We next investigate several example points. In some cases, the calculated time lag reflects the evolution of a unique loop along the line of sight, though there may be additional evolving structures along the line of sight. We confirm that using the multi-peak AIA channels can produce time lags that are difficult to interpret. We suggest using a different high temperature channel, such as an X-ray channel. Finally, we find that multiple evolving structures along the line of sight can produce time lags that do not represent the physical properties of any structure along the line of sight, although the cross-correlation coefficient of the lightcurves is high. Considering the projected geometry of the loops may reduce some of the line-of-sight confusion.
Probabilistic tsunami hazard assessment considering time-lag of seismic event on Nankai trough
International Nuclear Information System (INIS)
Sugino, Hideharu; Sakagami, Masaharu; Ebisawa, Katsumi; Korenaga, Mariko
2011-01-01
In the area in front of Nankai trough, tsunami wave height may increase if tsunamis attacking from some wave sources overlap because of time-lag of seismic event on Nankai trough. To evaluation tsunami risk of the important facilities located in front of Nankai trough, we proposed the probabilistic tsunami hazard assessment considering uncertainty on time-lag of seismic event on Nankai trough and we evaluated the influence that the time-lag gave to tsunami hazard at the some representative points. (author)
Determinants of Rotavirus Transmission: A Lag Nonlinear Time Series Analysis.
van Gaalen, Rolina D; van de Kassteele, Jan; Hahné, Susan J M; Bruijning-Verhagen, Patricia; Wallinga, Jacco
2017-07-01
Rotavirus is a common viral infection among young children. As in many countries, the infection dynamics of rotavirus in the Netherlands are characterized by an annual winter peak, which was notably low in 2014. Previous study suggested an association between weather factors and both rotavirus transmission and incidence. From epidemic theory, we know that the proportion of susceptible individuals can affect disease transmission. We investigated how these factors are associated with rotavirus transmission in the Netherlands, and their impact on rotavirus transmission in 2014. We used available data on birth rates and rotavirus laboratory reports to estimate rotavirus transmission and the proportion of individuals susceptible to primary infection. Weather data were directly available from a central meteorological station. We developed an approach for detecting determinants of seasonal rotavirus transmission by assessing nonlinear, delayed associations between each factor and rotavirus transmission. We explored relationships by applying a distributed lag nonlinear regression model with seasonal terms. We corrected for residual serial correlation using autoregressive moving average errors. We inferred the relationship between different factors and the effective reproduction number from the most parsimonious model with low residual autocorrelation. Higher proportions of susceptible individuals and lower temperatures were associated with increases in rotavirus transmission. For 2014, our findings suggest that relatively mild temperatures combined with the low proportion of susceptible individuals contributed to lower rotavirus transmission in the Netherlands. However, our model, which overestimated the magnitude of the peak, suggested that other factors were likely instrumental in reducing the incidence that year.
Effective Iterated Greedy Algorithm for Flow-Shop Scheduling Problems with Time lags
ZHAO, Ning; YE, Song; LI, Kaidian; CHEN, Siyu
2017-05-01
Flow shop scheduling problem with time lags is a practical scheduling problem and attracts many studies. Permutation problem(PFSP with time lags) is concentrated but non-permutation problem(non-PFSP with time lags) seems to be neglected. With the aim to minimize the makespan and satisfy time lag constraints, efficient algorithms corresponding to PFSP and non-PFSP problems are proposed, which consist of iterated greedy algorithm for permutation(IGTLP) and iterated greedy algorithm for non-permutation (IGTLNP). The proposed algorithms are verified using well-known simple and complex instances of permutation and non-permutation problems with various time lag ranges. The permutation results indicate that the proposed IGTLP can reach near optimal solution within nearly 11% computational time of traditional GA approach. The non-permutation results indicate that the proposed IG can reach nearly same solution within less than 1% computational time compared with traditional GA approach. The proposed research combines PFSP and non-PFSP together with minimal and maximal time lag consideration, which provides an interesting viewpoint for industrial implementation.
Detection of Time Lags between Quasar Continuum Emission Bands Based On Pan-STARRS Light Curves
Energy Technology Data Exchange (ETDEWEB)
Jiang, Yan-Fei [Kavli Institute for Theoretical Physics, University of California, Santa Barbara, CA 93106 (United States); Green, Paul J.; Pancoast, Anna; MacLeod, Chelsea L. [Harvard-Smithsonian Center for Astrophysics, 60 Garden Street, Cambridge, MA 02138 (United States); Greene, Jenny E. [Department of Astrophysical Sciences, Princeton University, Princeton, NJ 08544 (United States); Morganson, Eric; Shen, Yue [Department of Astronomy, University of Illinois at Urbana-Champaign, Urbana, IL 61801 (United States); Anderson, Scott F.; Ruan, John J. [Department of Astronomy, University of Washington, Box 351580, Seattle, WA 98195 (United States); Brandt, W. N.; Grier, C. J. [Department of Astronomy and Astrophysics, The Pennsylvania State University, University Park, PA 16802 (United States); Rix, H.-W. [Max Planck Institute for Astronomy, Königstuhl 17, D-69117 Heidelberg (Germany); Protopapas, Pavlos [Institute for Applied Computational Science, John A. Paulson School of Engineering and Applied Sciences, Harvard University, Cambridge, MA 02138 (United States); Scott, Caroline [Astrophysics, Imperial College London, Blackett Laboratory, London SW7 2AZ (United Kingdom); Burgett, W. S.; Hodapp, K. W.; Huber, M. E.; Kaiser, N.; Kudritzki, R. P.; Magnier, E. A. [Institute for Astronomy, University of Hawaii, 2680 Woodlawn Drive, Honolulu HI 96822 (United States); and others
2017-02-20
We study the time lags between the continuum emission of quasars at different wavelengths, based on more than four years of multi-band ( g , r , i , z ) light curves in the Pan-STARRS Medium Deep Fields. As photons from different bands emerge from different radial ranges in the accretion disk, the lags constrain the sizes of the accretion disks. We select 240 quasars with redshifts of z ≈ 1 or z ≈ 0.3 that are relatively emission-line free. The light curves are sampled from day to month timescales, which makes it possible to detect lags on the scale of the light crossing time of the accretion disks. With the code JAVELIN , we detect typical lags of several days in the rest frame between the g band and the riz bands. The detected lags are ∼2–3 times larger than the light crossing time estimated from the standard thin disk model, consistent with the recently measured lag in NGC 5548 and microlensing measurements of quasars. The lags in our sample are found to increase with increasing luminosity. Furthermore, the increase in lags going from g − r to g − i and then to g − z is slower than predicted in the thin disk model, particularly for high-luminosity quasars. The radial temperature profile in the disk must be different from what is assumed. We also find evidence that the lags decrease with increasing line ratios between ultraviolet Fe ii lines and Mg ii, which may point to changes in the accretion disk structure at higher metallicity.
Ratio of basin lag times for runoff and sediment yield processes recorded in various environments
Directory of Open Access Journals (Sweden)
K. Banasik
2015-03-01
Full Text Available River basin lag time (LAG, defined as the elapsed time between the occurrence of the centroids of the effective rainfall intensity hyetograph and the storm runoff hydrograph, is an important factor in determining the time to peak and the peak value of the instantaneous unit hydrograph (IUH. In the procedure of predicting a sedimentgraph (suspended sediment load as a function of time, the equivalent parameter is the lag time for the sediment yield (LAGs, which is defined as the elapsed time between the occurrence of the centroids of sediment production during a storm event and the observed sedimentgraph at the gauging station. Data of over 150 events recorded in 11 small river catchments (located in Poland, Germany, UK and USA with a drainage area of 0.02 km2 to 82 km2 have been analysed to estimate the ratio of LAGs/LAG. The ratio, in majority of cases was smaller than 1, and decreased with increase of river basin slope. Special attention is given to the data collected in a small agricultural catchment and also during snowmelt periods, which is located in central Poland.
Vero, S E; Ibrahim, T G; Creamer, R E; Grant, J; Healy, M G; Henry, T; Kramers, G; Richards, K G; Fenton, O
2014-12-01
The true efficacy of a programme of agricultural mitigation measures within a catchment to improve water quality can be determined only after a certain hydrologic time lag period (subsequent to implementation) has elapsed. As the biophysical response to policy is not synchronous, accurate estimates of total time lag (unsaturated and saturated) become critical to manage the expectations of policy makers. The estimation of the vertical unsaturated zone component of time lag is vital as it indicates early trends (initial breakthrough), bulk (centre of mass) and total (Exit) travel times. Typically, estimation of time lag through the unsaturated zone is poor, due to the lack of site specific soil physical data, or by assuming saturated conditions. Numerical models (e.g. Hydrus 1D) enable estimates of time lag with varied levels of input data. The current study examines the consequences of varied soil hydraulic and meteorological complexity on unsaturated zone time lag estimates using simulated and actual soil profiles. Results indicated that: greater temporal resolution (from daily to hourly) of meteorological data was more critical as the saturated hydraulic conductivity of the soil decreased; high clay content soils failed to converge reflecting prevalence of lateral component as a contaminant pathway; elucidation of soil hydraulic properties was influenced by the complexity of soil physical data employed (textural menu, ROSETTA, full and partial soil water characteristic curves), which consequently affected time lag ranges; as the importance of the unsaturated zone increases with respect to total travel times the requirements for high complexity/resolution input data become greater. The methodology presented herein demonstrates that decisions made regarding input data and landscape position will have consequences for the estimated range of vertical travel times. Insufficiencies or inaccuracies regarding such input data can therefore mislead policy makers regarding
Time lags between crown and basal sap flows in tropical lianas and co-occurring trees.
Chen, Ya-Jun; Bongers, Frans; Tomlinson, Kyle; Fan, Ze-Xin; Lin, Hua; Zhang, Shu-Bin; Zheng, Yu-Long; Li, Yang-Ping; Cao, Kun-Fang; Zhang, Jiao-Lin
2016-06-01
Water storage in the stems of woody plants contributes to their responses to short-term water shortages. To estimate the contribution of water storage to the daily water budget of trees, time lags of sap flow between different positions of trunk are used as a proxy of stem water storage. In lianas, another large group of woody species, it has rarely been studied whether stored water functions in their daily water use, despite their increasing roles in the carbon and water dynamics of tropical forests caused by their increasing abundance. We hypothesized that lianas would exhibit large time lags due to their extremely long stems, wide vessels and large volume of parenchyma in the stem. We examined time lags in sap flow, diel changes of stem volumetric water content (VWC) and biophysical properties of sapwood of 19 lianas and 26 co-occurring trees from 27 species in 4 forests (karst, tropical seasonal, flood plain and savanna) during a wet season. The plants varied in height/length from 60 m. The results showed that lianas had significantly higher saturated water content (SWC) and much lower wood density than trees. Seven of 19 liana individuals had no time lags; in contrast, only 3 of 26 tree individuals had no time lags. In general, lianas had shorter time lags than trees in our data set, but this difference was not significant for our most conservative analyses. Across trees and lianas, time lag duration increased with diurnal maximum changeable VWC but was independent of the body size, path length, wood density and SWC. The results suggest that in most lianas, internal stem water storage contributes little to daily water budget, while trees may rely more on stored water in the stem. © The Author 2015. Published by Oxford University Press. All rights reserved. For Permissions, please email: journals.permissions@oup.com.
X-ray Time Lags in TeV Blazars X. Chen1,∗ , G. Fossati1, E. Liang1 ...
Indian Academy of Sciences (India)
Abstract. We use Monte Carlo/Fokker–Planck simulations to study the. X-ray time lags. Our results show that soft lags will be observed as long as the decay of the flare is dominated by radiative cooling, even when acceleration and cooling time scales are similar. Hard lags can be pro- duced in the presence of a competitive ...
Fungal mycelia show lag time before re-growth on endogenous carbon.
Pollack, Judith K; Li, Zheng Jian; Marten, Mark R
2008-06-15
Nutrient starvation is a common occurrence for filamentous fungi. To better understand the effects of starvation, we used a parallel plate flow chamber to study individual fungal mycelia when subjected to a step change in glucose concentration. We report the presence of a finite "lag time" in starved mycelia during which they ceased to grow/extend while switching from growth on exogenous carbon to re-growth on endogenous carbon. This lag time precedes other morphological or physiological changes such as change in growth rate (50-70% reduction), vacuolation (up to 16%), and decreased hyphal diameter (almost 50% reduction). Data suggests that during lag time, vacuolar degradation produces sufficient endogenous carbon to support survival and restart hyphal extension. Lag time is inversely related to the size of the mycelium at the time of starvation, which suggests a critical flow of endogenous carbon to the apical tip. We present a mathematical model consistent with our experimental observations that relate lag time, area, and flow of endogenous carbon. (c) 2008 Wiley Periodicals, Inc.
Naikwad, S. N.; Dudul, S. V.
2009-01-01
A focused time lagged recurrent neural network (FTLR NN) with gamma memory filter is designed to learn the subtle complex dynamics of a typical CSTR process. Continuous stirred tank reactor exhibits complex nonlinear operations where reaction is exothermic. It is noticed from literature review that process control of CSTR using neuro-fuzzy systems was attempted by many, but optimal neural network model for identification of CSTR process is not yet available. As CSTR process includes tempora...
Angeler, David G; Viedma, Olga; Moreno, José M
2009-11-01
Time lag analysis (TLA) is a distance-based approach used to study temporal dynamics of ecological communities by measuring community dissimilarity over increasing time lags. Despite its increased use in recent years, its performance in comparison with other more direct methods (i.e., canonical ordination) has not been evaluated. This study fills this gap using extensive simulations and real data sets from experimental temporary ponds (true zooplankton communities) and landscape studies (landscape categories as pseudo-communities) that differ in community structure and anthropogenic stress history. Modeling time with a principal coordinate of neighborhood matrices (PCNM) approach, the canonical ordination technique (redundancy analysis; RDA) consistently outperformed the other statistical tests (i.e., TLAs, Mantel test, and RDA based on linear time trends) using all real data. In addition, the RDA-PCNM revealed different patterns of temporal change, and the strength of each individual time pattern, in terms of adjusted variance explained, could be evaluated, It also identified species contributions to these patterns of temporal change. This additional information is not provided by distance-based methods. The simulation study revealed better Type I error properties of the canonical ordination techniques compared with the distance-based approaches when no deterministic component of change was imposed on the communities. The simulation also revealed that strong emphasis on uniform deterministic change and low variability at other temporal scales is needed to result in decreased statistical power of the RDA-PCNM approach relative to the other methods. Based on the statistical performance of and information content provided by RDA-PCNM models, this technique serves ecologists as a powerful tool for modeling temporal change of ecological (pseudo-) communities.
ENERGY-DEPENDENT TIME LAGS IN THE SEYFERT 1 GALAXY NGC 4593
International Nuclear Information System (INIS)
Sriram, K.; Agrawal, V. K.; Rao, A. R.
2009-01-01
We investigate the energy-time lag dependence of the source NGC 4593 using XMM-Newton/EPIC pn data. We found that the time lag dependency is linear in nature with respect to the logarithm of different energy bands. We also investigate the frequency-dependent time lags and identify that at some frequency range (5 x 10 -5 Hz to 2 x 10 -4 Hz) the X-ray emission is highly coherent, mildly frequency dependent, and very strongly energy dependent. These observations can be explained in the framework of the thermal Comptonization process, and they indicate a truncated accretion disk very close to the black hole. We discuss the plausible spectral state to explain the phenomenon and conclude that the observed properties bear a close resemblance to the intermediate state or the steep power-law state, found in galactic black hole sources.
Determining patterns of variability in ecological communities: time lag analysis revisited
Kampichler, C.; Van der Jeugd, H.P.
2013-01-01
All ecological communities experience change over time. One method to quantify temporal variation in the patterns of relative abundance of communities is time lag analysis (TLA). It uses a distance-based approach to study temporal community dynamics by regressing community dissimilarity over
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.
An improved measurement system for FOG pure lag time with no changing of FOG work status
Chen, X.; Yang, J. H.; Zhou, Y. L.; Shu, X. W.
2018-05-01
The minimum pure lag time is an important factor for characterizing the dynamic performance of fiber optical gyroscope. It is defined as the time duration from the reception of velocity-shock signal to the output of corresponding fiber-optic gyroscope data. Many engineering projects have required for this index specifically, so the measurement of the minimum pure lag time is highly demanded. In typically measurement system, the work status of tested FOG has to be changed. In this work, a FOG pure lag time measurement system without changing the work status of the FOG has been demonstrated. During the operation of this test system, the impact structure generated a shock towards the FOG, and the pure lag time was measured through data processing analysis. The design scheme and test principle have been researched and analyzed in detail. And a prototype has been developed and used for experiment successfully. This measurement system can realize a measurement accuracy of better than ±3 μs and a system resolution of 108.6ns.
Effect of Coating Solvent Ratio on the Drug Release Lag Time of ...
African Journals Online (AJOL)
Purpose: The aim of the study was to investigate the effect of hydro-alcohol coating solvent ratio on the surface texture and lag time of porous theophylline osmotic tablet. Methods: Porous theophylline osmotic pump tablets were formulated by direct compression and coated by spraying with varying ratios of water-alcohol ...
Modeling Time-Dependent Association in Longitudinal Data: A Lag as Moderator Approach
Selig, James P.; Preacher, Kristopher J.; Little, Todd D.
2012-01-01
We describe a straightforward, yet novel, approach to examine time-dependent association between variables. The approach relies on a measurement-lag research design in conjunction with statistical interaction models. We base arguments in favor of this approach on the potential for better understanding the associations between variables by…
A unified approach for impulsive lag synchronization of chaotic systems with time delay
International Nuclear Information System (INIS)
Li Chuandong; Liao Xiaofeng; Zhang Rong
2005-01-01
In this paper, we propose a unified approach for impulsive lag-synchronization of a class of chaotic systems with time delay by employing the stability theory of impulsive delayed differential equations. Three well-known delayed chaotic systems are presented to illustrate our results. Also, the estimates of the stable regions for these systems are given, respectively
Advances on the time differential three-phase-lag heat conduction model and major open issues
D'Apice, Ciro; Zampoli, Vittorio
2017-07-01
The main purpose of this short contribution is to summarize the recent achievements concerning the so-called time differential three-phase-lag heat conduction model, contextually focusing attention on some of the numerous open problems associated with such an attractive theory. After having briefly recalled the origin of the model at issue, the restrictions upon the delay times and the constitutive tensors able to make it thermodynamically consistent are recalled. Under these hypotheses, the investigation of the well-posedness issue has already provided important results in terms of uniqueness and continuous dependence of the solutions (even related to the thermoelastic case), as well as in terms of existence of a domain of influence of the assigned data in connection with the thermoelastic model. Finally, some of the main problems currently object of investigation are recalled, including the very challenging issues about the different possible choices of Taylor series expansion orders for the constitutive equation, the interaction of the model with energy processes that take place on the nanoscale, with multi-porous materials and with biological systems.
Uezu, Alexandre; Metzger, Jean Paul
2016-01-01
There are few opportunities to evaluate the relative importance of landscape structure and dynamics upon biodiversity, especially in highly fragmented tropical landscapes. Conservation strategies and species risk evaluations often rely exclusively on current aspects of landscape structure, although such limited assumptions are known to be misleading when time-lag responses occur. By relating bird functional-group richness to forest patch size and isolation in ten-year intervals (1956, 1965, 1978, 1984, 1993 and 2003), we revealed that birds with different sensitivity to fragmentation display contrasting responses to landscape dynamics in the Brazilian Atlantic Forest. For non-sensitive groups, there was no time-lag in response: the recent degree of isolation best explains their variation in richness, which likely relates to these species' flexibility to adapt to changes in landscape structure. However, for sensitive bird groups, the 1978 patch area was the best explanatory variable, providing evidence for a 25-year time-lag in response to habitat reduction. Time-lag was more likely in landscapes that encompass large patches, which can support temporarily the presence of some sensitive species, even when habitat cover is relatively low. These landscapes potentially support the most threatened populations and should be priorities for restoration efforts to avoid further species loss. Although time-lags provide an opportunity to counteract the negative consequences of fragmentation, it also reinforces the urgency of restoration actions. Fragmented landscapes will be depleted of biodiversity if landscape structure is only maintained, and not improved. The urgency of restoration action may be even higher in landscapes where habitat loss and fragmentation history is older and where no large fragment remained to act temporarily as a refuge.
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
A Novel Connectionist Network for Solving Long Time-Lag Prediction Tasks
Johnson, Keith; MacNish, Cara
Traditional Recurrent Neural Networks (RNNs) perform poorly on learning tasks involving long time-lag dependencies. More recent approaches such as LSTM and its variants significantly improve on RNNs ability to learn this type of problem. We present an alternative approach to encoding temporal dependencies that associates temporal features with nodes rather than state values, where the nodes explicitly encode dependencies over variable time delays. We show promising results comparing the network's performance to LSTM variants on an extended Reber grammar task.
What time-lag for a retraction search on PubMed?
Decullier, Evelyne; Huot, Laure; Maisonneuve, Hervé
2014-06-25
To investigate fraud and errors, scientists have studied cohorts of retraction notices. These researches have been performed using a PubMed search on publication type "retraction of publication" which retrieves the notices of the retractions. We assessed the stability of the indexation of retraction notices over a 15-month period and what was the time-lag to get stability. A search on notices of retraction issued in 2008 was repeated every 3 months during 15 months from February 2011. The first search resulted in 237 notices of retraction. Throughout the study period, 14 discrepancies with the initial search were observed (6%). We found that the number of retraction notices became stable 35 months after the retraction. The time-lag observed in this study has to be taken into account when performing a PubMed search.
Time-lagged intraspecific competition in temporally separated cohorts of a generalist insect.
Barnes, Elizabeth E; Murphy, Shannon M
2018-03-01
Competition can have far-reaching consequences for insect fitness and dispersion. Time-lagged interspecific competition is known to negatively affect fitness, yet time-lagged intraspecific competition is rarely studied outside of outbreak conditions. We tested the impact of competition between larval cohorts of the western tent caterpillar (Malacosoma californicum) feeding on chokecherry (Prunus virginiana). We reared larvae on host plants that either had or did not have feeding damage from tent caterpillars the previous season to test the bottom-up fitness effects of intraspecific competition. We measured host-plant quality to test potential mechanisms for bottom-up effects and conducted field oviposition surveys to determine if female adult tent caterpillars avoided host plants with evidence of prior tent caterpillar presence. We found that time-lagged intraspecific competition impacted tent caterpillar fitness by reducing female pupal mass, which is a predictor of lifetime fitness. We found that plants that had been fed upon by tent caterpillars the previous season had leaves that were significantly tougher than plants that had not been fed upon by tent caterpillars, which may explain why female tent caterpillars suffered reduced fitness on these plants. Finally, we found that there were fewer tent caterpillar egg masses on plants that had tent caterpillars earlier in the season than plants without tent caterpillars, which suggests that adult females avoid these plants for oviposition. Our results confirm that intraspecific competition occurs among tent caterpillars and suggests that time-lagged intraspecific competition has been overlooked as an important component of insect fitness.
Time-lagged autoencoders: Deep learning of slow collective variables for molecular kinetics
Wehmeyer, Christoph; Noé, Frank
2018-06-01
Inspired by the success of deep learning techniques in the physical and chemical sciences, we apply a modification of an autoencoder type deep neural network to the task of dimension reduction of molecular dynamics data. We can show that our time-lagged autoencoder reliably finds low-dimensional embeddings for high-dimensional feature spaces which capture the slow dynamics of the underlying stochastic processes—beyond the capabilities of linear dimension reduction techniques.
Energy Technology Data Exchange (ETDEWEB)
Beckon, William N., E-mail: William_Beckon@fws.gov
2016-07-15
Highlights: • A method for estimating response time in cause-effect relationships is demonstrated. • Predictive modeling is appreciably improved by taking into account this lag time. • Bioaccumulation lag is greater for organisms at higher trophic levels. • This methodology may be widely applicable in disparate disciplines. - Abstract: For bioaccumulative substances, efforts to predict concentrations in organisms at upper trophic levels, based on measurements of environmental exposure, have been confounded by the appreciable but hitherto unknown amount of time it may take for bioaccumulation to occur through various pathways and across several trophic transfers. The study summarized here demonstrates an objective method of estimating this lag time by testing a large array of potential lag times for selenium bioaccumulation, selecting the lag that provides the best regression between environmental exposure (concentration in ambient water) and concentration in the tissue of the target organism. Bioaccumulation lag is generally greater for organisms at higher trophic levels, reaching times of more than a year in piscivorous fish. Predictive modeling of bioaccumulation is improved appreciably by taking into account this lag. More generally, the method demonstrated here may improve the accuracy of predictive modeling in a wide variety of other cause-effect relationships in which lag time is substantial but inadequately known, in disciplines as diverse as climatology (e.g., the effect of greenhouse gases on sea levels) and economics (e.g., the effects of fiscal stimulus on employment).
International Nuclear Information System (INIS)
Beckon, William N.
2016-01-01
Highlights: • A method for estimating response time in cause-effect relationships is demonstrated. • Predictive modeling is appreciably improved by taking into account this lag time. • Bioaccumulation lag is greater for organisms at higher trophic levels. • This methodology may be widely applicable in disparate disciplines. - Abstract: For bioaccumulative substances, efforts to predict concentrations in organisms at upper trophic levels, based on measurements of environmental exposure, have been confounded by the appreciable but hitherto unknown amount of time it may take for bioaccumulation to occur through various pathways and across several trophic transfers. The study summarized here demonstrates an objective method of estimating this lag time by testing a large array of potential lag times for selenium bioaccumulation, selecting the lag that provides the best regression between environmental exposure (concentration in ambient water) and concentration in the tissue of the target organism. Bioaccumulation lag is generally greater for organisms at higher trophic levels, reaching times of more than a year in piscivorous fish. Predictive modeling of bioaccumulation is improved appreciably by taking into account this lag. More generally, the method demonstrated here may improve the accuracy of predictive modeling in a wide variety of other cause-effect relationships in which lag time is substantial but inadequately known, in disciplines as diverse as climatology (e.g., the effect of greenhouse gases on sea levels) and economics (e.g., the effects of fiscal stimulus on employment).
Comparison of time/phase lags in the hard state and plateau state of GRS 1915+105
Energy Technology Data Exchange (ETDEWEB)
Pahari, Mayukh; Yadav, J. S. [Tata Institute of Fundamental Research, Homi Bhabha Road, Mumbai, India (MP) (India); Neilsen, Joseph [Boston University, Boston, MA 02215 (United States); Misra, Ranjeev [Inter University Center for Astronomy and Astrophysics, Pune (India); Uttley, Phil, E-mail: mp@tifr.res.in [Astronomical Institute, " Anton Pannekoek," University of Amsterdam, Science Park 904, 1098-XH Amsterdam (Netherlands)
2013-12-01
We investigate the complex behavior of energy- and frequency-dependent time/phase lags in the plateau state and the radio-quiet hard (χ) state of GRS 1915+105. In our timing analysis, we find that when the source is faint in the radio, quasi-periodic oscillations (QPOs) are observed above 2 Hz and typically exhibit soft lags (soft photons lag hard photons), whereas QPOs in the radio-bright plateau state are found below 2.2 Hz and consistently show hard lags. The phase lag at the QPO frequency is strongly anti-correlated with that frequency, changing sign at 2.2 Hz. However, the phase lag at the frequency of the first harmonic is positive and nearly independent of that frequency at ∼0.172 rad, regardless of the radio emission. The lag energy dependence at the first harmonic is also independent of radio flux. However, the lags at the QPO frequency are negative at all energies during the radio-quiet state, but lags at the QPO frequency during the plateau state are positive at all energies and show a 'reflection-type' evolution of the lag energy spectra with respect to the radio-quiet state. The lag energy dependence is roughly logarithmic, but there is some evidence for a break around 4-6 keV. Finally, the Fourier-frequency-dependent phase lag spectra are fairly flat during the plateau state, but increase from negative to positive during the radio-quiet state. We discuss the implications of our results in light of some generic models.
Analysis of Quasi-periodic Oscillations and Time Lag in Ultraluminous X-Ray Sources with XMM-Newton
Energy Technology Data Exchange (ETDEWEB)
Li, Zi-Jian; Xiao, Guang-Cheng; Zhang, Shu; Ma, Xiang; Yan, Lin-Li; Qu, Jin-Lu [Key Laboratory for Particle Astrophysics, Institute of High Energy Physics, Chinese Academy of Sciences, 19B Yuquan Road, Beijing 100049 (China); Chen, Li; Bu, Qing-Cui; Zhang, Liang, E-mail: lizijian@ihep.ac.cn, E-mail: qujl@ihep.ac.cn [Department of Astronomy, Beijing Normal University, Beijing 100875 (China)
2017-04-10
We investigated the power density spectrum (PDS) and time lag of ultraluminous X-ray sources (ULXs) observed by XMM-Newton . We determined the PDSs for each ULX and found that five of them show intrinsic variability due to obvious quasi-periodic oscillations (QPOs) of mHz–1 Hz, consistent with previous reports. We further investigated these five ULXs to determine their possible time lag. The ULX QPOs exhibit a soft time lag that is linearly related to the QPO frequency. We discuss the likelihood of the ULX QPOs being type-C QPO analogs, and the time lag models. The ULXs might harbor intermediate-mass black holes if their QPOs are type-C QPO analogs. We suggest that the soft lag and the linearity may be due to reverberation.
Nazarieh, F.; Ansari, H.; Ziaei, A. N.; Izady, A.; Davari, K.; Brunner, P.
2018-05-01
The time required for deep percolating water to reach the water table can be considerable in areas with a thick vadose zone. Sustainable groundwater management, therefore, has to consider the spatial and temporal dynamics of groundwater recharge. The key parameters that control the lag time have been widely examined in soil physics using small-scale lysimeters and modeling studies. However, only a small number of studies have analyzed how deep-percolation rates affect groundwater recharge dynamics over large spatial scales. This study examined how the parameters influencing lag time affect groundwater recharge in a semi-arid catchment under irrigation (in northeastern Iran) using a numerical modeling approach. Flow simulations were performed by the MODFLOW-NWT code with the Vadose-Zone Flow (UZF) Package. Calibration of the groundwater model was based on data from 48 observation wells. Flow simulations showed that lag times vary from 1 to more than 100 months. A sensitivity analysis demonstrated that during drought conditions, the lag time was highly sensitive to the rate of deep percolation. The study illustrated two critical points: (1) the importance of providing estimates of the lag time as a basis for sustainable groundwater management, and (2) lag time not only depends on factors such as soil hydraulic conductivity or vadose zone depth but also depends on the deep-percolation rates and the antecedent soil-moisture condition. Therefore, estimates of the lag time have to be associated with specific percolation rates, in addition to depth to groundwater and soil properties.
Dual-anticipating, dual and dual-lag synchronization in modulated time-delayed systems
International Nuclear Information System (INIS)
Ghosh, Dibakar; Chowdhury, A. Roy
2010-01-01
In this Letter, dual synchronization in modulated time delay system using delay feedback controller is proposed. Based on Lyapunov stability theory, we suggest a general method to achieve the dual-anticipating, dual, dual-lag synchronization of time-delayed chaotic systems and we find both its existing and sufficient stability conditions. Numerically it is shown that the dual synchronization is also possible when driving system contain two completely different systems. Effect of parameter mismatch on dual synchronization is also discussed. As an example, numerical simulations for the Mackey-Glass and Ikeda systems are conducted, which is in good agreement with the theoretical analysis.
Sousa, Marcelo R; Jones, Jon P; Frind, Emil O; Rudolph, David L
2013-01-01
In contaminant travel from ground surface to groundwater receptors, the time taken in travelling through the unsaturated zone is known as the unsaturated zone time lag. Depending on the situation, this time lag may or may not be significant within the context of the overall problem. A method is presented for assessing the importance of the unsaturated zone in the travel time from source to receptor in terms of estimates of both the absolute and the relative advective times. A choice of different techniques for both unsaturated and saturated travel time estimation is provided. This method may be useful for practitioners to decide whether to incorporate unsaturated processes in conceptual and numerical models and can also be used to roughly estimate the total travel time between points near ground surface and a groundwater receptor. This method was applied to a field site located in a glacial aquifer system in Ontario, Canada. Advective travel times were estimated using techniques with different levels of sophistication. The application of the proposed method indicates that the time lag in the unsaturated zone is significant at this field site and should be taken into account. For this case, sophisticated and simplified techniques lead to similar assessments when the same knowledge of the hydraulic conductivity field is assumed. When there is significant uncertainty regarding the hydraulic conductivity, simplified calculations did not lead to a conclusive decision. Copyright © 2012 Elsevier B.V. All rights reserved.
Topics in High-Energy Astrophysics: X-ray Time Lags and Gamma-ray Flares
Kroon, John J.
2016-03-01
The Universe is host to a wide variety of high-energy processes that convert gravitational potential energy or rest-mass energy into non-thermal radiation such as bremsstrahlung and synchrotron. Prevailing models of X-ray emission from accreting Black Hole Binaries (BHBs) struggle to simultaneously fit the quiescent X-ray spectrum and the transients which result in the phenomenon known as X-ray time lags. And similarly, classical models of diffusive shock acceleration in pulsar wind nebulae fail to explain the extreme particle acceleration in very short timescales as is inferred from recent gamma-ray flares from the Crab nebula. In this dissertation, I develop new exact analytic models to shed light on these intriguing processes. I take a fresh look at the formation of X-ray time lags in compact sources using a new mathematical approach in which I obtain the exact Green's function solution. The resulting Green's function allows one to explore a variety of injection scenarios, including both monochromatic and broadband (bremsstrahlung) seed photon injection. I obtain the exact solution for the dependence of the time lags on the Fourier frequency, for both homogeneous and inhomogeneous clouds. The model can successfully reproduce both the observed time lags and the quiescent X-ray spectrum using a single set of coronal parameters. I show that the implied coronal radii in the new model are significantly smaller than those obtained in the Monte Carlo simulations, hence greatly reducing the coronal heating problem. Recent bright gamma-ray flares from the Crab nebula observed by AGILE and Fermi reaching GeV energies and lasting several days challenge the contemporary model for particle acceleration in pulsar wind nebulae, specifically the diffusive shock acceleration model. Simulations indicate electron/positron pairs in the Crab nebula pulsar wind must be accelerated up to PeV energies in the presence of ambient magnetic fields with strength B ~100 microG. No
Directory of Open Access Journals (Sweden)
S. N. Naikwad
2009-01-01
Full Text Available A focused time lagged recurrent neural network (FTLR NN with gamma memory filter is designed to learn the subtle complex dynamics of a typical CSTR process. Continuous stirred tank reactor exhibits complex nonlinear operations where reaction is exothermic. It is noticed from literature review that process control of CSTR using neuro-fuzzy systems was attempted by many, but optimal neural network model for identification of CSTR process is not yet available. As CSTR process includes temporal relationship in the input-output mappings, time lagged recurrent neural network is particularly used for identification purpose. The standard back propagation algorithm with momentum term has been proposed in this model. The various parameters like number of processing elements, number of hidden layers, training and testing percentage, learning rule and transfer function in hidden and output layer are investigated on the basis of performance measures like MSE, NMSE, and correlation coefficient on testing data set. Finally effects of different norms are tested along with variation in gamma memory filter. It is demonstrated that dynamic NN model has a remarkable system identification capability for the problems considered in this paper. Thus FTLR NN with gamma memory filter can be used to learn underlying highly nonlinear dynamics of the system, which is a major contribution of this paper.
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...
Lavner, Justin A; Clark, Malissa A
2017-08-01
Although many studies have found that higher workloads covary with lower levels of marital satisfaction, the question of whether workloads may also predict changes in marital satisfaction over time has been overlooked. To address this question, we investigated the lagged association between own and partner workload and marital satisfaction using eight waves of data collected every 6 months over the first four years of marriage from 172 heterosexual couples. Significant crossover, but not spillover, effects were found, indicating that partners of individuals with higher workloads at one time point experience greater declines in marital satisfaction by the following time point compared to the partners of individuals with lower workloads. These effects were not moderated by gender or parental status. These findings suggest that higher partner workloads can prove deleterious for relationship functioning over time and call for increased attention to the long-term effects of spillover and crossover from work to marital functioning.
Wang, Fang; Wang, Lin; Chen, Yuming
2017-08-31
In order to investigate the time-dependent cross-correlations of fine particulate (PM2.5) series among neighboring cities in Northern China, in this paper, we propose a new cross-correlation coefficient, the time-lagged q-L dependent height crosscorrelation coefficient (denoted by p q (τ, L)), which incorporates the time-lag factor and the fluctuation amplitude information into the analogous height cross-correlation analysis coefficient. Numerical tests are performed to illustrate that the newly proposed coefficient ρ q (τ, L) can be used to detect cross-correlations between two series with time lags and to identify different range of fluctuations at which two series possess cross-correlations. Applying the new coefficient to analyze the time-dependent cross-correlations of PM2.5 series between Beijing and the three neighboring cities of Tianjin, Zhangjiakou, and Baoding, we find that time lags between the PM2.5 series with larger fluctuations are longer than those between PM2.5 series withsmaller fluctuations. Our analysis also shows that cross-correlations between the PM2.5 series of two neighboring cities are significant and the time lags between two PM2.5 series of neighboring cities are significantly non-zero. These findings providenew scientific support on the view that air pollution in neighboring cities can affect one another not simultaneously but with a time lag.
Estimating and Analyzing Savannah Phenology with a Lagged Time Series Model
DEFF Research Database (Denmark)
Boke-Olen, Niklas; Lehsten, Veiko; Ardo, Jonas
2016-01-01
cycle due to their areal coverage and can have an effect on the food security in regions that depend on subsistence farming. In this study we investigate how soil moisture, mean annual precipitation, and day length control savannah phenology by developing a lagged time series model. The model uses...... climate data for 15 flux tower sites across four continents, and normalized difference vegetation index from satellite to optimize a statistical phenological model. We show that all three variables can be used to estimate savannah phenology on a global scale. However, it was not possible to create...... a simplified savannah model that works equally well for all sites on the global scale without inclusion of more site specific parameters. The simplified model showed no bias towards tree cover or between continents and resulted in a cross-validated r2 of 0.6 and root mean squared error of 0.1. We therefore...
DEFF Research Database (Denmark)
Kjærgaard, Mikkel Baun; Blunck, Henrik; Wüstenberg, Markus
2013-01-01
that quantify how humans move, interact and group. In this paper we propose methods for detecting two common pedestrian movement patterns, namely individual following relations and group leadership. The proposed methods for identifying following patterns employ machine learning on features derived using...... similarity analysis on time lagged sequences of WiFi measurements containing either raw signal strength values or derived locations. To detect leadership we combine the individual following relations into directed graphs and detect leadership within groups by graph link analysis. Methods for detecting...... for following patterns and up to twenty percentage points for leadership patterns. Our method is, contrary to state of the art, also applicable in challenging indoor environments, e.g., multi-story buildings. This implies that even quite small samples allow us to detect information such as how events...
A Method to Determine Oscillation Emergence Bifurcation in Time-Delayed LTI System with Single Lag
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Yu Xiaodan
2014-01-01
Full Text Available One type of bifurcation named oscillation emergence bifurcation (OEB found in time-delayed linear time invariant (abbr. LTI systems is fully studied. The definition of OEB is initially put forward according to the eigenvalue variation. It is revealed that a real eigenvalue splits into a pair of conjugated complex eigenvalues when an OEB occurs, which means the number of the system eigenvalues will increase by one and a new oscillation mode will emerge. Next, a method to determine OEB bifurcation in the time-delayed LTI system with single lag is developed based on Lambert W function. A one-dimensional (1-dim time-delayed system is firstly employed to explain the mechanism of OEB bifurcation. Then, methods to determine the OEB bifurcation in 1-dim, 2-dim, and high-dimension time-delayed LTI systems are derived. Finally, simulation results validate the correctness and effectiveness of the presented method. Since OEB bifurcation occurs with a new oscillation mode emerging, work of this paper is useful to explore the complex phenomena and the stability of time-delayed dynamic systems.
Combining Fourier and lagged k-nearest neighbor imputation for biomedical time series data.
Rahman, Shah Atiqur; Huang, Yuxiao; Claassen, Jan; Heintzman, Nathaniel; Kleinberg, Samantha
2015-12-01
Most clinical and biomedical data contain missing values. A patient's record may be split across multiple institutions, devices may fail, and sensors may not be worn at all times. While these missing values are often ignored, this can lead to bias and error when the data are mined. Further, the data are not simply missing at random. Instead the measurement of a variable such as blood glucose may depend on its prior values as well as that of other variables. These dependencies exist across time as well, but current methods have yet to incorporate these temporal relationships as well as multiple types of missingness. To address this, we propose an imputation method (FLk-NN) that incorporates time lagged correlations both within and across variables by combining two imputation methods, based on an extension to k-NN and the Fourier transform. This enables imputation of missing values even when all data at a time point is missing and when there are different types of missingness both within and across variables. In comparison to other approaches on three biological datasets (simulated and actual Type 1 diabetes datasets, and multi-modality neurological ICU monitoring) the proposed method has the highest imputation accuracy. This was true for up to half the data being missing and when consecutive missing values are a significant fraction of the overall time series length. Copyright © 2015 Elsevier Inc. All rights reserved.
Methods of Reverberation Mapping. I. Time-lag Determination by Measures of Randomness
Energy Technology Data Exchange (ETDEWEB)
Chelouche, Doron; Pozo-Nuñez, Francisco [Department of Physics, Faculty of Natural Sciences, University of Haifa, Haifa 3498838 (Israel); Zucker, Shay, E-mail: doron@sci.haifa.ac.il, E-mail: francisco.pozon@gmail.com, E-mail: shayz@post.tau.ac.il [Department of Geosciences, Raymond and Beverly Sackler Faculty of Exact Sciences, Tel Aviv University, Tel Aviv 6997801 (Israel)
2017-08-01
A class of methods for measuring time delays between astronomical time series is introduced in the context of quasar reverberation mapping, which is based on measures of randomness or complexity of the data. Several distinct statistical estimators are considered that do not rely on polynomial interpolations of the light curves nor on their stochastic modeling, and do not require binning in correlation space. Methods based on von Neumann’s mean-square successive-difference estimator are found to be superior to those using other estimators. An optimized von Neumann scheme is formulated, which better handles sparsely sampled data and outperforms current implementations of discrete correlation function methods. This scheme is applied to existing reverberation data of varying quality, and consistency with previously reported time delays is found. In particular, the size–luminosity relation of the broad-line region in quasars is recovered with a scatter comparable to that obtained by other works, yet with fewer assumptions made concerning the process underlying the variability. The proposed method for time-lag determination is particularly relevant for irregularly sampled time series, and in cases where the process underlying the variability cannot be adequately modeled.
The WS transform for the Kuramoto model with distributed amplitudes, phase lag and time delay
Lohe, M. A.
2017-12-01
We apply the Watanabe-Strogatz (WS) transform to a generalized Kuramoto model with distributed parameters describing the amplitude of oscillation, phase lag, and time delay at each node of the system. The model has global coupling and identical frequencies, but allows for repulsive interactions at arbitrary nodes leading to conformist-contrarian phenomena together with variable amplitude and time-delay effects. We show how to determine the initial values of the WS system for any initial conditions for the Kuramoto system, and investigate the asymptotic behaviour of the WS variables. For the case of zero time delay the possible asymptotic configurations are determined by the sign of a single parameter μ which measures whether or not the attractive nodes dominate the repulsive nodes. If μ>0 the system completely synchronizes from general initial conditions, whereas if μ<0 one of two types of phase-locked synchronization occurs, depending on the initial values, while for μ=0 periodic solutions can occur. For the case of arbitrary non-uniform time delays we derive a stability condition for completely synchronized solutions.
State space modeling of time-varying contemporaneous and lagged relations in connectivity maps.
Molenaar, Peter C M; Beltz, Adriene M; Gates, Kathleen M; Wilson, Stephen J
2016-01-15
Most connectivity mapping techniques for neuroimaging data assume stationarity (i.e., network parameters are constant across time), but this assumption does not always hold true. The authors provide a description of a new approach for simultaneously detecting time-varying (or dynamic) contemporaneous and lagged relations in brain connectivity maps. Specifically, they use a novel raw data likelihood estimation technique (involving a second-order extended Kalman filter/smoother embedded in a nonlinear optimizer) to determine the variances of the random walks associated with state space model parameters and their autoregressive components. The authors illustrate their approach with simulated and blood oxygen level-dependent functional magnetic resonance imaging data from 30 daily cigarette smokers performing a verbal working memory task, focusing on seven regions of interest (ROIs). Twelve participants had dynamic directed functional connectivity maps: Eleven had one or more time-varying contemporaneous ROI state loadings, and one had a time-varying autoregressive parameter. Compared to smokers without dynamic maps, smokers with dynamic maps performed the task with greater accuracy. Thus, accurate detection of dynamic brain processes is meaningfully related to behavior in a clinical sample. Published by Elsevier Inc.
Liu, Shelley H; Bobb, Jennifer F; Lee, Kyu Ha; Gennings, Chris; Claus Henn, Birgit; Bellinger, David; Austin, Christine; Schnaas, Lourdes; Tellez-Rojo, Martha M; Hu, Howard; Wright, Robert O; Arora, Manish; Coull, Brent A
2018-07-01
The impact of neurotoxic chemical mixtures on children's health is a critical public health concern. It is well known that during early life, toxic exposures may impact cognitive function during critical time intervals of increased vulnerability, known as windows of susceptibility. Knowledge on time windows of susceptibility can help inform treatment and prevention strategies, as chemical mixtures may affect a developmental process that is operating at a specific life phase. There are several statistical challenges in estimating the health effects of time-varying exposures to multi-pollutant mixtures, such as: multi-collinearity among the exposures both within time points and across time points, and complex exposure-response relationships. To address these concerns, we develop a flexible statistical method, called lagged kernel machine regression (LKMR). LKMR identifies critical exposure windows of chemical mixtures, and accounts for complex non-linear and non-additive effects of the mixture at any given exposure window. Specifically, LKMR estimates how the effects of a mixture of exposures change with the exposure time window using a Bayesian formulation of a grouped, fused lasso penalty within a kernel machine regression (KMR) framework. A simulation study demonstrates the performance of LKMR under realistic exposure-response scenarios, and demonstrates large gains over approaches that consider each time window separately, particularly when serial correlation among the time-varying exposures is high. Furthermore, LKMR demonstrates gains over another approach that inputs all time-specific chemical concentrations together into a single KMR. We apply LKMR to estimate associations between neurodevelopment and metal mixtures in Early Life Exposures in Mexico and Neurotoxicology, a prospective cohort study of child health in Mexico City.
Birkeland, Marianne Skogbrott; Nielsen, Morten Birkeland; Knardahl, Stein; Heir, Trond
2016-05-01
The impact of leadership practices on employee health may be especially evident after extreme events that have physical, psychological, or material consequences for the members of an organization. In this prospective study, we aimed to examine the association between leadership behavior and psychological distress in employees who had experienced a workplace terror attack. Ten and 22 months after the 2011 Oslo bombing attack targeting their workplace, ministerial employees (n = 2272) responded to a questionnaire assessing fair, empowering, supportive, and laissez-faire leadership, as well as psychological distress. Cross-sectional and time-lagged associations between the constructs were tested using structural equation modeling. Cross-sectionally, higher levels of supportive leadership were associated with lower levels of psychological distress. Longitudinally, negative relationships were found between psychological distress and subsequent ratings of fair and empowering leadership. Supportive leadership was associated with employees' psychological health after trauma, but seems not to have long-term effects on subsequent psychological distress. Rather, psychological distress may lead the employees to perceive their leaders as more negative across time.
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.
Comparison of Time/Phase Lags in the Hard State and Plateau State of GRS 1915+105
Pahari, M.; Neilsen, J.; Yadav, J.S.; Misra, R.; Uttley, P.
2013-01-01
We investigate the complex behavior of energy- and frequency-dependent time/phase lags in the plateau state and the radio-quiet hard (χ) state of GRS 1915+105. In our timing analysis, we find that when the source is faint in the radio, quasi-periodic oscillations (QPOs) are observed above 2 Hz and
Intelligent Noise Removal from EMG Signal Using Focused Time-Lagged Recurrent Neural Network
Directory of Open Access Journals (Sweden)
S. N. Kale
2009-01-01
Full Text Available Electromyography (EMG signals can be used for clinical/biomedical application and modern human computer interaction. EMG signals acquire noise while traveling through tissue, inherent noise in electronics equipment, ambient noise, and so forth. ANN approach is studied for reduction of noise in EMG signal. In this paper, it is shown that Focused Time-Lagged Recurrent Neural Network (FTLRNN can elegantly solve to reduce the noise from EMG signal. After rigorous computer simulations, authors developed an optimal FTLRNN model, which removes the noise from the EMG signal. Results show that the proposed optimal FTLRNN model has an MSE (Mean Square Error as low as 0.000067 and 0.000048, correlation coefficient as high as 0.99950 and 0.99939 for noise signal and EMG signal, respectively, when validated on the test dataset. It is also noticed that the output of the estimated FTLRNN model closely follows the real one. This network is indeed robust as EMG signal tolerates the noise variance from 0.1 to 0.4 for uniform noise and 0.30 for Gaussian noise. It is clear that the training of the network is independent of specific partitioning of dataset. It is seen that the performance of the proposed FTLRNN model clearly outperforms the best Multilayer perceptron (MLP and Radial Basis Function NN (RBF models. The simple NN model such as the FTLRNN with single-hidden layer can be employed to remove noise from EMG signal.
Directory of Open Access Journals (Sweden)
Kimberly J Van Meter
Full Text Available Nutrient legacies in anthropogenic landscapes, accumulated over decades of fertilizer application, lead to time lags between implementation of conservation measures and improvements in water quality. Quantification of such time lags has remained difficult, however, due to an incomplete understanding of controls on nutrient depletion trajectories after changes in land-use or management practices. In this study, we have developed a parsimonious watershed model for quantifying catchment-scale time lags based on both soil nutrient accumulations (biogeochemical legacy and groundwater travel time distributions (hydrologic legacy. The model accurately predicted the time lags observed in an Iowa watershed that had undergone a 41% conversion of area from row crop to native prairie. We explored the time scales of change for stream nutrient concentrations as a function of both natural and anthropogenic controls, from topography to spatial patterns of land-use change. Our results demonstrate that the existence of biogeochemical nutrient legacies increases time lags beyond those due to hydrologic legacy alone. In addition, we show that the maximum concentration reduction benefits vary according to the spatial pattern of intervention, with preferential conversion of land parcels having the shortest catchment-scale travel times providing proportionally greater concentration reductions as well as faster response times. In contrast, a random pattern of conversion results in a 1:1 relationship between percent land conversion and percent concentration reduction, irrespective of denitrification rates within the landscape. Our modeling framework allows for the quantification of tradeoffs between costs associated with implementation of conservation measures and the time needed to see the desired concentration reductions, making it of great value to decision makers regarding optimal implementation of watershed conservation measures.
Directory of Open Access Journals (Sweden)
M. Brändle
2012-04-01
Full Text Available The time between introduction of an alien species and escape from cultivation shows considerable variation among species. One hypothesis to explain this variation of the time lag invokes the evolution of genotypes adapted to the conditions of the new environment. Here, we analyse the variation in time lags among 53 alien woody plant species in Germany. Accounting for the effects of time since introduction, growth form (trees versus shrubs, biogeography and taxonomic isolation (presence or absence of a native congener in the adventive area we found that the time lag decreases with increasing polyploidization. By contrast, the haploid chromosome number was not significantly related to the time lag. These results provide evidence for the hypothesis that recent genome duplication events are important for a fast escape from cultivation of an alien woody plant species. We suggest that a large number of duplicated chromosomes increase the partitioning of the genome and hence the average rate of recombination between loci facilitating the formation of adaptive genotypes.
International Nuclear Information System (INIS)
Ahmed, A.; Tariq, J.A.; Ahmad, N.; Iqbal, N.
2001-05-01
During the flood season, sometimes discharge peaks in two tributaries of the Indus River System coincide at the point of confluence and their cumulative effect threatens the downstream barrage/headworks. Reasonably accurate lag time (transit time) between different control points in relation to discharge helps mange flood routing more safely. As a part of S tudy of Lag Time of the Indus River Suystem , radioactive tracer experiment was conducted to determine the lag time between Marala Barrage and Khanki Headworks at the river Chenab. Discharge data shows that the maximum flood peak appears in August. In the monsoon period of the year 1999 the floods were low. So the radiotracer experiment was carried out at low discharge of about 538 m/sup 3/ sec/sup-1/ (19000 cusecs). An activity of about 2 Ci of /sup 82/Br radioactive tracer was injected instantaneously in the river at Marala on 1st September 1999 at 0640 hours. Monitoring of radioactivity by scintillation detectors (sodium iodide) was done at Khanki Headworks. The peak value of activity was found on September 2, 1999 at 0005 hours. The lag time was determined as 17 hours and 25 minutes. At this discharge level the river water travelled with the average speed of 3.69 km/hr. (author)
Continuous Time Structural Equation Modeling with R Package ctsem
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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.
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Hanlu Gao
2017-04-01
Full Text Available Background: A large number of studies have reported the relationship between ambient temperature and mortality. However, few studies have focused on the effects of high temperatures on cardio-cerebrovascular diseases mortality (CCVDM and their acute events (ACCVDM. Objective: To assess the threshold temperature and time lag effects on daily excess mortality in Harbin, China. Methods: A generalized additive model (GAM with a Poisson distribution was used to investigate the relative risk of mortality for each 1 °C increase above the threshold temperature and their time lag effects in Harbin, China. Results: High temperature threshold was 26 °C in Harbin. Heat effects were immediate and lasted for 0–6 and 0–4 days for CCVDM and ACCVDM, respectively. The acute cardiovascular disease mortality (ACVDM seemed to be more sensitive to temperature than cardiovascular disease mortality (CVDM with higher death risk and shorter time lag effects. The lag effects lasted longer for cerebrovascular disease mortality (CBDM than CVDM; so did ACBDM compared to ACVDM. Conclusion: Hot temperatures increased CCVDM and ACCVDM in Harbin, China. Public health intervention strategies for hot temperatures adaptation should be concerned.
Novak, Matthew T; Yuan, Fan; Reichert, William M
2010-10-01
Little is known mechanistically about why implanted glucose sensors lag behind blood glucose levels in both the time to peak sensor response and the magnitude of peak sensor response. A mathematical model of glucose transport from capillaries through surrounding tissue to the sensor surface was constructed to address how different aspects of the tissue affect glucose transport to an implanted sensor. Physiologically relevant values of capsule diffusion coefficient, capsule porosity, cellular glucose consumption, capsule thickness, and subcutaneous vessel density were used as inputs to create simulated sensor traces that mimic experimental instances of time lag and concentration attenuation relative to a given blood glucose profile. Using logarithmic sensitivity analysis, each parameter was analyzed to study the effect of these variables on both lag and attenuation. Results identify capsule thickness as the strongest determinant of sensor time lag, while subcutaneous vessel density and capsule porosity had the largest effects on attenuation of glucose that reaches the sensor surface. These findings provide mechanistic insight for the rational design of sensor modifications that may alleviate the deleterious consequences of tissue effects on implanted sensor performance.
Rapid increases and time-lagged declines in amphibian occupancy after wildfire.
Hossack, Blake R; Lowe, Winsor H; Corn, Paul Stephen
2013-02-01
Climate change is expected to increase the frequency and severity of drought and wildfire. Aquatic and moisture-sensitive species, such as amphibians, may be particularly vulnerable to these modified disturbance regimes because large wildfires often occur during extended droughts and thus may compound environmental threats. However, understanding of the effects of wildfires on amphibians in forests with long fire-return intervals is limited. Numerous stand-replacing wildfires have occurred since 1988 in Glacier National Park (Montana, U.S.A.), where we have conducted long-term monitoring of amphibians. We measured responses of 3 amphibian species to fires of different sizes, severity, and age in a small geographic area with uniform management. We used data from wetlands associated with 6 wildfires that burned between 1988 and 2003 to evaluate whether burn extent and severity and interactions between wildfire and wetland isolation affected the distribution of breeding populations. We measured responses with models that accounted for imperfect detection to estimate occupancy during prefire (0-4 years) and different postfire recovery periods. For the long-toed salamander (Ambystoma macrodactylum) and Columbia spotted frog (Rana luteiventris), occupancy was not affected for 6 years after wildfire. But 7-21 years after wildfire, occupancy for both species decreased ≥ 25% in areas where >50% of the forest within 500 m of wetlands burned. In contrast, occupancy of the boreal toad (Anaxyrus boreas) tripled in the 3 years after low-elevation forests burned. This increase in occupancy was followed by a gradual decline. Our results show that accounting for magnitude of change and time lags is critical to understanding population dynamics of amphibians after large disturbances. Our results also inform understanding of the potential threat of increases in wildfire frequency or severity to amphibians in the region. ©2012 Society for Conservation Biology.
Lagged PM2.5 effects in mortality time series: Critical impact of covariate model
The two most common approaches to modeling the effects of air pollution on mortality are the Harvard and the Johns Hopkins (NMMAPS) approaches. These two approaches, which use different sets of covariates, result in dissimilar estimates of the effect of lagged fine particulate ma...
International Nuclear Information System (INIS)
Feng Cunfang; Guan Wei; Wang Yinghai
2013-01-01
We investigate different types of projective (projective-anticipating, projective and projective-lag) synchronization in unidirectionally nonlinearly coupled time-delayed chaotic systems with variable time delays. Based on the Krasovskii–Lyapunov approach, we find both the existence and sufficient stability conditions, using a general class of time-delayed chaotic systems related to optical bistable or hybrid optical bistable devices. Our method has the advantage that it requires only one nonlinearly coupled term to achieve different types of projective synchronization in time-delayed chaotic systems with variable time delays. Compared with other existing works, our result provides an easy way to achieve projective-anticipating, projective and projective-lag synchronization. Numerical simulations of the Ikeda system are given to demonstrate the validity of the proposed method. (paper)
Aaltonen, Sari; Latvala, Antti; Rose, Richard J; Kujala, Urho M; Kaprio, Jaakko; Silventoinen, Karri
2016-12-15
Physical activity and academic performance are positively associated, but the direction of the association is poorly understood. This longitudinal study examined the direction and magnitude of the associations between leisure-time physical activity and academic performance throughout adolescence and young adulthood. The participants were Finnish twins (from 2,859 to 4,190 individuals/study wave) and their families. In a cross-lagged path model, higher academic performance at ages 12, 14 and 17 predicted higher leisure-time physical activity at subsequent time-points (standardized path coefficient at age 14: 0.07 (p academic performance. A cross-lagged model of co-twin differences suggested that academic performance and subsequent physical activity were not associated due to the environmental factors shared by co-twins. Our findings suggest that better academic performance in adolescence modestly predicts more frequent leisure-time physical activity in late adolescence and young adulthood.
Wang, L; Butcher, A S; Stuart, M E; Gooddy, D C; Bloomfield, J P
2013-10-01
Nitrate pollution in groundwater, which is mainly from agricultural activities, remains an international problem. It threatens the environment, economics and human health. There is a rising trend in nitrate concentrations in many UK groundwater bodies. Research has shown it can take decades for leached nitrate from the soil to discharge into groundwater and surface water due to the 'store' of nitrate and its potentially long travel time in the unsaturated and saturated zones. However, this time lag is rarely considered in current water nitrate management and policy development. The aim of this study was to develop a catchment-scale integrated numerical method to investigate the nitrate lag time in the groundwater system, and the Eden Valley, UK, was selected as a case study area. The method involves three models, namely the nitrate time bomb-a process-based model to simulate the nitrate transport in the unsaturated zone (USZ), GISGroundwater--a GISGroundwater flow model, and N-FM--a model to simulate the nitrate transport in the saturated zone. This study answers the scientific questions of when the nitrate currently in the groundwater was loaded into the unsaturated zones and eventually reached the water table; is the rising groundwater nitrate concentration in the study area caused by historic nitrate load; what caused the uneven distribution of groundwater nitrate concentration in the study area; and whether the historic peak nitrate loading has reached the water table in the area. The groundwater nitrate in the area was mainly from the 1980s to 2000s, whilst the groundwater nitrate in most of the source protection zones leached into the system during 1940s-1970s; the large and spatially variable thickness of the USZ is one of the major reasons for unevenly distributed groundwater nitrate concentrations in the study area; the peak nitrate loading around 1983 has affected most of the study area. For areas around the Bowscar, Beacon Edge, Low Plains, Nord Vue
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...
Directory of Open Access Journals (Sweden)
Farahmand-Mehr Mohammad
2014-01-01
Full Text Available In this paper, a hybrid flow shop scheduling problem with a new approach considering time lags and sequence-dependent setup time in realistic situations is presented. Since few works have been implemented in this field, the necessity of finding better solutions is a motivation to extend heuristic or meta-heuristic algorithms. This type of production system is found in industries such as food processing, chemical, textile, metallurgical, printed circuit board, and automobile manufacturing. A mixed integer linear programming (MILP model is proposed to minimize the makespan. Since this problem is known as NP-Hard class, a meta-heuristic algorithm, named Genetic Algorithm (GA, and three heuristic algorithms (Johnson, SPTCH and Palmer are proposed. Numerical experiments of different sizes are implemented to evaluate the performance of presented mathematical programming model and the designed GA in compare to heuristic algorithms and a benchmark algorithm. Computational results indicate that the designed GA can produce near optimal solutions in a short computational time for different size problems.
The importance of lag time extension in determining bacterial resistance to\\ud antibiotics
Li, Bing; Qiu, Yong; Shi, Hanchang; Yin, Huabing
2016-01-01
It is widely appreciated that widespread antibiotic resistance has significantly reduced the utility of today’s antibiotics. Many antibiotics now fail to cure infectious diseases, although they are classified as effective bactericidal agents based on antibiotic susceptibility tests. Here, via kinetic growth assays, we evaluated the effects of 12 commonly used antibiotics on the lag phase of a range of pure environmental isolates and sludge bacterial communities of high diversity. We show that...
Lamolda, Héctor; Felpeto, Alicia; Bethencourt, Abelardo
2017-07-01
Between 2011 and 2014 there were at least seven episodes of magmatic intrusion in El Hierro Island, but only the first one led to a submarine eruption in 2011-2012. In order to study the relationship between GPS deformation and seismicity during these episodes, we compare the temporal evolution of the deformation with the cumulative seismic energy released. In some of the episodes both deformation and seismicity evolve in a very similar way, but in others a time lag appears between them, in which the deformation precedes the seismicity. Furthermore, a linear correlation between decimal logarithm of intruded magma volume and decimal logarithm of total seismic energy released along the different episodes has been observed. Therefore, if a future magmatic intrusion in El Hierro Island follows this behavior with a proper time lag, we could have an a priori estimate on the order of magnitude the seismic energy released would reach.
Aaltonen, Sari; Latvala, Antti; Rose, Richard J.; Kujala, Urho; Kaprio, Jaakko; Silventoinen, Karri
2016-01-01
Physical activity and academic performance are positively associated, but the direction of the association is poorly understood. This longitudinal study examined the direction and magnitude of the associations between leisure-time physical activity and academic performance throughout adolescence and young adulthood. The participants were Finnish twins (from 2,859 to 4,190 individuals/study wave) and their families. In a cross-lagged path model, higher academic performance at ages 12, 14 and 1...
Directory of Open Access Journals (Sweden)
Mahmoud Paripour
2014-08-01
Full Text Available In this paper, the Bernstein polynomials are used to approximatethe solutions of linear integral equations with multiple time lags (IEMTL through expansion methods (collocation method, partition method, Galerkin method. The method is discussed in detail and illustrated by solving some numerical examples. Comparison between the exact and approximated results obtained from these methods is carried out
DEFF Research Database (Denmark)
Bo Nielsen, Jesper; Sørensen, Jens Ahm; Nielsen, Flemming
2009-01-01
The influence of physicochemical properties of nine model compounds on lag time, skin deposition, and percutaneous penetration was evaluated. Static diffusion cells mounted with human skin were used as the experimental model, and experiments were carried out in accordance with Organization for Ec...... agencies using experimental data for assessing systemic toxicity following dermal exposures as for development of structure activity relationships for dermal absorption of chemicals....
... lose time. Symptoms of jet lag include: Trouble falling asleep or waking up Tiredness during the day ... at your destination. For longer trips, before you leave, try to adapt to the time schedule of ...
EVOLUTION OF THE CROSS-CORRELATION AND TIME LAG OF 4U 1735-44 ALONG THE BRANCHES
International Nuclear Information System (INIS)
Lei Yajuan; Zhang Haotong; Zhang Chengmin; Yuan Hailong; Dong Yiqiao; Zhao Yongheng; Zhang Yanxia; Qu Jinlu; Song Liming; Wang Dehua; Yin Hongxing
2013-01-01
We analyze the cross-correlation function between the soft and hard X-rays of atoll source 4U 1735-44 with RXTE data, and find anti-correlated soft and hard time lags of about a hecto-second. In the island state, the observations do not show any obvious correlations, and most observations of the banana branch show a positive correlation. However, anti-correlations are detected in the upper banana branch. These results are different from those of Z-sources (Cyg X-2, GX 5-1), where anti-correlations are detected in the horizontal branch and upper normal branch. In this case, the lag timescales of both this atoll and Z-sources are found to be similar, at a magnitude of several tens to hundreds of seconds. As a comparison, it is noted that anti-correlated lags lasting thousands of seconds have been reported from several black hole candidates in their intermediate states. In addition, for an observation containing four segments that show positive or anti-correlation, we analyze the spectral evolution with the hybrid model. In the observation, the anti-correlation is detected at the highest flux. The fitting results show that the Comptonized component is not the lowest at the highest flux, which suggests that the anti-correlation corresponds to the transition between the soft and hard states. Finally, we compare the corresponding results of atoll source 4U 1735-44 with those observed in Z-sources and black hole candidates, and the possible origins of the anti-correlated time lags are discussed
EVOLUTION OF THE CROSS-CORRELATION AND TIME LAG OF 4U 1735-44 ALONG THE BRANCHES
Energy Technology Data Exchange (ETDEWEB)
Lei Yajuan; Zhang Haotong; Zhang Chengmin; Yuan Hailong; Dong Yiqiao; Zhao Yongheng; Zhang Yanxia [Key Laboratory of Optical Astronomy, National Astronomical Observatories, Chinese Academy of Sciences, Beijing 100012 (China); Qu Jinlu; Song Liming [Particle Astrophysics Center, Institute of High Energy Physics, Chinese Academy of Sciences, Beijing 100049 (China); Wang Dehua [Astronomy Department, Beijing Normal University, Beijing 100875 (China); Yin Hongxing, E-mail: leiyjcwmy@163.com [School of Space Science and Physics, Shandong University, Weihai 264209 (China)
2013-09-15
We analyze the cross-correlation function between the soft and hard X-rays of atoll source 4U 1735-44 with RXTE data, and find anti-correlated soft and hard time lags of about a hecto-second. In the island state, the observations do not show any obvious correlations, and most observations of the banana branch show a positive correlation. However, anti-correlations are detected in the upper banana branch. These results are different from those of Z-sources (Cyg X-2, GX 5-1), where anti-correlations are detected in the horizontal branch and upper normal branch. In this case, the lag timescales of both this atoll and Z-sources are found to be similar, at a magnitude of several tens to hundreds of seconds. As a comparison, it is noted that anti-correlated lags lasting thousands of seconds have been reported from several black hole candidates in their intermediate states. In addition, for an observation containing four segments that show positive or anti-correlation, we analyze the spectral evolution with the hybrid model. In the observation, the anti-correlation is detected at the highest flux. The fitting results show that the Comptonized component is not the lowest at the highest flux, which suggests that the anti-correlation corresponds to the transition between the soft and hard states. Finally, we compare the corresponding results of atoll source 4U 1735-44 with those observed in Z-sources and black hole candidates, and the possible origins of the anti-correlated time lags are discussed.
Xu, Y Zh; Métris, A; Stasinopoulos, D M; Forsythe, S J; Sutherland, J P
2015-02-01
The effect of heat stress and subsequent recovery temperature on the individual cellular lag of Cronobacter turicensis was analysed using optical density measurements. Low numbers of cells were obtained through serial dilution and the time to reach an optical density of 0.035 was determined. Assuming the lag of a single cell follows a shifted Gamma distribution with a fixed shape parameter, the effect of recovery temperature on the individual lag of untreated and sublethally heat treated cells of Cr. turicensis were modelled. It was found that the shift parameter (Tshift) increased asymptotically as the temperature decreased while the logarithm of the scale parameter (θ) decreased linearly with recovery temperature. To test the validity of the model in food, growth of low numbers of untreated and heat treated Cr. turicensis in artificially contaminated infant first milk was measured experimentally and compared with predictions obtained by Monte Carlo simulations. Although the model for untreated cells slightly underestimated the actual growth in first milk at low temperatures, the model for heat treated cells was in agreement with the data derived from the challenge tests and provides a basis for reliable quantitative microbiological risk assessments for Cronobacter spp. in infant milk. Copyright © 2014 Elsevier Ltd. All rights reserved.
Miled, Rabeb Bennour; Guillier, Laurent; Neves, Sandra; Augustin, Jean-Christophe; Colin, Pierre; Besse, Nathalie Gnanou
2011-06-01
Cells of six strains of Cronobacter were subjected to dry stress and stored for 2.5 months at ambient temperature. The individual cell lag time distributions of recovered cells were characterized at 25 °C and 37 °C in non-selective broth. The individual cell lag times were deduced from the times taken by cultures from individual cells to reach an optical density threshold. In parallel, growth curves for each strain at high contamination levels were determined in the same growth conditions. In general, the extreme value type II distribution with a shape parameter fixed to 5 (EVIIb) was the most effective at describing the 12 observed distributions of individual cell lag times. Recently, a model for characterizing individual cell lag time distribution from population growth parameters was developed for other food-borne pathogenic bacteria such as Listeria monocytogenes. We confirmed this model's applicability to Cronobacter by comparing the mean and the standard deviation of individual cell lag times to populational lag times observed with high initial concentration experiments. We also validated the model in realistic conditions by studying growth in powdered infant formula decimally diluted in Buffered Peptone Water, which represents the first enrichment step of the standard detection method for Cronobacter. Individual lag times and the pooling of samples significantly affect detection performances. Copyright © 2010 Elsevier Ltd. All rights reserved.
Kumar, Dinesh; Rai, K N
2017-07-01
In this paper, we investigated the thermal behavior in living biological tissues using time fractional dual-phase-lag bioheat transfer (DPLBHT) model subjected to Dirichelt boundary condition in presence of metabolic and electromagnetic heat sources during thermal therapy. We solved this bioheat transfer model using finite element Legendre wavelet Galerkin method (FELWGM) with help of block pulse function in sense of Caputo fractional order derivative. We compared the obtained results from FELWGM and exact method in a specific case, and found a high accuracy. Results are interpreted in the form of standard and anomalous cases for taking different order of time fractional DPLBHT model. The time to achieve hyperthermia position is discussed in both cases as standard and time fractional order derivative. The success of thermal therapy in the treatment of metastatic cancerous cell depends on time fractional order derivative to precise prediction and control of temperature. The effect of variability of parameters such as time fractional derivative, lagging times, blood perfusion coefficient, metabolic heat source and transmitted power on dimensionless temperature distribution in skin tissue is discussed in detail. The physiological parameters has been estimated, corresponding to the value of fractional order derivative for hyperthermia treatment therapy. Copyright © 2017 Elsevier Ltd. All rights reserved.
Potter, William J.
2018-01-01
Blazar jets are renowned for their rapid violent variability and multiwavelength flares, however, the physical processes responsible for these flares are not well understood. In this paper, we develop a time-dependent inhomogeneous fluid jet emission model for blazars. We model optically thick radio flares for the first time and show that they are delayed with respect to the prompt optically thin emission by ∼months to decades, with a lag that increases with the jet power and observed wavelength. This lag is caused by a combination of the travel time of the flaring plasma to the optically thin radio emitting sections of the jet and the slow rise time of the radio flare. We predict two types of flares: symmetric flares - with the same rise and decay time, which occur for flares whose duration is shorter than both the radiative lifetime and the geometric path-length delay time-scale; extended flares - whose luminosity tracks the power of particle acceleration in the flare, which occur for flares with a duration longer than both the radiative lifetime and geometric delay. Our model naturally produces orphan X-ray and γ-ray flares. These are caused by flares that are only observable above the quiescent jet emission in a narrow band of frequencies. Our model is able to successfully fit to the observed multiwavelength flaring spectra and light curves of PKS1502+106 across all wavelengths, using a transient flaring front located within the broad-line region.
Directory of Open Access Journals (Sweden)
Angela Hsiang-Ling Chen
2016-09-01
Full Text Available Modeling and optimizing organizational processes, such as the one represented by the Resource-Constrained Project Scheduling Problem (RCPSP, improve outcomes. Based on assumptions and simplification, this model tackles the allocation of resources so that organizations can continue to generate profits and reinvest in future growth. Nonetheless, despite all of the research dedicated to solving the RCPSP and its multi-mode variations, there is no standardized procedure that can guide project management practitioners in their scheduling tasks. This is mainly because many of the proposed approaches are either based on unrealistic/oversimplified scenarios or they propose solution procedures not easily applicable or even feasible in real-life situations. In this study, we solve a more true-to-life and complex model, Multimode RCPSP with minimal and maximal time lags (MRCPSP/max. The complexity of the model solved is presented, and the practicality of the proposed approach is justified depending on only information that is available for every project regardless of its industrial context. The results confirm that it is possible to determine a robust makespan and to calculate an execution time-frame with gaps lower than 11% between their lower and upper bounds. In addition, in many instances, the solved lower bound obtained was equal to the best-known optimum.
ANTI-CORRELATED TIME LAGS IN THE Z SOURCE GX 5-1: POSSIBLE EVIDENCE FOR A TRUNCATED ACCRETION DISK
Energy Technology Data Exchange (ETDEWEB)
Sriram, K.; Choi, C. S. [Korea Astronomy and Space Science Institute, Daejeon 305-348 (Korea, Republic of); Rao, A. R., E-mail: astrosriram@yahoo.co.in [Tata Institute of Fundamental Research, Mumbai 400005 (India)
2012-06-01
We investigate the nature of the inner accretion disk in the neutron star source GX 5-1 by making a detailed study of time lags between X-rays of different energies. Using the cross-correlation analysis, we found anti-correlated hard and soft time lags of the order of a few tens to a few hundred seconds and the corresponding intensity states were mostly the horizontal branch (HB) and upper normal branch. The model independent and dependent spectral analysis showed that during these time lags the structure of the accretion disk significantly varied. Both eastern and western approaches were used to unfold the X-ray continuum and systematic changes were observed in soft and hard spectral components. These changes along with a systematic shift in the frequency of quasi-periodic oscillations (QPOs) made it substantially evident that the geometry of the accretion disk is truncated. Simultaneous energy spectral and power density spectral study shows that the production of the horizontal branch oscillations (HBOs) is closely related to the Comptonizing region rather than the disk component in the accretion disk. We found that as the HBO frequency decreases from the hard apex to upper HB, the disk temperature increases along with an increase in the coronal temperature, which is in sharp contrast with the changes found in black hole binaries where the decrease in the QPO frequency is accompanied by a decrease in the disk temperature and a simultaneous increase in the coronal temperature. We discuss the results in the context of re-condensation of coronal material in the inner region of the disk.
Mizumoto, Misaki; Done, Chris; Hagino, Kouichi; Ebisawa, Ken; Tsujimoto, Masahiro; Odaka, Hirokazu
2018-05-01
X-rays illuminating the accretion disc in active galactic nuclei give rise to an iron K line and its associated reflection spectrum which are lagged behind the continuum variability by the light-travel time from the source to the disc. The measured lag timescales in the iron band can be as short as ˜Rg/c, where Rg is the gravitational radius, which is often interpreted as evidence for a very small continuum source close to the event horizon of a rapidly spinning black hole. However, the short lags can also be produced by reflection from more distant material, because the primary photons with no time-delay dilute the time-lags caused by the reprocessed photons. We perform a Monte-Carlo simulation to calculate the dilution effect in the X-ray reverberation lags from a half-shell of neutral material placed at 100 Rg from the central source. This gives lags of ˜2 Rg/c, but the iron line is a distinctly narrow feature in the lag-energy plot, whereas the data often show a broader line. We show that both the short lag and the line broadening can be reproduced if the scattering material is outflowing at ˜0.1c. The velocity structure in the wind can also give shifts in the line profile in the lag-energy plot calculated at different frequencies. Hence we propose that the observed broad iron reverberation lags and shifts in profile as a function of frequency of variability can arise from a disc wind at fairly large distances from the X-ray source.
Goldsmith, K A; Chalder, T; White, P D; Sharpe, M; Pickles, A
2018-06-01
Clinical trials are expensive and time-consuming and so should also be used to study how treatments work, allowing for the evaluation of theoretical treatment models and refinement and improvement of treatments. These treatment processes can be studied using mediation analysis. Randomised treatment makes some of the assumptions of mediation models plausible, but the mediator-outcome relationship could remain subject to bias. In addition, mediation is assumed to be a temporally ordered longitudinal process, but estimation in most mediation studies to date has been cross-sectional and unable to explore this assumption. This study used longitudinal structural equation modelling of mediator and outcome measurements from the PACE trial of rehabilitative treatments for chronic fatigue syndrome (ISRCTN 54285094) to address these issues. In particular, autoregressive and simplex models were used to study measurement error in the mediator, different time lags in the mediator-outcome relationship, unmeasured confounding of the mediator and outcome, and the assumption of a constant mediator-outcome relationship over time. Results showed that allowing for measurement error and unmeasured confounding were important. Contemporaneous rather than lagged mediator-outcome effects were more consistent with the data, possibly due to the wide spacing of measurements. Assuming a constant mediator-outcome relationship over time increased precision.
Estimation of error on the cross-correlation, phase and time lag between evenly sampled light curves
Misra, R.; Bora, A.; Dewangan, G.
2018-04-01
Temporal analysis of radiation from Astrophysical sources like Active Galactic Nuclei, X-ray Binaries and Gamma-ray bursts provides information on the geometry and sizes of the emitting regions. Establishing that two light-curves in different energy bands are correlated, and measuring the phase and time-lag between them is an important and frequently used temporal diagnostic. Generally the estimates are done by dividing the light-curves into large number of adjacent intervals to find the variance or by using numerically expensive simulations. In this work we have presented alternative expressions for estimate of the errors on the cross-correlation, phase and time-lag between two shorter light-curves when they cannot be divided into segments. Thus the estimates presented here allow for analysis of light-curves with relatively small number of points, as well as to obtain information on the longest time-scales available. The expressions have been tested using 200 light curves simulated from both white and 1 / f stochastic processes with measurement errors. We also present an application to the XMM-Newton light-curves of the Active Galactic Nucleus, Akn 564. The example shows that the estimates presented here allow for analysis of light-curves with relatively small (∼ 1000) number of points.
International Nuclear Information System (INIS)
Kroon, John J.; Becker, Peter A.
2014-01-01
Accreting black hole sources show a wide variety of rapid time variability, including the manifestation of time lags during X-ray transients, in which a delay (phase shift) is observed between the Fourier components of the hard and soft spectra. Despite a large body of observational evidence for time lags, no fundamental physical explanation for the origin of this phenomenon has been presented. We develop a new theoretical model for the production of X-ray time lags based on an exact analytical solution for the Fourier transform describing the diffusion and Comptonization of seed photons propagating through a spherical corona. The resulting Green's function can be convolved with any source distribution to compute the associated Fourier transform and time lags, hence allowing us to explore a wide variety of injection scenarios. We show that thermal Comptonization is able to self-consistently explain both the X-ray time lags and the steady-state (quiescent) X-ray spectrum observed in the low-hard state of Cyg X-1. The reprocessing of bremsstrahlung seed photons produces X-ray time lags that diminish with increasing Fourier frequency, in agreement with the observations for a wide range of sources
Directory of Open Access Journals (Sweden)
T. D. van Ommen
2012-07-01
Full Text Available Antarctic ice cores provide clear evidence of a close coupling between variations in Antarctic temperature and the atmospheric concentration of CO2 during the glacial/interglacial cycles of at least the past 800-thousand years. Precise information on the relative timing of the temperature and CO2 changes can assist in refining our understanding of the physical processes involved in this coupling. Here, we focus on the last deglaciation, 19 000 to 11 000 yr before present, during which CO2 concentrations increased by ~80 parts per million by volume and Antarctic temperature increased by ~10 °C. Utilising a recently developed proxy for regional Antarctic temperature, derived from five near-coastal ice cores and two ice core CO2 records with high dating precision, we show that the increase in CO2 likely lagged the increase in regional Antarctic temperature by less than 400 yr and that even a short lead of CO2 over temperature cannot be excluded. This result, consistent for both CO2 records, implies a faster coupling between temperature and CO2 than previous estimates, which had permitted up to millennial-scale lags.
Directory of Open Access Journals (Sweden)
Yunus Subagyo Swarinoto
2014-08-01
Full Text Available Data Suhu Muka Laut (SML dari Japan Meteorological Agency (JMA dengan resolusi 1° diregresikan dengan prediksi hujan bulanan di wilayah Kabupaten Indramayu Propinsi Jawa Barat. Proses ini dimaksudkan untuk memperbaiki luaran model Sistem Prediksi Ensemble dengan nilai pembobot (SPEP dalam melakukan prediksi unsur iklim hujan bulanan di wilayah Kabupaten Indramayu dengan memasukkan dinamika fluktuasi SML di sekitar daerah penelitian. Teknik yang digunakan dalam mengkaitkan data SML-JMA dengan nilai prediksi hujan bulanan dimaksud adalah teknik Partial Least Square Regression (PLSR. Model yang diaplikasikan selanjutnya disebut sebagai SPEP-PLSR. Data SML-JMA diolah dengan memperhatikan time lag 1 dan 2 bulan sebelumnya karena efek SML terhadap atmosfer tidak berlangsung secara cepat. Luaran model SPEP-PLSR menunjukkan hasil yang lebih baik secara signifikan terhadap luaran model SPEP untuk time lag 2 bulan. Kondisi ini ditunjukkan oleh nilai yang lebih baik untuk koefisien korelasi Pearson (r minimum, nilai r rerata, nilai Root Mean Square Erros (RMSE maksimum, dan nilai RMSE rerata daripada luaran yang dihasilkan oleh SPEP. The Sea Surface Temperature of Japan Meteorological Agency (SML-JMA with 1° resolution had been regressed with monthly rainfall prediction in Indramayu District of West Java Province. This method was used to improve the quality of the Ensemble Prediction System using Weighting Factor (SPEP model output to provide the monthly rainfall prediction by inserting the fluctuation of Sea Surface Temperature dynamics. Processing technique done between SML-JMA and monthly rainfall prediction was Partial Least Square Regression method. This model was then called as SPEP-PLSR. Those SML-JMA data were computed based on preceded time lag of 1 and 2 months because the efect of SML did not occur directly into the atmosphere. Results of SPEP-PLSR model outputs showed significantly better in quality compared to the SPEP model
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...
Regmi, Rajesh; Lovelock, D. Michael; Zhang, Pengpeng; Pham, Hai; Xiong, Jianping; Yorke, Ellen D.; Goodman, Karyn A.; Wu, Abraham J.; Mageras, Gig S.
2015-01-01
Purpose: To investigate constancy, within a treatment session, of the time lag relationship between implanted markers in abdominal tumors and an external motion surrogate. Methods: Six gastroesophageal junction and three pancreatic cancer patients (IRB-approved protocol) received two cone-beam CTs (CBCT), one before and one after treatment. Time between scans was less than 30 min. Each patient had at least one implanted fiducial marker near the tumor. In all scans, abdominal displacement (Varian RPM) was recorded as the external motion signal. Purpose-built software tracked fiducials, representing internal signal, in CBCT projection images. Time lag between superior–inferior (SI) internal and anterior–posterior external signals was found by maximizing the correlation coefficient in each breathing cycle and averaging over all cycles. Time-lag-induced discrepancy between internal SI position and that predicted from the external signal (external prediction error) was also calculated. Results: Mean ± standard deviation time lag, over all scans and patients, was 0.10 ± 0.07 s (range 0.01–0.36 s). External signal lagged the internal in 17/18 scans. Change in time lag between pre- and post-treatment CBCT was 0.06 ± 0.07 s (range 0.01–0.22 s), corresponding to 3.1% ± 3.7% (range 0.6%–10.8%) of gate width (range 1.6–3.1 s). In only one patient, change in time lag exceeded 10% of the gate width. External prediction error over all scans of all patients varied from 0.1 ± 0.1 to 1.6 ± 0.4 mm. Conclusions: Time lag between internal motion along SI and external signals is small compared to the treatment gate width of abdominal patients examined in this study. Change in time lag within a treatment session, inferred from pre- to post-treatment measurements is also small, suggesting that a single measurement of time lag at the session start is adequate. These findings require confirmation in a larger number of patients. PMID:26127033
Regmi, Rajesh; Lovelock, D Michael; Zhang, Pengpeng; Pham, Hai; Xiong, Jianping; Yorke, Ellen D; Goodman, Karyn A; Wu, Abraham J; Mageras, Gig S
2015-06-01
To investigate constancy, within a treatment session, of the time lag relationship between implanted markers in abdominal tumors and an external motion surrogate. Six gastroesophageal junction and three pancreatic cancer patients (IRB-approved protocol) received two cone-beam CTs (CBCT), one before and one after treatment. Time between scans was less than 30 min. Each patient had at least one implanted fiducial marker near the tumor. In all scans, abdominal displacement (Varian RPM) was recorded as the external motion signal. Purpose-built software tracked fiducials, representing internal signal, in CBCT projection images. Time lag between superior-inferior (SI) internal and anterior-posterior external signals was found by maximizing the correlation coefficient in each breathing cycle and averaging over all cycles. Time-lag-induced discrepancy between internal SI position and that predicted from the external signal (external prediction error) was also calculated. Mean ± standard deviation time lag, over all scans and patients, was 0.10 ± 0.07 s (range 0.01-0.36 s). External signal lagged the internal in 17/18 scans. Change in time lag between pre- and post-treatment CBCT was 0.06 ± 0.07 s (range 0.01-0.22 s), corresponding to 3.1% ± 3.7% (range 0.6%-10.8%) of gate width (range 1.6-3.1 s). In only one patient, change in time lag exceeded 10% of the gate width. External prediction error over all scans of all patients varied from 0.1 ± 0.1 to 1.6 ± 0.4 mm. Time lag between internal motion along SI and external signals is small compared to the treatment gate width of abdominal patients examined in this study. Change in time lag within a treatment session, inferred from pre- to post-treatment measurements is also small, suggesting that a single measurement of time lag at the session start is adequate. These findings require confirmation in a larger number of patients.
Discovering time-lagged rules from microarray data using gene profile classifiers
Directory of Open Access Journals (Sweden)
Ponzoni Ignacio
2011-04-01
Full Text Available Abstract Background Gene regulatory networks have an essential role in every process of life. In this regard, the amount of genome-wide time series data is becoming increasingly available, providing the opportunity to discover the time-delayed gene regulatory networks that govern the majority of these molecular processes. Results This paper aims at reconstructing gene regulatory networks from multiple genome-wide microarray time series datasets. In this sense, a new model-free algorithm called GRNCOP2 (Gene Regulatory Network inference by Combinatorial OPtimization 2, which is a significant evolution of the GRNCOP algorithm, was developed using combinatorial optimization of gene profile classifiers. The method is capable of inferring potential time-delay relationships with any span of time between genes from various time series datasets given as input. The proposed algorithm was applied to time series data composed of twenty yeast genes that are highly relevant for the cell-cycle study, and the results were compared against several related approaches. The outcomes have shown that GRNCOP2 outperforms the contrasted methods in terms of the proposed metrics, and that the results are consistent with previous biological knowledge. Additionally, a genome-wide study on multiple publicly available time series data was performed. In this case, the experimentation has exhibited the soundness and scalability of the new method which inferred highly-related statistically-significant gene associations. Conclusions A novel method for inferring time-delayed gene regulatory networks from genome-wide time series datasets is proposed in this paper. The method was carefully validated with several publicly available data sets. The results have demonstrated that the algorithm constitutes a usable model-free approach capable of predicting meaningful relationships between genes, revealing the time-trends of gene regulation.
Benefits of invasion prevention: Effect of time lags, spread rates, and damage persistence
Rebecca S. Epanchin-Niell; Andrew M. Liebhold
2015-01-01
Quantifying economic damages caused by invasive species is crucial for cost-benefit analyses of biosecurity measures. Most studies focus on short-term damage estimates, but evaluating exclusion or prevention measures requires estimates of total anticipated damages from the time of establishment onward. The magnitude of such damages critically depends on the timing of...
A study of the cross-correlation and time lag in black hole X-ray binary XTE J1859+226
Pei, Songpeng; Ding, Guoqiang; Li, Zhibing; Lei, Yajuan; Yuen, Rai; Qu, Jinlu
2017-07-01
With Rossi X-ray Timing Explorer (RXTE) data, we systematically study the cross-correlation and time lag in all spectral states of black hole X-ray binary (BHXB) XTE J1859+226 in detail during its entire 1999-2000 outburst that lasted for 166 days. Anti-correlations and positive correlations and their respective soft and hard X-ray lags are only detected in the first 100 days of the outburst when the luminosity is high. This suggests that the cross-correlations may be related to high luminosity. Positive correlations are detected in every state of XTE J1859+226, viz., hard state, hard-intermediate state (HIMS), soft-intermediate state (SIMS) and soft state. However, anti-correlations are only detected in HIMS and SIMS, anti-correlated hard lags are only detected in SIMS, while anti-correlated soft lags are detected in both HIMS and SIMS. Moreover, the ratio of the observations with anti-correlated soft lags to hard lags detected in XTE J1859+226 is significantly different from that in neutron star low-mass X-ray binaries (NS LMXBs). So far, anti-correlations are never detected in the soft state of BHXBs but detected in every branch or state of NS LMXBs. This may be due to the origin of soft seed photons in BHXBs is confined to the accretion disk and, for NS LMXBs, from both accretion disk and the surface of the NS. We notice that the timescale of anti-correlated time lags detected in XTE J1859+226 is similar with that of other BHXBs and NS LMXBs. We suggest that anti-correlated soft lag detected in BHXB may result from fluctuation in the accretion disk as well as NS LMXB.
International Nuclear Information System (INIS)
Mintz, M.; Vyas, A.; Wang, M.; Stodolsky, F.; Cuenca, R.; Gaines, L.
1999-01-01
In this paper, the energy savings of new technology offering significant improvements in fuel efficiency are tracked for over 20 years as vehicles incorporating that technology enter the fleet and replace conventional light-duty vehicles. Two separate analyses are discussed: a life-cycle analysis of aluminum-intensive vehicles and a fuel-cycle analysis of the energy and greenhouse gas emissions of double vs. triple fuel-economy vehicles. In both efforts, market-penetration modeling is used to simulate the rate at which new technology enters the new fleet, and stock-adjustment modeling is used to capture the inertia in turnover of new and existing current-technology vehicles. Together, these two effects--slowed market penetration and delayed vehicle replacement--increase the time lag between market introduction and the achievement of substantial energy savings. In both cases, 15-20 years elapse, before savings approach these levels
Patient satisfaction at and after discharge. Effect of a time lag
Stevens, M; Reininga, IHF; Boss, NAD; van Horn, [No Value; van Horn, J.R.
Objective: Patient satisfaction is an important outcome measure for evaluating the quality of medical care. It is remarkable that consistently high satisfaction ratings have been reported over the last 30 years. There are indications that the time point of administration of a patient satisfaction
Starting Out: A time-lagged study of new graduate nurses' transition to practice.
Laschinger, Heather K Spence; Cummings, Greta; Leiter, Michael; Wong, Carol; MacPhee, Maura; Ritchie, Judith; Wolff, Angela; Regan, Sandra; Rhéaume-Brüning, Ann; Jeffs, Lianne; Young-Ritchie, Carol; Grinspun, Doris; Gurnham, Mary Ellen; Foster, Barbara; Huckstep, Sherri; Ruffolo, Maurio; Shamian, Judith; Burkoski, Vanessa; Wood, Kevin; Read, Emily
2016-05-01
As the nursing profession ages, new graduate nurses are an invaluable health human resource. The purpose of this study was to investigate factors influencing new graduate nurses' successful transition to their full professional role in Canadian hospital settings and to determine predictors of job and career satisfaction and turnover intentions over a one-year time period in their early employment. A national two-wave survey of new graduate nurses across Canada. A random sample of 3906 Registered Nurses with less than 3 years of experience currently working in direct patient care was obtained from the provincial registry databases across Canada. At Time 1, 1020 of 3743 eligible nurses returned completed questionnaires (usable response rate=27.3%). One year later, Time 1 respondents were mailed a follow-up survey; 406 returned a completed questionnaire (response rate=39.8%). Surveys containing standardized questionnaires were mailed to participants' home address. Descriptive statistics, correlations, and hierarchical linear regression analyses were conducted using SPSS software. Overall, new graduate nurses were positive about their experiences and committed to nursing. However, over half of new nurses in the first year of practice reported high levels of emotional exhaustion and many witnessed or experienced incivility (24-42%) at work. Findings from hierarchical linear regression analyses revealed that situational and personal factors explained significant amounts of variance in new graduate nurses' job and career satisfaction and turnover intentions. Cynicism was a significant predictor of all four outcomes one year later, while Psycap predicted job and career satisfaction and career turnover intentions. Results provide a look into the worklife experiences of Canadian new graduate nurses over a one-year time period and identify factors that influence their job-related outcomes. These findings show that working conditions for new graduate nurses are generally
Lag times of bank filtration at a well field, Cincinnati, Ohio, USA
Sheets, R.A.; Darner, R.A.; Whitteberry, B.L.
2002-01-01
Wells placed next to surface-water bodies to induce infiltration have come under scrutiny because of the presence of the potential pathogens in surface water. Removal of pathogens and other contaminants by bank filtration is assumed, but regulatory agencies question the effectiveness of this process. To investigate transport processes of biological constituents, advective groundwater traveltimes to production wells under the influence of surface water need to be established first to determine appropriate water-quality sampling schedules. This paper presents the results of a study of bank filtration at a well field in southwestern Ohio. Field parameters such as water level, specific conductance, and water temperature were measured at least hourly at a streamflow gaging station and at five monitoring wells each at two separate sites, corresponding to two nearby production wells. Water-quality samples also were collected in all wells and the streamflow gaging station. Specific conductance is directly related to concentration of chloride, a chemically conservative constituent. Cross-correlation methods were used to determine the average traveltime from the river to the monitoring wells. Traveltimes based on specific conductance ranged from approximately 20 h to 10 days at one site and 5 days to 3 months at the other site. Calculated groundwater flow velocities ranged from 2.1 ?? 10-3 to 6.0 ?? 10-3 cm/s and 3.5 ?? 10-4 to 7.1 ?? 10-4 cm/s at the two sites. Data collected when a production well is continuously pumping reveal shorter and more consistent traveltimes than when the same well is pumped intermittently. ?? 2002 Elsevier Science B.V. All rights reserved.
Combining Fourier and lagged k-nearest neighbor imputation for biomedical time series data
Rahman, Shah Atiqur; Huang, Yuxiao; Claassen, Jan; Heintzman, Nathaniel; Kleinberg, Samantha
2015-01-01
Most clinical and biomedical data contain missing values. A patient’s record may be split across multiple institutions, devices may fail, and sensors may not be worn at all times. While these missing values are often ignored, this can lead to bias and error when the data are mined. Further, the data are not simply missing at random. Instead the measurement of a variable such as blood glucose may depend on its prior values as well as that of other variables. These dependencies exist across tim...
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.
Bradford, Michael J.
2017-10-01
Biodiversity offset programs attempt to minimize unavoidable environmental impacts of anthropogenic activities by requiring offsetting measures in sufficient quantity to counterbalance losses due to the activity. Multipliers, or offsetting ratios, have been used to increase the amount of offsets to account for uncertainty but those ratios have generally been derived from theoretical or ad-hoc considerations. I analyzed uncertainty in the offsetting process in the context of offsetting for impacts to freshwater fisheries productivity. For aquatic habitats I demonstrate that an empirical risk-based approach for evaluating prediction uncertainty is feasible, and if data are available appropriate adjustments to offset requirements can be estimated. For two data-rich examples I estimate multipliers in the range of 1.5:1 - 2.5:1 are sufficient to account for the uncertainty in the prediction of gains and losses. For aquatic habitats adjustments for time delays in the delivery of offset benefits can also be calculated and are likely smaller than those for prediction uncertainty. However, the success of a biodiversity offsetting program will also depend on the management of the other components of risk not addressed by these adjustments.
The Effects of Time Lag and Cure Rate on the Global Dynamics of HIV-1 Model
Directory of Open Access Journals (Sweden)
Nigar Ali
2017-01-01
Full Text Available In this research article, a new mathematical model of delayed differential equations is developed which discusses the interaction among CD4 T cells, human immunodeficiency virus (HIV, and recombinant virus with cure rate. The model has two distributed intracellular delays. These delays denote the time needed for the infection of a cell. The dynamics of the model are completely described by the basic reproduction numbers represented by R0, R1, and R2. It is shown that if R0<1, then the infection-free equilibrium is locally as well as globally stable. Similarly, it is proved that the recombinant absent equilibrium is locally as well as globally asymptotically stable if 1
Bradford, Michael J
2017-10-01
Biodiversity offset programs attempt to minimize unavoidable environmental impacts of anthropogenic activities by requiring offsetting measures in sufficient quantity to counterbalance losses due to the activity. Multipliers, or offsetting ratios, have been used to increase the amount of offsets to account for uncertainty but those ratios have generally been derived from theoretical or ad-hoc considerations. I analyzed uncertainty in the offsetting process in the context of offsetting for impacts to freshwater fisheries productivity. For aquatic habitats I demonstrate that an empirical risk-based approach for evaluating prediction uncertainty is feasible, and if data are available appropriate adjustments to offset requirements can be estimated. For two data-rich examples I estimate multipliers in the range of 1.5:1 - 2.5:1 are sufficient to account for the uncertainty in the prediction of gains and losses. For aquatic habitats adjustments for time delays in the delivery of offset benefits can also be calculated and are likely smaller than those for prediction uncertainty. However, the success of a biodiversity offsetting program will also depend on the management of the other components of risk not addressed by these adjustments.
A time-lagged momentary assessment study on daily life physical activity and affect.
Wichers, Marieke; Peeters, Frenk; Rutten, Bart P F; Jacobs, Nele; Derom, Catherine; Thiery, Evert; Delespaul, Philippe; van Os, Jim
2012-03-01
Novel study designs using within-subject methodology and frequent and prospective measurements are required to unravel direction of causality and dynamic processes of behavior over time. The current study examined the effects of physical activity on affective state. A primary and within-study replication sample was derived from twin pairs. Female twins (n = 504) participated in an experience sampling method study at baseline. Positive and negative affective changes were examined before and following daily life increases in physical activity. Neuroticism was measured at baseline and depressive symptoms were assessed at baseline and at each of four follow-up assessments. Diagnoses, derived by Structured Clinical Interview for Diagnostic and Statistical Manual for Mental Health-IV axis I disorders, (A. P. A., 1994) were obtained at baseline. A significant increase in positive affect (PA) following the moment of increase in physical activity was replicated across both samples up to 180 min after physical activity. There was no effect of physical activity on negative affect (NA). Across the two samples, a history of fulfilling diagnostic criteria for depression at least once moderated the effect of physical activity on PA, in that the effect was lost more rapidly. The study supports a causal effect of physical activity on PA. However, people with past experience of clinical depression may benefit less from the PA-inducing effect of physical activity. These findings have implications for the use of physical exercise in clinical practice.
Time-lagged effects of weather on plant demography: drought and Astragalus scaphoides.
Tenhumberg, Brigitte; Crone, Elizabeth E; Ramula, Satu; Tyre, Andrew J
2018-04-01
Temperature and precipitation determine the conditions where plant species can occur. Despite their significance, to date, surprisingly few demographic field studies have considered the effects of abiotic drivers. This is problematic because anticipating the effect of global climate change on plant population viability requires understanding how weather variables affect population dynamics. One possible reason for omitting the effect of weather variables in demographic studies is the difficulty in detecting tight associations between vital rates and environmental drivers. In this paper, we applied Functional Linear Models (FLMs) to long-term demographic data of the perennial wildflower, Astragalus scaphoides, and explored sensitivity of the results to reduced amounts of data. We compared models of the effect of average temperature, total precipitation, or an integrated measure of drought intensity (standardized precipitation evapotranspiration index, SPEI), on plant vital rates. We found that transitions to flowering and recruitment in year t were highest if winter/spring of year t was wet (positive effect of SPEI). Counterintuitively, if the preceding spring of year t - 1 was wet, flowering probabilities were decreased (negative effect of SPEI). Survival of vegetative plants from t - 1 to t was also negatively affected by wet weather in the spring of year t - 1 and, for large plants, even wet weather in the spring of t - 2 had a negative effect. We assessed the integrated effect of all vital rates on life history performance by fitting FLMs to the asymptotic growth rate, log(λt). Log(λt) was highest if dry conditions in year t - 1 were followed by wet conditions in the year t. Overall, the positive effects of wet years exceeded their negative effects, suggesting that increasing frequency of drought conditions would reduce population viability of A. scaphoides. The drought signal weakened when reducing the number of monitoring years. Substituting space for time
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.
Dagnas, Stéphane; Gougouli, Maria; Onno, Bernard; Koutsoumanis, Konstantinos P; Membré, Jeanne-Marie
2017-01-02
The inhibitory effect of water activity (a w ) and storage temperature on single spore lag times of Aspergillus niger, Eurotium repens (Aspergillus pseudoglaucus) and Penicillium corylophilum strains isolated from spoiled bakery products, was quantified. A full factorial design was set up for each strain. Data were collected at levels of a w varying from 0.80 to 0.98 and temperature from 15 to 35°C. Experiments were performed on malt agar, at pH5.5. When growth was observed, ca 20 individual growth kinetics per condition were recorded up to 35days. Radius of the colony vs time was then fitted with the Buchanan primary model. For each experimental condition, a lag time variability was observed, it was characterized by its mean, standard deviation (sd) and 5 th percentile, after a Normal distribution fit. As the environmental conditions became stressful (e.g. storage temperature and a w lower), mean and sd of single spore lag time distribution increased, indicating longer lag times and higher variability. The relationship between mean and sd followed a monotonous but not linear pattern, identical whatever the species. Next, secondary models were deployed to estimate the cardinal values (minimal, optimal and maximal temperatures, minimal water activity where no growth is observed anymore) for the three species. That enabled to confirm the observation made based on raw data analysis: concerning the temperature effect, A. niger behaviour was significantly different from E. repens and P. corylophilum: T opt of 37.4°C (standard deviation 1.4°C) instead of 27.1°C (1.4°C) and 25.2°C (1.2°C), respectively. Concerning the a w effect, from the three mould species, E. repens was the species able to grow at the lowest a w (aw min estimated to 0.74 (0.02)). Finally, results obtained with single spores were compared to findings from a previous study carried out at the population level (Dagnas et al., 2014). For short lag times (≤5days), there was no difference between lag
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.
Energy Technology Data Exchange (ETDEWEB)
Kontoleon, K.J.; Eumorfopoulou, E.A. [Department of Civil Engineering, Laboratory of Building Construction and Physics, Aristotle University of Thessaloniki (A.U.Th.), Gr-541 24 Thessaloniki (Greece)
2008-07-15
The aim of this study is to determine how time lag and decrement factor are affected by wall orientation and exterior surface solar absorptivity, for specific climatic conditions. Their influence forms a non-sinusoidal periodical forcing function that simulates suitably the outdoor temperature fluctuations. This novel approach, allows the predictability of building's thermal response in an efficient way. The investigation is carried out for various insulated opaque wall formations comprising typical material elements, during the summer period in the mild Greek region. This study that allows proper building planning procedures, at the very early stages of the envelope design, presents great importance. The analysed configurations are assumed to have an orientation that corresponds to each compass point. In addition, the solar absorptivity of surface coatings is assumed to be varying from 0 to 1. The transient thermal analysis is obtained via a thermal circuit that models accurately the fundamental heat transfer mechanisms on both boundaries and through the multi-layered wall configurations. Moreover, the mathematical formulation and solution of this lumped model is achieved in discrete time steps by adopting the non-linear nodal method. The simulation results are focused on the single and combined effects of orientation and solar absorptivity on the dynamic thermal characteristics of various wall configurations. (author)
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
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)
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
Directory of Open Access Journals (Sweden)
Benjamin H. Letcher
2016-02-01
Full Text Available Water temperature is a primary driver of stream ecosystems and commonly forms the basis of stream classifications. Robust models of stream temperature are critical as the climate changes, but estimating daily stream temperature poses several important challenges. We developed a statistical model that accounts for many challenges that can make stream temperature estimation difficult. Our model identifies the yearly period when air and water temperature are synchronized, accommodates hysteresis, incorporates time lags, deals with missing data and autocorrelation and can include external drivers. In a small stream network, the model performed well (RMSE = 0.59°C, identified a clear warming trend (0.63 °C decade−1 and a widening of the synchronized period (29 d decade−1. We also carefully evaluated how missing data influenced predictions. Missing data within a year had a small effect on performance (∼0.05% average drop in RMSE with 10% fewer days with data. Missing all data for a year decreased performance (∼0.6 °C jump in RMSE, but this decrease was moderated when data were available from other streams in the network.
Time lag between the tropopause height and the levels of 7Be concentration in near surface air
Ioannidou, A.; Vasileiadis, A.; Melas, D.
2012-04-01
The concentration of 7Be at near surface air has been determined over 2009, a year of a deep solar minimum, in the region of Thessaloniki, Greece at 40°62' N, 22°95'E. In geomagnetic latitudes over 40° N, the elevation of the tropopause during the warm summer months and the vertical exchange of air masses within the troposphere cause greater mixture of the air masses resulting in higher concentration levels for 7Be in surface air. The positive correlation between the monthly activity concentration of 7Be and the tropopause height (0.94, p rate of vertical transport within the troposphere, especially during warmer summer months, has as a result the descent to surface of air masses enriched in 7Be. However, the 7Be concentration levels in near surface air are not expected to respond immediately to the change of elevation of the tropopause. It was found that there's a time lag of ~ 3 days between the change in the daily surface concentrations of 7Be the change in the elevation of the tropopause.
Hoover, R. H.; Gaylord, D. R.; Cooper, C. M.
2018-05-01
The St. Anthony Dune Field (SADF) is a 300 km2 expanse of active to stabilized transverse, barchan, barchanoid, and parabolic sand dunes located in a semi-arid climate in southeastern Idaho. The northeastern portion of the SADF, 16 km2, was investigated to examine meteorological influences on dune mobility. Understanding meteorological predictors of sand-dune migration for the SADF informs landscape evolution and impacts assessment of eolian activity on sensitive agricultural lands in the western United States, with implications for semi-arid environments globally. Archival aerial photos from 1954 to 2011 were used to calculate dune migration rates which were subsequently compared to regional meteorological data, including temperature, precipitation and wind speed. Observational analyses based on aerial photo imagery and meteorological data indicate that dune migration is influenced by weather for up to 5-10 years and therefore decadal weather patterns should be taken into account when using dune migration rates as proxies from climate fluctuation. Statistical examination of meteorological variables in this study indicates that 24% of the variation of sand dune migration rates is attributed to temperature, precipitation and wind speed, which is increased to 45% when incorporating lag time.
Time lag between the tropopause height and the levels of 7Be concentration in near surface air
Directory of Open Access Journals (Sweden)
Melas D.
2012-04-01
Full Text Available The concentration of 7Be at near surface air has been determined over 2009, a year of a deep solar minimum, in the region of Thessaloniki, Greece at 40°62′ N, 22°95'E. In geomagnetic latitudes over 40° N, the elevation of the tropopause during the warm summer months and the vertical exchange of air masses within the troposphere cause greater mixture of the air masses resulting in higher concentration levels for 7Be in surface air. The positive correlation between the monthly activity concentration of 7Be and the tropopause height (0.94, p < 0.0001, and also between 7Be concentration and the temperature T (°C (R = 0.97, p < 0.001, confirm that the increased rate of vertical transport within the troposphere, especially during warmer summer months, has as a result the descent to surface of air masses enriched in 7Be. However, the 7Be concentration levels in near surface air are not expected to respond immediately to the change of elevation of the tropopause. It was found that there's a time lag of ~ 3 days between the change in the daily surface concentrations of 7Be the change in the elevation of the tropopause.
Boamah, Sheila A; Read, Emily A; Spence Laschinger, Heather K
2017-05-01
To test a hypothesized model linking new graduate nurses' perceptions of their manager's authentic leadership behaviours to structural empowerment, short-staffing and work-life interference and subsequent burnout, job satisfaction and patient care quality. Authentic leadership and structural empowerment have been shown to reduce early career burnout among nurses. Short-staffing and work-life interference are also linked to burnout and may help explain the impact of positive, empowering leadership on burnout, which in turn influences job satisfaction and patient care quality. A time-lagged study of Canadian new graduate nurses was conducted. At Time 1, surveys were sent to 3,743 nurses (November 2012-March 2013) and 1,020 were returned (27·3% response rate). At Time 2 (May-July 2014), 406 nurses who responded at Time 1 completed surveys (39·8% response rate). Descriptive analysis was conducted in SPSS. Structural equation modelling in Mplus was used to test the hypothesized model. The hypothesized model was supported. Authentic leadership had a significant positive effect on structural empowerment, which in turn decreased both short-staffing and work-life interference. Short-staffing and work-life imbalance subsequently resulted in nurse burnout, lower job satisfaction and lower patient care quality 1 year later. The findings suggest that short-staffing and work-life interference are important factors influencing new graduate nurse burnout. Developing nurse managers' authentic leadership behaviours and working with them to create and sustain empowering work environments may help reduce burnout, increase nurse job satisfaction and improve patient care quality. © 2016 John Wiley & Sons Ltd.
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....
Yingling, Marissa E.; Hock, Robert M.; Bell, Bethany A.
2018-01-01
Health coverage of early intensive behavioral intervention (EIBI) for children with autism spectrum disorder (ASD) is rapidly expanding across the United States. Yet we know little about the time-lag between diagnosis and treatment onset. We integrated administrative, Medicaid claims, and Census data for children in an EIBI Medicaid waiver (n =…
Demirel, M.C.; Booij, Martijn J.; Hoekstra, Arjen Ysbert
2013-01-01
The aim of this paper is to assess the relative importance of low flow indicators for the River Rhine and to identify their appropriate temporal lag and resolution. This is done in the context of low flow forecasting with lead times of 14 and 90 days. First, the Rhine basin is subdivided into seven
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)
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...
Menenti, M.; Azzali, S.; Verhoef, W.; Van Swol, R.
1993-01-01
Examples are presented of applications of a fast Fourier transform algorithm to analyze time series of images of Normalized Difference Vegetation Index values. The results obtained for a case study on Zambia indicated that differences in vegetation development among map units of an existing agroclimatic map were not significant, while reliable differences were observed among the map units obtained using the Fourier analysis.
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.
Wang, L.; Butcher, A.S.; Stuart, M.E.; Gooddy, D.C.; Bloomfield, J.P.
2013-01-01
Nitrate pollution in groundwater, which is mainly from agricultural activities, remains an international problem. It threatens the environment, economics and human health. There is a rising trend in nitrate concentrations in many UK groundwater bodies. Research has shown it can take decades for leached nitrate from the soil to discharge into groundwater and surface water due to the ‘store’ of nitrate and its potentially long travel time in the unsaturated and satura...
Fenton, O; Vero, S; Ibrahim, T G; Murphy, P N C; Sherriff, S C; Ó hUallacháin, D
2015-11-01
Elucidation of when the loss of pollutants, below the rooting zone in agricultural landscapes, affects water quality is important when assessing the efficacy of mitigation measures. Investigation of this inherent time lag (t(T)) is divided into unsaturated (t(u)) and saturated (t(s)) components. The duration of these components relative to each other differs depending on soil characteristics and the landscape position. The present field study focuses on tu estimation in a scenario where the saturated zone is likely to constitute a higher proportion of t(T). In such instances, or where only initial breakthrough (IBT) or centre of mass (COM) is of interest, utilisation of site and depth specific "simple" textural class or actual sand-silt-clay percentages to generate soil water characteristic curves with associated soil hydraulic parameters is acceptable. With the same data it is also possible to estimate a soil physical quality (S) parameter for each soil layer which can be used to infer many other physical, chemical and biological quality indicators. In this study, hand texturing in the field was used to determine textural classes of a soil profile. Laboratory methods, including hydrometer, pipette and laser diffraction methods were used to determine actual sand-silt-clay percentages of sections of the same soil profile. Results showed that in terms of S, hand texturing resulted in a lower index value (inferring a degraded soil) than that of pipette, hydrometer and laser equivalents. There was no difference between S index values determined using the pipette, hydrometer and laser diffraction methods. The difference between the three laboratory methods on both the IBT and COM stages of t(u) were negligible, and in this instance were unlikely to affect either groundwater monitoring decisions, or to be of consequence from a policy perspective. When t(u) estimates are made over the full depth of the vadose zone, which may extend to several metres, errors resulting from
Fenton, O.; Vero, S.; Ibrahim, T. G.; Murphy, P. N. C.; Sherriff, S. C.; Ó hUallacháin, D.
2015-11-01
Elucidation of when the loss of pollutants, below the rooting zone in agricultural landscapes, affects water quality is important when assessing the efficacy of mitigation measures. Investigation of this inherent time lag (tT) is divided into unsaturated (tu) and saturated (ts) components. The duration of these components relative to each other differs depending on soil characteristics and the landscape position. The present field study focuses on tu estimation in a scenario where the saturated zone is likely to constitute a higher proportion of tT. In such instances, or where only initial breakthrough (IBT) or centre of mass (COM) is of interest, utilisation of site and depth specific "simple" textural class or actual sand-silt-clay percentages to generate soil water characteristic curves with associated soil hydraulic parameters is acceptable. With the same data it is also possible to estimate a soil physical quality (S) parameter for each soil layer which can be used to infer many other physical, chemical and biological quality indicators. In this study, hand texturing in the field was used to determine textural classes of a soil profile. Laboratory methods, including hydrometer, pipette and laser diffraction methods were used to determine actual sand-silt-clay percentages of sections of the same soil profile. Results showed that in terms of S, hand texturing resulted in a lower index value (inferring a degraded soil) than that of pipette, hydrometer and laser equivalents. There was no difference between S index values determined using the pipette, hydrometer and laser diffraction methods. The difference between the three laboratory methods on both the IBT and COM stages of tu were negligible, and in this instance were unlikely to affect either groundwater monitoring decisions, or to be of consequence from a policy perspective. When tu estimates are made over the full depth of the vadose zone, which may extend to several metres, errors resulting from the use of
Kerri T. Vierling; Charles E. Swift; Andrew T. Hudak; Jody C. Vogeler; Lee A. Vierling
2014-01-01
Vegetation structure quantified by light detection and ranging (LiDAR) can improve understanding of wildlife occupancy and species-richness patterns. However, there is often a time lag between the collection of LiDAR data and wildlife data. We investigated whether a time lag between the LiDAR acquisition and field-data acquisition affected mapped wildlife distributions...
DEFF Research Database (Denmark)
Pedro, Joel Benjamin; Rasmussen, Sune Olander; van Ommen, Tas D.
2012-01-01
changes can assist in refining our understanding of the physical processes involved in this coupling. Here, we focus on the last deglaciation, 19 000 to 11 000 yr before present, during which CO2 concentrations increased by 80 parts per million by volume and Antarctic temperature increased by 10°C...... lead of CO2 over temperature cannot be excluded. This result, consistent for both CO2 records, implies a faster coupling between temperature and CO2 than previous estimates, which had permitted up to millennial-scale lags....
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...
International Nuclear Information System (INIS)
Dai, Hao; Si, Gangquan; Jia, Lixin; Zhang, Yanbin
2014-01-01
This paper investigates the problem of finite-time generalized function matrix projective lag synchronization between two different coupled dynamical networks with different dimensions of network nodes. The double power function nonlinear feedback control method is proposed in this paper to guarantee that the state trajectories of the response network converge to the state trajectories of the drive network according to a function matrix in a given finite time. Furthermore, in comparison with the traditional nonlinear feedback control method, the new method improves the synchronization efficiency, and shortens the finite synchronization time. Numerical simulation results are presented to illustrate the effectiveness of this method. (papers)
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....
Donner, Reik
2013-04-01
Time series analysis offers a rich toolbox for deciphering information from high-resolution geological and geomorphological archives and linking the thus obtained results to distinct climate and environmental processes. Specifically, on various time-scales from inter-annual to multi-millenial, underlying driving forces exhibit more or less periodic oscillations, the detection of which in proxy records often allows linking them to specific mechanisms by which the corresponding drivers may have affected the archive under study. A persistent problem in geomorphology is that available records do not present a clear signal of the variability of environmental conditions, but exhibit considerable uncertainties of both the measured proxy variables and the associated age model. Particularly, time-scale uncertainty as well as the heterogeneity of sampling in the time domain are source of severe conceptual problems that may lead to false conclusions about the presence or absence of oscillatory patterns and their mutual phasing in different archives. In my presentation, I will discuss how one can cope with non-uniformly sampled proxy records to detect and quantify oscillatory patterns in one or more data sets. For this purpose, correlation analysis is reformulated using kernel estimates which are found superior to classical estimators based on interpolation or Fourier transform techniques. In order to characterize non-stationary or noisy periodicities and their relative phasing between different records, an extension of continuous wavelet transform is utilized. The performance of both methods is illustrated for different case studies. An extension to explicitly considering time-scale uncertainties by means of Bayesian techniques is briefly outlined.
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.
Cane, James E; Cauchard, Fabrice; Weger, Ulrich W
2012-01-01
Two experiments examined how interruptions impact reading and how interruption lags and the reader's spatial memory affect the recovery from such interruptions. Participants read paragraphs of text and were interrupted unpredictably by a spoken news story while their eye movements were monitored. Time made available for consolidation prior to responding to the interruption did not aid reading resumption. However, providing readers with a visual cue that indicated the interruption location did aid task resumption substantially in Experiment 2. Taken together, the findings show that the recovery from interruptions during reading draws on spatial memory resources and can be aided by processes that support spatial memory. Practical implications are discussed.
Adaptive lag synchronization and parameters adaptive lag identification of chaotic systems
Energy Technology Data Exchange (ETDEWEB)
Xu Yuhua, E-mail: yuhuaxu2004@163.co [College of Information Science and Technology, Donghua University, Shanghai 201620 (China) and Department of Mathematics, Yunyang Teachers' College, Hubei, Shiyan 442000 (China); Zhou Wuneng, E-mail: wnzhou@163.co [College of Information Science and Technology, Donghua University, Shanghai 201620 (China) and Key Laboratory of Wireless Sensor Network and Communication, Shanghai Institute of Microsystem and Information Technology, Chinese Academy of Sciences, Shanghai 200050 (China); Fang Jian' an, E-mail: jafang@dhu.edu.c [College of Information Science and Technology, Donghua University, Shanghai 201620 (China); Sun Wen, E-mail: sunwen_2201@163.co [School of Mathematics and Information, Yangtze University, Hubei, Jingzhou 434023 (China)
2010-07-26
This Letter investigates the problem of adaptive lag synchronization and parameters adaptive lag identification of chaotic systems. In comparison with those of existing parameters identification schemes, the unknown parameters are identified by adaptive lag laws, and the delay time is also identified in this Letter. Numerical simulations are also given to show the effectiveness of the proposed method.
Erentaitė, Rasa; Vosylis, Rimantas; Gabrialavičiūtė, Ingrida; Raižienė, Saulė
2018-04-01
The existing research findings still do not provide a clear understanding of the links between adolescent school experience and their identity formation. To address this gap, we analyzed the dynamic links between adolescent school experiences and identity formation by exploring the cross-lagged associations between school engagement, school burnout and identity processing styles (information-oriented, normative and diffuse-avoidant) over a 2-year period during middle-to-late adolescence. The sample of this school-based study included 916 adolescents (51.4% females) in the 9th to 12th grades from diverse socio-economic and family backgrounds. The results from the cross-lagged analyses with three time points revealed that (a) school engagement positively predicted information-oriented identity processing over a 2-year period; (b) school burnout positively predicted the reliance on normative and diffuse-avoidant identity styles across the three measurements; (c) the effects were stable over the three time points and across different gender, grade, and socio-economic status groups. The unidirectional effects identified in our study support the general prediction that active engagement in learning at school can serve as a resource for adolescent identity formation, while school burnout, in contrast, can hinder the formation of adolescent identity. This points to the importance of taking developmental identity-related needs of adolescents into account when planning the school curriculum.
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.
Zacher, H.; Lange, A.H. de
2011-01-01
Future time perspective - the way individuals perceive their remaining time in life - importantly influences socio-emotional goals and motivational outcomes. Recently, researchers have called for studies that investigate relationships between personality and future time perspective. Using a
Zacher, Hannes; de Lange, Annet H.
Future time perspective - the way individuals perceive their remaining time in life - importantly influences socio-emotional goals and motivational outcomes. Recently, researchers have called for studies that investigate relationships between personality and future time perspective. Using a
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.
Basak, Suradeep; Guha, Proshanta
2015-12-23
The current study aimed at characterizing the chemical components of betel leaf (Piper betle L. var. Tamluk Mitha) essential oil (BLEO) and modelling its effect on growth of Penicillium expansum on semi-synthetic medium. Gas chromatography-mass spectrophotometry (GC-MS) analysis of BLEO revealed the presence of different bioactive phenolic compounds in significant amounts. Among 46 different components identified, chavibetol (22.0%), estragole (15.8%), β-cubebene (13.6%), chavicol (11.8%), and caryophyllene (11.3%) were found to be the major compounds of BLEO. A disc diffusion and disc volatilization method were used to evaluate antifungal activity of the oil against a selected food spoilage mould. The logistic model was used to study the kinetics of spore germination. Prediction and validation of antifungal effect of BLEO was performed on semi-synthetic medium (apple juice agar) using predictive microbiological tools. The Baranyi and Roberts model was used to estimate maximum growth rate (μmax in mm/day) and apparent lag time (λ in days) of the mould. Secondary modelling was performed using a re-parameterized Monod-type equation based on cardinal values to study the effect of different BLEO concentration on estimated growth parameters. Emax (minimum concentration of oil at which mould growth was inhibited) and MIC (minimum inhibitory concentration of BLEO at which lag time is infinite) value of BLEO against P. expansum was estimated to be 0.56 and 0.74 μl/ml, respectively, which was found to be similar on potato dextrose agar (PDA) as well as apple juice agar (AJA) medium. The correlation between estimated growth parameters of the mould on both the media was obtained with satisfactory statistical indices (R(2) and RMSE). This study revealed inhibitory efficacy of BLEO on spore germination, mycelial growth and apparent lag time of P. expansum in a dose-dependent manner. Hence, BLEO has potential to be used as a natural food preservative. Copyright © 2015
Curme, Chester
Technological advances have provided scientists with large high-dimensional datasets that describe the behaviors of complex systems: from the statistics of energy levels in complex quantum systems, to the time-dependent transcription of genes, to price fluctuations among assets in a financial market. In this environment, where it may be difficult to infer the joint distribution of the data, network science has flourished as a way to gain insight into the structure and organization of such systems by focusing on pairwise interactions. This work focuses on a particular setting, in which a system is described by multivariate time series data. We consider time-lagged correlations among elements in this system, in such a way that the measured interactions among elements are asymmetric. Finally, we allow these interactions to be characteristically weak, so that statistical uncertainties may be important to consider when inferring the structure of the system. We introduce a methodology for constructing statistically validated networks to describe such a system, extend the methodology to accommodate interactions with a periodic component, and show how consideration of bipartite community structures in these networks can aid in the construction of robust statistical models. An example of such a system is a financial market, in which high frequency returns data may be used to describe contagion, or the spreading of shocks in price among assets. These data provide the experimental testing ground for our methodology. We study NYSE data from both the present day and one decade ago, examine the time scales over which the validated lagged correlation networks exist, and relate differences in the topological properties of the networks to an increasing economic efficiency. We uncover daily periodicities in the validated interactions, and relate our findings to explanations of the Epps Effect, an empirical phenomenon of financial time series. We also study bipartite community
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...
Study on confirmation of Solid-Meal Lag Phase of Gastric Emptying
International Nuclear Information System (INIS)
Lee, Ji Young; Lee, Kyoung Soo; Kim, Chang Guhn; Juhng, Seon Kwan; Won, Jong Jin; Nah, Yong Ho
1991-01-01
The purpose of this study was to examine the existence of a lag phase of gastric emptying of solid meals. We studied solid phase gastric emptying in 26 normal subject using continuous data acquisition for 30 minutes. Each ingested a 300 g meal containing 99m Tc-labeled scrambled egg (solid 150 g, milk 150 ml). Lag phase was determined by 1) inspection of the gastric emptying curve 2) time to a 2% decrease in stomach activity 3) the time of visual appearance of duodenal activity on computer image. We concluded that solid meal lag phase exist.
Study on confirmation of Solid-Meal Lag Phase of Gastric Emptying
Energy Technology Data Exchange (ETDEWEB)
Lee, Ji Young; Lee, Kyoung Soo; Kim, Chang Guhn; Juhng, Seon Kwan; Won, Jong Jin; Nah, Yong Ho [Wonkwang University School of Medicine, Iksan (Korea, Republic of)
1991-07-15
The purpose of this study was to examine the existence of a lag phase of gastric emptying of solid meals. We studied solid phase gastric emptying in 26 normal subject using continuous data acquisition for 30 minutes. Each ingested a 300 g meal containing {sup 99m}Tc-labeled scrambled egg (solid 150 g, milk 150 ml). Lag phase was determined by 1) inspection of the gastric emptying curve 2) time to a 2% decrease in stomach activity 3) the time of visual appearance of duodenal activity on computer image. We concluded that solid meal lag phase exist.
Alignier, Audrey; Aviron, Stéphanie
2017-12-15
Field margins are key features for the maintenance of biodiversity and associated ecosystem services in agricultural landscapes. Little is known about the effects of management practices of old semi-natural field margins, and their historical dimension regarding past management practices and landscape context is rarely considered. In this paper, the relative influence of recent and past management practices and landscape context (during the last five years) were assessed on the local biodiversity (species richness and composition) of carabid assemblages of field margins in agricultural landscapes of northwestern France. The results showed that recent patterns of carabid species richness and composition were best explained by management practices and landscape context measured four or five years ago. It suggests the existence of a time lag in the response of carabid assemblages to past environmental conditions of field margins. The relative contribution of past management practices and past landscape context varied depending on the spatial scale at which landscape context was taken into account. Carabid species richness was higher in grazed or sprayed field margins probably due to increased heterogeneity in habitat conditions. Field margins surrounded by grasslands and crops harbored species associated with open habitats whilst forest species dominated field margins surrounded by woodland. Landscape effect was higher at fine spatial scale, within 50 m around field margins. The present study highlights the importance of considering time-lagged responses of biodiversity when managing environment. It also suggests that old semi-natural field margins should not be considered as undisturbed habitats but more as management units being part of farming activities in agricultural landscapes, as for arable fields. Copyright © 2017 Elsevier Ltd. All rights reserved.
Mora, Andrès; Blanco, Vladimir; Naranjo, Julian; Sanchez, Nelson; Ketcham, Richard A.; Rubiano, Jorge; Stockli, Daniel F.; Quintero, Isaid; Nemčok, Michal; Horton, Brian K.; Davila, Hamblet
2013-07-01
Thrust sheets accumulate internal strain before they start moving along discrete fault planes. However, there are no previous studies evaluating the time difference between initiation of strain and fault displacement. In this paper we use observations from the Eastern Cordillera of Colombia to evaluate this interval. We utilize multiple thermochronometers and paleothermometers to refine the timing of deformation. Based on these new data we build time-temperature path estimates that together with geometric outcrop-based structural analysis and fluid inclusions allow us to assign relative timing to features associated with strain, such as cleavage, veins and certain types of fractures, and compare that with the timing of thrusting. We find that cleavage was only formed close to maximum paleotemperatures, almost coeval with the onset of thrust-induced denudation by the Late Oligocene. The corresponding structural level of fold-related veins suggest that they were formed later but still when the country rocks were at temperatures higher than 160 °C, mostly during the Early Miocene and still coexisted with the latest stages of cleavage formation. Our data show that the main period of strain hardening was short (probably a few million years) and occurred before first-order basement thrusting was dominant, but was associated with second-order folding.
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 ...
Karami, Amin
2015-01-01
Named Data Networking (NDN) is a promising network architecture being considered as a possible replacement for the current IP-based Internet infrastructure. However, NDN is subject to congestion when the number of data packets that reach one or various routers in a certain period of time is so high than its queue gets overflowed. To address this problem many congestion control protocols have been proposed in the literature which, however, they are highly sensitive to their control parameters ...
Directory of Open Access Journals (Sweden)
Robert J. Scholes
2011-04-01
Conservation implications: Ecosystems are characterized by abrupt and sometimes irreversible changes. The challenge that face conservationists and managers are to identify which of these changes are likely to be irreversible and at what levels this will occur. This paper describes a logical process that enable mangers to determine which ecological processes have levels of irreversibility and monitor their status at all times. Once these processes are nearing the levels that are undesirable management actions can be invoked to prevent this from happening.
International Nuclear Information System (INIS)
1976-01-01
The addition of potassium or rubidium salts to europium-activated fluorohalide phosphors produces X-ray screens with low lag, even at very low europium concentrations. The chemical preparation and afterglow test results are described
Wilusz, D. C.; Fuka, D.; Cho, C.; Ball, W. P.; Easton, Z. M.; Harman, C. J.
2017-12-01
Intensive agriculture and atmospheric deposition have dramatically increased the input of reactive nitrogen into many watersheds worldwide. Reactive nitrogen can leach as nitrate into groundwater, which is stored and eventually released over years to decades into surface waters, potentially degrading water quality. To simulate the fate and transport of groundwater nitrate, many researchers and practitioners use the Soil and Water Assessment Tool (SWAT) or an enhanced version of SWAT that accounts for topographically-driven variable source areas (TopoSWAT). Both SWAT and TopoSWAT effectively assume that nitrate in the groundwater reservoir is well-mixed, which is known to be a poor assumption at many sites. In this study, we describe modifications to TopoSWAT that (1) relax the assumption of groundwater well-mixedness, (2) more flexibly parameterize groundwater transport as a time-varying distribution of travel times using the recently developed theory of rank StorAge Selection (rSAS) functions, and (3) allow for groundwater age to be represented by position on the hillslope or hydrological distance from the stream. The approach conceptualizes the groundwater aquifer as a population of water parcels entering as recharge with a particular nitrate concentration, aging as they move through storage, and eventually exiting as baseflow. The rSAS function selects the distribution of parcel ages that exit as baseflow based on a parameterized probability distribution; this distribution can be adjusted to preferentially select different distributions of young and old parcels in storage so as to reproduce (in principle) any form of transport. The modified TopoSWAT model (TopoSWAT+rSAS) is tested at a small agricultural catchment in the Eastern Shore, MD with an extensive hydrologic and hydrochemical data record for calibration and evaluation. The results examine (1) the sensitivity of TopoSWAT+rSAS modeling of nitrate transport to assumptions about the distribution of travel
Shoemaker, Ian M.; Murase, Kohta
2018-04-01
The Laser Interferometer Gravitational-Wave Observatory (LIGO) has recently discovered gravitational waves (GWs) from its first neutron star-neutron star merger at a distance of ˜40 Mpc from the Earth. The associated electromagnetic (EM) detection of the event, including the short gamma-ray burst within Δ t ˜2 s after the GW arrival, can be used to test various aspects of sources physics and GW propagation. Using GW170817 as the first GW-EM example, we show that this event provides a stringent direct test that GWs travel at the speed of light. The gravitational potential of the Milky Way provides a potential source of Shapiro time delay difference between the arrival of photons and GWs, and we demonstrate that the nearly coincident detection of the GW and EM signals can yield strong limits on anomalous gravitational time delay, through updating the previous limits taking into account details of Milky Way's gravitational potential. Finally, we also obtain an intriguing limit on the size of the prompt emission region of GRB 170817A, and discuss implications for the emission mechanism of short gamma-ray bursts.
Fida, Roberta; Laschinger, Heather K Spence; Leiter, Michael P
Incivility has negative consequences in the workplace and remains a prevalent issue in nursing. Research has consistently linked incivility to nurse burnout and, in turn, to poor mental health and turnover intentions. To retain high-quality nurses, it is important to understand what factors might protect nurses from the negative effects of workplace mistreatment. The aim of the study was to investigate the role of relational occupational coping self-efficacy in protecting nurses from workplace incivility and related burnout and turnover intentions. A two-wave national sample of 596 Canadian nurses completed mail surveys both at Time 1 and one year later at Time 2. Structural equation modeling was used to test the hypothesized model. The model showed a good fit, and most of the hypothesized paths were significant. Overall, the results supported the hypothesized protective effect of relational occupational coping self-efficacy against incivility and later burnout, mental health, and turnover intentions. Relational occupational coping self-efficacy is an important protective factor against negative work behavior. Organizations should provide nurses with opportunities to build their coping strategies for managing job demands and difficult interpersonal interactions. Similarly, providing exposure to effective role models and providing meaningful verbal encouragement are other sources of efficacy information for building nurses' relational coping self-efficacy.
Nielsen, Morten Birkeland; Birkeland, Marianne Skogbrott; Hansen, Marianne Bang; Knardahl, Stein; Heir, Trond
2017-07-01
This study examined relationships between victimization from bullying and symptoms of posttraumatic stress (PTSS) after exposure to a terror attack at the workplace. It was hypothesized that (1) victims of bullying report higher and more stable levels of PTSS over time compared to their non-bullied colleagues and (2) that PTSS provides an increased risk of subsequent victimization from bullying. The hypotheses were tested in a two-wave prospective sample comprising 2337 employees from Norwegian governmental ministries who were exposed to the 2011 Oslo terror attack. The two waves of data collection were conducted 10 and 22 months after the terror attack. Hypothesis 1 was partially supported: victims of bullying reported significantly higher levels of PTSS than non-bullied employees at both measurement points, but bullying was not related to the stability in PTSS over time. In support of hypothesis 2, PTSS at 10 months was significantly associated with an increased risk of feeling victimized by bullying 1 year later. The results indicate that victimization from bullying is associated with elevated levels of PTSS in the aftermath of a workplace terror attack, but that bullying does not have any impact on the long-term development of PTSS. PTSS may be a potential antecedent of bullying. These findings suggest that organizations must give high priority to the psychosocial work environment of traumatized employees to prevent further detrimental health consequences.
Directory of Open Access Journals (Sweden)
Baxter Susan K
2013-02-01
Full Text Available Abstract Background Research suggests that there are a number of factors which can be associated with delay in a patient seeking professional help following chest pain, including demographic and social factors. These factors may have an adverse impact on the efficacy of interventions which to date have had limited success in improving patient action times. Theory-based methods of review are becoming increasingly recognised as important additions to conventional systematic review methods. They can be useful to gain additional insights into the characteristics of effective interventions by uncovering complex underlying mechanisms. Methods This paper describes the further analysis of research papers identified in a conventional systematic review of published evidence. The aim of this work was to investigate the theoretical frameworks underpinning studies exploring the issue of why people having a heart attack delay seeking professional medical help. The study used standard review methods to identify papers meeting the inclusion criterion, and carried out a synthesis of data relating to theoretical underpinnings. Results Thirty six papers from the 53 in the original systematic review referred to a particular theoretical perspective, or contained data which related to theoretical assumptions. The most frequently mentioned theory was the self-regulatory model of illness behaviour. Papers reported the potential significance of aspects of this model including different coping mechanisms, strategies of denial and varying models of treatment seeking. Studies also drew attention to the potential role of belief systems, applied elements of attachment theory, and referred to models of maintaining integrity, ways of knowing, and the influence of gender. Conclusions The review highlights the need to examine an individual’s subjective experience of and response to health threats, and confirms the gap between knowledge and changed behaviour. Interventions face
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...
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
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.
International Nuclear Information System (INIS)
Mazzeo, D.; Oliveti, G.; Arcuri, N.
2016-01-01
Highlights: • Dynamic behaviour of building walls subjected to sinusoidal and actual loadings. • The joint action of more temperature and heat flux loadings has been considered. • Dynamic parameters were defined by the internal and external fluctuating heat flux. • Use of the Total Harmonic Distortion to determine the number of harmonics required. • Study of the influence of external and internal loadings on dynamic parameters. - Abstract: The dynamic behaviour of opaque components of the building envelope in steady periodic regime is investigated using parameters defined by the fluctuating heat flux that is transferred in the wall. The use of the heat flux allows for the joint action of the loadings that characterise both the outdoor environment and the indoor air-conditioned environment to be taken into account. The analysis was developed in sinusoidal conditions to determine the frequency response of the wall and in non-sinusoidal conditions to identify the actual dynamic behaviour of the wall. The use of non-dimensional periodic thermal transmittance is proposed for the sinusoidal analysis in order to evaluate the decrement factor and the time lag that the heat flux undergoes in crossing the wall as well as the efficiency of heat storage. In the presence of non-sinusoidal loadings, the identification of the dynamic behaviour of the wall is obtained using several dynamic parameters: the decrement factor in terms of energy, defined as the ratio between the energy in a semi-period entering and exiting the wall; the decrement factor and the time lag in terms of heat flux, considering the maximum peak and the minimum peak. These parameters allow for the identification of how the form of the heat flux trend crossing the wall is modified. The number of harmonics to be considered for an accurate representation of heat fluxes is determined by means of the introduction of the Total Harmonic Distortion (THD), which quantifies the distortion of a non
Directory of Open Access Journals (Sweden)
J. VanLeeuwen
2009-07-01
infiltration excess overland flow. A pulse of macropore through flow was observed in the sandy soils three days after the rainfall event largely ended. The macropore water was a mixture of pre-event and event water, demonstrating the lag-time and mixing of the water masses in the sandy soil system. By contrast, the clayey soil horizons were not dominated by pre-event water, demonstrating the quicker response and shallow through flow of the clayey soil system. Thus, the sandy terrain has a greater vadose zone storage and greater lag time of through flow than the clayey terrain.
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.
Directory of Open Access Journals (Sweden)
S. Dobbie
2010-01-01
Full Text Available A newly developed ice nucleation experimental set up was used to investigate the heterogeneous ice nucleation properties of three Saharan and one Spanish dust particle samples. It was observed that the spread in the onset relative humidities with respect to ice (RHi for Saharan dust particles varied from 104% to 110%, whereas for the Spanish dust from 106% to 110%. The elemental composition analysis shows a prominent Ca feature in the Spanish dust sample which could potentially explain the differences in nucleation threshold. Although the spread in the onset RHi for the three Saharan dust samples were in agreement, the active fractions and nucleation time-lags calculated at various temperature and RHi conditions were found to differ. This could be due to the subtle variation in the elemental composition of the dust samples, and surface irregularities like steps, cracks, cavities etc. A combination of classical nucleation theory and active site theory is used to understand the importance of these surface irregularities on the nucleability parameter, contact angle that is widely used in ice cloud modeling. These calculations show that the surface irregularities can reduce the contact angle by approximately 10 degrees.
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.
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.
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 ...
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.
DEFF Research Database (Denmark)
Rasch, Maria; Metris, A.; Baranyi, J.
2007-01-01
The lag time of single cells of Listeria innocua grown on the surface of Brain Heart Infusion Agar was studied by microscopy and image analysis. An experimental set-up that enabled relocation of the cells on the agar surface was developed and used to collect data from 50 to 100 individual cells...... the predictions of microbial growth on solid food matrices....
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.
Directory of Open Access Journals (Sweden)
Niels Van Quaquebeke
2016-09-01
Full Text Available A six-month, time-lagged online survey among 441 employees in diverse industries was conducted to investigate the role paranoia plays as an antecedent and as a consequence of advancement in organizations. The background of the study is the argument that it requires active social sense-making and behavioral adaptability to advance in organizations. The present paper thus explores the extent to which employees’ paranoid cognitions—representative of a heightened albeit suspicious sense-making and behavioral adaptability—link with their advancement in organizations (operationalized as changes in afforded span of control, both as an antecedent and an outcome. Following the strategy to illuminate the process by interaction analysis, both conditions (antecedent and outcome are examined in interaction with employees’ self-monitoring, which is considered representative of a heightened but healthy sense-making and behavioral adaptability. Results support the expected interference interaction between paranoid cognitions and self-monitoring in that each can to some degree compensate for the other in explaining employees’ organizational advancement. Reversely, changes in span of control also affected paranoid cognitions. In particular, low self-monitors, i.e. those low in adaptive sense-making, reacted with heightened paranoid cognitions when demoted. In effect, the present study is thus the first to empirically support that paranoid cognitions can be a consequence but also a prerequisite for getting ahead in organizations. Practical advice should, however, be suspended until it is better understood whether and under what circumstances paranoia may relate not only to personally getting ahead but also to an increased effectiveness for the benefit of the organization.
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.
Lebeuf, Michel; Nunes, Teresa
2005-03-15
Three sediment cores were collected along the longitudinal axis of the Laurentian Trough in the Lower St. Lawrence Estuary (LSLE) and an additional one at the junction of the Estuary and the Gulf of St. Lawrence. After core-slicing, each sediment layer was analyzed for polychlorinated biphenyls (PCBs) and some organochlorine pesticides (OCPs) including p,p'-dichlorodiphenyltrichloroethane (DDT) and its metabolites, hexachlorobenzene (HCB) and Mirex. 210Pb activity was also measured in these sediments, which allowed us to confirm that these cores were too much affected by the overall impact of surface mixing to be dated. Nevertheless, POP sedimentary profiles in cores from the LSLE upstream stations showed well-defined subsurface peak concentrations. Apparently, the peak inputs of POPs to these sediment cores had occurred after the years of maximum sales and production of these chemicals in North America, suggesting a time lag in the delivery of POPs to the LSLE sediments. Concentrations of POPs in the LSLE surface sediments as well as POP inventories in sediment cores decreased in the seaward direction, confirming that the head of the LSLE acts as a sink for sediments and associated constituents. Surface concentrations of sigmaPCBs, sigmaDDTs, and HCB in the most upstream core were on average similar to those reported in two fluvial lakes of the St. Lawrence River but were between 12 and 39 times lower than those from Lake Ontario. For Mirex, the surface concentration in that core was 5 and 130 times lower than the average values found in the fluvial lakes and Lake Ontario, respectively. Differences between Lake Ontario sediment cores and the most upstream core from the LSLE were much smaller on the basis of POP inventories than surface concentrations of POPs, but were still important. The total burdens of POPs in LSLE sediments below the 200 m isobath were 8704 kg for sigmaPCBs, 1825 kg for sigmaDDTs, 319 kg for HCB, and 27.5 kg for Mirex. These values represent
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.
Optimal lag in dynamical investments
Serva, M.
1998-01-01
A portfolio of different stocks and a risk-less security whose composition is dynamically maintained stable by trading shares at any time step leads to a growth of the capital with a nonrandom rate. This is the key for the theory of optimal-growth investment formulated by Kelly. In presence of transaction costs, the optimal composition changes and, more important, it turns out that the frequency of transactions must be reduced. This simple observation leads to the definition of an optimal lag...
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.
Erdeljić, Viktorija; Francetić, Igor; Bošnjak, Zrinka; Budimir, Ana; Kalenić, Smilja; Bielen, Luka; Makar-Aušperger, Ksenija; Likić, Robert
2011-05-01
The relationship between antibiotic consumption and selection of resistant strains has been studied mainly by employing conventional statistical methods. A time delay in effect must be anticipated and this has rarely been taken into account in previous studies. Therefore, distributed lags time series analysis and simple linear correlation were compared in their ability to evaluate this relationship. Data on monthly antibiotic consumption for ciprofloxacin, piperacillin/tazobactam, carbapenems and cefepime as well as Pseudomonas aeruginosa susceptibility were retrospectively collected for the period April 2006 to July 2007. Using distributed lags analysis, a significant temporal relationship was identified between ciprofloxacin, meropenem and cefepime consumption and the resistance rates of P. aeruginosa isolates to these antibiotics. This effect was lagged for ciprofloxacin and cefepime [1 month (R=0.827, P=0.039) and 2 months (R=0.962, P=0.001), respectively] and was simultaneous for meropenem (lag 0, R=0.876, P=0.002). Furthermore, a significant concomitant effect of meropenem consumption on the appearance of multidrug-resistant P. aeruginosa strains (resistant to three or more representatives of classes of antibiotics) was identified (lag 0, R=0.992, PPearson's correlation coefficient. Correlation coefficient analysis was not able to identify relationships between antibiotic consumption and bacterial resistance when the effect was delayed. These results indicate that the use of diverse statistical methods can yield significantly different results, thus leading to the introduction of possibly inappropriate infection control measures. Copyright © 2010 Elsevier B.V. and the International Society of Chemotherapy. All rights reserved.
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.
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…
Lag synchronization of hyperchaos with application to secure communications
International Nuclear Information System (INIS)
Li Chuandong; Liao Xiaofeng; Wong Kwokwo
2005-01-01
In this paper, hyperchaotic lag synchronization is restated as a nonlinear and lag-in-time observer design issue. This approach leads to a systematic tool, which guarantees the lag synchronization of a wide class of chaotic or hyperchaotic systems via a scalar signal. By exploiting this result, we propose a hyperchaos-based cryptosystem scheme that combines the conventional cryptographic methods and the lag synchronization of chaotic circuits. The computer simulation results show that the lag synchronization scheme and the cryptosystem proposed in this paper are both feasible
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.
Kölling, Sarah; Treff, Gunnar; Winkert, Kay; Ferrauti, Alexander; Meyer, Tim; Pfeiffer, Mark; Kellmann, Michael
2017-11-01
This study examined sleep-wake habits and subjective jet-lag ratings of 55 German junior rowers (n = 30 male, 17.8 ± 0.5 years) before and during the World Rowing Junior Championships 2015 in Rio de Janeiro, Brazil. Athletes answered sleep logs every morning, and Liverpool John Moore's University Jet-Lag Questionnaires each evening and morning. Following an 11-h westward flight with 5-h time shift, advanced bedtimes (-1 h, P travel fatigue probably had a major effect on perceptual decrements, sleep during travel and time to recover upon arrival should be emphasised. Coaches and practitioners should consider higher sleep propensity in the early evening by scheduling training sessions and meetings until the late afternoon.
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
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.
Directory of Open Access Journals (Sweden)
Sergio Ragonese
2002-06-01
Full Text Available The joint analysis of data from different programs represents a good opportunity to improve knowledge about the condition of any exploited populations. This note investigates the influence of lag-time in sample characteristics (growth rate and recruitment by following a simple and quick exploratory procedure. In order to illustrate this approach, the Greater Fork-beard (Phycis blennoides Brunnich, 1768, a species with discrete recruitment pattern and available to the capture process in the first years of life, was considered . The length-frequency distributions (LFD, obtained during five spring (MEDITS - International and successive autumn (GRUND - Italian bottom trawl surveys, conducted from 1994 to 1998, in the Strait of Sicily and Southern Tyrrhenian Sea (Mediterranean were analysed. The procedure was divided into three steps. Firstly, the LFD were analysed in order to estimate the mean length of the first component in each survey. Secondly, for each survey, the difference between the standardized mean lengths of the first components in the LFD of the two areas was compared with the corresponding lag-time in order to assess any systematic temporal effect in recruitment periodicity. Thirdly, for each area, the absolute and instantaneous growth rates between the spring and autumn surveys of the same year were computed on the base of the lag-time, to evaluate any difference in growth rate between the areas. The results show that the earlier the surveys begin in the Strait of Sicily, the smaller is the difference in mean length. Since the growth rates between the two areas are practically indistinguishable, the higher mean lengths observed in samples from the Strait of Sicily mainly reflect the lag-time. The reference mean growth rate found (1.03 and 0.93 cm per month in the Strait of Sicily and Southern Tyrrhenian Sea, respectively agreed with the literature. In spring, the recruits of 0 group represent up to 90% of the whole trawl catch, and
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
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.
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
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.
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
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)
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
Serrano, Arnaldo L; Lomont, Justin P; Tu, Ling-Hsien; Raleigh, Daniel P; Zanni, Martin T
2017-11-22
Transiently populated oligomers formed en route to amyloid fibrils may constitute the most toxic aggregates associated with many amyloid-associated diseases. Most nucleation theories used to describe amyloid aggregation predict low oligomer concentrations and do not take into account free energy costs that may be associated with structural rearrangements between the oligomer and fiber states. We have used isotope labeling and two-dimensional infrared spectroscopy to spectrally resolve an oligomeric intermediate during the aggregation of the human islet amyloid protein (hIAPP or amylin), the protein associated with type II diabetes. A structural rearrangement includes the F 23 G 24 A 25 I 26 L 27 region of hIAPP, which starts from a random coil structure, evolves into ordered β-sheet oligomers containing at least 5 strands, and then partially disorders in the fibril structure. The supercritical concentration is measured to be between 150 and 250 μM, which is the thermodynamic parameter that sets the free energy of the oligomers. A 3-state kinetic model fits the experimental data, but only if it includes a concentration independent free energy barrier >3 kcal/mol that represents the free energy cost of refolding the oligomeric intermediate into the structure of the amyloid fibril; i.e., "oligomer activation" is required. The barrier creates a transition state in the free energy landscape that slows fibril formation and creates a stable population of oligomers during the lag phase, even at concentrations below the supercritical concentration. Largely missing in current kinetic models is a link between structure and kinetics. Our experiments and modeling provide evidence that protein structural rearrangements during aggregation impact the populations and kinetics of toxic oligomeric species.
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.
International Nuclear Information System (INIS)
Abeysekara, A. U.; Flinders, A.; Archambault, S.; Feng, Q.; Archer, A.; Buckley, J. H.; Bugaev, V.; Benbow, W.; Cerruti, M.; Bird, R.; Buchovecky, M.; Cardenzana, J. V; Eisch, J. D.; Chen, X.; Ciupik, L.; Connolly, M. P.; Cui, W.; Finley, J. P.; Falcone, A.; Fleischhack, H.
2017-01-01
Blazars are variable emitters across all wavelengths over a wide range of timescales, from months down to minutes. It is therefore essential to observe blazars simultaneously at different wavelengths, especially in the X-ray and gamma-ray bands, where the broadband spectral energy distributions usually peak. In this work, we report on three “target-of-opportunity” observations of Mrk 421, one of the brightest TeV blazars, triggered by a strong flaring event at TeV energies in 2014. These observations feature long, continuous, and simultaneous exposures with XMM-Newton (covering the X-ray and optical/ultraviolet bands) and VERITAS (covering the TeV gamma-ray band), along with contemporaneous observations from other gamma-ray facilities (MAGIC and Fermi -Large Area Telescope) and a number of radio and optical facilities. Although neither rapid flares nor significant X-ray/TeV correlation are detected, these observations reveal subtle changes in the X-ray spectrum of the source over the course of a few days. We search the simultaneous X-ray and TeV data for spectral hysteresis patterns and time delays, which could provide insight into the emission mechanisms and the source properties (e.g., the radius of the emitting region, the strength of the magnetic field, and related timescales). The observed broadband spectra are consistent with a one-zone synchrotron self-Compton model. We find that the power spectral density distribution at ≳4 × 10 −4 Hz from the X-ray data can be described by a power-law model with an index value between 1.2 and 1.8, and do not find evidence for a steepening of the power spectral index (often associated with a characteristic length scale) compared to the previously reported values at lower frequencies.
Energy Technology Data Exchange (ETDEWEB)
Abeysekara, A. U.; Flinders, A. [Department of Physics and Astronomy, University of Utah, Salt Lake City, UT 84112 (United States); Archambault, S.; Feng, Q. [Physics Department, McGill University, Montreal, QC H3A 2T8 (Canada); Archer, A.; Buckley, J. H.; Bugaev, V. [Department of Physics, Washington University, St. Louis, MO 63130 (United States); Benbow, W.; Cerruti, M. [Fred Lawrence Whipple Observatory, Harvard-Smithsonian Center for Astrophysics, Amado, AZ 85645 (United States); Bird, R.; Buchovecky, M. [Department of Physics and Astronomy, University of California, Los Angeles, CA 90095 (United States); Cardenzana, J. V; Eisch, J. D. [Department of Physics and Astronomy, Iowa State University, Ames, IA 50011 (United States); Chen, X. [Institute of Physics and Astronomy, University of Potsdam, D-14476 Potsdam-Golm (Germany); Ciupik, L. [Astronomy Department, Adler Planetarium and Astronomy Museum, Chicago, IL 60605 (United States); Connolly, M. P. [School of Physics, National University of Ireland Galway, University Road, Galway (Ireland); Cui, W.; Finley, J. P. [Department of Physics and Astronomy, Purdue University, West Lafayette, IN 47907 (United States); Falcone, A. [Department of Astronomy and Astrophysics, 525 Davey Lab, Pennsylvania State University, University Park, PA 16802 (United States); Fleischhack, H. [DESY, Platanenallee 6, D-15738 Zeuthen (Germany); Collaboration: VERITAS Collaboration; MAGIC Collaboration; and others
2017-01-01
Blazars are variable emitters across all wavelengths over a wide range of timescales, from months down to minutes. It is therefore essential to observe blazars simultaneously at different wavelengths, especially in the X-ray and gamma-ray bands, where the broadband spectral energy distributions usually peak. In this work, we report on three “target-of-opportunity” observations of Mrk 421, one of the brightest TeV blazars, triggered by a strong flaring event at TeV energies in 2014. These observations feature long, continuous, and simultaneous exposures with XMM-Newton (covering the X-ray and optical/ultraviolet bands) and VERITAS (covering the TeV gamma-ray band), along with contemporaneous observations from other gamma-ray facilities (MAGIC and Fermi -Large Area Telescope) and a number of radio and optical facilities. Although neither rapid flares nor significant X-ray/TeV correlation are detected, these observations reveal subtle changes in the X-ray spectrum of the source over the course of a few days. We search the simultaneous X-ray and TeV data for spectral hysteresis patterns and time delays, which could provide insight into the emission mechanisms and the source properties (e.g., the radius of the emitting region, the strength of the magnetic field, and related timescales). The observed broadband spectra are consistent with a one-zone synchrotron self-Compton model. We find that the power spectral density distribution at ≳4 × 10{sup −4} Hz from the X-ray data can be described by a power-law model with an index value between 1.2 and 1.8, and do not find evidence for a steepening of the power spectral index (often associated with a characteristic length scale) compared to the previously reported values at lower frequencies.
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.
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
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)
Effects of lag and maximum growth in contaminant transport and biodegradation modeling
International Nuclear Information System (INIS)
Wood, B.D.; Dawson, C.N.
1992-06-01
The effects of time lag and maximum microbial growth on biodegradation in contaminant transport are discussed. A mathematical model is formulated that accounts for these effects, and a numerical case study is presented that demonstrates how lag influences biodegradation
Nonaka, Takashi; Kessoku, Takaomi; Ogawa, Yuji; Yanagisawa, Shogo; Shiba, Tadahiko; Sahaguchi, Takashi; Atsukawa, Kazuhiro; Takahashi, Hisao; Sekino, Yusuke; Iida, Hiroshi; Hosono, Kunihiro; Endo, Hiroki; Sakamoto, Yasunari; Koide, Tomoko; Takahashi, Hirokazu; Tokoro, Chikako; Abe, Yasunobu; Maeda, Shin; Nakajima, Atsushi; Inamori, Masahiko
2011-01-01
The aim of this study was to determine whether oral Itopride hydrochloride (itopride) intake might have any effect on the rate of gastric emptying, using a novel non-invasive technique for measuring the rate of gastric emptying, namely, the continuous real time 13C breath test (BreathID system: Exalenz Bioscience Ltd., Israel). Eight healthy male volunteers participated in this randomized, two-way crossover study. The subjects fasted overnight and were randomly assigned to receive 50mg itopride following a test meal (200 kcal per 200mL, containing 100mg 13C acetate), or the test meal alone. Under both conditions, gastric emptying was monitored for 4 hours after administration of the test meal by the 13C-acetic acid breath test performed continually using the BreathID system. Using Oridion Research Software (beta version), the time required for emptying of 50% of the labeled meal (T 1/2), the analog to the scintigraphy lag time for 10% emptying of the labeled meal (T lag), the gastric emptying coefficient (GEC), and the regression-estimated constants (beta and kappa) were calculated. The parameters measured under the two conditions were compared using the Wilcoxon's signed-rank test. No significant differences in the calculated parameters, namely, the T 1/2, T lag, GEC, beta or kappa, were observed between the two test conditions, namely, administration of a test meal+itopride and administration of the test meal alone. The present study revealed that postprandial itopride intake had no significant influence on the rate of gastric emptying. Recently, several studies have shown that itopride may be effective in the treatment of patients with functional dyspepsia. Our results suggest that the efficacy of itopride in patients with functional dyspepsia may be based on its effect of improving functions other than the rate of gastric emptying, such as the activities at neuronal sites, brain-gut correlation, visceral hypersensitivity, gastric accommodation and distension
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.
Malusà, Marco G.; Wang, Jiangang; Garzanti, Eduardo; Liu, Zhi-Chao; Villa, Igor M.; Wittmann, Hella
2017-10-01
Detrital thermochronology is often employed to assess the evolutionary stage of an entire orogenic belt using the lag-time approach, i.e., the difference between the cooling and depositional ages of detrital mineral grains preserved in a stratigraphic succession. The impact of different eroding sources to the final sediment sink is controlled by several factors, including the short-term erosion rate and the mineral fertility of eroded bedrock. Here, we use apatite fertility data and cosmogenic-derived erosion rates in the Po river catchment (Alps-Apennines) to calculate the expected percentage of apatite grains supplied to the modern Po delta from the major Alpine and Apenninic eroding sources. We test these predictions by using a cutting-edge dataset of trace-element and Nd-isotope signatures on 871 apatite grains from 14 modern sand samples, and we use apatite fission-track data to validate our geochemical approach to provenance discrimination. We found that apatite grains shed from different sources are geochemically distinct. Apatites from the Lepontine dome in the Central Alps show relative HREE enrichment, lower concentrations in Ce and U, and higher 147Sm/144Nd ratios compared to apatites derived from the External Massifs. Derived provenance budgets point to a dominant apatite contribution to the Po delta from the high-fertility Lepontine dome, consistent with the range independently predicted from cosmonuclide and mineral-fertility data. Our results demonstrate that the single-mineral record in the final sediment sink can be largely determined by high-fertility source rocks exposed in rapidly eroding areas within the drainage. This implies that the detrital thermochronology record may reflect processes affecting relatively small parts of the orogenic system under consideration. A reliable approach to lag-time analysis would thus benefit from an independent provenance discrimination of dated mineral grains, which may allow to proficiently reconsider many
Yu, Wenwu; Cao, Jinde
2007-09-01
Parameter identification of dynamical systems from time series has received increasing interest due to its wide applications in secure communication, pattern recognition, neural networks, and so on. Given the driving system, parameters can be estimated from the time series by using an adaptive control algorithm. Recently, it has been reported that for some stable systems, in which parameters are difficult to be identified [Li et al., Phys Lett. A 333, 269-270 (2004); Remark 5 in Yu and Cao, Physica A 375, 467-482 (2007); and Li et al., Chaos 17, 038101 (2007)], and in this paper, a brief discussion about whether parameters can be identified from time series is investigated. From some detailed analyses, the problem of why parameters of stable systems can be hardly estimated is discussed. Some interesting examples are drawn to verify the proposed analysis.
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.
Lag profile inversion method for EISCAT data analysis
Directory of Open Access Journals (Sweden)
I. I. Virtanen
2008-03-01
Full Text Available The present standard EISCAT incoherent scatter experiments are based on alternating codes that are decoded in power domain by simple summation and subtraction operations. The signal is first digitised and then different lagged products are calculated and decoded in real time. Only the decoded lagged products are saved for further analysis so that both the original data samples and the undecoded lagged products are lost. A fit of plasma parameters can be later performed using the recorded lagged products. In this paper we describe a different analysis method, which makes use of statistical inversion in removing range ambiguities from the lag profiles. An analysis program carrying out both the lag profile inversion and the fit of the plasma parameters has been constructed. Because recording the received signal itself instead of the lagged products allows very flexible data analysis, the program is constructed to use raw data, i.e. IQ-sampled signal recorded from an IF stage of the radar. The program is now capable of analysing standard alternating-coded EISCAT experiments as well as experiments with any other kind of radar modulation if raw data is available. The program calculates the ambiguous lag profiles and is capable of inverting them as such but, for analysis in real time, time integration is needed before inversion. We demonstrate the method using alternating code experiments in the EISCAT UHF radar and specific hardware connected to the second IF stage of the receiver. This method produces a data stream of complex samples, which are stored for later processing. The raw data is analysed with lag profile inversion and the results are compared to those given by the standard method.
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.
Directory of Open Access Journals (Sweden)
Ziaei Poor Hamed
2016-01-01
Full Text Available This article focuses on temperature response of skin tissue due to time-dependent surface heat fluxes. Analytical solution is constructed for DPL bio-heat transfer equation with constant, periodic and pulse train heat flux conditions on skin surface. Separation of variables and Duhamel’s theorem for a skin tissue as a finite domain are employed. The transient temperature responses for constant and time-dependent boundary conditions are obtained and discussed. The results show that there is major discrepancy between the predicted temperature of parabolic (Pennes bio-heat transfer, hyperbolic (thermal wave and DPL bio-heat transfer models when high heat flux accidents on the skin surface with a short duration or propagation speed of thermal wave is finite. The results illustrate that the DPL model reduces to the hyperbolic model when τT approaches zero and the classic Fourier model when both thermal relaxations approach zero. However for τq = τT the DPL model anticipates different temperature distribution with that predicted by the Pennes model. Such discrepancy is due to the blood perfusion term in energy equation. It is in contrast to results from the literature for pure conduction material, where the DPL model approaches the Fourier heat conduction model when τq = τT . The burn injury is also investigated.
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...
Balaev, Mikhail
2014-07-01
The author examines how time delayed effects of economic development, education, and gender equality influence political democracy. Literature review shows inadequate understanding of lagged effects, which raises methodological and theoretical issues with the current quantitative studies of democracy. Using country-years as a unit of analysis, the author estimates a series of OLS PCSE models for each predictor with a systematic analysis of the distributions of the lagged effects. The second set of multiple OLS PCSE regressions are estimated including all three independent variables. The results show that economic development, education, and gender have three unique trajectories of the time-delayed effects: Economic development has long-term effects, education produces continuous effects regardless of the timing, and gender equality has the most prominent immediate and short term effects. The results call for the reassessment of model specifications and theoretical setups in the quantitative studies of democracy. Copyright © 2014 Elsevier Inc. All rights reserved.
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.
Do subjective symptoms predict our perception of jet-lag?
Waterhouse, J; Edwards, B; Nevill, A; Atkinson, G; Reilly, T; Davies, P; Godfrey, R
2000-10-01
A total of 39 subjects were studied after a flight from the UK to either Sydney or Brisbane (10 time-zones to the east). Subjects varied widely in their age, their athletic ability, whether or not they were taking melatonin, and in their objectives when in Australia. For the first 6 days after arrival, subjects scored their jet-lag five times per day and other subjective variables up to five times per day, using visual analogue scales. For jet-lag, the scale was labelled 0 = no jet-lag to 10 = very bad jet-lag; the extremes of the other scales were labelled - 5 and + 5, indicating marked changes compared with normal, and the centrepoint was labelled 0 indicating 'normal'. Mean daily values for jet-lag and fatigue were initially high (+ 3.65 +/- 0.35 and + 1.55 +/- 0.22 on day 1, respectively) and fell progressively on subsequent days, but were still raised significantly (p concentration and motivation, and rises in irritability and nocturnal wakings, had recovered by day 4 or earlier, and bowel activity was less frequent, with harder stools, on days 1 and 2 only. Also, on day 1, there was a decrease in the ease of getting to sleep (- 1.33 +/- 0.55), but this changed to an increase from day 2 onwards (for example, + 0.75 +/- 0.25 on day 6). Stepwise regression analysis was used to investigate predictors of jet-lag. The severity of jet-lag at all the times that were measured was strongly predicted by fatigue ratings made at the same time. Its severity at 08:00 h was predicted by an earlier time of waking, by feeling less alert 30 min after waking and, marginally, by the number of waking episodes. Jet-lag at 12:00 and 16:00 h was strongly predicted by a fall of concentration at these times; jet-lag at mealtimes (12:00, 16:00 and 20:00 h) was predicted by the amount of feeling bloated. Such results complicate an exact interpretation that can be placed on an assessment of a global term such as jet-lag, particularly if the assessment is made only once per day.
Levine, Matthew E; Albers, David J; Hripcsak, George
2016-01-01
Time series analysis methods have been shown to reveal clinical and biological associations in data collected in the electronic health record. We wish to develop reliable high-throughput methods for identifying adverse drug effects that are easy to implement and produce readily interpretable results. To move toward this goal, we used univariate and multivariate lagged regression models to investigate associations between twenty pairs of drug orders and laboratory measurements. Multivariate lagged regression models exhibited higher sensitivity and specificity than univariate lagged regression in the 20 examples, and incorporating autoregressive terms for labs and drugs produced more robust signals in cases of known associations among the 20 example pairings. Moreover, including inpatient admission terms in the model attenuated the signals for some cases of unlikely associations, demonstrating how multivariate lagged regression models' explicit handling of context-based variables can provide a simple way to probe for health-care processes that confound analyses of EHR data.
SPECTRAL LAGS AND THE LAG-LUMINOSITY RELATION: AN INVESTIGATION WITH SWIFT BAT GAMMA-RAY BURSTS
International Nuclear Information System (INIS)
Ukwatta, T. N.; Dhuga, K. S.; Eskandarian, A.; Maximon, L. C.; Parke, W. C.; Stamatikos, M.; Sakamoto, T.; Barthelmy, S. D.; Gehrels, N.; Norris, J. P.
2010-01-01
Spectral lag, the time difference between the arrival of high-energy and low-energy photons, is a common feature in gamma-ray bursts (GRBs). Norris et al. reported a correlation between the spectral lag and the isotropic peak luminosity of GRBs based on a limited sample. More recently, a number of authors have provided further support for this correlation using arbitrary energy bands of various instruments. In this paper, we report on a systematic extraction of spectral lags based on the largest Swift sample to date of 31 GRBs with measured redshifts. We extracted the spectral lags for all combinations of the standard Swift hard X-ray energy bands: 15-25 keV, 25-50 keV, 50-100 keV, and 100-200 keV and plotted the time dilation corrected lag as a function of isotropic peak luminosity. The mean value of the correlation coefficient for various channel combinations is -0.68 with a chance probability of ∼0.7 x 10 -3 . In addition, the mean value of the power-law index is 1.4 ± 0.3. Hence, our study lends support to the existence of a lag-luminosity correlation, albeit with large scatter.
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.
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.
LAG-3 Represents a Marker of CD4+ T Cells with Regulatory Activity in Patients with Bone Fracture.
Wang, Jun; Ti, Yunfan; Wang, Yicun; Guo, Guodong; Jiang, Hui; Chang, Menghan; Qian, Hongbo; Zhao, Jianning; Sun, Guojing
2018-04-19
The lymphocyte activation gene 3 (LAG-3) is a CD4 homolog with binding affinity to MHC class II molecules. It is thought that LAG-3 exerts a bimodal function, such that co-ligation of LAG-3 and CD3 could deliver an inhibitory signal in conventional T cells, whereas, on regulatory T cells, LAG-3 expression could promote their inhibitory function. In this study, we investigated the role of LAG-3 expression on CD4 + T cells in patients with long bone fracture. We found that LAG-3 + cells represented approximately 13% of peripheral blood CD4 + T cells on average. Compared to LAG-3 - CD4 + T cells, LAG-3 + CD4 + T cells presented significantly higher Foxp3 and CTLA-4 expression. Directly ex vivo or with TCR stimulation, LAG-3 + CD4 + T cells expressed significantly higher levels of IL-10 and TGF-β than LAG-3 - CD4 + T cells. Interestingly, blocking the LAG-3-MHC class II interaction actually increased the IL-10 expression by LAG-3 + CD4 + T cells. The frequency of LAG-3 + CD4 + T cell was positively correlated with restoration of healthy bone function in long bone fracture patients. These results together suggested that LAG-3 is a marker of CD4 + T cells with regulatory function; at the same time, LAG-3 might have limited the full suppressive potential of Treg cells.
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...
Zhu, Jingying; Zhang, Xuhui; Zhang, Xi; Dong, Mei; Wu, Jiamei; Dong, Yunqiu; Chen, Rong; Ding, Xinliang; Huang, Chunhua; Zhang, Qi; Zhou, Weijie
2017-05-01
Ambient air pollution ranks high among the risk factors that increase the global burden of disease. Previous studies focused on assessing mortality risk and were sparsely performed in populous developing countries with deteriorating environments. We conducted a time-series study to evaluate the air pollution-associated years of life lost (YLL) and mortality risk and to identify potential modifiers relating to the season and demographic characteristics. Using linear (for YLL) and Poisson (for mortality) regression models and controlling for time-varying factors, we found that an interquartile range (IQR) increase in a three-day average cumulative (lag 0-2 day) concentrations of PM 2.5 , PM 10 , NO 2 and SO 2 corresponded to increases in YLL of 12.09 (95% confidence interval [CI]: 2.98-21.20), 13.69 (95% CI: 3.32-24.07), 26.95 (95% CI: 13.99-39.91) and 24.39 (95% CI: 8.62-40.15) years, respectively, and to percent increases in mortality of 1.34% (95% CI: 0.67-2.01%), 1.56% (95% CI: 0.80-2.33%), 3.36% (95% CI: 2.39-4.33%) and 2.39% (95% CI: 1.24-3.55%), respectively. Among the specific causes of death, cardiovascular and respiratory diseases were positively associated with gaseous pollutants (NO 2 and SO 2 ), and diabetes was positively correlated with NO 2 (in terms of the mortality risk). The effects of air pollutants were more pronounced in the cool season than in the warm season. The elderly (>65 years) and females were more vulnerable to air pollution. Studying effect estimates and their modifications by using YLL to detect premature death should support implementing health risk assessments, identifying susceptible groups and guiding policy-making and resource allocation according to specific local conditions. Copyright © 2017 Elsevier Ltd. All rights reserved.
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 ...
Fiscal policy lags and income adjustment processes
International Nuclear Information System (INIS)
De Cesare, Luigi; Sportelli, Mario
2012-01-01
Highlights: ► There are delays either in the government expenditure or in the tax system. ► Both delays affect fiscal policy outcomes. ► The system of differential equations with two delays may be chaotic. ► Fiscal policy outcomes might be inconsistent with their stabilization purposes. - Abstract: The interest in the impact of fiscal policy lags on economic stability increased in the last decade. Several studies have been made on delays either in the government expenditure or in the tax system, where lags exist between the accrual and the payment of taxes. Nevertheless there is in the literature no model where time delays in government expenditures and in tax revenues are considered together as it happens in the real world. In this paper we remedied this defect and proposed a macro-dynamic model where two delays appear: the first pertains to the public expenditure, the second, to the tax revenue. The resulting system of delayed differential equations is studied qualitatively and numerically. The analysis suggests that only particular combinations of the two delays make the system stable. Prevalently the system is unstable and chaotic motions may arise. This implies that the economy may need appropriate structural changes in the public sector to improve fiscal policy outcomes in such a way they may really be consistent with their stabilization purposes.
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.
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...
Repetition and lag effects in movement recognition.
Hall, C R; Buckolz, E
1982-03-01
Whether repetition and lag improve the recognition of movement patterns was investigated. Recognition memory was tested for one repetition, two-repetitions massed, and two-repetitions distributed with movement patterns at lags of 3, 5, 7, and 13. Recognition performance was examined both immediately afterwards and following a 48 hour delay. Both repetition and lag effects failed to be demonstrated, providing some support for the claim that memory is unaffected by repetition at a constant level of processing (Craik & Lockhart, 1972). There was, as expected, a significant decrease in recognition memory following the retention interval, but this appeared unrelated to repetition or lag.
Testing the Lag Structure of Assets’ Realized Volatility Dynamics
Directory of Open Access Journals (Sweden)
Francesco Audrino
2017-12-01
Full Text Available A (conservative test is applied to investigate the optimal lag structure for modelingrealized volatility dynamics. The testing procedure relies on the recent theoretical results that showthe ability of the adaptive least absolute shrinkage and selection operator (adaptive lasso to combinee cient parameter estimation, variable selection, and valid inference for time series processes. In anapplication to several constituents of the S&P 500 index it is shown that (i the optimal significantlag structure is time-varying and subject to drastic regime shifts that seem to happen across assetssimultaneously; (ii in many cases the relevant information for prediction is included in the first 22lags, corroborating previous results concerning the accuracy and the diffculty of outperforming outof-sample the heterogeneous autoregressive (HAR model; and (iii some common features of theoptimal lag structure can be identified across assets belonging to the same market segment or showinga similar beta with respect to the market index.
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.
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.
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.
On the phase lag of turbulent dissipation in rotating tidal flows
Zhang, Qianjiang; Wu, Jiaxue
2018-03-01
Field observations of rotating tidal flows in a shallow tidally swept sea reveal that a notable phase lag of both shear production and turbulent dissipation increases with height above the seafloor. These vertical delays of turbulent quantities are approximately equivalent in magnitude to that of squared mean shear. The shear production approximately equals turbulent dissipation over the phase-lag column, and thus a main mechanism of phase lag of dissipation is mean shear, rather than vertical diffusion of turbulent kinetic energy. By relating the phase lag of dissipation to that of the mean shear, a simple formulation with constant eddy viscosity is developed to describe the phase lag in rotating tidal flows. An analytical solution indicates that the phase lag increases linearly with height subjected to a combined effect of tidal frequency, Coriolis parameter and eddy viscosity. The vertical diffusion of momentum associated with eddy viscosity produces the phase lag of squared mean shear, and resultant delay of turbulent quantities. Its magnitude is inhibited by Earth's rotation. Furthermore, a theoretical formulation of the phase lag with a parabolic eddy viscosity profile can be constructed. A first-order approximation of this formulation is still a linear function of height, and its magnitude is approximately 0.8 times that with constant viscosity. Finally, the theoretical solutions of phase lag with realistic viscosity can be satisfactorily justified by realistic phase lags of dissipation.
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.
Drug lag and key regulatory barriers in the emerging markets
Directory of Open Access Journals (Sweden)
Harriet Wileman
2010-01-01
This work concludes that the overall relative drug lag in the emerging markets has decreased over time and that there are seven key regulatory barriers which need to be targeted in order to make further improvements; ′Western Approval′, local clinical development (LCD, Certificate of Pharmaceutical Product (CPP, Good Manufacturing Practice (GMP, pricing approval, document authentication and harmonisation.
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...
Mechanisms of zero-lag synchronization in cortical motifs.
Directory of Open Access Journals (Sweden)
Leonardo L Gollo
2014-04-01
Full Text Available Zero-lag synchronization between distant cortical areas has been observed in a diversity of experimental data sets and between many different regions of the brain. Several computational mechanisms have been proposed to account for such isochronous synchronization in the presence of long conduction delays: Of these, the phenomenon of "dynamical relaying"--a mechanism that relies on a specific network motif--has proven to be the most robust with respect to parameter mismatch and system noise. Surprisingly, despite a contrary belief in the community, the common driving motif is an unreliable means of establishing zero-lag synchrony. Although dynamical relaying has been validated in empirical and computational studies, the deeper dynamical mechanisms and comparison to dynamics on other motifs is lacking. By systematically comparing synchronization on a variety of small motifs, we establish that the presence of a single reciprocally connected pair--a "resonance pair"--plays a crucial role in disambiguating those motifs that foster zero-lag synchrony in the presence of conduction delays (such as dynamical relaying from those that do not (such as the common driving triad. Remarkably, minor structural changes to the common driving motif that incorporate a reciprocal pair recover robust zero-lag synchrony. The findings are observed in computational models of spiking neurons, populations of spiking neurons and neural mass models, and arise whether the oscillatory systems are periodic, chaotic, noise-free or driven by stochastic inputs. The influence of the resonance pair is also robust to parameter mismatch and asymmetrical time delays amongst the elements of the motif. We call this manner of facilitating zero-lag synchrony resonance-induced synchronization, outline the conditions for its occurrence, and propose that it may be a general mechanism to promote zero-lag synchrony in the brain.
Monthly ENSO Forecast Skill and Lagged Ensemble Size
Trenary, L.; DelSole, T.; Tippett, M. K.; Pegion, K.
2018-04-01
The mean square error (MSE) of a lagged ensemble of monthly forecasts of the Niño 3.4 index from the Climate Forecast System (CFSv2) is examined with respect to ensemble size and configuration. Although the real-time forecast is initialized 4 times per day, it is possible to infer the MSE for arbitrary initialization frequency and for burst ensembles by fitting error covariances to a parametric model and then extrapolating to arbitrary ensemble size and initialization frequency. Applying this method to real-time forecasts, we find that the MSE consistently reaches a minimum for a lagged ensemble size between one and eight days, when four initializations per day are included. This ensemble size is consistent with the 8-10 day lagged ensemble configuration used operationally. Interestingly, the skill of both ensemble configurations is close to the estimated skill of the infinite ensemble. The skill of the weighted, lagged, and burst ensembles are found to be comparable. Certain unphysical features of the estimated error growth were tracked down to problems with the climatology and data discontinuities.
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.
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.
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.
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.
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.
Lag synchronization of Rossler system and Chua circuit via a scalar signal
International Nuclear Information System (INIS)
Li Chuandong; Liao Xiaofeng
2004-01-01
In this Letter, a chaotic lag synchronization scheme is proposed based on combining a nonlinear with lag-in-time observer design. Our approach leads to a systematic methodology, which guarantees the synchronization of a wide class of chaotic systems via a scalar signal. The proposed technique has been applied to synchronize two well-known chaotic systems: Rossler's system and Chua circuit
Robust Short-Lag Spatial Coherence Imaging.
Nair, Arun Asokan; Tran, Trac Duy; Bell, Muyinatu A Lediju
2018-03-01
Short-lag spatial coherence (SLSC) imaging displays the spatial coherence between backscattered ultrasound echoes instead of their signal amplitudes and is more robust to noise and clutter artifacts when compared with traditional delay-and-sum (DAS) B-mode imaging. However, SLSC imaging does not consider the content of images formed with different lags, and thus does not exploit the differences in tissue texture at each short-lag value. Our proposed method improves SLSC imaging by weighting the addition of lag values (i.e., M-weighting) and by applying robust principal component analysis (RPCA) to search for a low-dimensional subspace for projecting coherence images created with different lag values. The RPCA-based projections are considered to be denoised versions of the originals that are then weighted and added across lags to yield a final robust SLSC (R-SLSC) image. Our approach was tested on simulation, phantom, and in vivo liver data. Relative to DAS B-mode images, the mean contrast, signal-to-noise ratio (SNR), and contrast-to-noise ratio (CNR) improvements with R-SLSC images are 21.22 dB, 2.54, and 2.36, respectively, when averaged over simulated, phantom, and in vivo data and over all lags considered, which corresponds to mean improvements of 96.4%, 121.2%, and 120.5%, respectively. When compared with SLSC images, the corresponding mean improvements with R-SLSC images were 7.38 dB, 1.52, and 1.30, respectively (i.e., mean improvements of 14.5%, 50.5%, and 43.2%, respectively). Results show great promise for smoothing out the tissue texture of SLSC images and enhancing anechoic or hypoechoic target visibility at higher lag values, which could be useful in clinical tasks such as breast cyst visualization, liver vessel tracking, and obese patient imaging.
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.
A SOFT X-RAY REVERBERATION LAG IN THE AGN ESO 113–G010
International Nuclear Information System (INIS)
Cackett, E. M.; Fabian, A. C.; Kara, E.; Zogbhi, A.; Reynolds, C.; Uttley, P.
2013-01-01
Reverberation lags have recently been discovered in a handful of nearby, variable active galactic nuclei (AGNs). Here, we analyze a ∼100 ks archival XMM-Newton observation of the highly variable AGN, ESO 113–G010, in order to search for lags between hard, 1.5-4.5 keV, and soft, 0.3-0.9 keV, energy X-ray bands. At the lowest frequencies available in the light curve (∼ –4 Hz), we find hard lags where the power-law-dominated hard band lags the soft band (where the reflection fraction is high). However, at higher frequencies in the range (2-3) × 10 –4 Hz we find a soft lag of –325 ± 89 s. The general evolution from hard to soft lags as the frequency increases is similar to other AGNs where soft lags have been detected. We interpret this soft lag as due to reverberation from the accretion disk, with the reflection component responding to variability from the X-ray corona. For a black hole mass of 7 × 10 6 M ☉ this corresponds to a light-crossing time of ∼9 R g /c; however, dilution effects mean that the intrinsic lag is likely longer than this. Based on recent black hole mass scaling for lag properties, the lag amplitude and frequency are more consistent with a black hole a few times more massive than the best estimates, though flux-dependent effects could easily add scatter this large.
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 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.
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...
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.
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
Yang, Wengui; Yu, Wenwu; Cao, Jinde; Alsaadi, Fuad E; Hayat, Tasawar
2018-02-01
This paper investigates the stability and lag synchronization for memristor-based fuzzy Cohen-Grossberg bidirectional associative memory (BAM) neural networks with mixed delays (asynchronous time delays and continuously distributed delays) and impulses. By applying the inequality analysis technique, homeomorphism theory and some suitable Lyapunov-Krasovskii functionals, some new sufficient conditions for the uniqueness and global exponential stability of equilibrium point are established. Furthermore, we obtain several sufficient criteria concerning globally exponential lag synchronization for the proposed system based on the framework of Filippov solution, differential inclusion theory and control theory. In addition, some examples with numerical simulations are given to illustrate the feasibility and validity of obtained results. Copyright © 2017 Elsevier Ltd. All rights reserved.
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....
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
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
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.
Stabilized NADH as a Countermeasure for Jet Lag
Kay, Gary G.; Viirre, Erik; Clark, Jonathan
2001-01-01
Current remedies for jet lag (phototherapy, melatonin, stimulant, and sedative medications) are limited in efficacy and practicality. The efficacy of a stabilized, sublingual form of reduced nicotin amide adenine dinucleotide (NADH, ENADAlert, Menuco Corp.) as a countermeasure for jet lag was examined. Because NADH increases cellular production of ATP and facilitates dopamine synthesis, it may counteract the effects of jet lag on cognitive functioning and sleepiness. Thirty-five healthy, employed subjects participated in this double-blind, placebo-controlled study. Training and baseline testing were conducted on the West Coast before subjects flew overnight to the East Coast, where they would experience a 3-hour time difference. Upon arrival, individuals were randomly assigned to receive either 20 mg of sublingual stabilized ADH (n=18) or identical placebo tablets (n=17). All participants completed computer-administered tests (including CogScreen7) to assess changes in cognitive functioning, mood, and sleepiness in the morning and afternoon. Jet lag resulted in increased sleepiness for over half the participants and deterioration of cognitive functioning for approximately one third. The morning following the flight, subjects experienced lapses of attention in addition to disruptions in working memory, divided attention, and visual perceptual speed. Individuals who received NADH performed significantly better on 5 of 8 cognitive and psychomotor test measures (P less than or equal to 0.5) and showed a trend for better performance on the other three measures (P less than or equal to .l0). Subjects also reported less sleepiness compared with those who received placebo. No adverse effects were observed with NADH treatment. Stabilized NADH significantly reduced jet lag-induced disruptions of cognitive functioning, was easily administered, and was found to have no adverse side effects.
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.
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 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
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.
Cross-lagged relationships between workplace demands, control, support, and sleep problems.
Hanson, Linda L Magnusson; Åkerstedt, Torbjörn; Näswall, Katharina; Leineweber, Constanze; Theorell, Töres; Westerlund, Hugo
2011-10-01
Sleep problems are experienced by a large part of the population. Work characteristics are potential determinants, but limited longitudinal evidence is available to date, and reverse causation is a plausible alternative. This study examines longitudinal, bidirectional relationships between work characteristics and sleep problems. Prospective cohort/two-wave panel. Sweden. 3065 working men and women approximately representative of the Swedish workforce who responded to the 2006 and 2008 waves of the Swedish Longitudinal Occupational Survey of Health (SLOSH). N/A. Bidirectional relationships between, on the one hand, workplace demands, decision authority, and support, and, on the other hand, sleep disturbances (reflecting lack of sleep continuity) and awakening problems (reflecting feelings of being insufficiently restored), were investigated by structural equation modeling. All factors were modeled as latent variables and adjusted for gender, age, marital status, education, alcohol consumption, and job change. Concerning sleep disturbances, the best fitting models were the "forward" causal model for demands and the "reverse" causal model for support. Regarding awakening problems, reciprocal models fitted the data best. Cross-lagged analyses indicates a weak relationship between demands at Time 1 and sleep disturbances at Time 2, a "reverse" relationship from support T1 to sleep disturbances T2, and bidirectional associations between work characteristics and awakening problems. In contrast to an earlier study on demands, control, sleep quality, and fatigue, this study suggests reverse and reciprocal in addition to the commonly hypothesized causal relationships between work characteristics and sleep problems based on a 2-year time lag.
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.
Neophytou, Andreas M; Picciotto, Sally; Brown, Daniel M; Gallagher, Lisa E; Checkoway, Harvey; Eisen, Ellen A; Costello, Sadie
2018-02-13
Prolonged exposures can have complex relationships with health outcomes, as timing, duration, and intensity of exposure are all potentially relevant. Summary measures such as cumulative exposure or average intensity of exposure may not fully capture these relationships. We applied penalized and unpenalized distributed lag non-linear models (DLNMs) with flexible exposure-response and lag-response functions in order to examine the association between crystalline silica exposure and mortality from lung cancer and non-malignant respiratory disease in a cohort study of 2,342 California diatomaceous earth workers, followed 1942-2011. We also assessed associations using simple measures of cumulative exposure assuming linear exposure-response and constant lag-response. Measures of association from DLNMs were generally higher than from simpler models. Rate ratios from penalized DLNMs corresponding to average daily exposures of 0.4 mg/m3 during lag years 31-50 prior to the age of observed cases were 1.47 (95% confidence interval (CI) 0.92, 2.35) for lung cancer and 1.80 (95% CI: 1.14, 2.85) for non-malignant respiratory disease. Rate ratios from the simpler models for the same exposure scenario were 1.15 (95% CI: 0.89-1.48) and 1.23 (95% CI: 1.03-1.46) respectively. Longitudinal cohort studies of prolonged exposures and chronic health outcomes should explore methods allowing for flexibility and non-linearities in the exposure-lag-response. © The Author(s) 2018. Published by Oxford University Press on behalf of the Johns Hopkins Bloomberg School of Public Health.
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...
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.
Lagged and instantaneous dynamical influences related to brain structural connectivity
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Carmen eAlonso Montes
2015-07-01
Full Text Available Contemporary neuroimaging methods can shed light on the basis of human neural and cognitive specializations, with important implications for neuroscience and medicine. Indeed, different MRI acquisitions provide different brain networks at the macroscale; whilst diffusion-weighted MRI (dMRI provides a structural connectivity (SC coincident with the bundles of parallel fibers between brain areas, functional MRI (fMRI accounts for the variations in the blood-oxygenation-level-dependent T2* signal, providing functional connectivity (FC. Understanding the precise relation between FC and SC, that is, between brain dynamics and structure, is still a challenge for neuroscience.To investigate this problem, we acquired data at rest and built the corresponding SC (with matrix elements corresponding to the fiber number between brain areas to be compared with FC connectivity matrices obtained by three different methods: directed dependencies by an exploratory version of structural equation modeling (eSEM, linear correlations (C and partial correlations (PC. We also considered the possibility of using lagged correlations in time series; in particular, we compared a lagged version of eSEM and Granger causality (GC. Our results were two-fold: firstly, eSEM performance in correlating with SC was comparable to those obtained from C and PC, but eSEM (not C, nor PC provides information about directionality of the functional interactions. Second, interactions on a time scale much smaller than the sampling time, captured by instantaneous connectivity methods, are much more related to SC than slow directed influences captured by the lagged analysis. Indeed the performance in correlating with SC was much worse for GC and for the lagged version of eSEM. We expect these results to supply further insights to the interplay between SC and functional patterns, an important issue in the study of brain physiology and function.
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
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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.
MACROECONOMIC KALECKI’S MODEL IN VIEW OF AN INVESTMENT TEMPORARY LAG
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Eduard A. Gevorkyan
2015-01-01
Full Text Available The dependence of the gross domestic product on time ( Y ( t in macroeconomic Kalecki’s model in view of an investment temporary lag in the case of periodic dependence of the consumption function on time is investigated. As a result of solutions of linear ordinary differential equation and differential equation with lagging argument an analytical expressions for the Y ( t is received. Some aspects of influence of a temporary lag on character of variation of the function Y ( t are shown.
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.
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
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
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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
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.
Identifying and characterizing systematic temporally-lagged BOLD artifacts.
Byrge, Lisa; Kennedy, Daniel P
2018-05-01
Residual noise in the BOLD signal remains problematic for fMRI - particularly for techniques such as functional connectivity, where findings can be spuriously influenced by noise sources that can covary with individual differences. Many such potential noise sources - for instance, motion and respiration - can have a temporally lagged effect on the BOLD signal. Thus, here we present a tool for assessing residual lagged structure in the BOLD signal that is associated with nuisance signals, using a construction similar to a peri-event time histogram. Using this method, we find that framewise displacements - both large and very small - were followed by structured, prolonged, and global changes in the BOLD signal that depend on the magnitude of the preceding displacement and extend for tens of seconds. This residual lagged BOLD structure was consistent across datasets, and independently predicted considerable variance in the global cortical signal (as much as 30-40% in some subjects). Mean functional connectivity estimates varied similarly as a function of displacements occurring many seconds in the past, even after strict censoring. Similar patterns of residual lagged BOLD structure were apparent following respiratory fluctuations (which covaried with framewise displacements), implicating respiration as one likely mechanism underlying the displacement-linked structure observed. Global signal regression largely attenuates this artifactual structure. These findings suggest the need for caution in interpreting results of individual difference studies where noise sources might covary with the individual differences of interest, and highlight the need for further development of preprocessing techniques for mitigating such structure in a more nuanced and targeted manner. Copyright © 2018 Elsevier Inc. All rights reserved.
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.
Chen, Dingjiang; Huang, Hong; Hu, Minpeng; Dahlgren, Randy A
2014-05-20
This study demonstrates the importance of the nitrogen-leaching lag effect, soil nitrogen release, and climate change on anthropogenic N inputs (NANI) and riverine total nitrogen (TN) export dynamics using a 30-yr record for the Yongan River watershed in eastern China. Cross-correlation analysis indicated a 7-yr, 5-yr, and 4-yr lag time in riverine TN export in response to changes in NANI, temperature, and drained agricultural land area, respectively. Enhanced by warmer temperature and improved agricultural drainage, the upper 20 cm of agricultural soils released 270 kg N ha(-1) between 1980 and 2009. Climate change also increased the fractional export of NANI to river. An empirical model (R(2) = 0.96) for annual riverine TN flux incorporating these influencing factors estimated 35%, 41%, and 24% of riverine TN flux originated from the soil N pool, NANI, and background N sources, respectively. The model forecasted an increase of 45%, 25%, and 6% and a decrease of 13% in riverine TN flux from 2010 to 2030 under continued development, climate change, status-quo, and tackling scenarios, respectively. The lag effect, soil N release, and climate change delay riverine TN export reductions with respect to decreases in NANI and should be considered in developing and evaluating N management measures.
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...
SOFT LAGS IN NEUTRON STAR kHz QUASI-PERIODIC OSCILLATIONS: EVIDENCE FOR REVERBERATION?
Energy Technology Data Exchange (ETDEWEB)
Barret, Didier, E-mail: didier.barret@irap.omp.eu [Universite de Toulouse, UPS-OMP, IRAP, F-31400 Toulouse (France); CNRS, Institut de Recherche en Astrophysique et Planetologie, 9 Av. colonel Roche, BP 44346, F-31028 Toulouse cedex 4 (France)
2013-06-10
High frequency soft reverberation lags have now been detected from stellar mass and supermassive black holes. Their interpretation involves reflection of a hard source of photons onto an accretion disk, producing a delayed reflected emission, with a time lag consistent with the light travel time between the irradiating source and the disk. Independently of the location of the clock, the kHz quasi-periodic oscillation (QPO) emission is thought to arise from the neutron star boundary layer. Here, we search for the signature of reverberation of the kHz QPO emission, by measuring the soft lags and the lag energy spectrum of the lower kHz QPOs from 4U1608-522. Soft lags, ranging from {approx}15 to {approx}40 {mu}s, between the 3-8 keV and 8-30 keV modulated emissions are detected between 565 and 890 Hz. The soft lags are not constant with frequency and show a smooth decrease between 680 Hz and 890 Hz. The broad band X-ray spectrum is modeled as the sum of a disk and a thermal Comptonized component, plus a broad iron line, expected from reflection. The spectral parameters follow a smooth relationship with the QPO frequency, in particular the fitted inner disk radius decreases steadily with frequency. Both the bump around the iron line in the lag energy spectrum and the consistency between the lag changes and the inferred changes of the inner disk radius, from either spectral fitting or the QPO frequency, suggest that the soft lags may indeed involve reverberation of the hard pulsating QPO source on the disk.
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
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
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.