A mathematical approach for evaluating Markov models in continuous time without discrete-event simulation.

Science.gov (United States)

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.

Integrating Continuous-Time and Discrete-Event Concepts in Process Modelling, Simulation and Control

NARCIS (Netherlands)

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.

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

Martingale Regressions for a Continuous Time Model of Exchange Rates

OpenAIRE

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...

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....

Time inconsistency and reputation in monetary policy: a strategic model in continuous time

OpenAIRE

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...

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...

Modeling of water treatment plant using timed continuous Petri nets

Science.gov (United States)

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.

Continuous time Boolean modeling for biological signaling: application of Gillespie algorithm.

Science.gov (United States)

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

Continuous time Boolean modeling for biological signaling: application of Gillespie algorithm.

OpenAIRE

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...

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...

Coaction versus reciprocity in continuous-time models of cooperation.

Science.gov (United States)

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.

Estimation of Continuous Time Models in Economics: an Overview

OpenAIRE

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...

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.

A continuous time model of the bandwagon effect in collective action

OpenAIRE

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...

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.

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.

Continuous time random walk model with asymptotical probability density of waiting times via inverse Mittag-Leffler function

Science.gov (United States)

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.

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.

Learning a Continuous-Time Streaming Video QoE Model.

Science.gov (United States)

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.

A lattice-model representation of continuous-time random walks

International Nuclear Information System (INIS)

Campos, Daniel; Mendez, Vicenc

2008-01-01

We report some ideas for constructing lattice models (LMs) as a discrete approach to the reaction-dispersal (RD) or reaction-random walks (RRW) models. The analysis of a rather general class of Markovian and non-Markovian processes, from the point of view of their wavefront solutions, let us show that in some regimes their macroscopic dynamics (front speed) turns out to be different from that by classical reaction-diffusion equations, which are often used as a mean-field approximation to the problem. So, the convenience of a more general framework as that given by the continuous-time random walks (CTRW) is claimed. Here we use LMs as a numerical approach in order to support that idea, while in previous works our discussion was restricted to analytical models. For the two specific cases studied here, we derive and analyze the mean-field expressions for our LMs. As a result, we are able to provide some links between the numerical and analytical approaches studied

A lattice-model representation of continuous-time random walks

Energy Technology Data Exchange (ETDEWEB)

Campos, Daniel [School of Mathematics, Department of Applied Mathematics, University of Manchester, Manchester M60 1QD (United Kingdom); Mendez, Vicenc [Grup de Fisica Estadistica, Departament de Fisica, Universitat Autonoma de Barcelona, 08193 Bellaterra (Barcelona) (Spain)], E-mail: daniel.campos@uab.es, E-mail: vicenc.mendez@uab.es

2008-02-29

We report some ideas for constructing lattice models (LMs) as a discrete approach to the reaction-dispersal (RD) or reaction-random walks (RRW) models. The analysis of a rather general class of Markovian and non-Markovian processes, from the point of view of their wavefront solutions, let us show that in some regimes their macroscopic dynamics (front speed) turns out to be different from that by classical reaction-diffusion equations, which are often used as a mean-field approximation to the problem. So, the convenience of a more general framework as that given by the continuous-time random walks (CTRW) is claimed. Here we use LMs as a numerical approach in order to support that idea, while in previous works our discussion was restricted to analytical models. For the two specific cases studied here, we derive and analyze the mean-field expressions for our LMs. As a result, we are able to provide some links between the numerical and analytical approaches studied.

A Continuous-Time Agency Model of Optimal Contracting and Capital Structure

OpenAIRE

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...

Modeling commodity salam contract between two parties for discrete and continuous time series

Science.gov (United States)

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.

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....

Fitting and interpreting continuous-time latent Markov models for panel data.

Science.gov (United States)

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.

Exploratory Study for Continuous-time Parameter Estimation of Ankle Dynamics

Science.gov (United States)

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.

Continuous-time modeling of cell fate determination in Arabidopsis flowers

Directory of Open Access Journals (Sweden)

Angenent Gerco C

2010-07-01

Full Text Available Abstract Background The genetic control of floral organ specification is currently being investigated by various approaches, both experimentally and through modeling. Models and simulations have mostly involved boolean or related methods, and so far a quantitative, continuous-time approach has not been explored. Results We propose an ordinary differential equation (ODE model that describes the gene expression dynamics of a gene regulatory network that controls floral organ formation in the model plant Arabidopsis thaliana. In this model, the dimerization of MADS-box transcription factors is incorporated explicitly. The unknown parameters are estimated from (known experimental expression data. The model is validated by simulation studies of known mutant plants. Conclusions The proposed model gives realistic predictions with respect to independent mutation data. A simulation study is carried out to predict the effects of a new type of mutation that has so far not been made in Arabidopsis, but that could be used as a severe test of the validity of the model. According to our predictions, the role of dimers is surprisingly important. Moreover, the functional loss of any dimer leads to one or more phenotypic alterations.

Modelling and real-time simulation of continuous-discrete systems in mechatronics

Energy Technology Data Exchange (ETDEWEB)

Lindow, H. [Rostocker, Magdeburg (Germany)

1996-12-31

This work presents a methodology for simulation and modelling of systems with continuous - discrete dynamics. It derives hybrid discrete event models from Lagrange`s equations of motion. This method combines continuous mechanical, electrical and thermodynamical submodels on one hand with discrete event models an the other hand into a hybrid discrete event model. This straight forward software development avoids numeric overhead.

A hierarchical model for estimating the spatial distribution and abundance of animals detected by continuous-time recorders.

Directory of Open Access Journals (Sweden)

Robert M Dorazio

Full Text Available Several spatial capture-recapture (SCR models have been developed to estimate animal abundance by analyzing the detections of individuals in a spatial array of traps. Most of these models do not use the actual dates and times of detection, even though this information is readily available when using continuous-time recorders, such as microphones or motion-activated cameras. Instead most SCR models either partition the period of trap operation into a set of subjectively chosen discrete intervals and ignore multiple detections of the same individual within each interval, or they simply use the frequency of detections during the period of trap operation and ignore the observed times of detection. Both practices make inefficient use of potentially important information in the data.We developed a hierarchical SCR model to estimate the spatial distribution and abundance of animals detected with continuous-time recorders. Our model includes two kinds of point processes: a spatial process to specify the distribution of latent activity centers of individuals within the region of sampling and a temporal process to specify temporal patterns in the detections of individuals. We illustrated this SCR model by analyzing spatial and temporal patterns evident in the camera-trap detections of tigers living in and around the Nagarahole Tiger Reserve in India. We also conducted a simulation study to examine the performance of our model when analyzing data sets of greater complexity than the tiger data.Our approach provides three important benefits: First, it exploits all of the information in SCR data obtained using continuous-time recorders. Second, it is sufficiently versatile to allow the effects of both space use and behavior of animals to be specified as functions of covariates that vary over space and time. Third, it allows both the spatial distribution and abundance of individuals to be estimated, effectively providing a species distribution model, even in

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.

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.

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....

Heterogeneous continuous-time random walks

Science.gov (United States)

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.

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.

An introduction to continuous-time stochastic processes theory, models, and applications to finance, biology, and medicine

CERN Document Server

Capasso, Vincenzo

2015-01-01

This textbook, now in its third edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations. Expertly balancing theory and applications, the work features concrete examples of modeling real-world problems from biology, medicine, industrial applications, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Key topics include: * Markov processes * Stochastic differential equations * Arbitrage-free markets and financial derivatives * Insurance risk * Population dynamics, and epidemics * Agent-based models New to the Third Edition: * Infinitely divisible distributions * Random measures * Levy processes * Fractional Brownian motion * Ergodic theory * Karhunen-Loeve expansion * Additional applications * Additional  exercises * Smoluchowski  approximation of  Langevin systems An Introduction to Continuous-Time Stochastic Processes, Third Editio...

Stability of continuous-time quantum filters with measurement imperfections

Science.gov (United States)

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.

A joint logistic regression and covariate-adjusted continuous-time Markov chain model.

Science.gov (United States)

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.

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

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 Semi-Markov Models in Health Economic Decision Making : An Illustrative Example in Heart Failure Disease Management

NARCIS (Netherlands)

Cao, Qi; Buskens, Erik; Feenstra, Talitha; Jaarsma, Tiny; Hillege, Hans; Postmus, Douwe

Continuous-time state transition models may end up having large unwieldy structures when trying to represent all relevant stages of clinical disease processes by means of a standard Markov model. In such situations, a more parsimonious, and therefore easier-to-grasp, model of a patient's disease

Nuclide transport of decay chain in the fractured rock medium: a model using continuous time Markov process

International Nuclear Information System (INIS)

Younmyoung Lee; Kunjai Lee

1995-01-01

A model using continuous time Markov process for nuclide transport of decay chain of arbitrary length in the fractured rock medium has been developed. Considering the fracture in the rock matrix as a finite number of compartments, the transition probability for nuclide from the transition intensity between and out of the compartments is represented utilizing Chapman-Kolmogorov equation, with which the expectation and the variance of nuclide distribution for the fractured rock medium could be obtained. A comparison between continuous time Markov process model and available analytical solutions for the nuclide transport of three decay chains without rock matrix diffusion has been made showing comparatively good agreement. Fittings with experimental breakthrough curves obtained with nonsorbing materials such as NaLS and uranine in the artificial fractured rock are also made. (author)

NONLINEAR PLANT PIECEWISE-CONTINUOUS MODEL MATRIX PARAMETERS ESTIMATION

Directory of Open Access Journals (Sweden)

Roman L. Leibov

2017-09-01

Full Text Available This paper presents a nonlinear plant piecewise-continuous model matrix parameters estimation technique using nonlinear model time responses and random search method. One of piecewise-continuous model application areas is defined. The results of proposed approach application for aircraft turbofan engine piecewisecontinuous model formation are presented

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....

Continuous-time interval model identification of blood glucose dynamics for type 1 diabetes

Science.gov (United States)

Kirchsteiger, Harald; Johansson, Rolf; Renard, Eric; del Re, Luigi

2014-07-01

While good physiological models of the glucose metabolism in type 1 diabetic patients are well known, their parameterisation is difficult. The high intra-patient variability observed is a further major obstacle. This holds for data-based models too, so that no good patient-specific models are available. Against this background, this paper proposes the use of interval models to cover the different metabolic conditions. The control-oriented models contain a carbohydrate and insulin sensitivity factor to be used for insulin bolus calculators directly. Available clinical measurements were sampled on an irregular schedule which prompts the use of continuous-time identification, also for the direct estimation of the clinically interpretable factors mentioned above. An identification method is derived and applied to real data from 28 diabetic patients. Model estimation was done on a clinical data-set, whereas validation results shown were done on an out-of-clinic, everyday life data-set. The results show that the interval model approach allows a much more regular estimation of the parameters and avoids physiologically incompatible parameter estimates.

A METHODOLOGY FOR THE CHOICE OF THE BEST FITTING CONTINUOUS-TIME STOCHASTIC MODELS OF CRUDE OIL PRICE: THE CASE OF RUSSIA

Directory of Open Access Journals (Sweden)

Hamidreza Mostafaei

2013-01-01

Full Text Available In this study, it has been attempted to select the best continuous- time stochastic model, in order to describe and forecast the oil price of Russia, by information and statistics about oil price that has been available for oil price in the past. For this purpose, method of The Maximum Likelihood Estimation is implemented for estimation of the parameters of continuous-time stochastic processes. The result of unit root test with a structural break, reveals that time series of the crude oil price is a stationary series. The simulation of continuous-time stochastic processes and the mean square error between the simulated prices and the market ones shows that the Geometric Brownian Motion is the best model for the Russian crude oil price.

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...

A latent class multiple constraint multiple discrete-continuous extreme value model of time use and goods consumption.

Science.gov (United States)

2016-06-01

This paper develops a microeconomic theory-based multiple discrete continuous choice model that considers: (a) that both goods consumption and time allocations (to work and non-work activities) enter separately as decision variables in the utility fu...

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

Continuous-time quantum Monte Carlo impurity solvers

Science.gov (United States)

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

A continuous time delay-difference type model (CTDDM) applied to stock assessment of the southern Atlantic albacore Thunnus alalunga

Institute of Scientific and Technical Information of China (English)

LIAO Baochao; LIU Qun; ZHANG Kui; Abdul BASET; Aamir Mahmood MEMON; Khadim Hussain MEMON; HAN Yanan

2016-01-01

A continuous time delay-difference model (CTDDM) has been established that considers continuous time delays of biological processes.The southern Atlantic albacore (Thunnus alalunga) stock is the one of the commercially important tuna population in the marine world.The age structured production model (ASPM) and the surplus production model (SPM) have already been used to assess the albacore stock.However,the ASPM requires detailed biological information and the SPM lacks the biological realism.In this study,we focus on applying a CTDDM to the southern Atlantic albacore (T.alalunga) species,which provides an alternative method to assess this fishery.It is the first time that CTDDM has been provided for assessing the Atlantic albacore (T.alalunga) fishery.CTDDM obtained the 80％ confidence interval of MSY (maximum sustainable yield) of(21510 t,23118 t).The catch in 2011 (24100 t) is higher than the MSY values and the relative fishing mortality ratio (F2011/FMSY) is higher than 1.0.The results of CTDDM were analyzed to verify the proposed methodology and provide reference information for the sustainable management of the southern Atlantic albacore stock.The CTDDM treats the recruitment,the growth,and the mortality rates as all varying continuously over time and fills gaps between ASPM and SPM in this stock assessment.

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.

Estimation of non-linear continuous time models for the heat exchange dynamics of building integrated photovoltaic modules

DEFF Research Database (Denmark)

Jimenez, M.J.; Madsen, Henrik; Bloem, J.J.

2008-01-01

This paper focuses on a method for linear or non-linear continuous time modelling of physical systems using discrete time data. This approach facilitates a more appropriate modelling of more realistic non-linear systems. Particularly concerning advanced building components, convective and radiati...... that a description of the non-linear heat transfer is essential. The resulting model is a non-linear first order stochastic differential equation for the heat transfer of the PV component....... heat interchanges are non-linear effects and represent significant contributions in a variety of components such as photovoltaic integrated facades or roofs and those using these effects as passive cooling strategies, etc. Since models are approximations of the physical system and data is encumbered...

Chemical Continuous Time Random Walks

Science.gov (United States)

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.

Mixed Hitting-Time Models

NARCIS (Netherlands)

Abbring, J.H.

2009-01-01

We study mixed hitting-time models, which specify durations as the first time a Levy process (a continuous-time process with stationary and independent increments) crosses a heterogeneous threshold. Such models of substantial interest because they can be reduced from optimal-stopping models with

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

Continuous-time random-walk model for anomalous diffusion in expanding media

Science.gov (United States)

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.

Science.gov (United States)

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

Detectability of Granger causality for subsampled continuous-time neurophysiological processes.

Science.gov (United States)

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

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.

Generating Li–Yorke chaos in a stable continuous-time T–S fuzzy model via time-delay feedback control

International Nuclear Information System (INIS)

Qiu-Ye, Sun; Hua-Guang, Zhang; Yan, Zhao

2010-01-01

This paper investigates the chaotification problem of a stable continuous-time T–S fuzzy system. A simple nonlinear state time-delay feedback controller is designed by parallel distributed compensation technique. Then, the asymptotically approximate relationship between the controlled continuous-time T–S fuzzy system with time-delay and a discrete-time T–S fuzzy system is established. Based on the discrete-time T–S fuzzy system, it proves that the chaos in the discrete-time T–S fuzzy system satisfies the Li–Yorke definition by choosing appropriate controller parameters via the revised Marotto theorem. Finally, the effectiveness of the proposed chaotic anticontrol method is verified by a practical example. (general)

CONTINUOUS MODELING OF FOREIGN EXCHANGE RATE OF USD VERSUS TRY

Directory of Open Access Journals (Sweden)

Yakup Arı

2011-01-01

Full Text Available This study aims to construct continuous-time autoregressive (CAR model and continuous-time GARCH (COGARCH model from discrete time data of foreign exchange rate of United States Dollar (USD versus Turkish Lira (TRY. These processes are solutions to stochastic differential equation Lévy-driven processes. We have shown that CAR(1 and COGARCH(1,1 processes are proper models to represent foreign exchange rate of USD and TRY for different periods of time February 2002- June 2010.

Superior memory efficiency of quantum devices for the simulation of continuous-time stochastic processes

Science.gov (United States)

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.

A continuous time Cournot duopoly with delays

International Nuclear Information System (INIS)

Gori, Luca; Guerrini, Luca; Sodini, Mauro

2015-01-01

This paper extends the classical repeated duopoly model with quantity-setting firms of Bischi et al. (1998) by assuming that production of goods is subject to some gestation lags but exchanges take place continuously in the market. The model is expressed in the form of differential equations with discrete delays. By using some recent mathematical techniques and numerical experiments, results show some dynamic phenomena that cannot be observed when delays are absent. In addition, depending on the extent of time delays and inertia, synchronisation failure can arise even in the event of homogeneous firms.

Stochastic volatility of volatility in continuous time

DEFF Research Database (Denmark)

Barndorff-Nielsen, Ole; Veraart, Almut

This paper introduces the concept of stochastic volatility of volatility in continuous time and, hence, extends standard stochastic volatility (SV) models to allow for an additional source of randomness associated with greater variability in the data. We discuss how stochastic volatility...... of volatility can be defined both non-parametrically, where we link it to the quadratic variation of the stochastic variance process, and parametrically, where we propose two new SV models which allow for stochastic volatility of volatility. In addition, we show that volatility of volatility can be estimated...

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 Hybrid Secure Scheme for Wireless Sensor Networks against Timing Attacks Using Continuous-Time Markov Chain and Queueing Model.

Science.gov (United States)

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.

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....

Continuous Competence Development Model for Teacher Teams

DEFF Research Database (Denmark)

Weitze, Charlotte Lærke

2014-01-01

"This paper presents the development of the IT‐Pedagogical Think Tank for Teacher Teams (ITP4T), a continuous competence development model. The model was co‐designed following a design‐based research approach with teachers from VUC Storstrøm’s (VUC) Global Classroom (GC), an innovative hybrid...... to create their own continuous competence development. This article describes how and why the different components of the model were developed in response to the teachers’ challenges. Such challenges included lack of time, competence and support from the educational organisation to innovate learning design...

Correlated continuous time random walk and option pricing

Science.gov (United States)

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.

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)

An approach to the drone fleet survivability assessment based on a stochastic continues-time model

Science.gov (United States)

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.

Application of Stochastic Automata Networks for Creation of Continuous Time Markov Chain Models of Voltage Gating of Gap Junction Channels

Directory of Open Access Journals (Sweden)

Mindaugas Snipas

2015-01-01

Full Text Available The primary goal of this work was to study advantages of numerical methods used for the creation of continuous time Markov chain models (CTMC of voltage gating of gap junction (GJ channels composed of connexin protein. This task was accomplished by describing gating of GJs using the formalism of the stochastic automata networks (SANs, which allowed for very efficient building and storing of infinitesimal generator of the CTMC that allowed to produce matrices of the models containing a distinct block structure. All of that allowed us to develop efficient numerical methods for a steady-state solution of CTMC models. This allowed us to accelerate CPU time, which is necessary to solve CTMC models, ∼20 times.

Application of Stochastic Automata Networks for Creation of Continuous Time Markov Chain Models of Voltage Gating of Gap Junction Channels

Science.gov (United States)

Pranevicius, Henrikas; Pranevicius, Mindaugas; Pranevicius, Osvaldas; Bukauskas, Feliksas F.

2015-01-01

The primary goal of this work was to study advantages of numerical methods used for the creation of continuous time Markov chain models (CTMC) of voltage gating of gap junction (GJ) channels composed of connexin protein. This task was accomplished by describing gating of GJs using the formalism of the stochastic automata networks (SANs), which allowed for very efficient building and storing of infinitesimal generator of the CTMC that allowed to produce matrices of the models containing a distinct block structure. All of that allowed us to develop efficient numerical methods for a steady-state solution of CTMC models. This allowed us to accelerate CPU time, which is necessary to solve CTMC models, ∼20 times. PMID:25705700

Interaction model of steel ladle of continuous caster in steel works

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Huang Bang Fu

2016-01-01

Full Text Available For further research on the precondition and interoperability model of interaction ladles among continuous caster, this article takes steel ladle of Y steel works as the object of research. On the basis of turnover number calculation model of single cast steel ladle, the relationship between cast number and the turnover number and turnover times and last turnover number are further analyzed. The simulation of steel ladle turnover rules was taken on the 2 continuous casters with Gantt chart. After that, the relationships between turnover number and last turnover number and non-turnover number are researched deeply. Combining with the Gantt chart, the expressions of start casting time and empty ladle ending time and heavy ladle starting time were put forward. The precondition of steel ladle interaction is obtained, which means the exchange ladle should not undertaking transport task in first stop continuous caster, and the empty ladle end time of exchange ladle of first stop continuous caster should early than the heavy ladle start time of last stop continuous caster. After applying the model to practice, 3 steel ladles of No.2 continuous caster can be reduced. This research results is supplying theoretical basis for steel ladle controlling and production organization optimization, and enriches the theory and method of metallurgical process integration.

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.

The cascade model of teachers’ continuing professional development in Kenya: A time for change?

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Harry Kipkemoi Bett

2016-12-01

Full Text Available Kenya is one of the countries whose teachers the UNESCO (2015 report cited as lacking curriculum support in the classroom. As is the case in many African countries, a large portion of teachers in Kenya enter the teaching profession when inadequately prepared, while those already in the field receive insufficient support in their professional lives. The cascade model has often been utilized in the country whenever need for teachers’ continuing professional development (TCPD has arisen, especially on a large scale. The preference for the model is due to, among others, its cost effectiveness and ability to reach out to many teachers within a short period of time. Many researchers have however cast aspersions with this model for its glaring shortcomings. On the contrary, TCPD programmes that are collaborative in nature and based on teachers’ contexts have been found to be more effective than those that are not. This paper briefly examines cases of the cascade model in Kenya, the challenges associated with this model and proposes the adoption of collaborative and institution-based models to mitigate these challenges. The education sectors in many nations in Africa, and those in the developing world will find the discussions here relevant.

Coupled continuous time-random walks in quenched random environment

Science.gov (United States)

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.

Finite-Time H∞ Filtering for Linear Continuous Time-Varying Systems with Uncertain Observations

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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.

A study on the stochastic model for nuclide transport in the fractured porous rock using continuous time Markov process

International Nuclear Information System (INIS)

Lee, Youn Myoung

1995-02-01

As a newly approaching model, a stochastic model using continuous time Markov process for nuclide decay chain transport of arbitrary length in the fractured porous rock medium has been proposed, by which the need for solving a set of partial differential equations corresponding to various sets of side conditions can be avoided. Once the single planar fracture in the rock matrix is represented by a series of finite number of compartments having region wise constant parameter values in them, the medium is continuous in view of various processes associated with nuclide transport but discrete in medium space and such geologic system is assumed to have Markov property, since the Markov process requires that only the present value of the time dependent random variable be known to determine the future value of random variable, nuclide transport in the medium can then be modeled as a continuous time Markov process. Processes that are involved in nuclide transport are advective transport due to groundwater flow, diffusion into the rock matrix, adsorption onto the wall of the fracture and within the pores in the rock matrix, and radioactive decay chain. The transition probabilities for nuclide from the transition intensities between and out of the compartments are represented utilizing Chapman-Kolmogorov equation, through which the expectation and the variance of nuclide distribution for each compartment or the fractured rock medium can be obtained. Some comparisons between Markov process model developed in this work and available analytical solutions for one-dimensional layered porous medium, fractured medium with rock matrix diffusion, and porous medium considering three member nuclide decay chain without rock matrix diffusion have been made showing comparatively good agreement for all cases. To verify the model developed in this work another comparative study was also made by fitting the experimental data obtained with NaLS and uranine running in the artificial fractured

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....

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....

Model documentation for relations between continuous real-time and discrete water-quality constituents in Cheney Reservoir near Cheney, Kansas, 2001--2009

Science.gov (United States)

Stone, Mandy L.; Graham, Jennifer L.; Gatotho, Jackline W.

2013-01-01

Cheney Reservoir, located in south-central Kansas, is one of the primary water supplies for the city of Wichita, Kansas. The U.S. Geological Survey has operated a continuous real-time water-quality monitoring station in Cheney Reservoir since 2001; continuously measured physicochemical properties include specific conductance, pH, water temperature, dissolved oxygen, turbidity, fluorescence (wavelength range 650 to 700 nanometers; estimate of total chlorophyll), and reservoir elevation. Discrete water-quality samples were collected during 2001 through 2009 and analyzed for sediment, nutrients, taste-and-odor compounds, cyanotoxins, phytoplankton community composition, actinomycetes bacteria, and other water-quality measures. Regression models were developed to establish relations between discretely sampled constituent concentrations and continuously measured physicochemical properties to compute concentrations of constituents that are not easily measured in real time. The water-quality information in this report is important to the city of Wichita because it allows quantification and characterization of potential constituents of concern in Cheney Reservoir. This report updates linear regression models published in 2006 that were based on data collected during 2001 through 2003. The update uses discrete and continuous data collected during May 2001 through December 2009. Updated models to compute dissolved solids, sodium, chloride, and suspended solids were similar to previously published models. However, several other updated models changed substantially from previously published models. In addition to updating relations that were previously developed, models also were developed for four new constituents, including magnesium, dissolved phosphorus, actinomycetes bacteria, and the cyanotoxin microcystin. In addition, a conversion factor of 0.74 was established to convert the Yellow Springs Instruments (YSI) model 6026 turbidity sensor measurements to the newer YSI

Lyapunov stability robust analysis and robustness design for linear continuous-time systems

NARCIS (Netherlands)

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

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.

Time-Weighted Balanced Stochastic Model Reduction

DEFF Research Database (Denmark)

Tahavori, Maryamsadat; Shaker, Hamid Reza

2011-01-01

A new relative error model reduction technique for linear time invariant (LTI) systems is proposed in this paper. Both continuous and discrete time systems can be reduced within this framework. The proposed model reduction method is mainly based upon time-weighted balanced truncation and a recently...

Backward jump continuous-time random walk: An application to market trading

Science.gov (United States)

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.

Relative entropy and waiting time for continuous-time Markov processes

NARCIS (Netherlands)

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

Diffusion of epicenters of earthquake aftershocks, Omori's law, and generalized continuous-time random walk models

International Nuclear Information System (INIS)

Helmstetter, A.; Sornette, D.

2002-01-01

The epidemic-type aftershock sequence (ETAS) model is a simple stochastic process modeling seismicity, based on the two best-established empirical laws, the Omori law (power-law decay ∼1/t 1+θ of seismicity after an earthquake) and Gutenberg-Richter law (power-law distribution of earthquake energies). In order to describe also the space distribution of seismicity, we use in addition a power-law distribution ∼1/r 1+μ of distances between triggered and triggering earthquakes. The ETAS model has been studied for the last two decades to model real seismicity catalogs and to obtain short-term probabilistic forecasts. Here, we present a mapping between the ETAS model and a class of CTRW (continuous time random walk) models, based on the identification of their corresponding master equations. This mapping allows us to use the wealth of results previously obtained on anomalous diffusion of CTRW. After translating into the relevant variable for the ETAS model, we provide a classification of the different regimes of diffusion of seismic activity triggered by a mainshock. Specifically, we derive the relation between the average distance between aftershocks and the mainshock as a function of the time from the mainshock and of the joint probability distribution of the times and locations of the aftershocks. The different regimes are fully characterized by the two exponents θ and μ. Our predictions are checked by careful numerical simulations. We stress the distinction between the 'bare' Omori law describing the seismic rate activated directly by a mainshock and the 'renormalized' Omori law taking into account all possible cascades from mainshocks to aftershocks of aftershock of aftershock, and so on. In particular, we predict that seismic diffusion or subdiffusion occurs and should be observable only when the observed Omori exponent is less than 1, because this signals the operation of the renormalization of the bare Omori law, also at the origin of seismic diffusion in

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.

Mapping of uncertainty relations between continuous and discrete time.

Science.gov (United States)

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.

Modelling snow accumulation and snow melt in a continuous hydrological model for real-time flood forecasting

International Nuclear Information System (INIS)

Stanzel, Ph; Haberl, U; Nachtnebel, H P

2008-01-01

Hydrological models for flood forecasting in Alpine basins need accurate representation of snow accumulation and snow melt processes. A continuous, semi-distributed rainfall-runoff model with snow modelling procedures using only precipitation and temperature as input is presented. Simulation results from an application in an Alpine Danube tributary watershed are shown and evaluated with snow depth measurements and MODIS remote sensing snow cover information. Seasonal variations of runoff due to snow melt were simulated accurately. Evaluation of simulated snow depth and snow covered area showed strengths and limitations of the model and allowed an assessment of input data quality. MODIS snow cover images were found to be valuable sources of information for hydrological modelling in alpine areas, where ground observations are scarce.

Modelling snow accumulation and snow melt in a continuous hydrological model for real-time flood forecasting

Energy Technology Data Exchange (ETDEWEB)

Stanzel, Ph; Haberl, U; Nachtnebel, H P [Institute of Water Management, Hydrology and Hydraulic Engineering, University of Natural Resources and Applied Life Sciences, Muthgasse 18, 1190 Vienna (Austria)], E-mail: philipp.stanzel@boku.ac.at

2008-11-01

Hydrological models for flood forecasting in Alpine basins need accurate representation of snow accumulation and snow melt processes. A continuous, semi-distributed rainfall-runoff model with snow modelling procedures using only precipitation and temperature as input is presented. Simulation results from an application in an Alpine Danube tributary watershed are shown and evaluated with snow depth measurements and MODIS remote sensing snow cover information. Seasonal variations of runoff due to snow melt were simulated accurately. Evaluation of simulated snow depth and snow covered area showed strengths and limitations of the model and allowed an assessment of input data quality. MODIS snow cover images were found to be valuable sources of information for hydrological modelling in alpine areas, where ground observations are scarce.

Finite time convergent learning law for continuous neural networks.

Science.gov (United States)

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.

Dynamics of continuous-time bidirectional associative memory neural networks with impulses and their discrete counterparts

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.

RADON CONCENTRATION TIME SERIES MODELING AND APPLICATION DISCUSSION.

Science.gov (United States)

Stránský, V; Thinová, L

2017-11-01

In the year 2010 a continual radon measurement was established at Mladeč Caves in the Czech Republic using a continual radon monitor RADIM3A. In order to model radon time series in the years 2010-15, the Box-Jenkins Methodology, often used in econometrics, was applied. Because of the behavior of radon concentrations (RCs), a seasonal integrated, autoregressive moving averages model with exogenous variables (SARIMAX) has been chosen to model the measured time series. This model uses the time series seasonality, previously acquired values and delayed atmospheric parameters, to forecast RC. The developed model for RC time series is called regARIMA(5,1,3). Model residuals could be retrospectively compared with seismic evidence of local or global earthquakes, which occurred during the RCs measurement. This technique enables us to asses if continuously measured RC could serve an earthquake precursor. © The Author 2017. Published by Oxford University Press. All rights reserved. For Permissions, please email: journals.permissions@oup.com.

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

Science.gov (United States)

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.

Continuous-Time Semi-Markov Models in Health Economic Decision Making: An Illustrative Example in Heart Failure Disease Management.

Science.gov (United States)

Cao, Qi; Buskens, Erik; Feenstra, Talitha; Jaarsma, Tiny; Hillege, Hans; Postmus, Douwe

2016-01-01

Continuous-time state transition models may end up having large unwieldy structures when trying to represent all relevant stages of clinical disease processes by means of a standard Markov model. In such situations, a more parsimonious, and therefore easier-to-grasp, model of a patient's disease progression can often be obtained by assuming that the future state transitions do not depend only on the present state (Markov assumption) but also on the past through time since entry in the present state. Despite that these so-called semi-Markov models are still relatively straightforward to specify and implement, they are not yet routinely applied in health economic evaluation to assess the cost-effectiveness of alternative interventions. To facilitate a better understanding of this type of model among applied health economic analysts, the first part of this article provides a detailed discussion of what the semi-Markov model entails and how such models can be specified in an intuitive way by adopting an approach called vertical modeling. In the second part of the article, we use this approach to construct a semi-Markov model for assessing the long-term cost-effectiveness of 3 disease management programs for heart failure. Compared with a standard Markov model with the same disease states, our proposed semi-Markov model fitted the observed data much better. When subsequently extrapolating beyond the clinical trial period, these relatively large differences in goodness-of-fit translated into almost a doubling in mean total cost and a 60-d decrease in mean survival time when using the Markov model instead of the semi-Markov model. For the disease process considered in our case study, the semi-Markov model thus provided a sensible balance between model parsimoniousness and computational complexity. © The Author(s) 2015.

A continuous time random walk model for Darcy-scale anomalous transport in heterogeneous porous media.

Science.gov (United States)

Comolli, Alessandro; Hakoun, Vivien; Dentz, Marco

2017-04-01

Achieving the understanding of the process of solute transport in heterogeneous porous media is of crucial importance for several environmental and social purposes, ranging from aquifers contamination and remediation, to risk assessment in nuclear waste repositories. The complexity of this aim is mainly ascribable to the heterogeneity of natural media, which can be observed at all the scales of interest, from pore scale to catchment scale. In fact, the intrinsic heterogeneity of porous media is responsible for the arising of the well-known non-Fickian footprints of transport, including heavy-tailed breakthrough curves, non-Gaussian spatial density profiles and the non-linear growth of the mean squared displacement. Several studies investigated the processes through which heterogeneity impacts the transport properties, which include local modifications to the advective-dispersive motion of solutes, mass exchanges between some mobile and immobile phases (e.g. sorption/desorption reactions or diffusion into solid matrix) and spatial correlation of the flow field. In the last decades, the continuous time random walk (CTRW) model has often been used to describe solute transport in heterogenous conditions and to quantify the impact of point heterogeneity, spatial correlation and mass transfer on the average transport properties [1]. Open issues regarding this approach are the possibility to relate measurable properties of the medium to the parameters of the model, as well as its capability to provide predictive information. In a recent work [2] the authors have shed new light on understanding the relationship between Lagrangian and Eulerian dynamics as well as on their evolution from arbitrary initial conditions. On the basis of these results, we derive a CTRW model for the description of Darcy-scale transport in d-dimensional media characterized by spatially random permeability fields. The CTRW approach models particle velocities as a spatial Markov process, which is

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.

Anticontrol of chaos in continuous-time systems via time-delay feedback.

Science.gov (United States)

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.

Continuous-Time Random Walk with multi-step memory: an application to market dynamics

Science.gov (United States)

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.

Fermion bag approach to Hamiltonian lattice field theories in continuous time

Science.gov (United States)

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.

Continuity of Local Time: An applied perspective

OpenAIRE

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...

Computer Aided Continuous Time Stochastic Process Modelling

DEFF Research Database (Denmark)

Kristensen, N.R.; Madsen, Henrik; Jørgensen, Sten Bay

2001-01-01

A grey-box approach to process modelling that combines deterministic and stochastic modelling is advocated for identification of models for model-based control of batch and semi-batch processes. A computer-aided tool designed for supporting decision-making within the corresponding modelling cycle...

Continuous hydrological modelling in the context of real time flood forecasting in alpine Danube tributary catchments

International Nuclear Information System (INIS)

Stanzel, Ph; Kahl, B; Haberl, U; Herrnegger, M; Nachtnebel, H P

2008-01-01

A hydrological modelling framework applied within operational flood forecasting systems in three alpine Danube tributary basins, Traisen, Salzach and Enns, is presented. A continuous, semi-distributed rainfall-runoff model, accounting for the main hydrological processes of snow accumulation and melt, interception, evapotranspiration, infiltration, runoff generation and routing is set up. Spatial discretization relies on the division of watersheds into subbasins and subsequently into hydrologic response units based on spatial information on soil types, land cover and elevation bands. The hydrological models are calibrated with meteorological ground measurements and with meteorological analyses incorporating radar information. Operationally, each forecasting sequence starts with the re-calculation of the last 24 to 48 hours. Errors between simulated and observed runoff are minimized by optimizing a correction factor for the input to provide improved system states. For the hydrological forecast quantitative 48 or 72 hour forecast grids of temperature and precipitation - deterministic and probabilistic - are used as input. The forecasted hydrograph is corrected with an autoregressive model. The forecasting sequences are repeated each 15 minutes. First evaluations of resulting hydrological forecasts are presented and reliability of forecasts with different lead times is discussed.

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

Large Time Asymptotics for a Continuous Coagulation-Fragmentation Model with Degenerate Size-Dependent Diffusion

KAUST Repository

Desvillettes, Laurent; Fellner, Klemens

2010-01-01

We study a continuous coagulation-fragmentation model with constant kernels for reacting polymers (see [M. Aizenman and T. Bak, Comm. Math. Phys., 65 (1979), pp. 203-230]). The polymers are set to diffuse within a smooth bounded one

On discrete models of space-time

International Nuclear Information System (INIS)

Horzela, A.; Kempczynski, J.; Kapuscik, E.; Georgia Univ., Athens, GA; Uzes, Ch.

1992-02-01

Analyzing the Einstein radiolocation method we come to the conclusion that results of any measurement of space-time coordinates should be expressed in terms of rational numbers. We show that this property is Lorentz invariant and may be used in the construction of discrete models of space-time different from the models of the lattice type constructed in the process of discretization of continuous models. (author)

28 CFR 301.204 - Continuation of lost-time wages.

Science.gov (United States)

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...

Analysis of transtheoretical model of health behavioral changes in a nutrition intervention study--a continuous time Markov chain model with Bayesian approach.

Science.gov (United States)

Ma, Junsheng; Chan, Wenyaw; Tsai, Chu-Lin; Xiong, Momiao; Tilley, Barbara C

2015-11-30

Continuous time Markov chain (CTMC) models are often used to study the progression of chronic diseases in medical research but rarely applied to studies of the process of behavioral change. In studies of interventions to modify behaviors, a widely used psychosocial model is based on the transtheoretical model that often has more than three states (representing stages of change) and conceptually permits all possible instantaneous transitions. Very little attention is given to the study of the relationships between a CTMC model and associated covariates under the framework of transtheoretical model. We developed a Bayesian approach to evaluate the covariate effects on a CTMC model through a log-linear regression link. A simulation study of this approach showed that model parameters were accurately and precisely estimated. We analyzed an existing data set on stages of change in dietary intake from the Next Step Trial using the proposed method and the generalized multinomial logit model. We found that the generalized multinomial logit model was not suitable for these data because it ignores the unbalanced data structure and temporal correlation between successive measurements. Our analysis not only confirms that the nutrition intervention was effective but also provides information on how the intervention affected the transitions among the stages of change. We found that, compared with the control group, subjects in the intervention group, on average, spent substantively less time in the precontemplation stage and were more/less likely to move from an unhealthy/healthy state to a healthy/unhealthy state. Copyright © 2015 John Wiley & Sons, Ltd.

A continuous-time adaptive particle filter for estimations under measurement time uncertainties with an application to a plasma-leucine mixed effects model.

Science.gov (United States)

Krengel, Annette; Hauth, Jan; Taskinen, Marja-Riitta; Adiels, Martin; Jirstrand, Mats

2013-01-19

When mathematical modelling is applied to many different application areas, a common task is the estimation of states and parameters based on measurements. With this kind of inference making, uncertainties in the time when the measurements have been taken are often neglected, but especially in applications taken from the life sciences, this kind of errors can considerably influence the estimation results. As an example in the context of personalized medicine, the model-based assessment of the effectiveness of drugs is becoming to play an important role. Systems biology may help here by providing good pharmacokinetic and pharmacodynamic (PK/PD) models. Inference on these systems based on data gained from clinical studies with several patient groups becomes a major challenge. Particle filters are a promising approach to tackle these difficulties but are by itself not ready to handle uncertainties in measurement times. In this article, we describe a variant of the standard particle filter (PF) algorithm which allows state and parameter estimation with the inclusion of measurement time uncertainties (MTU). The modified particle filter, which we call MTU-PF, also allows the application of an adaptive stepsize choice in the time-continuous case to avoid degeneracy problems. The modification is based on the model assumption of uncertain measurement times. While the assumption of randomness in the measurements themselves is common, the corresponding measurement times are generally taken as deterministic and exactly known. Especially in cases where the data are gained from measurements on blood or tissue samples, a relatively high uncertainty in the true measurement time seems to be a natural assumption. Our method is appropriate in cases where relatively few data are used from a relatively large number of groups or individuals, which introduce mixed effects in the model. This is a typical setting of clinical studies. We demonstrate the method on a small artificial example

Modeling discrete time-to-event data

CERN Document Server

Tutz, Gerhard

2016-01-01

This book focuses on statistical methods for the analysis of discrete failure times. Failure time analysis is one of the most important fields in statistical research, with applications affecting a wide range of disciplines, in particular, demography, econometrics, epidemiology and clinical research. Although there are a large variety of statistical methods for failure time analysis, many techniques are designed for failure times that are measured on a continuous scale. In empirical studies, however, failure times are often discrete, either because they have been measured in intervals (e.g., quarterly or yearly) or because they have been rounded or grouped. The book covers well-established methods like life-table analysis and discrete hazard regression models, but also introduces state-of-the art techniques for model evaluation, nonparametric estimation and variable selection. Throughout, the methods are illustrated by real life applications, and relationships to survival analysis in continuous time are expla...

Exponential stability of continuous-time and discrete-time bidirectional associative memory networks with delays

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

Segmenting Continuous Motions with Hidden Semi-markov Models and Gaussian Processes

Directory of Open Access Journals (Sweden)

Tomoaki Nakamura

2017-12-01

Full Text Available Humans divide perceived continuous information into segments to facilitate recognition. For example, humans can segment speech waves into recognizable morphemes. Analogously, continuous motions are segmented into recognizable unit actions. People can divide continuous information into segments without using explicit segment points. This capacity for unsupervised segmentation is also useful for robots, because it enables them to flexibly learn languages, gestures, and actions. In this paper, we propose a Gaussian process-hidden semi-Markov model (GP-HSMM that can divide continuous time series data into segments in an unsupervised manner. Our proposed method consists of a generative model based on the hidden semi-Markov model (HSMM, the emission distributions of which are Gaussian processes (GPs. Continuous time series data is generated by connecting segments generated by the GP. Segmentation can be achieved by using forward filtering-backward sampling to estimate the model's parameters, including the lengths and classes of the segments. In an experiment using the CMU motion capture dataset, we tested GP-HSMM with motion capture data containing simple exercise motions; the results of this experiment showed that the proposed GP-HSMM was comparable with other methods. We also conducted an experiment using karate motion capture data, which is more complex than exercise motion capture data; in this experiment, the segmentation accuracy of GP-HSMM was 0.92, which outperformed other methods.

The continuous similarity model of bulk soil-water evaporation

Science.gov (United States)

Clapp, R. B.

1983-01-01

The continuous similarity model of evaporation is described. In it, evaporation is conceptualized as a two stage process. For an initially moist soil, evaporation is first climate limited, but later it becomes soil limited. During the latter stage, the evaporation rate is termed evaporability, and mathematically it is inversely proportional to the evaporation deficit. A functional approximation of the moisture distribution within the soil column is also included in the model. The model was tested using data from four experiments conducted near Phoenix, Arizona; and there was excellent agreement between the simulated and observed evaporation. The model also predicted the time of transition to the soil limited stage reasonably well. For one of the experiments, a third stage of evaporation, when vapor diffusion predominates, was observed. The occurrence of this stage was related to the decrease in moisture at the surface of the soil. The continuous similarity model does not account for vapor flow. The results show that climate, through the potential evaporation rate, has a strong influence on the time of transition to the soil limited stage. After this transition, however, bulk evaporation is independent of climate until the effects of vapor flow within the soil predominate.

How to connect time-lapse recorded trajectories of motile microorganisms with dynamical models in continuous time

DEFF Research Database (Denmark)

Pedersen, Jonas Nyvold; Li, Liang; Gradinaru, Cristian

2016-01-01

We provide a tool for data-driven modeling of motility, data being time-lapse recorded trajectories. Several mathematical properties of a model to be found can be gleaned from appropriate model-independent experimental statistics, if one understands how such statistics are distorted by the finite...... of these effects that are valid for any reasonable model for persistent random motion. Our findings are illustrated with experimental data and Monte Carlo simulations....

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.

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 Analysis of Continuous-Time and Discrete-Time Quaternion-Valued Neural Networks With Linear Threshold Neurons.

Science.gov (United States)

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.

On the speed towards the mean for continuous time autoregressive moving average processes with applications to energy markets

International Nuclear Information System (INIS)

Benth, Fred Espen; Taib, Che Mohd Imran Che

2013-01-01

We extend the concept of half life of an Ornstein–Uhlenbeck process to Lévy-driven continuous-time autoregressive moving average processes with stochastic volatility. The half life becomes state dependent, and we analyze its properties in terms of the characteristics of the process. An empirical example based on daily temperatures observed in Petaling Jaya, Malaysia, is presented, where the proposed model is estimated and the distribution of the half life is simulated. The stationarity of the dynamics yield futures prices which asymptotically tend to constant at an exponential rate when time to maturity goes to infinity. The rate is characterized by the eigenvalues of the dynamics. An alternative description of this convergence can be given in terms of our concept of half life. - Highlights: • The concept of half life is extended to Levy-driven continuous time autoregressive moving average processes • The dynamics of Malaysian temperatures are modeled using a continuous time autoregressive model with stochastic volatility • Forward prices on temperature become constant when time to maturity tends to infinity • Convergence in time to maturity is at an exponential rate given by the eigenvalues of the model temperature model

State-space prediction model for chaotic time series

Science.gov (United States)

Alparslan, A. K.; Sayar, M.; Atilgan, A. R.

1998-08-01

A simple method for predicting the continuation of scalar chaotic time series ahead in time is proposed. The false nearest neighbors technique in connection with the time-delayed embedding is employed so as to reconstruct the state space. A local forecasting model based upon the time evolution of the topological neighboring in the reconstructed phase space is suggested. A moving root-mean-square error is utilized in order to monitor the error along the prediction horizon. The model is tested for the convection amplitude of the Lorenz model. The results indicate that for approximately 100 cycles of the training data, the prediction follows the actual continuation very closely about six cycles. The proposed model, like other state-space forecasting models, captures the long-term behavior of the system due to the use of spatial neighbors in the state space.

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.

Continuous-Time Mean-Variance Portfolio Selection under the CEV Process

OpenAIRE

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...

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

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)

Impulsive control of a continuous-culture and flocculation harvest chemostat model

Science.gov (United States)

Zhang, Tongqian; Ma, Wanbiao; Meng, Xinzhu

2017-12-01

In this paper, a new mathematical model describing the process of continuous culture and harvest of microalgaes is proposed. By inputting medium and flocculant at two different fixed moments periodically, continuous culture and harvest of microalgaes is implemented. The mathematical analysis is conducted and the whole dynamics of model is investigated by using theory of impulsive differential equations. We find that the model has a microalgaes-extinction periodic solution and it is globally asymptotically stable when some certain threshold value is less than the unit. And the model is permanent when some certain threshold value is larger than the unit. Then, according to the threshold, the control strategies of continuous culture and harvest of microalgaes are discussed. The results show that continuous culture and harvest of microalgaes can be archived by adjusting suitable input time, input amount of medium or flocculant. Finally, some numerical simulations are carried out to verify the control strategy.

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.)

Recommender engine for continuous-time quantum Monte Carlo methods

Science.gov (United States)

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.

The Relationships between Individualism, Nationalism, Ethnocentrism, and Authoritarianism in Flanders: A Continuous Time-Structural Equation Modeling Approach.

Science.gov (United States)

Angraini, Yenni; Toharudin, Toni; Folmer, Henk; Oud, Johan H L

2014-01-01

This article analyzes the relationships among nationalism (N), individualism (I), ethnocentrism (E), and authoritarianism (A) in continuous time (CT), estimated as a structural equation model. The analysis is based on the General Election Study for Flanders, Belgium, for 1991, 1995, and 1999. We find reciprocal effects between A and E and between E and I as well as a unidirectional effect from A on I. We furthermore find relatively small, but significant, effects from both I and E on N but no effect from A on N or from N on any of the other variables. Because of its central role in the N-I-E-A complex, mitigation of authoritarianism has the largest potential to reduce the spread of nationalism, ethnocentrism, and racism in Flanders.

Data on copula modeling of mixed discrete and continuous neural time series.

Science.gov (United States)

Hu, Meng; Li, Mingyao; Li, Wu; Liang, Hualou

2016-06-01

Copula is an important tool for modeling neural dependence. Recent work on copula has been expanded to jointly model mixed time series in neuroscience ("Hu et al., 2016, Joint Analysis of Spikes and Local Field Potentials using Copula" [1]). Here we present further data for joint analysis of spike and local field potential (LFP) with copula modeling. In particular, the details of different model orders and the influence of possible spike contamination in LFP data from the same and different electrode recordings are presented. To further facilitate the use of our copula model for the analysis of mixed data, we provide the Matlab codes, together with example data.

Identification of parameters of discrete-continuous models

International Nuclear Information System (INIS)

Cekus, Dawid; Warys, Pawel

2015-01-01

In the paper, the parameters of a discrete-continuous model have been identified on the basis of experimental investigations and formulation of optimization problem. The discrete-continuous model represents a cantilever stepped Timoshenko beam. The mathematical model has been formulated and solved according to the Lagrange multiplier formalism. Optimization has been based on the genetic algorithm. The presented proceeding’s stages make the identification of any parameters of discrete-continuous systems possible

Identification of parameters of discrete-continuous models

Energy Technology Data Exchange (ETDEWEB)

Cekus, Dawid, E-mail: cekus@imipkm.pcz.pl; Warys, Pawel, E-mail: warys@imipkm.pcz.pl [Institute of Mechanics and Machine Design Foundations, Czestochowa University of Technology, Dabrowskiego 73, 42-201 Czestochowa (Poland)

2015-03-10

In the paper, the parameters of a discrete-continuous model have been identified on the basis of experimental investigations and formulation of optimization problem. The discrete-continuous model represents a cantilever stepped Timoshenko beam. The mathematical model has been formulated and solved according to the Lagrange multiplier formalism. Optimization has been based on the genetic algorithm. The presented proceeding’s stages make the identification of any parameters of discrete-continuous systems possible.

CMOS continuous-time adaptive equalizers for high-speed serial links

CERN Document Server

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-...

An Improved Continuous-Time Model Predictive Control of Permanent Magnetic Synchronous Motors for a Wide-Speed Range

Directory of Open Access Journals (Sweden)

Dandan Su

2017-12-01

Full Text Available This paper proposes an improved continuous-time model predictive control (CTMPC of permanent magnetic synchronous motors (PMSMs for a wide-speed range, including the constant torque region and the flux-weakening (FW region. In the constant torque region, the mathematic models of PMSMs in dq-axes are decoupled without the limitation of DC-link voltage. However, in the FW region, the mathematic models of PMSMs in dq-axes are cross-coupled together with the limitation of DC-link voltage. A nonlinear PMSMs mathematic model in the FW region is presented based on the voltage angle. The solving of the nonlinear mathematic model of PMSMs in FW region will lead to heavy computation load for digital signal processing (DSP. To overcome such a problem, a linearization method of the voltage angle is also proposed to reduce the computation load. The selection of transiting points between the constant torque region and FW regions is researched to improve the performance of the driven system. Compared with the proportional integral (PI controller, the proposed CTMPC has obvious advantages in dealing with systems’ nonlinear constraints and improving system performance by restraining overshoot current under step torque changing. Both simulation and experimental results confirm the effectiveness of the proposed method in achieving good steady-state performance and smooth switching between the constant torque and FW regions.

Pharmacokinetic-pharmacodynamic modeling of activity of ceftazidime during continuous and intermittent infusion

NARCIS (Netherlands)

J.W. Mouton (Johan); A.A. Vinks; N.C. Punt

1997-01-01

textabstractWe developed and applied pharmacokinetic-pharmacodynamic (PK-PD) models to characterize in vitro bacterial rate of killing as a function of ceftazidime concentrations over time. For PK-PD modeling, data obtained during continuous and intermittent infusion of

Unraveling the sub-processes of selective attention: insights from dynamic modeling and continuous behavior.

Science.gov (United States)

Frisch, Simon; Dshemuchadse, Maja; Görner, Max; Goschke, Thomas; Scherbaum, Stefan

2015-11-01

Selective attention biases information processing toward stimuli that are relevant for achieving our goals. However, the nature of this bias is under debate: Does it solely rely on the amplification of goal-relevant information or is there a need for additional inhibitory processes that selectively suppress currently distracting information? Here, we explored the processes underlying selective attention with a dynamic, modeling-based approach that focuses on the continuous evolution of behavior over time. We present two dynamic neural field models incorporating the diverging theoretical assumptions. Simulations with both models showed that they make similar predictions with regard to response times but differ markedly with regard to their continuous behavior. Human data observed via mouse tracking as a continuous measure of performance revealed evidence for the model solely based on amplification but no indication of persisting selective distracter inhibition.

Hybrid Modeling and Optimization of Yogurt Starter Culture Continuous Fermentation

Directory of Open Access Journals (Sweden)

Silviya Popova

2009-10-01

Full Text Available The present paper presents a hybrid model of yogurt starter mixed culture fermentation. The main nonlinearities within a classical structure of continuous process model are replaced by neural networks. The new hybrid model accounts for the dependence of the two microorganisms' kinetics from the on-line measured characteristics of the culture medium - pH. Then the model was used further for calculation of the optimal time profile of pH. The obtained results are with agreement with the experimental once.

Multifractality, imperfect scaling and hydrological properties of rainfall time series simulated by continuous universal multifractal and discrete random cascade models

Directory of Open Access Journals (Sweden)

F. Serinaldi

2010-12-01

Full Text Available Discrete multiplicative random cascade (MRC models were extensively studied and applied to disaggregate rainfall data, thanks to their formal simplicity and the small number of involved parameters. Focusing on temporal disaggregation, the rationale of these models is based on multiplying the value assumed by a physical attribute (e.g., rainfall intensity at a given time scale L, by a suitable number b of random weights, to obtain b attribute values corresponding to statistically plausible observations at a smaller L/b time resolution. In the original formulation of the MRC models, the random weights were assumed to be independent and identically distributed. However, for several studies this hypothesis did not appear to be realistic for the observed rainfall series as the distribution of the weights was shown to depend on the space-time scale and rainfall intensity. Since these findings contrast with the scale invariance assumption behind the MRC models and impact on the applicability of these models, it is worth studying their nature. This study explores the possible presence of dependence of the parameters of two discrete MRC models on rainfall intensity and time scale, by analyzing point rainfall series with 5-min time resolution. Taking into account a discrete microcanonical (MC model based on beta distribution and a discrete canonical beta-logstable (BLS, the analysis points out that the relations between the parameters and rainfall intensity across the time scales are detectable and can be modeled by a set of simple functions accounting for the parameter-rainfall intensity relationship, and another set describing the link between the parameters and the time scale. Therefore, MC and BLS models were modified to explicitly account for these relationships and compared with the continuous in scale universal multifractal (CUM model, which is used as a physically based benchmark model. Monte Carlo simulations point out

Modeling Suspension and Continuation of a Process

Directory of Open Access Journals (Sweden)

Oleg Svatos

2012-04-01

Full Text Available This work focuses on difficulties an analyst encounters when modeling suspension and continuation of a process in contemporary process modeling languages. As a basis there is introduced general lifecycle of an activity which is then compared to activity lifecycles supported by individual process modeling languages. The comparison shows that the contemporary process modeling languages cover the defined general lifecycle of an activity only partially. There are picked two popular process modeling languages and there is modeled real example, which reviews how the modeling languages can get along with their lack of native support of suspension and continuation of an activity. Upon the unsatisfying results of the contemporary process modeling languages in the modeled example, there is presented a new process modeling language which, as demonstrated, is capable of capturing suspension and continuation of an activity in much simpler and precise way.

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.

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.

A New Approach to Rational Discrete-Time Approximations to Continuous-Time Fractional-Order Systems

OpenAIRE

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...

Heterarcical market: Dynamical interplay between time and space in the continuous interaction in a market model

Science.gov (United States)

Sasai, Kazuto; Gunji, Yukio-Pegio; Kinoshita, Tetsuo

2017-07-01

Multi-agent models of robust open systems such as natural systems are the important theme in the literature of systems science. Heterarchy, which means dynamical hierarchy, is a structural model, which includes the dynamical interplay between different levels. However, it is not easy to build a formal model of a heterarchical system because the interplay between different levels lead a self-referential paradox. In this paper, we propose an continuous double auction model, which includes a formal model of conitnuous transaction. We encode the model into a restriction rule of the order submittion. The proposed model shows a critical behavior of the actual markets, and it can have the relationship with the behaviors of natural systems.

Generalized classes of continuous symmetries in two-mode Dicke models

Science.gov (United States)

Moodie, Ryan I.; Ballantine, Kyle E.; Keeling, Jonathan

2018-03-01

As recently realized experimentally [Nature (London) 543, 87 (2017), 10.1038/nature21067], one can engineer models with continuous symmetries by coupling two cavity modes to trapped atoms via a Raman pumping geometry. Considering specifically cases where internal states of the atoms couple to the cavity, we show an extended range of parameters for which continuous symmetry breaking can occur, and we classify the distinct steady states and time-dependent states that arise for different points in this extended parameter regime.

Monitoring and modelling of a continuous from-powder-to-tablet process line

DEFF Research Database (Denmark)

Mortier, Séverine T.F.C.; Nopens, Ingmar; De Beer, Thomas

2014-01-01

-time adjustment of critical input variables to ensure that the process stays within the Design Space. Mechanistic models are very useful for this purpose as, once validated, several tools can be applied to gain further process knowledge, for example uncertainty and sensitivity analysis. In addition, several......The intention to shift from batch to continuous production processes within the pharmaceutical industry enhances the need to monitor and control the process in-line and real-time to continuously guarantee the end-product quality. Mass and energy balances have been successfully applied to a drying...... process which is part of a continuous from-powder-to-tablet manufacturing line to calculate the residual moisture content of granules leaving the drying unit on the basis of continuously generated data from univariate sensors. Next to monitoring, the application of continuous processes demands also real...

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)

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)

[Design and implementation of real-time continuous glucose monitoring instrument].

Science.gov (United States)

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.

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.

Modeling Non-Gaussian Time Series with Nonparametric Bayesian Model.

Science.gov (United States)

Xu, Zhiguang; MacEachern, Steven; Xu, Xinyi

2015-02-01

We present a class of Bayesian copula models whose major components are the marginal (limiting) distribution of a stationary time series and the internal dynamics of the series. We argue that these are the two features with which an analyst is typically most familiar, and hence that these are natural components with which to work. For the marginal distribution, we use a nonparametric Bayesian prior distribution along with a cdf-inverse cdf transformation to obtain large support. For the internal dynamics, we rely on the traditionally successful techniques of normal-theory time series. Coupling the two components gives us a family of (Gaussian) copula transformed autoregressive models. The models provide coherent adjustments of time scales and are compatible with many extensions, including changes in volatility of the series. We describe basic properties of the models, show their ability to recover non-Gaussian marginal distributions, and use a GARCH modification of the basic model to analyze stock index return series. The models are found to provide better fit and improved short-range and long-range predictions than Gaussian competitors. The models are extensible to a large variety of fields, including continuous time models, spatial models, models for multiple series, models driven by external covariate streams, and non-stationary models.

Discrete event simulation tool for analysis of qualitative models of continuous processing systems

Science.gov (United States)

Malin, Jane T. (Inventor); Basham, Bryan D. (Inventor); Harris, Richard A. (Inventor)

1990-01-01

An artificial intelligence design and qualitative modeling tool is disclosed for creating computer models and simulating continuous activities, functions, and/or behavior using developed discrete event techniques. Conveniently, the tool is organized in four modules: library design module, model construction module, simulation module, and experimentation and analysis. The library design module supports the building of library knowledge including component classes and elements pertinent to a particular domain of continuous activities, functions, and behavior being modeled. The continuous behavior is defined discretely with respect to invocation statements, effect statements, and time delays. The functionality of the components is defined in terms of variable cluster instances, independent processes, and modes, further defined in terms of mode transition processes and mode dependent processes. Model construction utilizes the hierarchy of libraries and connects them with appropriate relations. The simulation executes a specialized initialization routine and executes events in a manner that includes selective inherency of characteristics through a time and event schema until the event queue in the simulator is emptied. The experimentation and analysis module supports analysis through the generation of appropriate log files and graphics developments and includes the ability of log file comparisons.

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.

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.

Ordering dynamics of microscopic models with nonconserved order parameter of continuous symmetry

DEFF Research Database (Denmark)

Zhang, Z.; Mouritsen, Ole G.; Zuckermann, Martin J.

1993-01-01

crystals. For both models, which have a nonconserved order parameter, it is found that the linear scale, R(t), of the evolving order, following quenches to below the transition temperature, grows at late times in an effectively algebraic fashion, R(t)∼tn, with exponent values which are strongly temperature......Numerical Monte Carlo temperature-quenching experiments have been performed on two three-dimensional classical lattice models with continuous ordering symmetry: the Lebwohl-Lasher model [Phys. Rev. A 6, 426 (1972)] and the ferromagnetic isotropic Heisenberg model. Both models describe a transition...... from a disordered phase to an orientationally ordered phase of continuous symmetry. The Lebwohl-Lasher model accounts for the orientational ordering properties of the nematic-isotropic transition in liquid crystals and the Heisenberg model for the ferromagnetic-paramagnetic transition in magnetic...

A dynamic control water distribution model of steel in continuous casting

International Nuclear Information System (INIS)

Fu Jianxun; Hwang, Weng-Sing; Tsai, De-Chang; Tsai, Ming Hsiu; Wang, Chien-Hsun

2012-01-01

After investigation in many continuous casting shop of steel, a dynamic water distribution model is proposed for flexible control on secondary cooling in continuous casting. In this model, the water cooling intensity is determined by the model casting speed instead of the real casting speed. When the casting speed is steady, the model casting speed is equal to the real casting speed. When the real casting speed is changing, the model casting speed according to calculating algorithm to adjust and approaches to the real one, but there is a time delay between them, so it can avoid the slab surface temperature fluctuated due to casting speed changes. The secondary cooling can be dynamically controlled by monitoring the model casting speed. The compare of the simulation results and the measured results reveals that the temperature field and thickness of slab shell in simulations agree very well with the real production situations.

LMI-based stability and performance conditions for continuous-time nonlinear systems in Takagi-Sugeno's form.

Science.gov (United States)

Lam, H K; Leung, Frank H F

2007-10-01

This correspondence presents the stability analysis and performance design of the continuous-time fuzzy-model-based control systems. The idea of the nonparallel-distributed-compensation (non-PDC) control laws is extended to the continuous-time fuzzy-model-based control systems. A nonlinear controller with non-PDC control laws is proposed to stabilize the continuous-time nonlinear systems in Takagi-Sugeno's form. To produce the stability-analysis result, a parameter-dependent Lyapunov function (PDLF) is employed. However, two difficulties are usually encountered: 1) the time-derivative terms produced by the PDLF will complicate the stability analysis and 2) the stability conditions are not in the form of linear-matrix inequalities (LMIs) that aid the design of feedback gains. To tackle the first difficulty, the time-derivative terms are represented by some weighted-sum terms in some existing approaches, which will increase the number of stability conditions significantly. In view of the second difficulty, some positive-definitive terms are added in order to cast the stability conditions into LMIs. In this correspondence, the favorable properties of the membership functions and nonlinear control laws, which allow the introduction of some free matrices, are employed to alleviate the two difficulties while retaining the favorable properties of PDLF-based approach. LMI-based stability conditions are derived to ensure the system stability. Furthermore, based on a common scalar performance index, LMI-based performance conditions are derived to guarantee the system performance. Simulation examples are given to illustrate the effectiveness of the proposed approach.

Time, physics, and the paradoxes of continuity

CERN Document Server

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.

Beyond ROC Curvature: Strength Effects and Response Time Data Support Continuous-Evidence Models of Recognition Memory

Science.gov (United States)

Dube, Chad; Starns, Jeffrey J.; Rotello, Caren M.; Ratcliff, Roger

2012-01-01

A classic question in the recognition memory literature is whether retrieval is best described as a continuous-evidence process consistent with signal detection theory (SDT), or a threshold process consistent with many multinomial processing tree (MPT) models. Because receiver operating characteristics (ROCs) based on confidence ratings are…

Discrete time and continuous time dynamic mean-variance analysis

OpenAIRE

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...

Elastic LiDAR Fusion: Dense Map-Centric Continuous-Time SLAM

OpenAIRE

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...

Forecasting the Global Mean Sea Level, a Continuous-Time State-Space Approach

DEFF Research Database (Denmark)

Boldrini, Lorenzo

In this paper we propose a continuous-time, Gaussian, linear, state-space system to model the relation between global mean sea level (GMSL) and the global mean temperature (GMT), with the aim of making long-term projections for the GMSL. We provide a justification for the model specification based......) and the temperature reconstruction from Hansen et al. (2010). We compare the forecasting performance of the proposed specification to the procedures developed in Rahmstorf (2007b) and Vermeer and Rahmstorf (2009). Finally, we compute projections for the sea-level rise conditional on the 21st century SRES temperature...

Logistic and linear regression model documentation for statistical relations between continuous real-time and discrete water-quality constituents in the Kansas River, Kansas, July 2012 through June 2015

Science.gov (United States)

Foster, Guy M.; Graham, Jennifer L.

2016-04-06

The Kansas River is a primary source of drinking water for about 800,000 people in northeastern Kansas. Source-water supplies are treated by a combination of chemical and physical processes to remove contaminants before distribution. Advanced notification of changing water-quality conditions and cyanobacteria and associated toxin and taste-and-odor compounds provides drinking-water treatment facilities time to develop and implement adequate treatment strategies. The U.S. Geological Survey (USGS), in cooperation with the Kansas Water Office (funded in part through the Kansas State Water Plan Fund), and the City of Lawrence, the City of Topeka, the City of Olathe, and Johnson County Water One, began a study in July 2012 to develop statistical models at two Kansas River sites located upstream from drinking-water intakes. Continuous water-quality monitors have been operated and discrete-water quality samples have been collected on the Kansas River at Wamego (USGS site number 06887500) and De Soto (USGS site number 06892350) since July 2012. Continuous and discrete water-quality data collected during July 2012 through June 2015 were used to develop statistical models for constituents of interest at the Wamego and De Soto sites. Logistic models to continuously estimate the probability of occurrence above selected thresholds were developed for cyanobacteria, microcystin, and geosmin. Linear regression models to continuously estimate constituent concentrations were developed for major ions, dissolved solids, alkalinity, nutrients (nitrogen and phosphorus species), suspended sediment, indicator bacteria (Escherichia coli, fecal coliform, and enterococci), and actinomycetes bacteria. These models will be used to provide real-time estimates of the probability that cyanobacteria and associated compounds exceed thresholds and of the concentrations of other water-quality constituents in the Kansas River. The models documented in this report are useful for characterizing changes

A queueing theory based model for business continuity in hospitals.

Science.gov (United States)

Miniati, R; Cecconi, G; Dori, F; Frosini, F; Iadanza, E; Biffi Gentili, G; Niccolini, F; Gusinu, R

2013-01-01

Clinical activities can be seen as results of precise and defined events' succession where every single phase is characterized by a waiting time which includes working duration and possible delay. Technology makes part of this process. For a proper business continuity management, planning the minimum number of devices according to the working load only is not enough. A risk analysis on the whole process should be carried out in order to define which interventions and extra purchase have to be made. Markov models and reliability engineering approaches can be used for evaluating the possible interventions and to protect the whole system from technology failures. The following paper reports a case study on the application of the proposed integrated model, including risk analysis approach and queuing theory model, for defining the proper number of device which are essential to guarantee medical activity and comply the business continuity management requirements in hospitals.

Time limit and time at VO2max' during a continuous and an intermittent run.

Science.gov (United States)

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.

Analysis of discrete and continuous distributions of ventilatory time constants from dynamic computed tomography

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

Distributed Optimization Design of Continuous-Time Multiagent Systems With Unknown-Frequency Disturbances.

Science.gov (United States)

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.

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

SEM Based CARMA Time Series Modeling for Arbitrary N.

Science.gov (United States)

Oud, Johan H L; Voelkle, Manuel C; Driver, Charles C

2018-01-01

This article explains in detail the state space specification and estimation of first and higher-order autoregressive moving-average models in continuous time (CARMA) in an extended structural equation modeling (SEM) context for N = 1 as well as N > 1. To illustrate the approach, simulations will be presented in which a single panel model (T = 41 time points) is estimated for a sample of N = 1,000 individuals as well as for samples of N = 100 and N = 50 individuals, followed by estimating 100 separate models for each of the one-hundred N = 1 cases in the N = 100 sample. Furthermore, we will demonstrate how to test the difference between the full panel model and each N = 1 model by means of a subject-group-reproducibility test. Finally, the proposed analyses will be applied in an empirical example, in which the relationships between mood at work and mood at home are studied in a sample of N = 55 women. All analyses are carried out by ctsem, an R-package for continuous time modeling, interfacing to OpenMx.

Measuring patient-centered medical home access and continuity in clinics with part-time clinicians.

Science.gov (United States)

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.

Continuation-like semantics for modeling structural process anomalies

Directory of Open Access Journals (Sweden)

Grewe Niels

2012-09-01

Full Text Available Abstract Background Biomedical ontologies usually encode knowledge that applies always or at least most of the time, that is in normal circumstances. But for some applications like phenotype ontologies it is becoming increasingly important to represent information about aberrations from a norm. These aberrations may be modifications of physiological structures, but also modifications of biological processes. Methods To facilitate precise definitions of process-related phenotypes, such as delayed eruption of the primary teeth or disrupted ocular pursuit movements, I introduce a modeling approach that draws inspiration from the use of continuations in the analysis of programming languages and apply a similar idea to ontological modeling. This approach characterises processes by describing their outcome up to a certain point and the way they will continue in the canonical case. Definitions of process types are then given in terms of their continuations and anomalous phenotypes are defined by their differences to the canonical definitions. Results The resulting model is capable of accurately representing structural process anomalies. It allows distinguishing between different anomaly kinds (delays, interruptions, gives identity criteria for interrupted processes, and explains why normal and anomalous process instances can be subsumed under a common type, thus establishing the connection between canonical and anomalous process-related phenotypes. Conclusion This paper shows how to to give semantically rich definitions of process-related phenotypes. These allow to expand the application areas of phenotype ontologies beyond literature annotation and establishment of genotype-phenotype associations to the detection of anomalies in suitably encoded datasets.

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

Continuous-time model of structural balance.

Science.gov (United States)

Marvel, Seth A; Kleinberg, Jon; Kleinberg, Robert D; Strogatz, Steven H

2011-02-01

It is not uncommon for certain social networks to divide into two opposing camps in response to stress. This happens, for example, in networks of political parties during winner-takes-all elections, in networks of companies competing to establish technical standards, and in networks of nations faced with mounting threats of war. A simple model for these two-sided separations is the dynamical system dX/dt = X(2), where X is a matrix of the friendliness or unfriendliness between pairs of nodes in the network. Previous simulations suggested that only two types of behavior were possible for this system: Either all relationships become friendly or two hostile factions emerge. Here we prove that for generic initial conditions, these are indeed the only possible outcomes. Our analysis yields a closed-form expression for faction membership as a function of the initial conditions and implies that the initial amount of friendliness in large social networks (started from random initial conditions) determines whether they will end up in intractable conflict or global harmony.

Physical time scale in kinetic Monte Carlo simulations of continuous-time Markov chains.

Science.gov (United States)

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.

ANALYSIS OF RELIABILITY OF THE PERIODICALLY AND CONTINUOUSLY CONTROLLED QUEUING SYSTEM WITH TIME REDUNDANCY

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)

Integrating continuous stocks and flows into state-and-transition simulation models of landscape change

Science.gov (United States)

Daniel, Colin J.; Sleeter, Benjamin M.; Frid, Leonardo; Fortin, Marie-Josée

2018-01-01

State-and-transition simulation models (STSMs) provide a general framework for forecasting landscape dynamics, including projections of both vegetation and land-use/land-cover (LULC) change. The STSM method divides a landscape into spatially-referenced cells and then simulates the state of each cell forward in time, as a discrete-time stochastic process using a Monte Carlo approach, in response to any number of possible transitions. A current limitation of the STSM method, however, is that all of the state variables must be discrete.Here we present a new approach for extending a STSM, in order to account for continuous state variables, called a state-and-transition simulation model with stocks and flows (STSM-SF). The STSM-SF method allows for any number of continuous stocks to be defined for every spatial cell in the STSM, along with a suite of continuous flows specifying the rates at which stock levels change over time. The change in the level of each stock is then simulated forward in time, for each spatial cell, as a discrete-time stochastic process. The method differs from the traditional systems dynamics approach to stock-flow modelling in that the stocks and flows can be spatially-explicit, and the flows can be expressed as a function of the STSM states and transitions.We demonstrate the STSM-SF method by integrating a spatially-explicit carbon (C) budget model with a STSM of LULC change for the state of Hawai'i, USA. In this example, continuous stocks are pools of terrestrial C, while the flows are the possible fluxes of C between these pools. Importantly, several of these C fluxes are triggered by corresponding LULC transitions in the STSM. Model outputs include changes in the spatial and temporal distribution of C pools and fluxes across the landscape in response to projected future changes in LULC over the next 50 years.The new STSM-SF method allows both discrete and continuous state variables to be integrated into a STSM, including interactions between

Continuous real-time water information: an important Kansas resource

Science.gov (United States)

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.

Real time wave forecasting using wind time history and numerical model

Science.gov (United States)

Jain, Pooja; Deo, M. C.; Latha, G.; Rajendran, V.

Operational activities in the ocean like planning for structural repairs or fishing expeditions require real time prediction of waves over typical time duration of say a few hours. Such predictions can be made by using a numerical model or a time series model employing continuously recorded waves. This paper presents another option to do so and it is based on a different time series approach in which the input is in the form of preceding wind speed and wind direction observations. This would be useful for those stations where the costly wave buoys are not deployed and instead only meteorological buoys measuring wind are moored. The technique employs alternative artificial intelligence approaches of an artificial neural network (ANN), genetic programming (GP) and model tree (MT) to carry out the time series modeling of wind to obtain waves. Wind observations at four offshore sites along the east coast of India were used. For calibration purpose the wave data was generated using a numerical model. The predicted waves obtained using the proposed time series models when compared with the numerically generated waves showed good resemblance in terms of the selected error criteria. Large differences across the chosen techniques of ANN, GP, MT were not noticed. Wave hindcasting at the same time step and the predictions over shorter lead times were better than the predictions over longer lead times. The proposed method is a cost effective and convenient option when a site-specific information is desired.

A Model-free Approach to Fault Detection of Continuous-time Systems Based on Time Domain Data

Institute of Scientific and Technical Information of China (English)

Ping Zhang; Steven X. Ding

2007-01-01

In this paper, a model-free approach is presented to design an observer-based fault detection system of linear continuoustime systems based on input and output data in the time domain. The core of the approach is to directly identify parameters of the observer-based residual generator based on a numerically reliable data equation obtained by filtering and sampling the input and output signals.

Continuous-time Markov decision processes theory and applications

CERN Document Server

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.

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.

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.

Patients report better satisfaction with part-time primary care physicians, despite less continuity of care and access.

Science.gov (United States)

Panattoni, Laura; Stone, Ashley; Chung, Sukyung; Tai-Seale, Ming

2015-03-01

The growing number of primary care physicians (PCPs) reducing their clinical work hours has raised concerns about meeting the future demand for services and fulfilling the continuity and access mandates for patient-centered care. However, the patient's experience of care with part-time physicians is relatively unknown, and may be mediated by continuity and access to care outcomes. We aimed to examine the relationships between a physicians' clinical full-time equivalent (FTE), continuity of care, access to care, and patient satisfaction with the physician. We used a multi-level structural equation estimation, with continuity and access modeled as mediators, for a cross-section in 2010. The study included family medicine (n = 104) and internal medicine (n = 101) physicians in a multi-specialty group practice, along with their patient satisfaction survey responses (n = 12,688). Physician level FTE, continuity of care received by patients, continuity of care provided by physician, and a Press Ganey patient satisfaction with the physician score, on a 0-100 % scale, were measured. Access to care was measured as days to the third next-available appointment. Physician FTE was directly associated with better continuity of care received (0.172% per FTE, p part-time PCPs in practice redesign efforts and initiatives to meet the demand for primary care services.

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)

Model Selection in Continuous Test Norming With GAMLSS.

Science.gov (United States)

Voncken, Lieke; Albers, Casper J; Timmerman, Marieke E

2017-06-01

To compute norms from reference group test scores, continuous norming is preferred over traditional norming. A suitable continuous norming approach for continuous data is the use of the Box-Cox Power Exponential model, which is found in the generalized additive models for location, scale, and shape. Applying the Box-Cox Power Exponential model for test norming requires model selection, but it is unknown how well this can be done with an automatic selection procedure. In a simulation study, we compared the performance of two stepwise model selection procedures combined with four model-fit criteria (Akaike information criterion, Bayesian information criterion, generalized Akaike information criterion (3), cross-validation), varying data complexity, sampling design, and sample size in a fully crossed design. The new procedure combined with one of the generalized Akaike information criterion was the most efficient model selection procedure (i.e., required the smallest sample size). The advocated model selection procedure is illustrated with norming data of an intelligence test.

Continuous time random walk: Galilei invariance and relation for the nth moment

International Nuclear Information System (INIS)

Fa, Kwok Sau

2011-01-01

We consider a decoupled continuous time random walk model with a generic waiting time probability density function (PDF). For the force-free case we derive an integro-differential diffusion equation which is related to the Galilei invariance for the probability density. We also derive a general relation which connects the nth moment in the presence of any external force to the second moment without external force, i.e. it is valid for any waiting time PDF. This general relation includes the generalized second Einstein relation, which connects the first moment in the presence of any external force to the second moment without any external force. These expressions for the first two moments are verified by using several kinds of the waiting time PDF. Moreover, we present new anomalous diffusion behaviours for a waiting time PDF given by a product of power-law and exponential function.

The continuous fuel cycle model and the gas cooled fast reactor

International Nuclear Information System (INIS)

Christie, Stuart; Lathouwers, Danny; Kloosterman, Jan Leen; Hagen, Tim van der

2011-01-01

The gas cooled fast reactor (GFR) is one of the generation IV designs currently being evaluated for future use. It is intended to behave as an isobreeder, producing the same amount of fuel as it consumes during operation. The actinides in the fuel will be recycled repeatedly in order to minimise the waste output to fission products only. Striking the balance of the fissioning of various actinides against transmutation and decay to achieve these goals is a complex problem. This is compounded by the time required for burn-up modelling, which can be considerable for a single cycle, and even longer for studies of fuel evolution over many cycles. The continuous fuel cycle model approximates the discrete steps of loading, operating and unloading a reactor as continuous processes. This simplifies the calculations involved in simulating the behaviour of the fuel, reducing the time needed to model the changes to the fuel composition over many cycles. This method is used to study the behaviour of GFR fuel over many cycles and compared to results obtained from direct calculations. The effects of varying fuel cycle properties such as feed material, recycling of additional actinides and reprocessing losses are also investigated. (author)

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

The effect of large decoherence on mixing time in continuous-time quantum walks on long-range interacting cycles

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.

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...

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.

CONTINUITY OF THE MEANINGS AND FORMS OF PATRIOTISM IN THE CONTEXT OF SOCIAL TIME STUDY

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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

A novel approach of modeling continuous dark hydrogen fermentation.

Science.gov (United States)

Alexandropoulou, Maria; Antonopoulou, Georgia; Lyberatos, Gerasimos

2018-02-01

In this study a novel modeling approach for describing fermentative hydrogen production in a continuous stirred tank reactor (CSTR) was developed, using the Aquasim modeling platform. This model accounts for the key metabolic reactions taking place in a fermentative hydrogen producing reactor, using fixed stoichiometry but different reaction rates. Biomass yields are determined based on bioenergetics. The model is capable of describing very well the variation in the distribution of metabolic products for a wide range of hydraulic retention times (HRT). The modeling approach is demonstrated using the experimental data obtained from a CSTR, fed with food industry waste (FIW), operating at different HRTs. The kinetic parameters were estimated through fitting to the experimental results. Hydrogen and total biogas production rates were predicted very well by the model, validating the basic assumptions regarding the implicated stoichiometric biochemical reactions and their kinetic rates. Copyright © 2017 Elsevier Ltd. All rights reserved.

Stochastic calculus for uncoupled continuous-time random walks.

Science.gov (United States)

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.

Markov Chain Modelling for Short-Term NDVI Time Series Forecasting

Directory of Open Access Journals (Sweden)

Stepčenko Artūrs

2016-12-01

Full Text Available In this paper, the NDVI time series forecasting model has been developed based on the use of discrete time, continuous state Markov chain of suitable order. The normalised difference vegetation index (NDVI is an indicator that describes the amount of chlorophyll (the green mass and shows the relative density and health of vegetation; therefore, it is an important variable for vegetation forecasting. A Markov chain is a stochastic process that consists of a state space. This stochastic process undergoes transitions from one state to another in the state space with some probabilities. A Markov chain forecast model is flexible in accommodating various forecast assumptions and structures. The present paper discusses the considerations and techniques in building a Markov chain forecast model at each step. Continuous state Markov chain model is analytically described. Finally, the application of the proposed Markov chain model is illustrated with reference to a set of NDVI time series data.

Dynamical continuous time random Lévy flights

Science.gov (United States)

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.

A Continuous Improvement Capital Funding Model.

Science.gov (United States)

Adams, Matt

2001-01-01

Describes a capital funding model that helps assess facility renewal needs in a way that minimizes resources while maximizing results. The article explains the sub-components of a continuous improvement capital funding model, including budgeting processes for finish renewal, building performance renewal, and critical outcome. (GR)

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

A New Continuous-Time Equality-Constrained Optimization to Avoid Singularity.

Science.gov (United States)

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.

On-line scheme for parameter estimation of nonlinear lithium ion battery equivalent circuit models using the simplified refined instrumental variable method for a modified Wiener continuous-time model

International Nuclear Information System (INIS)

Allafi, Walid; Uddin, Kotub; Zhang, Cheng; Mazuir Raja Ahsan Sha, Raja; Marco, James

2017-01-01

Highlights: •Off-line estimation approach for continuous-time domain for non-invertible function. •Model reformulated to multi-input-single-output; nonlinearity described by sigmoid. •Method directly estimates parameters of nonlinear ECM from the measured-data. •Iterative on-line technique leads to smoother convergence. •The model is validated off-line and on-line using NCA battery. -- Abstract: The accuracy of identifying the parameters of models describing lithium ion batteries (LIBs) in typical battery management system (BMS) applications is critical to the estimation of key states such as the state of charge (SoC) and state of health (SoH). In applications such as electric vehicles (EVs) where LIBs are subjected to highly demanding cycles of operation and varying environmental conditions leading to non-trivial interactions of ageing stress factors, this identification is more challenging. This paper proposes an algorithm that directly estimates the parameters of a nonlinear battery model from measured input and output data in the continuous time-domain. The simplified refined instrumental variable method is extended to estimate the parameters of a Wiener model where there is no requirement for the nonlinear function to be invertible. To account for nonlinear battery dynamics, in this paper, the typical linear equivalent circuit model (ECM) is enhanced by a block-oriented Wiener configuration where the nonlinear memoryless block following the typical ECM is defined to be a sigmoid static nonlinearity. The nonlinear Weiner model is reformulated in the form of a multi-input, single-output linear model. This linear form allows the parameters of the nonlinear model to be estimated using any linear estimator such as the well-established least squares (LS) algorithm. In this paper, the recursive least square (RLS) method is adopted for online parameter estimation. The approach was validated on experimental data measured from an 18650-type Graphite

Transient modeling of non-Fickian transport and first-order reaction using continuous time random walk

Science.gov (United States)

Burnell, Daniel K.; Hansen, Scott K.; Xu, Jie

2017-09-01

Contaminants in groundwater may experience a broad spectrum of velocities and multiple rates of mass transfer between mobile and immobile zones during transport. These conditions may lead to non-Fickian plume evolution which is not well described by the advection-dispersion equation (ADE). Simultaneously, many groundwater contaminants are degraded by processes that may be modeled as first-order decay. It is now known that non-Fickian transport and reaction are intimately coupled, with reaction affecting the transport operator. However, closed-form solutions for these important scenarios have not been published for use in applications. In this paper, we present four new Green's function analytic solutions in the uncoupled, uncorrelated continuous time random walk (CTRW) framework for reactive non-Fickian transport, corresponding to the quartet of conservative tracer solutions presented by Kreft and Zuber (1978) for Fickian transport. These consider pulse injection for both resident and flux concentration combined with detection in both resident and flux concentration. A pair of solutions for resident concentration temporal pulses with detection in both flux and resident concentration is also presented. We also derive the relationship between flux and resident concentration for non-Fickian transport with first-order reaction for this CTRW formulation. An explicit discussion of employment of the new solutions to model transport with arbitrary upgradient boundary conditions as well as mobile-immobile mass transfer is then presented. Using the new solutions, we show that first-order reaction has no effect on the anomalous spatial spreading rate of concentration profiles, but produces breakthrough curves at fixed locations that appear to have been generated by Fickian transport. Under the assumption of a Pareto CTRW transition distribution, we present a variety of numerical simulations including results showing coherence of our analytic solutions and CTRW particle

Numerical detection of unstable periodic orbits in continuous-time dynamical systems with chaotic behaviors

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.

Integration of Continuous-Time Dynamics in a Spiking Neural Network Simulator

Directory of Open Access Journals (Sweden)

Jan Hahne

2017-05-01

Full Text Available Contemporary modeling approaches to the dynamics of neural networks include two important classes of models: biologically grounded spiking neuron models and functionally inspired rate-based units. We present a unified simulation framework that supports the combination of the two for multi-scale modeling, enables the quantitative validation of mean-field approaches by spiking network simulations, and provides an increase in reliability by usage of the same simulation code and the same network model specifications for both model classes. While most spiking simulations rely on the communication of discrete events, rate models require time-continuous interactions between neurons. Exploiting the conceptual similarity to the inclusion of gap junctions in spiking network simulations, we arrive at a reference implementation of instantaneous and delayed interactions between rate-based models in a spiking network simulator. The separation of rate dynamics from the general connection and communication infrastructure ensures flexibility of the framework. In addition to the standard implementation we present an iterative approach based on waveform-relaxation techniques to reduce communication and increase performance for large-scale simulations of rate-based models with instantaneous interactions. Finally we demonstrate the broad applicability of the framework by considering various examples from the literature, ranging from random networks to neural-field models. The study provides the prerequisite for interactions between rate-based and spiking models in a joint simulation.

Integration of Continuous-Time Dynamics in a Spiking Neural Network Simulator.

Science.gov (United States)

Hahne, Jan; Dahmen, David; Schuecker, Jannis; Frommer, Andreas; Bolten, Matthias; Helias, Moritz; Diesmann, Markus

2017-01-01

Contemporary modeling approaches to the dynamics of neural networks include two important classes of models: biologically grounded spiking neuron models and functionally inspired rate-based units. We present a unified simulation framework that supports the combination of the two for multi-scale modeling, enables the quantitative validation of mean-field approaches by spiking network simulations, and provides an increase in reliability by usage of the same simulation code and the same network model specifications for both model classes. While most spiking simulations rely on the communication of discrete events, rate models require time-continuous interactions between neurons. Exploiting the conceptual similarity to the inclusion of gap junctions in spiking network simulations, we arrive at a reference implementation of instantaneous and delayed interactions between rate-based models in a spiking network simulator. The separation of rate dynamics from the general connection and communication infrastructure ensures flexibility of the framework. In addition to the standard implementation we present an iterative approach based on waveform-relaxation techniques to reduce communication and increase performance for large-scale simulations of rate-based models with instantaneous interactions. Finally we demonstrate the broad applicability of the framework by considering various examples from the literature, ranging from random networks to neural-field models. The study provides the prerequisite for interactions between rate-based and spiking models in a joint simulation.

Inverse Ising problem in continuous time: A latent variable approach

Science.gov (United States)

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.

SEM based CARMA time series modeling for arbitrary N

NARCIS (Netherlands)

Oud, J.H.L.; Völkle, M.C.; Driver, C.C.

2018-01-01

This article explains in detail the state space specification and estimation of first and higher-order autoregressive moving-average models in continuous time (CARMA) in an extended structural equation modeling (SEM) context for N = 1 as well as N > 1. To illustrate the approach, simulations will be

Data-driven strategies for robust forecast of continuous glucose monitoring time-series.

Science.gov (United States)

Fiorini, Samuele; Martini, Chiara; Malpassi, Davide; Cordera, Renzo; Maggi, Davide; Verri, Alessandro; Barla, Annalisa

2017-07-01

Over the past decade, continuous glucose monitoring (CGM) has proven to be a very resourceful tool for diabetes management. To date, CGM devices are employed for both retrospective and online applications. Their use allows to better describe the patients' pathology as well as to achieve a better control of patients' level of glycemia. The analysis of CGM sensor data makes possible to observe a wide range of metrics, such as the glycemic variability during the day or the amount of time spent below or above certain glycemic thresholds. However, due to the high variability of the glycemic signals among sensors and individuals, CGM data analysis is a non-trivial task. Standard signal filtering solutions fall short when an appropriate model personalization is not applied. State-of-the-art data-driven strategies for online CGM forecasting rely upon the use of recursive filters. Each time a new sample is collected, such models need to adjust their parameters in order to predict the next glycemic level. In this paper we aim at demonstrating that the problem of online CGM forecasting can be successfully tackled by personalized machine learning models, that do not need to recursively update their parameters.

Continuous monitoring of arthritis in animal models using optical imaging modalities

Science.gov (United States)

Son, Taeyoon; Yoon, Hyung-Ju; Lee, Saseong; Jang, Won Seuk; Jung, Byungjo; Kim, Wan-Uk

2014-10-01

Given the several difficulties associated with histology, including difficulty in continuous monitoring, this study aimed to investigate the feasibility of optical imaging modalities-cross-polarization color (CPC) imaging, erythema index (EI) imaging, and laser speckle contrast (LSC) imaging-for continuous evaluation and monitoring of arthritis in animal models. C57BL/6 mice, used for the evaluation of arthritis, were divided into three groups: arthritic mice group (AMG), positive control mice group (PCMG), and negative control mice group (NCMG). Complete Freund's adjuvant, mineral oil, and saline were injected into the footpad for AMG, PCMG, and NCMG, respectively. LSC and CPC images were acquired from 0 through 144 h after injection for all groups. EI images were calculated from CPC images. Variations in feet area, EI, and speckle index for each mice group over time were calculated for quantitative evaluation of arthritis. Histological examinations were performed, and the results were found to be consistent with those from optical imaging analysis. Thus, optical imaging modalities may be successfully applied for continuous evaluation and monitoring of arthritis in animal models.

Evaluation of the autoregression time-series model for analysis of a noisy signal

International Nuclear Information System (INIS)

Allen, J.W.

1977-01-01

The autoregression (AR) time-series model of a continuous noisy signal was statistically evaluated to determine quantitatively the uncertainties of the model order, the model parameters, and the model's power spectral density (PSD). The result of such a statistical evaluation enables an experimenter to decide whether an AR model can adequately represent a continuous noisy signal and be consistent with the signal's frequency spectrum, and whether it can be used for on-line monitoring. Although evaluations of other types of signals have been reported in the literature, no direct reference has been found to AR model's uncertainties for continuous noisy signals; yet the evaluation is necessary to decide the usefulness of AR models of typical reactor signals (e.g., neutron detector output or thermocouple output) and the potential of AR models for on-line monitoring applications. AR and other time-series models for noisy data representation are being investigated by others since such models require fewer parameters than the traditional PSD model. For this study, the AR model was selected for its simplicity and conduciveness to uncertainty analysis, and controlled laboratory bench signals were used for continuous noisy data. (author)

Continuum-time Hamiltonian for the Baxter's model

International Nuclear Information System (INIS)

Libero, V.L.

1983-01-01

The associated Hamiltonian for the symmetric eight-vertex model is obtained by taking the time-continuous limit in an equivalent Ashkin-Teller model. The result is a Heisenberg Hamiltonian with coefficients J sub(x), J sub(y) and J sub(z) identical to those found by Sutherland for choices of the parameters a, b, c and d that bring the model close to the transition. The change in the operators is accomplished explicitly, the relation between the crossover operator for the Ashkin-Teller model and the energy operator for the eight-vertex model being obtained in a transparent form. (Author) [pt

Continuous-time digital front-ends for multistandard wireless transmission

CERN Document Server

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...

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

Multimedia Mapping using Continuous State Space Models

DEFF Research Database (Denmark)

Lehn-Schiøler, Tue

2004-01-01

In this paper a system that transforms speech waveforms to animated faces are proposed. The system relies on continuous state space models to perform the mapping, this makes it possible to ensure video with no sudden jumps and allows continuous control of the parameters in 'face space'. Simulations...... are performed on recordings of 3-5 sec. video sequences with sentences from the Timit database. The model is able to construct an image sequence from an unknown noisy speech sequence fairly well even though the number of training examples are limited....

The inverse Gamma process: A family of continuous stochastic models for describing state-dependent deterioration phenomena

International Nuclear Information System (INIS)

Guida, M.; Pulcini, G.

2013-01-01

This paper proposes the family of non-stationary inverse Gamma processes for modeling state-dependent deterioration processes with nonlinear trend. The proposed family of processes, which is based on the assumption that the “inverse” time process is Gamma, is mathematically more tractable than previously proposed state-dependent processes, because, unlike the previous models, the inverse Gamma process is a time-continuous and state-continuous model and does not require discretization of time and state. The conditional distribution of the deterioration growth over a generic time interval, the conditional distribution of the residual life and the residual reliability of the unit, given the current state, are provided. Point and interval estimation of the parameters which index the proposed process, as well as of several quantities of interest, are also discussed. Finally, the proposed model is applied to the wear process of the liners of some Diesel engines which was previously analyzed and proved to be a purely state-dependent process. The comparison of the inferential results obtained under the competitor models shows the ability of the Inverse Gamma process to adequately model the observed state-dependent wear process

Modeling plasticity by non-continuous deformation

Science.gov (United States)

Ben-Shmuel, Yaron; Altus, Eli

2017-10-01

Plasticity and failure theories are still subjects of intense research. Engineering constitutive models on the macroscale which are based on micro characteristics are very much in need. This study is motivated by the observation that continuum assumptions in plasticity in which neighbour material elements are inseparable at all-time are physically impossible, since local detachments, slips and neighbour switching must operate, i.e. non-continuous deformation. Material microstructure is modelled herein by a set of point elements (particles) interacting with their neighbours. Each particle can detach from and/or attach with its neighbours during deformation. Simulations on two- dimensional configurations subjected to uniaxial compression cycle are conducted. Stochastic heterogeneity is controlled by a single "disorder" parameter. It was found that (a) macro response resembles typical elasto-plastic behaviour; (b) plastic energy is proportional to the number of detachments; (c) residual plastic strain is proportional to the number of attachments, and (d) volume is preserved, which is consistent with macro plastic deformation. Rigid body displacements of local groups of elements are also observed. Higher disorder decreases the macro elastic moduli and increases plastic energy. Evolution of anisotropic effects is obtained with no additional parameters.

Deep Brain Stimulation, Continuity over Time, and the True Self.

Science.gov (United States)

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.

Continuous Online Sequence Learning with an Unsupervised Neural Network Model.

Science.gov (United States)

Cui, Yuwei; Ahmad, Subutar; Hawkins, Jeff

2016-09-14

The ability to recognize and predict temporal sequences of sensory inputs is vital for survival in natural environments. Based on many known properties of cortical neurons, hierarchical temporal memory (HTM) sequence memory recently has been proposed as a theoretical framework for sequence learning in the cortex. In this letter, we analyze properties of HTM sequence memory and apply it to sequence learning and prediction problems with streaming data. We show the model is able to continuously learn a large number of variableorder temporal sequences using an unsupervised Hebbian-like learning rule. The sparse temporal codes formed by the model can robustly handle branching temporal sequences by maintaining multiple predictions until there is sufficient disambiguating evidence. We compare the HTM sequence memory with other sequence learning algorithms, including statistical methods: autoregressive integrated moving average; feedforward neural networks-time delay neural network and online sequential extreme learning machine; and recurrent neural networks-long short-term memory and echo-state networks on sequence prediction problems with both artificial and real-world data. The HTM model achieves comparable accuracy to other state-of-the-art algorithms. The model also exhibits properties that are critical for sequence learning, including continuous online learning, the ability to handle multiple predictions and branching sequences with high-order statistics, robustness to sensor noise and fault tolerance, and good performance without task-specific hyperparameter tuning. Therefore, the HTM sequence memory not only advances our understanding of how the brain may solve the sequence learning problem but is also applicable to real-world sequence learning problems from continuous data streams.

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)

Continuous-Time Random Walk Models of DNA Electrophoresis in a Post Array: II. Mobility and Sources of Band Broadening

Science.gov (United States)

Olson, Daniel W.; Dutta, Sarit; Laachi, Nabil; Tian, Mingwei; Dorfman, Kevin D.

2011-01-01

Using the two-state, continuous-time random walk model, we develop expressions for the mobility and the plate height during DNA electrophoresis in an ordered post array that delineate the contributions due to (i) the random distance between collisions and (ii) the random duration of a collision. These contributions are expressed in terms of the means and variances of the underlying stochastic processes, which we evaluate from a large ensemble of Brownian dynamics simulations performed using different electric fields and molecular weights in a hexagonal array of 1 μm posts with a 3 μm center-to-center distance. If we fix the molecular weight, we find that the collision frequency governs the mobility. In contrast, the average collision duration is the most important factor for predicting the mobility as a function of DNA size at constant Péclet number. The plate height is reasonably well-described by a single post rope-over-pulley model, provided that the extension of the molecule is small. Our results only account for dispersion inside the post array and thus represent a theoretical lower bound on the plate height in an actual device. PMID:21290387

Coherent exciton transport in dendrimers and continuous-time quantum walks

Science.gov (United States)

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.

Hardware solution for continuous time-resolved burst detection of single molecules in flow

Science.gov (United States)

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.

Comparing the Discrete and Continuous Logistic Models

Science.gov (United States)

Gordon, Sheldon P.

2008-01-01

The solutions of the discrete logistic growth model based on a difference equation and the continuous logistic growth model based on a differential equation are compared and contrasted. The investigation is conducted using a dynamic interactive spreadsheet. (Contains 5 figures.)

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

Hidden Markov Models for Time Series An Introduction Using R

CERN Document Server

Zucchini, Walter

2009-01-01

Illustrates the flexibility of HMMs as general-purpose models for time series data. This work presents an overview of HMMs for analyzing time series data, from continuous-valued, circular, and multivariate series to binary data, bounded and unbounded counts and categorical observations.

Continuous Fine-Fault Estimation with Real-Time GNSS

Science.gov (United States)

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

Dynamical Downscaling of NASA/GISS ModelE: Continuous, Multi-Year WRF Simulations

Science.gov (United States)

Otte, T.; Bowden, J. H.; Nolte, C. G.; Otte, M. J.; Herwehe, J. A.; Faluvegi, G.; Shindell, D. T.

2010-12-01

The WRF Model is being used at the U.S. EPA for dynamical downscaling of the NASA/GISS ModelE fields to assess regional impacts of climate change in the United States. The WRF model has been successfully linked to the ModelE fields in their raw hybrid vertical coordinate, and continuous, multi-year WRF downscaling simulations have been performed. WRF will be used to downscale decadal time slices of ModelE for recent past, current, and future climate as the simulations being conducted for the IPCC Fifth Assessment Report become available. This presentation will focus on the sensitivity to interior nudging within the RCM. The use of interior nudging for downscaled regional climate simulations has been somewhat controversial over the past several years but has been recently attracting attention. Several recent studies that have used reanalysis (i.e., verifiable) fields as a proxy for GCM input have shown that interior nudging can be beneficial toward achieving the desired downscaled fields. In this study, the value of nudging will be shown using fields from ModelE that are downscaled using WRF. Several different methods of nudging are explored, and it will be shown that the method of nudging and the choices made with respect to how nudging is used in WRF are critical to balance the constraint of ModelE against the freedom of WRF to develop its own fields.

Building Chaotic Model From Incomplete Time Series

Science.gov (United States)

Siek, Michael; Solomatine, Dimitri

2010-05-01

This paper presents a number of novel techniques for building a predictive chaotic model from incomplete time series. A predictive chaotic model is built by reconstructing the time-delayed phase space from observed time series and the prediction is made by a global model or adaptive local models based on the dynamical neighbors found in the reconstructed phase space. In general, the building of any data-driven models depends on the completeness and quality of the data itself. However, the completeness of the data availability can not always be guaranteed since the measurement or data transmission is intermittently not working properly due to some reasons. We propose two main solutions dealing with incomplete time series: using imputing and non-imputing methods. For imputing methods, we utilized the interpolation methods (weighted sum of linear interpolations, Bayesian principle component analysis and cubic spline interpolation) and predictive models (neural network, kernel machine, chaotic model) for estimating the missing values. After imputing the missing values, the phase space reconstruction and chaotic model prediction are executed as a standard procedure. For non-imputing methods, we reconstructed the time-delayed phase space from observed time series with missing values. This reconstruction results in non-continuous trajectories. However, the local model prediction can still be made from the other dynamical neighbors reconstructed from non-missing values. We implemented and tested these methods to construct a chaotic model for predicting storm surges at Hoek van Holland as the entrance of Rotterdam Port. The hourly surge time series is available for duration of 1990-1996. For measuring the performance of the proposed methods, a synthetic time series with missing values generated by a particular random variable to the original (complete) time series is utilized. There exist two main performance measures used in this work: (1) error measures between the actual

Real-time SWMF-Geospace at CCMC: assessing the quality of output from continuous operational simulations

Science.gov (United States)

Liemohn, M. W.; Welling, D. T.; De Zeeuw, D.; Kuznetsova, M. M.; Rastaetter, L.; Ganushkina, N. Y.; Ilie, R.; Toth, G.; Gombosi, T. I.; van der Holst, B.

2016-12-01

The ground-based magnetometer index Dst is a decent measure of the near-Earth current systems, in particular those in the storm-time inner magnetosphere. The ability of a large-scale, physics-based model to reproduce, or even predict, this index is therefore a tangible measure of the overall validity of the code for space weather research and space weather operational usage. Experimental real-time simulations of the Space Weather Modeling Framework (SWMF) are conducted at the Community Coordinated Modeling Center (CCMC), with results available there (http://ccmc.gsfc.nasa.gov/realtime.php), through the CCMC Integrated Space Weather Analysis (iSWA) site (http://iswa.ccmc.gsfc.nasa.gov/IswaSystemWebApp/), and the Michigan SWMF site (http://csem.engin.umich.edu/realtime). Presently, two configurations of the SWMF are running in real time at CCMC, both focusing on the geospace modules, using the BATS-R-US magnetohydrodynamic model, the Ridley Ionosphere Model, and with and without the Rice Convection Model for inner magnetospheric drift physics. While both have been running for several years, nearly continuous results are available since July 2015. Dst from the model output is compared against the Kyoto real-time Dst. Various quantitative measures are presented to assess the goodness of fit between the models and observations. In particular, correlation coefficients, RMSE and prediction efficiency are calculated and discussed. In addition, contingency tables are presented, demonstrating the ability of the model to predict "disturbed times" as defined by Dst values below some critical threshold. It is shown that the SWMF run with the inner magnetosphere model is significantly better at reproducing storm-time values, with prediction efficiencies above 0.25 and Heidke skill scores above 0.5. This work was funded by NASA and NSF grants, and the European Union's Horizon 2020 research and innovation programme under grant agreement 637302 PROGRESS.

Correlated continuous time random walks: combining scale-invariance with long-range memory for spatial and temporal dynamics

International Nuclear Information System (INIS)

Schulz, Johannes H P; Chechkin, Aleksei V; Metzler, Ralf

2013-01-01

Standard continuous time random walk (CTRW) models are renewal processes in the sense that at each jump a new, independent pair of jump length and waiting time are chosen. Globally, anomalous diffusion emerges through scale-free forms of the jump length and/or waiting time distributions by virtue of the generalized central limit theorem. Here we present a modified version of recently proposed correlated CTRW processes, where we incorporate a power-law correlated noise on the level of both jump length and waiting time dynamics. We obtain a very general stochastic model, that encompasses key features of several paradigmatic models of anomalous diffusion: discontinuous, scale-free displacements as in Lévy flights, scale-free waiting times as in subdiffusive CTRWs, and the long-range temporal correlations of fractional Brownian motion (FBM). We derive the exact solutions for the single-time probability density functions and extract the scaling behaviours. Interestingly, we find that different combinations of the model parameters lead to indistinguishable shapes of the emerging probability density functions and identical scaling laws. Our model will be useful for describing recent experimental single particle tracking data that feature a combination of CTRW and FBM properties. (paper)

Subgeometric Ergodicity Analysis of Continuous-Time Markov Chains under Random-Time State-Dependent Lyapunov Drift Conditions

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.

Method for Determining the Time Constants Characterizing the Intensity of Steel Mixing in Continuous Casting Tundish

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.

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...

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 ...

A mean-variance frontier in discrete and continuous time

NARCIS (Netherlands)

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

Modeling of continuous free-radical butadiene-styrene copolymerization process by the Monte Carlo method

Directory of Open Access Journals (Sweden)

T. A. Mikhailova

2016-01-01

Full Text Available In the paper the algorithm of modeling of continuous low-temperature free-radical butadiene-styrene copolymerization process in emulsion based on the Monte-Carlo method is offered. This process is the cornerstone of industrial production butadiene – styrene synthetic rubber which is the most widespread large-capacity rubber of general purpose. Imitation of growth of each macromolecule of the formed copolymer and tracking of the processes happening to it is the basis of algorithm of modeling. Modeling is carried out taking into account residence-time distribution of particles in system that gives the chance to research the process proceeding in the battery of consistently connected polymerization reactors. At the same time each polymerization reactor represents the continuous stirred tank reactor. Since the process is continuous, it is considered continuous addition of portions to the reaction mixture in the first reactor of battery. The constructed model allows to research molecular-weight and viscous characteristics of the formed copolymerization product, to predict the mass content of butadiene and styrene in copolymer, to carry out calculation of molecular-weight distribution of the received product at any moment of conducting process. According to the results of computational experiments analyzed the influence of mode of the process of the regulator introduced during the maintaining on change of characteristics of the formed butadiene-styrene copolymer. As the considered process takes place with participation of monomers of two types, besides listed the model allows to research compositional heterogeneity of the received product that is to carry out calculation of composite distribution and distribution of macromolecules for the size and structure. On the basis of the proposed algorithm created the software tool that allows you to keep track of changes in the characteristics of the resulting product in the dynamics.

Smartphone-based Continuous Blood Pressure Measurement Using Pulse Transit Time.

Science.gov (United States)

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.

A mean-variance frontier in discrete and continuous time

OpenAIRE

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...

Optimal control of nonlinear continuous-time systems in strict-feedback form.

Science.gov (United States)

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.

Measurements of liquid phase residence time distributions in a pilot-scale continuous leaching reactor using radiotracer technique

International Nuclear Information System (INIS)

Pant, H.J.; Sharma, V.K.; Shenoy, K.T.; Sreenivas, T.

2015-01-01

An alkaline based continuous leaching process is commonly used for extraction of uranium from uranium ore. The reactor in which the leaching process is carried out is called a continuous leaching reactor (CLR) and is expected to behave as a continuously stirred tank reactor (CSTR) for the liquid phase. A pilot-scale CLR used in a Technology Demonstration Pilot Plant (TDPP) was designed, installed and operated; and thus needed to be tested for its hydrodynamic behavior. A radiotracer investigation was carried out in the CLR for measurement of residence time distribution (RTD) of liquid phase with specific objectives to characterize the flow behavior of the reactor and validate its design. Bromine-82 as ammonium bromide was used as a radiotracer and about 40–60 MBq activity was used in each run. The measured RTD curves were treated and mean residence times were determined and simulated using a tanks-in-series model. The result of simulation indicated no flow abnormality and the reactor behaved as an ideal CSTR for the range of the operating conditions used in the investigation. - Highlights: • Radiotracer technique was applied for evaluation of design of a pilot-scale continuous leaching reactor. • Mean residence time and dead volume were estimated. Dead volume was found to be ranging from 4% to 15% at different operating conditions. • Tank-in-series model was used to simulate the measured RTD data and was found suitable to describe the flow in the reactor. • No flow abnormality was found and the reactor behaved as a well-mixed system. The design of the reactor was validated

Comparison of methods for calculating conditional expectations of sufficient statistics for continuous time Markov chains

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...

Model-Based Comparison of Antibody Dimerization in Continuous and Batch-Wise Downstream Processing

Directory of Open Access Journals (Sweden)

Anton Sellberg

2015-07-01

Full Text Available Monoclonal antibodies are generally produced using a generic platform approach in which several chromatographic separations assure high purity of the product. Dimerization can occur during the fermentation stage and may occur also during the downstream processing. We present here simulations in which a traditional platform approach that consist of protein A capture, followed by cation-exchange and anion-exchange chromatography for polishing is compared to a continuous platform in which dimer removal and virus inactivation are carried out on a size-exclusion column. A dimerization model that takes pH, salt concentration and the concentration of antibodies into account is combined with chromatographic models, to be able to predicted both the separation and the degree to which dimers are formed. Purification of a feed composition that contained 1% by weight of dimer and a total antibody concentration of 1 g/L was modeled using both approaches, and the amount of antibodies in the continuous platform was at least 4 times lower than in the traditional platform. The total processing time was also lower, as the cation-exchange polish could be omitted.

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 ...

Electricity price modeling with stochastic time change

International Nuclear Information System (INIS)

Borovkova, Svetlana; Schmeck, Maren Diane

2017-01-01

In this paper, we develop a novel approach to electricity price modeling, based on the powerful technique of stochastic time change. This technique allows us to incorporate the characteristic features of electricity prices (such as seasonal volatility, time varying mean reversion and seasonally occurring price spikes) into the model in an elegant and economically justifiable way. The stochastic time change introduces stochastic as well as deterministic (e.g., seasonal) features in the price process' volatility and in the jump component. We specify the base process as a mean reverting jump diffusion and the time change as an absolutely continuous stochastic process with seasonal component. The activity rate of the stochastic time change can be related to the factors that influence supply and demand. Here we use the temperature as a proxy for the demand and hence, as the driving factor of the stochastic time change, and show that this choice leads to realistic price paths. We derive properties of the resulting price process and develop the model calibration procedure. We calibrate the model to the historical EEX power prices and apply it to generating realistic price paths by Monte Carlo simulations. We show that the simulated price process matches the distributional characteristics of the observed electricity prices in periods of both high and low demand. - Highlights: • We develop a novel approach to electricity price modeling, based on the powerful technique of stochastic time change. • We incorporate the characteristic features of electricity prices, such as seasonal volatility and spikes into the model. • We use the temperature as a proxy for the demand and hence, as the driving factor of the stochastic time change • We derive properties of the resulting price process and develop the model calibration procedure. • We calibrate the model to the historical EEX power prices and apply it to generating realistic price paths.

Real-time electrocardiogram transmission from Mount Everest during continued ascent.

Science.gov (United States)

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.

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.

Real-time aircraft continuous descent trajectory optimization with ATC time constraints using direct collocation methods.

OpenAIRE

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...

A scan statistic for continuous data based on the normal probability model

Directory of Open Access Journals (Sweden)

Huang Lan

2009-10-01

Full Text Available Abstract Temporal, spatial and space-time scan statistics are commonly used to detect and evaluate the statistical significance of temporal and/or geographical disease clusters, without any prior assumptions on the location, time period or size of those clusters. Scan statistics are mostly used for count data, such as disease incidence or mortality. Sometimes there is an interest in looking for clusters with respect to a continuous variable, such as lead levels in children or low birth weight. For such continuous data, we present a scan statistic where the likelihood is calculated using the the normal probability model. It may also be used for other distributions, while still maintaining the correct alpha level. In an application of the new method, we look for geographical clusters of low birth weight in New York City.

Model-based analysis of a twin-screw wet granulation system for continuous solid dosage manufacturing

DEFF Research Database (Denmark)

Kumar, Ashish; Vercruysse, Jurgen; Mortier, Severine T. F. C.

2016-01-01

Implementation of twin-screw granulation in a continuous from-powder-to-tablet manufacturing line requires process knowledge development. This is often pursued by application of mechanistic models incorporating the underlying mechanisms. In this study, granulation mechanisms considered to be domi......Implementation of twin-screw granulation in a continuous from-powder-to-tablet manufacturing line requires process knowledge development. This is often pursued by application of mechanistic models incorporating the underlying mechanisms. In this study, granulation mechanisms considered...... to be dominant in the kneading element regions of the granulator i.e., aggregation and breakage, were included in a one-dimensional population balance model. The model was calibrated using the experimentally determined inflow granule size distribution, and the mean residence time was used as additional input...

The impact of continuous driving time and rest time on commercial drivers' driving performance and recovery.

Science.gov (United States)

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.

Physical modeling of shoreline bioremediation: Continuous flow mesoscale basins

International Nuclear Information System (INIS)

Sveum, P.; Ramstad, S.; Faksness, L.G.; Bech, C.; Johansen, B.

1995-01-01

This paper describes the design and use of continuous flow basin beach models in the study of bioremediation processes, and gives some results from an experiment designed to study the effects of different strategies for adding fertilizers. The continuous flow experimental basin system simulates an open system with natural tidal variation, wave action, and continuous supply and exchange of seawater. Biodegradation and bioremediation processes can thus be tested close to natural conditions. Results obtained using the models show a significant enhancement of biodegradation of oil in a sediment treated with an organic nutrient source, increased nutrient level in the interstitial water, and sediment microbial activity. These physical models gives biologically significant results, and can be used to simulate biodegradation and bioremediation in natural systems

Continuous Spatial Process Models for Spatial Extreme Values

KAUST Repository

Sang, Huiyan

2010-01-28

We propose a hierarchical modeling approach for explaining a collection of point-referenced extreme values. In particular, annual maxima over space and time are assumed to follow generalized extreme value (GEV) distributions, with parameters μ, σ, and ξ specified in the latent stage to reflect underlying spatio-temporal structure. The novelty here is that we relax the conditionally independence assumption in the first stage of the hierarchial model, an assumption which has been adopted in previous work. This assumption implies that realizations of the the surface of spatial maxima will be everywhere discontinuous. For many phenomena including, e. g., temperature and precipitation, this behavior is inappropriate. Instead, we offer a spatial process model for extreme values that provides mean square continuous realizations, where the behavior of the surface is driven by the spatial dependence which is unexplained under the latent spatio-temporal specification for the GEV parameters. In this sense, the first stage smoothing is viewed as fine scale or short range smoothing while the larger scale smoothing will be captured in the second stage of the modeling. In addition, as would be desired, we are able to implement spatial interpolation for extreme values based on this model. A simulation study and a study on actual annual maximum rainfall for a region in South Africa are used to illustrate the performance of the model. © 2009 International Biometric Society.

Nonequilibrium thermodynamic potentials for continuous-time Markov chains.

Science.gov (United States)

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.

An SEM Approach to Continuous Time Modeling of Panel Data: Relating Authoritarianism and Anomia

Science.gov (United States)

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…

Controlled time of arrival windows for already initiated energy-neutral continuous descent operations

OpenAIRE

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 ...

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...

Bayesian inference for hybrid discrete-continuous stochastic kinetic models

International Nuclear Information System (INIS)

Sherlock, Chris; Golightly, Andrew; Gillespie, Colin S

2014-01-01

We consider the problem of efficiently performing simulation and inference for stochastic kinetic models. Whilst it is possible to work directly with the resulting Markov jump process (MJP), computational cost can be prohibitive for networks of realistic size and complexity. In this paper, we consider an inference scheme based on a novel hybrid simulator that classifies reactions as either ‘fast’ or ‘slow’ with fast reactions evolving as a continuous Markov process whilst the remaining slow reaction occurrences are modelled through a MJP with time-dependent hazards. A linear noise approximation (LNA) of fast reaction dynamics is employed and slow reaction events are captured by exploiting the ability to solve the stochastic differential equation driving the LNA. This simulation procedure is used as a proposal mechanism inside a particle MCMC scheme, thus allowing Bayesian inference for the model parameters. We apply the scheme to a simple application and compare the output with an existing hybrid approach and also a scheme for performing inference for the underlying discrete stochastic model. (paper)

Large Time Asymptotics for a Continuous Coagulation-Fragmentation Model with Degenerate Size-Dependent Diffusion

KAUST Repository

Desvillettes, Laurent

2010-01-01

We study a continuous coagulation-fragmentation model with constant kernels for reacting polymers (see [M. Aizenman and T. Bak, Comm. Math. Phys., 65 (1979), pp. 203-230]). The polymers are set to diffuse within a smooth bounded one-dimensional domain with no-flux boundary conditions. In particular, we consider size-dependent diffusion coefficients, which may degenerate for small and large cluster-sizes. We prove that the entropy-entropy dissipation method applies directly in this inhomogeneous setting. We first show the necessary basic a priori estimates in dimension one, and second we show faster-than-polynomial convergence toward global equilibria for diffusion coefficients which vanish not faster than linearly for large sizes. This extends the previous results of [J.A. Carrillo, L. Desvillettes, and K. Fellner, Comm. Math. Phys., 278 (2008), pp. 433-451], which assumes that the diffusion coefficients are bounded below. © 2009 Society for Industrial and Applied Mathematics.

Modelling and parameter estimation in reactive continuous mixtures: the catalytic cracking of alkanes - part II

Directory of Open Access Journals (Sweden)

F. C. PEIXOTO

1999-09-01

Full Text Available Fragmentation kinetics is employed to model a continuous reactive mixture of alkanes under catalytic cracking conditions. Standard moment analysis techniques are employed, and a dynamic system for the time evolution of moments of the mixture's dimensionless concentration distribution function (DCDF is found. The time behavior of the DCDF is recovered with successive estimations of scaled gamma distributions using the moments time data.

Continuous treatment process of mercury removal from aqueous solution by growing recombinant E. coli cells and modeling study

International Nuclear Information System (INIS)

Deng, X.; Hu, Z.L.; Yi, X.E.

2008-01-01

A continuous treatment process was developed to investigate the capability of genetically engineered E. coli to simultaneously accumulate mercuric ions and reproduce itself in a continuous stirred tank reactor (CSTR) system. The influence of dilution rate and initial Hg 2+ concentration on continuous process was evaluated. Results indicated that the recombinant E. coli could effectively accumulate Hg 2+ from aqueous solution with Hg 2+ removal ratio up to about 90%, and propagate its cells at the same time in the continuous treatment system under suitable operational conditions. A kinetic model based on mass balance of Hg 2+ was proposed to simulate the continuous process. The modeling results were in good agreement with the experimental data

The deviation matrix of a continuous-time Markov chain

NARCIS (Netherlands)

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

NARCIS (Netherlands)

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

Derrida's Generalized Random Energy models; 4, Continuous state branching and coalescents

CERN Document Server

Bovier, A

2003-01-01

In this paper we conclude our analysis of Derrida's Generalized Random Energy Models (GREM) by identifying the thermodynamic limit with a one-parameter family of probability measures related to a continuous state branching process introduced by Neveu. Using a construction introduced by Bertoin and Le Gall in terms of a coherent family of subordinators related to Neveu's branching process, we show how the Gibbs geometry of the limiting Gibbs measure is given in terms of the genealogy of this process via a deterministic time-change. This construction is fully universal in that all different models (characterized by the covariance of the underlying Gaussian process) differ only through that time change, which in turn is expressed in terms of Parisi's overlap distribution. The proof uses strongly the Ghirlanda-Guerra identities that impose the structure of Neveu's process as the only possible asymptotic random mechanism.

An industry-sponsored, school-focused model for continuing ...

African Journals Online (AJOL)

An industry-sponsored, school-focused model for continuing professional ... HEIs and Departments of Education (DoE), could change the traditional concept that CPTD is the responsibility of DoEs into a new model where the business

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)

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...

On an elastic dissipation model as continuous approximation for discrete media

Directory of Open Access Journals (Sweden)

I. V. Andrianov

2006-01-01

Full Text Available Construction of an accurate continuous model for discrete media is an important topic in various fields of science. We deal with a 1D differential-difference equation governing the behavior of an n-mass oscillator with linear relaxation. It is known that a string-type approximation is justified for low part of frequency spectra of a continuous model, but for free and forced vibrations a solution of discrete and continuous models can be quite different. A difference operator makes analysis difficult due to its nonlocal form. Approximate equations can be obtained by replacing the difference operators via a local derivative operator. Although application of a model with derivative of more than second order improves the continuous model, a higher order of approximated differential equation seriously complicates a solution of continuous problem. It is known that accuracy of the approximation can dramatically increase using Padé approximations. In this paper, one- and two-point Padé approximations suitable for justify choice of structural damping models are used.

Time change

DEFF Research Database (Denmark)

Veraart, Almut; Winkel, Matthias

2010-01-01

The mathematical operation of time-changing continuous-time stochastic processes can be regarded as a standard method for building financial models. We briefly review the theory on time-changed stochastic processes and relate them to stochastic volatility models in finance. Popular models......, including time-changed Lévy processes, where the time-change process is given by a subordinator or an absolutely continuous time change, are presented. Finally, we discuss the potential and the limitations of using such processes for constructing multivariate financial models....

Generalization bounds of ERM-based learning processes for continuous-time Markov chains.

Science.gov (United States)

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.

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.

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.

Continuous-time random walks on networks with vertex- and time-dependent forcing.

Science.gov (United States)

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.

Continuous Markovian Logics

DEFF Research Database (Denmark)

Mardare, Radu Iulian; Cardelli, Luca; Larsen, Kim Guldstrand

2012-01-01

Continuous Markovian Logic (CML) is a multimodal logic that expresses quantitative and qualitative properties of continuous-time labelled Markov processes with arbitrary (analytic) state-spaces, henceforth called continuous Markov processes (CMPs). The modalities of CML evaluate the rates...... of the exponentially distributed random variables that characterize the duration of the labeled transitions of a CMP. In this paper we present weak and strong complete axiomatizations for CML and prove a series of metaproperties, including the finite model property and the construction of canonical models. CML...... characterizes stochastic bisimilarity and it supports the definition of a quantified extension of the satisfiability relation that measures the "compatibility" between a model and a property. In this context, the metaproperties allows us to prove two robustness theorems for the logic stating that one can...

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.

Continuous equilibrium scores: factoring in the time before a fall.

Science.gov (United States)

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.

Dissipative Continuous Spontaneous Localization (CSL) model.

Science.gov (United States)

Smirne, Andrea; Bassi, Angelo

2015-08-05

Collapse models explain the absence of quantum superpositions at the macroscopic scale, while giving practically the same predictions as quantum mechanics for microscopic systems. The Continuous Spontaneous Localization (CSL) model is the most refined and studied among collapse models. A well-known problem of this model, and of similar ones, is the steady and unlimited increase of the energy induced by the collapse noise. Here we present the dissipative version of the CSL model, which guarantees a finite energy during the entire system's evolution, thus making a crucial step toward a realistic energy-conserving collapse model. This is achieved by introducing a non-linear stochastic modification of the Schrödinger equation, which represents the action of a dissipative finite-temperature collapse noise. The possibility to introduce dissipation within collapse models in a consistent way will have relevant impact on the experimental investigations of the CSL model, and therefore also on the testability of the quantum superposition principle.

The method for determination of parameters of the phenomenological continual model of soil organic matter transformation

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S. I. Bartsev

2015-06-01

Full Text Available A possible method for experimental determination of parameters of the previously proposed continual mathematical model of soil organic matter transformation is theoretically considered in this paper. The previously proposed by the authors continual model of soil organic matter transformation, based on using the rate of matter transformation as a continual scale of its recalcitrance, describes the transformation process phenomenologically without going into detail of microbiological mechanisms of transformation. Thereby simplicity of the model is achieved. The model is represented in form of one differential equation in first­order partial derivatives, which has an analytical solution in elementary functions. The model equation contains a small number of empirical parameters which generally characterize environmental conditions where the matter transformation process occurs and initial properties of the plant litter. Given the values of these parameters, it is possible to calculate dynamics of soil organic matter stocks and its distribution over transformation rate. In the present study, possible approaches for determination of the model parameters are considered and a simple method of their experimental measurement is proposed. An experiment of an incubation of chemically homogeneous samples in soil and multiple sequential measurement of the sample mass loss with time is proposed. An equation of time dynamics of mass loss of incubated homogeneous sample is derived from the basic assumption of the presented soil organic matter transformation model. Thus, fitting by the least squares method the parameters of sample mass loss curve calculated according the proposed mass loss dynamics equation allows to determine the parameters of the general equation of soil organic transformation model.

Study of superionic conductors dynamics by continued diffusion model

International Nuclear Information System (INIS)

Bennai, M.

1993-12-01

The superionic conductors form a special category of solids characterized by their remarkable transport properties and are in general, Simplified as being constituted by the superposition of two inter penetrable crystal lattices. The ions of the first one form a rigid structure through which the other ions of opposite charge diffuse in quasi-liquid way. Basing on experimental and theoretical arguments, it was proved necessary to adopt a model of N-body continued diffusion which the basic theory is that of brownian movement. This thesis deals with the study of the dynamic structure factor S (q,w) and its line half width by the method of development in continued fractions issued from the Mori theory. With regard to the analytical difficulty met at the time of the static correlations functions calculation, the homogeneous approximation was applied and the notion of effective strength was introduced. So, it was obtained general relationships which give the static correlation functions, only in term of the static structure factor of liquids and effective potential. 98 refs.; 22 figs. (F.M.)

Modelling of slaughterhouse solid waste anaerobic digestion: determination of parameters and continuous reactor simulation.

Science.gov (United States)

López, Iván; Borzacconi, Liliana

2010-10-01

A model based on the work of Angelidaki et al. (1993) was applied to simulate the anaerobic biodegradation of ruminal contents. In this study, two fractions of solids with different biodegradation rates were considered. A first-order kinetic was used for the easily biodegradable fraction and a kinetic expression that is function of the extracellular enzyme concentration was used for the slowly biodegradable fraction. Batch experiments were performed to obtain an accumulated methane curve that was then used to obtain the model parameters. For this determination, a methodology derived from the "multiple-shooting" method was successfully used. Monte Carlo simulations allowed a confidence range to be obtained for each parameter. Simulations of a continuous reactor were performed using the optimal set of model parameters. The final steady-states were determined as functions of the operational conditions (solids load and residence time). The simulations showed that methane flow peaked at a flow rate of 0.5-0.8 Nm(3)/d/m(reactor)(3) at a residence time of 10-20 days. Simulations allow the adequate selection of operating conditions of a continuous reactor. (c) 2010 Elsevier Ltd. All rights reserved.

Parallel algorithms for simulating continuous time Markov chains

Science.gov (United States)

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.

Discrete and continuous time dynamic mean-variance analysis

OpenAIRE

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...

Predictive event modelling in multicenter clinical trials with waiting time to response.

Science.gov (United States)

Anisimov, Vladimir V

2011-01-01

A new analytic statistical technique for predictive event modeling in ongoing multicenter clinical trials with waiting time to response is developed. It allows for the predictive mean and predictive bounds for the number of events to be constructed over time, accounting for the newly recruited patients and patients already at risk in the trial, and for different recruitment scenarios. For modeling patient recruitment, an advanced Poisson-gamma model is used, which accounts for the variation in recruitment over time, the variation in recruitment rates between different centers and the opening or closing of some centers in the future. A few models for event appearance allowing for 'recurrence', 'death' and 'lost-to-follow-up' events and using finite Markov chains in continuous time are considered. To predict the number of future events over time for an ongoing trial at some interim time, the parameters of the recruitment and event models are estimated using current data and then the predictive recruitment rates in each center are adjusted using individual data and Bayesian re-estimation. For a typical scenario (continue to recruit during some time interval, then stop recruitment and wait until a particular number of events happens), the closed-form expressions for the predictive mean and predictive bounds of the number of events at any future time point are derived under the assumptions of Markovian behavior of the event progression. The technique is efficiently applied to modeling different scenarios for some ongoing oncology trials. Case studies are considered. Copyright © 2011 John Wiley & Sons, Ltd.

Quantum cooling and squeezing of a levitating nanosphere via time-continuous measurements

Science.gov (United States)

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.

Current density and continuity in discretized models

International Nuclear Information System (INIS)

Boykin, Timothy B; Luisier, Mathieu; Klimeck, Gerhard

2010-01-01

Discrete approaches have long been used in numerical modelling of physical systems in both research and teaching. Discrete versions of the Schroedinger equation employing either one or several basis functions per mesh point are often used by senior undergraduates and beginning graduate students in computational physics projects. In studying discrete models, students can encounter conceptual difficulties with the representation of the current and its divergence because different finite-difference expressions, all of which reduce to the current density in the continuous limit, measure different physical quantities. Understanding these different discrete currents is essential and requires a careful analysis of the current operator, the divergence of the current and the continuity equation. Here we develop point forms of the current and its divergence valid for an arbitrary mesh and basis. We show that in discrete models currents exist only along lines joining atomic sites (or mesh points). Using these results, we derive a discrete analogue of the divergence theorem and demonstrate probability conservation in a purely localized-basis approach.

Mean-variance Optimal Reinsurance-investment Strategy in Continuous Time

OpenAIRE

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.

A model for continuous improvement at a South African minerals benefication plant

Directory of Open Access Journals (Sweden)

Ras, Eugene Ras

2015-05-01

Full Text Available South Africa has a variety of mineral resources, and several minerals beneficiation plants are currently in operation. These plants must be operated effectively to ensure that the end-users of its products remain internationally competitive. To achieve this objective, plants need a sustainable continuous improvement programme. Several frameworks for continuous improvement are used, with variable success rates, in beneficiation plants around the world. However, none of these models specifically addresses continuous improvement from a minerals-processing point of view. The objective of this research study was to determine which factors are important for a continuous improvement model at a minerals beneficiation plant, and to propose a new model using lean manufacturing, six sigma, and the theory of constraints. A survey indicated that managers in the industry prefer a model that combines various continuous improvement models.

Continuous Certification Within Residency: An Educational Model.

Science.gov (United States)

Rachlin, Susan; Schonberger, Alison; Nocera, Nicole; Acharya, Jay; Shah, Nidhi; Henkel, Jacqueline

2015-10-01

Given that maintaining compliance with Maintenance of Certification is necessary for maintaining licensure to practice as a radiologist and provide quality patient care, it is important for radiology residents to practice fulfilling each part of the program during their training not only to prepare for success after graduation but also to adequately learn best practices from the beginning of their professional careers. This article discusses ways to implement continuous certification (called Continuous Residency Certification) as an educational model within the residency training program. Copyright © 2015 AUR. Published by Elsevier Inc. All rights reserved.

Comparison of methods for calculating conditional expectations of sufficient statistics for continuous time Markov chains.

Science.gov (United States)

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.

Flow modelling to estimate suspended sediment travel times for two Canadian Deltas

Directory of Open Access Journals (Sweden)

S. R. Fassnacht

2000-01-01

Full Text Available The approximate travel times for suspended sediment transport through two multi-channel networks are estimated using flow modelling. The focus is on the movement of high sediment concentrations that travel rapidly downstream. Since suspended sediment transport through river confluences and bifurcation movement is poorly understood, it is assumed that the sediment moves at approximately the average channel velocity during periods of high sediment load movement. Calibration of the flow model is discussed, with an emphasis on the incorporation of cross-section data, that are not referenced to a datum, using a continuous water surface profile. Various flow regimes are examined for the Mackenzie and the Slave River Deltas in the Northwest Territories, Canada, and a significant variation in travel times is illustrated. One set of continuous daily sediment measurements throughout the Mackenzie Delta is used to demonstrate that the travel time estimates are reasonable. Keywords: suspended sediment; multi-channel river systems; flow modelling; sediment transport

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.

Convergence of discrete Aubry–Mather model in the continuous limit

Science.gov (United States)

Su, Xifeng; Thieullen, Philippe

2018-05-01

We develop two approximation schemes for solving the cell equation and the discounted cell equation using Aubry–Mather–Fathi theory. The Hamiltonian is supposed to be Tonelli, time-independent and periodic in space. By Legendre transform it is equivalent to find a fixed point of some nonlinear operator, called Lax-Oleinik operator, which may be discounted or not. By discretizing in time, we are led to solve an additive eigenvalue problem involving a discrete Lax–Oleinik operator. We show how to approximate the effective Hamiltonian and some weak KAM solutions by letting the time step in the discrete model tend to zero. We also obtain a selected discrete weak KAM solution as in Davini et al (2016 Invent. Math. 206 29–55), and show that it converges to a particular solution of the cell equation. In order to unify the two settings, continuous and discrete, we develop a more general formalism of the short-range interactions.

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...

Simple generic model for dynamic experiments with Saccharomyces cerevisiae in continuous culture. Decoupling between anabolism and catabolism

DEFF Research Database (Denmark)

Duboc, Philippe Jean; von Stockar, U.; Villadsen, John

1998-01-01

The dynamic behavior of a continuous culture of Saccharomyces cerevisiae subjected to a sudden increase in the dilution rate has been successfully modelled for anaerobic growth on glucose, and for aerobic growth on acetate, on ethanol, and on glucose. The catabolism responded by an immediate jump...... identified in steady state continuous cultures or during batch experiments. Only the time constant of biosynthesis regeneration, tau(x), and the time constant of catabolic capacity regeneration, tau(cat), had to be identified during transient experiments. In most experiments 7, was around 3 h, and tau(cat...

Mathematical modeling of continuous ethanol fermentation in a membrane bioreactor by pervaporation compared to conventional system: Genetic algorithm.

Science.gov (United States)

Esfahanian, Mehri; Shokuhi Rad, Ali; Khoshhal, Saeed; Najafpour, Ghasem; Asghari, Behnam

2016-07-01

In this paper, genetic algorithm was used to investigate mathematical modeling of ethanol fermentation in a continuous conventional bioreactor (CCBR) and a continuous membrane bioreactor (CMBR) by ethanol permselective polydimethylsiloxane (PDMS) membrane. A lab scale CMBR with medium glucose concentration of 100gL(-1) and Saccharomyces cerevisiae microorganism was designed and fabricated. At dilution rate of 0.14h(-1), maximum specific cell growth rate and productivity of 0.27h(-1) and 6.49gL(-1)h(-1) were respectively found in CMBR. However, at very high dilution rate, the performance of CMBR was quite similar to conventional fermentation on account of insufficient incubation time. In both systems, genetic algorithm modeling of cell growth, ethanol production and glucose concentration were conducted based on Monod and Moser kinetic models during each retention time at unsteady condition. The results showed that Moser kinetic model was more satisfactory and desirable than Monod model. Copyright © 2016 Elsevier Ltd. All rights reserved.

Introduction to focus issue: Synchronization in large networks and continuous media—data, models, and supermodels

Science.gov (United States)

Duane, Gregory S.; Grabow, Carsten; Selten, Frank; Ghil, Michael

2017-12-01

The synchronization of loosely coupled chaotic systems has increasingly found applications to large networks of differential equations and to models of continuous media. These applications are at the core of the present Focus Issue. Synchronization between a system and its model, based on limited observations, gives a new perspective on data assimilation. Synchronization among different models of the same system defines a supermodel that can achieve partial consensus among models that otherwise disagree in several respects. Finally, novel methods of time series analysis permit a better description of synchronization in a system that is only observed partially and for a relatively short time. This Focus Issue discusses synchronization in extended systems or in components thereof, with particular attention to data assimilation, supermodeling, and their applications to various areas, from climate modeling to macroeconomics.

Introduction to focus issue: Synchronization in large networks and continuous media-data, models, and supermodels.

Science.gov (United States)

Duane, Gregory S; Grabow, Carsten; Selten, Frank; Ghil, Michael

2017-12-01

The synchronization of loosely coupled chaotic systems has increasingly found applications to large networks of differential equations and to models of continuous media. These applications are at the core of the present Focus Issue. Synchronization between a system and its model, based on limited observations, gives a new perspective on data assimilation. Synchronization among different models of the same system defines a supermodel that can achieve partial consensus among models that otherwise disagree in several respects. Finally, novel methods of time series analysis permit a better description of synchronization in a system that is only observed partially and for a relatively short time. This Focus Issue discusses synchronization in extended systems or in components thereof, with particular attention to data assimilation, supermodeling, and their applications to various areas, from climate modeling to macroeconomics.

Towards Using Smartphones to Refine Sunrise and Sunset Time Models

Science.gov (United States)

Wilson, Teresa; Bartlett, Jennifer L.

2015-01-01

Current atmospheric models used to predict the times of sunrise and sunset have a minimum error of about one minute. Particularly at higher latitudes, slight changes in refraction may result in significant discrepancies, such as causing the Sun to appear to set several minutes prematurely or remain continuously above the horizon for an unexpectedly long time. Atmospheric models could be better constrained by a substantial collection of observed sunset times with associated meteorological data such temperature, pressure and height of observer. We report on the development of a project recording the necessary data with a few smartphones that will then be the groundwork of a citizen science project.

Real-time CT-video registration for continuous endoscopic guidance

Science.gov (United States)

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.

SIMULATION FROM ENDPOINT-CONDITIONED, CONTINUOUS-TIME MARKOV CHAINS ON A FINITE STATE SPACE, WITH APPLICATIONS TO MOLECULAR EVOLUTION.

Science.gov (United States)

Hobolth, Asger; Stone, Eric A

2009-09-01

Analyses of serially-sampled data often begin with the assumption that the observations represent discrete samples from a latent continuous-time stochastic process. The continuous-time Markov chain (CTMC) is one such generative model whose popularity extends to a variety of disciplines ranging from computational finance to human genetics and genomics. A common theme among these diverse applications is the need to simulate sample paths of a CTMC conditional on realized data that is discretely observed. Here we present a general solution to this sampling problem when the CTMC is defined on a discrete and finite state space. Specifically, we consider the generation of sample paths, including intermediate states and times of transition, from a CTMC whose beginning and ending states are known across a time interval of length T. We first unify the literature through a discussion of the three predominant approaches: (1) modified rejection sampling, (2) direct sampling, and (3) uniformization. We then give analytical results for the complexity and efficiency of each method in terms of the instantaneous transition rate matrix Q of the CTMC, its beginning and ending states, and the length of sampling time T. In doing so, we show that no method dominates the others across all model specifications, and we give explicit proof of which method prevails for any given Q, T, and endpoints. Finally, we introduce and compare three applications of CTMCs to demonstrate the pitfalls of choosing an inefficient sampler.

Developing a Forensic Continuous Audit Model

Directory of Open Access Journals (Sweden)

Grover S. Kearns

2011-06-01

Full Text Available Despite increased attention to internal controls and risk assessment, traditional audit approaches do not seem to be highly effective in uncovering the majority of frauds. Less than 20 percent of all occupational frauds are uncovered by auditors. Forensic accounting has recognized the need for automated approaches to fraud analysis yet research has not examined the benefits of forensic continuous auditing as a method to detect and deter corporate fraud. The purpose of this paper is to show how such an approach is possible. A model is presented that supports the acceptance of forensic continuous auditing by auditors and management as an effective tool to support the audit function, meet management’s regulatory objectives, and to combat fraud. An approach to developing such a system is presented.

PSO-MISMO modeling strategy for multistep-ahead time series prediction.

Science.gov (United States)

Bao, Yukun; Xiong, Tao; Hu, Zhongyi

2014-05-01

Multistep-ahead time series prediction is one of the most challenging research topics in the field of time series modeling and prediction, and is continually under research. Recently, the multiple-input several multiple-outputs (MISMO) modeling strategy has been proposed as a promising alternative for multistep-ahead time series prediction, exhibiting advantages compared with the two currently dominating strategies, the iterated and the direct strategies. Built on the established MISMO strategy, this paper proposes a particle swarm optimization (PSO)-based MISMO modeling strategy, which is capable of determining the number of sub-models in a self-adaptive mode, with varying prediction horizons. Rather than deriving crisp divides with equal-size s prediction horizons from the established MISMO, the proposed PSO-MISMO strategy, implemented with neural networks, employs a heuristic to create flexible divides with varying sizes of prediction horizons and to generate corresponding sub-models, providing considerable flexibility in model construction, which has been validated with simulated and real datasets.

Gap timing and the spectral timing model.

Science.gov (United States)

Hopson, J W

1999-04-01

A hypothesized mechanism underlying gap timing was implemented in the Spectral Timing Model [Grossberg, S., Schmajuk, N., 1989. Neural dynamics of adaptive timing and temporal discrimination during associative learning. Neural Netw. 2, 79-102] , a neural network timing model. The activation of the network nodes was made to decay in the absence of the timed signal, causing the model to shift its peak response time in a fashion similar to that shown in animal subjects. The model was then able to accurately simulate a parametric study of gap timing [Cabeza de Vaca, S., Brown, B., Hemmes, N., 1994. Internal clock and memory processes in aminal timing. J. Exp. Psychol.: Anim. Behav. Process. 20 (2), 184-198]. The addition of a memory decay process appears to produce the correct pattern of results in both Scalar Expectancy Theory models and in the Spectral Timing Model, and the fact that the same process should be effective in two such disparate models argues strongly that process reflects a true aspect of animal cognition.

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.

Measurements of liquid phase residence time distributions in a pilot-scale continuous leaching reactor using radiotracer technique.

Science.gov (United States)

Pant, H J; Sharma, V K; Shenoy, K T; Sreenivas, T

2015-03-01

An alkaline based continuous leaching process is commonly used for extraction of uranium from uranium ore. The reactor in which the leaching process is carried out is called a continuous leaching reactor (CLR) and is expected to behave as a continuously stirred tank reactor (CSTR) for the liquid phase. A pilot-scale CLR used in a Technology Demonstration Pilot Plant (TDPP) was designed, installed and operated; and thus needed to be tested for its hydrodynamic behavior. A radiotracer investigation was carried out in the CLR for measurement of residence time distribution (RTD) of liquid phase with specific objectives to characterize the flow behavior of the reactor and validate its design. Bromine-82 as ammonium bromide was used as a radiotracer and about 40-60MBq activity was used in each run. The measured RTD curves were treated and mean residence times were determined and simulated using a tanks-in-series model. The result of simulation indicated no flow abnormality and the reactor behaved as an ideal CSTR for the range of the operating conditions used in the investigation. Copyright © 2014 Elsevier Ltd. All rights reserved.

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.

Neural networks in continuous optical media

International Nuclear Information System (INIS)

Anderson, D.Z.

1987-01-01

The authors' interest is to see to what extent neural models can be implemented using continuous optical elements. Thus these optical networks represent a continuous distribution of neuronlike processors rather than a discrete collection. Most neural models have three characteristic features: interconnections; adaptivity; and nonlinearity. In their optical representation the interconnections are implemented with linear one- and two-port optical elements such as lenses and holograms. Real-time holographic media allow these interconnections to become adaptive. The nonlinearity is achieved with gain, for example, from two-beam coupling in photorefractive media or a pumped dye medium. Using these basic optical elements one can in principle construct continuous representations of a number of neural network models. The authors demonstrated two devices based on continuous optical elements: an associative memory which recalls an entire object when addressed with a partial object and a tracking novelty filter which identifies time-dependent features in an optical scene. These devices demonstrate the potential of distributed optical elements to implement more formal models of neural networks

Modeling information diffusion in time-varying community networks

Science.gov (United States)

Cui, Xuelian; Zhao, Narisa

2017-12-01

Social networks are rarely static, and they typically have time-varying network topologies. A great number of studies have modeled temporal networks and explored social contagion processes within these models; however, few of these studies have considered community structure variations. In this paper, we present a study of how the time-varying property of a modular structure influences the information dissemination. First, we propose a continuous-time Markov model of information diffusion where two parameters, mobility rate and community attractiveness, are introduced to address the time-varying nature of the community structure. The basic reproduction number is derived, and the accuracy of this model is evaluated by comparing the simulation and theoretical results. Furthermore, numerical results illustrate that generally both the mobility rate and community attractiveness significantly promote the information diffusion process, especially in the initial outbreak stage. Moreover, the strength of this promotion effect is much stronger when the modularity is higher. Counterintuitively, it is found that when all communities have the same attractiveness, social mobility no longer accelerates the diffusion process. In addition, we show that the local spreading in the advantage group has been greatly enhanced due to the agglomeration effect caused by the social mobility and community attractiveness difference, which thus increases the global spreading.

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.

Modeling real-time balancing power demands in wind power systems using stochastic differential equations

International Nuclear Information System (INIS)

Olsson, Magnus; Perninge, Magnus; Soeder, Lennart

2010-01-01

The inclusion of wind power into power systems has a significant impact on the demand for real-time balancing power due to the stochastic nature of wind power production. The overall aim of this paper is to present probabilistic models of the impact of large-scale integration of wind power on the continuous demand in MW for real-time balancing power. This is important not only for system operators, but also for producers and consumers since they in most systems through various market solutions provide balancing power. Since there can occur situations where the wind power variations cancel out other types of deviations in the system, models on an hourly basis are not sufficient. Therefore the developed model is in continuous time and is based on stochastic differential equations (SDE). The model can be used within an analytical framework or in Monte Carlo simulations. (author)

A Longitudinal Model of Continued IS Use: An Integrative View of Four Mechanisms Underlying Postadoption Phenomena

OpenAIRE

Sung S. Kim; Naresh K. Malhotra

2005-01-01

Although initial use is an important indicator of information system (IS) success, it does not necessarily lead to the desired managerial outcome unless the use continues. However, compared with the great amount of work done on IS adoption, little systematic effort has gone into providing insight into continued IS use over time. The objective of this study is to develop a longitudinal model of how users' evaluations and behavior evolve as they gain experience with the information technology a...

Comparison between linear quadratic and early time dose models

International Nuclear Information System (INIS)

Chougule, A.A.; Supe, S.J.

1993-01-01

During the 70s, much interest was focused on fractionation in radiotherapy with the aim of improving tumor control rate without producing unacceptable normal tissue damage. To compare the radiobiological effectiveness of various fractionation schedules, empirical formulae such as Nominal Standard Dose, Time Dose Factor, Cumulative Radiation Effect and Tumour Significant Dose, were introduced and were used despite many shortcomings. It has been claimed that a recent linear quadratic model is able to predict the radiobiological responses of tumours as well as normal tissues more accurately. We compared Time Dose Factor and Tumour Significant Dose models with the linear quadratic model for tumour regression in patients with carcinomas of the cervix. It was observed that the prediction of tumour regression estimated by the Tumour Significant Dose and Time Dose factor concepts varied by 1.6% from that of the linear quadratic model prediction. In view of the lack of knowledge of the precise values of the parameters of the linear quadratic model, it should be applied with caution. One can continue to use the Time Dose Factor concept which has been in use for more than a decade as its results are within ±2% as compared to that predicted by the linear quadratic model. (author). 11 refs., 3 figs., 4 tabs

Maximizing time from the constraining European Working Time Directive (EWTD): The Heidelberg New Working Time Model.

Science.gov (United States)

Schimmack, Simon; Hinz, Ulf; Wagner, Andreas; Schmidt, Thomas; Strothmann, Hendrik; Büchler, Markus W; Schmitz-Winnenthal, Hubertus

2014-01-01

The introduction of the European Working Time Directive (EWTD) has greatly reduced training hours of surgical residents, which translates into 30% less surgical and clinical experience. Such a dramatic drop in attendance has serious implications such compromised quality of medical care. As the surgical department of the University of Heidelberg, our goal was to establish a model that was compliant with the EWTD while avoiding reduction in quality of patient care and surgical training. We first performed workload analyses and performance statistics for all working areas of our department (operation theater, emergency room, specialized consultations, surgical wards and on-call duties) using personal interviews, time cards, medical documentation software as well as data of the financial- and personnel-controlling sector of our administration. Using that information, we specifically designed an EWTD-compatible work model and implemented it. Surgical wards and operating rooms (ORs) were not compliant with the EWTD. Between 5 pm and 8 pm, three ORs were still operating two-thirds of the time. By creating an extended work shift (7:30 am-7:30 pm), we effectively reduced the workload to less than 49% from 4 pm and 8 am, allowing the combination of an eight-hour working day with a 16-hour on call duty; thus, maximizing surgical resident training and ensuring patient continuity of care while maintaining EDTW guidelines. A precise workload analysis is the key to success. The Heidelberg New Working Time Model provides a legal model, which, by avoiding rotating work shifts, assures quality of patient care and surgical training.

An Innovative Real-time Environment for Unified Deterministic and Stochastic Groundwater Modeling

Science.gov (United States)

Li, S.; Liu, Q.

2003-12-01

Despite an exponential growth of computational capability over the last two decades-one that has allowed computational science and engineering to become a unique, powerful tool for scientific discovery-the extreme cost of groundwater modeling continues to limit its use. This occurs primarily because the modeling paradigm that has been employed for decades limits our ability to take full advantage of recent developments in computer, communication, graphic, and visualization technologies. In this presentation we introduce an innovative and sophisticated computational environment for groundwater modeling that promises to eliminate the current bottleneck and greatly expand the utility of computational tools for scientific discovery related to groundwater. Based on a set of efficient and robust computational algorithms, the new software system, called Interactive Groundwater (IGW), allows simulating complex flow and transport in aquifers subject to both systematic and "randomly" varying stresses and geological and chemical heterogeneity. Adopting a new paradigm, IGW eliminates a major bottleneck inherent in the traditional fragmented modeling technologies and enables real-time modeling, real-time visualization, real-time analysis, and real-time presentation. IGW functions as a "numerical laboratory" in which a researcher can freely explore in real-time: creating visually an aquifer of desired configurations, interactively imposing desired stresses, and then immediately investigating and visualizing the geology and the processes of flow and contaminant transport and transformation. A modeler can pause to edit at any time and interact on-line with any aspects (e.g., conceptual and numerical representation, boundary conditions, model solvers, and ways of visualization and analysis) of the integrated modeling process; he/she can initiate or stop, whenever needed, particle tracking, plume modeling, subscale modeling, cross-sectional modeling, stochastic modeling, monitoring

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)

Comparison of methods for calculating conditional expectations of sufficient statistics for continuous time Markov chains

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.

Accurate path integration in continuous attractor network models of grid cells.

Science.gov (United States)

Burak, Yoram; Fiete, Ila R

2009-02-01

Grid cells in the rat entorhinal cortex display strikingly regular firing responses to the animal's position in 2-D space and have been hypothesized to form the neural substrate for dead-reckoning. However, errors accumulate rapidly when velocity inputs are integrated in existing models of grid cell activity. To produce grid-cell-like responses, these models would require frequent resets triggered by external sensory cues. Such inadequacies, shared by various models, cast doubt on the dead-reckoning potential of the grid cell system. Here we focus on the question of accurate path integration, specifically in continuous attractor models of grid cell activity. We show, in contrast to previous models, that continuous attractor models can generate regular triangular grid responses, based on inputs that encode only the rat's velocity and heading direction. We consider the role of the network boundary in the integration performance of the network and show that both periodic and aperiodic networks are capable of accurate path integration, despite important differences in their attractor manifolds. We quantify the rate at which errors in the velocity integration accumulate as a function of network size and intrinsic noise within the network. With a plausible range of parameters and the inclusion of spike variability, our model networks can accurately integrate velocity inputs over a maximum of approximately 10-100 meters and approximately 1-10 minutes. These findings form a proof-of-concept that continuous attractor dynamics may underlie velocity integration in the dorsolateral medial entorhinal cortex. The simulations also generate pertinent upper bounds on the accuracy of integration that may be achieved by continuous attractor dynamics in the grid cell network. We suggest experiments to test the continuous attractor model and differentiate it from models in which single cells establish their responses independently of each other.

Modeling of Clostridium tyrobutyricum for Butyric Acid Selectivity in Continuous Fermentation

Directory of Open Access Journals (Sweden)

Jianjun Du

2014-04-01

Full Text Available A mathematical model was developed to describe batch and continuous fermentation of glucose to organic acids with Clostridium tyrobutyricum. A modified Monod equation was used to describe cell growth, and a Luedeking-Piret equation was used to describe the production of butyric and acetic acids. Using the batch fermentation equations, models predicting butyric acid selectivity for continuous fermentation were also developed. The model showed that butyric acid production was a strong function of cell mass, while acetic acid production was a function of cell growth rate. Further, it was found that at high acetic acid concentrations, acetic acid was metabolized to butyric acid and that this conversion could be modeled. In batch fermentation, high butyric acid selectivity occurred at high initial cell or glucose concentrations. In continuous fermentation, decreased dilution rate improved selectivity; at a dilution rate of 0.028 h−1, the selectivity reached 95.8%. The model and experimental data showed that at total cell recycle, the butyric acid selectivity could reach 97.3%. This model could be used to optimize butyric acid production using C. tyrobutyricum in a continuous fermentation scheme. This is the first study that mathematically describes batch, steady state, and dynamic behavior of C. tyrobutyricum for butyric acid production.

Incorporating Satellite Time-Series Data into Modeling

Science.gov (United States)

Gregg, Watson

2008-01-01

In situ time series observations have provided a multi-decadal view of long-term changes in ocean biology. These observations are sufficiently reliable to enable discernment of even relatively small changes, and provide continuous information on a host of variables. Their key drawback is their limited domain. Satellite observations from ocean color sensors do not suffer the drawback of domain, and simultaneously view the global oceans. This attribute lends credence to their use in global and regional model validation and data assimilation. We focus on these applications using the NASA Ocean Biogeochemical Model. The enhancement of the satellite data using data assimilation is featured and the limitation of tongterm satellite data sets is also discussed.

Investment timing decisions in a stochastic duopoly model

Energy Technology Data Exchange (ETDEWEB)

Marseguerra, Giovanni [Istituto di Econometria e CRANEC, Universita Cattolica del Sacro Cuore di Milan (Italy)]. E-mail: giovanni.marseguerra@unicatt.it; Cortelezzi, Flavia [Dipartimento di Diritto ed Economia delle Persone e delle Imprese, Universita dell' Insubria (Italy)]. E-mail: flavia.cortelezzi@uninsubria.it; Dominioni, Armando [CORE-Catholique de Louvain la Neuve (Belgium)]. E-mail: dominioni@core.ucl.ac.be

2006-08-15

We investigate the role of strategic considerations on the optimal timing of investment when firms compete for a new market (e.g., the provision of an innovative product) under demand uncertainty. Within a continuous time model of stochastic oligopoly, we show that strategic considerations are likely to be of limited impact when the new product is radically innovative whilst the fear of a rival's entry may deeply affect firms' decisions whenever innovation is to some extent limited. The welfare analysis shows surprisingly that the desirability of the different market structures considered does not depend on the fixed entry cost.

Investment timing decisions in a stochastic duopoly model

International Nuclear Information System (INIS)

Marseguerra, Giovanni; Cortelezzi, Flavia; Dominioni, Armando

2006-01-01

We investigate the role of strategic considerations on the optimal timing of investment when firms compete for a new market (e.g., the provision of an innovative product) under demand uncertainty. Within a continuous time model of stochastic oligopoly, we show that strategic considerations are likely to be of limited impact when the new product is radically innovative whilst the fear of a rival's entry may deeply affect firms' decisions whenever innovation is to some extent limited. The welfare analysis shows surprisingly that the desirability of the different market structures considered does not depend on the fixed entry cost

Continuous auditing & continuous monitoring : Continuous value?

NARCIS (Netherlands)

van Hillo, Rutger; Weigand, Hans; Espana, S; Ralyte, J; Souveyet, C

2016-01-01

Advancements in information technology, new laws and regulations and rapidly changing business conditions have led to a need for more timely and ongoing assurance with effectively working controls. Continuous Auditing (CA) and Continuous Monitoring (CM) technologies have made this possible by

A probabilistic model for US nuclear power construction times

International Nuclear Information System (INIS)

Shash, A.A.H.

1988-01-01

Construction time for nuclear power plants is an important element in planning for resources to meet future load demands. Analysis of actual versus estimated construction times for past US nuclear power plants indicates that utilities have continuously underestimated their power plants' construction durations. The analysis also indicates that the actual average construction time has been increasing upward, and the actual durations of power plants permitted to construct in the same year varied substantially. This study presents two probabilistic models for nuclear power construction time for use by the nuclear industry as estimating tool. The study also presents a detailed explanation of the factors that are responsible for increasing and varying nuclear power construction times. Observations on 91 complete nuclear units were involved in three interdependent analyses in the process of explanation and derivation of the probabilistic models. The historical data was first utilized in the data envelopment analysis (DEA) for the purpose of obtaining frontier index measures for project management achievement in building nuclear power plants

Modeling of Clostridium tyrobutyricum for Butyric Acid Selectivity in Continuous Fermentation

OpenAIRE

Du, Jianjun; McGraw, Amy; Hestekin, Jamie

2014-01-01

A mathematical model was developed to describe batch and continuous fermentation of glucose to organic acids with Clostridium tyrobutyricum. A modified Monod equation was used to describe cell growth, and a Luedeking-Piret equation was used to describe the production of butyric and acetic acids. Using the batch fermentation equations, models predicting butyric acid selectivity for continuous fermentation were also developed. The model showed that butyric acid production was a strong function ...

A theoretical model of continuity in anxiety and links to academic achievement in disaster-exposed school children.

Science.gov (United States)

Weems, Carl F; Scott, Brandon G; Taylor, Leslie K; Cannon, Melinda F; Romano, Dawn M; Perry, Andre M

2013-08-01

This study tested a theoretical model of continuity in anxious emotion and its links to academic achievement in disaster-exposed youth. An urban school based sample of youths (n = 191; Grades 4-8) exposed to Hurricane Katrina were assessed at 24 months (Time 1) and then again at 30 months (Time 2) postdisaster. Academic achievement was assessed through end of the school year standardized test scores (~31 months after Katrina). The results suggest that the association of traumatic stress to academic achievement was indirect via linkages from earlier (Time 1) posttraumatic stress disorder symptoms that predicted later (Time 2) test anxiety. Time 2 test anxiety was then negatively associated with academic achievement. Age and gender invariance testing suggested strong consistency across gender and minor developmental variation in the age range examined. The model presented advances the developmental understanding of the expression of anxious emotion and its links to student achievement among disaster-exposed urban school children. The findings highlight the importance of identifying heterotypic continuity in anxiety and suggest potential applied and policy directions for disaster-exposed youth. Avenues for future theoretical refinement are also discussed.

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...

Continuous Spatial Process Models for Spatial Extreme Values

KAUST Repository

Sang, Huiyan; Gelfand, Alan E.

2010-01-01

process model for extreme values that provides mean square continuous realizations, where the behavior of the surface is driven by the spatial dependence which is unexplained under the latent spatio-temporal specification for the GEV parameters

Retrieval-travel-time model for free-fall-flow-rack automated storage and retrieval system

Science.gov (United States)

Metahri, Dhiyaeddine; Hachemi, Khalid

2018-03-01

Automated storage and retrieval systems (AS/RSs) are material handling systems that are frequently used in manufacturing and distribution centers. The modelling of the retrieval-travel time of an AS/RS (expected product delivery time) is practically important, because it allows us to evaluate and improve the system throughput. The free-fall-flow-rack AS/RS has emerged as a new technology for drug distribution. This system is a new variation of flow-rack AS/RS that uses an operator or a single machine for storage operations, and uses a combination between the free-fall movement and a transport conveyor for retrieval operations. The main contribution of this paper is to develop an analytical model of the expected retrieval-travel time for the free-fall flow-rack under a dedicated storage assignment policy. The proposed model, which is based on a continuous approach, is compared for accuracy, via simulation, with discrete model. The obtained results show that the maximum deviation between the continuous model and the simulation is less than 5%, which shows the accuracy of our model to estimate the retrieval time. The analytical model is useful to optimise the dimensions of the rack, assess the system throughput, and evaluate different storage policies.

The predictive ability of six pharmacokinetic models of rocuronium developed using a single bolus: evaluation with bolus and continuous infusion regimen.

Science.gov (United States)

Sasakawa, Tomoki; Masui, Kenichi; Kazama, Tomiei; Iwasaki, Hiroshi

2016-08-01

Rocuronium concentration prediction using pharmacokinetic (PK) models would be useful for controlling rocuronium effects because neuromuscular monitoring throughout anesthesia can be difficult. This study assessed whether six different compartmental PK models developed from data obtained after bolus administration only could predict the measured plasma concentration (Cp) values of rocuronium delivered by bolus followed by continuous infusion. Rocuronium Cp values from 19 healthy subjects who received a bolus dose followed by continuous infusion in a phase III multicenter trial in Japan were used retrospectively as evaluation datasets. Six different compartmental PK models of rocuronium were used to simulate rocuronium Cp time course values, which were compared with measured Cp values. Prediction error (PE) derivatives of median absolute PE (MDAPE), median PE (MDPE), wobble, divergence absolute PE, and divergence PE were used to assess inaccuracy, bias, intra-individual variability, and time-related trends in APE and PE values. MDAPE and MDPE values were acceptable only for the Magorian and Kleijn models. The divergence PE value for the Kleijn model was lower than -10 %/h, indicating unstable prediction over time. The Szenohradszky model had the lowest divergence PE (-2.7 %/h) and wobble (5.4 %) values with negative bias (MDPE = -25.9 %). These three models were developed using the mixed-effects modeling approach. The Magorian model showed the best PE derivatives among the models assessed. A PK model developed from data obtained after single-bolus dosing can predict Cp values during bolus and continuous infusion. Thus, a mixed-effects modeling approach may be preferable in extrapolating such data.

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.

New deconvolution method for microscopic images based on the continuous Gaussian radial basis function interpolation model.

Science.gov (United States)

Chen, Zhaoxue; Chen, Hao

2014-01-01

A deconvolution method based on the Gaussian radial basis function (GRBF) interpolation is proposed. Both the original image and Gaussian point spread function are expressed as the same continuous GRBF model, thus image degradation is simplified as convolution of two continuous Gaussian functions, and image deconvolution is converted to calculate the weighted coefficients of two-dimensional control points. Compared with Wiener filter and Lucy-Richardson algorithm, the GRBF method has an obvious advantage in the quality of restored images. In order to overcome such a defect of long-time computing, the method of graphic processing unit multithreading or increasing space interval of control points is adopted, respectively, to speed up the implementation of GRBF method. The experiments show that based on the continuous GRBF model, the image deconvolution can be efficiently implemented by the method, which also has a considerable reference value for the study of three-dimensional microscopic image deconvolution.

Period, epoch, and prediction errors of ephemerides from continuous sets of timing measurements

Science.gov (United States)

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.

Continued development of modeling tools and theory for RF heating

International Nuclear Information System (INIS)

1998-01-01

Mission Research Corporation (MRC) is pleased to present the Department of Energy (DOE) with its renewal proposal to the Continued Development of Modeling Tools and Theory for RF Heating program. The objective of the program is to continue and extend the earlier work done by the proposed principal investigator in the field of modeling (Radio Frequency) RF heating experiments in the large tokamak fusion experiments, particularly the Tokamak Fusion Test Reactor (TFTR) device located at Princeton Plasma Physics Laboratory (PPPL). An integral part of this work is the investigation and, in some cases, resolution of theoretical issues which pertain to accurate modeling. MRC is nearing the successful completion of the specified tasks of the Continued Development of Modeling Tools and Theory for RF Heating project. The following tasks are either completed or nearing completion. (1) Anisotropic temperature and rotation upgrades; (2) Modeling for relativistic ECRH; (3) Further documentation of SHOOT and SPRUCE. As a result of the progress achieved under this project, MRC has been urged to continue this effort. Specifically, during the performance of this project two topics were identified by PPPL personnel as new applications of the existing RF modeling tools. These two topics concern (a) future fast-wave current drive experiments on the large tokamaks including TFTR and (c) the interpretation of existing and future RF probe data from TFTR. To address each of these topics requires some modification or enhancement of the existing modeling tools, and the first topic requires resolution of certain theoretical issues to produce self-consistent results. This work falls within the scope of the original project and is more suited to the project's renewal than to the initiation of a new project

Correlating defect density with growth time in continuous graphene films.

Science.gov (United States)

Kang, Cheong; Jung, Da Hee; Nam, Ji Eun; Lee, Jin Seok

2014-12-01

We report that graphene flakes and films which were synthesized by copper-catalyzed atmospheric pressure chemical vapor deposition (APCVD) method using a mixture of Ar, H2, and CH4 gases. It was found that variations in the reaction parameters, such as reaction temperature, annealing time, and growth time, influenced the domain size of as-grown graphene. Besides, the reaction parameters influenced the number of layers, degree of defects and uniformity of the graphene films. The increase in growth temperature and annealing time tends to accelerate the graphene growth rate and increase the diffusion length, respectively, thereby increasing the average size of graphene domains. In addition, we confirmed that the number of pinholes reduced with increase in the growth time. Micro-Raman analysis of the as-grown graphene films confirmed that the continuous graphene monolayer film with low defects and high uniformity could be obtained with prolonged reaction time, under the appropriate annealing time and growth temperature.

Continuous-time quantum walks on multilayer dendrimer networks

Science.gov (United States)

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.

Fluctuations around equilibrium laws in ergodic continuous-time random walks.

Science.gov (United States)

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.

Experimentally supported mathematical modeling of continuous baking processes

DEFF Research Database (Denmark)

Stenby Andresen, Mette

and temperature) and control the process (air flow, temperature, and humidity) are therefore emphasized. The oven is furthermore designed to work outside the range of standard tunnel ovens, making it interesting for manufacturers of both baking products and baking equipment. A mathematical model describing......The scope of the PhD project was to increase knowledge on the process-to-product interactions in continuous tunnel ovens. The work has focused on five main objectives. These objectives cover development of new experimental equipment for pilot plant baking experiments, mathematical modeling of heat...... and mass transfer in a butter cookie product, and evaluation of quality assessment methods. The pilot plant oven is a special batch oven designed to emulate continuous convection tunnel oven baking. The design, construction, and validation of the oven has been part of the project and is described...

Parameters and Fractional Differentiation Orders Estimation for Linear Continuous-Time Non-Commensurate Fractional Order Systems

KAUST Repository

Belkhatir, Zehor; Laleg-Kirati, Taous-Meriem

2017-01-01

This paper proposes a two-stage estimation algorithm to solve the problem of joint estimation of the parameters and the fractional differentiation orders of a linear continuous-time fractional system with non-commensurate orders. The proposed algorithm combines the modulating functions and the first-order Newton methods. Sufficient conditions ensuring the convergence of the method are provided. An error analysis in the discrete case is performed. Moreover, the method is extended to the joint estimation of smooth unknown input and fractional differentiation orders. The performance of the proposed approach is illustrated with different numerical examples. Furthermore, a potential application of the algorithm is proposed which consists in the estimation of the differentiation orders of a fractional neurovascular model along with the neural activity considered as input for this model.

Parameters and Fractional Differentiation Orders Estimation for Linear Continuous-Time Non-Commensurate Fractional Order Systems

KAUST Repository

Belkhatir, Zehor

2017-05-31

This paper proposes a two-stage estimation algorithm to solve the problem of joint estimation of the parameters and the fractional differentiation orders of a linear continuous-time fractional system with non-commensurate orders. The proposed algorithm combines the modulating functions and the first-order Newton methods. Sufficient conditions ensuring the convergence of the method are provided. An error analysis in the discrete case is performed. Moreover, the method is extended to the joint estimation of smooth unknown input and fractional differentiation orders. The performance of the proposed approach is illustrated with different numerical examples. Furthermore, a potential application of the algorithm is proposed which consists in the estimation of the differentiation orders of a fractional neurovascular model along with the neural activity considered as input for this model.

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

Science.gov (United States)

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.

Continuous day-time time series of E-region equatorial electric fields derived from ground magnetic observatory data

Science.gov (United States)

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.

Neural-Fuzzy Digital Strategy of Continuous-Time Nonlinear Systems Using Adaptive Prediction and Random-Local-Optimization Design

Directory of Open Access Journals (Sweden)

Zhi-Ren Tsai

2013-01-01

Full Text Available A tracking problem, time-delay, uncertainty and stability analysis of a predictive control system are considered. The predictive control design is based on the input and output of neural plant model (NPM, and a recursive fuzzy predictive tracker has scaling factors which limit the value zone of measured data and cause the tuned parameters to converge to obtain a robust control performance. To improve the further control performance, the proposed random-local-optimization design (RLO for a model/controller uses offline initialization to obtain a near global optimal model/controller. Other issues are the considerations of modeling error, input-delay, sampling distortion, cost, greater flexibility, and highly reliable digital products of the model-based controller for the continuous-time (CT nonlinear system. They are solved by a recommended two-stage control design with the first-stage (offline RLO and second-stage (online adaptive steps. A theorizing method is then put forward to replace the sensitivity calculation, which reduces the calculation of Jacobin matrices of the back-propagation (BP method. Finally, the feedforward input of reference signals helps the digital fuzzy controller improve the control performance, and the technique works to control the CT systems precisely.

Real-time individualization of the unified model of performance.

Science.gov (United States)

Liu, Jianbo; Ramakrishnan, Sridhar; Laxminarayan, Srinivas; Balkin, Thomas J; Reifman, Jaques

2017-12-01

Existing mathematical models for predicting neurobehavioural performance are not suited for mobile computing platforms because they cannot adapt model parameters automatically in real time to reflect individual differences in the effects of sleep loss. We used an extended Kalman filter to develop a computationally efficient algorithm that continually adapts the parameters of the recently developed Unified Model of Performance (UMP) to an individual. The algorithm accomplishes this in real time as new performance data for the individual become available. We assessed the algorithm's performance by simulating real-time model individualization for 18 subjects subjected to 64 h of total sleep deprivation (TSD) and 7 days of chronic sleep restriction (CSR) with 3 h of time in bed per night, using psychomotor vigilance task (PVT) data collected every 2 h during wakefulness. This UMP individualization process produced parameter estimates that progressively approached the solution produced by a post-hoc fitting of model parameters using all data. The minimum number of PVT measurements needed to individualize the model parameters depended upon the type of sleep-loss challenge, with ~30 required for TSD and ~70 for CSR. However, model individualization depended upon the overall duration of data collection, yielding increasingly accurate model parameters with greater number of days. Interestingly, reducing the PVT sampling frequency by a factor of two did not notably hamper model individualization. The proposed algorithm facilitates real-time learning of an individual's trait-like responses to sleep loss and enables the development of individualized performance prediction models for use in a mobile computing platform. © 2017 European Sleep Research Society.

Precipitation model in microalloyed steels both isothermal and continuous cooling conditions

International Nuclear Information System (INIS)

Medina, S. F.; Quispe, A.; Gomez, M.

2015-01-01

Niobium and vanadium precipitates (nitrides and carbides) can inhibit the static recrystallization of austenite but this does not happen for Ti, which form nitrides at high temperatures. RPTT diagrams show the interaction between recrystallization and precipitation allowing study the strain induced precipitation kinetics and precipitate coarsening. Based on Dutta and Sellars expression for the start of strain-induced precipitation in microalloyed steels, a new model has been constructed which takes into account the influence of variables such as microalloying element percentages, strain, temperature, strain rate and grain size. Recrystallization- Precipitation-Time-Temperature (RPTT) diagrams have been plotted thanks to a new experimental study carried out by means of hot torsion tests on approximately twenty microalloyed steels with different Nb, V and Ti contents. Mathematical analysis of the results recommends the modification of some parameters such as the supersaturation ratio (ks) and constant B, which is no longer a constant but a function of ks. The expressions are now more consistent and predict the Precipitation-Time-Temperature (PTT) curves with remarkable accuracy. The model for strain-induced precipitation kinetics is completed by means of Avramis equation. Finally, the model constructed in isothermal testing conditions, it has been converted to continuous cooling conditions in order to apply it in hot rolling. (Author)

Spatial age-length key modelling using continuation ratio logits

DEFF Research Database (Denmark)

Berg, Casper W.; Kristensen, Kasper

2012-01-01

-called age-length key (ALK) is then used to obtain the age distribution. Regional differences in ALKs are not uncommon, but stratification is often problematic due to a small number of samples. Here, we combine generalized additive modelling with continuation ratio logits to model the probability of age...

Continuous Evaluation of Fast Processes in Climate Models Using ARM Measurements

Energy Technology Data Exchange (ETDEWEB)

Li, Zhijin [Univ. of California, Los Angeles, CA (United States); Sha, Feng [Univ. of California, Los Angeles, CA (United States); Liu, Yangang [Brookhaven National Lab. (BNL), Upton, NY (United States); Lin, Wuyin [Brookhaven National Lab. (BNL), Upton, NY (United States); Toto, Tami [Brookhaven National Lab. (BNL), Upton, NY (United States); Vogelmann, Andrew [Brookhaven National Lab. (BNL), Upton, NY (United States)

2016-02-02

This five-year award supports the project “Continuous Evaluation of Fast Processes in Climate Models Using ARM Measurements (FASTER)”. The goal of this project is to produce accurate, consistent and comprehensive data sets for initializing both single column models (SCMs) and cloud resolving models (CRMs) using data assimilation. A multi-scale three-dimensional variational data assimilation scheme (MS-3DVAR) has been implemented. This MS-3DVAR system is built on top of WRF/GSI. The Community Gridpoint Statistical Interpolation (GSI) system is an operational data assimilation system at the National Centers for Environmental Prediction (NCEP) and has been implemented in the Weather Research and Forecast (WRF) model. This MS-3DVAR is further enhanced by the incorporation of a land surface 3DVAR scheme and a comprehensive aerosol 3DVAR scheme. The data assimilation implementation focuses in the ARM SGP region. ARM measurements are assimilated along with other available satellite and radar data. Reanalyses are then generated for a few selected period of time. This comprehensive data assimilation system has also been employed for other ARM-related applications.

Continuous state-space representation of a bucket-type rainfall-runoff model: a case study with the GR4 model using state-space GR4 (version 1.0)

Science.gov (United States)

Santos, Léonard; Thirel, Guillaume; Perrin, Charles

2018-04-01

In many conceptual rainfall-runoff models, the water balance differential equations are not explicitly formulated. These differential equations are solved sequentially by splitting the equations into terms that can be solved analytically with a technique called operator splitting. As a result, only the solutions of the split equations are used to present the different models. This article provides a methodology to make the governing water balance equations of a bucket-type rainfall-runoff model explicit and to solve them continuously. This is done by setting up a comprehensive state-space representation of the model. By representing it in this way, the operator splitting, which makes the structural analysis of the model more complex, could be removed. In this state-space representation, the lag functions (unit hydrographs), which are frequent in rainfall-runoff models and make the resolution of the representation difficult, are first replaced by a so-called Nash cascade and then solved with a robust numerical integration technique. To illustrate this methodology, the GR4J model is taken as an example. The substitution of the unit hydrographs with a Nash cascade, even if it modifies the model behaviour when solved using operator splitting, does not modify it when the state-space representation is solved using an implicit integration technique. Indeed, the flow time series simulated by the new representation of the model are very similar to those simulated by the classic model. The use of a robust numerical technique that approximates a continuous-time model also improves the lag parameter consistency across time steps and provides a more time-consistent model with time-independent parameters.

Model based Computerized Ionospheric Tomography in space and time

Science.gov (United States)

Tuna, Hakan; Arikan, Orhan; Arikan, Feza

2018-04-01

Reconstruction of the ionospheric electron density distribution in space and time not only provide basis for better understanding the physical nature of the ionosphere, but also provide improvements in various applications including HF communication. Recently developed IONOLAB-CIT technique provides physically admissible 3D model of the ionosphere by using both Slant Total Electron Content (STEC) measurements obtained from a GPS satellite - receiver network and IRI-Plas model. IONOLAB-CIT technique optimizes IRI-Plas model parameters in the region of interest such that the synthetic STEC computations obtained from the IRI-Plas model are in accordance with the actual STEC measurements. In this work, the IONOLAB-CIT technique is extended to provide reconstructions both in space and time. This extension exploits the temporal continuity of the ionosphere to provide more reliable reconstructions with a reduced computational load. The proposed 4D-IONOLAB-CIT technique is validated on real measurement data obtained from TNPGN-Active GPS receiver network in Turkey.

Positive Almost Periodic Solutions for a Time-Varying Fishing Model with Delay

Directory of Open Access Journals (Sweden)

Xia Li

2011-01-01

Full Text Available This paper is concerned with a time-varying fishing model with delay. By means of the continuation theorem of coincidence degree theory, we prove that it has at least one positive almost periodic solution.

Time-Frequency-Wavenumber Analysis of Surface Waves Using the Continuous Wavelet Transform

Science.gov (United States)

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.

Model Identification using Continuous Glucose Monitoring Data for Type 1 Diabetes

DEFF Research Database (Denmark)

Boiroux, Dimitri; Hagdrup, Morten; Mahmoudi, Zeinab

2016-01-01

This paper addresses model identification of continuous-discrete nonlinear models for people with type 1 diabetes using sampled data from a continuous glucose monitor (CGM). We compare five identification techniques: least squares, weighted least squares, Huber regression, maximum likelihood...... with extended Kalman filter and maximum likelihood with unscented Kalman filter. We perform the identification on a 24-hour simulation of a stochastic differential equation (SDE) version of the Medtronic Virtual Patient (MVP) model including process and output noise. We compare the fits with the actual CGM......, such as parameter tracking, population modeling and handling of outliers....

Continuous performance test assessed with time-domain functional near infrared spectroscopy

Science.gov (United States)

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.

A study of tumour growth based on stoichiometric principles: a continuous model and its discrete analogue.

Science.gov (United States)

Saleem, M; Agrawal, Tanuja; Anees, Afzal

2014-01-01

In this paper, we consider a continuous mathematically tractable model and its discrete analogue for the tumour growth. The model formulation is based on stoichiometric principles considering tumour-immune cell interactions in potassium (K (+))-limited environment. Our both continuous and discrete models illustrate 'cancer immunoediting' as a dynamic process having all three phases namely elimination, equilibrium and escape. The stoichiometric principles introduced into the model allow us to study its dynamics with the variation in the total potassium in the surrounding of the tumour region. It is found that an increase in the total potassium may help the patient fight the disease for a longer period of time. This result seems to be in line with the protective role of the potassium against the risk of pancreatic cancer as has been reported by Bravi et al. [Dietary intake of selected micronutrients and risk of pancreatic cancer: An Italian case-control study, Ann. Oncol. 22 (2011), pp. 202-206].

Future supply chains enabled by continuous processing--opportunities and challenges. May 20-21, 2014 Continuous Manufacturing Symposium.

Science.gov (United States)

Srai, Jagjit Singh; Badman, Clive; Krumme, Markus; Futran, Mauricio; Johnston, Craig

2015-03-01

This paper examines the opportunities and challenges facing the pharmaceutical industry in moving to a primarily "continuous processing"-based supply chain. The current predominantly "large batch" and centralized manufacturing system designed for the "blockbuster" drug has driven a slow-paced, inventory heavy operating model that is increasingly regarded as inflexible and unsustainable. Indeed, new markets and the rapidly evolving technology landscape will drive more product variety, shorter product life-cycles, and smaller drug volumes, which will exacerbate an already unsustainable economic model. Future supply chains will be required to enhance affordability and availability for patients and healthcare providers alike despite the increased product complexity. In this more challenging supply scenario, we examine the potential for a more pull driven, near real-time demand-based supply chain, utilizing continuous processing where appropriate as a key element of a more "flow-through" operating model. In this discussion paper on future supply chain models underpinned by developments in the continuous manufacture of pharmaceuticals, we have set out; The significant opportunities to moving to a supply chain flow-through operating model, with substantial opportunities in inventory reduction, lead-time to patient, and radically different product assurance/stability regimes. Scenarios for decentralized production models producing a greater variety of products with enhanced volume flexibility. Production, supply, and value chain footprints that are radically different from today's monolithic and centralized batch manufacturing operations. Clinical trial and drug product development cost savings that support more rapid scale-up and market entry models with early involvement of SC designers within New Product Development. The major supply chain and industrial transformational challenges that need to be addressed. The paper recognizes that although current batch operational

Continuous, real-time bioimaging of chemical bioavailability and toxicology using autonomously bioluminescent human cell lines

Science.gov (United States)

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.

A space-time hybrid hourly rainfall model for derived flood frequency analysis

Directory of Open Access Journals (Sweden)

U. Haberlandt

2008-12-01

Full Text Available For derived flood frequency analysis based on hydrological modelling long continuous precipitation time series with high temporal resolution are needed. Often, the observation network with recording rainfall gauges is poor, especially regarding the limited length of the available rainfall time series. Stochastic precipitation synthesis is a good alternative either to extend or to regionalise rainfall series to provide adequate input for long-term rainfall-runoff modelling with subsequent estimation of design floods. Here, a new two step procedure for stochastic synthesis of continuous hourly space-time rainfall is proposed and tested for the extension of short observed precipitation time series.

First, a single-site alternating renewal model is presented to simulate independent hourly precipitation time series for several locations. The alternating renewal model describes wet spell durations, dry spell durations and wet spell intensities using univariate frequency distributions separately for two seasons. The dependence between wet spell intensity and duration is accounted for by 2-copulas. For disaggregation of the wet spells into hourly intensities a predefined profile is used. In the second step a multi-site resampling procedure is applied on the synthetic point rainfall event series to reproduce the spatial dependence structure of rainfall. Resampling is carried out successively on all synthetic event series using simulated annealing with an objective function considering three bivariate spatial rainfall characteristics. In a case study synthetic precipitation is generated for some locations with short observation records in two mesoscale catchments of the Bode river basin located in northern Germany. The synthetic rainfall data are then applied for derived flood frequency analysis using the hydrological model HEC-HMS. The results show good performance in reproducing average and extreme rainfall characteristics as well as in

Continuous- and Discrete-Time Stimulus Sequences for High Stimulus Rate Paradigm in Evoked Potential Studies

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.

Real-time process monitoring in a semi-continuous fluid-bed dryer - microwave resonance technology versus near-infrared spectroscopy.

Science.gov (United States)

Peters, Johanna; Teske, Andreas; Taute, Wolfgang; Döscher, Claas; Höft, Michael; Knöchel, Reinhard; Breitkreutz, Jörg

2018-02-15

The trend towards continuous manufacturing in the pharmaceutical industry is associated with an increasing demand for advanced control strategies. It is a mandatory requirement to obtain reliable real-time information on critical quality attributes (CQA) during every process step as the decision on diversion of material needs to be performed fast and automatically. Where possible, production equipment should provide redundant systems for in-process control (IPC) measurements to ensure continuous process monitoring even if one of the systems is not available. In this paper, two methods for real-time monitoring of granule moisture in a semi-continuous fluid-bed drying unit are compared. While near-infrared (NIR) spectroscopy has already proven to be a suitable process analytical technology (PAT) tool for moisture measurements in fluid-bed applications, microwave resonance technology (MRT) showed difficulties to monitor moistures above 8% until recently. The results indicate, that the newly developed MRT sensor operating at four resonances is capable to compete with NIR spectroscopy. While NIR spectra were preprocessed by mean centering and first derivative before application of partial least squares (PLS) regression to build predictive models (RMSEP = 0.20%), microwave moisture values of two resonances sufficed to build a statistically close multiple linear regression (MLR) model (RMSEP = 0.07%) for moisture prediction. Thereby, it could be verified that moisture monitoring by MRT sensor systems could be a valuable alternative to NIR spectroscopy or could be used as a redundant system providing great ease of application. Copyright © 2017 Elsevier B.V. All rights reserved.

Finite-Time Robust H∞ Control for Uncertain Linear Continuous-Time Singular Systems with Exogenous Disturbances

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.

Future Supply Chains Enabled by Continuous Processing-Opportunities Challenges May 20-21 2014 Continuous Manufacturing Symposium.

Science.gov (United States)

Srai, Jagjit Singh; Badman, Clive; Krumme, Markus; Futran, Mauricio; Johnston, Craig

2015-03-01

This paper examines the opportunities and challenges facing the pharmaceutical industry in moving to a primarily "continuous processing"-based supply chain. The current predominantly "large batch" and centralized manufacturing system designed for the "blockbuster" drug has driven a slow-paced, inventory heavy operating model that is increasingly regarded as inflexible and unsustainable. Indeed, new markets and the rapidly evolving technology landscape will drive more product variety, shorter product life-cycles, and smaller drug volumes, which will exacerbate an already unsustainable economic model. Future supply chains will be required to enhance affordability and availability for patients and healthcare providers alike despite the increased product complexity. In this more challenging supply scenario, we examine the potential for a more pull driven, near real-time demand-based supply chain, utilizing continuous processing where appropriate as a key element of a more "flow-through" operating model. In this discussion paper on future supply chain models underpinned by developments in the continuous manufacture of pharmaceuticals, we have set out; The paper recognizes that although current batch operational performance in pharma is far from optimal and not necessarily an appropriate end-state benchmark for batch technology, the adoption of continuous supply chain operating models underpinned by continuous production processing, as full or hybrid solutions in selected product supply chains, can support industry transformations to deliver right-first-time quality at substantially lower inventory profiles. © 2015 The Authors. Journal of Pharmaceutical Sciences published by Wiley Periodicals, Inc. and the American Pharmacists Association. © 2014 Wiley Periodicals, Inc. and the American Pharmacists Association.

Continuous and Discontinuous Modelling of Fracture in Concrete Using FEM

CERN Document Server

Tejchman, Jacek

2013-01-01

The book analyzes a quasi-static fracture process in concrete and reinforced concrete by means of constitutive models formulated within continuum mechanics. A continuous and discontinuous modelling approach was used. Using a continuous approach, numerical analyses were performed using a finite element method and three different enhanced continuum models: isotropic elasto-plastic, isotropic damage and anisotropic smeared crack one. The models were equipped with a characteristic length of micro-structure by means of a non-local and a second-gradient theory. So they could properly describe the formation of localized zones with a certain thickness and spacing and a related deterministic size effect. Using a discontinuous FE approach, numerical results of cracks using a cohesive crack model and XFEM were presented which were also properly regularized. Finite element analyses were performed with concrete elements under monotonic uniaxial compression, uniaxial tension, bending and shear-extension. Concrete beams un...

Quasi-continuous stochastic simulation framework for flood modelling

Science.gov (United States)

Moustakis, Yiannis; Kossieris, Panagiotis; Tsoukalas, Ioannis; Efstratiadis, Andreas

2017-04-01

Typically, flood modelling in the context of everyday engineering practices is addressed through event-based deterministic tools, e.g., the well-known SCS-CN method. A major shortcoming of such approaches is the ignorance of uncertainty, which is associated with the variability of soil moisture conditions and the variability of rainfall during the storm event.In event-based modeling, the sole expression of uncertainty is the return period of the design storm, which is assumed to represent the acceptable risk of all output quantities (flood volume, peak discharge, etc.). On the other hand, the varying antecedent soil moisture conditions across the basin are represented by means of scenarios (e.g., the three AMC types by SCS),while the temporal distribution of rainfall is represented through standard deterministic patterns (e.g., the alternative blocks method). In order to address these major inconsistencies,simultaneously preserving the simplicity and parsimony of the SCS-CN method, we have developed a quasi-continuous stochastic simulation approach, comprising the following steps: (1) generation of synthetic daily rainfall time series; (2) update of potential maximum soil moisture retention, on the basis of accumulated five-day rainfall; (3) estimation of daily runoff through the SCS-CN formula, using as inputs the daily rainfall and the updated value of soil moisture retention;(4) selection of extreme events and application of the standard SCS-CN procedure for each specific event, on the basis of synthetic rainfall.This scheme requires the use of two stochastic modelling components, namely the CastaliaR model, for the generation of synthetic daily data, and the HyetosMinute model, for the disaggregation of daily rainfall to finer temporal scales. Outcomes of this approach are a large number of synthetic flood events, allowing for expressing the design variables in statistical terms and thus properly evaluating the flood risk.

Infinite time interval backward stochastic differential equations with continuous coefficients.

Science.gov (United States)

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).

Continuous Video Modeling to Assist with Completion of Multi-Step Home Living Tasks by Young Adults with Moderate Intellectual Disability

Science.gov (United States)

Mechling, Linda C.; Ayres, Kevin M.; Bryant, Kathryn J.; Foster, Ashley L.

2014-01-01

The current study evaluated a relatively new video-based procedure, continuous video modeling (CVM), to teach multi-step cleaning tasks to high school students with moderate intellectual disability. CVM in contrast to video modeling and video prompting allows repetition of the video model (looping) as many times as needed while the user completes…

Vibration analysis of continuous maglev guideways with a moving distributed load model

International Nuclear Information System (INIS)

Teng, N G; Qiao, B P

2008-01-01

A model of moving distributed load with a constant speed is established for vertical vibration analysis of a continuous guideway in maglev transportation system. The guideway is considered as a continuous structural system and the action of maglev vehicles on guideways is considered as a moving distributed load. Vibration of the continuous guideways used in Shanghai maglev line is analyzed with this model. The factors that affect the vibration of the guideways, such as speeds, guideway's spans, frequency and damping, are discussed

Nonlinear Fluctuation Behavior of Financial Time Series Model by Statistical Physics System

Directory of Open Access Journals (Sweden)

Wuyang Cheng

2014-01-01

Full Text Available We develop a random financial time series model of stock market by one of statistical physics systems, the stochastic contact interacting system. Contact process is a continuous time Markov process; one interpretation of this model is as a model for the spread of an infection, where the epidemic spreading mimics the interplay of local infections and recovery of individuals. From this financial model, we study the statistical behaviors of return time series, and the corresponding behaviors of returns for Shanghai Stock Exchange Composite Index (SSECI and Hang Seng Index (HSI are also comparatively studied. Further, we investigate the Zipf distribution and multifractal phenomenon of returns and price changes. Zipf analysis and MF-DFA analysis are applied to investigate the natures of fluctuations for the stock market.

Continuous host-macroparasite models with application to aquaculture

Directory of Open Access Journals (Sweden)

Catherine Bouloux Marquet

2004-11-01

Full Text Available We study a continuous deterministic host-macroparasite system which involves populations of hosts, parasites, and larvae. This system leads to a countable number of partial differential equations that under certain hypotheses, is reduced to finitely many equations. Also we assume hypotheses to close the system and to define the global dynamics for the hosts. Then, we analyze the spatially homogeneous model without demography (aquaculture hypothesis, and show some preliminary results for the spatially structured model.

The mentoring experiences of new graduate midwives working in midwifery continuity of care models in Australia.

Science.gov (United States)

Cummins, Allison M; Denney-Wilson, E; Homer, C S E

2017-05-01

The aim of this paper was to explore the mentoring experiences of new graduate midwives working in midwifery continuity of care models in Australia. Most new graduates find employment in hospitals and undertake a new graduate program rotating through different wards. A limited number of new graduate midwives were found to be working in midwifery continuity of care. The new graduate midwives in this study were mentored by more experienced midwives. Mentoring in midwifery has been described as being concerned with confidence building based through a personal relationship. A qualitative descriptive study was undertaken and the data were analysed using continuity of care as a framework. We found having a mentor was important, knowing the mentor made it easier for the new graduate to call their mentor at any time. The new graduate midwives had respect for their mentors and the support helped build their confidence in transitioning from student to midwife. With the expansion of midwifery continuity of care models in Australia mentoring should be provided for transition midwives working in this way. Crown Copyright © 2016. Published by Elsevier Ltd. All rights reserved.

Mapping from Speech to Images Using Continuous State Space Models

DEFF Research Database (Denmark)

Lehn-Schiøler, Tue; Hansen, Lars Kai; Larsen, Jan

2005-01-01

In this paper a system that transforms speech waveforms to animated faces are proposed. The system relies on continuous state space models to perform the mapping, this makes it possible to ensure video with no sudden jumps and allows continuous control of the parameters in 'face space...... a subjective point of view the model is able to construct an image sequence from an unknown noisy speech sequence even though the number of training examples are limited.......'. The performance of the system is critically dependent on the number of hidden variables, with too few variables the model cannot represent data, and with too many overfitting is noticed. Simulations are performed on recordings of 3-5 sec.\\$\\backslash\\$ video sequences with sentences from the Timit database. From...

Clinical Prediction Performance of Glaucoma Progression Using a 2-Dimensional Continuous-Time Hidden Markov Model with Structural and Functional Measurements.

Science.gov (United States)

Song, Youngseok; Ishikawa, Hiroshi; Wu, Mengfei; Liu, Yu-Ying; Lucy, Katie A; Lavinsky, Fabio; Liu, Mengling; Wollstein, Gadi; Schuman, Joel S

2018-03-20

Previously, we introduced a state-based 2-dimensional continuous-time hidden Markov model (2D CT HMM) to model the pattern of detected glaucoma changes using structural and functional information simultaneously. The purpose of this study was to evaluate the detected glaucoma change prediction performance of the model in a real clinical setting using a retrospective longitudinal dataset. Longitudinal, retrospective study. One hundred thirty-four eyes from 134 participants diagnosed with glaucoma or as glaucoma suspects (average follow-up, 4.4±1.2 years; average number of visits, 7.1±1.8). A 2D CT HMM model was trained using OCT (Cirrus HD-OCT; Zeiss, Dublin, CA) average circumpapillary retinal nerve fiber layer (cRNFL) thickness and visual field index (VFI) or mean deviation (MD; Humphrey Field Analyzer; Zeiss). The model was trained using a subset of the data (107 of 134 eyes [80%]) including all visits except for the last visit, which was used to test the prediction performance (training set). Additionally, the remaining 27 eyes were used for secondary performance testing as an independent group (validation set). The 2D CT HMM predicts 1 of 4 possible detected state changes based on 1 input state. Prediction accuracy was assessed as the percentage of correct prediction against the patient's actual recorded state. In addition, deviations of the predicted long-term detected change paths from the actual detected change paths were measured. Baseline mean ± standard deviation age was 61.9±11.4 years, VFI was 90.7±17.4, MD was -3.50±6.04 dB, and cRNFL thickness was 74.9±12.2 μm. The accuracy of detected glaucoma change prediction using the training set was comparable with the validation set (57.0% and 68.0%, respectively). Prediction deviation from the actual detected change path showed stability throughout patient follow-up. The 2D CT HMM demonstrated promising prediction performance in detecting glaucoma change performance in a simulated clinical setting

Modeling Complex Time Limits

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Oleg Svatos

2013-01-01

Full Text Available In this paper we analyze complexity of time limits we can find especially in regulated processes of public administration. First we review the most popular process modeling languages. There is defined an example scenario based on the current Czech legislature which is then captured in discussed process modeling languages. Analysis shows that the contemporary process modeling languages support capturing of the time limit only partially. This causes troubles to analysts and unnecessary complexity of the models. Upon unsatisfying results of the contemporary process modeling languages we analyze the complexity of the time limits in greater detail and outline lifecycles of a time limit using the multiple dynamic generalizations pattern. As an alternative to the popular process modeling languages there is presented PSD process modeling language, which supports the defined lifecycles of a time limit natively and therefore allows keeping the models simple and easy to understand.

Vibration analysis of continuous maglev guideways with a moving distributed load model

Energy Technology Data Exchange (ETDEWEB)

Teng, N G; Qiao, B P [Department of Civil Engineering, Shanghai Jiao Tong University, 800 Dongchuan Road, Shanghai, 200240 (China)

2008-02-15

A model of moving distributed load with a constant speed is established for vertical vibration analysis of a continuous guideway in maglev transportation system. The guideway is considered as a continuous structural system and the action of maglev vehicles on guideways is considered as a moving distributed load. Vibration of the continuous guideways used in Shanghai maglev line is analyzed with this model. The factors that affect the vibration of the guideways, such as speeds, guideway's spans, frequency and damping, are discussed.

Modeling of Clostridium t yrobutyricum for Butyric Acid Selectivity in Continuous Fermentation

OpenAIRE

Jianjun Du; Amy McGraw; Jamie A. Hestekin

2014-01-01

A mathematical model was developed to describe batch and continuous fermentation of glucose to organic acids with Clostridium tyrobutyricum . A modified Monod equation was used to describe cell growth, and a Luedeking-Piret equation was used to describe the production of butyric and acetic acids. Using the batch fermentation equations, models predicting butyric acid selectivity for continuous fermentation were also developed. The model showed that butyric acid production was a strong function...

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.)

A quantum relativistic integrable model as the continuous limit of the six-vertex model

International Nuclear Information System (INIS)

Zhou, Y.K.

1992-01-01

The six-vertex model in two-dimensional statistical mechanics is used to construct the L-matrix of a one-dimensional quantum relativistic integrable model through a continuous limit. This is the first step to extend the method used earlier by the author to construct quantum completely integrable systems from other well-known two-dimensional vertex models. (orig.)

Arnold tongues and the Devil's Staircase in a discrete-time Hindmarsh–Rose neuron model

International Nuclear Information System (INIS)

Felicio, Carolini C.; Rech, Paulo C.

2015-01-01

We investigate a three-dimensional discrete-time dynamical system, described by a three-dimensional map derived from a continuous-time Hindmarsh–Rose neuron model by the forward Euler method. For a fixed integration step size, we report a two-dimensional parameter-space for this system, where periodic structures, the so-called Arnold tongues, can be seen with periods organized in a Farey tree sequence. We also report possible modifications in this parameter-space, as a function of the integration step size. - Highlights: • We investigate the parameter-space of a particular 3D map. • Periodic structures, namely Arnold tongues, can be seen there. • They are organized in a Farey tree sequence. • The map was derived from a continuous-time Hindmarsh–Rose neuron model. • The forward Euler method was used for such purpose.

Modeling the time evolution of the nanoparticle-protein corona in a body fluid.

Directory of Open Access Journals (Sweden)

Daniele Dell'Orco

Full Text Available BACKGROUND: Nanoparticles in contact with biological fluids interact with proteins and other biomolecules, thus forming a dynamic corona whose composition varies over time due to continuous protein association and dissociation events. Eventually equilibrium is reached, at which point the continued exchange will not affect the composition of the corona. RESULTS: We developed a simple and effective dynamic model of the nanoparticle protein corona in a body fluid, namely human plasma. The model predicts the time evolution and equilibrium composition of the corona based on affinities, stoichiometries and rate constants. An application to the interaction of human serum albumin, high density lipoprotein (HDL and fibrinogen with 70 nm N-iso-propylacrylamide/N-tert-butylacrylamide copolymer nanoparticles is presented, including novel experimental data for HDL. CONCLUSIONS: The simple model presented here can easily be modified to mimic the interaction of the nanoparticle protein corona with a novel biological fluid or compartment once new data will be available, thus opening novel applications in nanotoxicity and nanomedicine.

The modular modality frame model: continuous body state estimation and plausibility-weighted information fusion.

Science.gov (United States)

Ehrenfeld, Stephan; Butz, Martin V

2013-02-01

Humans show admirable capabilities in movement planning and execution. They can perform complex tasks in various contexts, using the available sensory information very effectively. Body models and continuous body state estimations appear necessary to realize such capabilities. We introduce the Modular Modality Frame (MMF) model, which maintains a highly distributed, modularized body model continuously updating, modularized probabilistic body state estimations over time. Modularization is realized with respect to modality frames, that is, sensory modalities in particular frames of reference and with respect to particular body parts. We evaluate MMF performance on a simulated, nine degree of freedom arm in 3D space. The results show that MMF is able to maintain accurate body state estimations despite high sensor and motor noise. Moreover, by comparing the sensory information available in different modality frames, MMF can identify faulty sensory measurements on the fly. In the near future, applications to lightweight robot control should be pursued. Moreover, MMF may be enhanced with neural encodings by introducing neural population codes and learning techniques. Finally, more dexterous goal-directed behavior should be realized by exploiting the available redundant state representations.

Modelling and analysis of real-time and hybrid systems

Energy Technology Data Exchange (ETDEWEB)

Olivero, A

1994-09-29

This work deals with the modelling and analysis of real-time and hybrid systems. We first present the timed-graphs as model for the real-time systems and we recall the basic notions of the analysis of real-time systems. We describe the temporal properties on the timed-graphs using TCTL formulas. We consider two methods for property verification: in one hand we study the symbolic model-checking (based on backward analysis) and in the other hand we propose a verification method derived of the construction of the simulation graph (based on forward analysis). Both methods have been implemented within the KRONOS verification tool. Their application for the automatic verification on several real-time systems confirms the practical interest of our approach. In a second part we study the hybrid systems, systems combining discrete components with continuous ones. As in the general case the analysis of this king of systems is not decidable, we identify two sub-classes of hybrid systems and we give a construction based method for the generation of a timed-graph from an element into the sub-classes. We prove that in one case the timed-graph obtained is bi-similar with the considered system and that there exists a simulation in the other case. These relationships allow the application of the described technics on the hybrid systems into the defined sub-classes. (authors). 60 refs., 43 figs., 8 tabs., 2 annexes.

Modeling continuous seismic velocity changes due to ground shaking in Chile

Science.gov (United States)

Gassenmeier, Martina; Richter, Tom; Sens-Schönfelder, Christoph; Korn, Michael; Tilmann, Frederik

2015-04-01

In order to investigate temporal seismic velocity changes due to earthquake related processes and environmental forcing, we analyze 8 years of ambient seismic noise recorded by the Integrated Plate Boundary Observatory Chile (IPOC) network in northern Chile between 18° and 25° S. The Mw 7.7 Tocopilla earthquake in 2007 and the Mw 8.1 Iquique earthquake in 2014 as well as numerous smaller events occurred in this area. By autocorrelation of the ambient seismic noise field, approximations of the Green's functions are retrieved. The recovered function represents backscattered or multiply scattered energy from the immediate neighborhood of the station. To detect relative changes of the seismic velocities we apply the stretching method, which compares individual autocorrelation functions to stretched or compressed versions of a long term averaged reference autocorrelation function. We use time windows in the coda of the autocorrelations, that contain scattered waves which are highly sensitive to minute changes in the velocity. At station PATCX we observe seasonal changes in seismic velocity as well as temporary velocity reductions in the frequency range of 4-6 Hz. The seasonal changes can be attributed to thermal stress changes in the subsurface related to variations of the atmospheric temperature. This effect can be modeled well by a sine curve and is subtracted for further analysis of short term variations. Temporary velocity reductions occur at the time of ground shaking usually caused by earthquakes and are followed by a recovery. We present an empirical model that describes the seismic velocity variations based on continuous observations of the local ground acceleration. Our hypothesis is that not only the shaking of earthquakes provokes velocity drops, but any small vibrations continuously induce minor velocity variations that are immediately compensated by healing in the steady state. We show that the shaking effect is accumulated over time and best described by