Chemical Continuous Time Random Walks
Aquino, T.; Dentz, M.
2017-12-01
Traditional methods for modeling solute transport through heterogeneous media employ Eulerian schemes to solve for solute concentration. More recently, Lagrangian methods have removed the need for spatial discretization through the use of Monte Carlo implementations of Langevin equations for solute particle motions. While there have been recent advances in modeling chemically reactive transport with recourse to Lagrangian methods, these remain less developed than their Eulerian counterparts, and many open problems such as efficient convergence and reconstruction of the concentration field remain. We explore a different avenue and consider the question: In heterogeneous chemically reactive systems, is it possible to describe the evolution of macroscopic reactant concentrations without explicitly resolving the spatial transport? Traditional Kinetic Monte Carlo methods, such as the Gillespie algorithm, model chemical reactions as random walks in particle number space, without the introduction of spatial coordinates. The inter-reaction times are exponentially distributed under the assumption that the system is well mixed. In real systems, transport limitations lead to incomplete mixing and decreased reaction efficiency. We introduce an arbitrary inter-reaction time distribution, which may account for the impact of incomplete mixing. This process defines an inhomogeneous continuous time random walk in particle number space, from which we derive a generalized chemical Master equation and formulate a generalized Gillespie algorithm. We then determine the modified chemical rate laws for different inter-reaction time distributions. We trace Michaelis-Menten-type kinetics back to finite-mean delay times, and predict time-nonlocal macroscopic reaction kinetics as a consequence of broadly distributed delays. Non-Markovian kinetics exhibit weak ergodicity breaking and show key features of reactions under local non-equilibrium.
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)
Coupled continuous time-random walks in quenched random environment
Magdziarz, M.; Szczotka, W.
2018-02-01
We introduce a coupled continuous-time random walk with coupling which is characteristic for Lévy walks. Additionally we assume that the walker moves in a quenched random environment, i.e. the site disorder at each lattice point is fixed in time. We analyze the scaling limit of such a random walk. We show that for large times the behaviour of the analyzed process is exactly the same as in the case of uncoupled quenched trap model for Lévy flights.
Heterogeneous continuous-time random walks
Grebenkov, Denis S.; Tupikina, Liubov
2018-01-01
We introduce a heterogeneous continuous-time random walk (HCTRW) model as a versatile analytical formalism for studying and modeling diffusion processes in heterogeneous structures, such as porous or disordered media, multiscale or crowded environments, weighted graphs or networks. We derive the exact form of the propagator and investigate the effects of spatiotemporal heterogeneities onto the diffusive dynamics via the spectral properties of the generalized transition matrix. In particular, we show how the distribution of first-passage times changes due to local and global heterogeneities of the medium. The HCTRW formalism offers a unified mathematical language to address various diffusion-reaction problems, with numerous applications in material sciences, physics, chemistry, biology, and social sciences.
Application of continuous-time random walk to statistical arbitrage
Directory of Open Access Journals (Sweden)
Sergey Osmekhin
2015-01-01
Full Text Available An analytical statistical arbitrage strategy is proposed, where the distribution of the spread is modelled as a continuous-time random walk. Optimal boundaries, computed as a function of the mean and variance of the firstpassage time ofthe spread,maximises an objective function. The predictability of the trading strategy is analysed and contrasted for two forms of continuous-time random walk processes. We found that the waiting-time distribution has a significant impact on the prediction of the expected profit for intraday trading
Continuous-time quantum random walks require discrete space
International Nuclear Information System (INIS)
Manouchehri, K; Wang, J B
2007-01-01
Quantum random walks are shown to have non-intuitive dynamics which makes them an attractive area of study for devising quantum algorithms for long-standing open problems as well as those arising in the field of quantum computing. In the case of continuous-time quantum random walks, such peculiar dynamics can arise from simple evolution operators closely resembling the quantum free-wave propagator. We investigate the divergence of quantum walk dynamics from the free-wave evolution and show that, in order for continuous-time quantum walks to display their characteristic propagation, the state space must be discrete. This behavior rules out many continuous quantum systems as possible candidates for implementing continuous-time quantum random walks
Continuous-time quantum random walks require discrete space
Manouchehri, K.; Wang, J. B.
2007-11-01
Quantum random walks are shown to have non-intuitive dynamics which makes them an attractive area of study for devising quantum algorithms for long-standing open problems as well as those arising in the field of quantum computing. In the case of continuous-time quantum random walks, such peculiar dynamics can arise from simple evolution operators closely resembling the quantum free-wave propagator. We investigate the divergence of quantum walk dynamics from the free-wave evolution and show that, in order for continuous-time quantum walks to display their characteristic propagation, the state space must be discrete. This behavior rules out many continuous quantum systems as possible candidates for implementing continuous-time quantum random walks.
Dynamical continuous time random Lévy flights
Liu, Jian; Chen, Xiaosong
2016-03-01
The Lévy flights' diffusive behavior is studied within the framework of the dynamical continuous time random walk (DCTRW) method, while the nonlinear friction is introduced in each step. Through the DCTRW method, Lévy random walker in each step flies by obeying the Newton's Second Law while the nonlinear friction f(v) = - γ0v - γ2v3 being considered instead of Stokes friction. It is shown that after introducing the nonlinear friction, the superdiffusive Lévy flights converges, behaves localization phenomenon with long time limit, but for the Lévy index μ = 2 case, it is still Brownian motion.
Correlated continuous time random walk and option pricing
Lv, Longjin; Xiao, Jianbin; Fan, Liangzhong; Ren, Fuyao
2016-04-01
In this paper, we study a correlated continuous time random walk (CCTRW) with averaged waiting time, whose probability density function (PDF) is proved to follow stretched Gaussian distribution. Then, we apply this process into option pricing problem. Supposing the price of the underlying is driven by this CCTRW, we find this model captures the subdiffusive characteristic of financial markets. By using the mean self-financing hedging strategy, we obtain the closed-form pricing formulas for a European option with and without transaction costs, respectively. At last, comparing the obtained model with the classical Black-Scholes model, we find the price obtained in this paper is higher than that obtained from the Black-Scholes model. A empirical analysis is also introduced to confirm the obtained results can fit the real data well.
Continuous time quantum random walks in free space
Eichelkraut, Toni; Vetter, Christian; Perez-Leija, Armando; Christodoulides, Demetrios; Szameit, Alexander
2014-05-01
We show theoretically and experimentally that two-dimensional continuous time coherent random walks are possible in free space, that is, in the absence of any external potential, by properly tailoring the associated initial wave function. These effects are experimentally demonstrated using classical paraxial light. Evidently, the usage of classical beams to explore the dynamics of point-like quantum particles is possible since both phenomena are mathematically equivalent. This in turn makes our approach suitable for the realization of random walks using different quantum particles, including electrons and photons. To study the spatial evolution of a wavefunction theoretically, we consider the one-dimensional paraxial wave equation (i∂z +1/2 ∂x2) Ψ = 0 . Starting with the initially localized wavefunction Ψ (x , 0) = exp [ -x2 / 2σ2 ] J0 (αx) , one can show that the evolution of such Gaussian-apodized Bessel envelopes within a region of validity resembles the probability pattern of a quantum walker traversing a uniform lattice. In order to generate the desired input-field in our experimental setting we shape the amplitude and phase of a collimated light beam originating from a classical HeNe-Laser (633 nm) utilizing a spatial light modulator.
Stochastic calculus for uncoupled continuous-time random walks.
Germano, Guido; Politi, Mauro; Scalas, Enrico; Schilling, René L
2009-06-01
The continuous-time random walk (CTRW) is a pure-jump stochastic process with several applications not only in physics but also in insurance, finance, and economics. A definition is given for a class of stochastic integrals driven by a CTRW, which includes the Itō and Stratonovich cases. An uncoupled CTRW with zero-mean jumps is a martingale. It is proved that, as a consequence of the martingale transform theorem, if the CTRW is a martingale, the Itō integral is a martingale too. It is shown how the definition of the stochastic integrals can be used to easily compute them by Monte Carlo simulation. The relations between a CTRW, its quadratic variation, its Stratonovich integral, and its Itō integral are highlighted by numerical calculations when the jumps in space of the CTRW have a symmetric Lévy alpha -stable distribution and its waiting times have a one-parameter Mittag-Leffler distribution. Remarkably, these distributions have fat tails and an unbounded quadratic variation. In the diffusive limit of vanishing scale parameters, the probability density of this kind of CTRW satisfies the space-time fractional diffusion equation (FDE) or more in general the fractional Fokker-Planck equation, which generalizes the standard diffusion equation, solved by the probability density of the Wiener process, and thus provides a phenomenologic model of anomalous diffusion. We also provide an analytic expression for the quadratic variation of the stochastic process described by the FDE and check it by Monte Carlo.
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
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.
Continuous-time random walks on networks with vertex- and time-dependent forcing.
Angstmann, C N; Donnelly, I C; Henry, B I; Langlands, T A M
2013-08-01
We have investigated the transport of particles moving as random walks on the vertices of a network, subject to vertex- and time-dependent forcing. We have derived the generalized master equations for this transport using continuous time random walks, characterized by jump and waiting time densities, as the underlying stochastic process. The forcing is incorporated through a vertex- and time-dependent bias in the jump densities governing the random walking particles. As a particular case, we consider particle forcing proportional to the concentration of particles on adjacent vertices, analogous to self-chemotactic attraction in a spatial continuum. Our algebraic and numerical studies of this system reveal an interesting pair-aggregation pattern formation in which the steady state is composed of a high concentration of particles on a small number of isolated pairs of adjacent vertices. The steady states do not exhibit this pair aggregation if the transport is random on the vertices, i.e., without forcing. The manifestation of pair aggregation on a transport network may thus be a signature of self-chemotactic-like forcing.
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 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.
Continuous-Time Random Walk with multi-step memory: an application to market dynamics
Gubiec, Tomasz; Kutner, Ryszard
2017-11-01
An extended version of the Continuous-Time Random Walk (CTRW) model with memory is herein developed. This memory involves the dependence between arbitrary number of successive jumps of the process while waiting times between jumps are considered as i.i.d. random variables. This dependence was established analyzing empirical histograms for the stochastic process of a single share price on a market within the high frequency time scale. Then, it was justified theoretically by considering bid-ask bounce mechanism containing some delay characteristic for any double-auction market. Our model appeared exactly analytically solvable. Therefore, it enables a direct comparison of its predictions with their empirical counterparts, for instance, with empirical velocity autocorrelation function. Thus, the present research significantly extends capabilities of the CTRW formalism. Contribution to the Topical Issue "Continuous Time Random Walk Still Trendy: Fifty-year History, Current State and Outlook", edited by Ryszard Kutner and Jaume Masoliver.
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.
Continuous-Time Mean-Variance Portfolio Selection with Random Horizon
International Nuclear Information System (INIS)
Yu, Zhiyong
2013-01-01
This paper examines the continuous-time mean-variance optimal portfolio selection problem with random market parameters and random time horizon. Treating this problem as a linearly constrained stochastic linear-quadratic optimal control problem, I explicitly derive the efficient portfolios and efficient frontier in closed forms based on the solutions of two backward stochastic differential equations. Some related issues such as a minimum variance portfolio and a mutual fund theorem are also addressed. All the results are markedly different from those in the problem with deterministic exit time. A key part of my analysis involves proving the global solvability of a stochastic Riccati equation, which is interesting in its own right
Continuous-Time Mean-Variance Portfolio Selection with Random Horizon
Energy Technology Data Exchange (ETDEWEB)
Yu, Zhiyong, E-mail: yuzhiyong@sdu.edu.cn [Shandong University, School of Mathematics (China)
2013-12-15
This paper examines the continuous-time mean-variance optimal portfolio selection problem with random market parameters and random time horizon. Treating this problem as a linearly constrained stochastic linear-quadratic optimal control problem, I explicitly derive the efficient portfolios and efficient frontier in closed forms based on the solutions of two backward stochastic differential equations. Some related issues such as a minimum variance portfolio and a mutual fund theorem are also addressed. All the results are markedly different from those in the problem with deterministic exit time. A key part of my analysis involves proving the global solvability of a stochastic Riccati equation, which is interesting in its own right.
Continuous-time random walks with reset events. Historical background and new perspectives
Montero, Miquel; Masó-Puigdellosas, Axel; Villarroel, Javier
2017-09-01
In this paper, we consider a stochastic process that may experience random reset events which relocate the system to its starting position. We focus our attention on a one-dimensional, monotonic continuous-time random walk with a constant drift: the process moves in a fixed direction between the reset events, either by the effect of the random jumps, or by the action of a deterministic bias. However, the orientation of its motion is randomly determined after each restart. As a result of these alternating dynamics, interesting properties do emerge. General formulas for the propagator as well as for two extreme statistics, the survival probability and the mean first-passage time, are also derived. The rigor of these analytical results is verified by numerical estimations, for particular but illuminating examples.
Continuous-Time Classical and Quantum Random Walk on Direct Product of Cayley Graphs
International Nuclear Information System (INIS)
Salimi, S.; Jafarizadeh, M. A.
2009-01-01
In this paper we define direct product of graphs and give a recipe for obtaining probability of observing particle on vertices in the continuous-time classical and quantum random walk. In the recipe, the probability of observing particle on direct product of graph is obtained by multiplication of probability on the corresponding to sub-graphs, where this method is useful to determining probability of walk on complicated graphs. Using this method, we calculate the probability of continuous-time classical and quantum random walks on many of finite direct product Cayley graphs (complete cycle, complete K n , charter and n-cube). Also, we inquire that the classical state the stationary uniform distribution is reached as t → ∞ but for quantum state is not always satisfied. (general)
The continuous time random walk, still trendy: fifty-year history, state of art and outlook
Kutner, Ryszard; Masoliver, Jaume
2017-03-01
In this article we demonstrate the very inspiring role of the continuous-time random walk (CTRW) formalism, the numerous modifications permitted by its flexibility, its various applications, and the promising perspectives in the various fields of knowledge. A short review of significant achievements and possibilities is given. However, this review is still far from completeness. We focused on a pivotal role of CTRWs mainly in anomalous stochastic processes discovered in physics and beyond. This article plays the role of an extended announcement of the Eur. Phys. J. B Special Issue [open-calls-for-papers/123-epj-b/1090-ctrw-50-years-on">http://epjb.epj.org/open-calls-for-papers/123-epj-b/1090-ctrw-50-years-on] containing articles which show incredible possibilities of the CTRWs. Contribution to the Topical Issue "Continuous Time Random Walk Still Trendy: Fifty-year History, Current State and Outlook", edited by Ryszard Kutner and Jaume Masoliver.
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
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.
Stabilization of Continuous-Time Random Switching Systems via a Fault-Tolerant Controller
Directory of Open Access Journals (Sweden)
Guoliang Wang
2017-01-01
Full Text Available This paper focuses on the stabilization problem of continuous-time random switching systems via exploiting a fault-tolerant controller, where the dwell time of each subsystem consists of a fixed part and random part. It is known from the traditional design methods that the computational complexity of LMIs related to the quantity of fault combination is very large; particularly system dimension or amount of subsystems is large. In order to reduce the number of the used fault combinations, new sufficient LMI conditions for designing such a controller are established by a robust approach, which are fault-free and could be solved directly. Moreover, the fault-tolerant stabilization realized by a mode-independent controller is considered and suitably applied to a practical case without mode information. Finally, a numerical example is used to demonstrate the effectiveness and superiority of the proposed methods.
Gatto, Riccardo
2017-12-01
This article considers the random walk over Rp, with p ≥ 2, where a given particle starts at the origin and moves stepwise with uniformly distributed step directions and step lengths following a common distribution. Step directions and step lengths are independent. The case where the number of steps of the particle is fixed and the more general case where it follows an independent continuous time inhomogeneous counting process are considered. Saddlepoint approximations to the distribution of the distance from the position of the particle to the origin are provided. Despite the p-dimensional nature of the random walk, the computations of the saddlepoint approximations are one-dimensional and thus simple. Explicit formulae are derived with dimension p = 3: for uniformly and exponentially distributed step lengths, for fixed and for Poisson distributed number of steps. In these situations, the high accuracy of the saddlepoint approximations is illustrated by numerical comparisons with Monte Carlo simulation. Contribution to the "Topical Issue: Continuous Time Random Walk Still Trendy: Fifty-year History, Current State and Outlook", edited by Ryszard Kutner and Jaume Masoliver.
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.
Anomalous dispersion in correlated porous media: a coupled continuous time random walk approach
Comolli, Alessandro; Dentz, Marco
2017-09-01
We study the causes of anomalous dispersion in Darcy-scale porous media characterized by spatially heterogeneous hydraulic properties. Spatial variability in hydraulic conductivity leads to spatial variability in the flow properties through Darcy's law and thus impacts on solute and particle transport. We consider purely advective transport in heterogeneity scenarios characterized by broad distributions of heterogeneity length scales and point values. Particle transport is characterized in terms of the stochastic properties of equidistantly sampled Lagrangian velocities, which are determined by the flow and conductivity statistics. The persistence length scales of flow and transport velocities are imprinted in the spatial disorder and reflect the distribution of heterogeneity length scales. Particle transitions over the velocity length scales are kinematically coupled with the transition time through velocity. We show that the average particle motion follows a coupled continuous time random walk (CTRW), which is fully parameterized by the distribution of flow velocities and the medium geometry in terms of the heterogeneity length scales. The coupled CTRW provides a systematic framework for the investigation of the origins of anomalous dispersion in terms of heterogeneity correlation and the distribution of conductivity point values. We derive analytical expressions for the asymptotic scaling of the moments of the spatial particle distribution and first arrival time distribution (FATD), and perform numerical particle tracking simulations of the coupled CTRW to capture the full average transport behavior. Broad distributions of heterogeneity point values and lengths scales may lead to very similar dispersion behaviors in terms of the spatial variance. Their mechanisms, however are very different, which manifests in the distributions of particle positions and arrival times, which plays a central role for the prediction of the fate of dissolved substances in
Fluctuations around equilibrium laws in ergodic continuous-time random walks.
Schulz, Johannes H P; Barkai, Eli
2015-06-01
We study occupation time statistics in ergodic continuous-time random walks. Under thermal detailed balance conditions, the average occupation time is given by the Boltzmann-Gibbs canonical law. But close to the nonergodic phase, the finite-time fluctuations around this mean are large and nontrivial. They exhibit dual time scaling and distribution laws: the infinite density of large fluctuations complements the Lévy-stable density of bulk fluctuations. Neither of the two should be interpreted as a stand-alone limiting law, as each has its own deficiency: the infinite density has an infinite norm (despite particle conservation), while the stable distribution has an infinite variance (although occupation times are bounded). These unphysical divergences are remedied by consistent use and interpretation of both formulas. Interestingly, while the system's canonical equilibrium laws naturally determine the mean occupation time of the ergodic motion, they also control the infinite and Lévy-stable densities of fluctuations. The duality of stable and infinite densities is in fact ubiquitous for these dynamics, as it concerns the time averages of general physical observables.
Backward jump continuous-time random walk: An application to market trading
Gubiec, Tomasz; Kutner, Ryszard
2010-10-01
The backward jump modification of the continuous-time random walk model or the version of the model driven by the negative feedback was herein derived for spatiotemporal continuum in the context of a share price evolution on a stock exchange. In the frame of the model, we described stochastic evolution of a typical share price on a stock exchange with a moderate liquidity within a high-frequency time scale. The model was validated by satisfactory agreement of the theoretical velocity autocorrelation function with its empirical counterpart obtained for the continuous quotation. This agreement is mainly a result of a sharp backward correlation found and considered in this article. This correlation is a reminiscence of such a bid-ask bounce phenomenon where backward price jump has the same or almost the same length as preceding jump. We suggested that this correlation dominated the dynamics of the stock market with moderate liquidity. Although assumptions of the model were inspired by the market high-frequency empirical data, its potential applications extend beyond the financial market, for instance, to the field covered by the Le Chatelier-Braun principle of contrariness.
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.
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
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.
Continuous-time random-walk model for anomalous diffusion in expanding media
Le Vot, F.; Abad, E.; Yuste, S. B.
2017-09-01
Expanding media are typical in many different fields, e.g., in biology and cosmology. In general, a medium expansion (contraction) brings about dramatic changes in the behavior of diffusive transport properties such as the set of positional moments and the Green's function. Here, we focus on the characterization of such effects when the diffusion process is described by the continuous-time random-walk (CTRW) model. As is well known, when the medium is static this model yields anomalous diffusion for a proper choice of the probability density function (pdf) for the jump length and the waiting time, but the behavior may change drastically if a medium expansion is superimposed on the intrinsic random motion of the diffusing particle. For the case where the jump length and the waiting time pdfs are long-tailed, we derive a general bifractional diffusion equation which reduces to a normal diffusion equation in the appropriate limit. We then study some particular cases of interest, including Lévy flights and subdiffusive CTRWs. In the former case, we find an analytical exact solution for the Green's function (propagator). When the expansion is sufficiently fast, the contribution of the diffusive transport becomes irrelevant at long times and the propagator tends to a stationary profile in the comoving reference frame. In contrast, for a contracting medium a competition between the spreading effect of diffusion and the concentrating effect of contraction arises. In the specific case of a subdiffusive CTRW in an exponentially contracting medium, the latter effect prevails for sufficiently long times, and all the particles are eventually localized at a single point in physical space. This "big crunch" effect, totally absent in the case of normal diffusion, stems from inefficient particle spreading due to subdiffusion. We also derive a hierarchy of differential equations for the moments of the transport process described by the subdiffusive CTRW model in an expanding medium
Continuous-time random-walk model for anomalous diffusion in expanding media.
Le Vot, F; Abad, E; Yuste, S B
2017-09-01
Expanding media are typical in many different fields, e.g., in biology and cosmology. In general, a medium expansion (contraction) brings about dramatic changes in the behavior of diffusive transport properties such as the set of positional moments and the Green's function. Here, we focus on the characterization of such effects when the diffusion process is described by the continuous-time random-walk (CTRW) model. As is well known, when the medium is static this model yields anomalous diffusion for a proper choice of the probability density function (pdf) for the jump length and the waiting time, but the behavior may change drastically if a medium expansion is superimposed on the intrinsic random motion of the diffusing particle. For the case where the jump length and the waiting time pdfs are long-tailed, we derive a general bifractional diffusion equation which reduces to a normal diffusion equation in the appropriate limit. We then study some particular cases of interest, including Lévy flights and subdiffusive CTRWs. In the former case, we find an analytical exact solution for the Green's function (propagator). When the expansion is sufficiently fast, the contribution of the diffusive transport becomes irrelevant at long times and the propagator tends to a stationary profile in the comoving reference frame. In contrast, for a contracting medium a competition between the spreading effect of diffusion and the concentrating effect of contraction arises. In the specific case of a subdiffusive CTRW in an exponentially contracting medium, the latter effect prevails for sufficiently long times, and all the particles are eventually localized at a single point in physical space. This "big crunch" effect, totally absent in the case of normal diffusion, stems from inefficient particle spreading due to subdiffusion. We also derive a hierarchy of differential equations for the moments of the transport process described by the subdiffusive CTRW model in an expanding medium
Transport properties of the continuous-time random walk with a long-tailed waiting-time density
International Nuclear Information System (INIS)
Weissman, H.; Havlin, S.; Weiss, G.H.
1989-01-01
The authors derive asymptotic properties of the propagator p(r, t) of a continuous-time random walk (CTRW) in which the waiting time density has the asymptotic form ψ(t) ∼ T α /t α+1 when t >> T and 0 = ∫ 0 ∞ τψ(τ)dτ is finite. One is that the asymptotic behavior of p(0, t) is demonstrated by the waiting time at the origin rather than by the dimension. The second difference is that in the presence of a field p(r, t) no longer remains symmetric around a moving peak. Rather, it is shown that the peak of this probability always occurs at r = 0, and the effect of the field is to break the symmetry that occurs when < ∞. Finally, they calculate similar properties, although in not such great detail, for the case in which the single-step jump probabilities themselves have an infinite mean
A continuous-time random-walk approach to the Cole-Davidson dielectric response of dipolar liquids
DEFF Research Database (Denmark)
Szabat, B.; Langner, K. M.; Klösgen-Buchkremer, Beate Maria
2004-01-01
We show how the Cole-Davidson relaxation response, characteristic of alcoholic systems, can be derived within the framework of the continuous-time random walk (CTRW). Using the random-variable formalism, we indicate that the high-frequency power law of dielectric spectra is determined by the heavy...
A continuous-time random-walk approach to the Cole-Davidson dielectric response of dipolar liquids
DEFF Research Database (Denmark)
Szabat, Bozena; Langner, Karol M.; Klösgen, Beate Maria
2005-01-01
We show how the Cole-Davidson relaxation response, characteristic of alcoholic systems, can be derived within the framework of the continuous-time random walk 4CTRW). Using the random-variable formalism, we indicate that the high-frequency power law of dielectric spectra is determined by the heav...
Continuous time random walk analysis of solute transport in fractured porous media
Energy Technology Data Exchange (ETDEWEB)
Cortis, Andrea; Cortis, Andrea; Birkholzer, Jens
2008-06-01
The objective of this work is to discuss solute transport phenomena in fractured porous media, where the macroscopic transport of contaminants in the highly permeable interconnected fractures can be strongly affected by solute exchange with the porous rock matrix. We are interested in a wide range of rock types, with matrix hydraulic conductivities varying from almost impermeable (e.g., granites) to somewhat permeable (e.g., porous sandstones). In the first case, molecular diffusion is the only transport process causing the transfer of contaminants between the fractures and the matrix blocks. In the second case, additional solute transfer occurs as a result of a combination of advective and dispersive transport mechanisms, with considerable impact on the macroscopic transport behavior. We start our study by conducting numerical tracer experiments employing a discrete (microscopic) representation of fractures and matrix. Using the discrete simulations as a surrogate for the 'correct' transport behavior, we then evaluate the accuracy of macroscopic (continuum) approaches in comparison with the discrete results. However, instead of using dual-continuum models, which are quite often used to account for this type of heterogeneity, we develop a macroscopic model based on the Continuous Time Random Walk (CTRW) framework, which characterizes the interaction between the fractured and porous rock domains by using a probability distribution function of residence times. A parametric study of how CTRW parameters evolve is presented, describing transport as a function of the hydraulic conductivity ratio between fractured and porous domains.
Energy Technology Data Exchange (ETDEWEB)
Geiger, S.; Cortis, A.; Birkholzer, J.T.
2010-04-01
Solute transport in fractured porous media is typically 'non-Fickian'; that is, it is characterized by early breakthrough and long tailing and by nonlinear growth of the Green function-centered second moment. This behavior is due to the effects of (1) multirate diffusion occurring between the highly permeable fracture network and the low-permeability rock matrix, (2) a wide range of advection rates in the fractures and, possibly, the matrix as well, and (3) a range of path lengths. As a consequence, prediction of solute transport processes at the macroscale represents a formidable challenge. Classical dual-porosity (or mobile-immobile) approaches in conjunction with an advection-dispersion equation and macroscopic dispersivity commonly fail to predict breakthrough of fractured porous media accurately. It was recently demonstrated that the continuous time random walk (CTRW) method can be used as a generalized upscaling approach. Here we extend this work and use results from high-resolution finite element-finite volume-based simulations of solute transport in an outcrop analogue of a naturally fractured reservoir to calibrate the CTRW method by extracting a distribution of retention times. This procedure allows us to predict breakthrough at other model locations accurately and to gain significant insight into the nature of the fracture-matrix interaction in naturally fractured porous reservoirs with geologically realistic fracture geometries.
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
Price Formation Modelling by Continuous-Time Random Walk: An Empirical Study
Directory of Open Access Journals (Sweden)
Frédéric Délèze
2015-01-01
Full Text Available Markovian and non-Markovian\tmodels are presented to\tmodel the futures\tmarket price formation.\tWe show that\tthe\twaiting-time\tand\tthe\tsurvival\tprobabilities\thave\ta\tsignificant\timpact\ton\tthe\tprice\tdynamics.\tThis\tstudy tests\tanalytical\tsolutions\tand\tpresent\tnumerical\tresults for the\tprobability\tdensity function\tof the\tcontinuoustime random\twalk\tusing\ttick-by-tick\tquotes\tprices\tfor\tthe\tDAX\t30\tindex\tfutures.
Structure and Randomness of Continuous-Time, Discrete-Event Processes
Marzen, Sarah E.; Crutchfield, James P.
2017-10-01
Loosely speaking, the Shannon entropy rate is used to gauge a stochastic process' intrinsic randomness; the statistical complexity gives the cost of predicting the process. We calculate, for the first time, the entropy rate and statistical complexity of stochastic processes generated by finite unifilar hidden semi-Markov models—memoryful, state-dependent versions of renewal processes. Calculating these quantities requires introducing novel mathematical objects (ɛ -machines of hidden semi-Markov processes) and new information-theoretic methods to stochastic processes.
Directory of Open Access Journals (Sweden)
Haroldo Valetin Ribeiro
2012-03-01
Full Text Available We investigate how it is possible to obtain different diffusive regimes from the Continuous Time Random Walk (CTRW approach performing suitable changes for the waiting time and jumping distributions in order to get two or more regimes for the same diffusive process. We also obtain diffusion-like equations related to these processes and investigate the connection of the results with anomalous diffusion.
The random continued fraction transformation
Kalle, Charlene; Kempton, Tom; Verbitskiy, Evgeny
2017-03-01
We introduce a random dynamical system related to continued fraction expansions. It uses random combinations of the Gauss map and the Rényi (or backwards) continued fraction map. We explore the continued fraction expansions that this system produces, as well as the dynamical properties of the system.
Bijeljic, B.
2008-05-01
This talk will describe and highlight the advantages offered by a methodology that unifies pore network modeling, CTRW theory and experiment in description of solute dispersion in porous media. Solute transport in a porous medium is characterized by the interplay of advection and diffusion (described by Peclet number, Pe) that cause spreading of solute particles. This spreading is traditionally described by dispersion coefficients, D, defined by σ 2 = 2Dt, where σ 2 is the variance of the solute position and t is the time. Using a pore-scale network model based on particle tracking, the rich Peclet- number dependence of dispersion coefficient is predicted from first principles and is shown to compare well with experimental data for restricted diffusion, transition, power-law and mechanical dispersion regimes in the asymptotic limit. In the asymptotic limit D is constant and can be used in an averaged advection-dispersion equation. However, it is highly important to recognize that, until the velocity field is fully sampled, the particle transport is non-Gaussian and D possesses temporal or spatial variation. Furthermore, temporal probability density functions (PDF) of tracer particles are studied in pore networks and an excellent agreement for the spectrum of transition times for particles from pore to pore is obtained between network model results and CTRW theory. Based on the truncated power-law interpretation of PDF-s, the physical origin of the power-law scaling of dispersion coefficient vs. Peclet number has been explained for unconsolidated porous media, sands and a number of sandstones, arriving at the same conclusion from numerical network modelling, analytic CTRW theory and experiment. Future directions for further applications of the methodology presented are discussed in relation to the scale- dependent solute dispersion and reactive transport. Significance of pre-asymptotic dispersion in porous media is addressed from pore-scale upwards and the impact
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
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)
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.
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
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
Michas, Georgios; Vallianatos, Filippos; Karakostas, Vassilios; Papadimitriou, Eleftheria; Sammonds, Peter
2014-05-01
Efpalion aftershock sequence occurred in January 2010, when an M=5.5 earthquake was followed four days later by another strong event (M=5.4) and numerous aftershocks (Karakostas et al., 2012). This activity interrupted a 15 years period of low to moderate earthquake occurrence in Corinth rift, where the last major event was the 1995 Aigion earthquake (M=6.2). Coulomb stress analysis performed in previous studies (Karakostas et al., 2012; Sokos et al., 2012; Ganas et al., 2013) indicated that the second major event and most of the aftershocks were triggered due to stress transfer. The aftershocks production rate decays as a power-law with time according to the modified Omori law (Utsu et al., 1995) with an exponent larger than one for the first four days, while after the occurrence of the second strong event the exponent turns to unity. We consider the earthquake sequence as a point process in time and space and study its spatiotemporal evolution considering a Continuous Time Random Walk (CTRW) model with a joint probability density function of inter-event times and jumps between the successive earthquakes (Metzler and Klafter, 2000). Jump length distribution exhibits finite variance, whereas inter-event times scale as a q-generalized gamma distribution (Michas et al., 2013) with a long power-law tail. These properties are indicative of a subdiffusive process in terms of CTRW. Additionally, the mean square displacement of aftershocks is constant with time after the occurrence of the first event, while it changes to a power-law with exponent close to 0.15 after the second major event, illustrating a slow diffusive process. During the first four days aftershocks cluster around the epicentral area of the second major event, while after that and taking as a reference the second event, the aftershock zone is migrating slowly with time to the west near the epicentral area of the first event. This process is much slower from what would be expected from normal diffusion, a
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...
Short-time dynamics of random-bond Potts ferromagnet with continuous self-dual quenched disorders
Pan, Z. Q.; Ying, H. P.; Gu, D. W.
2001-01-01
We present Monte Carlo simulation results of random-bond Potts ferromagnet with the Olson-Young self-dual distribution of quenched disorders in two-dimensions. By exploring the short-time scaling dynamics, we find universal power-law critical behavior of the magnetization and Binder cumulant at the critical point, and thus obtain estimates of the dynamic exponent $z$ and magnetic exponent $\\eta$, as well as the exponent $\\theta$. Our special attention is paid to the dynamic process for the $q...
A random number generator for continuous random variables
Guerra, V. M.; Tapia, R. A.; Thompson, J. R.
1972-01-01
A FORTRAN 4 routine is given which may be used to generate random observations of a continuous real valued random variable. Normal distribution of F(x), X, E(akimas), and E(linear) is presented in tabular form.
DEFF Research Database (Denmark)
Lauridsen, M M; Mikkelsen, S; Svensson, T
2017-01-01
Background: Minimal hepatic encephalopathy (MHE) is clinically undetectable and the diagnosis requires psychometric tests. However, a lack of clarity exists as to whether the tests are in fact able to detect changes in cognition. Aim: To examine if the continuous reaction time test (CRT) can detect...... changes in cognition with anti-HE intervention in patients with cirrhosis and without clinically manifest hepatic encephalopathy (HE). Methods: Firstly, we conducted a reproducibility analysis and secondly measured change in CRT induced by anti-HE treatment in a randomized controlled pilot study: We...... stratified 44 patients with liver cirrhosis and without clinically manifest HE according to a normal (n = 22) or abnormal (n = 22) CRT. Each stratum was then block randomized to receive multimodal anti-HE intervention (lactulose+branched-chain amino acids+rifaximin) or triple placebos for 3 months...
Pantoni, Camila Bianca Falasco; Di Thommazo-Luporini, Luciana; Mendes, Renata Gonçalves; Caruso, Flávia Cristina Rossi; Mezzalira, Daniel; Arena, Ross; Amaral-Neto, Othon; Catai, Aparecida Maria; Borghi-Silva, Audrey
2016-01-01
Continuous positive airway pressure (CPAP) has been used as an effective support to decrease the negative pulmonary effects of coronary artery bypass graft (CABG) surgery. However, it is unknown whether CPAP can positively influence patients undergoing CABG during exercise. This study evaluated the effectiveness of CPAP on the first day of ambulation after CABG in patients undergoing inpatient cardiac rehabilitation (CR). Fifty-four patients after CABG surgery were randomly assigned to receive either inpatient CR and CPAP (CPG) or standard CR without CPAP (CG). Cardiac rehabilitation included walking and CPAP pressures were set between 10 to 12 cmH2O. Participants were assessed on the first day of walking at rest and during walking. Outcome measures included breathing pattern variables, exercise time in seconds (ETs), dyspnea/leg effort ratings, and peripheral oxygen saturation (SpO2). Twenty-seven patients (13 CPG vs 14 CG) completed the study. Compared with walking without noninvasive ventilation assistance, CPAP increased ETs by 43.4 seconds (P = .040) during walking, promoted better thoracoabdominal coordination, increased ventilation during walking by 12.5 L/min (P = .001), increased SpO2 values at the end of walking by 2.6% (P = .016), and reduced dyspnea ratings by 1 point (P = .008). Continuous positive airway pressure can positively influence exercise tolerance, ventilatory function, and breathing pattern in response to a single bout of exercise after CABG.
Directory of Open Access Journals (Sweden)
Cynthia Firnhaber
Full Text Available The clinical outcomes of short interruptions of PI-based ART regimens remains undefined.A 2-arm non-inferiority trial was conducted on 53 HIV-1 infected South African participants with viral load 450 cells/µl on stavudine (or zidovudine, lamivudine and lopinavir/ritonavir. Subjects were randomized to a sequential 2, 4 and 8-week ART interruptions or b continuous ART (cART. Primary analysis was based on the proportion of CD4 count >350 cells(c/ml over 72 weeks. Adherence, HIV-1 drug resistance, and CD4 count rise over time were analyzed as secondary endpoints.The proportions of CD4 counts >350 cells/µl were 82.12% for the intermittent arm and 93.73 for the cART arm; the difference of 11.95% was above the defined 10% threshold for non-inferiority (upper limit of 97.5% CI, 24.1%; 2-sided CI: -0.16, 23.1. No clinically significant differences in opportunistic infections, adverse events, adherence or viral resistance were noted; after randomization, long-term CD4 rise was observed only in the cART arm.We are unable to conclude that short PI-based ART interruptions are non-inferior to cART in retention of immune reconstitution; however, short interruptions did not lead to a greater rate of resistance mutations or adverse events than cART suggesting that this regimen may be more forgiving than NNRTIs if interruptions in therapy occur.ClinicalTrials.gov NCT00100646.
DEFF Research Database (Denmark)
Cordua, S; Secher, A L; Ringholm, L
2013-01-01
To explore whether real-time continuous glucose monitoring during labour and delivery supplementary to hourly self-monitored plasma glucose in women with Type 1 diabetes reduces the prevalence of neonatal hypoglycaemia.......To explore whether real-time continuous glucose monitoring during labour and delivery supplementary to hourly self-monitored plasma glucose in women with Type 1 diabetes reduces the prevalence of neonatal hypoglycaemia....
Benford's law and continuous dependent random variables
Becker, Thealexa; Burt, David; Corcoran, Taylor C.; Greaves-Tunnell, Alec; Iafrate, Joseph R.; Jing, Joy; Miller, Steven J.; Porfilio, Jaclyn D.; Ronan, Ryan; Samranvedhya, Jirapat; Strauch, Frederick W.; Talbut, Blaine
2018-01-01
Many mathematical, man-made and natural systems exhibit a leading-digit bias, where a first digit (base 10) of 1 occurs not 11% of the time, as one would expect if all digits were equally likely, but rather 30%. This phenomenon is known as Benford's Law. Analyzing which datasets adhere to Benford's Law and how quickly Benford behavior sets in are the two most important problems in the field. Most previous work studied systems of independent random variables, and relied on the independence in their analyses. Inspired by natural processes such as particle decay, we study the dependent random variables that emerge from models of decomposition of conserved quantities. We prove that in many instances the distribution of lengths of the resulting pieces converges to Benford behavior as the number of divisions grow, and give several conjectures for other fragmentation processes. The main difficulty is that the resulting random variables are dependent. We handle this by using tools from Fourier analysis and irrationality exponents to obtain quantified convergence rates as well as introducing and developing techniques to measure and control the dependencies. The construction of these tools is one of the major motivations of this work, as our approach can be applied to many other dependent systems. As an example, we show that the n ! entries in the determinant expansions of n × n matrices with entries independently drawn from nice random variables converges to Benford's Law.
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...
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...
Randomized trial of intermittent or continuous amnioinfusion for variable decelerations.
Rinehart, B K; Terrone, D A; Barrow, J H; Isler, C M; Barrilleaux, P S; Roberts, W E
2000-10-01
To determine whether continuous or intermittent bolus amnioinfusion is more effective in relieving variable decelerations. Patients with repetitive variable decelerations were randomized to an intermittent bolus or continuous amnioinfusion. The intermittent bolus infusion group received boluses of 500 mL of normal saline, each over 30 minutes, with boluses repeated if variable decelerations recurred. The continuous infusion group received a bolus infusion of 500 mL of normal saline over 30 minutes and then 3 mL per minute until delivery occurred. The ability of the amnioinfusion to abolish variable decelerations was analyzed, as were maternal demographic and pregnancy outcome variables. Power analysis indicated that 64 patients would be required. Thirty-five patients were randomized to intermittent infusion and 30 to continuous infusion. There were no differences between groups in terms of maternal demographics, gestational age, delivery mode, neonatal outcome, median time to resolution of variable decelerations, or the number of times variable decelerations recurred. The median volume infused in the intermittent infusion group (500 mL) was significantly less than that in the continuous infusion group (905 mL, P =.003). Intermittent bolus amnioinfusion is as effective as continuous infusion in relieving variable decelerations in labor. Further investigation is necessary to determine whether either of these techniques is associated with increased occurrence of rare complications such as cord prolapse or uterine rupture.
Cover times of random searches
Chupeau, Marie; Bénichou, Olivier; Voituriez, Raphaël
2015-10-01
How long must one undertake a random search to visit all sites of a given domain? This time, known as the cover time, is a key observable to quantify the efficiency of exhaustive searches, which require a complete exploration of an area and not only the discovery of a single target. Examples range from immune-system cells chasing pathogens to animals harvesting resources, from robotic exploration for cleaning or demining to the task of improving search algorithms. Despite its broad relevance, the cover time has remained elusive and so far explicit results have been scarce and mostly limited to regular random walks. Here we determine the full distribution of the cover time for a broad range of random search processes, including Lévy strategies, intermittent strategies, persistent random walks and random walks on complex networks, and reveal its universal features. We show that for all these examples the mean cover time can be minimized, and that the corresponding optimal strategies also minimize the mean search time for a single target, unambiguously pointing towards their robustness.
Mapping of uncertainty relations between continuous and discrete time.
Chiuchiù, Davide; Pigolotti, Simone
2018-03-01
Lower bounds on fluctuations of thermodynamic currents depend on the nature of time, discrete or continuous. To understand the physical reason, we compare current fluctuations in discrete-time Markov chains and continuous-time master equations. We prove that current fluctuations in the master equations are always more likely, due to random timings of transitions. This comparison leads to a mapping of the moments of a current between discrete and continuous time. We exploit this mapping to obtain uncertainty bounds. Our results reduce the quests for uncertainty bounds in discrete and continuous time to a single problem.
Bijeljic, B.; Blunt, M. J.; Rhodes, M. E.
2009-04-01
This talk will describe and highlight the advantages offered by a novel methodology that unifies pore network modeling, CTRW theory and experiment in description of solute dispersion in porous media. Solute transport in a porous medium is characterized by the interplay of advection and diffusion (described by Peclet number, Pe) that cause dispersion of solute particles. Dispersion is traditionally described by dispersion coefficients, D, that are commonly calculated from the spatial moments of the plume. Using a pore-scale network model based on particle tracking, the rich Peclet-number dependence of dispersion coefficient is predicted from first principles and is shown to compare well with experimental data for restricted diffusion, transition, power-law and mechanical dispersion regimes in the asymptotic limit. In the asymptotic limit D is constant and can be used in an averaged advection-dispersion equation. However, it is highly important to recognize that, until the velocity field is fully sampled, the particle transport is non-Gaussian and D possesses temporal or spatial variation. Furthermore, temporal probability density functions (PDF) of tracer particles are studied in pore networks and an excellent agreement for the spectrum of transition times for particles from pore to pore is obtained between network model results and CTRW theory. Based on the truncated power-law interpretation of PDF-s, the physical origin of the power-law scaling of dispersion coefficient vs. Peclet number has been explained for unconsolidated porous media, sands and a number of sandstones, arriving at the same conclusion from numerical network modelling, analytic CTRW theory and experiment. The length traveled by solute plumes before Gaussian behaviour is reached increases with an increase in heterogeneity and/or Pe. This opens up the question on the nature of dispersion in natural systems where the heterogeneities at the larger scales will significantly increase the range of
Continuity of Integrated Density of States - Independent Randomness
Indian Academy of Sciences (India)
In this paper we discuss the continuity properties of the integrated density of states for random models based on that of the single site distribution. Our results are valid for models with independent randomness with arbitrary free parts. In particular in the case of the Anderson type models (with stationary, growing, decaying ...
Continuity of Local Time: An applied perspective
Ramirez, Jorge M.; Waymire, Edward C.; Thomann, Enrique A.
2015-01-01
Continuity of local time for Brownian motion ranks among the most notable mathematical results in the theory of stochastic processes. This article addresses its implications from the point of view of applications. In particular an extension of previous results on an explicit role of continuity of (natural) local time is obtained for applications to recent classes of problems in physics, biology and finance involving discontinuities in a dispersion coefficient. The main theorem and its corolla...
Parameter Estimation in Continuous Time Domain
Directory of Open Access Journals (Sweden)
Gabriela M. ATANASIU
2016-12-01
Full Text Available This paper will aim to presents the applications of a continuous-time parameter estimation method for estimating structural parameters of a real bridge structure. For the purpose of illustrating this method two case studies of a bridge pile located in a highly seismic risk area are considered, for which the structural parameters for the mass, damping and stiffness are estimated. The estimation process is followed by the validation of the analytical results and comparison with them to the measurement data. Further benefits and applications for the continuous-time parameter estimation method in civil engineering are presented in the final part of this paper.
Optimal Preventive Bank Supervision: Combining Random Audits and Continuous Intervention
Mohamed Belhaj; Nataliya Klimenko
2012-01-01
Early regulator interventions into problem banks are one of the key suggestions of Basel II. However, no guidance is given on their design. To fill this gap, we outline an incentive-based preventive supervision strategy that eliminates bad asset management in banks. Two supervision techniques are combined: continuous regulator intervention and random audits. Random audit technologies differ as to quality and cost. Our design ensures good management without excessive supervision costs, through...
Ilany, Jacob; Bhandari, Hamad; Nabriski, Dan; Toledano, Yoel; Konvalina, Noa; Cohen, Ohad
2018-05-01
To evaluate the glycaemic control achieved by prandial once-daily insulin glulisine injection timing adjustment, based on a continuous glucose monitoring sensor, in comparison to once-daily insulin glulisine injection before breakfast in patients with type 2 diabetes who are uncontrolled with once-daily basal insulin glargine. This was a 24-week open-label, randomized, controlled, multicentre trial. At the end of an 8-week period of basal insulin optimization, patients with HbA1c ≥ 7.5% and FPG sensor) or arm B (sensor) to receive 16-week intensified prandial glulisine treatment. Patients in arm A received pre-breakfast glulisine, and patients in arm B received glulisine before the meal with the highest glucose elevation based on sensor data. The primary outcome was mean HbA1c at week 24 and secondary outcomes included rates of hypoglycaemic events and insulin dosage. A total of 121 patients were randomized to arm A (n = 61) or arm B (n = 60). There was no difference in mean HbA1c at week 24 between arms A and B (8.5% ± 1.2% vs 8.4% ± 1.0%; P = .66). The prandial insulin glulisine dosage for arm A and arm B was 9.3 and 10.1 units, respectively (P = .39). The frequency of hypoglycaemic events did not differ between study arms (36.1% vs 51.7%; P = .08). Using a CGM sensor to identify the meal with the highest glucose excursion and adjusting the timing of prandial insulin treatment did not show any advantage in terms of glycaemic control or safety in our patients. © 2018 The Authors. Diabetes, Obesity and Metabolism published by John Wiley & Sons Ltd.
Time, physics, and the paradoxes of continuity
Steinberg, D A
2003-01-01
A recent article in this journal proposes a radical reformulation of classical and quantum dynamics based on a perceived deficiency in current definitions of time. The argument is incorrect but the errors highlight aspects of the foundations of mathematics and physics that are commonly confused and misunderstood. For this reason, the article provides an important and heuristic opportunity to reexamine the types of time and non-standard analysis. This paper will discuss the differences between physical time and experiential time and explain how an expanded system of real analysis containing infinitesimals can resolve the paradoxes of continuity without sacrificing the modern edifice of mathematical physics.
Continuous Time Dynamic Contraflow Models and Algorithms
Directory of Open Access Journals (Sweden)
Urmila Pyakurel
2016-01-01
Full Text Available The research on evacuation planning problem is promoted by the very challenging emergency issues due to large scale natural or man-created disasters. It is the process of shifting the maximum number of evacuees from the disastrous areas to the safe destinations as quickly and efficiently as possible. Contraflow is a widely accepted model for good solution of evacuation planning problem. It increases the outbound road capacity by reversing the direction of roads towards the safe destination. The continuous dynamic contraflow problem sends the maximum number of flow as a flow rate from the source to the sink in every moment of time unit. We propose the mathematical model for the continuous dynamic contraflow problem. We present efficient algorithms to solve the maximum continuous dynamic contraflow and quickest continuous contraflow problems on single source single sink arbitrary networks and continuous earliest arrival contraflow problem on single source single sink series-parallel networks with undefined supply and demand. We also introduce an approximation solution for continuous earliest arrival contraflow problem on two-terminal arbitrary networks.
a Continuous-Time Positive Linear System
Directory of Open Access Journals (Sweden)
Kyungsup Kim
2013-01-01
Full Text Available This paper discusses a computational method to construct positive realizations with sparse matrices for continuous-time positive linear systems with multiple complex poles. To construct a positive realization of a continuous-time system, we use a Markov sequence similar to the impulse response sequence that is used in the discrete-time case. The existence of the proposed positive realization can be analyzed with the concept of a polyhedral convex cone. We provide a constructive algorithm to compute positive realizations with sparse matrices of some positive systems under certain conditions. A sufficient condition for the existence of a positive realization, under which the proposed constructive algorithm works well, is analyzed.
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
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
Language Emptiness of Continuous-Time Parametric Timed Automata
DEFF Research Database (Denmark)
Benes, Nikola; Bezdek, Peter; Larsen, Kim Guldstrand
2015-01-01
Parametric timed automata extend the standard timed automata with the possibility to use parameters in the clock guards. In general, if the parameters are real-valued, the problem of language emptiness of such automata is undecidable even for various restricted subclasses. We thus focus on the case...... where parameters are assumed to be integer-valued, while the time still remains continuous. On the one hand, we show that the problem remains undecidable for parametric timed automata with three clocks and one parameter. On the other hand, for the case with arbitrary many clocks where only one......-time semantics only. To the best of our knowledge, this is the first positive result in the case of continuous-time and unbounded integer parameters, except for the rather simple case of single-clock automata....
Expectation propagation for continuous time stochastic processes
International Nuclear Information System (INIS)
Cseke, Botond; Schnoerr, David; Sanguinetti, Guido; Opper, Manfred
2016-01-01
We consider the inverse problem of reconstructing the posterior measure over the trajectories of a diffusion process from discrete time observations and continuous time constraints. We cast the problem in a Bayesian framework and derive approximations to the posterior distributions of single time marginals using variational approximate inference, giving rise to an expectation propagation type algorithm. For non-linear diffusion processes, this is achieved by leveraging moment closure approximations. We then show how the approximation can be extended to a wide class of discrete-state Markov jump processes by making use of the chemical Langevin equation. Our empirical results show that the proposed method is computationally efficient and provides good approximations for these classes of inverse problems. (paper)
A continuous time Cournot duopoly with delays
International Nuclear Information System (INIS)
Gori, Luca; Guerrini, Luca; Sodini, Mauro
2015-01-01
This paper extends the classical repeated duopoly model with quantity-setting firms of Bischi et al. (1998) by assuming that production of goods is subject to some gestation lags but exchanges take place continuously in the market. The model is expressed in the form of differential equations with discrete delays. By using some recent mathematical techniques and numerical experiments, results show some dynamic phenomena that cannot be observed when delays are absent. In addition, depending on the extent of time delays and inertia, synchronisation failure can arise even in the event of homogeneous firms.
Continuous state branching processes in random environment: The Brownian case
Palau, Sandra; Pardo, Juan Carlos
2015-01-01
We consider continuous state branching processes that are perturbed by a Brownian motion. These processes are constructed as the unique strong solution of a stochastic differential equation. The long-term extinction and explosion behaviours are studied. In the stable case, the extinction and explosion probabilities are given explicitly. We find three regimes for the asymptotic behaviour of the explosion probability and, as in the case of branching processes in random environment, we find five...
A stochastic surplus production model in continuous time
DEFF Research Database (Denmark)
Pedersen, Martin Wæver; Berg, Casper Willestofte
2017-01-01
surplus production model in continuous time (SPiCT), which in addition to stock dynamics also models the dynamics of the fisheries. This enables error in the catch process to be reflected in the uncertainty of estimated model parameters and management quantities. Benefits of the continuous-time state......Surplus production modelling has a long history as a method for managing data-limited fish stocks. Recent advancements have cast surplus production models as state-space models that separate random variability of stock dynamics from error in observed indices of biomass. We present a stochastic......-space model formulation include the ability to provide estimates of exploitable biomass and fishing mortality at any point in time from data sampled at arbitrary and possibly irregular intervals. We show in a simulation that the ability to analyse subannual data can increase the effective sample size...
Discrete time and continuous time dynamic mean-variance analysis
Reiss, Ariane
1999-01-01
Contrary to static mean-variance analysis, very few papers have dealt with dynamic mean-variance analysis. Here, the mean-variance efficient self-financing portfolio strategy is derived for n risky assets in discrete and continuous time. In the discrete setting, the resulting portfolio is mean-variance efficient in a dynamic sense. It is shown that the optimal strategy for n risky assets may be dominated if the expected terminal wealth is constrained to exactly attain a certain goal instead o...
Growth of preferential attachment random graphs via continuous ...
Indian Academy of Sciences (India)
Preferential attachment processes have a long history dating back at least to Yule ... We remark that some connections to branching and continuous-time Markov ..... convenience, we provide a short proof of Lemma 2.1 in the general form in ...
Continuous equilibrium scores: factoring in the time before a fall.
Wood, Scott J; Reschke, Millard F; Owen Black, F
2012-07-01
The equilibrium (EQ) score commonly used in computerized dynamic posturography is normalized between 0 and 100, with falls assigned a score of 0. The resulting mixed discrete-continuous distribution limits certain statistical analyses and treats all trials with falls equally. We propose a simple modification of the formula in which peak-to-peak sway data from trials with falls is scaled according the percent of the trial completed to derive a continuous equilibrium (cEQ) score. The cEQ scores for trials without falls remain unchanged from the original methodology. The cEQ factors in the time before a fall and results in a continuous variable retaining the central tendencies of the original EQ distribution. A random set of 5315 Sensory Organization Test trials were pooled that included 81 falls. A comparison of the original and cEQ distributions and their rank ordering demonstrated that trials with falls continue to constitute the lower range of scores with the cEQ methodology. The area under the receiver operating characteristic curve (0.997) demonstrates that the cEQ retained near-perfect discrimination between trials with and without falls. We conclude that the cEQ score provides the ability to discriminate between ballistic falls from falls that occur later in the trial. This approach of incorporating time and sway magnitude can be easily extended to enhance other balance tests that include fall data or incomplete trials. Copyright © 2012 Elsevier B.V. All rights reserved.
Pure Absolutely Continuous Spectrum for Random Operators on $l^2(Z^d)$ at Low Disorder
Grinshpun, V
2006-01-01
Absence of singular continuous component, with probability one, in the spectra of random perturbations of multidimensional finite-difference Hamiltonians, is for the first time rigorously established under certain conditions ensuring either absence of point component, or absence of absolutely continuous component in the corresponding regions of spectra. The main technical tool involved is the rank-one perturbation theory of singular spectra. The respective new result (the non-mixing property) is applied to establish existence and bounds of the (non-empty) pure absolutely continuous component in the spectrum of the Anderson model with bounded random potential in dimension d=2 at low disorder (similar proof holds for d>4). The new result implies, via the trace-class perturbation analysis, Anderson model with the unbounded random potential having only pure point spectrum (complete system of localized wave-functions) with probability one in arbitrary dimension. The basic idea is to establish absence of the mixed,...
Palm theory for random time changes
Directory of Open Access Journals (Sweden)
Masakiyo Miyazawa
2001-01-01
Full Text Available Palm distributions are basic tools when studying stationarity in the context of point processes, queueing systems, fluid queues or random measures. The framework varies with the random phenomenon of interest, but usually a one-dimensional group of measure-preserving shifts is the starting point. In the present paper, by alternatively using a framework involving random time changes (RTCs and a two-dimensional family of shifts, we are able to characterize all of the above systems in a single framework. Moreover, this leads to what we call the detailed Palm distribution (DPD which is stationary with respect to a certain group of shifts. The DPD has a very natural interpretation as the distribution seen at a randomly chosen position on the extended graph of the RTC, and satisfies a general duality criterion: the DPD of the DPD gives the underlying probability P in return.
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....
Compositions, Random Sums and Continued Random Fractions of Poisson and Fractional Poisson Processes
Orsingher, Enzo; Polito, Federico
2012-08-01
In this paper we consider the relation between random sums and compositions of different processes. In particular, for independent Poisson processes N α ( t), N β ( t), t>0, we have that N_{α}(N_{β}(t)) stackrel{d}{=} sum_{j=1}^{N_{β}(t)} Xj, where the X j s are Poisson random variables. We present a series of similar cases, where the outer process is Poisson with different inner processes. We highlight generalisations of these results where the external process is infinitely divisible. A section of the paper concerns compositions of the form N_{α}(tauk^{ν}), ν∈(0,1], where tauk^{ν} is the inverse of the fractional Poisson process, and we show how these compositions can be represented as random sums. Furthermore we study compositions of the form Θ( N( t)), t>0, which can be represented as random products. The last section is devoted to studying continued fractions of Cauchy random variables with a Poisson number of levels. We evaluate the exact distribution and derive the scale parameter in terms of ratios of Fibonacci numbers.
Remembering the time: a continuous clock.
Lewis, Penelope A; Miall, R Chris
2006-09-01
The neural mechanisms for time measurement are currently a subject of much debate. This article argues that our brains can measure time using the same dorsolateral prefrontal cells that are known to be involved in working memory. Evidence for this is: (1) the dorsolateral prefrontal cortex is integral to both cognitive timing and working memory; (2) both behavioural processes are modulated by dopamine and disrupted by manipulation of dopaminergic projections to the dorsolateral prefrontal cortex; (3) the neurons in question ramp their activity in a temporally predictable way during both types of processing; and (4) this ramping activity is modulated by dopamine. The dual involvement of these prefrontal neurons in working memory and cognitive timing supports a view of the prefrontal cortex as a multipurpose processor recruited by a wide variety of tasks.
Continuous-time model of structural balance.
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.
Statistical analysis of random duration times
International Nuclear Information System (INIS)
Engelhardt, M.E.
1996-04-01
This report presents basic statistical methods for analyzing data obtained by observing random time durations. It gives nonparametric estimates of the cumulative distribution function, reliability function and cumulative hazard function. These results can be applied with either complete or censored data. Several models which are commonly used with time data are discussed, and methods for model checking and goodness-of-fit tests are discussed. Maximum likelihood estimates and confidence limits are given for the various models considered. Some results for situations where repeated durations such as repairable systems are also discussed
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)
Continuity of integrated density of states – independent randomness
Indian Academy of Sciences (India)
Abstract. In this paper we discuss the continuity properties of the integrated density ... Density of states; Wegner estimate; Hölder continuous. 1. Introduction ..... and inverse spectral theory (Goa, 2000), Proc. Indian Acad. Sci. (Math. Sci.) 112(1).
Time scale of random sequential adsorption.
Erban, Radek; Chapman, S Jonathan
2007-04-01
A simple multiscale approach to the diffusion-driven adsorption from a solution to a solid surface is presented. The model combines two important features of the adsorption process: (i) The kinetics of the chemical reaction between adsorbing molecules and the surface and (ii) geometrical constraints on the surface made by molecules which are already adsorbed. The process (i) is modeled in a diffusion-driven context, i.e., the conditional probability of adsorbing a molecule provided that the molecule hits the surface is related to the macroscopic surface reaction rate. The geometrical constraint (ii) is modeled using random sequential adsorption (RSA), which is the sequential addition of molecules at random positions on a surface; one attempt to attach a molecule is made per one RSA simulation time step. By coupling RSA with the diffusion of molecules in the solution above the surface the RSA simulation time step is related to the real physical time. The method is illustrated on a model of chemisorption of reactive polymers to a virus surface.
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.
Chaos and unpredictability in evolution of cooperation in continuous time
You, Taekho; Kwon, Minji; Jo, Hang-Hyun; Jung, Woo-Sung; Baek, Seung Ki
2017-12-01
Cooperators benefit others with paying costs. Evolution of cooperation crucially depends on the cost-benefit ratio of cooperation, denoted as c . In this work, we investigate the infinitely repeated prisoner's dilemma for various values of c with four of the representative memory-one strategies, i.e., unconditional cooperation, unconditional defection, tit-for-tat, and win-stay-lose-shift. We consider replicator dynamics which deterministically describes how the fraction of each strategy evolves over time in an infinite-sized well-mixed population in the presence of implementation error and mutation among the four strategies. Our finding is that this three-dimensional continuous-time dynamics exhibits chaos through a bifurcation sequence similar to that of a logistic map as c varies. If mutation occurs with rate μ ≪1 , the position of the bifurcation sequence on the c axis is numerically found to scale as μ0.1, and such sensitivity to μ suggests that mutation may have nonperturbative effects on evolutionary paths. It demonstrates how the microscopic randomness of the mutation process can be amplified to macroscopic unpredictability by evolutionary dynamics.
Model checking conditional CSL for continuous-time Markov chains
DEFF Research Database (Denmark)
Gao, Yang; Xu, Ming; Zhan, Naijun
2013-01-01
In this paper, we consider the model-checking problem of continuous-time Markov chains (CTMCs) with respect to conditional logic. To the end, we extend Continuous Stochastic Logic introduced in Aziz et al. (2000) [1] to Conditional Continuous Stochastic Logic (CCSL) by introducing a conditional...
Continuous Time Structural Equation Modeling with R Package ctsem
Directory of Open Access Journals (Sweden)
Charles C. Driver
2017-04-01
Full Text Available We introduce ctsem, an R package for continuous time structural equation modeling of panel (N > 1 and time series (N = 1 data, using full information maximum likelihood. Most dynamic models (e.g., cross-lagged panel models in the social and behavioural sciences are discrete time models. An assumption of discrete time models is that time intervals between measurements are equal, and that all subjects were assessed at the same intervals. Violations of this assumption are often ignored due to the difficulty of accounting for varying time intervals, therefore parameter estimates can be biased and the time course of effects becomes ambiguous. By using stochastic differential equations to estimate an underlying continuous process, continuous time models allow for any pattern of measurement occasions. By interfacing to OpenMx, ctsem combines the flexible specification of structural equation models with the enhanced data gathering opportunities and improved estimation of continuous time models. ctsem can estimate relationships over time for multiple latent processes, measured by multiple noisy indicators with varying time intervals between observations. Within and between effects are estimated simultaneously by modeling both observed covariates and unobserved heterogeneity. Exogenous shocks with different shapes, group differences, higher order diffusion effects and oscillating processes can all be simply modeled. We first introduce and define continuous time models, then show how to specify and estimate a range of continuous time models using ctsem.
A continuous-time control model on production planning network ...
African Journals Online (AJOL)
A continuous-time control model on production planning network. DEA Omorogbe, MIU Okunsebor. Abstract. In this paper, we give a slightly detailed review of Graves and Hollywood model on constant inventory tactical planning model for a job shop. The limitations of this model are pointed out and a continuous time ...
Continuous Time Modeling of the Cross-Lagged Panel Design
Oud, J.H.L.
2002-01-01
Since Newton (1642-1727) continuous time modeling by means of differential equations is the standard approach of dynamic phenomena in natural science. It is argued that most processes in behavioral science also unfold in continuous time and should be analyzed accordingly. After dealing with the
Adaptive importance sampling of random walks on continuous state spaces
International Nuclear Information System (INIS)
Baggerly, K.; Cox, D.; Picard, R.
1998-01-01
The authors consider adaptive importance sampling for a random walk with scoring in a general state space. Conditions under which exponential convergence occurs to the zero-variance solution are reviewed. These results generalize previous work for finite, discrete state spaces in Kollman (1993) and in Kollman, Baggerly, Cox, and Picard (1996). This paper is intended for nonstatisticians and includes considerable explanatory material
Derrida's Generalized Random Energy models; 4, Continuous state branching and coalescents
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.
Pritikin, Joshua N; Brick, Timothy R; Neale, Michael C
2018-04-01
A novel method for the maximum likelihood estimation of structural equation models (SEM) with both ordinal and continuous indicators is introduced using a flexible multivariate probit model for the ordinal indicators. A full information approach ensures unbiased estimates for data missing at random. Exceeding the capability of prior methods, up to 13 ordinal variables can be included before integration time increases beyond 1 s per row. The method relies on the axiom of conditional probability to split apart the distribution of continuous and ordinal variables. Due to the symmetry of the axiom, two similar methods are available. A simulation study provides evidence that the two similar approaches offer equal accuracy. A further simulation is used to develop a heuristic to automatically select the most computationally efficient approach. Joint ordinal continuous SEM is implemented in OpenMx, free and open-source software.
Inverse Ising problem in continuous time: A latent variable approach
Donner, Christian; Opper, Manfred
2017-12-01
We consider the inverse Ising problem: the inference of network couplings from observed spin trajectories for a model with continuous time Glauber dynamics. By introducing two sets of auxiliary latent random variables we render the likelihood into a form which allows for simple iterative inference algorithms with analytical updates. The variables are (1) Poisson variables to linearize an exponential term which is typical for point process likelihoods and (2) Pólya-Gamma variables, which make the likelihood quadratic in the coupling parameters. Using the augmented likelihood, we derive an expectation-maximization (EM) algorithm to obtain the maximum likelihood estimate of network parameters. Using a third set of latent variables we extend the EM algorithm to sparse couplings via L1 regularization. Finally, we develop an efficient approximate Bayesian inference algorithm using a variational approach. We demonstrate the performance of our algorithms on data simulated from an Ising model. For data which are simulated from a more biologically plausible network with spiking neurons, we show that the Ising model captures well the low order statistics of the data and how the Ising couplings are related to the underlying synaptic structure of the simulated network.
Stability of continuous-time quantum filters with measurement imperfections
Amini, H.; Pellegrini, C.; Rouchon, P.
2014-07-01
The fidelity between the state of a continuously observed quantum system and the state of its associated quantum filter, is shown to be always a submartingale. The observed system is assumed to be governed by a continuous-time Stochastic Master Equation (SME), driven simultaneously by Wiener and Poisson processes and that takes into account incompleteness and errors in measurements. This stability result is the continuous-time counterpart of a similar stability result already established for discrete-time quantum systems and where the measurement imperfections are modelled by a left stochastic matrix.
Integral-Value Models for Outcomes over Continuous Time
DEFF Research Database (Denmark)
Harvey, Charles M.; Østerdal, Lars Peter
Models of preferences between outcomes over continuous time are important for individual, corporate, and social decision making, e.g., medical treatment, infrastructure development, and environmental regulation. This paper presents a foundation for such models. It shows that conditions on prefere...... on preferences between real- or vector-valued outcomes over continuous time are satisfied if and only if the preferences are represented by a value function having an integral form......Models of preferences between outcomes over continuous time are important for individual, corporate, and social decision making, e.g., medical treatment, infrastructure development, and environmental regulation. This paper presents a foundation for such models. It shows that conditions...
Optimal redundant systems for works with random processing time
International Nuclear Information System (INIS)
Chen, M.; Nakagawa, T.
2013-01-01
This paper studies the optimal redundant policies for a manufacturing system processing jobs with random working times. The redundant units of the parallel systems and standby systems are subject to stochastic failures during the continuous production process. First, a job consisting of only one work is considered for both redundant systems and the expected cost functions are obtained. Next, each redundant system with a random number of units is assumed for a single work. The expected cost functions and the optimal expected numbers of units are derived for redundant systems. Subsequently, the production processes of N tandem works are introduced for parallel and standby systems, and the expected cost functions are also summarized. Finally, the number of works is estimated by a Poisson distribution for the parallel and standby systems. Numerical examples are given to demonstrate the optimization problems of redundant systems
Continuous-time Markov decision processes theory and applications
Guo, Xianping
2009-01-01
This volume provides the first book entirely devoted to recent developments on the theory and applications of continuous-time Markov decision processes (MDPs). The MDPs presented here include most of the cases that arise in applications.
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)
Sarayani, Amir; Naderi-Behdani, Fahimeh; Hadavand, Naser; Javadi, Mohammadreza; Farsad, Fariborz; Hadjibabaie, Molouk; Gholami, Kheirollah
2015-01-01
Nurses' insufficient knowledge of adverse drug reactions is reported as a barrier to spontaneous reporting. Therefore, CE meetings could be utilized to enhance nurses' competencies. In a 3-armed randomized controlled trial, 496 nurses, working in a tertiary medical center, were randomly allocated to a didactic lecture, brainstorming workshop, or the control group (delayed education). Similar instructors (2 clinical pharmacists) prepared and delivered the educational content to all 3 groups. Outcomes were declarative/procedural knowledge (primary outcome), participation rate, and satisfaction. Knowledge was evaluated using a validated researcher-made questionnaire in 3 time points: immediately before, immediately after, and 3 months after each session. Participants' satisfaction was assessed immediately after each meeting via a standard tool. Data were analyzed using appropriate parametric and nonparametric tests. Rate of participation was 37.7% for the lecture group and 47.5% for the workshop group. The workshop participants were significantly more satisfied in comparison with the lecture group (p techniques. © 2015 The Alliance for Continuing Education in the Health Professions, the Society for Academic Continuing Medical Education, and the Council on Continuing Medical Education, Association for Hospital Medical Education.
On Transaction-Cost Models in Continuous-Time Markets
Directory of Open Access Journals (Sweden)
Thomas Poufinas
2015-04-01
Full Text Available Transaction-cost models in continuous-time markets are considered. Given that investors decide to buy or sell at certain time instants, we study the existence of trading strategies that reach a certain final wealth level in continuous-time markets, under the assumption that transaction costs, built in certain recommended ways, have to be paid. Markets prove to behave in manners that resemble those of complete ones for a wide variety of transaction-cost types. The results are important, but not exclusively, for the pricing of options with transaction costs.
Continuous time modeling of panel data by means of SEM
Oud, J.H.L.; Delsing, M.J.M.H.; Montfort, C.A.G.M.; Oud, J.H.L.; Satorra, A.
2010-01-01
After a brief history of continuous time modeling and its implementation in panel analysis by means of structural equation modeling (SEM), the problems of discrete time modeling are discussed in detail. This is done by means of the popular cross-lagged panel design. Next, the exact discrete model
Identification of continuous-time systems from samples of input ...
Indian Academy of Sciences (India)
Abstract. This paper presents an introductory survey of the methods that have been developed for identification of continuous-time systems from samples of input±output data. The two basic approaches may be described as (i) the indirect method, where first a discrete-time model is estimated from the sampled data and then ...
A continuous-time/discrete-time mixed audio-band sigma delta ADC
International Nuclear Information System (INIS)
Liu Yan; Hua Siliang; Wang Donghui; Hou Chaohuan
2011-01-01
This paper introduces a mixed continuous-time/discrete-time, single-loop, fourth-order, 4-bit audio-band sigma delta ADC that combines the benefits of continuous-time and discrete-time circuits, while mitigating the challenges associated with continuous-time design. Measurement results show that the peak SNR of this ADC reaches 100 dB and the total power consumption is less than 30 mW. (semiconductor integrated circuits)
Pseudo-Hermitian continuous-time quantum walks
Energy Technology Data Exchange (ETDEWEB)
Salimi, S; Sorouri, A, E-mail: shsalimi@uok.ac.i, E-mail: a.sorouri@uok.ac.i [Department of Physics, University of Kurdistan, PO Box 66177-15175, Sanandaj (Iran, Islamic Republic of)
2010-07-09
In this paper we present a model exhibiting a new type of continuous-time quantum walk (as a quantum-mechanical transport process) on networks, which is described by a non-Hermitian Hamiltonian possessing a real spectrum. We call it pseudo-Hermitian continuous-time quantum walk. We introduce a method to obtain the probability distribution of walk on any vertex and then study a specific system. We observe that the probability distribution on certain vertices increases compared to that of the Hermitian case. This formalism makes the transport process faster and can be useful for search algorithms.
Record statistics of a strongly correlated time series: random walks and Lévy flights
Godrèche, Claude; Majumdar, Satya N.; Schehr, Grégory
2017-08-01
We review recent advances on the record statistics of strongly correlated time series, whose entries denote the positions of a random walk or a Lévy flight on a line. After a brief survey of the theory of records for independent and identically distributed random variables, we focus on random walks. During the last few years, it was indeed realized that random walks are a very useful ‘laboratory’ to test the effects of correlations on the record statistics. We start with the simple one-dimensional random walk with symmetric jumps (both continuous and discrete) and discuss in detail the statistics of the number of records, as well as of the ages of the records, i.e. the lapses of time between two successive record breaking events. Then we review the results that were obtained for a wide variety of random walk models, including random walks with a linear drift, continuous time random walks, constrained random walks (like the random walk bridge) and the case of multiple independent random walkers. Finally, we discuss further observables related to records, like the record increments, as well as some questions raised by physical applications of record statistics, like the effects of measurement error and noise.
Incomplete Continuous-time Securities Markets with Stochastic Income Volatility
DEFF Research Database (Denmark)
Christensen, Peter Ove; Larsen, Kasper
2014-01-01
We derive closed-form solutions for the equilibrium interest rate and market price of risk processes in an incomplete continuous-time market with uncertainty generated by Brownian motions. The economy has a finite number of heterogeneous exponential utility investors, who receive partially...
Modeling of water treatment plant using timed continuous Petri nets
Nurul Fuady Adhalia, H.; Subiono, Adzkiya, Dieky
2017-08-01
Petri nets represent graphically certain conditions and rules. In this paper, we construct a model of the Water Treatment Plant (WTP) using timed continuous Petri nets. Specifically, we consider that (1) the water pump always active and (2) the water source is always available. After obtaining the model, the flow through the transitions and token conservation laws are calculated.
Incomplete Continuous-Time Securities Markets with Stochastic Income Volatility
DEFF Research Database (Denmark)
Christensen, Peter Ove; Larsen, Kasper
In an incomplete continuous-time securities market governed by Brownian motions, we derive closed-form solutions for the equilibrium risk-free rate and equity premium processes. The economy has a finite number of heterogeneous exponential utility investors, who receive partially unspanned income ...
The deviation matrix of a continuous-time Markov chain
Coolen-Schrijner, P.; van Doorn, E.A.
2001-01-01
The deviation matrix of an ergodic, continuous-time Markov chain with transition probability matrix $P(.)$ and ergodic matrix $\\Pi$ is the matrix $D \\equiv \\int_0^{\\infty} (P(t)-\\Pi)dt$. We give conditions for $D$ to exist and discuss properties and a representation of $D$. The deviation matrix of a
The deviation matrix of a continuous-time Markov chain
Coolen-Schrijner, Pauline; van Doorn, Erik A.
2002-01-01
he deviation matrix of an ergodic, continuous-time Markov chain with transition probability matrix $P(.)$ and ergodic matrix $\\Pi$ is the matrix $D \\equiv \\int_0^{\\infty} (P(t)-\\Pi)dt$. We give conditions for $D$ to exist and discuss properties and a representation of $D$. The deviation matrix of a
Asymptotic absolute continuity for perturbed time-dependent ...
Indian Academy of Sciences (India)
R. Narasimhan (Krishtel eMaging) 1461 1996 Oct 15 13:05:22
We study the notion of asymptotic velocity for a class of perturbed time- ... for Mathematical Physics and Stochastics, funded by a grant from the Danish National Research Foun- .... Using (2.4) we can readily continue α(t) to the whole half-axis.
Noise Simulation of Continuous-Time ΣΔ Modulators
International Nuclear Information System (INIS)
Arias, J.; Quintanilla, L.; Bisbal, D.; San Pablo, J.; Enriquez, L.; Vicente, J.; Barbolla, J.
2005-01-01
In this work, an approach for the simulation of the effect of noise sources in the performance of continuous-time ΔΣ modulators is presented. Electrical noise including thermal noise, 1/f noise and clock jitter are included in a simulation program and their impact on the system performance is analyzed
A mean-variance frontier in discrete and continuous time
Bekker, Paul A.
2004-01-01
The paper presents a mean-variance frontier based on dynamic frictionless investment strategies in continuous time. The result applies to a finite number of risky assets whose price process is given by multivariate geometric Brownian motion with deterministically varying coefficients. The derivation
Stability and the structure of continuous-time economic models
Nieuwenhuis, H.J.; Schoonbeek, L.
In this paper we investigate the relationship between the stability of macroeconomic, or macroeconometric, continuous-time models and the structure of the matrices appearing in these models. In particular, we concentrate on dominant-diagonal structures. We derive general stability results for models
A mean-variance frontier in discrete and continuous time
Bekker, Paul A.
2004-01-01
The paper presents a mean-variance frontier based on dynamic frictionless investment strategies in continuous time. The result applies to a finite number of risky assets whose price process is given by multivariate geometric Brownian motion with deterministically varying coefficients. The derivation is based on the solution for the frontier in discrete time. Using the same multiperiod framework as Li and Ng (2000), I provide an alternative derivation and an alternative formulation of the solu...
Continuous Time Portfolio Selection under Conditional Capital at Risk
Directory of Open Access Journals (Sweden)
Gordana Dmitrasinovic-Vidovic
2010-01-01
Full Text Available Portfolio optimization with respect to different risk measures is of interest to both practitioners and academics. For there to be a well-defined optimal portfolio, it is important that the risk measure be coherent and quasiconvex with respect to the proportion invested in risky assets. In this paper we investigate one such measure—conditional capital at risk—and find the optimal strategies under this measure, in the Black-Scholes continuous time setting, with time dependent coefficients.
Janssen, Hans-Karl; Stenull, Olaf
2004-02-01
We investigate corrections to scaling induced by irrelevant operators in randomly diluted systems near the percolation threshold. The specific systems that we consider are the random resistor network and a class of continuous spin systems, such as the x-y model. We focus on a family of least irrelevant operators and determine the corrections to scaling that originate from this family. Our field theoretic analysis carefully takes into account that irrelevant operators mix under renormalization. It turns out that long standing results on corrections to scaling are respectively incorrect (random resistor networks) or incomplete (continuous spin systems).
Deep Brain Stimulation, Continuity over Time, and the True Self.
Nyholm, Sven; O'Neill, Elizabeth
2016-10-01
One of the topics that often comes up in ethical discussions of deep brain stimulation (DBS) is the question of what impact DBS has, or might have, on the patient's self. This is often understood as a question of whether DBS poses a threat to personal identity, which is typically understood as having to do with psychological and/or narrative continuity over time. In this article, we argue that the discussion of whether DBS is a threat to continuity over time is too narrow. There are other questions concerning DBS and the self that are overlooked in discussions exclusively focusing on psychological and/or narrative continuity. For example, it is also important to investigate whether DBS might sometimes have a positive (e.g., a rehabilitating) effect on the patient's self. To widen the discussion of DBS, so as to make it encompass a broader range of considerations that bear on DBS's impact on the self, we identify six features of the commonly used concept of a person's "true self." We apply these six features to the relation between DBS and the self. And we end with a brief discussion of the role DBS might play in treating otherwise treatment-refractory anorexia nervosa. This further highlights the importance of discussing both continuity over time and the notion of the true self.
Continuous real-time water information: an important Kansas resource
Loving, Brian L.; Putnam, James E.; Turk, Donita M.
2014-01-01
Continuous real-time information on streams, lakes, and groundwater is an important Kansas resource that can safeguard lives and property, and ensure adequate water resources for a healthy State economy. The U.S. Geological Survey (USGS) operates approximately 230 water-monitoring stations at Kansas streams, lakes, and groundwater sites. Most of these stations are funded cooperatively in partnerships with local, tribal, State, or other Federal agencies. The USGS real-time water-monitoring network provides long-term, accurate, and objective information that meets the needs of many customers. Whether the customer is a water-management or water-quality agency, an emergency planner, a power or navigational official, a farmer, a canoeist, or a fisherman, all can benefit from the continuous real-time water information gathered by the USGS.
Martingale Regressions for a Continuous Time Model of Exchange Rates
Guo, Zi-Yi
2017-01-01
One of the daunting problems in international finance is the weak explanatory power of existing theories of the nominal exchange rates, the so-called “foreign exchange rate determination puzzle”. We propose a continuous-time model to study the impact of order flow on foreign exchange rates. The model is estimated by a newly developed econometric tool based on a time-change sampling from calendar to volatility time. The estimation results indicate that the effect of order flow on exchange rate...
Verification of Continuous Dynamical Systems by Timed Automata
DEFF Research Database (Denmark)
Sloth, Christoffer; Wisniewski, Rafael
2011-01-01
This paper presents a method for abstracting continuous dynamical systems by timed automata. The abstraction is based on partitioning the state space of a dynamical system using positive invariant sets, which form cells that represent locations of a timed automaton. The abstraction is intended......, which is generated utilizing sub-level sets of Lyapunov functions, as they are positive invariant sets. It is shown that this partition generates sound and complete abstractions. Furthermore, the complete abstractions can be composed of multiple timed automata, allowing parallelization...
Correlating defect density with growth time in continuous graphene films.
Kang, Cheong; Jung, Da Hee; Nam, Ji Eun; Lee, Jin Seok
2014-12-01
We report that graphene flakes and films which were synthesized by copper-catalyzed atmospheric pressure chemical vapor deposition (APCVD) method using a mixture of Ar, H2, and CH4 gases. It was found that variations in the reaction parameters, such as reaction temperature, annealing time, and growth time, influenced the domain size of as-grown graphene. Besides, the reaction parameters influenced the number of layers, degree of defects and uniformity of the graphene films. The increase in growth temperature and annealing time tends to accelerate the graphene growth rate and increase the diffusion length, respectively, thereby increasing the average size of graphene domains. In addition, we confirmed that the number of pinholes reduced with increase in the growth time. Micro-Raman analysis of the as-grown graphene films confirmed that the continuous graphene monolayer film with low defects and high uniformity could be obtained with prolonged reaction time, under the appropriate annealing time and growth temperature.
Introducing the Dimensional Continuous Space-Time Theory
International Nuclear Information System (INIS)
Martini, Luiz Cesar
2013-01-01
This article is an introduction to a new theory. The name of the theory is justified by the dimensional description of the continuous space-time of the matter, energy and empty space, that gathers all the real things that exists in the universe. The theory presents itself as the consolidation of the classical, quantum and relativity theories. A basic equation that describes the formation of the Universe, relating time, space, matter, energy and movement, is deduced. The four fundamentals physics constants, light speed in empty space, gravitational constant, Boltzmann's constant and Planck's constant and also the fundamentals particles mass, the electrical charges, the energies, the empty space and time are also obtained from this basic equation. This theory provides a new vision of the Big-Bang and how the galaxies, stars, black holes and planets were formed. Based on it, is possible to have a perfect comprehension of the duality between wave-particle, which is an intrinsic characteristic of the matter and energy. It will be possible to comprehend the formation of orbitals and get the equationing of atomics orbits. It presents a singular comprehension of the mass relativity, length and time. It is demonstrated that the continuous space-time is tridimensional, inelastic and temporally instantaneous, eliminating the possibility of spatial fold, slot space, worm hole, time travels and parallel universes. It is shown that many concepts, like dark matter and strong forces, that hypothetically keep the cohesion of the atomics nucleons, are without sense.
Continuous-Time Symmetric Hopfield Nets are Computationally Universal
Czech Academy of Sciences Publication Activity Database
Šíma, Jiří; Orponen, P.
2003-01-01
Roč. 15, č. 3 (2003), s. 693-733 ISSN 0899-7667 R&D Projects: GA AV ČR IAB2030007; GA ČR GA201/02/1456 Institutional research plan: AV0Z1030915 Keywords : continuous-time Hopfield network * Liapunov function * analog computation * computational power * Turing universality Subject RIV: BA - General Mathematics Impact factor: 2.747, year: 2003
Parallel algorithms for simulating continuous time Markov chains
Nicol, David M.; Heidelberger, Philip
1992-01-01
We have previously shown that the mathematical technique of uniformization can serve as the basis of synchronization for the parallel simulation of continuous-time Markov chains. This paper reviews the basic method and compares five different methods based on uniformization, evaluating their strengths and weaknesses as a function of problem characteristics. The methods vary in their use of optimism, logical aggregation, communication management, and adaptivity. Performance evaluation is conducted on the Intel Touchstone Delta multiprocessor, using up to 256 processors.
Estimation of Continuous Time Models in Economics: an Overview
Clifford R. Wymer
2009-01-01
The dynamics of economic behaviour is often developed in theory as a continuous time system. Rigorous estimation and testing of such systems, and the analysis of some aspects of their properties, is of particular importance in distinguishing between competing hypotheses and the resulting models. The consequences for the international economy during the past eighteen months of failures in the financial sector, and particularly the banking sector, make it essential that the dynamics of financia...
International Nuclear Information System (INIS)
Liang Jinling; Cao Jinde
2004-01-01
First, convergence of continuous-time Bidirectional Associative Memory (BAM) neural networks are studied. By using Lyapunov functionals and some analysis technique, the delay-independent sufficient conditions are obtained for the networks to converge exponentially toward the equilibrium associated with the constant input sources. Second, discrete-time analogues of the continuous-time BAM networks are formulated and studied. It is shown that the convergence characteristics of the continuous-time systems are preserved by the discrete-time analogues without any restriction imposed on the uniform discretionary step size. An illustrative example is given to demonstrate the effectiveness of the obtained results
The problem with time in mixed continuous/discrete time modelling
Rovers, K.C.; Kuper, Jan; Smit, Gerardus Johannes Maria
The design of cyber-physical systems requires the use of mixed continuous time and discrete time models. Current modelling tools have problems with time transformations (such as a time delay) or multi-rate systems. We will present a novel approach that implements signals as functions of time,
Infinite time interval backward stochastic differential equations with continuous coefficients.
Zong, Zhaojun; Hu, Feng
2016-01-01
In this paper, we study the existence theorem for [Formula: see text] [Formula: see text] solutions to a class of 1-dimensional infinite time interval backward stochastic differential equations (BSDEs) under the conditions that the coefficients are continuous and have linear growths. We also obtain the existence of a minimal solution. Furthermore, we study the existence and uniqueness theorem for [Formula: see text] [Formula: see text] solutions of infinite time interval BSDEs with non-uniformly Lipschitz coefficients. It should be pointed out that the assumptions of this result is weaker than that of Theorem 3.1 in Zong (Turkish J Math 37:704-718, 2013).
Quantum trajectories and measurements in continuous time. The diffusive case
International Nuclear Information System (INIS)
Barchielli, Alberto; Gregoratti, Matteo
2009-01-01
continuous time for quantum systems. The two-level atom is again used to introduce and study an example of feedback based on the observed output. (orig.)
Coaction versus reciprocity in continuous-time models of cooperation.
van Doorn, G Sander; Riebli, Thomas; Taborsky, Michael
2014-09-07
Cooperating animals frequently show closely coordinated behaviours organized by a continuous flow of information between interacting partners. Such real-time coaction is not captured by the iterated prisoner's dilemma and other discrete-time reciprocal cooperation games, which inherently feature a delay in information exchange. Here, we study the evolution of cooperation when individuals can dynamically respond to each other's actions. We develop continuous-time analogues of iterated-game models and describe their dynamics in terms of two variables, the propensity of individuals to initiate cooperation (altruism) and their tendency to mirror their partner's actions (coordination). These components of cooperation stabilize at an evolutionary equilibrium or show oscillations, depending on the chosen payoff parameters. Unlike reciprocal altruism, cooperation by coaction does not require that those willing to initiate cooperation pay in advance for uncertain future benefits. Correspondingly, we show that introducing a delay to information transfer between players is equivalent to increasing the cost of cooperation. Cooperative coaction can therefore evolve much more easily than reciprocal cooperation. When delays entirely prevent coordination, we recover results from the discrete-time alternating prisoner's dilemma, indicating that coaction and reciprocity are connected by a continuum of opportunities for real-time information exchange. Copyright © 2014 Elsevier Ltd. All rights reserved.
A spatial error model with continuous random effects and an application to growth convergence
Laurini, Márcio Poletti
2017-10-01
We propose a spatial error model with continuous random effects based on Matérn covariance functions and apply this model for the analysis of income convergence processes (β -convergence). The use of a model with continuous random effects permits a clearer visualization and interpretation of the spatial dependency patterns, avoids the problems of defining neighborhoods in spatial econometrics models, and allows projecting the spatial effects for every possible location in the continuous space, circumventing the existing aggregations in discrete lattice representations. We apply this model approach to analyze the economic growth of Brazilian municipalities between 1991 and 2010 using unconditional and conditional formulations and a spatiotemporal model of convergence. The results indicate that the estimated spatial random effects are consistent with the existence of income convergence clubs for Brazilian municipalities in this period.
The space-time model according to dimensional continuous space-time theory
International Nuclear Information System (INIS)
Martini, Luiz Cesar
2014-01-01
This article results from the Dimensional Continuous Space-Time Theory for which the introductory theoretician was presented in [1]. A theoretical model of the Continuous Space-Time is presented. The wave equation of time into absolutely stationary empty space referential will be described in detail. The complex time, that is the time fixed on the infinite phase time speed referential, is deduced from the New View of Relativity Theory that is being submitted simultaneously with this article in this congress. Finally considering the inseparable Space-Time is presented the duality equation wave-particle.
Distinct timing mechanisms produce discrete and continuous movements.
Directory of Open Access Journals (Sweden)
Raoul Huys
2008-04-01
Full Text Available The differentiation of discrete and continuous movement is one of the pillars of motor behavior classification. Discrete movements have a definite beginning and end, whereas continuous movements do not have such discriminable end points. In the past decade there has been vigorous debate whether this classification implies different control processes. This debate up until the present has been empirically based. Here, we present an unambiguous non-empirical classification based on theorems in dynamical system theory that sets discrete and continuous movements apart. Through computational simulations of representative modes of each class and topological analysis of the flow in state space, we show that distinct control mechanisms underwrite discrete and fast rhythmic movements. In particular, we demonstrate that discrete movements require a time keeper while fast rhythmic movements do not. We validate our computational findings experimentally using a behavioral paradigm in which human participants performed finger flexion-extension movements at various movement paces and under different instructions. Our results demonstrate that the human motor system employs different timing control mechanisms (presumably via differential recruitment of neural subsystems to accomplish varying behavioral functions such as speed constraints.
Relative entropy and waiting time for continuous-time Markov processes
Chazottes, J.R.; Giardinà, C.; Redig, F.H.J.
2006-01-01
For discrete-time stochastic processes, there is a close connection between return (resp. waiting) times and entropy (resp. relative entropy). Such a connection cannot be straightforwardly extended to the continuous-time setting. Contrarily to the discrete-time case one needs a reference measure on
Nonequilibrium thermodynamic potentials for continuous-time Markov chains.
Verley, Gatien
2016-01-01
We connect the rare fluctuations of an equilibrium (EQ) process and the typical fluctuations of a nonequilibrium (NE) stationary process. In the framework of large deviation theory, this observation allows us to introduce NE thermodynamic potentials. For continuous-time Markov chains, we identify the relevant pairs of conjugated variables and propose two NE ensembles: one with fixed dynamics and fluctuating time-averaged variables, and another with fixed time-averaged variables, but a fluctuating dynamics. Accordingly, we show that NE processes are equivalent to conditioned EQ processes ensuring that NE potentials are Legendre dual. We find a variational principle satisfied by the NE potentials that reach their maximum in the NE stationary state and whose first derivatives produce the NE equations of state and second derivatives produce the NE Maxwell relations generalizing the Onsager reciprocity relations.
A continuous-time neural model for sequential action.
Kachergis, George; Wyatte, Dean; O'Reilly, Randall C; de Kleijn, Roy; Hommel, Bernhard
2014-11-05
Action selection, planning and execution are continuous processes that evolve over time, responding to perceptual feedback as well as evolving top-down constraints. Existing models of routine sequential action (e.g. coffee- or pancake-making) generally fall into one of two classes: hierarchical models that include hand-built task representations, or heterarchical models that must learn to represent hierarchy via temporal context, but thus far lack goal-orientedness. We present a biologically motivated model of the latter class that, because it is situated in the Leabra neural architecture, affords an opportunity to include both unsupervised and goal-directed learning mechanisms. Moreover, we embed this neurocomputational model in the theoretical framework of the theory of event coding (TEC), which posits that actions and perceptions share a common representation with bidirectional associations between the two. Thus, in this view, not only does perception select actions (along with task context), but actions are also used to generate perceptions (i.e. intended effects). We propose a neural model that implements TEC to carry out sequential action control in hierarchically structured tasks such as coffee-making. Unlike traditional feedforward discrete-time neural network models, which use static percepts to generate static outputs, our biological model accepts continuous-time inputs and likewise generates non-stationary outputs, making short-timescale dynamic predictions. © 2014 The Author(s) Published by the Royal Society. All rights reserved.
Recommender engine for continuous-time quantum Monte Carlo methods
Huang, Li; Yang, Yi-feng; Wang, Lei
2017-03-01
Recommender systems play an essential role in the modern business world. They recommend favorable items such as books, movies, and search queries to users based on their past preferences. Applying similar ideas and techniques to Monte Carlo simulations of physical systems boosts their efficiency without sacrificing accuracy. Exploiting the quantum to classical mapping inherent in the continuous-time quantum Monte Carlo methods, we construct a classical molecular gas model to reproduce the quantum distributions. We then utilize powerful molecular simulation techniques to propose efficient quantum Monte Carlo updates. The recommender engine approach provides a general way to speed up the quantum impurity solvers.
Continuous-time quantum walks on multilayer dendrimer networks
Galiceanu, Mircea; Strunz, Walter T.
2016-08-01
We consider continuous-time quantum walks (CTQWs) on multilayer dendrimer networks (MDs) and their application to quantum transport. A detailed study of properties of CTQWs is presented and transport efficiency is determined in terms of the exact and average return probabilities. The latter depends only on the eigenvalues of the connectivity matrix, which even for very large structures allows a complete analytical solution for this particular choice of network. In the case of MDs we observe an interplay between strong localization effects, due to the dendrimer topology, and good efficiency from the linear segments. We show that quantum transport is enhanced by interconnecting more layers of dendrimers.
Measuring and modelling occupancy time in NHS continuing healthcare
Directory of Open Access Journals (Sweden)
Millard Peter H
2011-06-01
Full Text Available Abstract Background Due to increasing demand and financial constraints, NHS continuing healthcare systems seek to find better ways of forecasting demand and budgeting for care. This paper investigates two areas of concern, namely, how long existing patients stay in service and the number of patients that are likely to be still in care after a period of time. Methods An anonymised dataset containing information for all funded admissions to placement and home care in the NHS continuing healthcare system was provided by 26 (out of 31 London primary care trusts. The data related to 11289 patients staying in placement and home care between 1 April 2005 and 31 May 2008 were first analysed. Using a methodology based on length of stay (LoS modelling, we captured the distribution of LoS of patients to estimate the probability of a patient staying in care over a period of time. Using the estimated probabilities we forecasted the number of patients that are likely to be still in care after a period of time (e.g. monthly. Results We noticed that within the NHS continuing healthcare system there are three main categories of patients. Some patients are discharged after a short stay (few days, some others staying for few months and the third category of patients staying for a long period of time (years. Some variations in proportions of discharge and transition between types of care as well as between care groups (e.g. palliative, functional mental health were observed. A close agreement of the observed and the expected numbers of patients suggests a good prediction model. Conclusions The model was tested for care groups within the NHS continuing healthcare system in London to support Primary Care Trusts in budget planning and improve their responsiveness to meet the increasing demand under limited availability of resources. Its applicability can be extended to other types of care, such as hospital care and re-ablement. Further work will be geared towards
Price discovery in a continuous-time setting
DEFF Research Database (Denmark)
Dias, Gustavo Fruet; Fernandes, Marcelo; Scherrer, Cristina
We formulate a continuous-time price discovery model in which the price discovery measure varies (stochastically) at daily frequency. We estimate daily measures of price discovery using a kernel-based OLS estimator instead of running separate daily VECM regressions as standard in the literature. We...... show that our estimator is not only consistent, but also outperforms the standard daily VECM in finite samples. We illustrate our theoretical findings by studying the price discovery process of 10 actively traded stocks in the U.S. from 2007 to 2013....
Discrete and continuous time dynamic mean-variance analysis
Reiss, Ariane
1999-01-01
Contrary to static mean-variance analysis, very few papers have dealt with dynamic mean-variance analysis. Here, the mean-variance efficient self-financing portfolio strategy is derived for n risky assets in discrete and continuous time. In the discrete setting, the resulting portfolio is mean-variance efficient in a dynamic sense. It is shown that the optimal strategy for n risky assets may be dominated if the expected terminal wealth is constrained to exactly attain a certain goal instead o...
Finite time convergent learning law for continuous neural networks.
Chairez, Isaac
2014-02-01
This paper addresses the design of a discontinuous finite time convergent learning law for neural networks with continuous dynamics. The neural network was used here to obtain a non-parametric model for uncertain systems described by a set of ordinary differential equations. The source of uncertainties was the presence of some external perturbations and poor knowledge of the nonlinear function describing the system dynamics. A new adaptive algorithm based on discontinuous algorithms was used to adjust the weights of the neural network. The adaptive algorithm was derived by means of a non-standard Lyapunov function that is lower semi-continuous and differentiable in almost the whole space. A compensator term was included in the identifier to reject some specific perturbations using a nonlinear robust algorithm. Two numerical examples demonstrated the improvements achieved by the learning algorithm introduced in this paper compared to classical schemes with continuous learning methods. The first one dealt with a benchmark problem used in the paper to explain how the discontinuous learning law works. The second one used the methane production model to show the benefits in engineering applications of the learning law proposed in this paper. Copyright © 2013 Elsevier Ltd. All rights reserved.
Hofstede, ter F.; Wedel, M.
1998-01-01
This study investigates the effects of time aggregation in discrete and continuous-time hazard models. A Monte Carlo study is conducted in which data are generated according to various continuous and discrete-time processes, and aggregated into daily, weekly and monthly intervals. These data are
Stochastic Games for Continuous-Time Jump Processes Under Finite-Horizon Payoff Criterion
Energy Technology Data Exchange (ETDEWEB)
Wei, Qingda, E-mail: weiqd@hqu.edu.cn [Huaqiao University, School of Economics and Finance (China); Chen, Xian, E-mail: chenxian@amss.ac.cn [Peking University, School of Mathematical Sciences (China)
2016-10-15
In this paper we study two-person nonzero-sum games for continuous-time jump processes with the randomized history-dependent strategies under the finite-horizon payoff criterion. The state space is countable, and the transition rates and payoff functions are allowed to be unbounded from above and from below. Under the suitable conditions, we introduce a new topology for the set of all randomized Markov multi-strategies and establish its compactness and metrizability. Then by constructing the approximating sequences of the transition rates and payoff functions, we show that the optimal value function for each player is a unique solution to the corresponding optimality equation and obtain the existence of a randomized Markov Nash equilibrium. Furthermore, we illustrate the applications of our main results with a controlled birth and death system.
Stochastic Games for Continuous-Time Jump Processes Under Finite-Horizon Payoff Criterion
International Nuclear Information System (INIS)
Wei, Qingda; Chen, Xian
2016-01-01
In this paper we study two-person nonzero-sum games for continuous-time jump processes with the randomized history-dependent strategies under the finite-horizon payoff criterion. The state space is countable, and the transition rates and payoff functions are allowed to be unbounded from above and from below. Under the suitable conditions, we introduce a new topology for the set of all randomized Markov multi-strategies and establish its compactness and metrizability. Then by constructing the approximating sequences of the transition rates and payoff functions, we show that the optimal value function for each player is a unique solution to the corresponding optimality equation and obtain the existence of a randomized Markov Nash equilibrium. Furthermore, we illustrate the applications of our main results with a controlled birth and death system.
Pseudo-random bit generator based on lag time series
García-Martínez, M.; Campos-Cantón, E.
2014-12-01
In this paper, we present a pseudo-random bit generator (PRBG) based on two lag time series of the logistic map using positive and negative values in the bifurcation parameter. In order to hidden the map used to build the pseudo-random series we have used a delay in the generation of time series. These new series when they are mapped xn against xn+1 present a cloud of points unrelated to the logistic map. Finally, the pseudo-random sequences have been tested with the suite of NIST giving satisfactory results for use in stream ciphers.
Continuous-time quantum Monte Carlo impurity solvers
Gull, Emanuel; Werner, Philipp; Fuchs, Sebastian; Surer, Brigitte; Pruschke, Thomas; Troyer, Matthias
2011-04-01
Continuous-time quantum Monte Carlo impurity solvers are algorithms that sample the partition function of an impurity model using diagrammatic Monte Carlo techniques. The present paper describes codes that implement the interaction expansion algorithm originally developed by Rubtsov, Savkin, and Lichtenstein, as well as the hybridization expansion method developed by Werner, Millis, Troyer, et al. These impurity solvers are part of the ALPS-DMFT application package and are accompanied by an implementation of dynamical mean-field self-consistency equations for (single orbital single site) dynamical mean-field problems with arbitrary densities of states. Program summaryProgram title: dmft Catalogue identifier: AEIL_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEIL_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: ALPS LIBRARY LICENSE version 1.1 No. of lines in distributed program, including test data, etc.: 899 806 No. of bytes in distributed program, including test data, etc.: 32 153 916 Distribution format: tar.gz Programming language: C++ Operating system: The ALPS libraries have been tested on the following platforms and compilers: Linux with GNU Compiler Collection (g++ version 3.1 and higher), and Intel C++ Compiler (icc version 7.0 and higher) MacOS X with GNU Compiler (g++ Apple-version 3.1, 3.3 and 4.0) IBM AIX with Visual Age C++ (xlC version 6.0) and GNU (g++ version 3.1 and higher) compilers Compaq Tru64 UNIX with Compq C++ Compiler (cxx) SGI IRIX with MIPSpro C++ Compiler (CC) HP-UX with HP C++ Compiler (aCC) Windows with Cygwin or coLinux platforms and GNU Compiler Collection (g++ version 3.1 and higher) RAM: 10 MB-1 GB Classification: 7.3 External routines: ALPS [1], BLAS/LAPACK, HDF5 Nature of problem: (See [2].) Quantum impurity models describe an atom or molecule embedded in a host material with which it can exchange electrons. They are basic to nanoscience as
An online spaced-education game for global continuing medical education: a randomized trial.
Kerfoot, B Price; Baker, Harley
2012-07-01
To assess the efficacy of a "spaced-education" game as a method of continuing medical education (CME) among physicians across the globe. The efficacy of educational games for the CME has yet to be established. We created a novel online educational game by incorporating game mechanics into "spaced education" (SE), an evidence-based method of online CME. This 34-week randomized trial enrolled practicing urologists across the globe. The SE game consisted of 40 validated multiple-choice questions and explanations on urology clinical guidelines. Enrollees were randomized to 2 cohorts: cohort A physicians were sent 2 questions via an automated e-mail system every 2 days, and cohort B physicians were sent 4 questions every 4 days. Adaptive game mechanics re-sent the questions in 12 or 24 days if answered incorrectly and correctly, respectively. Questions expired if not answered on time (appointment dynamic). Physicians retired questions by answering each correctly twice-in-a-row (progression dynamic). Competition was fostered by posting relative performance among physicians. Main outcome measures were baseline scores (percentage of questions answered correctly upon initial presentation) and completion scores (percentage of questions retired). A total of 1470 physicians from 63 countries enrolled. Median baseline score was 48% (interquartile range [IQR] 17) and, in multivariate analyses, was found to vary significantly by region (Cohen dmax = 0.31, P = 0.001) and age (dmax = 0.41, P games. An online SE game can substantially improve guidelines knowledge and is a well-accepted method of global CME delivery.
Effect of hydraulic retention time on continuous biocatalytic calcification reactor
International Nuclear Information System (INIS)
Isik, Mustafa; Altas, Levent; Kurmac, Yakup; Ozcan, Samet; Oruc, Ozcan
2010-01-01
High calcium concentrations in the wastewaters are problematic, because they lead to clogging of pipelines, boilers and heat exchangers through scaling (as carbonate, sulfate or phosphate precipitates), or malfunctioning of aerobic and anaerobic reactors. As a remedy to this problem, the industry typically uses chemical crystallization reactors which are efficient but often require complex monitoring and control and, as a drawback, can give rise to highly alkaline effluents. Biomineralization are emerging as alternative mechanisms for the removal of calcium from aqueous environments. Biocatalytic calcification reactors (BCR) utilize microbial urea hydrolysis by bacteria for the removal of calcium, as calcite, from industrial wastewater. Hydraulic retention time (HRT) effect on calcium removal was studied with a continuous feed BCR reactor treating a simulated pulp paper wastewater. Study showed that HRT is important parameter and HRT of 5-6 h is optimum for calcium removal from calcium-rich wastewaters.
A Continuous-Time Model for Valuing Foreign Exchange Options
Directory of Open Access Journals (Sweden)
James J. Kung
2013-01-01
Full Text Available This paper makes use of stochastic calculus to develop a continuous-time model for valuing European options on foreign exchange (FX when both domestic and foreign spot rates follow a generalized Wiener process. Using the dollar/euro exchange rate as input for parameter estimation and employing our FX option model as a yardstick, we find that the traditional Garman-Kohlhagen FX option model, which assumes constant spot rates, values incorrectly calls and puts for different values of the ratio of exchange rate to exercise price. Specifically, it undervalues calls when the ratio is between 0.70 and 1.08, and it overvalues calls when the ratio is between 1.18 and 1.30, whereas it overvalues puts when the ratio is between 0.70 and 0.82, and it undervalues puts when the ratio is between 0.86 and 1.30.
Physical time scale in kinetic Monte Carlo simulations of continuous-time Markov chains.
Serebrinsky, Santiago A
2011-03-01
We rigorously establish a physical time scale for a general class of kinetic Monte Carlo algorithms for the simulation of continuous-time Markov chains. This class of algorithms encompasses rejection-free (or BKL) and rejection (or "standard") algorithms. For rejection algorithms, it was formerly considered that the availability of a physical time scale (instead of Monte Carlo steps) was empirical, at best. Use of Monte Carlo steps as a time unit now becomes completely unnecessary.
Time limit and time at VO2max' during a continuous and an intermittent run.
Demarie, S; Koralsztein, J P; Billat, V
2000-06-01
The purpose of this study was to verify, by track field tests, whether sub-elite runners (n=15) could (i) reach their VO2max while running at v50%delta, i.e. midway between the speed associated with lactate threshold (vLAT) and that associated with maximal aerobic power (vVO2max), and (ii) if an intermittent exercise provokes a maximal and/or supra maximal oxygen consumption longer than a continuous one. Within three days, subjects underwent a multistage incremental test during which their vVO2max and vLAT were determined; they then performed two additional testing sessions, where continuous and intermittent running exercises at v50%delta were performed up to exhaustion. Subject's gas exchange and heart rate were continuously recorded by means of a telemetric apparatus. Blood samples were taken from fingertip and analysed for blood lactate concentration. In the continuous and the intermittent tests peak VO2 exceeded VO2max values, as determined during the incremental test. However in the intermittent exercise, peak VO2, time to exhaustion and time at VO2max reached significantly higher values, while blood lactate accumulation showed significantly lower values than in the continuous one. The v50%delta is sufficient to stimulate VO2max in both intermittent and continuous running. The intermittent exercise results better than the continuous one in increasing maximal aerobic power, allowing longer time at VO2max and obtaining higher peak VO2 with lower lactate accumulation.
Surface detection performance evaluation of pseudo-random noise continuous wave laser radar
Mitev, Valentin; Matthey, Renaud; Pereira do Carmo, Joao
2017-11-01
A number of space missions (including in the ESA Exploration Programme) foreseen a use of laser radar sensor (or lidar) for determination of range between spacecrafts or between spacecraft and ground surface (altimetry). Such sensors need to be compact, robust and power efficient, at the same time with high detection performance. These requirements can be achieved with a Pseudo-Random Noise continuous wave lidar (PRN cw lidar). Previous studies have pointed to the advantages of this lidar with respect to space missions, but they also identified its limitations in high optical background. The progress of the lasers and the detectors in the near IR spectral range requires a re-evaluation of the PRN cw lidar potential. Here we address the performances of this lidar for surface detection (altimetry) in planetary missions. The evaluation is based on the following system configuration: (i) A cw fiber amplifier as lidar transmitter. The seeding laser exhibits a single-frequency spectral line, with subsequent amplitude modulation. The fiber amplifier allows high output power level, keeping the spectral characteristics and the modulation of the seeding light input. (ii) An avalanche photodiode in photon counting detection; (iii) Measurement scenarios representative for Earth, Mercury and Mars.
Javadi, Mohammadreza; Kargar, Alireza; Gholami, Kheirollah; Hadjibabaie, Molouk; Rashidian, Arash; Torkamandi, Hassan; Sarayani, Amir
2015-09-01
Pharmacists are routinely providing reproductive health counseling in community pharmacies, but studies have revealed significant deficits in their competencies. Therefore, continuing pharmacy education (CPE) could be utilized as a valuable modality to upgrade pharmacists' capabilities. A randomized controlled trial was designed to compare the efficacy of CPE meetings (lecture based vs. workshop based) on contraception and male sexual dysfunctions. Sixty pharmacists were recruited for each CPE meeting. Small group training using simulated patients was employed in the workshop-based CPE. Study outcomes were declarative/procedural knowledge, attitudes, and satisfaction of the participants. Data were collected pre-CPE, post-CPE, and 2 months afterward and were analyzed using repeated measure analysis of variance and Mann-Whitney U test. Results showed that lecture-based CPE was more successful in improving pharmacists' knowledge post-CPE (p < .001). In contrast, a significant decrease was observed in the lecture-based group at follow-up (p = .002), whereas the workshop-based group maintained their knowledge over time (p = 1.00). Knowledge scores of both groups were significantly higher at follow-up in comparison with pre-CPE (p < .01). No significant differences were observed regarding satisfaction and attitudes scores between groups. In conclusion, an interactive workshop might not be superior to lecture-based training for improving pharmacists' knowledge and attitudes in a 1-day CPE meeting. © The Author(s) 2013.
Continuous data recording on fast real-time systems
Energy Technology Data Exchange (ETDEWEB)
Zabeo, L., E-mail: lzabeo@jet.u [Euratom-CCFE, Culham Science Centre, Abingdon, Oxon OX14 3DB (United Kingdom); Sartori, F. [Euratom-CCFE, Culham Science Centre, Abingdon, Oxon OX14 3DB (United Kingdom); Neto, A. [Associacao Euratom-IST, Instituto de Plasmas e Fusao Nuclear, Av. Rovisco Pais, 1049-001 Lisboa (Portugal); Piccolo, F. [Euratom-CCFE, Culham Science Centre, Abingdon, Oxon OX14 3DB (United Kingdom); Alves, D. [Associacao Euratom-IST, Instituto de Plasmas e Fusao Nuclear, Av. Rovisco Pais, 1049-001 Lisboa (Portugal); Vitelli, R. [Dipartimento di Informatica, Sistemi e Produzione, Universita di Roma, Tor Vergata, Via del Politecnico, 1-00133 Roma (Italy); Barbalace, A. [Euratom-ENEA Association, Consorzio RFX, 35127 Padova (Italy); De Tommasi, G. [Associazione EURATOM/ENEA/CREATE, Universita di Napoli Federico II, Napoli (Italy)
2010-07-15
The PCU-Project launched for the enhancement of the vertical stabilisation system at JET required the design of a new real-time control system with the challenging specifications of 2Gops and a cycle time of 50 {mu}s. The RTAI based architecture running on an x86 multi-core processor technology demonstrated to be the best platform for meeting the high requirements. Moreover, on this architecture thanks to the smart allocation of the interrupts it was possible to demonstrate simultaneous data streaming at 50 MBs on Ethernet while handling a real-time 100 kHz interrupt source with a maximum jitter of just 3 {mu}s. Because of the memory limitation imposed by 32 bit version Linux running in kernel mode, the RTAI-based new controller allows a maximum practical data storage of 800 MB per pulse. While this amount of data can be accepted for JET normal operation it posed some limitations in the debugging and commissioning of the system. In order to increase the capability of the data acquisition of the system we have designed a mechanism that allows continuous full bandwidth (56 MB/s) data streaming from the real-time task (running in kernel mode) to either a data collector (running in user mode) or an external data acquisition server. The exploited architecture involves a peer to peer mechanisms where the sender running in RTAI kernel mode broadcasts large chunks of data using UDP packets, implemented using the 'fcomm' RTAI extension , to a receiver that will store the data. The paper will present the results of the initial RTAI operating system tests, the design of the streaming architecture and the first experimental results.
Maximal Increments of Local Time of a Random Walk
Jain, Naresh C.; Pruitt, William E.
1987-01-01
Let $(S_j)$ be a lattice random walk, i.e., $S_j = X_1 + \\cdots + X_j$, where $X_1, X_2,\\ldots$ are independent random variables with values in $\\mathbb{Z}$ and common nondegenerate distribution $F$. Let $\\{t_n\\}$ be a nondecreasing sequence of positive integers, $t_n \\leq n$, and $L^\\ast_n = \\max_{0\\leq j\\leq n-t_n}(L_{j+t_n} - L_j)$, where $L_n = \\sum^n_{j=1}1_{\\{0\\}}(S_j)$, the number of times zero is visited by the random walk by time $n$. Assuming that the random walk is recurrent and sa...
From discrete-time models to continuous-time, asynchronous modeling of financial markets
Boer, Katalin; Kaymak, Uzay; Spiering, Jaap
2007-01-01
Most agent-based simulation models of financial markets are discrete-time in nature. In this paper, we investigate to what degree such models are extensible to continuous-time, asynchronous modeling of financial markets. We study the behavior of a learning market maker in a market with information
From Discrete-Time Models to Continuous-Time, Asynchronous Models of Financial Markets
K. Boer-Sorban (Katalin); U. Kaymak (Uzay); J. Spiering (Jaap)
2006-01-01
textabstractMost agent-based simulation models of financial markets are discrete-time in nature. In this paper, we investigate to what degree such models are extensible to continuous-time, asynchronous modelling of financial markets. We study the behaviour of a learning market maker in a market with
Verhoeven, Ronald; Dalmau Codina, Ramon; Prats Menéndez, Xavier; de Gelder, Nico
2014-01-01
1 Abstract In this paper an initial implementation of a real - time aircraft trajectory optimization algorithm is presented . The aircraft trajectory for descent and approach is computed for minimum use of thrust and speed brake in support of a “green” continuous descent and approach flight operation, while complying with ATC time constraints for maintaining runway throughput and co...
Randomized Caches Considered Harmful in Hard Real-Time Systems
Directory of Open Access Journals (Sweden)
Jan Reineke
2014-06-01
Full Text Available We investigate the suitability of caches with randomized placement and replacement in the context of hard real-time systems. Such caches have been claimed to drastically reduce the amount of information required by static worst-case execution time (WCET analysis, and to be an enabler for measurement-based probabilistic timing analysis. We refute these claims and conclude that with prevailing static and measurement-based analysis techniques caches with deterministic placement and least-recently-used replacement are preferable over randomized ones.
International Nuclear Information System (INIS)
Liu Lianshou; Zhang Yang; Wu Yuanfang
1996-01-01
The anomalous scaling of factorial moments with continuously diminishing scale is studied using a random cascading model. It is shown that the model currently used have the property of anomalous scaling only for descrete values of elementary cell size. A revised model is proposed which can give good scaling property also for continuously varying scale. It turns out that the strip integral has good scaling property provided the integral regions are chosen correctly, and that this property is insensitive to the concrete way of self-similar subdivision of phase space in the models. (orig.)
Continuous Fine-Fault Estimation with Real-Time GNSS
Norford, B. B.; Melbourne, T. I.; Szeliga, W. M.; Santillan, V. M.; Scrivner, C.; Senko, J.; Larsen, D.
2017-12-01
Thousands of real-time telemetered GNSS stations operate throughout the circum-Pacific that may be used for rapid earthquake characterization and estimation of local tsunami excitation. We report on the development of a GNSS-based finite-fault inversion system that continuously estimates slip using real-time GNSS position streams from the Cascadia subduction zone and which is being expanded throughout the circum-Pacific. The system uses 1 Hz precise point position streams computed in the ITRF14 reference frame using clock and satellite orbit corrections from the IGS. The software is implemented as seven independent modules that filter time series using Kalman filters, trigger and estimate coseismic offsets, invert for slip using a non-negative least squares method developed by Lawson and Hanson (1974) and elastic half-space Green's Functions developed by Okada (1985), smooth the results temporally and spatially, and write the resulting streams of time-dependent slip to a RabbitMQ messaging server for use by downstream modules such as tsunami excitation modules. Additional fault models can be easily added to the system for other circum-Pacific subduction zones as additional real-time GNSS data become available. The system is currently being tested using data from well-recorded earthquakes including the 2011 Tohoku earthquake, the 2010 Maule earthquake, the 2015 Illapel earthquake, the 2003 Tokachi-oki earthquake, the 2014 Iquique earthquake, the 2010 Mentawai earthquake, the 2016 Kaikoura earthquake, the 2016 Ecuador earthquake, the 2015 Gorkha earthquake, and others. Test data will be fed to the system and the resultant earthquake characterizations will be compared with published earthquake parameters. Seismic events will be assumed to occur on major faults, so, for example, only the San Andreas fault will be considered in Southern California, while the hundreds of other faults in the region will be ignored. Rake will be constrained along each subfault to be
Time inconsistency and reputation in monetary policy: a strategic model in continuous time
Li, Jingyuan; Tian, Guoqiang
2005-01-01
This article develops a model to examine the equilibrium behavior of the time inconsistency problem in a continuous time economy with stochastic and endogenized dis- tortion. First, the authors introduce the notion of sequentially rational equilibrium, and show that the time inconsistency problem may be solved with trigger reputation strategies for stochastic setting. The conditions for the existence of sequentially rational equilibrium are provided. Then, the concept of sequen...
Spectra of random operators with absolutely continuous integrated density of states
Energy Technology Data Exchange (ETDEWEB)
Rio, Rafael del, E-mail: delrio@iimas.unam.mx, E-mail: delriomagia@gmail.com [Departamento de Fisica Matematica, Instituto de Investigaciones en Matemáticas Aplicadas y en Sistemas, Universidad Nacional Autónoma de México, C.P. 04510, México D.F. (Mexico)
2014-04-15
The structure of the spectrum of random operators is studied. It is shown that if the density of states measure of some subsets of the spectrum is zero, then these subsets are empty. In particular follows that absolute continuity of the integrated density of states implies singular spectra of ergodic operators is either empty or of positive measure. Our results apply to Anderson and alloy type models, perturbed Landau Hamiltonians, almost periodic potentials, and models which are not ergodic.
Spectra of random operators with absolutely continuous integrated density of states
International Nuclear Information System (INIS)
Rio, Rafael del
2014-01-01
The structure of the spectrum of random operators is studied. It is shown that if the density of states measure of some subsets of the spectrum is zero, then these subsets are empty. In particular follows that absolute continuity of the integrated density of states implies singular spectra of ergodic operators is either empty or of positive measure. Our results apply to Anderson and alloy type models, perturbed Landau Hamiltonians, almost periodic potentials, and models which are not ergodic
Stable Graphical Model Estimation with Random Forests for Discrete, Continuous, and Mixed Variables
Fellinghauer, Bernd; Bühlmann, Peter; Ryffel, Martin; von Rhein, Michael; Reinhardt, Jan D.
2011-01-01
A conditional independence graph is a concise representation of pairwise conditional independence among many variables. Graphical Random Forests (GRaFo) are a novel method for estimating pairwise conditional independence relationships among mixed-type, i.e. continuous and discrete, variables. The number of edges is a tuning parameter in any graphical model estimator and there is no obvious number that constitutes a good choice. Stability Selection helps choosing this parameter with respect to...
Using random response input in Ibrahim Time Domain
DEFF Research Database (Denmark)
Olsen, Peter; Brincker, R.
2013-01-01
In this paper the time domain technique Ibrahim Time Domain (ITD) is used to analyze random time data. ITD is known to be a technique for identification of output only systems. The traditional formulation of ITD is claimed to be limited, when identifying closely spaced modes, because....... In this article it is showed that when using the modified ITD random time data can be analyzed. The application of the technique is displayed by a case study, with simulations and experimental data....... of the technique being Single Input Multiple Output (SIMO). It has earlier been showed that when modifying ITD with Toeplitz matrix averaging. Identification of time data with closely spaced modes is improved. In the traditional formulation of ITD the time data has to be free decays or impulse response functions...
Random sampling of evolution time space and Fourier transform processing
International Nuclear Information System (INIS)
Kazimierczuk, Krzysztof; Zawadzka, Anna; Kozminski, Wiktor; Zhukov, Igor
2006-01-01
Application of Fourier Transform for processing 3D NMR spectra with random sampling of evolution time space is presented. The 2D FT is calculated for pairs of frequencies, instead of conventional sequence of one-dimensional transforms. Signal to noise ratios and linewidths for different random distributions were investigated by simulations and experiments. The experimental examples include 3D HNCA, HNCACB and 15 N-edited NOESY-HSQC spectra of 13 C 15 N labeled ubiquitin sample. Obtained results revealed general applicability of proposed method and the significant improvement of resolution in comparison with conventional spectra recorded in the same time
Simulating continuous-time Hamiltonian dynamics by way of a discrete-time quantum walk
International Nuclear Information System (INIS)
Schmitz, A.T.; Schwalm, W.A.
2016-01-01
Much effort has been made to connect the continuous-time and discrete-time quantum walks. We present a method for making that connection for a general graph Hamiltonian on a bigraph. Furthermore, such a scheme may be adapted for simulating discretized quantum models on a quantum computer. A coin operator is found for the discrete-time quantum walk which exhibits the same dynamics as the continuous-time evolution. Given the spectral decomposition of the graph Hamiltonian and certain restrictions, the discrete-time evolution is solved for explicitly and understood at or near important values of the parameters. Finally, this scheme is connected to past results for the 1D chain. - Highlights: • A discrete-time quantum walk is purposed which approximates a continuous-time quantum walk. • The purposed quantum walk could be used to simulate Hamiltonian dynamics on a quantum computer. • Given the spectra decomposition of the Hamiltonian, the quantum walk is solved explicitly. • The method is demonstrated and connected to previous work done on the 1D chain.
Time-aggregation effects on the baseline of continuous-time and discrete-time hazard models
ter Hofstede, F.; Wedel, M.
In this study we reinvestigate the effect of time-aggregation for discrete- and continuous-time hazard models. We reanalyze the results of a previous Monte Carlo study by ter Hofstede and Wedel (1998), in which the effects of time-aggregation on the parameter estimates of hazard models were
Variable Selection in Time Series Forecasting Using Random Forests
Directory of Open Access Journals (Sweden)
Hristos Tyralis
2017-10-01
Full Text Available Time series forecasting using machine learning algorithms has gained popularity recently. Random forest is a machine learning algorithm implemented in time series forecasting; however, most of its forecasting properties have remained unexplored. Here we focus on assessing the performance of random forests in one-step forecasting using two large datasets of short time series with the aim to suggest an optimal set of predictor variables. Furthermore, we compare its performance to benchmarking methods. The first dataset is composed by 16,000 simulated time series from a variety of Autoregressive Fractionally Integrated Moving Average (ARFIMA models. The second dataset consists of 135 mean annual temperature time series. The highest predictive performance of RF is observed when using a low number of recent lagged predictor variables. This outcome could be useful in relevant future applications, with the prospect to achieve higher predictive accuracy.
Anticontrol of chaos in continuous-time systems via time-delay feedback.
Wang, Xiao Fan; Chen, Guanrong; Yu, Xinghuo
2000-12-01
In this paper, a systematic design approach based on time-delay feedback is developed for anticontrol of chaos in a continuous-time system. This anticontrol method can drive a finite-dimensional, continuous-time, autonomous system from nonchaotic to chaotic, and can also enhance the existing chaos of an originally chaotic system. Asymptotic analysis is used to establish an approximate relationship between a time-delay differential equation and a discrete map. Anticontrol of chaos is then accomplished based on this relationship and the differential-geometry control theory. Several examples are given to verify the effectiveness of the methodology and to illustrate the systematic design procedure. (c) 2000 American Institute of Physics.
Finite-Time Stability and Controller Design of Continuous-Time Polynomial Fuzzy Systems
Directory of Open Access Journals (Sweden)
Xiaoxing Chen
2017-01-01
Full Text Available Finite-time stability and stabilization problem is first investigated for continuous-time polynomial fuzzy systems. The concept of finite-time stability and stabilization is given for polynomial fuzzy systems based on the idea of classical references. A sum-of-squares- (SOS- based approach is used to obtain the finite-time stability and stabilization conditions, which include some classical results as special cases. The proposed conditions can be solved with the help of powerful Matlab toolbox SOSTOOLS and a semidefinite-program (SDP solver. Finally, two numerical examples and one practical example are employed to illustrate the validity and effectiveness of the provided conditions.
Continuous time modelling of dynamical spatial lattice data observed at sparsely distributed times
DEFF Research Database (Denmark)
Rasmussen, Jakob Gulddahl; Møller, Jesper
2007-01-01
Summary. We consider statistical and computational aspects of simulation-based Bayesian inference for a spatial-temporal model based on a multivariate point process which is only observed at sparsely distributed times. The point processes are indexed by the sites of a spatial lattice......, and they exhibit spatial interaction. For specificity we consider a particular dynamical spatial lattice data set which has previously been analysed by a discrete time model involving unknown normalizing constants. We discuss the advantages and disadvantages of using continuous time processes compared...... with discrete time processes in the setting of the present paper as well as other spatial-temporal situations....
Finite-Time H∞ Filtering for Linear Continuous Time-Varying Systems with Uncertain Observations
Directory of Open Access Journals (Sweden)
Huihong Zhao
2012-01-01
Full Text Available This paper is concerned with the finite-time H∞ filtering problem for linear continuous time-varying systems with uncertain observations and ℒ2-norm bounded noise. The design of finite-time H∞ filter is equivalent to the problem that a certain indefinite quadratic form has a minimum and the filter is such that the minimum is positive. The quadratic form is related to a Krein state-space model according to the Krein space linear estimation theory. By using the projection theory in Krein space, the finite-time H∞ filtering problem is solved. A numerical example is given to illustrate the performance of the H∞ filter.
Voelkle, Manuel C; Oud, Johan H L
2013-02-01
When designing longitudinal studies, researchers often aim at equal intervals. In practice, however, this goal is hardly ever met, with different time intervals between assessment waves and different time intervals between individuals being more the rule than the exception. One of the reasons for the introduction of continuous time models by means of structural equation modelling has been to deal with irregularly spaced assessment waves (e.g., Oud & Delsing, 2010). In the present paper we extend the approach to individually varying time intervals for oscillating and non-oscillating processes. In addition, we show not only that equal intervals are unnecessary but also that it can be advantageous to use unequal sampling intervals, in particular when the sampling rate is low. Two examples are provided to support our arguments. In the first example we compare a continuous time model of a bivariate coupled process with varying time intervals to a standard discrete time model to illustrate the importance of accounting for the exact time intervals. In the second example the effect of different sampling intervals on estimating a damped linear oscillator is investigated by means of a Monte Carlo simulation. We conclude that it is important to account for individually varying time intervals, and encourage researchers to conceive of longitudinal studies with different time intervals within and between individuals as an opportunity rather than a problem. © 2012 The British Psychological Society.
Lettieri, Christopher J; Shah, Anita A; Holley, Aaron B; Kelly, William F; Chang, Audrey S; Roop, Stuart A
2009-11-17
Adherence to short-term continuous positive airway pressure (CPAP) may predict long-term use. Unfortunately, initial CPAP intolerance may lead to poor adherence or abandonment of therapy. To determine whether a short course of eszopiclone at the onset of therapy improves long-term CPAP adherence more than placebo in adults with obstructive sleep apnea. Parallel randomized, placebo-controlled trial from March 2007 to December 2008. Randomization, maintained and concealed centrally by pharmacy personnel, was computer-generated using fixed blocks of 10. Referring physicians, investigators, and patients were blinded to the treatment assignment until after the final data were collected. (ClinicalTrials.gov registration number: NCT00612157). Academic sleep disorder center. 160 adults (mean age, 45.7 years [SD, 7.3]; mean apnea-hypopnea index, 36.9 events/h [SD, 23]) with newly diagnosed obstructive sleep apnea initiating CPAP. Eszopiclone, 3 mg (n = 76), or matching placebo (n = 78) for the first 14 nights of CPAP. Use of CPAP was measured weekly for 24 weeks. Adherence to CPAP (primary outcome) and the rate of CPAP discontinuation and improvements in symptoms (secondary outcomes) were compared. Follow-up at 1, 3, and 6 months was completed by 150, 136, and 120 patients, respectively. Patients in the eszopiclone group used CPAP for 20.8% more nights (95% CI, 7.2% to 34.4%; P = 0.003), 1.3 more hours per night for all nights (CI, 0.4 to 2.2 hours; P = 0.005), and 1.1 more hours per night of CPAP use (CI, 0.2 to 2.1 hours; P = 0.019). The hazard ratio for discontinuation of CPAP was 1.90 (CI, 1.1 to 3.4; P = 0.033) times higher in the placebo group. Side effects were reported in 7.1% of patients and did not differ between groups. Patients had severe obstructive sleep apnea treated at a specialized sleep center with frequent follow-up; results may not be generalizable to different settings. Patients' tolerance to CPAP and their reasons for discontinuation were not assessed
Stylised facts of financial time series and hidden Markov models in continuous time
DEFF Research Database (Denmark)
Nystrup, Peter; Madsen, Henrik; Lindström, Erik
2015-01-01
presents an extension to continuous time where it is possible to increase the number of states with a linear rather than quadratic growth in the number of parameters. The possibility of increasing the number of states leads to a better fit to both the distributional and temporal properties of daily returns....
Global dissipativity of continuous-time recurrent neural networks with time delay
International Nuclear Information System (INIS)
Liao Xiaoxin; Wang Jun
2003-01-01
This paper addresses the global dissipativity of a general class of continuous-time recurrent neural networks. First, the concepts of global dissipation and global exponential dissipation are defined and elaborated. Next, the sets of global dissipativity and global exponentially dissipativity are characterized using the parameters of recurrent neural network models. In particular, it is shown that the Hopfield network and cellular neural networks with or without time delays are dissipative systems
Echocardiography as an indication of continuous-time cardiac quiescence
Wick, C. A.; Auffermann, W. F.; Shah, A. J.; Inan, O. T.; Bhatti, P. T.; Tridandapani, S.
2016-07-01
Cardiac computed tomography (CT) angiography using prospective gating requires that data be acquired during intervals of minimal cardiac motion to obtain diagnostic images of the coronary vessels free of motion artifacts. This work is intended to assess B-mode echocardiography as a continuous-time indication of these quiescent periods to determine if echocardiography can be used as a cost-efficient, non-ionizing modality to develop new prospective gating techniques for cardiac CT. These new prospective gating approaches will not be based on echocardiography itself but on CT-compatible modalities derived from the mechanics of the heart (e.g. seismocardiography and impedance cardiography), unlike the current standard electrocardiogram. To this end, echocardiography and retrospectively-gated CT data were obtained from ten patients with varied cardiac conditions. CT reconstructions were made throughout the cardiac cycle. Motion of the interventricular septum (IVS) was calculated from both echocardiography and CT reconstructions using correlation-based, deviation techniques. The IVS was chosen because it (1) is visible in echocardiography images, whereas the coronary vessels generally are not, and (2) has been shown to be a suitable indicator of cardiac quiescence. Quiescent phases were calculated as the minima of IVS motion and CT volumes were reconstructed for these phases. The diagnostic quality of the CT reconstructions from phases calculated from echocardiography and CT data was graded on a four-point Likert scale by a board-certified radiologist fellowship-trained in cardiothoracic radiology. Using a Wilcoxon signed-rank test, no significant difference in the diagnostic quality of the coronary vessels was found between CT volumes reconstructed from echocardiography- and CT-selected phases. Additionally, there was a correlation of 0.956 between the echocardiography- and CT-selected phases. This initial work suggests that B-mode echocardiography can be used as a
Kollef, M H; Skubas, N J; Sundt, T M
1999-11-01
To determine whether the application of continuous aspiration of subglottic secretions (CASS) is associated with a decreased incidence of ventilator-associated pneumonia (VAP). Prospective clinical trial. Cardiothoracic ICU (CTICU) of Barnes-Jewish Hospital, St. Louis, a university-affiliated teaching hospital. Three hundred forty-three patients undergoing cardiac surgery and requiring mechanical ventilation in the CTICU. Patients were assigned to receive either CASS, using a specially designed endotracheal tube (Hi-Lo Evac; Mallinckrodt Inc; Athlone, Ireland), or routine postoperative medical care without CASS. One hundred sixty patients were assigned to receive CASS, and 183 were assigned to receive routine postoperative medical care without CASS. The two groups were similar at the time of randomization with regard to demographic characteristics, surgical procedures performed, and severity of illness. Risk factors for the development of VAP were also similar during the study period for both treatment groups. VAP was seen in 8 patients (5.0%) receiving CASS and in 15 patients (8. 2%) receiving routine postoperative medical care without CASS (relative risk, 0.61%; 95% confidence interval, 0.27 to 1.40; p = 0. 238). Episodes of VAP occurred statistically later among patients receiving CASS ([mean +/- SD] 5.6 +/- 2.3 days) than among patients who did not receive CASS (2.9 +/- 1.2 days); (p = 0.006). No statistically significant differences for hospital mortality, overall duration of mechanical ventilation, lengths of stay in the hospital or CTICU, or acquired organ system derangements were found between the two treatment groups. No complications related to CASS were observed in the intervention group. Our findings suggest that CASS can be safely administered to patients undergoing cardiac surgery. The occurrence of VAP can be significantly delayed among patients undergoing cardiac surgery using this simple-to-apply technique.
Concentrated Hitting Times of Randomized Search Heuristics with Variable Drift
DEFF Research Database (Denmark)
Lehre, Per Kristian; Witt, Carsten
2014-01-01
Drift analysis is one of the state-of-the-art techniques for the runtime analysis of randomized search heuristics (RSHs) such as evolutionary algorithms (EAs), simulated annealing etc. The vast majority of existing drift theorems yield bounds on the expected value of the hitting time for a target...
Long time tails in stationary random media II: Applications
Machta, J.; Ernst, M.H.; Dorfman, J.R.; Beijeren, H. van
1984-01-01
In a previous paper we developed a mode-coupling theory to describe the long time properties of diffusion in stationary, statistically homogeneous, random media. Here the general theory is applied to deterministic and stochastic Lorentz models and several hopping models. The mode-coupling theory
First passage times for combinations of random loads
Jacobs, Patricia A.
1985-01-01
Structures are subject to changing loads from various sources. In many instances these loads fluctuate in time apparently random fashion. Models are considered for which the stress put on the structure by various loads simultaneously can be described by a regenerative process. The distribution of the first time until the stress on the structure exceeds a given level x is studied. Asymptotic properties of the distribution are given for a large stress level x and for the tail of the distributio...
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.
Discrete random walk models for space-time fractional diffusion
International Nuclear Information System (INIS)
Gorenflo, Rudolf; Mainardi, Francesco; Moretti, Daniele; Pagnini, Gianni; Paradisi, Paolo
2002-01-01
A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. By space-time fractional diffusion equation we mean an evolution equation obtained from the standard linear diffusion equation by replacing the second-order space derivative with a Riesz-Feller derivative of order α is part of (0,2] and skewness θ (moduleθ≤{α,2-α}), and the first-order time derivative with a Caputo derivative of order β is part of (0,1]. Such evolution equation implies for the flux a fractional Fick's law which accounts for spatial and temporal non-locality. The fundamental solution (for the Cauchy problem) of the fractional diffusion equation can be interpreted as a probability density evolving in time of a peculiar self-similar stochastic process that we view as a generalized diffusion process. By adopting appropriate finite-difference schemes of solution, we generate models of random walk discrete in space and time suitable for simulating random variables whose spatial probability density evolves in time according to this fractional diffusion equation
Time-delayed feedback control of diffusion in random walkers
Ando, Hiroyasu; Takehara, Kohta; Kobayashi, Miki U.
2017-07-01
Time delay in general leads to instability in some systems, while specific feedback with delay can control fluctuated motion in nonlinear deterministic systems to a stable state. In this paper, we consider a stochastic process, i.e., a random walk, and observe its diffusion phenomenon with time-delayed feedback. As a result, the diffusion coefficient decreases with increasing delay time. We analytically illustrate this suppression of diffusion by using stochastic delay differential equations and justify the feasibility of this suppression by applying time-delayed feedback to a molecular dynamics model.
Studies in astronomical time series analysis: Modeling random processes in the time domain
Scargle, J. D.
1979-01-01
Random process models phased in the time domain are used to analyze astrophysical time series data produced by random processes. A moving average (MA) model represents the data as a sequence of pulses occurring randomly in time, with random amplitudes. An autoregressive (AR) model represents the correlations in the process in terms of a linear function of past values. The best AR model is determined from sampled data and transformed to an MA for interpretation. The randomness of the pulse amplitudes is maximized by a FORTRAN algorithm which is relatively stable numerically. Results of test cases are given to study the effects of adding noise and of different distributions for the pulse amplitudes. A preliminary analysis of the optical light curve of the quasar 3C 273 is given.
Kamiya, Yusuke; Ishijma, Hisahiro; Hagiwara, Akiko; Takahashi, Shizu; Ngonyani, Henook A M; Samky, Eleuter
2017-02-01
To evaluate the impact of implementing continuous quality improvement (CQI) methods on patient's experiences and satisfaction in Tanzania. Cluster-randomized trial, which randomly allocated district-level hospitals into treatment group and control group, was conducted. Sixteen district-level hospitals in Kilimanjaro and Manyara regions of Tanzania. Outpatient exit surveys targeting totally 3292 individuals, 1688 in the treatment and 1604 in the control group, from 3 time-points between September 2011 and September 2012. Implementation of the 5S (Sort, Set, Shine, Standardize, Sustain) approach as a CQI method at outpatient departments over 12 months. Cleanliness, waiting time, patient's experience, patient's satisfaction. The 5S increased cleanliness in the outpatient department, patients' subjective waiting time and overall satisfaction. However, negligible effects were confirmed for patient's experiences on hospital staff behaviours. The 5S as a CQI method is effective in enhancing hospital environment and service delivery; that are subjectively assessed by outpatients even during the short intervention period. Nevertheless, continuous efforts will be needed to connect CQI practices with the further improvement in the delivery of quality health care. © The Author 2016. Published by Oxford University Press in association with the International Society for Quality in Health Care. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com
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.
Sikiru, L; Okoye, G C
2014-09-01
Creatinine (Cr) has been implicated as an independent predictor of hypertension and exercise has been reported as adjunct therapy for hypertension. The purpose of the present study was to investigate the effect of continuous training programme on blood pressure and serum creatinine concentration in black African subjects with hypertension. Three hundred and fifty seven male patients with mild to moderate (systolic blood pressure [SBP] between 140-180 & diastolic blood pressure [DBP] between 90-109 mmHg) essential hypertension were age matched and randomly grouped into continuous & control groups. The continuous group involved in an 8 weeks continuous training (60-79% HR reserve) of between 45 minutes to 60 minutes, 3 times per week, while the control group remain sedentary. SBP, DBP, VO2max, serum Cr, body mass index (BMI), waist hip ratio (WHR) and percent (%) body fat. Analysis of covariance (ANCOVA) and Pearson correlation tests were used in data analysis. Findings of the study revealed significant decreased effects of continuous training programme on SBP, DBP, Cr, BMI, WHR, % body fat and significant increase in VO2max at pexercise training as a multi-therapy in the down regulation of blood pressure, serum Cr, body size and body fat in hypertension.
Absolute continuity under time shift of trajectories and related stochastic calculus
Löbus, Jörg-Uwe
2017-01-01
The text is concerned with a class of two-sided stochastic processes of the form X=W+A. Here W is a two-sided Brownian motion with random initial data at time zero and A\\equiv A(W) is a function of W. Elements of the related stochastic calculus are introduced. In particular, the calculus is adjusted to the case when A is a jump process. Absolute continuity of (X,P) under time shift of trajectories is investigated. For example under various conditions on the initial density with respect to the Lebesgue measure, m, and on A with A_0=0 we verify \\frac{P(dX_{\\cdot -t})}{P(dX_\\cdot)}=\\frac{m(X_{-t})}{m(X_0)}\\cdot \\prod_i\\left|\
Two-dimensional random arrays for real time volumetric imaging
DEFF Research Database (Denmark)
Davidsen, Richard E.; Jensen, Jørgen Arendt; Smith, Stephen W.
1994-01-01
real time volumetric imaging system, which employs a wide transmit beam and receive mode parallel processing to increase image frame rate. Depth-of-field comparisons were made from simulated on-axis and off-axis beamplots at ranges from 30 to 160 mm for both coaxial and offset transmit and receive......Two-dimensional arrays are necessary for a variety of ultrasonic imaging techniques, including elevation focusing, 2-D phase aberration correction, and real time volumetric imaging. In order to reduce system cost and complexity, sparse 2-D arrays have been considered with element geometries...... selected ad hoc, by algorithm, or by random process. Two random sparse array geometries and a sparse array with a Mills cross receive pattern were simulated and compared to a fully sampled aperture with the same overall dimensions. The sparse arrays were designed to the constraints of the Duke University...
Gagliardi, Lucia; Nenke, Marni A; Thynne, Tilenka R J; von der Borch, Jenny; Rankin, Wayne A; Henley, David E; Sorbello, Jane; Inder, Warrick J; Torpy, David J
2014-11-01
Patients with Addison's disease (AD) report impaired subjective health status (SHS). Since cortisol exhibits a robust circadian cycle that entrains other biological clocks, impaired SHS may be due to the noncircadian cortisol profile achieved with conventional glucocorticoid replacement. Continuous subcutaneous hydrocortisone infusion (CSHI) reproduces a circadian cortisol profile, but its effects on SHS have not been objectively evaluated. The aim of this study was to determine the effect of CSHI on SHS in AD. This was a multicentre, double-blind, placebo-controlled trial of CSHI vs oral glucocorticoid therapy. Participants received in random order 4 weeks of: CSHI and oral placebo, and subcutaneous placebo and oral hydrocortisone, separated by a 2-week washout period. SHS was assessed using the Short-Form 36 (SF-36), General Health Questionnaire (GHQ-28), Fatigue Scale (FS), Gastrointestinal Symptom Rating Scale (GSRS); and Addison's Quality of Life Questionnaire (AddiQoL). Participants were asked their (blinded) treatment preference. Twenty-four hour urine free cortisol (UFC) and diurnal salivary cortisol collections compared cortisol exposure during each treatment. Ten participants completed the study. Baseline SHS scores (mean ± SE) were consistent with mild impairment: SF-36 physical component summary 48.4 (± 2.4), mental component summary 53.3 (± 3.0); GHQ-28 18.1 (± 3.3); GSRS 3.7 (± 1.6), and AddiQoL 94.7 (± 3.7). FS was similar to other AD cohorts 13.5 (± 1.0) (P = 0.82). UFC between treatments was not different (P = 0.87). The salivary cortisol at 0800 h was higher during CSHI (P = 0.03), but not at any other time points measured. There was no difference between the treatments in the SHS assessments. Five participants preferred CSHI, four oral hydrocortisone, and one was uncertain. Biochemical measurements indicate similar cortisol exposure during each treatment period, although a more circadian pattern was evident during CSHI. CSHI does not
Fealy, Nigel; Aitken, Leanne; du Toit, Eugene; Lo, Serigne; Baldwin, Ian
2017-10-01
To determine whether blood flow rate influences circuit life in continuous renal replacement therapy. Prospective randomized controlled trial. Single center tertiary level ICU. Critically ill adults requiring continuous renal replacement therapy. Patients were randomized to receive one of two blood flow rates: 150 or 250 mL/min. The primary outcome was circuit life measured in hours. Circuit and patient data were collected until each circuit clotted or was ceased electively for nonclotting reasons. Data for clotted circuits are presented as median (interquartile range) and compared using the Mann-Whitney U test. Survival probability for clotted circuits was compared using log-rank test. Circuit clotting data were analyzed for repeated events using hazards ratio. One hundred patients were randomized with 96 completing the study (150 mL/min, n = 49; 250 mL/min, n = 47) using 462 circuits (245 run at 150 mL/min and 217 run at 250 mL/min). Median circuit life for first circuit (clotted) was similar for both groups (150 mL/min: 9.1 hr [5.5-26 hr] vs 10 hr [4.2-17 hr]; p = 0.37). Continuous renal replacement therapy using blood flow rate set at 250 mL/min was not more likely to cause clotting compared with 150 mL/min (hazards ratio, 1.00 [0.60-1.69]; p = 0.68). Gender, body mass index, weight, vascular access type, length, site, and mode of continuous renal replacement therapy or international normalized ratio had no effect on clotting risk. Continuous renal replacement therapy without anticoagulation was more likely to cause clotting compared with use of heparin strategies (hazards ratio, 1.62; p = 0.003). Longer activated partial thromboplastin time (hazards ratio, 0.98; p = 0.002) and decreased platelet count (hazards ratio, 1.19; p = 0.03) were associated with a reduced likelihood of circuit clotting. There was no difference in circuit life whether using blood flow rates of 250 or 150 mL/min during continuous renal replacement therapy.
Cluster Observations of Non-Time Continuous Magnetosonic Waves
Walker, Simon N.; Demekhov, Andrei G.; Boardsen, Scott A.; Ganushkina, Natalia Y.; Sibeck, David G.; Balikhin, Michael A.
2016-01-01
Equatorial magnetosonic waves are normally observed as temporally continuous sets of emissions lasting from minutes to hours. Recent observations, however, have shown that this is not always the case. Using Cluster data, this study identifies two distinct forms of these non temporally continuous use missions. The first, referred to as rising tone emissions, are characterized by the systematic onset of wave activity at increasing proton gyroharmonic frequencies. Sets of harmonic emissions (emission elements)are observed to occur periodically in the region +/- 10 off the geomagnetic equator. The sweep rate of these emissions maximizes at the geomagnetic equator. In addition, the ellipticity and propagation direction also change systematically as Cluster crosses the geomagnetic equator. It is shown that the observed frequency sweep rate is unlikely to result from the sideband instability related to nonlinear trapping of suprathermal protons in the wave field. The second form of emissions is characterized by the simultaneous onset of activity across a range of harmonic frequencies. These waves are observed at irregular intervals. Their occurrence correlates with changes in the spacecraft potential, a measurement that is used as a proxy for electron density. Thus, these waves appear to be trapped within regions of localized enhancement of the electron density.
Time delay correlations in chaotic scattering and random matrix approach
International Nuclear Information System (INIS)
Lehmann, N.; Savin, D.V.; Sokolov, V.V.; Sommers, H.J.
1994-01-01
We study the correlations in the time delay a model of chaotic resonance scattering based on the random matrix approach. Analytical formulae which are valid for arbitrary number of open channels and arbitrary coupling strength between resonances and channels are obtained by the supersymmetry method. The time delay correlation function, through being not a Lorentzian, is characterized, similar to that of the scattering matrix, by the gap between the cloud of complex poles of the S-matrix and the real energy axis. 28 refs.; 4 figs
Time-delayed fronts from biased random walks
International Nuclear Information System (INIS)
Fort, Joaquim; Pujol, Toni
2007-01-01
We generalize a previous model of time-delayed reaction-diffusion fronts (Fort and Mendez 1999 Phys. Rev. Lett. 82 867) to allow for a bias in the microscopic random walk of particles or individuals. We also present a second model which takes the time order of events (diffusion and reproduction) into account. As an example, we apply them to the human invasion front across the USA in the 19th century. The corrections relative to the previous model are substantial. Our results are relevant to physical and biological systems with anisotropic fronts, including particle diffusion in disordered lattices, population invasions, the spread of epidemics, etc
Course Development Cycle Time: A Framework for Continuous Process Improvement.
Lake, Erinn
2003-01-01
Details Edinboro University's efforts to reduce the extended cycle time required to develop new courses and programs. Describes a collaborative process improvement framework, illustrated data findings, the team's recommendations for improvement, and the outcomes of those recommendations. (EV)
Finite-time stability of neutral-type neural networks with random time-varying delays
Ali, M. Syed; Saravanan, S.; Zhu, Quanxin
2017-11-01
This paper is devoted to the finite-time stability analysis of neutral-type neural networks with random time-varying delays. The randomly time-varying delays are characterised by Bernoulli stochastic variable. This result can be extended to analysis and design for neutral-type neural networks with random time-varying delays. On the basis of this paper, we constructed suitable Lyapunov-Krasovskii functional together and established a set of sufficient linear matrix inequalities approach to guarantee the finite-time stability of the system concerned. By employing the Jensen's inequality, free-weighting matrix method and Wirtinger's double integral inequality, the proposed conditions are derived and two numerical examples are addressed for the effectiveness of the developed techniques.
DEFF Research Database (Denmark)
Oxlund, J; Clausen, A H; Venø, S
2018-01-01
. Patients were allocated to either automated intermittent boluses with 16 mg ropivacaine every 2 h combined with patient-controlled administration or to a conventional regimen of continuous infusion of 8 mg/h (4 ml/h) of ropivacaine combined with patient controlled administration (2 ml, lockout time 30 min...
Hoving, J.L.; Koes, B.W.; Vet, H.C.W. de; Windt, D.A.W.M. van der; Assendelft, W.J.J.; Mameren, H. van; Devillé, W.L.J.M.; Pool, J.J.M.; Scholten, R.J.P.M.; Bouter, L.M.
2002-01-01
BACKGROUND: Neck pain is a common problem, but the effectiveness of frequently applied conservative therapies has never been directly compared. OBJECTIVE: To determine the effectiveness of manual therapy, physical therapy, and continued care by a general practitioner. DESIGN: Randomized, controlled
Hoving, Jan Lucas; Koes, Bart W.; de Vet, Henrica C. W.; van der Windt, Danielle A. W. M.; Assendelft, Willem J. J.; van Mameren, Henk; Devillé, Walter L. J. M.; Pool, Jan J. M.; Scholten, Rob J. P. M.; Bouter, Lex M.
2002-01-01
BACKGROUND: Neck pain is a common problem, but the effectiveness of frequently applied conservative therapies has never been directly compared. OBJECTIVE: To determine the effectiveness of manual therapy, physical therapy, and continued care by a general practitioner. DESIGN: Randomized, controlled
Directory of Open Access Journals (Sweden)
Hossam A. ELShamaa
2016-10-01
Conclusion: The current study demonstrated that bupivacaine administered by continuous epidural infusion provided a significantly lower pain scores with mobilization, and hence better analgesia for post cesarean section pain in the first postoperative day compared to continuous bupivacaine wound infusion through fenestrated catheter using the constant flow PainFusor system.
Liang, Guanlin; Wen, Tianfu; Yan, Lunan; Li, B O; Wu, Guochang; Yang, Jian; Lu, Bo; Chen, Zheyu; Liao, Zhixue; Ran, Shun; Yu, Zhang
2009-01-01
To evaluate whether continuous hemihepatic inflow occlusion (HHO) during hepatectomy can be safer than and be as effective as intermittent total hepatic inflow occlusion (THO) in reducing blood loss. Eighty patients undergoing liver resections were included in a prospective randomized study comparing the intra- and postoperative course under THO (n=40) or HHO (n=40). THO was performed with periods of 20 minutes of occlusion and 5 minutes of releasing, while HHO was performed with continuous occlusion. The surface area of liver transection, amount of blood loss, measurements of alanine aminotransferase (ALT) and aspartate aminotransferase (AST), and postoperative evolution were recorded. The two groups were similar at entry in terms of preoperative liver function and in the proportion of patients experiencing major hepatectomy. The total ischemic time of the two groups was similar (p=0.37), but the operative time in the THO group was longer than in the HHO group (p=0.02). No significant difference was found between the HHO and THO group in blood loss during liver parenchyma transection (p=0.14), the elevations of ALT and AST on the first postoperative day (ALT: p=0.12; AST: p=0.66) and postoperative morbidity (p=0.35). On the basis of our findings, if it is feasible, continuous HHO is recommended for complex liver resection.
An automated quasi-continuous capillary refill timing device
International Nuclear Information System (INIS)
Blaxter, L L; Morris, D E; Crowe, J A; Hayes-Gill, B R; Henry, C; Hill, S; Sharkey, D; Vyas, H
2016-01-01
Capillary refill time (CRT) is a simple means of cardiovascular assessment which is widely used in clinical care. Currently, CRT is measured through manual assessment of the time taken for skin tone to return to normal colour following blanching of the skin surface. There is evidence to suggest that manually assessed CRT is subject to bias from ambient light conditions, a lack of standardisation of both blanching time and manually applied pressure, subjectiveness of return to normal colour, and variability in the manual assessment of time. We present a novel automated system for CRT measurement, incorporating three components: a non-invasive adhesive sensor incorporating a pneumatic actuator, a diffuse multi-wavelength reflectance measurement device, and a temperature sensor; a battery operated datalogger unit containing a self contained pneumatic supply; and PC based data analysis software for the extraction of refill time, patient skin surface temperature, and sensor signal quality. Through standardisation of the test, it is hoped that some of the shortcomings of manual CRT can be overcome. In addition, an automated system will facilitate easier integration of CRT into electronic record keeping and clinical monitoring or scoring systems, as well as reducing demands on clinicians. Summary analysis of volunteer (n = 30) automated CRT datasets are presented, from 15 healthy adults and 15 healthy children (aged from 5 to 15 years), as their arms were cooled from ambient temperature to 5°C. A more detailed analysis of two typical datasets is also presented, demonstrating that the response of automated CRT to cooling matches that of previously published studies. (paper)
Mental time travel: a case for evolutionary continuity.
Corballis, Michael C
2013-01-01
In humans, hippocampal activity responds to the imagining of past or future events. In rats, hippocampal activity is tied to particular locations in a maze, occurs after the animal has been in the maze, and sometimes corresponds to locations the animal did not actually visit. This suggests that mental time travel has neurophysiological underpinnings that go far back in evolution, and may not be, as some (including myself) have claimed, unique to humans. Copyright © 2012 Elsevier Ltd. All rights reserved.
Continuous radon measurements in schools: time variations and related parameters
International Nuclear Information System (INIS)
Giovani, C.; Cappelletto, C.; Garavaglia, M.; Pividore, S.; Villalta, R.
2004-01-01
Some results are reported of observations made within a four-year survey, during different seasons and in different conditions of school building use. Natural radon variations (day-night cycles, seasonal and temperature dependent variations etc..) and artificial ones (opening of windows, weekends and vacations, deployment of air conditioning or heating systems. etc.) were investigated as parameters affecting time dependent radon concentrations. (P.A.)
Real-time continuous nitrate monitoring in Illinois in 2013
Warner, Kelly L.; Terrio, Paul J.; Straub, Timothy D.; Roseboom, Donald; Johnson, Gary P.
2013-01-01
Many sources contribute to the nitrogen found in surface water in Illinois. Illinois is located in the most productive agricultural area in the country, and nitrogen fertilizer is commonly used to maximize corn production in this area. Additionally, septic/wastewater systems, industrial emissions, and lawn fertilizer are common sources of nitrogen in urban areas of Illinois. In agricultural areas, the use of fertilizer has increased grain production to meet the needs of a growing population, but also has resulted in increases in nitrogen concentrations in many streams and aquifers (Dubrovsky and others, 2010). The urban sources can increase nitrogen concentrations, too. The Federal limit for nitrate nitrogen in water that is safe to drink is 10 milligrams per liter (mg/L) (http://water.epa.gov/drink/contaminants/basicinformation/nitrate.cfm, accessed on May 24, 2013). In addition to the concern with nitrate nitrogen in drinking water, nitrogen, along with phosphorus, is an aquatic concern because it feeds the intensive growth of algae that are responsible for the hypoxic zone in the Gulf of Mexico. The largest nitrogen flux to the waters feeding the Gulf of Mexico is from Illinois (Alexander and others, 2008). Most studies of nitrogen in surface water and groundwater include samples for nitrate nitrogen collected weekly or monthly, but nitrate concentrations can change rapidly and these discrete samples may not capture rapid changes in nitrate concentrations that can affect human and aquatic health. Continuous monitoring for nitrate could inform scientists and water-resource managers of these changes and provide information on the transport of nitrate in surface water and groundwater.
Energy Technology Data Exchange (ETDEWEB)
Murata, Isao [Osaka Univ., Suita (Japan); Mori, Takamasa; Nakagawa, Masayuki; Itakura, Hirofumi
1996-03-01
The method to calculate neutronics parameters of a core composed of randomly distributed spherical fuels has been developed based on a statistical geometry model with a continuous energy Monte Carlo method. This method was implemented in a general purpose Monte Carlo code MCNP, and a new code MCNP-CFP had been developed. This paper describes the model and method how to use it and the validation results. In the Monte Carlo calculation, the location of a spherical fuel is sampled probabilistically along the particle flight path from the spatial probability distribution of spherical fuels, called nearest neighbor distribution (NND). This sampling method was validated through the following two comparisons: (1) Calculations of inventory of coated fuel particles (CFPs) in a fuel compact by both track length estimator and direct evaluation method, and (2) Criticality calculations for ordered packed geometries. This method was also confined by applying to an analysis of the critical assembly experiment at VHTRC. The method established in the present study is quite unique so as to a probabilistic model of the geometry with a great number of spherical fuels distributed randomly. Realizing the speed-up by vector or parallel computations in future, it is expected to be widely used in calculation of a nuclear reactor core, especially HTGR cores. (author).
Time-variant random interval natural frequency analysis of structures
Wu, Binhua; Wu, Di; Gao, Wei; Song, Chongmin
2018-02-01
This paper presents a new robust method namely, unified interval Chebyshev-based random perturbation method, to tackle hybrid random interval structural natural frequency problem. In the proposed approach, random perturbation method is implemented to furnish the statistical features (i.e., mean and standard deviation) and Chebyshev surrogate model strategy is incorporated to formulate the statistical information of natural frequency with regards to the interval inputs. The comprehensive analysis framework combines the superiority of both methods in a way that computational cost is dramatically reduced. This presented method is thus capable of investigating the day-to-day based time-variant natural frequency of structures accurately and efficiently under concrete intrinsic creep effect with probabilistic and interval uncertain variables. The extreme bounds of the mean and standard deviation of natural frequency are captured through the embedded optimization strategy within the analysis procedure. Three particularly motivated numerical examples with progressive relationship in perspective of both structure type and uncertainty variables are demonstrated to justify the computational applicability, accuracy and efficiency of the proposed method.
Randomizing growing networks with a time-respecting null model
Ren, Zhuo-Ming; Mariani, Manuel Sebastian; Zhang, Yi-Cheng; Medo, Matúš
2018-05-01
Complex networks are often used to represent systems that are not static but grow with time: People make new friendships, new papers are published and refer to the existing ones, and so forth. To assess the statistical significance of measurements made on such networks, we propose a randomization methodology—a time-respecting null model—that preserves both the network's degree sequence and the time evolution of individual nodes' degree values. By preserving the temporal linking patterns of the analyzed system, the proposed model is able to factor out the effect of the system's temporal patterns on its structure. We apply the model to the citation network of Physical Review scholarly papers and the citation network of US movies. The model reveals that the two data sets are strikingly different with respect to their degree-degree correlations, and we discuss the important implications of this finding on the information provided by paradigmatic node centrality metrics such as indegree and Google's PageRank. The randomization methodology proposed here can be used to assess the significance of any structural property in growing networks, which could bring new insights into the problems where null models play a critical role, such as the detection of communities and network motifs.
Neutron fluctuations in a medium randomly varying in time
Energy Technology Data Exchange (ETDEWEB)
Lenard, Pal [KFKI Atomic Energy Research Institute, Budapest (Hungary); Imre, Pazsit [Chalmers Univ. of Technology, Dept. of Nuclear Engineering, SE, Goteborg (Sweden)
2005-07-01
The master equation approach, which has traditionally been used for the calculation of neutron fluctuations in zero power systems with constant parameters, is extended to a case when the parameters of the system change randomly in time. We consider a forward type master equation for the probability distribution of the number of particles in a multiplying system whose properties jump randomly between two discrete states, both with and without an external source. The first two factorial moments are calculated, including the covariance. This model can be considered the unification of stochastic methods that were used either in a constant multiplying medium via the master equation technique, or in a fluctuating medium via the Langevin technique. In contrast to these methods, the one presented here can calculate the inherent noise in time-varying systems. The results obtained show a much richer characteristics of the zero power noise than that in constant systems. Even the concept of criticality has to be given a probabilistic interpretation. The asymptotic behaviour of the variance will be also qualitatively different from that in constant systems. The covariance of the neutron number in a subcritical system with a source, and the corresponding power spectrum, shows both the inherent and parametrically induced noise components. The results are relevant in medium power subcritical systems where the zero power noise is still significant, but they also have a bearing on all types of branching processes, such as evolution of biological systems, spreading of epidemics etc., which are set in a time-varying environment. (authors)
Neutron fluctuations in a medium randomly varying in time
International Nuclear Information System (INIS)
Lenard, Pal; Imre, Pazsit
2005-01-01
The master equation approach, which has traditionally been used for the calculation of neutron fluctuations in zero power systems with constant parameters, is extended to a case when the parameters of the system change randomly in time. We consider a forward type master equation for the probability distribution of the number of particles in a multiplying system whose properties jump randomly between two discrete states, both with and without an external source. The first two factorial moments are calculated, including the covariance. This model can be considered the unification of stochastic methods that were used either in a constant multiplying medium via the master equation technique, or in a fluctuating medium via the Langevin technique. In contrast to these methods, the one presented here can calculate the inherent noise in time-varying systems. The results obtained show a much richer characteristics of the zero power noise than that in constant systems. Even the concept of criticality has to be given a probabilistic interpretation. The asymptotic behaviour of the variance will be also qualitatively different from that in constant systems. The covariance of the neutron number in a subcritical system with a source, and the corresponding power spectrum, shows both the inherent and parametrically induced noise components. The results are relevant in medium power subcritical systems where the zero power noise is still significant, but they also have a bearing on all types of branching processes, such as evolution of biological systems, spreading of epidemics etc., which are set in a time-varying environment. (authors)
Chen, Xiaofeng; Song, Qiankun; Li, Zhongshan; Zhao, Zhenjiang; Liu, Yurong
2018-07-01
This paper addresses the problem of stability for continuous-time and discrete-time quaternion-valued neural networks (QVNNs) with linear threshold neurons. Applying the semidiscretization technique to the continuous-time QVNNs, the discrete-time analogs are obtained, which preserve the dynamical characteristics of their continuous-time counterparts. Via the plural decomposition method of quaternion, homeomorphic mapping theorem, as well as Lyapunov theorem, some sufficient conditions on the existence, uniqueness, and global asymptotical stability of the equilibrium point are derived for the continuous-time QVNNs and their discrete-time analogs, respectively. Furthermore, a uniform sufficient condition on the existence, uniqueness, and global asymptotical stability of the equilibrium point is obtained for both continuous-time QVNNs and their discrete-time version. Finally, two numerical examples are provided to substantiate the effectiveness of the proposed results.
Directory of Open Access Journals (Sweden)
Naghdi Soofia
2011-03-01
Full Text Available Abstract Background Chronic non-specific low-back pain (LBP is one of the most common and expensive musculoskeletal disorders in industrialized countries. Similar to other countries in the world, LBP is a common health and socioeconomic problem in Iran. One of the most widely used modalities in the field of physiotherapy for treating LBP is therapeutic ultrasound. Despite its common use, there is still inconclusive evidence to support its effectiveness in this group of patients. This randomised trial will evaluate the effectiveness of continuous ultrasound in addition to exercise therapy in patients with chronic LBP. Methods and design A total of 46 patients, between the ages 18 and 65 years old who have had LBP for more than three months will be recruited from university hospitals. Participants will be randomized to receive continuous ultrasound plus exercise therapy or placebo ultrasound plus exercise therapy. These groups will be treated for 10 sessions during a period of 4 weeks. Primary outcome measures will be functional disability and pain intensity. Lumbar flexion and extension range of motion, as well as changes in electromyography muscle fatigue indices, will be measured as secondary outcomes. All outcome measures will be measured at baseline, after completion of the treatment sessions, and after one month. Discussion The results of this trial will help to provide some evidence regarding the use of continuous ultrasound in chronic LBP patients. This should lead to a more evidence-based approach to clinical decision making regarding the use of ultrasound for LBP. Trial registration Netherlands Trial Register (NTR: NTR2251
Bugaresti, J M; Tator, C H; Szalai, J P
1991-06-01
The present study was conducted to determine whether automated, continuous turning beds would reduce the nursing care time for spinal cord injured (SCI) patients by freeing hospital staff from manual turning of patients every 2 hours. Seventeen patients were randomly assigned to continuous or intermittent turning and were observed during the 8 hour shift for 1 to 18 days following injury. Trained observers recorded the time taken for patient contact activities performed by the nursing staff (direct nursing care) and other hospital staff. The mean direct nursing care time per dayshift per patient was 130 +/- 22 (mean +/- SD) minutes for 9 patients managed with continuous turning and 115 +/- 41 (mean +/- SD) minutes for 8 patients managed with intermittent turning. The observed difference in care time between the two treatment groups was not significant (p greater than 0.05). Numerous factors including neurological level, time following injury, and medical complications appeared to affect the direct nursing care time. Although continuous turning did not reduce nursing care time it offered major advantages for the treatment of selected cases of acute SCI. Some major advantages of continuous turning treatment were observed. Spinal alignment was easier to maintain during continuous turning in patients with injuries of the cervical spine. Continuous turning allowed radiological procedures on the spine, chest and abdomen to be more easily performed without having to alter the patients' position in bed. Therapy and nursing staff indicated that the continuous turning bed facilitated patient positioning for such activities as chest physiotherapy. With continuous turning, one nurse was sufficient to provide care for an individual SCI patient without having to rely on the assistance of other nurses on the ward for patient turning every 2 hours.
The extinction probability in systems randomly varying in time
Directory of Open Access Journals (Sweden)
Imre Pázsit
2017-09-01
Full Text Available The extinction probability of a branching process (a neutron chain in a multiplying medium is calculated for a system randomly varying in time. The evolution of the first two moments of such a process was calculated previously by the authors in a system randomly shifting between two states of different multiplication properties. The same model is used here for the investigation of the extinction probability. It is seen that the determination of the extinction probability is significantly more complicated than that of the moments, and it can only be achieved by pure numerical methods. The numerical results indicate that for systems fluctuating between two subcritical or two supercritical states, the extinction probability behaves as expected, but for systems fluctuating between a supercritical and a subcritical state, there is a crucial and unexpected deviation from the predicted behaviour. The results bear some significance not only for neutron chains in a multiplying medium, but also for the evolution of biological populations in a time-varying environment.
Neutron fluctuations in a multiplying medium randomly varying in time
Energy Technology Data Exchange (ETDEWEB)
Pal, L. [KFKI Atomic Energy Research Inst., Budapest (Hungary); Pazsit, I. [Chalmers Univ. of Technology, Goeteborg (Sweden). Dept. of Nuclear Engineering
2006-07-15
The master equation approach, which has traditionally been used for the calculation of neutron fluctuations in multiplying systems with constant parameters, is extended to a case when the parameters of the system change randomly in time. A forward type master equation is considered for the case of a multiplying system whose properties jump randomly between two discrete states, both with and without a stationary external source. The first two factorial moments are calculated, including the covariance. This model can be considered as the unification of stochastic methods that were used either in a constant multiplying medium via the master equation technique, or in a fluctuating medium via the Langevin technique. The results obtained show a much richer characteristic of the zero power noise than that in constant systems. The results are relevant in medium power subcritical nuclear systems where the zero power noise is still significant, but they also have a bearing on all types of branching processes, such as evolution of biological systems, spreading of epidemics etc, which are set in a time-varying environment.
Neutron fluctuations in a multiplying medium randomly varying in time
International Nuclear Information System (INIS)
Pal, L.; Pazsit, I.
2006-01-01
The master equation approach, which has traditionally been used for the calculation of neutron fluctuations in multiplying systems with constant parameters, is extended to a case when the parameters of the system change randomly in time. A forward type master equation is considered for the case of a multiplying system whose properties jump randomly between two discrete states, both with and without a stationary external source. The first two factorial moments are calculated, including the covariance. This model can be considered as the unification of stochastic methods that were used either in a constant multiplying medium via the master equation technique, or in a fluctuating medium via the Langevin technique. The results obtained show a much richer characteristic of the zero power noise than that in constant systems. The results are relevant in medium power subcritical nuclear systems where the zero power noise is still significant, but they also have a bearing on all types of branching processes, such as evolution of biological systems, spreading of epidemics etc, which are set in a time-varying environment
28 CFR 301.204 - Continuation of lost-time wages.
2010-07-01
... 28 Judicial Administration 2 2010-07-01 2010-07-01 false Continuation of lost-time wages. 301.204... ACCIDENT COMPENSATION Lost-Time Wages § 301.204 Continuation of lost-time wages. (a) Once approved, the inmate shall receive lost-time wages until the inmate: (1) Is released; (2) Is transferred to another...
Memory for Random Time Patterns in Audition, Touch, and Vision.
Kang, HiJee; Lancelin, Denis; Pressnitzer, Daniel
2018-03-22
Perception deals with temporal sequences of events, like series of phonemes for audition, dynamic changes in pressure for touch textures, or moving objects for vision. Memory processes are thus needed to make sense of the temporal patterning of sensory information. Recently, we have shown that auditory temporal patterns could be learned rapidly and incidentally with repeated exposure [Kang et al., 2017]. Here, we tested whether rapid incidental learning of temporal patterns was specific to audition, or if it was a more general property of sensory systems. We used a same behavioral task in three modalities: audition, touch, and vision, for stimuli having identical temporal statistics. Participants were presented with sequences of acoustic pulses for audition, motion pulses to the fingertips for touch, or light pulses for vision. Pulses were randomly and irregularly spaced, with all inter-pulse intervals in the sub-second range and all constrained to be longer than the temporal acuity in any modality. This led to pulse sequences with an average inter-pulse interval of 166 ms, a minimum inter-pulse interval of 60 ms, and a total duration of 1.2 s. Results showed that, if a random temporal pattern re-occurred at random times during an experimental block, it was rapidly learned, whatever the sensory modality. Moreover, patterns first learned in the auditory modality displayed transfer of learning to either touch or vision. This suggests that sensory systems may be exquisitely tuned to incidentally learn re-occurring temporal patterns, with possible cross-talk between the senses. Copyright © 2018 IBRO. Published by Elsevier Ltd. All rights reserved.
Randomized Controlled Trial of Family Therapy in Advanced Cancer Continued Into Bereavement.
Kissane, David W; Zaider, Talia I; Li, Yuelin; Hichenberg, Shira; Schuler, Tammy; Lederberg, Marguerite; Lavelle, Lisa; Loeb, Rebecca; Del Gaudio, Francesca
2016-06-01
Systematic family-centered cancer care is needed. We conducted a randomized controlled trial of family therapy, delivered to families identified by screening to be at risk from dysfunctional relationships when one of their relatives has advanced cancer. Eligible patients with advanced cancer and their family members screened above the cut-off on the Family Relationships Index. After screening 1,488 patients or relatives at Memorial Sloan Kettering Cancer Center or three related community hospice programs, 620 patients (42%) were recruited, which represented 170 families. Families were stratified by three levels of family dysfunction (low communicating, low involvement, and high conflict) and randomly assigned to one of three arms: standard care or 6 or 10 sessions of a manualized family intervention. Primary outcomes were the Complicated Grief Inventory-Abbreviated (CGI) and Beck Depression Inventory-II (BDI-II). Generalized estimating equations allowed for clustered data in an intention-to-treat analysis. On the CGI, a significant treatment effect (Wald χ(2) = 6.88; df = 2; P = .032) and treatment by family-type interaction was found (Wald χ(2) = 20.64; df = 4; P families. Low-communicating families improved by 6 months of bereavement. In the standard care arm, 15.5% of the bereaved developed a prolonged grief disorder at 13 months of bereavement compared with 3.3% of those who received 10 sessions of intervention (Wald χ(2) = 8.31; df = 2; P =.048). No significant treatment effects were found on the BDI-II. Family-focused therapy delivered to high-risk families during palliative care and continued into bereavement reduced the severity of complicated grief and the development of prolonged grief disorder. © 2016 by American Society of Clinical Oncology.
Zhou, Tony; Dickson, Jennifer L; Geoffrey Chase, J
2018-01-01
Continuous glucose monitoring (CGM) devices have been effective in managing diabetes and offer potential benefits for use in the intensive care unit (ICU). Use of CGM devices in the ICU has been limited, primarily due to the higher point accuracy errors over currently used traditional intermittent blood glucose (BG) measures. General models of CGM errors, including drift and random errors, are lacking, but would enable better design of protocols to utilize these devices. This article presents an autoregressive (AR) based modeling method that separately characterizes the drift and random noise of the GlySure CGM sensor (GlySure Limited, Oxfordshire, UK). Clinical sensor data (n = 33) and reference measurements were used to generate 2 AR models to describe sensor drift and noise. These models were used to generate 100 Monte Carlo simulations based on reference blood glucose measurements. These were then compared to the original CGM clinical data using mean absolute relative difference (MARD) and a Trend Compass. The point accuracy MARD was very similar between simulated and clinical data (9.6% vs 9.9%). A Trend Compass was used to assess trend accuracy, and found simulated and clinical sensor profiles were similar (simulated trend index 11.4° vs clinical trend index 10.9°). The model and method accurately represents cohort sensor behavior over patients, providing a general modeling approach to any such sensor by separately characterizing each type of error that can arise in the data. Overall, it enables better protocol design based on accurate expected CGM sensor behavior, as well as enabling the analysis of what level of each type of sensor error would be necessary to obtain desired glycemic control safety and performance with a given protocol.
Telletxea, S; Gonzalez, J; Portugal, V; Alvarez, R; Aguirre, U; Anton, A; Arizaga, A
2016-04-01
For major laparoscopic surgery, as with open surgery, a multimodal analgesia plan can help to control postoperative pain. Placing a wound catheter intraoperatively following colon surgery could optimize the control of acute pain with less consumption of opioids and few adverse effects. We conducted a prospective, randomized, study of patients scheduled to undergo laparoscopic colon surgery for cancer in Galdakao-Usansolo Hospital from January 2012 to January 2013. Patients were recruited and randomly allocated to wound catheter placement plus standard postoperative analgesia or standard postoperative analgesia alone. A physician from the acute pain management unit monitored all patients for pain at multiple points over the first 48 hours after surgery. The primary outcome variables were verbal numeric pain scale scores and amount of intravenous morphine used via patient controlled infusion. 92 patients were included in the study, 43 had a wound catheter implanted and 49 did not. Statistically significant differences in morphine consumption were observed between groups throughout the course of the treatment period. The mean total morphine consumption at the end of the study was 5.63±5.02mg among wound catheter patients and 21. 86±17.88mg among control patients (P=.0001). Wound catheter patients had lower pain scale scores than control patients throughout the observation period. No adverse effects associated with the wound catheter technique were observed. The wound catheter group showed lower hospital stays with statistically significant difference (P=.02). In patients undergoing laparoscopic colon surgery, continuous infusion of local anaesthetics through interfascial wound catheters during the first 48h aftersurgery reduced the level of perceived pain and also reduced parenteral morphine consumption with no associated adverse effects and lower hospital stays. Copyright © 2015 Sociedad Española de Anestesiología, Reanimación y Terapéutica del Dolor
Directory of Open Access Journals (Sweden)
Luiz Eduardo Imbelloni
Full Text Available CONTEXT AND OBJECTIVES: In major orthopedic surgery of the lower limbs, continuous spinal anesthesia (CSA and combined spinal epidural anesthesia (CSE are safe and reliable anesthesia methods. In this prospective randomized clinical study, the blockading properties and side effects of CSA were compared with single interspace CSE, among patients scheduled for major hip or knee surgery. DESIGN AND SETTING: Prospective clinical study conducted at the Institute for Regional Anesthesia, Hospital de Base, São José do Rio Preto. METHODS: 240 patients scheduled for hip arthroplasty, knee arthroplasty or femoral fracture treatment were randomly assigned to receive either CSA or CSE. Blockades were performed in the lateral position at the L3-L4 interspace. Puncture success, technical difficulties, paresthesia, highest level of sensory and motor blockade, need for complementary doses of local anesthetic, degree of technical difficulties, cardiocirculatory changes and postdural puncture headache (PDPH were recorded. At the end of the surgery, the catheter was removed and cerebrospinal fluid leakage was evaluated. RESULTS: Seven patients were excluded (three CSA and four CSE. There was significantly lower incidence of paresthesia in the CSE group. The resultant sensory blockade level was significantly higher with CSE. Complete motor blockade occurred in 110 CSA patients and in 109 CSE patients. Arterial hypotension was observed significantly more often in the CSE group. PDPH was observed in two patients of each group. CONCLUSION: Our results suggest that both CSA and CSE provided good surgical conditions with low incidence of complications. The sensory blockade level and hemodynamic changes were lower with CSA.
Khot, Sandeep P.; Davis, Arielle P.; Crane, Deborah A.; Tanzi, Patricia M.; Li Lue, Denise; Claflin, Edward S.; Becker, Kyra J.; Longstreth, W.T.; Watson, Nathaniel F.; Billings, Martha E.
2016-01-01
Study Objectives: Obstructive sleep apnea (OSA) predicts poor functional outcome after stroke and increases the risk for recurrent stroke. Less is known about continuous positive airway pressure (CPAP) treatment on stroke recovery. Methods: In a pilot randomized, double-blind, sham-controlled trial, adult stroke rehabilitation patients were assigned to auto-titrating or sham CPAP without diagnostic testing for OSA. Change in Functional Independence Measure (FIM), a measure of disability, was assessed between rehabilitation admission and discharge. Results: Over 18 months, 40 patients were enrolled and 10 withdrew from the study: 7 from active and 3 from sham CPAP (p > 0.10). For the remaining 30 patients, median duration of CPAP use was 14 days. Average CPAP use was 3.7 h/night, with at least 4 h nightly use among 15 patients. Adherence was not influenced by treatment assignment or stroke severity. In intention-to-treat analyses (n = 40), the median change in FIM favored active CPAP over sham but did not reach statistical significance (34 versus 26, p = 0.25), except for the cognitive component (6 versus 2.5, p = 0.04). The on-treatment analyses (n = 30) yielded similar results (total FIM: 32 versus 26, p = 0.11; cognitive FIM: 6 versus 2, p = 0.06). Conclusions: A sham-controlled CPAP trial among stroke rehabilitation patients was feasible in terms of recruitment, treatment without diagnostic testing and adequate blinding—though was limited by study retention and CPAP adherence. Despite these limitations, a trend towards a benefit of CPAP on recovery was evident. Tolerance and adherence must be improved before the full benefits of CPAP on recovery can be assessed in larger trials. Citation: Khot SP, Davis AP, Crane DA, Tanzi PM, Li Lue D, Claflin ES, Becker KJ, Longstreth WT, Watson NF, Billings ME. Effect of continuous positive airway pressure on stroke rehabilitation: a pilot randomized sham-controlled trial. J Clin Sleep Med 2016;12(7):1019–1026. PMID
The effect of continuous aerobic exercise on premenstrual syndrome: a randomized clinical trial
Directory of Open Access Journals (Sweden)
Mosallanejad Z
2007-11-01
Full Text Available Background: Premenstrual syndrome is one of the most incidencial problems in women's during reproductive age. That effect personal performance in family and society status. Varied therapeutic treatment has been studied for its promotion. The main attention was to find a method without complications. This study performed with aim of assessing effect of one period of continuous aerobic exercise on premenstrual syndrome in 18-25 years female students in jahrom medical school."nMethods: This study was a kind of semi experimental study with two group plane. Forty students were assessed for premenstrual syndrome with regular mense, without previous history of Diabetes mellitus and Thyroid, Gynecologic and psychological disease. Twenty subjects (with similar VO2 MAX were selected and randomly divided to two experimental and control groups. Data gathering was from ILPDD questionnaire concluded 11 question about signs and symptoms of mental and physical complain related to premenstrual syndrome that filled by samples. All samples have positive five complain that four of them depend on mental symptoms of premenstrual syndrome. Intensity of quantity of premenstrual syndrome and levels of estrogen and progesterone were measured. Then, exercise regime including continuous aerobic exercise, were performed for eight weeks, with frequency of three sessions every week. At the end of 8th week, posttests were repeated in the situation similar to pretest. Analytic statistic as a Nonparametric Mann-whitney test, and nonparametric Wilcoxon signed ranks test was used for comparing variables."nResults: This study showed that after two method of aerobic exercise, somatic and effective complain was decrease in case group (p>0.05. Hormonal change in two groups was not significant."nConclusion: Releaving aerobic experiences is effective for somatic and affective complains secondary to premenstrual syndrome and this plan can be replace by other methods of medical
Ostashev, Vladimir E; Wilson, D Keith; Muhlestein, Michael B; Attenborough, Keith
2018-02-01
Although sound propagation in a forest is important in several applications, there are currently no rigorous yet computationally tractable prediction methods. Due to the complexity of sound scattering in a forest, it is natural to formulate the problem stochastically. In this paper, it is demonstrated that the equations for the statistical moments of the sound field propagating in a forest have the same form as those for sound propagation in a turbulent atmosphere if the scattering properties of the two media are expressed in terms of the differential scattering and total cross sections. Using the existing theories for sound propagation in a turbulent atmosphere, this analogy enables the derivation of several results for predicting forest acoustics. In particular, the second-moment parabolic equation is formulated for the spatial correlation function of the sound field propagating above an impedance ground in a forest with micrometeorology. Effective numerical techniques for solving this equation have been developed in atmospheric acoustics. In another example, formulas are obtained that describe the effect of a forest on the interference between the direct and ground-reflected waves. The formulated correspondence between wave propagation in discrete and continuous random media can also be used in other fields of physics.
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.
A joint logistic regression and covariate-adjusted continuous-time Markov chain model.
Rubin, Maria Laura; Chan, Wenyaw; Yamal, Jose-Miguel; Robertson, Claudia Sue
2017-12-10
The use of longitudinal measurements to predict a categorical outcome is an increasingly common goal in research studies. Joint models are commonly used to describe two or more models simultaneously by considering the correlated nature of their outcomes and the random error present in the longitudinal measurements. However, there is limited research on joint models with longitudinal predictors and categorical cross-sectional outcomes. Perhaps the most challenging task is how to model the longitudinal predictor process such that it represents the true biological mechanism that dictates the association with the categorical response. We propose a joint logistic regression and Markov chain model to describe a binary cross-sectional response, where the unobserved transition rates of a two-state continuous-time Markov chain are included as covariates. We use the method of maximum likelihood to estimate the parameters of our model. In a simulation study, coverage probabilities of about 95%, standard deviations close to standard errors, and low biases for the parameter values show that our estimation method is adequate. We apply the proposed joint model to a dataset of patients with traumatic brain injury to describe and predict a 6-month outcome based on physiological data collected post-injury and admission characteristics. Our analysis indicates that the information provided by physiological changes over time may help improve prediction of long-term functional status of these severely ill subjects. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.
Continuous positive airway pressure (CPAP after lung resection: a randomized clinical trial
Directory of Open Access Journals (Sweden)
Ligia dos Santos Roceto
Full Text Available CONTEXT AND OBJECTIVE: Noninvasive mechanical ventilation during the postoperative period (PO following lung resection can restore residual functional capacity, improve oxygenation and spare the inspiratory muscles. The objective of this study was to assess the efficacy of continuous positive airway pressure (CPAP associated with physiotherapy, compared with physiotherapy alone after lung resection. DESIGN AND SETTING: Open randomized clinical trial conducted in the clinical hospital of Universidade Estadual de Campinas. METHOD: Sessions were held in the immediate postoperative period (POi and on the first and second postoperative days (PO1 and PO2, and the patients were reassessed on the discharge day. CPAP was applied for two hours and the pressure adjustment was set between 7 and 8.5 cmH2O. The oxygenation index (OI, Borg scale, pain scale and presence of thoracic drains and air losses were evaluated. RESULTS : There was a significant increase in the OI in the CPAP group in the POi compared to the Chest Physiotherapy (CP group, P = 0.024. In the CP group the OI was significantly lower on PO1 (P = 0,042, than CPAP group. The air losses were significantly greater in the CPAP group in the POi and on PO1 (P = 0.001, P = 0.028, but there was no significant difference between the groups on PO2 and PO3. There was a statistically significant difference between the groups regarding the Borg scale in the POi (P < 0.001, but there were no statistically significant differences between the groups regarding the pain score. CONCLUSION: CPAP after lung resection is safe and improves oxygenation, without increasing the air losses through the drains. CLINICAL TRIAL REGISTRATION: NCT01285648
Integrating Continuous-Time and Discrete-Event Concepts in Process Modelling, Simulation and Control
Beek, van D.A.; Gordijn, S.H.F.; Rooda, J.E.; Ertas, A.
1995-01-01
Currently, modelling of systems in the process industry requires the use of different specification languages for the specification of the discrete-event and continuous-time subsystems. In this way, models are restricted to individual subsystems of either a continuous-time or discrete-event nature.
Directory of Open Access Journals (Sweden)
Rao Kadam V
2017-07-01
Full Text Available Vasanth Rao Kadam,1 Roelof M Van Wijk,1 John L Moran,2 Shantan Ganesh,3 A Kumar,1 Rajesh Sethi,1 Patricia Williams2,4 1Department of Anaesthesia, The Queen Elizabeth Hospital, School of Medicine, University of Adelaide, Adelaide, SA, 2Intensive Care Unit, The Queen Elizabeth Hospital, School of Medicine, University of Adelaide, Adelaide, SA, 3Department of Surgery, The Queen Elizabeth Hospital, School of Medicine, University of Adelaide, Adelaide, SA, 4Department of Epidemiology and Preventive Medicine, School Public Health and Preventive Medicine, Australian and New Zealand Intensive Care Research Centre, Monash University, Melbourne, VIC, Australia Background: Continuous and intermittent bolus techniques of transversus abdominis plane (TAP blocks have been used for analgesia after abdominal surgery. Although both are effective, there are no studies comparing them. The aim of this study is to compare analgesia and cost-effectiveness between these groups.Methods: After obtaining ethical approval, 20 American Society of Anesthesiologists ASA grade I to III patients undergoing elective abdominal surgery were recruited with 10 patients allocated to each arm. Bilateral ultrasound-guided TAP blocks were performed with an initial bolus of 0.5% ropivacaine 20 mL per side, followed by catheter insertion. After surgery, the continuous infusion group received 0.2% ropivacaine 8 mL/hour on each side and the intermittent bolus group received doses of 0.2% ropivacaine 20 mL per side every 8 hours for 48 hours. Both groups received intravenous fentanyl patient-controlled analgesia and regular oral paracetamol. Parameters recorded included numerical rating scores for pain and post-operative analgesic consumption at baseline (time 0 and at 1 hour, 1 day and 2 days post-operatively. The duration of catheter insertion, complications, patient satisfaction and information regarding costs were also recorded. Patient satisfaction was assessed utilizing a 4-point
Random matrix theory for heavy-tailed time series
DEFF Research Database (Denmark)
Heiny, Johannes
2017-01-01
This paper is a review of recent results for large random matrices with heavy-tailed entries. First, we outline the development of and some classical results in random matrix theory. We focus on large sample covariance matrices, their limiting spectral distributions, the asymptotic behavior...
Studies in astronomical time series analysis. I - Modeling random processes in the time domain
Scargle, J. D.
1981-01-01
Several random process models in the time domain are defined and discussed. Attention is given to the moving average model, the autoregressive model, and relationships between and combinations of these models. Consideration is then given to methods for investigating pulse structure, procedures of model construction, computational methods, and numerical experiments. A FORTRAN algorithm of time series analysis has been developed which is relatively stable numerically. Results of test cases are given to study the effect of adding noise and of different distributions for the pulse amplitudes. A preliminary analysis of the light curve of the quasar 3C 272 is considered as an example.
Sarayani, Amir; Rashidian, Arash; Gholami, Kheirollah; Torkamandi, Hassan; Javadi, Mohammadreza
2012-01-01
Introduction: Weight management is a new public health role for community pharmacists in many countries. Lack of expertise is one of the key barriers to counseling obese patients. We evaluated the comparative efficacy of three alternative continuing education (CE) meetings on weight management. Methods: We designed a randomized controlled trial…
Energy Technology Data Exchange (ETDEWEB)
Sadel, Christian, E-mail: Christian.Sadel@ist.ac.at [University of British Columbia, Mathematics Department (Canada)
2014-12-15
We consider cross products of finite graphs with a class of trees that have arbitrarily but finitely long line segments, such as the Fibonacci tree. Such cross products are called tree-strips. We prove that for small disorder random Schrödinger operators on such tree-strips have purely absolutely continuous spectrum in a certain set.
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.
Directory of Open Access Journals (Sweden)
Antonov N.V.
2016-01-01
Full Text Available We study effects of the random fluid motion on a system in a self-organized critical state. The latter is described by the continuous stochastic model proposed by Hwa and Kardar [Phys. Rev. Lett. 62: 1813 (1989]. The advecting velocity field is Gaussian, not correlated in time, with the pair correlation function of the form ∝ δ(t − t′/k⊥d-1+ξ , where k⊥ = |k⊥| and k⊥ is the component of the wave vector, perpendicular to a certain preferred direction – the d-dimensional generalization of the ensemble introduced by Avellaneda and Majda [Commun. Math. Phys. 131: 381 (1990]. Using the field theoretic renormalization group we show that, depending on the relation between the exponent ξ and the spatial dimension d, the system reveals different types of large-scale, long-time scaling behaviour, associated with the three possible fixed points of the renormalization group equations. They correspond to ordinary diffusion, to passively advected scalar field (the nonlinearity of the Hwa–Kardar model is irrelevant and to the “pure” Hwa–Kardar model (the advection is irrelevant. For the special case ξ = 2(4 − d/3 both the nonlinearity and the advection are important. The corresponding critical exponents are found exactly for all these cases.
Buescher, Julian Frederik; Mehdorn, Anne-Sophie; Neumann, Philipp-Alexander; Becker, Felix; Eichelmann, Ann-Kathrin; Pankratius, Ulrich; Bahde, Ralf; Foell, Daniel; Senninger, Norbert; Rijcken, Emile
To investigate the effect of motion parameter feedback on laparoscopic basic skill acquisition and retention during a standardized box training curriculum. A Lap-X Hybrid laparoscopic simulator was designed to provide individual and continuous motion parameter feedback in a dry box trainer setting. In a prospective controlled trial, surgical novices were randomized into 2 groups (regular box group, n = 18, and Hybrid group, n = 18) to undergo an identical 5-day training program. In each group, 7 standardized tasks on laparoscopic basic skills were completed twice a day on 4 consecutive days in fixed pairs. Additionally, each participant performed a simulated standard laparoscopic cholecystectomy before (day 1) and after training (day 5) on a LAP Mentor II virtual reality (VR) trainer, allowing an independent control of skill progress in both groups. A follow-up assessment of skill retention was performed after 6 weeks with repetition of both the box tasks and VR cholecystectomy. Muenster University Hospital Training Center, Muenster, Germany. Medical students without previous surgical experience. Laparoscopic skills in both groups improved significantly during the training period, measured by the overall task performance time. The 6 week follow-up showed comparable skill retention in both groups. Evaluation of the VR cholecystectomies demonstrated significant decrease of operation time (p Simulation training on both trainers enables reliable acquisition of laparoscopic basic skills. Furthermore, individual and continuous motion feedback improves laparoscopic skill enhancement significantly in several aspects. Thus, training systems with feedback of motion parameters should be considered to achieve long-term improvement of motion economy among surgical trainees. Copyright © 2017 Association of Program Directors in Surgery. Published by Elsevier Inc. All rights reserved.
Karpatkin, Herb; Cohen, Evan T; Rzetelny, Adam; Parrott, J Scott; Breismeister, Breanne; Hartman, Ryan; Luu, Ronald; Napolione, Danielle
2015-07-01
Fatigue is a common, disabling symptom experienced by persons with multiple sclerosis (MS). Evidence shows that intermittent exercise is associated in improved performance and negligible fatigue. The purpose of this study was to examine whether subjects with MS walk greater distances with less fatigue under intermittent (INT) or continuous (CONT) walking condition. Twenty-seven subjects with MS (median Extended Disability Severity Scale 3.5, interquartile range 1.6) walked in the CONT (ie, 6 uninterrupted minutes) and INT (ie, three 2-minute walking bouts) conditions in a randomized crossover. Distance was measured for the entire 6-minute walking period and each 2-minute increment. Fatigue was measured as the difference in a visual analog scale of fatigue (ΔVAS-F) immediately preceding and following each trial. Participants walked greater distances in the INT condition compared to the CONT condition (P = 0.005). There was a significant interaction of walking condition and time (P walked in the INT condition changed across time. ΔVAS-F was significantly lower in the INT condition than in the CONT condition (P = 0.036). Subjects with MS walked farther, and with less fatigue, when walking intermittently rather than continuously. Persons with MS may be able to tolerate a greater dose of walking training if the walking bouts are intermittent. Further study to determine the benefits of a walking exercise program using intermittent walking is recommended.Video Abstract available for additional insights from the authors (Supplemental Digital Content 1, http://links.lww.com/JNPT/A103).
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.
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.
Directory of Open Access Journals (Sweden)
Natalie L Rasgon
Full Text Available The objective of this study was to examine the effects of estrogen-based hormone therapy (HT on regional cerebral metabolism in postmenopausal women (mean age = 58, SD = 5 at risk for development of dementia. The prospective clinical trial design included pre- and post-intervention neuroimaging of women randomized to continue (HT+ or discontinue (HT- therapy following an average of 10 years of use. The primary outcome measure was change in brain metabolism during the subsequent two years, as assessed with fluorodeoxyglucose-18 positron emission tomography (FDG-PET. Longitudinal FDG-PET data were available for 45 study completers. Results showed that women randomized to continue HT experienced relative preservation of frontal and parietal cortical metabolism, compared with women randomized to discontinue HT. Women who discontinued 17-β estradiol (17βE-based HT, as well as women who continued conjugated equine estrogen (CEE-based HT, exhibited significant decline in metabolism of the precuneus/posterior cingulate cortical (PCC area. Significant decline in PCC metabolism was additionally seen in women taking concurrent progestins (with either 17βE or CEE. Together, these findings suggest that among postmenopausal subjects at risk for developing dementia, regional cerebral cortical metabolism is relatively preserved for at least two years in women randomized to continue HT, compared with women randomized to discontinue HT. In addition, continuing unopposed 17βE therapy is associated specifically with preservation of metabolism in PCC, known to undergo the most significant decline in the earliest stages of Alzheimer's disease.ClinicalTrials.gov NCT00097058.
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...
Anomalous transport in fluid field with random waiting time depending on the preceding jump length
International Nuclear Information System (INIS)
Zhang Hong; Li Guo-Hua
2016-01-01
Anomalous (or non-Fickian) transport behaviors of particles have been widely observed in complex porous media. To capture the energy-dependent characteristics of non-Fickian transport of a particle in flow fields, in the present paper a generalized continuous time random walk model whose waiting time probability distribution depends on the preceding jump length is introduced, and the corresponding master equation in Fourier–Laplace space for the distribution of particles is derived. As examples, two generalized advection-dispersion equations for Gaussian distribution and lévy flight with the probability density function of waiting time being quadratic dependent on the preceding jump length are obtained by applying the derived master equation. (paper)
Anomalous transport in fluid field with random waiting time depending on the preceding jump length
Zhang, Hong; Li, Guo-Hua
2016-11-01
Anomalous (or non-Fickian) transport behaviors of particles have been widely observed in complex porous media. To capture the energy-dependent characteristics of non-Fickian transport of a particle in flow fields, in the present paper a generalized continuous time random walk model whose waiting time probability distribution depends on the preceding jump length is introduced, and the corresponding master equation in Fourier-Laplace space for the distribution of particles is derived. As examples, two generalized advection-dispersion equations for Gaussian distribution and lévy flight with the probability density function of waiting time being quadratic dependent on the preceding jump length are obtained by applying the derived master equation. Project supported by the Foundation for Young Key Teachers of Chengdu University of Technology, China (Grant No. KYGG201414) and the Opening Foundation of Geomathematics Key Laboratory of Sichuan Province, China (Grant No. scsxdz2013009).
Record statistics of financial time series and geometric random walks.
Sabir, Behlool; Santhanam, M S
2014-09-01
The study of record statistics of correlated series in physics, such as random walks, is gaining momentum, and several analytical results have been obtained in the past few years. In this work, we study the record statistics of correlated empirical data for which random walk models have relevance. We obtain results for the records statistics of select stock market data and the geometric random walk, primarily through simulations. We show that the distribution of the age of records is a power law with the exponent α lying in the range 1.5≤α≤1.8. Further, the longest record ages follow the Fréchet distribution of extreme value theory. The records statistics of geometric random walk series is in good agreement with that obtained from empirical stock data.
Elastic LiDAR Fusion: Dense Map-Centric Continuous-Time SLAM
Park, Chanoh; Moghadam, Peyman; Kim, Soohwan; Elfes, Alberto; Fookes, Clinton; Sridharan, Sridha
2017-01-01
The concept of continuous-time trajectory representation has brought increased accuracy and efficiency to multi-modal sensor fusion in modern SLAM. However, regardless of these advantages, its offline property caused by the requirement of global batch optimization is critically hindering its relevance for real-time and life-long applications. In this paper, we present a dense map-centric SLAM method based on a continuous-time trajectory to cope with this problem. The proposed system locally f...
Dalmau Codina, Ramon; Prats Menéndez, Xavier
2017-01-01
Continuous descent operations with controlled times of arrival at one or several metering fixes could enable environmentally friendly procedures without compromising terminal airspace capacity. This paper focuses on controlled time of arrival updates once the descent has been already initiated, assessing the feasible time window (and associated fuel consumption) of continuous descent operations requiring neither thrust nor speed-brake usage along the whole descent (i.e. only elevator control ...
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...
CMOS continuous-time adaptive equalizers for high-speed serial links
Gimeno Gasca, Cecilia; Aldea Chagoyen, Concepción
2015-01-01
This book introduces readers to the design of adaptive equalization solutions integrated in standard CMOS technology for high-speed serial links. Since continuous-time equalizers offer various advantages as an alternative to discrete-time equalizers at multi-gigabit rates, this book provides a detailed description of continuous-time adaptive equalizers design - both at transistor and system levels-, their main characteristics and performances. The authors begin with a complete review and analysis of the state of the art of equalizers for wireline applications, describing why they are necessary, their types, and their main applications. Next, theoretical fundamentals of continuous-time adaptive equalizers are explored. Then, new structures are proposed to implement the different building blocks of the adaptive equalizer: line equalizer, loop-filters, power comparator, etc. The authors demonstrate the design of a complete low-power, low-voltage, high-speed, continuous-time adaptive equalizer. Finally, a cost-...
Elliott, Thomas J.; Gu, Mile
2018-03-01
Continuous-time stochastic processes pervade everyday experience, and the simulation of models of these processes is of great utility. Classical models of systems operating in continuous-time must typically track an unbounded amount of information about past behaviour, even for relatively simple models, enforcing limits on precision due to the finite memory of the machine. However, quantum machines can require less information about the past than even their optimal classical counterparts to simulate the future of discrete-time processes, and we demonstrate that this advantage extends to the continuous-time regime. Moreover, we show that this reduction in the memory requirement can be unboundedly large, allowing for arbitrary precision even with a finite quantum memory. We provide a systematic method for finding superior quantum constructions, and a protocol for analogue simulation of continuous-time renewal processes with a quantum machine.
Design and testing of a unique randomized gravity, continuous flow bioreactor
Lassiter, Carroll B.
1993-01-01
high concentrations of oxygen into the culture medium. The system described allows for continuous, on line sampling for production of product without disturbing fluid and particle dynamics in the reaction chamber. It provides for the introduction of substrate, or control substances after cell adaptation to simulated microgravity has been accomplished. The reactor system provides for the nondisruptive, continuous flow replacement of nutrient and removal of product. On line monitoring and control of growth conditions such as pH and nutrient status are provided. A rotating distribution valve allows cessation of growth chamber rotation, thereby preserving the simulated microgravity conditions over longer periods of time.
Searching for Survivors through Random Human-Body Movement Outdoors by Continuous-Wave Radar Array.
Li, Chuantao; Chen, Fuming; Qi, Fugui; Liu, Miao; Li, Zhao; Liang, Fulai; Jing, Xijing; Lu, Guohua; Wang, Jianqi
2016-01-01
It is a major challenge to search for survivors after chemical or nuclear leakage or explosions. At present, biological radar can be used to achieve this goal by detecting the survivor's respiration signal. However, owing to the random posture of an injured person at a rescue site, the radar wave may directly irradiate the person's head or feet, in which it is difficult to detect the respiration signal. This paper describes a multichannel-based antenna array technology, which forms an omnidirectional detection system via 24-GHz Doppler biological radar, to address the random positioning relative to the antenna of an object to be detected. Furthermore, since the survivors often have random body movement such as struggling and twitching, the slight movements of the body caused by breathing are obscured by these movements. Therefore, a method is proposed to identify random human-body movement by utilizing multichannel information to calculate the background variance of the environment in combination with a constant-false-alarm-rate detector. The conducted outdoor experiments indicate that the system can realize the omnidirectional detection of random human-body movement and distinguish body movement from environmental interference such as movement of leaves and grass. The methods proposed in this paper will be a promising way to search for survivors outdoors.
Searching for Survivors through Random Human-Body Movement Outdoors by Continuous-Wave Radar Array
Liu, Miao; Li, Zhao; Liang, Fulai; Jing, Xijing; Lu, Guohua; Wang, Jianqi
2016-01-01
It is a major challenge to search for survivors after chemical or nuclear leakage or explosions. At present, biological radar can be used to achieve this goal by detecting the survivor’s respiration signal. However, owing to the random posture of an injured person at a rescue site, the radar wave may directly irradiate the person’s head or feet, in which it is difficult to detect the respiration signal. This paper describes a multichannel-based antenna array technology, which forms an omnidirectional detection system via 24-GHz Doppler biological radar, to address the random positioning relative to the antenna of an object to be detected. Furthermore, since the survivors often have random body movement such as struggling and twitching, the slight movements of the body caused by breathing are obscured by these movements. Therefore, a method is proposed to identify random human-body movement by utilizing multichannel information to calculate the background variance of the environment in combination with a constant-false-alarm-rate detector. The conducted outdoor experiments indicate that the system can realize the omnidirectional detection of random human-body movement and distinguish body movement from environmental interference such as movement of leaves and grass. The methods proposed in this paper will be a promising way to search for survivors outdoors. PMID:27073860
Delsing, M.J.M.H.; Oud, J.H.L.; Bruyn, E.E.J. De
2005-01-01
In family research, bidirectional influences between the family and the individual are usually analyzed in discrete time. Results from discrete time analysis, however, have been shown to be highly dependent on the length of the observation interval. Continuous time analysis using stochastic
A New Approach to Rational Discrete-Time Approximations to Continuous-Time Fractional-Order Systems
Matos , Carlos; Ortigueira , Manuel ,
2012-01-01
Part 10: Signal Processing; International audience; In this paper a new approach to rational discrete-time approximations to continuous fractional-order systems of the form 1/(sα+p) is proposed. We will show that such fractional-order LTI system can be decomposed into sub-systems. One has the classic behavior and the other is similar to a Finite Impulse Response (FIR) system. The conversion from continuous-time to discrete-time systems will be done using the Laplace transform inversion integr...
Hardware solution for continuous time-resolved burst detection of single molecules in flow
Wahl, Michael; Erdmann, Rainer; Lauritsen, Kristian; Rahn, Hans-Juergen
1998-04-01
Time Correlated Single Photon Counting (TCSPC) is a valuable tool for Single Molecule Detection (SMD). However, existing TCSPC systems did not support continuous data collection and processing as is desirable for applications such as SMD for e.g. DNA-sequencing in a liquid flow. First attempts at using existing instrumentation in this kind of operation mode required additional routing hardware to switch between several memory banks and were not truly continuous. We have designed a hard- and software system to perform continuous real-time TCSPC based upon a modern solid state Time to Digital Converter (TDC). Short dead times of the fully digital TDC design combined with fast Field Programmable Gay Array logic permit a continuous data throughput as high as 3 Mcounts/sec. The histogramming time may be set as short as 100 microsecond(s) . Every histogram or every single fluorescence photon can be real-time tagged at 200 ns resolution in addition to recording its arrival time relative to the excitation pulse. Continuous switching between memory banks permits concurrent histogramming and data read-out. The instrument provides a time resolution of 60 ps and up to 4096 histogram channels. The overall instrument response function in combination with a low cost picosecond diode laser and an inexpensive photomultiplier tube was found to be 180 ps and well sufficient to measure sub-nanosecond fluorescence lifetimes.
International Nuclear Information System (INIS)
Akıncı, Ümit
2012-01-01
The effect of the random magnetic field distribution on the phase diagrams and ground state magnetizations of the Ising nanowire has been investigated with effective field theory with correlations. Gaussian distribution has been chosen as a random magnetic field distribution. The variation of the phase diagrams with that distribution parameters has been obtained and some interesting results have been found such as disappearance of the reentrant behavior and first order transitions which appear in the case of discrete distributions. Also for single and double Gaussian distributions, ground state magnetizations for different distribution parameters have been determined which can be regarded as separate partially ordered phases of the system. - Highlights: ► We give the phase diagrams of the Ising nanowire under the continuous randomly distributed magnetic field. ► Ground state magnetization values obtained. ► Different partially ordered phases observed.
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.
Randomized trial of prongs or mask for nasal continuous positive airway pressure in preterm infants.
LENUS (Irish Health Repository)
Kieran, Emily A
2012-11-01
To determine whether nasal continuous positive airway pressure (NCPAP) given with nasal prongs compared with nasal mask reduces the rate of intubation and mechanical ventilation in preterm infants within 72 hours of starting therapy.
van Rosmalen, Joost; Toy, Mehlika; O'Mahony, James F
2013-08-01
Markov models are a simple and powerful tool for analyzing the health and economic effects of health care interventions. These models are usually evaluated in discrete time using cohort analysis. The use of discrete time assumes that changes in health states occur only at the end of a cycle period. Discrete-time Markov models only approximate the process of disease progression, as clinical events typically occur in continuous time. The approximation can yield biased cost-effectiveness estimates for Markov models with long cycle periods and if no half-cycle correction is made. The purpose of this article is to present an overview of methods for evaluating Markov models in continuous time. These methods use mathematical results from stochastic process theory and control theory. The methods are illustrated using an applied example on the cost-effectiveness of antiviral therapy for chronic hepatitis B. The main result is a mathematical solution for the expected time spent in each state in a continuous-time Markov model. It is shown how this solution can account for age-dependent transition rates and discounting of costs and health effects, and how the concept of tunnel states can be used to account for transition rates that depend on the time spent in a state. The applied example shows that the continuous-time model yields more accurate results than the discrete-time model but does not require much computation time and is easily implemented. In conclusion, continuous-time Markov models are a feasible alternative to cohort analysis and can offer several theoretical and practical advantages.
[Design and implementation of real-time continuous glucose monitoring instrument].
Huang, Yonghong; Liu, Hongying; Tian, Senfu; Jia, Ziru; Wang, Zi; Pi, Xitian
2017-12-01
Real-time continuous glucose monitoring can help diabetics to control blood sugar levels within the normal range. However, in the process of practical monitoring, the output of real-time continuous glucose monitoring system is susceptible to glucose sensor and environment noise, which will influence the measurement accuracy of the system. Aiming at this problem, a dual-calibration algorithm for the moving-window double-layer filtering algorithm combined with real-time self-compensation calibration algorithm is proposed in this paper, which can realize the signal drift compensation for current data. And a real-time continuous glucose monitoring instrument based on this study was designed. This real-time continuous glucose monitoring instrument consisted of an adjustable excitation voltage module, a current-voltage converter module, a microprocessor and a wireless transceiver module. For portability, the size of the device was only 40 mm × 30 mm × 5 mm and its weight was only 30 g. In addition, a communication command code algorithm was designed to ensure the security and integrity of data transmission in this study. Results of experiments in vitro showed that current detection of the device worked effectively. A 5-hour monitoring of blood glucose level in vivo showed that the device could continuously monitor blood glucose in real time. The relative error of monitoring results of the designed device ranged from 2.22% to 7.17% when comparing to a portable blood meter.
Exploratory Study for Continuous-time Parameter Estimation of Ankle Dynamics
Kukreja, Sunil L.; Boyle, Richard D.
2014-01-01
Recently, a parallel pathway model to describe ankle dynamics was proposed. This model provides a relationship between ankle angle and net ankle torque as the sum of a linear and nonlinear contribution. A technique to identify parameters of this model in discrete-time has been developed. However, these parameters are a nonlinear combination of the continuous-time physiology, making insight into the underlying physiology impossible. The stable and accurate estimation of continuous-time parameters is critical for accurate disease modeling, clinical diagnosis, robotic control strategies, development of optimal exercise protocols for longterm space exploration, sports medicine, etc. This paper explores the development of a system identification technique to estimate the continuous-time parameters of ankle dynamics. The effectiveness of this approach is assessed via simulation of a continuous-time model of ankle dynamics with typical parameters found in clinical studies. The results show that although this technique improves estimates, it does not provide robust estimates of continuous-time parameters of ankle dynamics. Due to this we conclude that alternative modeling strategies and more advanced estimation techniques be considered for future work.
Toward Continuous GPS Carrier-Phase Time Transfer: Eliminating the Time Discontinuity at an Anomaly.
Yao, Jian; Levine, Judah; Weiss, Marc
2015-01-01
The wide application of Global Positioning System (GPS) carrier-phase (CP) time transfer is limited by the problem of boundary discontinuity (BD). The discontinuity has two categories. One is "day boundary discontinuity," which has been studied extensively and can be solved by multiple methods [1-8]. The other category of discontinuity, called "anomaly boundary discontinuity (anomaly-BD)," comes from a GPS data anomaly. The anomaly can be a data gap (i.e., missing data), a GPS measurement error (i.e., bad data), or a cycle slip. Initial study of the anomaly-BD shows that we can fix the discontinuity if the anomaly lasts no more than 20 min, using the polynomial curve-fitting strategy to repair the anomaly [9]. However, sometimes, the data anomaly lasts longer than 20 min. Thus, a better curve-fitting strategy is in need. Besides, a cycle slip, as another type of data anomaly, can occur and lead to an anomaly-BD. To solve these problems, this paper proposes a new strategy, i.e., the satellite-clock-aided curve fitting strategy with the function of cycle slip detection. Basically, this new strategy applies the satellite clock correction to the GPS data. After that, we do the polynomial curve fitting for the code and phase data, as before. Our study shows that the phase-data residual is only ~3 mm for all GPS satellites. The new strategy also detects and finds the number of cycle slips by searching the minimum curve-fitting residual. Extensive examples show that this new strategy enables us to repair up to a 40-min GPS data anomaly, regardless of whether the anomaly is due to a data gap, a cycle slip, or a combination of the two. We also find that interference of the GPS signal, known as "jamming", can possibly lead to a time-transfer error, and that this new strategy can compensate for jamming outages. Thus, the new strategy can eliminate the impact of jamming on time transfer. As a whole, we greatly improve the robustness of the GPS CP time transfer.
Kohn, Julia E; Simons, Hannah R; Della Badia, Lisa; Draper, Elissa; Morfesis, Johanna; Talmont, Elizabeth; Beasley, Anitra; McDonald, Melanie; Westhoff, Carolyn L
2018-03-01
Self-administration of subcutaneous depot medroxyprogesterone acetate (DMPA-sc) is feasible, acceptable, and effective. Our objective was to compare one-year continuation of DMPA-sc between women randomized to self-administration versus clinic administration. We randomized 401 females ages 15-44 requesting DMPA at clinics in Texas and New Jersey to self-administration or clinic administration in a 1:1 allocation. Clinic staff taught participants randomized to self-administration to self-inject and observed the first injection; participants received instructions, a sharps container, and three doses for home use. Participants randomized to clinic administration received usual care. All participants received DMPA-sc at no cost and injection reminders via text message or email. We conducted follow-up surveys at six and 12 months. Three hundred thirty-six participants (84%) completed the 12-month survey; 316 completed both follow-up surveys (an 80% response rate excluding eight withdrawals). Participants ranged in age from 16-44. One-year DMPA continuous use was 69% in the self-administration group and 54% in the clinic group (p=.005). There were three self-reported pregnancies during the study period, all occurred in the clinic group; all three women had discontinued DMPA and one reported her pregnancy as intended. Among the self-administration group, 97% reported that self-administration was very or somewhat easy; 87% would recommend self-administration of DMPA-sc to a friend. Among the clinic group, 52% reported interest in self-administration in the future. Satisfaction was similar between groups. No serious adverse events were reported. DMPA self-administration improves contraceptive continuation and is a feasible and acceptable option for women and adolescents. Self-administration of subcutaneous DMPA can improve contraceptive access, autonomy, and continuation, and is a feasible and acceptable option for women and adolescents. It should be made widely available
STATISTICAL ANALYSIS OF NOTATIONAL AFL DATA USING CONTINUOUS TIME MARKOV CHAINS
Directory of Open Access Journals (Sweden)
Denny Meyer
2006-12-01
Full Text Available Animal biologists commonly use continuous time Markov chain models to describe patterns of animal behaviour. In this paper we consider the use of these models for describing AFL football. In particular we test the assumptions for continuous time Markov chain models (CTMCs, with time, distance and speed values associated with each transition. Using a simple event categorisation it is found that a semi-Markov chain model is appropriate for this data. This validates the use of Markov Chains for future studies in which the outcomes of AFL matches are simulated
Measurement of average continuous-time structure of a bond and ...
African Journals Online (AJOL)
The expected continuous-time structure of a bond and bond's interest rate risk in an investment settings was studied. We determined the expected number of years an investor or manager will wait until the stock comes to maturity. The expected principal amount to be paid back per stock at time 't' was determined, while ...
Lyapunov stability robust analysis and robustness design for linear continuous-time systems
Luo, J.S.; Johnson, A.; Bosch, van den P.P.J.
1995-01-01
The linear continuous-time systems to be discussed are described by state space models with structured time-varying uncertainties. First, the explicit maximal perturbation bound for maintaining quadratic Lyapunov stability of the closed-loop systems is presented. Then, a robust design method is
Robust model predictive control for constrained continuous-time nonlinear systems
Sun, Tairen; Pan, Yongping; Zhang, Jun; Yu, Haoyong
2018-02-01
In this paper, a robust model predictive control (MPC) is designed for a class of constrained continuous-time nonlinear systems with bounded additive disturbances. The robust MPC consists of a nonlinear feedback control and a continuous-time model-based dual-mode MPC. The nonlinear feedback control guarantees the actual trajectory being contained in a tube centred at the nominal trajectory. The dual-mode MPC is designed to ensure asymptotic convergence of the nominal trajectory to zero. This paper extends current results on discrete-time model-based tube MPC and linear system model-based tube MPC to continuous-time nonlinear model-based tube MPC. The feasibility and robustness of the proposed robust MPC have been demonstrated by theoretical analysis and applications to a cart-damper springer system and a one-link robot manipulator.
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....
Brakemeier, Eva-Lotta; Merkl, Angela; Wilbertz, Gregor; Quante, Arnim; Regen, Francesca; Bührsch, Nicole; van Hall, Franziska; Kischkel, Eva; Danker-Hopfe, Heidi; Anghelescu, Ion; Heuser, Isabella; Kathmann, Norbert; Bajbouj, Malek
2014-08-01
Although electroconvulsive therapy (ECT) is the most effective acute antidepressant intervention, sustained response rates are low. It has never been systematically assessed whether psychotherapy, continuation ECT, or antidepressant medication is the most efficacious intervention to maintain initial treatment response. In a prospective, randomized clinical trial, 90 inpatients with major depressive disorder (MDD) were treated with right unilateral ultra-brief acute ECT. Electroconvulsive therapy responders received 6 months guideline-based antidepressant medication (MED) and were randomly assigned to add-on therapy with cognitive-behavioral group therapy (CBT-arm), add-on therapy with ultra-brief pulse continuation electroconvulsive therapy (ECT-arm), or no add-on therapy (MED-arm). After the 6 months of continuation treatment, patients were followed-up for another 6 months. The primary outcome parameter was the proportion of patients who remained well after 12 months. Of 90 MDD patients starting the acute phase, 70% responded and 47% remitted to acute ECT. After 6 months of continuation treatment, significant differences were observed in the three treatment arms with sustained response rates of 77% in the CBT-arm, 40% in the ECT-arm, and 44% in the MED-arm. After 12 months, these differences remained stable with sustained response rates of 65% in the CBT-arm, 28% in the ECT-arm, and 33% in the MED-arm. These results suggest that ultra-brief pulse ECT as a continuation treatment correlates with low sustained response rates. However, the main finding implicates cognitive-behavioral group therapy in combination with antidepressants might be an effective continuation treatment to sustain response after successful ECT in MDD patients. Copyright © 2014 Society of Biological Psychiatry. Published by Elsevier Inc. All rights reserved.
Directory of Open Access Journals (Sweden)
Tao Wang
2013-01-01
Full Text Available To obtain reliable transient auditory evoked potentials (AEPs from EEGs recorded using high stimulus rate (HSR paradigm, it is critical to design the stimulus sequences of appropriate frequency properties. Traditionally, the individual stimulus events in a stimulus sequence occur only at discrete time points dependent on the sampling frequency of the recording system and the duration of stimulus sequence. This dependency likely causes the implementation of suboptimal stimulus sequences, sacrificing the reliability of resulting AEPs. In this paper, we explicate the use of continuous-time stimulus sequence for HSR paradigm, which is independent of the discrete electroencephalogram (EEG recording system. We employ simulation studies to examine the applicability of the continuous-time stimulus sequences and the impacts of sampling frequency on AEPs in traditional studies using discrete-time design. Results from these studies show that the continuous-time sequences can offer better frequency properties and improve the reliability of recovered AEPs. Furthermore, we find that the errors in the recovered AEPs depend critically on the sampling frequencies of experimental systems, and their relationship can be fitted using a reciprocal function. As such, our study contributes to the literature by demonstrating the applicability and advantages of continuous-time stimulus sequences for HSR paradigm and by revealing the relationship between the reliability of AEPs and sampling frequencies of the experimental systems when discrete-time stimulus sequences are used in traditional manner for the HSR paradigm.
Local and global dynamics of Ramsey model: From continuous to discrete time.
Guzowska, Malgorzata; Michetti, Elisabetta
2018-05-01
The choice of time as a discrete or continuous variable may radically affect equilibrium stability in an endogenous growth model with durable consumption. In the continuous-time Ramsey model [F. P. Ramsey, Econ. J. 38(152), 543-559 (1928)], the steady state is locally saddle-path stable with monotonic convergence. However, in the discrete-time version, the steady state may be unstable or saddle-path stable with monotonic or oscillatory convergence or periodic solutions [see R.-A. Dana et al., Handbook on Optimal Growth 1 (Springer, 2006) and G. Sorger, Working Paper No. 1505 (2015)]. When this occurs, the discrete-time counterpart of the continuous-time model is not consistent with the initial framework. In order to obtain a discrete-time Ramsey model preserving the main properties of the continuous-time counterpart, we use a general backward and forward discretisation as initially proposed by Bosi and Ragot [Theor. Econ. Lett. 2(1), 10-15 (2012)]. The main result of the study here presented is that, with this hybrid discretisation method, fixed points and local dynamics do not change. For what it concerns global dynamics, i.e., long-run behavior for initial conditions taken on the state space, we mainly perform numerical analysis with the main scope of comparing both qualitative and quantitative evolution of the two systems, also varying some parameters of interest.
Fast state estimation subject to random data loss in discrete-time nonlinear stochastic systems
Mahdi Alavi, S. M.; Saif, Mehrdad
2013-12-01
This paper focuses on the design of the standard observer in discrete-time nonlinear stochastic systems subject to random data loss. By the assumption that the system response is incrementally bounded, two sufficient conditions are subsequently derived that guarantee exponential mean-square stability and fast convergence of the estimation error for the problem at hand. An efficient algorithm is also presented to obtain the observer gain. Finally, the proposed methodology is employed for monitoring the Continuous Stirred Tank Reactor (CSTR) via a wireless communication network. The effectiveness of the designed observer is extensively assessed by using an experimental tested-bed that has been fabricated for performance evaluation of the over wireless-network estimation techniques under realistic radio channel conditions.
Directory of Open Access Journals (Sweden)
Brendan Kerr
2013-07-01
Full Text Available Introduction: Although simulation-based training is increasingly used for medical education, its benefits in continuing medical education (CME are less established. This study seeks to evaluate the feasibility of incorporating simulation-based training into a CME conference and compare its effectiveness with the traditional workshop in improving knowledge and self-reported confidence. Methods: Participants (N=27 were group randomized to either a simulation-based workshop or a traditional case-based workshop. Results: Post-training, knowledge assessment score neither did increase significantly in the traditional group (d=0.13; p=0.76 nor did significantly decrease in the simulation group (d= − 0.44; p=0.19. Self-reported comfort in patient assessment parameters increased in both groups (p<0.05 in all. However, only the simulation group reported an increase in comfort in patient management (d=1.1, p=0.051 for the traditional group and d=1.3; p= 0.0003 for the simulation group. At 1 month, comfort measures in the traditional group increased consistently over time while these measures in the simulation group increased post-workshop but decreased by 1 month, suggesting that some of the effects of training with simulation may be short lived. Discussion: The use of simulation-based training was not associated with benefits in knowledge acquisition, knowledge retention, or comfort in patient assessment. It was associated with superior outcomes in comfort in patient management, but this benefit may be short-lived. Further studies are required to better define the conditions under which simulation-based training is beneficial.
Generalization bounds of ERM-based learning processes for continuous-time Markov chains.
Zhang, Chao; Tao, Dacheng
2012-12-01
Many existing results on statistical learning theory are based on the assumption that samples are independently and identically distributed (i.i.d.). However, the assumption of i.i.d. samples is not suitable for practical application to problems in which samples are time dependent. In this paper, we are mainly concerned with the empirical risk minimization (ERM) based learning process for time-dependent samples drawn from a continuous-time Markov chain. This learning process covers many kinds of practical applications, e.g., the prediction for a time series and the estimation of channel state information. Thus, it is significant to study its theoretical properties including the generalization bound, the asymptotic convergence, and the rate of convergence. It is noteworthy that, since samples are time dependent in this learning process, the concerns of this paper cannot (at least straightforwardly) be addressed by existing methods developed under the sample i.i.d. assumption. We first develop a deviation inequality for a sequence of time-dependent samples drawn from a continuous-time Markov chain and present a symmetrization inequality for such a sequence. By using the resultant deviation inequality and symmetrization inequality, we then obtain the generalization bounds of the ERM-based learning process for time-dependent samples drawn from a continuous-time Markov chain. Finally, based on the resultant generalization bounds, we analyze the asymptotic convergence and the rate of convergence of the learning process.
Just-in-time information improved decision-making in primary care: a randomized controlled trial.
Directory of Open Access Journals (Sweden)
Jessie McGowan
Full Text Available BACKGROUND: The "Just-in-time Information" (JIT librarian consultation service was designed to provide rapid information to answer primary care clinical questions during patient hours. This study evaluated whether information provided by librarians to answer clinical questions positively impacted time, decision-making, cost savings and satisfaction. METHODS AND FINDING: A randomized controlled trial (RCT was conducted between October 2005 and April 2006. A total of 1,889 questions were sent to the service by 88 participants. The object of the randomization was a clinical question. Each participant had clinical questions randomly allocated to both intervention (librarian information and control (no librarian information groups. Participants were trained to send clinical questions via a hand-held device. The impact of the information provided by the service (or not provided by the service, additional resources and time required for both groups was assessed using a survey sent 24 hours after a question was submitted. The average time for JIT librarians to respond to all questions was 13.68 minutes/question (95% CI, 13.38 to 13.98. The average time for participants to respond their control questions was 20.29 minutes/question (95% CI, 18.72 to 21.86. Using an impact assessment scale rating cognitive impact, participants rated 62.9% of information provided to intervention group questions as having a highly positive cognitive impact. They rated 14.8% of their own answers to control question as having a highly positive cognitive impact, 44.9% has having a negative cognitive impact, and 24.8% with no cognitive impact at all. In an exit survey measuring satisfaction, 86% (62/72 responses of participants scored the service as having a positive impact on care and 72% (52/72 indicated that they would use the service frequently if it were continued. CONCLUSIONS: In this study, providing timely information to clinical questions had a highly positive impact on
Just-in-time information improved decision-making in primary care: a randomized controlled trial.
McGowan, Jessie; Hogg, William; Campbell, Craig; Rowan, Margo
2008-01-01
The "Just-in-time Information" (JIT) librarian consultation service was designed to provide rapid information to answer primary care clinical questions during patient hours. This study evaluated whether information provided by librarians to answer clinical questions positively impacted time, decision-making, cost savings and satisfaction. A randomized controlled trial (RCT) was conducted between October 2005 and April 2006. A total of 1,889 questions were sent to the service by 88 participants. The object of the randomization was a clinical question. Each participant had clinical questions randomly allocated to both intervention (librarian information) and control (no librarian information) groups. Participants were trained to send clinical questions via a hand-held device. The impact of the information provided by the service (or not provided by the service), additional resources and time required for both groups was assessed using a survey sent 24 hours after a question was submitted. The average time for JIT librarians to respond to all questions was 13.68 minutes/question (95% CI, 13.38 to 13.98). The average time for participants to respond their control questions was 20.29 minutes/question (95% CI, 18.72 to 21.86). Using an impact assessment scale rating cognitive impact, participants rated 62.9% of information provided to intervention group questions as having a highly positive cognitive impact. They rated 14.8% of their own answers to control question as having a highly positive cognitive impact, 44.9% has having a negative cognitive impact, and 24.8% with no cognitive impact at all. In an exit survey measuring satisfaction, 86% (62/72 responses) of participants scored the service as having a positive impact on care and 72% (52/72) indicated that they would use the service frequently if it were continued. In this study, providing timely information to clinical questions had a highly positive impact on decision-making and a high approval rating from
Fenemor, S P; Homer, A R; Perry, T L; Skeaff, C M; Peddie, M C; Rehrer, N J
2018-06-01
To quantify and compare energy utilization associated with prolonged sitting alone, or interrupted with regular activity breaks and/or an additional bout of continuous physical activity. Thirty six adults (11 males, BMI 24.1 ± 4.6) completed four interventions: (1) prolonged sitting (SIT), (2) sitting with 2-min of walking every 30 min (RAB), (3) prolonged sitting with 30-min of continuous walking at the end of the day (SIT + PA), (4) a combination of the activities in (2) and (3) above (RAB + PA). All walking was at a speed and incline corresponding to 60% V̇O 2max . Energy utilization over 7 h for each intervention was estimated using indirect calorimetry. Compared to SIT, SIT + PA increased total energy utilization by 709 kJ (95% CI 485-933 kJ), RAB by 863 kJ (95% CI 638-1088 kJ), and RAB + PA by 1752 kJ (95% CI 1527-1927 kJ) (all p energy utilization between SIT + PA and RAB, however, post-physical activity energy utilization in RAB was 632 kJ greater than SIT + PA (95% CI 561-704 kJ; p energy utilization compared to a single bout of continuous activity; however the total energy utilization is similar. Combining activity breaks with a longer continuous bout of activity will further enhance energy utilization, and in the longer term, may positively affect weight management of a greater magnitude than either activity pattern performed alone. ANZCTR12614000624684. Copyright © 2018 The Italian Society of Diabetology, the Italian Society for the Study of Atherosclerosis, the Italian Society of Human Nutrition, and the Department of Clinical Medicine and Surgery, Federico II University. Published by Elsevier B.V. All rights reserved.
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...
Sfontouris, Ioannis A; Kolibianakis, Efstratios M; Lainas, George T; Venetis, Christos A; Petsas, George K; Tarlatzis, Basil C; Lainas, Tryfon G
2017-10-01
The aim of this study is to determine whether blastocyst utilization rates are different after continuous culture in two different commercial single-step media. This is a paired randomized controlled trial with sibling oocytes conducted in infertility patients, aged ≤40 years with ≥10 oocytes retrieved assigned to blastocyst culture and transfer. Retrieved oocytes were randomly allocated to continuous culture in either Sage one-step medium (Origio) or Continuous Single Culture (CSC) medium (Irvine Scientific) without medium renewal up to day 5 post oocyte retrieval. Main outcome measure was the proportion of embryos suitable for clinical use (utilization rate). A total of 502 oocytes from 33 women were randomly allocated to continuous culture in either Sage one-step medium (n = 250) or CSC medium (n = 252). Fertilization was performed by either in vitro fertilization or intracytoplasmic sperm injection, and embryo transfers were performed on day 5. Two patients had all blastocysts frozen due to the occurrence of severe ovarian hyperstimulation syndrome. Fertilization and cleavage rates, as well as embryo quality on day 3, were similar in the two media. Blastocyst utilization rates (%, 95% CI) [55.4% (46.4-64.1) vs 54.7% (44.9-64.6), p = 0.717], blastocyst formation rates [53.6% (44.6-62.5) vs 51.9 (42.2-61.6), p = 0.755], and proportion of good quality blastocysts [36.8% (28.1-45.4) vs 36.1% (27.2-45.0), p = 0.850] were similar in Sage one-step and CSC media, respectively. Continuous culture of embryos in Sage one-step and CSC media is associated with similar blastocyst development and utilization rates. Both single-step media appear to provide adequate support during in vitro preimplantation embryo development. Whether these observations are also valid for other continuous single medium protocols remains to be determined. NCT02302638.
Aristizábal, Natalia; Ramírez, Alex; Hincapié-García, Jaime; Laiton, Estefany; Aristizábal, Carolina; Cuesta, Diana; Monsalve, Claudia; Hincapié, Gloria; Zapata, Eliana; Abad, Verónica; Delgado, Maria-Rocio; Torres, José-Luis; Palacio, Andrés; Botero, José
2015-11-01
To describe baseline characteristics of diabetic patients who were started on insulin pump and real time continuous glucose monitor (CSII-rtCGM) in a specialized center in Medellin, Colombia. All patients with diabetes with complete data who were started on CSII-rtCGM between February 2010 and May 2014 were included. This is a descriptive analysis of the sociodemographic and clinical characteristics. 141 of 174 patients attending the clinic were included. 90,1% had type 1diabetes (T1D). The average age of T1D patients at the beginning of therapy was 31,4 years (SD 14,1). 75.8% of patients had normal weight (BMI30). The median duration of T1D was 13 years (P25-P75=10.7-22.0). 14,2% of the patients were admitted at least once in the year preceding the start of CSII-rtCGM because of diabetes related complications. Mean A1c was 8.6%±1.46%. The main reasons for starting CSII-rtCGM were: poor glycemic control (50.2%); frequent hypoglycemia, nocturnal hypoglycemia, hypoglycemia related to exercise, asymptomatic hypoglycemia (30.2%); severe hypoglycemia (16.44%) and dawn phenomena (3.1%). Baseline characteristics of patients included in this study who were started on CSII-rtCGM are similar to those reported in the literature. The Clinic starts CSII-rtCGM mainly in T1D patients with poor glycemic control, frequent or severe hypoglycemia despite being on basal/bolus therapy. Copyright © 2015 SEEN. Published by Elsevier España, S.L.U. All rights reserved.
Hamdani, Mehdi; Chassot, Olivier; Fournier, Roxane
2014-01-01
Automated bolus delivery has recently been shown to reduce local anesthetic consumption and improve analgesia, compared with continuous infusion, in continuous sciatic and epidural block. However, there are few data on the influence of local anesthetic delivery method on local anesthetic consumption following interscalene blockade. This randomized, double-blind trial was designed to determine whether hourly automated perineural boluses (4 mL) of local anesthesia delivered with patient-controlled pro re nata (PRN, on demand) boluses would result in a reduction in total local anesthesia consumption during continuous interscalene blockade after shoulder surgery compared with continuous perineural infusion (4 mL/h) plus patient-controlled PRN boluses. One hundred one patients undergoing major shoulder surgery under general anesthesia with ultrasound-guided continuous interscalene block were randomly assigned to receive 0.2% ropivacaine via interscalene end-hole catheter either by continuous infusion 4 mL/h (n = 50) or as automated bolus 4 mL/h (n = 51). Both delivery methods were combined with 5 mL PRN boluses of 0.2% ropivacaine with a lockout time of 30 minutes. Postoperative number of PRN boluses, 24- and 48-hour local anesthetic consumption, pain scores, rescue analgesia (morphine), and adverse events were recorded. There were no significant differences in either the number of PRN ropivacaine boluses or total 48 hour local anesthetic consumption between the groups (18.5 [11-25.2] PRN boluses in the continuous infusion group vs 17 [8.5-29] PRN boluses in the automated bolus group). Postoperative pain was similar in both groups; on day 2, the median average pain score was 4 (2-6) in the continuous infusion group versus 3 (2-5) in the automated bolus group (P = 0.54). Nor were any statistically significant intergroup differences observed with respect to morphine rescue, incidence of adverse events, or patient satisfaction. In continuous interscalene blockade under
Chow, Meyrick C M; Kwok, Shu-Man; Luk, Hing-Wah; Law, Jenny W H; Leung, Bartholomew P K
2012-11-01
Both continuous and intermittent aspiration of subglottic secretions by means of specially designed endotracheal tubes containing a separate dorsal lumen that opens into the subglottic region have been shown to be useful in reducing ventilator-associated pneumonia (VAP). However, the high cost of these tubes restricts their use. The aim of this pilot randomized controlled trial was to test the effect of a low-cost device (saliva ejector) for continuous oral suctioning (COS) on the incidence of VAP in patients receiving mechanical ventilation. The study was conducted in the six-bed medical-surgical ICU of a hospital with over 400 beds that provides comprehensive medical services to the public. The design of this study was a parallel-group randomized controlled trial. While both the experimental and control groups used the conventional endotracheal tube, the saliva ejector was only applied to patients assigned to the experimental group. The device was put between the patient's cheek and teeth, and then connected to 100mmHg of suction for the continuous drainage of saliva. Fourteen patients were randomized to receive COS and 13 patients were randomized to the control group. The two groups were similar in demographics, reasons for intubation, co-morbidity, and risk factors for acquiring VAP. VAP was found in 3 patients (23.1%; 71 episodes of VAP per 1000 ventilation days) receiving COS and in 10 patients (83.3%; 141 episodes of VAP per 1000 ventilation days) in the control group (relative risk, 0.28; 95% confidence interval, 0.10-0.77; p=0.003). The duration of mechanical ventilation in the experimental group was 3.2 days (SD 1.3), while that in the control group was 5.9 days (SD 2.8) (p=0.009); and the length of ICU stay was 4.8 days (SD 1.6) versus 9.8 days (SD 6.3) for the experimental and control groups, respectively (p=0.019). Continuous clearance of oral secretion by the saliva ejector may have an important role to play in reducing the rate of VAP, decreasing the
Quantum cooling and squeezing of a levitating nanosphere via time-continuous measurements
Genoni, Marco G.; Zhang, Jinglei; Millen, James; Barker, Peter F.; Serafini, Alessio
2015-07-01
With the purpose of controlling the steady state of a dielectric nanosphere levitated within an optical cavity, we study its conditional dynamics under simultaneous sideband cooling and additional time-continuous measurement of either the output cavity mode or the nanosphere’s position. We find that the average phonon number, purity and quantum squeezing of the steady-states can all be made more non-classical through the addition of time-continuous measurement. We predict that the continuous monitoring of the system, together with Markovian feedback, allows one to stabilize the dynamics for any value of the laser frequency driving the cavity. By considering state of the art values of the experimental parameters, we prove that one can in principle obtain a non-classical (squeezed) steady-state with an average phonon number {n}{ph}≈ 0.5.
Wang, Jun; Liang, Jin-Rong; Lv, Long-Jin; Qiu, Wei-Yuan; Ren, Fu-Yao
2012-02-01
In this paper, we study the problem of continuous time option pricing with transaction costs by using the homogeneous subdiffusive fractional Brownian motion (HFBM) Z(t)=X(Sα(t)), 0transaction costs of replicating strategies. We also give the total transaction costs.
Bayesian inference and the analytic continuation of imaginary-time quantum Monte Carlo data
International Nuclear Information System (INIS)
Gubernatis, J.E.; Bonca, J.; Jarrell, M.
1995-01-01
We present brief description of how methods of Bayesian inference are used to obtain real frequency information by the analytic continuation of imaginary-time quantum Monte Carlo data. We present the procedure we used, which is due to R. K. Bryan, and summarize several bottleneck issues
Directory of Open Access Journals (Sweden)
Wilson S
2015-01-01
Full Text Available Scott Wilson,1,2 Andrea Bowyer,3 Stephen B Harrap4 1Department of Renal Medicine, The Alfred Hospital, 2Baker IDI, Melbourne, 3Department of Anaesthesia, Royal Melbourne Hospital, 4University of Melbourne, Parkville, VIC, Australia Abstract: The clinical characterization of cardiovascular dynamics during hemodialysis (HD has important pathophysiological implications in terms of diagnostic, cardiovascular risk assessment, and treatment efficacy perspectives. Currently the diagnosis of significant intradialytic systolic blood pressure (SBP changes among HD patients is imprecise and opportunistic, reliant upon the presence of hypotensive symptoms in conjunction with coincident but isolated noninvasive brachial cuff blood pressure (NIBP readings. Considering hemodynamic variables as a time series makes a continuous recording approach more desirable than intermittent measures; however, in the clinical environment, the data signal is susceptible to corruption due to both impulsive and Gaussian-type noise. Signal preprocessing is an attractive solution to this problem. Prospectively collected continuous noninvasive SBP data over the short-break intradialytic period in ten patients was preprocessed using a novel median hybrid filter (MHF algorithm and compared with 50 time-coincident pairs of intradialytic NIBP measures from routine HD practice. The median hybrid preprocessing technique for continuously acquired cardiovascular data yielded a dynamic regression without significant noise and artifact, suitable for high-level profiling of time-dependent SBP behavior. Signal accuracy is highly comparable with standard NIBP measurement, with the added clinical benefit of dynamic real-time hemodynamic information. Keywords: continuous monitoring, blood pressure
A sixth-order continuous-time bandpass sigma-delta modulator for digital radio IF
Engelen, van J.A.E.P.; Plassche, van de R.J.; Stikvoort, E.F.; Venes, A.G.W.
1999-01-01
This paper presents a sixth-order continuous-time bandpass sigma-delta modulator (SDM) for analog-to-digital conversion of intermediate-frequency signals. An important aspect in the design of this SDM is the stability analysis using the describing function method. The key to the analysis is the
DEFF Research Database (Denmark)
Lauridsen, Mette Munk; Grønbæk, Henning; Næser, Esben
2012-01-01
Abstract Minimal hepatic encephalopathy (MHE) is a metabolic brain disorder occurring in patients with liver cirrhosis. MHE lessens a patient's quality of life, but is treatable when identified. The continuous reaction times (CRT) method is used in screening for MHE. Gender and age effects...
Computing continuous-time Markov chains as transformers of unbounded observables
DEFF Research Database (Denmark)
Danos, Vincent; Heindel, Tobias; Garnier, Ilias
2017-01-01
The paper studies continuous-time Markov chains (CTMCs) as transformers of real-valued functions on their state space, considered as generalised predicates and called observables. Markov chains are assumed to take values in a countable state space S; observables f: S → ℝ may be unbounded...
Continuous performance test assessed with time-domain functional near infrared spectroscopy
Torricelli, Alessandro; Contini, Davide; Spinelli, Lorenzo; Caffini, Matteo; Butti, Michele; Baselli, Giuseppe; Bianchi, Anna M.; Bardoni, Alessandra; Cerutti, Sergio; Cubeddu, Rinaldo
2007-07-01
A time-domain fNIRS multichannel system was used in a sustained attention protocol (continuous performance test) to study activation of the prefrontal cortex. Preliminary results on volounteers show significant activation (decrease in deoxy-hemoglobin and increase in oxy-hemoglobin) in both left and right prefrontal cortex.
Exploring Continuity of Care in Patients with Alcohol Use Disorders Using Time-Variant Measures
S.C. de Vries (Sjoerd); A.I. Wierdsma (André)
2008-01-01
textabstractBackground/Aims: We used time-variant measures of continuity of care to study fluctuations in long-term treatment use by patients with alcohol-related disorders. Methods: Data on service use were extracted from the Psychiatric Case Register for the Rotterdam Region, The Netherlands.
Continuous relaxation time spectrum of α-process in glass-like B2O3
International Nuclear Information System (INIS)
Bartenev, G.M.; Lomovskij, V.A.
1991-01-01
α-process of relaxation of glass-like B 2 O 3 was investigated in a wide temperature range. Continuous spectrum of relaxation times H(τ) for this process was constructed, using data of dynamic methods of investigation. It is shown that increase of temperature of α-process investigation leads to change of glass-like BaO 3 structure in such a way, that H(τ) spectrum tends to the maxwell one with a unit relaxation time
Measuring patient-centered medical home access and continuity in clinics with part-time clinicians.
Rosland, Ann-Marie; Krein, Sarah L; Kim, Hyunglin Myra; Greenstone, Clinton L; Tremblay, Adam; Ratz, David; Saffar, Darcy; Kerr, Eve A
2015-05-01
Common patient-centered medical home (PCMH) performance measures value access to a single primary care provider (PCP), which may have unintended consequences for clinics that rely on part-time PCPs and team-based care. Retrospective analysis of 110,454 primary care visits from 2 Veterans Health Administration clinics from 2010 to 2012. Multi-level models examined associations between PCP availability in clinic, and performance on access and continuity measures. Patient experiences with access and continuity were compared using 2012 patient survey data (N = 2881). Patients of PCPs with fewer half-day clinic sessions per week were significantly less likely to get a requested same-day appointment with their usual PCP (predicted probability 17% for PCPs with 2 sessions/week, 20% for 5 sessions/week, and 26% for 10 sessions/week). Among requests that did not result in a same-day appointment with the usual PCP, there were no significant differences in same-day access to a different PCP, or access within 2 to 7 days with patients' usual PCP. Overall, patients had >92% continuity with their usual PCP at the hospital-based site regardless of PCP sessions/week. Patients of full-time PCPs reported timely appointments for urgent needs more often than patients of part-time PCPs (82% vs 71%; P Part-time PCP performance appeared worse when using measures focused on same-day access to patients' usual PCP. However, clinic-level same-day access, same-week access to the usual PCP, and overall continuity were similar for patients of part-time and full-time PCPs. Measures of in-person access to a usual PCP do not capture alternate access approaches encouraged by PCMH, and often used by part-time providers, such as team-based or non-face-to-face care.
Global stabilization of linear continuous time-varying systems with bounded controls
International Nuclear Information System (INIS)
Phat, V.N.
2004-08-01
This paper deals with the problem of global stabilization of a class of linear continuous time-varying systems with bounded controls. Based on the controllability of the nominal system, a sufficient condition for the global stabilizability is proposed without solving any Riccati differential equation. Moreover, we give sufficient conditions for the robust stabilizability of perturbation/uncertain linear time-varying systems with bounded controls. (author)
Energy Technology Data Exchange (ETDEWEB)
Bartosch, T. [Erlanger-Nuernberg Univ., Erlanger (Germany). Lehrstul fuer Nachrichtentechnik I; Seidl, D. [Seismologisches Zentralobservatorium Graefenberg, Erlanegen (Greece). Bundesanstalt fuer Geiwissenschaften und Rohstoffe
1999-06-01
Among a variety of spectrogram methods short-time Fourier transform (STFT) and continuous wavelet transform (CWT) were selected to analyse transients in non-stationary signals. Depending on the properties of the tremor signals from the volcanos Mt. Stromboli, Mt. Semeru and Mt. Pinatubo were analyzed using both methods. The CWT can also be used to extend the definition of coherency into a time-varying coherency spectrogram. An example is given using array data from the volcano Mt. Stromboli (Italy).
Period, epoch, and prediction errors of ephemerides from continuous sets of timing measurements
Deeg, H. J.
2015-06-01
Space missions such as Kepler and CoRoT have led to large numbers of eclipse or transit measurements in nearly continuous time series. This paper shows how to obtain the period error in such measurements from a basic linear least-squares fit, and how to correctly derive the timing error in the prediction of future transit or eclipse events. Assuming strict periodicity, a formula for the period error of these time series is derived, σP = σT (12 / (N3-N))1 / 2, where σP is the period error, σT the timing error of a single measurement, and N the number of measurements. Compared to the iterative method for period error estimation by Mighell & Plavchan (2013), this much simpler formula leads to smaller period errors, whose correctness has been verified through simulations. For the prediction of times of future periodic events, usual linear ephemeris were epoch errors are quoted for the first time measurement, are prone to an overestimation of the error of that prediction. This may be avoided by a correction for the duration of the time series. An alternative is the derivation of ephemerides whose reference epoch and epoch error are given for the centre of the time series. For long continuous or near-continuous time series whose acquisition is completed, such central epochs should be the preferred way for the quotation of linear ephemerides. While this work was motivated from the analysis of eclipse timing measures in space-based light curves, it should be applicable to any other problem with an uninterrupted sequence of discrete timings for which the determination of a zero point, of a constant period and of the associated errors is needed.
Detectability of Granger causality for subsampled continuous-time neurophysiological processes.
Barnett, Lionel; Seth, Anil K
2017-01-01
Granger causality is well established within the neurosciences for inference of directed functional connectivity from neurophysiological data. These data usually consist of time series which subsample a continuous-time biophysiological process. While it is well known that subsampling can lead to imputation of spurious causal connections where none exist, less is known about the effects of subsampling on the ability to reliably detect causal connections which do exist. We present a theoretical analysis of the effects of subsampling on Granger-causal inference. Neurophysiological processes typically feature signal propagation delays on multiple time scales; accordingly, we base our analysis on a distributed-lag, continuous-time stochastic model, and consider Granger causality in continuous time at finite prediction horizons. Via exact analytical solutions, we identify relationships among sampling frequency, underlying causal time scales and detectability of causalities. We reveal complex interactions between the time scale(s) of neural signal propagation and sampling frequency. We demonstrate that detectability decays exponentially as the sample time interval increases beyond causal delay times, identify detectability "black spots" and "sweet spots", and show that downsampling may potentially improve detectability. We also demonstrate that the invariance of Granger causality under causal, invertible filtering fails at finite prediction horizons, with particular implications for inference of Granger causality from fMRI data. Our analysis emphasises that sampling rates for causal analysis of neurophysiological time series should be informed by domain-specific time scales, and that state-space modelling should be preferred to purely autoregressive modelling. On the basis of a very general model that captures the structure of neurophysiological processes, we are able to help identify confounds, and offer practical insights, for successful detection of causal connectivity
Directory of Open Access Journals (Sweden)
Daniela Franco Rizzo Komatsu
Full Text Available Summary Objective: To analyze the frequency of extubation failure in premature infants using conventional mechanical ventilation (MV after extubation in groups subjected to nasal intermittent positive pressure ventilation (nIPPV and continuous positive airway pressure (nCPAP. Method: Seventy-two premature infants with respiratory failure were studied, with a gestational age (GA ≤ 36 weeks and birth weight (BW > 750 g, who required tracheal intubation and mechanical ventilation. The study was controlled and randomized in order to ensure that the members of the groups used in the research were chosen at random. Randomization was performed at the time of extubation using sealed envelopes. Extubation failure was defined as the need for re-intubation and mechanical ventilation during the first 72 hours after extubation. Results: Among the 36 premature infants randomized to nIPPV, six (16.6% presented extubation failure in comparison to 11 (30.5% of the 36 premature infants randomized to nCPAP. There was no statistical difference between the two study groups regarding BW, GA, classification of the premature infant, and MV time. The main cause of extubation failure was the occurrence of apnea. Gastrointestinal and neurological complications did not occur in the premature infants participating in the study. Conclusion: We found that, despite the extubation failure of the group of premature infants submitted to nIPPV being numerically smaller than in premature infants submitted to nCPAP, there was no statistically significant difference between the two modes of ventilatory support after extubation.
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.
Yoon, Heonjun; Kim, Miso; Park, Choon-Su; Youn, Byeng D.
2018-01-01
Piezoelectric vibration energy harvesting (PVEH) has received much attention as a potential solution that could ultimately realize self-powered wireless sensor networks. Since most ambient vibrations in nature are inherently random and nonstationary, the output performances of PVEH devices also randomly change with time. However, little attention has been paid to investigating the randomly time-varying electroelastic behaviors of PVEH systems both analytically and experimentally. The objective of this study is thus to make a step forward towards a deep understanding of the time-varying performances of PVEH devices under nonstationary random vibrations. Two typical cases of nonstationary random vibration signals are considered: (1) randomly-varying amplitude (amplitude modulation; AM) and (2) randomly-varying amplitude with randomly-varying instantaneous frequency (amplitude and frequency modulation; AM-FM). In both cases, this study pursues well-balanced correlations of analytical predictions and experimental observations to deduce the relationships between the time-varying output performances of the PVEH device and two primary input parameters, such as a central frequency and an external electrical resistance. We introduce three correlation metrics to quantitatively compare analytical prediction and experimental observation, including the normalized root mean square error, the correlation coefficient, and the weighted integrated factor. Analytical predictions are in an excellent agreement with experimental observations both mechanically and electrically. This study provides insightful guidelines for designing PVEH devices to reliably generate electric power under nonstationary random vibrations.
Long time tails in stationary random media. I. Theory
Ernst, M.H.; Machta, J.; Dorfman, J.R.; Beijeren, H. van
1984-01-01
Diffusion of moving particles in stationary disordered media is studied using a phenomenological mode-coupling theory. The presence of disorder leads to a generalized diffusion equation, with memory kernels having power law long time tails. The velocity autocorrelation function is found to decay
An X-ray CCD signal generator with true random arrival time
International Nuclear Information System (INIS)
Huo Jia; Xu Yuming; Chen Yong; Cui Weiwei; Li Wei; Zhang Ziliang; Han Dawei; Wang Yusan; Wang Juan
2011-01-01
An FPGA-based true random signal generator with adjustable amplitude and exponential distribution of time interval is presented. Since traditional true random number generators (TRNG) are resource costly and difficult to transplant, we employed a method of random number generation based on jitter and phase noise in ring oscillators formed by gates in an FPGA. In order to improve the random characteristics, a combination of two different pseudo-random processing circuits is used for post processing. The effects of the design parameters, such as sample frequency are discussed. Statistical tests indicate that the generator can well simulate the timing behavior of random signals with Poisson distribution. The X-ray CCD signal generator will be used in debugging the CCD readout system of the Low Energy X-ray Instrument onboard the Hard X-ray Modulation Telescope (HXMT). (authors)
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.
Stochastic inflation as a time-dependent random walk
International Nuclear Information System (INIS)
Kandrup, H.E.
1989-01-01
This paper exploits the ''stochastic inflation'' paradigm introduced by Starobinskii to study the evolution of long-wavelength modes for a free scalar field Phi in an inflationary Universe. By relaxing the assumption of a ''slow roll,'' it becomes obvious that the well-known late-time infrared divergence of the vacuum for a massless field in de Sitter space may be viewed as a consequence of the fluctuation-dissipation theorem. This stochastic model is also extended to allow for nonvacuum states and power-law inflation, situations where the fluctuation-dissipation theorem no longer holds. One recovers the correct late-time form for the expectation value 2 > in these cases as well, corroborating thereby the intuitive picture that, quite generally, the long-wavelength modes of the field evolve in a thermal ''bath'' provided by the shorter-wavelength modes
Financial Time Series Prediction Using Elman Recurrent Random Neural Networks
Directory of Open Access Journals (Sweden)
Jie Wang
2016-01-01
(ERNN, the empirical results show that the proposed neural network displays the best performance among these neural networks in financial time series forecasting. Further, the empirical research is performed in testing the predictive effects of SSE, TWSE, KOSPI, and Nikkei225 with the established model, and the corresponding statistical comparisons of the above market indices are also exhibited. The experimental results show that this approach gives good performance in predicting the values from the stock market indices.
Directory of Open Access Journals (Sweden)
Zhang S
2014-07-01
Full Text Available Shiyuan Zhang,1 James Paul,2 Manyat Nantha-Aree,2 Norman Buckley,2 Uswa Shahzad,2 Ji Cheng,2 Justin DeBeer,5 Mitchell Winemaker,5 David Wismer,5 Dinshaw Punthakee,5 Victoria Avram,5 Lehana Thabane1–41Department of Clinical Epidemiology and Biostatistics, 2Department of Anesthesia, McMaster University, Hamilton, ON, Canada; 3Biostatistics Unit/Centre for Evaluation of Medicines, St Joseph's Healthcare - Hamilton, Hamilton, ON, Canada; 4Population Health Research Institute, Hamilton Health Science/McMaster University, 5Department of Surgery, Division of Orthopaedics, McMaster University, Hamilton, ON, CanadaBackground: Although seemingly straightforward, the statistical comparison of a continuous variable in a randomized controlled trial that has both a pre- and posttreatment score presents an interesting challenge for trialists. We present here empirical application of four statistical methods (posttreatment scores with analysis of variance, analysis of covariance, change in scores, and percent change in scores, using data from a randomized controlled trial of postoperative pain in patients following total joint arthroplasty (the Morphine COnsumption in Joint Replacement Patients, With and Without GaBapentin Treatment, a RandomIzed ControlLEd Study [MOBILE] trials.Methods: Analysis of covariance (ANCOVA was used to adjust for baseline measures and to provide an unbiased estimate of the mean group difference of the 1-year postoperative knee flexion scores in knee arthroplasty patients. Robustness tests were done by comparing ANCOVA with three comparative methods: the posttreatment scores, change in scores, and percentage change from baseline.Results: All four methods showed similar direction of effect; however, ANCOVA (-3.9; 95% confidence interval [CI]: -9.5, 1.6; P=0.15 and the posttreatment score (-4.3; 95% CI: -9.8, 1.2; P=0.12 method provided the highest precision of estimate compared with the change score (-3.0; 95% CI: -9.9, 3.8; P=0
Smartphone-based Continuous Blood Pressure Measurement Using Pulse Transit Time.
Gholamhosseini, Hamid; Meintjes, Andries; Baig, Mirza; Linden, Maria
2016-01-01
The increasing availability of low cost and easy to use personalized medical monitoring devices has opened the door for new and innovative methods of health monitoring to emerge. Cuff-less and continuous methods of measuring blood pressure are particularly attractive as blood pressure is one of the most important measurements of long term cardiovascular health. Current methods of noninvasive blood pressure measurement are based on inflation and deflation of a cuff with some effects on arteries where blood pressure is being measured. This inflation can also cause patient discomfort and alter the measurement results. In this work, a mobile application was developed to collate the PhotoPlethysmoGramm (PPG) waveform provided by a pulse oximeter and the electrocardiogram (ECG) for calculating the pulse transit time. This information is then indirectly related to the user's systolic blood pressure. The developed application successfully connects to the PPG and ECG monitoring devices using Bluetooth wireless connection and stores the data onto an online server. The pulse transit time is estimated in real time and the user's systolic blood pressure can be estimated after the system has been calibrated. The synchronization between the two devices was found to pose a challenge to this method of continuous blood pressure monitoring. However, the implemented continuous blood pressure monitoring system effectively serves as a proof of concept. This combined with the massive benefits that an accurate and robust continuous blood pressure monitoring system would provide indicates that it is certainly worthwhile to further develop this system.
Park, K. C.; Belvin, W. Keith
1990-01-01
A general form for the first-order representation of the continuous second-order linear structural-dynamics equations is introduced to derive a corresponding form of first-order continuous Kalman filtering equations. Time integration of the resulting equations is carried out via a set of linear multistep integration formulas. It is shown that a judicious combined selection of computational paths and the undetermined matrices introduced in the general form of the first-order linear structural systems leads to a class of second-order discrete Kalman filtering equations involving only symmetric sparse N x N solution matrices.
Summary statistics for end-point conditioned continuous-time Markov chains
DEFF Research Database (Denmark)
Hobolth, Asger; Jensen, Jens Ledet
Continuous-time Markov chains are a widely used modelling tool. Applications include DNA sequence evolution, ion channel gating behavior and mathematical finance. We consider the problem of calculating properties of summary statistics (e.g. mean time spent in a state, mean number of jumps between...... two states and the distribution of the total number of jumps) for discretely observed continuous time Markov chains. Three alternative methods for calculating properties of summary statistics are described and the pros and cons of the methods are discussed. The methods are based on (i) an eigenvalue...... decomposition of the rate matrix, (ii) the uniformization method, and (iii) integrals of matrix exponentials. In particular we develop a framework that allows for analyses of rather general summary statistics using the uniformization method....
Optimal batch production strategies under continuous price decrease and time discounting
Directory of Open Access Journals (Sweden)
Mandal S.
2007-01-01
Full Text Available Single price discount in unit cost for bulk purchasing is quite common in reality as well as in inventory literature. However, in today's high-tech industries such as personal computers and mobile industries, continuous decrease in unit cost is a regular phenomenon. In the present paper, an attempt has been made to investigate the effects of continuous price decrease and time-value of money on optimal decisions for inventoried goods having time-dependent demand and production rates. The proposed models are developed over a finite time horizon considering both shortages and without shortages in inventory. Numerical examples are taken to illustrate the developed models and to examine the sensitivity of model parameters.
Directory of Open Access Journals (Sweden)
Songlin Wo
2018-01-01
Full Text Available Singular systems arise in a great deal of domains of engineering and can be used to solve problems which are more difficult and more extensive than regular systems to solve. Therefore, in this paper, the definition of finite-time robust H∞ control for uncertain linear continuous-time singular systems is presented. The problem we address is to design a robust state feedback controller which can deal with the singular system with time-varying norm-bounded exogenous disturbance, such that the singular system is finite-time robust bounded (FTRB with disturbance attenuation γ. Sufficient conditions for the existence of solutions to this problem are obtained in terms of linear matrix equalities (LMIs. When these LMIs are feasible, the desired robust controller is given. A detailed solving method is proposed for the restricted linear matrix inequalities. Finally, examples are given to show the validity of the methodology.
On the time arrows, and randomness in cosmological signals
Gurzadyan, V. G.; Sargsyan, S.; Yegorian, G.
2013-09-01
Arrows of time - thermodynamical, cosmological, electromagnetic, quantum mechanical, psychological - are basic properties of Nature. For a quantum system-bath closed system the de-correlated initial conditions and no-memory (Markovian) dynamics are outlined as necessary conditions for the appearance of the thermodynamical arrow. The emergence of the arrow for the system evolving according to non-unitary dynamics due to the presence of the bath, then, is a result of limited observability, and we conjecture the arrow in the observable Universe as determined by the dark sector acting as a bath. The voids in the large scale matter distribution induce hyperbolicity of the null geodesics, with possible observational consequences.
Continuous-variable quantum computing in optical time-frequency modes using quantum memories.
Humphreys, Peter C; Kolthammer, W Steven; Nunn, Joshua; Barbieri, Marco; Datta, Animesh; Walmsley, Ian A
2014-09-26
We develop a scheme for time-frequency encoded continuous-variable cluster-state quantum computing using quantum memories. In particular, we propose a method to produce, manipulate, and measure two-dimensional cluster states in a single spatial mode by exploiting the intrinsic time-frequency selectivity of Raman quantum memories. Time-frequency encoding enables the scheme to be extremely compact, requiring a number of memories that are a linear function of only the number of different frequencies in which the computational state is encoded, independent of its temporal duration. We therefore show that quantum memories can be a powerful component for scalable photonic quantum information processing architectures.
Bi-Criteria System Optimum Traffic Assignment in Networks With Continuous Value of Time
Directory of Open Access Journals (Sweden)
Xin Wang
2013-04-01
Full Text Available For an elastic demand transportation network with continuously distributed value of time, the system disutility can be measured either in time units or in cost units. The user equilibrium model and the system optimization model are each formulated in two different criteria. The conditions required for making the system optimum link flow pattern equivalent to the user equilibrium link flow pattern are derived. Furthermore, a bi-objective model has been developed which minimizes simultaneously the system travel time and the system travel cost. The existence of a pricing scheme with anonymous link tolls which can decentralize a Pareto system optimum into the user equilibrium has been investigated.
On the time arrows, and randomness in cosmological signals
Directory of Open Access Journals (Sweden)
Gurzadyan V.G.
2013-09-01
Full Text Available Arrows of time - thermodynamical, cosmological, electromagnetic, quantum mechanical, psychological - are basic properties of Nature. For a quantum system-bath closed system the de-correlated initial conditions and no-memory (Markovian dynamics are outlined as necessary conditions for the appearance of the thermodynamical arrow. The emergence of the arrow for the system evolving according to non-unitary dynamics due to the presence of the bath, then, is a result of limited observability, and we conjecture the arrow in the observable Universe as determined by the dark sector acting as a bath. The voids in the large scale matter distribution induce hyperbolicity of the null geodesics, with possible observational consequences.
CONTINUITY OF THE MEANINGS AND FORMS OF PATRIOTISM IN THE CONTEXT OF SOCIAL TIME STUDY
Directory of Open Access Journals (Sweden)
Olga Valerjevna Kashirina
2017-06-01
Full Text Available Purpose. The work objective is to identify the focus of the meanings’ continuity and forms of patriotism in patriotic choice as the frame meaning of main life strategy that each civilized subject has- an individual, a social community of any size. The choice truthfulness is defined by presence of the meaning time continuity and approach of its structure to «the right rate». Methodology. The problem analysis is carried out on the basis of transdisciplinary dialectical and trialectical method of distinction and meaning-making with respect to intellectual technology of civilized and noospheric patriotism continuity. Results. The article regards to the continuity of meanings and forms of patriotism in the context of social time study and searches for the solution to the problem of patriotism in three lines: 1 as the problem of civilized patriotism of Great and Small Motherland, 2 as the problem of noospheric patriotism, 3 as the problem of the continuity of the meanings between them. It highlights the solution flexibility of patriotism problem that is related to the fact that social time study considers patriotism as the culture phenomenon that has the dialectical «nature of existence», and at the same time, it has three way model of civilized reality «existence» meanings – entirety of present, continuity of past and reasonability of future. The article says that the dynamic balance of meanings of civilized and noospheric patriotism in the identity culture of a civilized subject making the culture of his/her behavior and activity provides formation and stability of moral and spiritual immunity that appears by virtue of them in the semantic field of patriotism. Practical implications. The practical implication of the research is in its usability to work out courses on philosophy, culture philosophy, etc. Social time study theory can be realized in teaching practice of the new course unit «The basics of social time study» as a humanity
Astrand, Elaine
2018-06-01
Working memory (WM), crucial for successful behavioral performance in most of our everyday activities, holds a central role in goal-directed behavior. As task demands increase, inducing higher WM load, maintaining successful behavioral performance requires the brain to work at the higher end of its capacity. Because it is depending on both external and internal factors, individual WM load likely varies in a continuous fashion. The feasibility to extract such a continuous measure in time that correlates to behavioral performance during a working memory task remains unsolved. Multivariate pattern decoding was used to test whether a decoder constructed from two discrete levels of WM load can generalize to produce a continuous measure that predicts task performance. Specifically, a linear regression with L2-regularization was chosen with input features from EEG oscillatory activity recorded from healthy participants while performing the n-back task, [Formula: see text]. The feasibility to extract a continuous time-resolved measure that correlates positively to trial-by-trial working memory task performance is demonstrated (r = 0.47, p performance before action (r = 0.49, p < 0.05). We show that the extracted continuous measure enables to study the temporal dynamics of the complex activation pattern of WM encoding during the n-back task. Specifically, temporally precise contributions of different spectral features are observed which extends previous findings of traditional univariate approaches. These results constitute an important contribution towards a wide range of applications in the field of cognitive brain-machine interfaces. Monitoring mental processes related to attention and WM load to reduce the risk of committing errors in high-risk environments could potentially prevent many devastating consequences or using the continuous measure as neurofeedback opens up new possibilities to develop novel rehabilitation techniques for
First-passage time asymptotics over moving boundaries for random walk bridges
Sloothaak, F.; Zwart, B.; Wachtel, V.
2017-01-01
We study the asymptotic tail probability of the first-passage time over a moving boundary for a random walk conditioned to return to zero, where the increments of the random walk have finite variance. Typically, the asymptotic tail behavior may be described through a regularly varying function with
Instability in time-delayed switched systems induced by fast and random switching
Guo, Yao; Lin, Wei; Chen, Yuming; Wu, Jianhong
2017-07-01
In this paper, we consider a switched system comprising finitely or infinitely many subsystems described by linear time-delayed differential equations and a rule that orchestrates the system switching randomly among these subsystems, where the switching times are also randomly chosen. We first construct a counterintuitive example where even though all the time-delayed subsystems are exponentially stable, the behaviors of the randomly switched system change from stable dynamics to unstable dynamics with a decrease of the dwell time. Then by using the theories of stochastic processes and delay differential equations, we present a general result on when this fast and random switching induced instability should occur and we extend this to the case of nonlinear time-delayed switched systems as well.
A new continuous-time formulation for scheduling crude oil operations
International Nuclear Information System (INIS)
Reddy, P. Chandra Prakash; Karimi, I.A.; Srinivasan, R.
2004-01-01
In today's competitive business climate characterized by uncertain oil markets, responding effectively and speedily to market forces, while maintaining reliable operations, is crucial to a refinery's bottom line. Optimal crude oil scheduling enables cost reduction by using cheaper crudes intelligently, minimizing crude changeovers, and avoiding ship demurrage. So far, only discrete-time formulations have stood up to the challenge of this important, nonlinear problem. A continuous-time formulation would portend numerous advantages, however, existing work in this area has just begun to scratch the surface. In this paper, we present the first complete continuous-time mixed integer linear programming (MILP) formulation for the short-term scheduling of operations in a refinery that receives crude from very large crude carriers via a high-volume single buoy mooring pipeline. This novel formulation accounts for real-world operational practices. We use an iterative algorithm to eliminate the crude composition discrepancy that has proven to be the Achilles heel for existing formulations. While it does not guarantee global optimality, the algorithm needs only MILP solutions and obtains excellent maximum-profit schedules for industrial problems with up to 7 days of scheduling horizon. We also report the first comparison of discrete- vs. continuous-time formulations for this complex problem. (Author)
Optimal control of nonlinear continuous-time systems in strict-feedback form.
Zargarzadeh, Hassan; Dierks, Travis; Jagannathan, Sarangapani
2015-10-01
This paper proposes a novel optimal tracking control scheme for nonlinear continuous-time systems in strict-feedback form with uncertain dynamics. The optimal tracking problem is transformed into an equivalent optimal regulation problem through a feedforward adaptive control input that is generated by modifying the standard backstepping technique. Subsequently, a neural network-based optimal control scheme is introduced to estimate the cost, or value function, over an infinite horizon for the resulting nonlinear continuous-time systems in affine form when the internal dynamics are unknown. The estimated cost function is then used to obtain the optimal feedback control input; therefore, the overall optimal control input for the nonlinear continuous-time system in strict-feedback form includes the feedforward plus the optimal feedback terms. It is shown that the estimated cost function minimizes the Hamilton-Jacobi-Bellman estimation error in a forward-in-time manner without using any value or policy iterations. Finally, optimal output feedback control is introduced through the design of a suitable observer. Lyapunov theory is utilized to show the overall stability of the proposed schemes without requiring an initial admissible controller. Simulation examples are provided to validate the theoretical results.
Wilson, Scott; Bowyer, Andrea; Harrap, Stephen B
2015-01-01
The clinical characterization of cardiovascular dynamics during hemodialysis (HD) has important pathophysiological implications in terms of diagnostic, cardiovascular risk assessment, and treatment efficacy perspectives. Currently the diagnosis of significant intradialytic systolic blood pressure (SBP) changes among HD patients is imprecise and opportunistic, reliant upon the presence of hypotensive symptoms in conjunction with coincident but isolated noninvasive brachial cuff blood pressure (NIBP) readings. Considering hemodynamic variables as a time series makes a continuous recording approach more desirable than intermittent measures; however, in the clinical environment, the data signal is susceptible to corruption due to both impulsive and Gaussian-type noise. Signal preprocessing is an attractive solution to this problem. Prospectively collected continuous noninvasive SBP data over the short-break intradialytic period in ten patients was preprocessed using a novel median hybrid filter (MHF) algorithm and compared with 50 time-coincident pairs of intradialytic NIBP measures from routine HD practice. The median hybrid preprocessing technique for continuously acquired cardiovascular data yielded a dynamic regression without significant noise and artifact, suitable for high-level profiling of time-dependent SBP behavior. Signal accuracy is highly comparable with standard NIBP measurement, with the added clinical benefit of dynamic real-time hemodynamic information.
Du, Yue; Clark, Jane E; Whitall, Jill
2017-05-01
Timing control, such as producing movements at a given rate or synchronizing movements to an external event, has been studied through a finger-tapping task where timing is measured at the initial contact between finger and tapping surface or the point when a key is pressed. However, the point of peak force is after the time registered at the tapping surface and thus is a less obvious but still an important event during finger tapping. Here, we compared the time at initial contact with the time at peak force as participants tapped their finger on a force sensor at a given rate after the metronome was turned off (continuation task) or in synchrony with the metronome (sensorimotor synchronization task). We found that, in the continuation task, timing was comparably accurate between initial contact and peak force. These two timing events also exhibited similar trial-by-trial statistical dependence (i.e., lag-one autocorrelation). However, the central clock variability was lower at the peak force than the initial contact. In the synchronization task, timing control at peak force appeared to be less variable and more accurate than that at initial contact. In addition to lower central clock variability, the mean SE magnitude at peak force (SEP) was around zero while SE at initial contact (SEC) was negative. Although SEC and SEP demonstrated the same trial-by-trial statistical dependence, we found that participants adjusted the time of tapping to correct SEP, but not SEC, toward zero. These results suggest that timing at peak force is a meaningful target of timing control, particularly in synchronization tapping. This result may explain the fact that SE at initial contact is typically negative as widely observed in the preexisting literature.
Sivak, David A; Chodera, John D; Crooks, Gavin E
2014-06-19
When simulating molecular systems using deterministic equations of motion (e.g., Newtonian dynamics), such equations are generally numerically integrated according to a well-developed set of algorithms that share commonly agreed-upon desirable properties. However, for stochastic equations of motion (e.g., Langevin dynamics), there is still broad disagreement over which integration algorithms are most appropriate. While multiple desiderata have been proposed throughout the literature, consensus on which criteria are important is absent, and no published integration scheme satisfies all desiderata simultaneously. Additional nontrivial complications stem from simulating systems driven out of equilibrium using existing stochastic integration schemes in conjunction with recently developed nonequilibrium fluctuation theorems. Here, we examine a family of discrete time integration schemes for Langevin dynamics, assessing how each member satisfies a variety of desiderata that have been enumerated in prior efforts to construct suitable Langevin integrators. We show that the incorporation of a novel time step rescaling in the deterministic updates of position and velocity can correct a number of dynamical defects in these integrators. Finally, we identify a particular splitting (related to the velocity Verlet discretization) that has essentially universally appropriate properties for the simulation of Langevin dynamics for molecular systems in equilibrium, nonequilibrium, and path sampling contexts.
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
Bıçakcı, Hazal; Çapar, İsmail Davut; Genç, Selin; İhtiyar, Alperen; Sütçü, Recep
2016-11-01
The first objective was to determine correlation among various experimental and clinical pain measurement procedures. The second objective was to evaluate the influence of rotary instrumentation with continuous irrigation on pain and neuropeptide release levels. Forty patients who had preoperative pain at the levels of 3-8 on the visual analogue scale were included. Gingival crevicular fluid (GCF) samples were collected. Patients were randomly assigned to 2 treatment groups, the standard preparation group and the preparation with continuous irrigation group. Apical fluid samples (AFS) were collected after instrumentation. In the second visit, the patients' pain levels were recorded, and GCF and AFS were obtained. Substance P, calcitonin-gene related peptide (CGRP), interleukin (IL)-1β, and IL-10 levels were analyzed from the GCF and AFS samples. For comparison between groups, the Mann-Whitney test was used (P Rotary preparation with continuous irrigation has not been more effective than the standard preparation method for reducing pain. Because of determination of the correlation between CGRP and IL-10 with percussion pain, these neuropeptides can be used in further studies. Crown Copyright © 2016. Published by Elsevier Inc. All rights reserved.
Yadav, Pravesh; Singal, Archana; Pandhi, Deepika; Das, Shukla
2015-01-01
Dermatophytes are the most frequently implicated agents in toenail onychomycosis and oral terbinafine has shown the best cure rates in this condition. The pharmacokinetics of terbinafine favors its efficacy in pulse dosing. To compare the efficacy of terbinafine in continuous and pulse dosing schedules in the treatment of toenail dermatophytosis. Seventy-six patients of potassium hydroxide (KOH) and culture positive dermatophyte toenail onychomycosis were randomly allocated to two treatment groups receiving either continuous terbinafine 250 mg daily for 12 weeks or 3 pulses of terbinafine (each of 500 mg daily for a week) repeated every 4 weeks. Patients were followed up at 4, 8 and 12 weeks during treatment and post-treatment at 24 weeks. At each visit, a KOH mount and culture were performed. In each patient, improvement in a target nail was assessed using a clinical score; total scores for all nails and global assessments by physician and patient were also recorded. Mycological, clinical and complete cure rates, clinical effectivity and treatment failure rates were then compared. The declines in target nail and total scores from baseline were significant at each follow-up visit in both the treatment groups. However, the inter-group difference was statistically insignificant. The same was true for global assessment indices, clinical effectivity as well as clinical, mycological, and complete cure rates. The short follow-up in our study may have led to lower cure rates being recorded. Terbinafine in pulse dosing is as effective as continuous dosing in the treatment of dermatophyte toenail onychomycosis.
System Level Design of a Continuous-Time Delta-Sigma Modulator for Portable Ultrasound Scanners
DEFF Research Database (Denmark)
Llimos Muntal, Pere; Færch, Kjartan; Jørgensen, Ivan Harald Holger
2015-01-01
In this paper the system level design of a continuous-time ∆Σ modulator for portable ultrasound scanners is presented. The overall required signal-to-noise ratio (SNR) is derived to be 42 dB and the sampling frequency used is 320 MHz for an oversampling ratio of 16. In order to match these requir......, based on high-level VerilogA simulations, the performance of the ∆Σ modulator versus various block performance parameters is presented as trade-off curves. Based on these results, the block specifications are derived.......In this paper the system level design of a continuous-time ∆Σ modulator for portable ultrasound scanners is presented. The overall required signal-to-noise ratio (SNR) is derived to be 42 dB and the sampling frequency used is 320 MHz for an oversampling ratio of 16. In order to match...
Continuous time sigma delta ADC design and non-idealities analysis
International Nuclear Information System (INIS)
Yuan Jun; Chen Zhenhai; Yang Yintang; Zhang Zhaofeng; Wu Jun; Wang Chao; Qian Wenrong
2011-01-01
A wide bandwidth continuous time sigma delta ADC is implemented in 130 nm CMOS. A detailed non-idealities analysis (excess loop delay, clock jitter, finite gain and GBW, comparator offset and DAC mismatch) is performed developed in Matlab/Simulink. This design is targeted for wide bandwidth applications such as video or wireless base-stations. Athird-order continuous time sigma delta modulator comprises a third-order RC operational-amplifier-based loop filter and 3-bit internal quantizer operated at 512 MHz clock frequency. The sigma delta ADC achieves 60 dB SNR and 59.3 dB SNDR over a 16-MHz signal band at an OSR of 16. The power consumption of the CT sigma delta modulator is 22 mW from the 1.2-V supply. (semiconductor integrated circuits)
Fermion bag approach to Hamiltonian lattice field theories in continuous time
Huffman, Emilie; Chandrasekharan, Shailesh
2017-12-01
We extend the idea of fermion bags to Hamiltonian lattice field theories in the continuous time formulation. Using a class of models we argue that the temperature is a parameter that splits the fermion dynamics into small spatial regions that can be used to identify fermion bags. Using this idea we construct a continuous time quantum Monte Carlo algorithm and compute critical exponents in the 3 d Ising Gross-Neveu universality class using a single flavor of massless Hamiltonian staggered fermions. We find η =0.54 (6 ) and ν =0.88 (2 ) using lattices up to N =2304 sites. We argue that even sizes up to N =10 ,000 sites should be accessible with supercomputers available today.
International Nuclear Information System (INIS)
Pyragas, V.; Pyragas, K.
2011-01-01
We propose a simple adaptive delayed feedback control algorithm for stabilization of unstable periodic orbits with unknown periods. The state dependent time delay is varied continuously towards the period of controlled orbit according to a gradient-descent method realized through three simple ordinary differential equations. We demonstrate the efficiency of the algorithm with the Roessler and Mackey-Glass chaotic systems. The stability of the controlled orbits is proven by computation of the Lyapunov exponents of linearized equations. -- Highlights: → A simple adaptive modification of the delayed feedback control algorithm is proposed. → It enables the control of unstable periodic orbits with unknown periods. → The delay time is varied continuously according to a gradient descend method. → The algorithm is embodied by three simple ordinary differential equations. → The validity of the algorithm is proven by computation of the Lyapunov exponents.
Impulsive Control for Continuous-Time Markov Decision Processes: A Linear Programming Approach
Energy Technology Data Exchange (ETDEWEB)
Dufour, F., E-mail: dufour@math.u-bordeaux1.fr [Bordeaux INP, IMB, UMR CNRS 5251 (France); Piunovskiy, A. B., E-mail: piunov@liv.ac.uk [University of Liverpool, Department of Mathematical Sciences (United Kingdom)
2016-08-15
In this paper, we investigate an optimization problem for continuous-time Markov decision processes with both impulsive and continuous controls. We consider the so-called constrained problem where the objective of the controller is to minimize a total expected discounted optimality criterion associated with a cost rate function while keeping other performance criteria of the same form, but associated with different cost rate functions, below some given bounds. Our model allows multiple impulses at the same time moment. The main objective of this work is to study the associated linear program defined on a space of measures including the occupation measures of the controlled process and to provide sufficient conditions to ensure the existence of an optimal control.
A Wearable System for Real-Time Continuous Monitoring of Physical Activity
Directory of Open Access Journals (Sweden)
Fabrizio Taffoni
2018-01-01
Full Text Available Over the last decades, wearable systems have gained interest for monitoring of physiological variables, promoting health, and improving exercise adherence in different populations ranging from elite athletes to patients. In this paper, we present a wearable system for the continuous real-time monitoring of respiratory frequency (fR, heart rate (HR, and movement cadence during physical activity. The system has been experimentally tested in the laboratory (by simulating the breathing pattern with a mechanical ventilator and by collecting data from one healthy volunteer. Results show the feasibility of the proposed device for real-time continuous monitoring of fR, HR, and movement cadence both in resting condition and during activity. Finally, different synchronization techniques have been investigated to enable simultaneous data collection from different wearable modules.
Mean-variance Optimal Reinsurance-investment Strategy in Continuous Time
Directory of Open Access Journals (Sweden)
Daheng Peng
2017-10-01
Full Text Available In this paper, Lagrange method is used to solve the continuous-time mean-variance reinsurance-investment problem. Proportional reinsurance, multiple risky assets and risk-free asset are considered synthetically in the optimal strategy for insurers. By solving the backward stochastic differential equation for the Lagrange multiplier, we get the mean-variance optimal reinsurance-investment strategy and its effective frontier in explicit forms.
Continuous time Boolean modeling for biological signaling: application of Gillespie algorithm.
Stoll, Gautier; Viara, Eric; Barillot, Emmanuel; Calzone, Laurence
2012-01-01
Abstract Mathematical modeling is used as a Systems Biology tool to answer biological questions, and more precisely, to validate a network that describes biological observations and predict the effect of perturbations. This article presents an algorithm for modeling biological networks in a discrete framework with continuous time. Background There exist two major types of mathematical modeling approaches: (1) quantitative modeling, representing various chemical species concentrations by real...
International Nuclear Information System (INIS)
Mikadze, I.; Namchevadze, T.; Gobiani, I.
2007-01-01
There is proposed a generalized mathematical model of the queuing system with time redundancy without preliminary checking of the queuing system at transition from the free state into the engaged one. The model accounts for various failures of the queuing system detected by continuous instrument control, periodic control, control during recovery and the failures revealed immediately after accumulation of a certain number of failures. The generating function of queue length in both stationary and nonstationary modes was determined. (author)
Directory of Open Access Journals (Sweden)
Y. Saiki
2007-09-01
Full Text Available An infinite number of unstable periodic orbits (UPOs are embedded in a chaotic system which models some complex phenomenon. Several algorithms which extract UPOs numerically from continuous-time chaotic systems have been proposed. In this article the damped Newton-Raphson-Mees algorithm is reviewed, and some important techniques and remarks concerning the practical numerical computations are exemplified by employing the Lorenz system.
A continuous time model of the bandwagon effect in collective action
Arieh Gavious; Shlomo Mizrahi
2001-01-01
The paper offers a complex and systematic model of the bandwagon effect in collective action using continuous time equations. The model treats the bandwagon effect as a process influenced by ratio between the mobilization efforts of social activists and the resources invested by the government to counteract this activity. The complex modeling approach makes it possible to identify the conditions for specific types of the bandwagon effect, and determines the scope of that effect. Relying on ce...
A comparison of numerical methods for the solution of continuous-time DSGE models
DEFF Research Database (Denmark)
Parra-Alvarez, Juan Carlos
This paper evaluates the accuracy of a set of techniques that approximate the solution of continuous-time DSGE models. Using the neoclassical growth model I compare linear-quadratic, perturbation and projection methods. All techniques are applied to the HJB equation and the optimality conditions...... parameters of the model and suggest the use of projection methods when a high degree of accuracy is required....
Directory of Open Access Journals (Sweden)
Hajnalka Péics
2016-08-01
Full Text Available The asymptotic behavior of solutions of the system of difference equations with continuous time and lag function between two known real functions is studied. The cases when the lag function is between two linear delay functions, between two power delay functions and between two constant delay functions are observed and illustrated by examples. The asymptotic estimates of solutions of the considered system are obtained.
Wang, Xinghu; Hong, Yiguang; Yi, Peng; Ji, Haibo; Kang, Yu
2017-05-24
In this paper, a distributed optimization problem is studied for continuous-time multiagent systems with unknown-frequency disturbances. A distributed gradient-based control is proposed for the agents to achieve the optimal consensus with estimating unknown frequencies and rejecting the bounded disturbance in the semi-global sense. Based on convex optimization analysis and adaptive internal model approach, the exact optimization solution can be obtained for the multiagent system disturbed by exogenous disturbances with uncertain parameters.
Time series analysis of continuous-wave coherent Doppler Lidar wind measurements
International Nuclear Information System (INIS)
Sjoeholm, M; Mikkelsen, T; Mann, J; Enevoldsen, K; Courtney, M
2008-01-01
The influence of spatial volume averaging of a focused 1.55 μm continuous-wave coherent Doppler Lidar on observed wind turbulence measured in the atmospheric surface layer over homogeneous terrain is described and analysed. Comparison of Lidar-measured turbulent spectra with spectra simultaneously obtained from a mast-mounted sonic anemometer at 78 meters height at the test station for large wind turbines at Hoevsoere in Western Jutland, Denmark is presented for the first time
Stability Tests of Positive Fractional Continuous-time Linear Systems with Delays
Directory of Open Access Journals (Sweden)
Tadeusz Kaczorek
2013-06-01
Full Text Available Necessary and sufficient conditions for the asymptotic stability of positive fractional continuous-time linear systems with many delays are established. It is shown that: 1 the asymptotic stability of the positive fractional system is independent of their delays, 2 the checking of the asymptotic stability of the positive fractional systems with delays can be reduced to checking of the asymptotic stability of positive standard linear systems without delays.
Regularity of the Rotation Number for the One-Dimensional Time-Continuous Schroedinger Equation
Energy Technology Data Exchange (ETDEWEB)
Amor, Sana Hadj, E-mail: sana_hadjamor@yahoo.fr [Ecole Nationale d' Ingenieurs de Monastir (Tunisia)
2012-12-15
Starting from results already obtained for quasi-periodic co-cycles in SL(2, R), we show that the rotation number of the one-dimensional time-continuous Schroedinger equation with Diophantine frequencies and a small analytic potential has the behavior of a 1/2-Hoelder function. We give also a sub-exponential estimate of the length of the gaps which depends on its label given by the gap-labeling theorem.
Mean-variance Optimal Reinsurance-investment Strategy in Continuous Time
Daheng Peng; Fang Zhang
2017-01-01
In this paper, Lagrange method is used to solve the continuous-time mean-variance reinsurance-investment problem. Proportional reinsurance, multiple risky assets and risk-free asset are considered synthetically in the optimal strategy for insurers. By solving the backward stochastic differential equation for the Lagrange multiplier, we get the mean-variance optimal reinsurance-investment strategy and its effective frontier in explicit forms.
Continuous-Time Mean-Variance Portfolio Selection under the CEV Process
Ma, Hui-qiang
2014-01-01
We consider a continuous-time mean-variance portfolio selection model when stock price follows the constant elasticity of variance (CEV) process. The aim of this paper is to derive an optimal portfolio strategy and the efficient frontier. The mean-variance portfolio selection problem is formulated as a linearly constrained convex program problem. By employing the Lagrange multiplier method and stochastic optimal control theory, we obtain the optimal portfolio strategy and mean-variance effici...
Investigation of continuous-time quantum walk via modules of Bose-Mesner and Terwilliger algebras
International Nuclear Information System (INIS)
Jafarizadeh, M A; Salimi, S
2006-01-01
The continuous-time quantum walk on the underlying graphs of association schemes has been studied, via the algebraic combinatorics structures of association schemes, namely semi-simple modules of their Bose-Mesner and Terwilliger algebras. It is shown that the Terwilliger algebra stratifies the graph into a (d + 1) disjoint union of strata which is different from the stratification based on distance, except for distance regular graphs. In underlying graphs of association schemes, the probability amplitudes and average probabilities are given in terms of dual eigenvalues of association schemes, such that the amplitudes of observing the continuous-time quantum walk on all sites belonging to a given stratum are the same, therefore there are at most (d + 1) different observing probabilities. The importance of association scheme in continuous-time quantum walk is shown by some worked out examples such as arbitrary finite group association schemes followed by symmetric S n , Dihedral D 2m and cyclic groups. At the end it is shown that the highest irreducible representations of Terwilliger algebras pave the way to use the spectral distributions method of Jafarizadeh and Salimi (2005 Preprint quant-ph/0510174) in studying quantum walk on some rather important graphs called distance regular graphs
Relay selection in cooperative communication systems over continuous time-varying fading channel
Directory of Open Access Journals (Sweden)
Ke Geng
2017-02-01
Full Text Available In this paper, we study relay selection under outdated channel state information (CSI in a decode-and-forward (DF cooperative system. Unlike previous researches on cooperative communication under outdated CSI, we consider that the channel varies continuously over time, i.e., the channel not only changes between relay selection and data transmission but also changes during data transmission. Thus the level of accuracy of the CSI used in relay selection degrades with data transmission. We first evaluate the packet error rate (PER of the cooperative system under continuous time-varying fading channel, and find that the PER performance deteriorates more seriously under continuous time-varying fading channel than when the channel is assumed to be constant during data transmission. Then, we propose a repeated relay selection (RRS strategy to improve the PER performance, in which the forwarded data is divided into multiple segments and relay is reselected before the transmission of each segment based on the updated CSI. Finally, we propose a combined relay selection (CRS strategy which takes advantage of three different relay selection strategies to further mitigate the impact of outdated CSI.
A New Continuous-Time Equality-Constrained Optimization to Avoid Singularity.
Quan, Quan; Cai, Kai-Yuan
2016-02-01
In equality-constrained optimization, a standard regularity assumption is often associated with feasible point methods, namely, that the gradients of constraints are linearly independent. In practice, the regularity assumption may be violated. In order to avoid such a singularity, a new projection matrix is proposed based on which a feasible point method to continuous-time, equality-constrained optimization is developed. First, the equality constraint is transformed into a continuous-time dynamical system with solutions that always satisfy the equality constraint. Second, a new projection matrix without singularity is proposed to realize the transformation. An update (or say a controller) is subsequently designed to decrease the objective function along the solutions of the transformed continuous-time dynamical system. The invariance principle is then applied to analyze the behavior of the solution. Furthermore, the proposed method is modified to address cases in which solutions do not satisfy the equality constraint. Finally, the proposed optimization approach is applied to three examples to demonstrate its effectiveness.
DYNAMIC STRAIN MAPPING AND REAL-TIME DAMAGE STATE ESTIMATION UNDER BIAXIAL RANDOM FATIGUE LOADING
National Aeronautics and Space Administration — DYNAMIC STRAIN MAPPING AND REAL-TIME DAMAGE STATE ESTIMATION UNDER BIAXIAL RANDOM FATIGUE LOADING SUBHASISH MOHANTY*, ADITI CHATTOPADHYAY, JOHN N. RAJADAS, AND CLYDE...
Directory of Open Access Journals (Sweden)
D. Seidl
1999-06-01
Full Text Available Among a variety of spectrogram methods Short-Time Fourier Transform (STFT and Continuous Wavelet Transform (CWT were selected to analyse transients in non-stationary tremor signals. Depending on the properties of the tremor signal a more suitable representation of the signal is gained by CWT. Three selected broadband tremor signals from the volcanos Mt. Stromboli, Mt. Semeru and Mt. Pinatubo were analyzed using both methods. The CWT can also be used to extend the definition of coherency into a time-varying coherency spectrogram. An example is given using array data from the volcano Mt. Stromboli.
Modeling Continuous-Time Random Processes in Digital Computer Simulations of Physical Systems
1986-08-27
hf) + BD1QD1B31 + BD2QD2B62 + BD3QD3BZ3 + BD4QD4BZ4 (51) where ODk = E[NDk-_•k] for k = 1 to 4. Note that PD(ti+l) has four BDiQDiBZi terms, one from...3 , collecting terms, and rearrang- ing equation (95), results in (aUz 3 + a 2 z 2 + a3z + ag4)hBV(z)Xlz) , (96) z 4 - alhAz 3 - (1 + a2 hA)z 2 - a 3...approximate the Taylor series form of I(h,I)? To answer this question, expand equation (1ll) in a series form , collect terms and compare it to 1(hI) . EhA
A Realization of a Quasi-Random Walk for Atoms in Time-Dependent Optical Potentials
Directory of Open Access Journals (Sweden)
Torsten Hinkel
2015-09-01
Full Text Available We consider the time dependent dynamics of an atom in a two-color pumped cavity, longitudinally through a side mirror and transversally via direct driving of the atomic dipole. The beating of the two driving frequencies leads to a time dependent effective optical potential that forces the atom into a non-trivial motion, strongly resembling a discrete random walk behavior between lattice sites. We provide both numerical and analytical analysis of such a quasi-random walk behavior.
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.)
Brunner, Anne-Louise; Rutz, Erich; Juenemann, Stephanie; Brunner, Reinald
2014-12-01
To determine whether physiotherapy is more effective when applied in blocks or continuously in children with cerebral palsy (CP). A prospective randomized cross-over design study compared the effect of regular physiotherapy (baseline) with blocks of physiotherapy alternating with no physiotherapy over one year. Thirty-nine institutionalized children with CP and clinically similar syndromes (6-16 years old, Gross Motor Function Classification Scale II-IV) were included. During the first scholastic year, group A received regular physiotherapy, group B blocks of physiotherapy and vice versa in the second year. The Gross Motor Function Measure 66 (GMFM-66) was the outcome measure. Thirteen children in each group completed the study. GMFM-66 improved (p Physiotherapy may be more effective when provided regularly rather than in blocks.
Directory of Open Access Journals (Sweden)
Huynh Trung Luong
2016-11-01
Full Text Available In a continuous manufacturing environment where production and consumption occur simultaneously, one of the biggest challenges is the efficient management of production and inventory system. In order to manage the integrated production inventory system economically it is necessary to identify the optimal production time and the optimal production reorder point that either maximize the profit or minimize the cost. In addition, during production the process has to go through some natural phenomena like random breakdown of machine, deterioration of product over time, uncertainty in repair time that eventually create the possibility of shortage. In this situation, efficient management of inventory & production is crucial. This paper addresses the situation where a perishable (deteriorated product is manufactured and consumed simultaneously, the demand of this product is stable over the time, machine that produce the product also face random failure and the time to repair this machine is also uncertain. In order to describe this scenario more appropriately, the continuously reviewed Economic Production Quantity (EPQ model is considered in this research work. The main goal is to identify the optimal production uptime and the production reorder point that ultimately minimize the expected value of total cost consisting of machine setup, deterioration, inventory holding, shortage and corrective maintenance cost.
Time-Frequency-Wavenumber Analysis of Surface Waves Using the Continuous Wavelet Transform
Poggi, V.; Fäh, D.; Giardini, D.
2013-03-01
A modified approach to surface wave dispersion analysis using active sources is proposed. The method is based on continuous recordings, and uses the continuous wavelet transform to analyze the phase velocity dispersion of surface waves. This gives the possibility to accurately localize the phase information in time, and to isolate the most significant contribution of the surface waves. To extract the dispersion information, then, a hybrid technique is applied to the narrowband filtered seismic recordings. The technique combines the flexibility of the slant stack method in identifying waves that propagate in space and time, with the resolution of f- k approaches. This is particularly beneficial for higher mode identification in cases of high noise levels. To process the continuous wavelet transform, a new mother wavelet is presented and compared to the classical and widely used Morlet type. The proposed wavelet is obtained from a raised-cosine envelope function (Hanning type). The proposed approach is particularly suitable when using continuous recordings (e.g., from seismological-like equipment) since it does not require any hardware-based source triggering. This can be subsequently done with the proposed method. Estimation of the surface wave phase delay is performed in the frequency domain by means of a covariance matrix averaging procedure over successive wave field excitations. Thus, no record stacking is necessary in the time domain and a large number of consecutive shots can be used. This leads to a certain simplification of the field procedures. To demonstrate the effectiveness of the method, we tested it on synthetics as well on real field data. For the real case we also combine dispersion curves from ambient vibrations and active measurements.
Reinforcement learning using a continuous time actor-critic framework with spiking neurons.
Directory of Open Access Journals (Sweden)
Nicolas Frémaux
2013-04-01
Full Text Available Animals repeat rewarded behaviors, but the physiological basis of reward-based learning has only been partially elucidated. On one hand, experimental evidence shows that the neuromodulator dopamine carries information about rewards and affects synaptic plasticity. On the other hand, the theory of reinforcement learning provides a framework for reward-based learning. Recent models of reward-modulated spike-timing-dependent plasticity have made first steps towards bridging the gap between the two approaches, but faced two problems. First, reinforcement learning is typically formulated in a discrete framework, ill-adapted to the description of natural situations. Second, biologically plausible models of reward-modulated spike-timing-dependent plasticity require precise calculation of the reward prediction error, yet it remains to be shown how this can be computed by neurons. Here we propose a solution to these problems by extending the continuous temporal difference (TD learning of Doya (2000 to the case of spiking neurons in an actor-critic network operating in continuous time, and with continuous state and action representations. In our model, the critic learns to predict expected future rewards in real time. Its activity, together with actual rewards, conditions the delivery of a neuromodulatory TD signal to itself and to the actor, which is responsible for action choice. In simulations, we show that such an architecture can solve a Morris water-maze-like navigation task, in a number of trials consistent with reported animal performance. We also use our model to solve the acrobot and the cartpole problems, two complex motor control tasks. Our model provides a plausible way of computing reward prediction error in the brain. Moreover, the analytically derived learning rule is consistent with experimental evidence for dopamine-modulated spike-timing-dependent plasticity.
On disturbed time continuity in schizophrenia: an elementary impairment in visual perception?
Directory of Open Access Journals (Sweden)
Anne eGiersch
2013-05-01
Full Text Available Schizophrenia is associated with a series of visual perception impairments, which might impact on the patients’ every day life and be related to clinical symptoms. However, the heterogeneity of the visual disorders make it a challenge to understand both the mechanisms and the consequences of these impairments, i.e. the way patients experience the outer world. Based on earlier psychiatry literature, we argue that issues regarding time might shed a new light on the disorders observed in patients with schizophrenia. We will briefly review the mechanisms involved in the sense of time continuity and clinical evidence that they are impaired in patients with schizophrenia. We will then summarize a recent experimental approach regarding the coding of time-event structure in time, namely the ability to discriminate between simultaneous and asynchronous events. The use of an original method of analysis allowed us to distinguish between explicit and implicit judgements of synchrony. We showed that for SOAs below 20 ms neither patients nor controls fuse events in time. On the contrary subjects distinguish events at an implicit level even when judging them as synchronous. In addition, the implicit responses of patients and controls differ qualitatively. It is as if controls always put more weight on the last occurred event, whereas patients have a difficulty to follow events in time at an implicit level. In patients, there is a clear dissociation between results at short and large asynchronies, that suggest selective mechanisms for the implicit coding of time-event structure. These results might explain the disruption of the sense of time continuity in patients. We argue that this line of research might also help us to better understand the mechanisms of the visual impairments in patients and how they see their environment.
Hellrung, Lydia; Dietrich, Anja; Hollmann, Maurice; Pleger, Burkhard; Kalberlah, Christian; Roggenhofer, Elisabeth; Villringer, Arno; Horstmann, Annette
2018-02-01
Real-time fMRI neurofeedback is a feasible tool to learn the volitional regulation of brain activity. So far, most studies provide continuous feedback information that is presented upon every volume acquisition. Although this maximizes the temporal resolution of feedback information, it may be accompanied by some disadvantages. Participants can be distracted from the regulation task due to (1) the intrinsic delay of the hemodynamic response and associated feedback and (2) limited cognitive resources available to simultaneously evaluate feedback information and stay engaged with the task. Here, we systematically investigate differences between groups presented with different variants of feedback (continuous vs. intermittent) and a control group receiving no feedback on their ability to regulate amygdala activity using positive memories and feelings. In contrast to the feedback groups, no learning effect was observed in the group without any feedback presentation. The group receiving intermittent feedback exhibited better amygdala regulation performance when compared with the group receiving continuous feedback. Behavioural measurements show that these effects were reflected in differences in task engagement. Overall, we not only demonstrate that the presentation of feedback is a prerequisite to learn volitional control of amygdala activity but also that intermittent feedback is superior to continuous feedback presentation. Copyright © 2017 The Authors. Published by Elsevier Inc. All rights reserved.
Sundfør, T M; Svendsen, M; Tonstad, S
2018-07-01
Long-term adherence to conventional weight-loss diets is limited while intermittent fasting has risen in popularity. We compared the effects of intermittent versus continuous energy restriction on weight loss, maintenance and cardiometabolic risk factors in adults with abdominal obesity and ≥1 additional component of metabolic syndrome. In total 112 participants (men [50%] and women [50%]) aged 21-70 years with BMI 30-45 kg/m 2 (mean 35.2 [SD 3.7]) were randomized to intermittent or continuous energy restriction. A 6-month weight-loss phase including 10 visits with dieticians was followed by a 6-month maintenance phase without additional face-to-face counselling. The intermittent energy restriction group was advised to consume 400/600 kcal (female/male) on two non-consecutive days. Based on dietary records both groups reduced energy intake by ∼26-28%. Weight loss was similar among participants in the intermittent and continuous energy restriction groups (8.0 kg [SD 6.5] versus 9.0 kg [SD 7.1]; p = 0.6). There were favorable improvements in waist circumference, blood pressure, triglycerides and HDL-cholesterol with no difference between groups. Weight regain was minimal and similar between the intermittent and continuous energy restriction groups (1.1 kg [SD 3.8] versus 0.4 kg [SD 4.0]; p = 0.6). Intermittent restriction participants reported higher hunger scores than continuous restriction participants on a subjective numeric rating scale (4.7 [SD 2.2] vs 3.6 [SD 2.2]; p = 0.002). Both intermittent and continuous energy restriction resulted in similar weight loss, maintenance and improvements in cardiovascular risk factors after one year. However, feelings of hunger may be more pronounced during intermittent energy restriction. www.clinicaltrials.govNCT02480504. Copyright © 2018 The Italian Society of Diabetology, the Italian Society for the Study of Atherosclerosis, the Italian Society of Human Nutrition, and the Department of Clinical Medicine
International Nuclear Information System (INIS)
Doebrich, Marcus; Markstaller, Klaus; Karmrodt, Jens; Kauczor, Hans-Ulrich; Eberle, Balthasar; Weiler, Norbert; Thelen, Manfred; Schreiber, Wolfgang G
2005-01-01
In this study, an algorithm was developed to measure the distribution of pulmonary time constants (TCs) from dynamic computed tomography (CT) data sets during a sudden airway pressure step up. Simulations with synthetic data were performed to test the methodology as well as the influence of experimental noise. Furthermore the algorithm was applied to in vivo data. In five pigs sudden changes in airway pressure were imposed during dynamic CT acquisition in healthy lungs and in a saline lavage ARDS model. The fractional gas content in the imaged slice (FGC) was calculated by density measurements for each CT image. Temporal variations of the FGC were analysed assuming a model with a continuous distribution of exponentially decaying time constants. The simulations proved the feasibility of the method. The influence of experimental noise could be well evaluated. Analysis of the in vivo data showed that in healthy lungs ventilation processes can be more likely characterized by discrete TCs whereas in ARDS lungs continuous distributions of TCs are observed. The temporal behaviour of lung inflation and deflation can be characterized objectively using the described new methodology. This study indicates that continuous distributions of TCs reflect lung ventilation mechanics more accurately compared to discrete TCs
The new Big Bang Theory according to dimensional continuous space-time theory
International Nuclear Information System (INIS)
Martini, Luiz Cesar
2014-01-01
This New View of the Big Bang Theory results from the Dimensional Continuous Space-Time Theory, for which the introduction was presented in [1]. This theory is based on the concept that the primitive Universe before the Big Bang was constituted only from elementary cells of potential energy disposed side by side. In the primitive Universe there were no particles, charges, movement and the Universe temperature was absolute zero Kelvin. The time was always present, even in the primitive Universe, time is the integral part of the empty space, it is the dynamic energy of space and it is responsible for the movement of matter and energy inside the Universe. The empty space is totally stationary; the primitive Universe was infinite and totally occupied by elementary cells of potential energy. In its event, the Big Bang started a production of matter, charges, energy liberation, dynamic movement, temperature increase and the conformation of galaxies respecting a specific formation law. This article presents the theoretical formation of the Galaxies starting from a basic equation of the Dimensional Continuous Space-time Theory.
The New Big Bang Theory according to Dimensional Continuous Space-Time Theory
Martini, Luiz Cesar
2014-04-01
This New View of the Big Bang Theory results from the Dimensional Continuous Space-Time Theory, for which the introduction was presented in [1]. This theory is based on the concept that the primitive Universe before the Big Bang was constituted only from elementary cells of potential energy disposed side by side. In the primitive Universe there were no particles, charges, movement and the Universe temperature was absolute zero Kelvin. The time was always present, even in the primitive Universe, time is the integral part of the empty space, it is the dynamic energy of space and it is responsible for the movement of matter and energy inside the Universe. The empty space is totally stationary; the primitive Universe was infinite and totally occupied by elementary cells of potential energy. In its event, the Big Bang started a production of matter, charges, energy liberation, dynamic movement, temperature increase and the conformation of galaxies respecting a specific formation law. This article presents the theoretical formation of the Galaxies starting from a basic equation of the Dimensional Continuous Space-time Theory.
Real-time electrocardiogram transmission from Mount Everest during continued ascent.
Kao, Wei-Fong; Huang, Jyh-How; Kuo, Terry B J; Chang, Po-Lun; Chang, Wen-Chen; Chan, Kuo-Hung; Liu, Wen-Hsiung; Wang, Shih-Hao; Su, Tzu-Yao; Chiang, Hsiu-chen; Chen, Jin-Jong
2013-01-01
The feasibility of a real-time electrocardiogram (ECG) transmission via satellite phone from Mount Everest to determine a climber's suitability for continued ascent was examined. Four Taiwanese climbers were enrolled in the 2009 Mount Everest summit program. Physiological measurements were taken at base camp (5300 m), camp 2 (6400 m), camp 3 (7100 m), and camp 4 (7950 m) 1 hour after arrival and following a 10 minute rest period. A total of 3 out of 4 climbers were able to summit Mount Everest successfully. Overall, ECG and global positioning system (GPS) coordinates of climbers were transmitted in real-time via satellite phone successfully from base camp, camp 2, camp 3, and camp 4. At each camp, Resting Heart Rate (RHR) was transmitted and recorded: base camp (54-113 bpm), camp 2 (94-130 bpm), camp 3 (98-115 bpm), and camp 4 (93-111 bpm). Real-time ECG and GPS coordinate transmission via satellite phone is feasible for climbers on Mount Everest. Real-time RHR data can be used to evaluate a climber's physiological capacity to continue an ascent and to summit.
Real-time electrocardiogram transmission from Mount Everest during continued ascent.
Directory of Open Access Journals (Sweden)
Wei-Fong Kao
Full Text Available The feasibility of a real-time electrocardiogram (ECG transmission via satellite phone from Mount Everest to determine a climber's suitability for continued ascent was examined. Four Taiwanese climbers were enrolled in the 2009 Mount Everest summit program. Physiological measurements were taken at base camp (5300 m, camp 2 (6400 m, camp 3 (7100 m, and camp 4 (7950 m 1 hour after arrival and following a 10 minute rest period. A total of 3 out of 4 climbers were able to summit Mount Everest successfully. Overall, ECG and global positioning system (GPS coordinates of climbers were transmitted in real-time via satellite phone successfully from base camp, camp 2, camp 3, and camp 4. At each camp, Resting Heart Rate (RHR was transmitted and recorded: base camp (54-113 bpm, camp 2 (94-130 bpm, camp 3 (98-115 bpm, and camp 4 (93-111 bpm. Real-time ECG and GPS coordinate transmission via satellite phone is feasible for climbers on Mount Everest. Real-time RHR data can be used to evaluate a climber's physiological capacity to continue an ascent and to summit.
Note: Fully integrated 3.2 Gbps quantum random number generator with real-time extraction
International Nuclear Information System (INIS)
Zhang, Xiao-Guang; Nie, You-Qi; Liang, Hao; Zhang, Jun; Pan, Jian-Wei; Zhou, Hongyi; Ma, Xiongfeng
2016-01-01
We present a real-time and fully integrated quantum random number generator (QRNG) by measuring laser phase fluctuations. The QRNG scheme based on laser phase fluctuations is featured for its capability of generating ultra-high-speed random numbers. However, the speed bottleneck of a practical QRNG lies on the limited speed of randomness extraction. To close the gap between the fast randomness generation and the slow post-processing, we propose a pipeline extraction algorithm based on Toeplitz matrix hashing and implement it in a high-speed field-programmable gate array. Further, all the QRNG components are integrated into a module, including a compact and actively stabilized interferometer, high-speed data acquisition, and real-time data post-processing and transmission. The final generation rate of the QRNG module with real-time extraction can reach 3.2 Gbps.
Note: Fully integrated 3.2 Gbps quantum random number generator with real-time extraction
Energy Technology Data Exchange (ETDEWEB)
Zhang, Xiao-Guang; Nie, You-Qi; Liang, Hao; Zhang, Jun, E-mail: zhangjun@ustc.edu.cn; Pan, Jian-Wei [Hefei National Laboratory for Physical Sciences at the Microscale and Department of Modern Physics, University of Science and Technology of China, Hefei, Anhui 230026 (China); CAS Center for Excellence and Synergetic Innovation Center in Quantum Information and Quantum Physics, University of Science and Technology of China, Hefei, Anhui 230026 (China); Zhou, Hongyi; Ma, Xiongfeng [Center for Quantum Information, Institute for Interdisciplinary Information Sciences, Tsinghua University, Beijing 100084 (China)
2016-07-15
We present a real-time and fully integrated quantum random number generator (QRNG) by measuring laser phase fluctuations. The QRNG scheme based on laser phase fluctuations is featured for its capability of generating ultra-high-speed random numbers. However, the speed bottleneck of a practical QRNG lies on the limited speed of randomness extraction. To close the gap between the fast randomness generation and the slow post-processing, we propose a pipeline extraction algorithm based on Toeplitz matrix hashing and implement it in a high-speed field-programmable gate array. Further, all the QRNG components are integrated into a module, including a compact and actively stabilized interferometer, high-speed data acquisition, and real-time data post-processing and transmission. The final generation rate of the QRNG module with real-time extraction can reach 3.2 Gbps.
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.
Micro-Randomized Trials: An Experimental Design for Developing Just-in-Time Adaptive Interventions
Klasnja, Predrag; Hekler, Eric B.; Shiffman, Saul; Boruvka, Audrey; Almirall, Daniel; Tewari, Ambuj; Murphy, Susan A.
2015-01-01
Objective This paper presents an experimental design, the micro-randomized trial, developed to support optimization of just-in-time adaptive interventions (JITAIs). JITAIs are mHealth technologies that aim to deliver the right intervention components at the right times and locations to optimally support individuals’ health behaviors. Micro-randomized trials offer a way to optimize such interventions by enabling modeling of causal effects and time-varying effect moderation for individual intervention components within a JITAI. Methods The paper describes the micro-randomized trial design, enumerates research questions that this experimental design can help answer, and provides an overview of the data analyses that can be used to assess the causal effects of studied intervention components and investigate time-varying moderation of those effects. Results Micro-randomized trials enable causal modeling of proximal effects of the randomized intervention components and assessment of time-varying moderation of those effects. Conclusions Micro-randomized trials can help researchers understand whether their interventions are having intended effects, when and for whom they are effective, and what factors moderate the interventions’ effects, enabling creation of more effective JITAIs. PMID:26651463
Astrand, Elaine
2018-06-01
Objective. Working memory (WM), crucial for successful behavioral performance in most of our everyday activities, holds a central role in goal-directed behavior. As task demands increase, inducing higher WM load, maintaining successful behavioral performance requires the brain to work at the higher end of its capacity. Because it is depending on both external and internal factors, individual WM load likely varies in a continuous fashion. The feasibility to extract such a continuous measure in time that correlates to behavioral performance during a working memory task remains unsolved. Approach. Multivariate pattern decoding was used to test whether a decoder constructed from two discrete levels of WM load can generalize to produce a continuous measure that predicts task performance. Specifically, a linear regression with L2-regularization was chosen with input features from EEG oscillatory activity recorded from healthy participants while performing the n-back task, n\\in [1,2] . Main results. The feasibility to extract a continuous time-resolved measure that correlates positively to trial-by-trial working memory task performance is demonstrated (r = 0.47, p < 0.05). It is furthermore shown that this measure allows to predict task performance before action (r = 0.49, p < 0.05). We show that the extracted continuous measure enables to study the temporal dynamics of the complex activation pattern of WM encoding during the n-back task. Specifically, temporally precise contributions of different spectral features are observed which extends previous findings of traditional univariate approaches. Significance. These results constitute an important contribution towards a wide range of applications in the field of cognitive brain–machine interfaces. Monitoring mental processes related to attention and WM load to reduce the risk of committing errors in high-risk environments could potentially prevent many devastating consequences or
Time-synchronized continuous wave laser-induced fluorescence on an oscillatory xenon discharge.
MacDonald, N A; Cappelli, M A; Hargus, W A
2012-11-01
A novel approach to time-synchronizing laser-induced fluorescence measurements to an oscillating current in a 60 Hz xenon discharge lamp using a continuous wave laser is presented. A sample-hold circuit is implemented to separate out signals at different phases along a current cycle, and is followed by a lock-in amplifier to pull out the resulting time-synchronized fluorescence trace from the large background signal. The time evolution of lower state population is derived from the changes in intensity of the fluorescence excitation line shape resulting from laser-induced fluorescence measurements of the 6s(')[1/2](1)(0)-6p(')[3/2](2) xenon atomic transition at λ = 834.68 nm. Results show that the lower state population oscillates at twice the frequency of the discharge current, 120 Hz.
Time-synchronized continuous wave laser-induced fluorescence on an oscillatory xenon discharge
Energy Technology Data Exchange (ETDEWEB)
MacDonald, N. A.; Cappelli, M. A. [Stanford Plasma Physics Laboratory, Stanford University, Stanford, California 94305 (United States); Hargus, W. A. Jr. [Air Force Research Laboratory, Edwards AFB, California 93524 (United States)
2012-11-15
A novel approach to time-synchronizing laser-induced fluorescence measurements to an oscillating current in a 60 Hz xenon discharge lamp using a continuous wave laser is presented. A sample-hold circuit is implemented to separate out signals at different phases along a current cycle, and is followed by a lock-in amplifier to pull out the resulting time-synchronized fluorescence trace from the large background signal. The time evolution of lower state population is derived from the changes in intensity of the fluorescence excitation line shape resulting from laser-induced fluorescence measurements of the 6s{sup Prime }[1/2]{sub 1}{sup 0}-6p{sup Prime }[3/2]{sub 2} xenon atomic transition at {lambda}= 834.68 nm. Results show that the lower state population oscillates at twice the frequency of the discharge current, 120 Hz.
Offset-Free Direct Power Control of DFIG Under Continuous-Time Model Predictive Control
DEFF Research Database (Denmark)
Errouissi, Rachid; Al-Durra, Ahmed; Muyeen, S.M.
2017-01-01
This paper presents a robust continuous-time model predictive direct power control for doubly fed induction generator (DFIG). The proposed approach uses Taylor series expansion to predict the stator current in the synchronous reference frame over a finite time horizon. The predicted stator current...... is directly used to compute the required rotor voltage in order to minimize the difference between the actual stator currents and their references over the predictive time. However, as the proposed strategy is sensitive to parameter variations and external disturbances, a disturbance observer is embedded...... into the control loop to remove the steady-state error of the stator current. It turns out that the steady-state and the transient performances can be identified by simple design parameters. In this paper, the reference of the stator current is directly calculated from the desired stator active and reactive powers...
DEFF Research Database (Denmark)
Tataru, Paula Cristina; Hobolth, Asger
2011-01-01
past evolutionary events (exact times and types of changes) are unaccessible and the past must be inferred from DNA sequence data observed in the present. RESULTS: We describe and implement three algorithms for computing linear combinations of expected values of the sufficient statistics, conditioned......BACKGROUND: Continuous time Markov chains (CTMCs) is a widely used model for describing the evolution of DNA sequences on the nucleotide, amino acid or codon level. The sufficient statistics for CTMCs are the time spent in a state and the number of changes between any two states. In applications...... of the algorithms is available at www.birc.au.dk/~paula/. CONCLUSIONS: We use two different models to analyze the accuracy and eight experiments to investigate the speed of the three algorithms. We find that they have similar accuracy and that EXPM is the slowest method. Furthermore we find that UNI is usually...
Estimating the continuous-time dynamics of energy and fat metabolism in mice.
Guo, Juen; Hall, Kevin D
2009-09-01
The mouse has become the most popular organism for investigating molecular mechanisms of body weight regulation. But understanding the physiological context by which a molecule exerts its effect on body weight requires knowledge of energy intake, energy expenditure, and fuel selection. Furthermore, measurements of these variables made at an isolated time point cannot explain why body weight has its present value since body weight is determined by the past history of energy and macronutrient imbalance. While food intake and body weight changes can be frequently measured over several weeks (the relevant time scale for mice), correspondingly frequent measurements of energy expenditure and fuel selection are not currently feasible. To address this issue, we developed a mathematical method based on the law of energy conservation that uses the measured time course of body weight and food intake to estimate the underlying continuous-time dynamics of energy output and net fat oxidation. We applied our methodology to male C57BL/6 mice consuming various ad libitum diets during weight gain and loss over several weeks and present the first continuous-time estimates of energy output and net fat oxidation rates underlying the observed body composition changes. We show that transient energy and fat imbalances in the first several days following a diet switch can account for a significant fraction of the total body weight change. We also discovered a time-invariant curve relating body fat and fat-free masses in male C57BL/6 mice, and the shape of this curve determines how diet, fuel selection, and body composition are interrelated.
Directory of Open Access Journals (Sweden)
F. Lauzier
2017-07-01
Full Text Available Abstract Background The standard definition for protocol adherence is the proportion of all scheduled doses that are delivered. In clinical research, this definition has several limitations when evaluating protocol adherence in trials that study interventions requiring continuous titration. Discussion Building upon a specific case study, we analyzed a recent trial of a continuously titrated intervention to assess the impact of different definitions of protocol deviations on the interpretation of protocol adherence. The OVATION pilot trial was an open-label randomized controlled trial of higher (75–80 mmHg versus lower (60–65 mmHg mean arterial pressure (MAP targets for vasopressor therapy in shock. In this trial, potential protocol deviations were defined as MAP values outside the targeted range for >4 consecutive hours during vasopressor therapy without synchronous and consistent adjustments of vasopressor doses. An adjudication committee reviewed each potential deviation to determine if it was clinically-justified or not. There are four reasons for this contextual measurement and reporting of protocol adherence. First, between-arm separation is a robust measure of adherence to complex protocols. Second, adherence assessed by protocol deviations varies in function of the definition of deviations and the frequency of measurements. Third, distinguishing clinically-justified vs. not clinically-justified protocol deviations acknowledges clinically sensible bedside decision-making and offers a clear terminology before the trial begins. Finally, multiple metrics exist to report protocol deviations, which provides different information but complementary information on protocol adherence. Conclusions In trials of interventions requiring continuous titration, metrics used for defining protocol deviations have a considerable impact on the interpretation of protocol adherence. Definitions for protocol deviations should be prespecified and correlated
Lauzier, F; Adhikari, N K; Seely, A; Koo, K K Y; Belley-Côté, E P; Burns, K E A; Cook, D J; D'Aragon, F; Rochwerg, B; Kho, M E; Oczkowksi, S J W; Duan, E H; Meade, M O; Day, A G; Lamontagne, F
2017-07-17
The standard definition for protocol adherence is the proportion of all scheduled doses that are delivered. In clinical research, this definition has several limitations when evaluating protocol adherence in trials that study interventions requiring continuous titration. Building upon a specific case study, we analyzed a recent trial of a continuously titrated intervention to assess the impact of different definitions of protocol deviations on the interpretation of protocol adherence. The OVATION pilot trial was an open-label randomized controlled trial of higher (75-80 mmHg) versus lower (60-65 mmHg) mean arterial pressure (MAP) targets for vasopressor therapy in shock. In this trial, potential protocol deviations were defined as MAP values outside the targeted range for >4 consecutive hours during vasopressor therapy without synchronous and consistent adjustments of vasopressor doses. An adjudication committee reviewed each potential deviation to determine if it was clinically-justified or not. There are four reasons for this contextual measurement and reporting of protocol adherence. First, between-arm separation is a robust measure of adherence to complex protocols. Second, adherence assessed by protocol deviations varies in function of the definition of deviations and the frequency of measurements. Third, distinguishing clinically-justified vs. not clinically-justified protocol deviations acknowledges clinically sensible bedside decision-making and offers a clear terminology before the trial begins. Finally, multiple metrics exist to report protocol deviations, which provides different information but complementary information on protocol adherence. In trials of interventions requiring continuous titration, metrics used for defining protocol deviations have a considerable impact on the interpretation of protocol adherence. Definitions for protocol deviations should be prespecified and correlated with between-arm separation, if it can be measured.
Continuous-time digital front-ends for multistandard wireless transmission
Nuyts, Pieter A J; Dehaene, Wim
2014-01-01
This book describes the design of fully digital multistandard transmitter front-ends which can directly drive one or more switching power amplifiers, thus eliminating all other analog components. After reviewing different architectures, the authors focus on polar architectures using pulse width modulation (PWM), which are entirely based on unclocked delay lines and other continuous-time digital hardware. As a result, readers are enabled to shift accuracy concerns from the voltage domain to the time domain, to coincide with submicron CMOS technology scaling. The authors present different architectural options and compare them, based on their effect on the signal and spectrum quality. Next, a high-level theoretical analysis of two different PWM-based architectures – baseband PWM and RF PWM – is made. On the circuit level, traditional digital components and design techniques are revisited from the point of view of continuous-time digital circuits. Important design criteria are identified and diff...
Energy Technology Data Exchange (ETDEWEB)
Migunov, Vadim, E-mail: v.migunov@fz-juelich.de [Ernst Ruska-Centre for Microscopy and Spectroscopy with Electrons, Peter Grünberg Institute, Forschungszentrum Jülich, D-52425 Jülich (Germany); Dwyer, Christian [Ernst Ruska-Centre for Microscopy and Spectroscopy with Electrons, Peter Grünberg Institute, Forschungszentrum Jülich, D-52425 Jülich (Germany); Department of Physics, Arizona State University, Tempe, AZ 85287 (United States); Boothroyd, Chris B. [Ernst Ruska-Centre for Microscopy and Spectroscopy with Electrons, Peter Grünberg Institute, Forschungszentrum Jülich, D-52425 Jülich (Germany); Pozzi, Giulio [Ernst Ruska-Centre for Microscopy and Spectroscopy with Electrons, Peter Grünberg Institute, Forschungszentrum Jülich, D-52425 Jülich (Germany); Department of Physics and Astronomy, University of Bologna, viale B. Pichat 6/2, Bologna 40127 (Italy); Dunin-Borkowski, Rafal E. [Ernst Ruska-Centre for Microscopy and Spectroscopy with Electrons, Peter Grünberg Institute, Forschungszentrum Jülich, D-52425 Jülich (Germany)
2017-07-15
The technique of double exposure electron holography, which is based on the superposition of two off-axis electron holograms, was originally introduced before the availability of digital image processing to allow differences between electron-optical phases encoded in two electron holograms to be visualised directly without the need for holographic reconstruction. Here, we review the original method and show how it can now be extended to permit quantitative studies of phase shifts that oscillate in time. We begin with a description of the theory of off-axis electron hologram formation for a time-dependent electron wave that results from the excitation of a specimen using an external stimulus with a square, sinusoidal, triangular or other temporal dependence. We refer to the more general method as continuous exposure electron holography, present preliminary experimental measurements and discuss how the technique can be used to image electrostatic potentials and magnetic fields during high frequency switching experiments. - Highlights: • Double and continuous exposure electron holography are described in detail. • The ability to perform quantitative studies of phase shifts that are oscillating in time is illustrated. • Theoretical considerations related to noise are presented. • Future high frequency electromagnetic switching experiments are proposed.
Alken, P.; Chulliat, A.; Maus, S.
2012-12-01
The day-time eastward equatorial electric field (EEF) in the ionospheric E-region plays an important role in equatorial ionospheric dynamics. It is responsible for driving the equatorial electrojet (EEJ) current system, equatorial vertical ion drifts, and the equatorial ionization anomaly (EIA). Due to its importance, there is much interest in accurately measuring and modeling the EEF. However, there are limited sources of direct EEF measurements with full temporal and spatial coverage of the equatorial ionosphere. In this work, we propose a method of estimating a continuous day-time time series of the EEF at any longitude, provided there is a pair of ground magnetic observatories in the region which can accurately track changes in the strength of the EEJ. First, we derive a climatological unit latitudinal current profile from direct overflights of the CHAMP satellite and use delta H measurements from the ground observatory pair to determine the magnitude of the current. The time series of current profiles is then inverted for the EEF by solving the governing electrodynamic equations. While this method has previously been applied and validated in the Peruvian sector, in this work we demonstrate the method using a pair of magnetometers in Africa (Samogossoni, SAM, 0.18 degrees magnetic latitude and Tamanrasset, TAM, 11.5 degrees magnetic latitude) and validate the resulting EEF values against the CINDI ion velocity meter (IVM) instrument on the C/NOFS satellite. We find a very good 80% correlation with C/NOFS IVM measurements and a root-mean-square difference of 9 m/s in vertical drift velocity. This technique can be extended to any pair of ground observatories which can capture the day-time strength of the EEJ. We plan to apply this work to more observatory pairs around the globe and distribute real-time equatorial electric field values to the community.
Alyushin, M. V.; Kolobashkina, L. V.
2017-01-01
The education technology with continuous monitoring of the current functional and emotional students' states is suggested. The application of this technology allows one to increase the effectiveness of practice through informed planning of the training load. For monitoring the current functional and emotional students' states non-contact remote technologies of person bioparameters registration are encouraged to use. These technologies are based on recording and processing in real time the main person bioparameters in a purely passive mode. Experimental testing of this technology has confirmed its effectiveness.
Numerical solution of continuous-time DSGE models under Poisson uncertainty
DEFF Research Database (Denmark)
Posch, Olaf; Trimborn, Timo
We propose a simple and powerful method for determining the transition process in continuous-time DSGE models under Poisson uncertainty numerically. The idea is to transform the system of stochastic differential equations into a system of functional differential equations of the retarded type. We...... classes of models. We illustrate the algorithm simulating both the stochastic neoclassical growth model and the Lucas model under Poisson uncertainty which is motivated by the Barro-Rietz rare disaster hypothesis. We find that, even for non-linear policy functions, the maximum (absolute) error is very...
On the rate of convergence in von Neumann's ergodic theorem with continuous time
International Nuclear Information System (INIS)
Kachurovskii, A G; Reshetenko, Anna V
2010-01-01
The rate of convergence in von Neumann's mean ergodic theorem is studied for continuous time. The condition that the rate of convergence of the ergodic averages be of power-law type is shown to be equivalent to requiring that the spectral measure of the corresponding dynamical system have a power-type singularity at 0. This forces the estimates for the convergence rate in the above ergodic theorem to be necessarily spectral. All the results obtained have obvious exact analogues for wide-sense stationary processes. Bibliography: 7 titles.
Study of N-13 decay on time using continuous kinetic function method
International Nuclear Information System (INIS)
Tran Dai Nghiep; Vu Hoang Lam; Nguyen Ngoc Son; Nguyen Duc Thanh
1993-01-01
The decay function from radioisotope 13 N formed in the reaction 14 N(γ,n) 13 N was registered by high resolution gamma spectrometer in multiscanning mode with gamma energy 511 keV. The experimental data was processed by common and kinetic function method. The continuous comparison of the decay function on time permits to determinate possible deviation from purely exponential decay curve. The results were described by several decay theories. The degrees of corresponding between theories and experiment were evaluated by goodness factor. A complex type of decay was considered. (author). 9 refs, 2 tabs, 6 figs
DEFF Research Database (Denmark)
Lauridsen, M M; Schaffalitzky de Muckadell, O B; Vilstrup, H
2015-01-01
Minimal hepatic encephalopathy (MHE) is a frequent complication to liver cirrhosis that causes poor quality of life, a great burden to caregivers, and can be treated. For diagnosis and grading the international guidelines recommend the use of psychometric tests of different modalities (computer...... based vs. paper and pencil). To compare results of the Continuous Reaction time (CRT) and the Portosystemic Encephalopathy (PSE) tests in a large unselected cohort of cirrhosis patients without clinically detectable brain impairment and to clinically characterize the patients according to their test...
A 10 MHz Bandwidth Continuous-Time Delta-Sigma Modulator for Portable Ultrasound Scanners
DEFF Research Database (Denmark)
Llimos Muntal, Pere; Jørgensen, Ivan Harald Holger; Bruun, Erik
2016-01-01
comparator and a pull-down clocked latch. The feedback signal is generated with voltage DACs based on transmission gates. Using this implementation, a small and low-power solution required for portable ultrasound scanner applications is achieved. The modulator has a bandwidth of 10 MHz with an oversampling......A fourth-order 1-bit continuous-time delta-sigma modulator designed in a 65 nm process for portable ultrasound scanners is presented in this paper. The loop filter consists of RCintegrators, with programmable capacitor arrays and resistors, and the quantizer is implemented with a high-speed clocked...
A Continuous-Time Agency Model of Optimal Contracting and Capital Structure
Peter M. DeMarzo; Yuliy Sannikov
2004-01-01
We consider a principal-agent model in which the agent needs to raise capital from the principal to finance a project. Our model is based on DeMarzo and Fishman (2003), except that the agent's cash flows are given by a Brownian motion with drift in continuous time. The difficulty in writing an appropriate financial contract in this setting is that the agent can conceal and divert cash flows for his own consumption rather than pay back the principal. Alternatively, the agent may reduce the mea...
Forecasting the Global Mean Sea Level, a Continuous-Time State-Space Approach
DEFF Research Database (Denmark)
Boldrini, Lorenzo
In this paper we propose a continuous-time, Gaussian, linear, state-space system to model the relation between global mean sea level (GMSL) and the global mean temperature (GMT), with the aim of making long-term projections for the GMSL. We provide a justification for the model specification based......) and the temperature reconstruction from Hansen et al. (2010). We compare the forecasting performance of the proposed specification to the procedures developed in Rahmstorf (2007b) and Vermeer and Rahmstorf (2009). Finally, we compute projections for the sea-level rise conditional on the 21st century SRES temperature...
An Equivalent LMI Representation of Bounded Real Lemma for Continuous-Time Systems
Directory of Open Access Journals (Sweden)
Xie Wei
2008-01-01
Full Text Available Abstract An equivalent linear matrix inequality (LMI representation of bounded real lemma (BRL for linear continuous-time systems is introduced. As to LTI system including polytopic-type uncertainties, by using a parameter-dependent Lyapunov function, there are several LMIs-based formulations for the analysis and synthesis of performance. All of these representations only provide us with different sufficient conditions. Compared with previous methods, this new representation proposed here provides us the possibility to obtain better results. Finally, some numerical examples are illustrated to show the effectiveness of proposed method.
Rostami, Reza; Salamati, Payman; Yarandi, Kourosh Karimi; Khoshnevisan, Alireza; Saadat, Soheil; Kamali, Zeynab Sadat; Ghiasi, Somaie; Zaryabi, Atefeh; Ghazi Mir Saeid, Seyed Shahab; Arjipour, Mehdi; Rezaee-Zavareh, Mohammad Saeid; Rahimi-Movaghar, Vafa
2017-10-01
There are some studies which showed neurofeedback therapy (NFT) can be effective in clients with traumatic brain injury (TBI) history. However, randomized controlled clinical trials are still needed for evaluation of this treatment as a standard option. This preliminary study was aimed to evaluate the effect of NFT on continuous attention (CA) and short-term memory (STM) of clients with moderate TBI using a randomized controlled clinical trial (RCT). In this preliminary RCT, seventeen eligible patients with moderate TBI were randomly allocated in two intervention and control groups. All the patients were evaluated for CA and STM using the visual continuous attention test and Wechsler memory scale-4th edition (WMS-IV) test, respectively, both at the time of inclusion to the project and four weeks later. The intervention group participated in 20 sessions of NFT through the first four weeks. Conversely, the control group participated in the same NF sessions from the fifth week to eighth week of the project. Eight subjects in the intervention group and five subjects in the control group completed the study. The mean and standard deviation of participants' age were (26.75 ± 15.16) years and (27.60 ± 8.17) years in experiment and control groups, respectively. All of the subjects were male. No significant improvement was observed in any variables of the visual continuous attention test and WMS-IV test between two groups (p ≥ 0.05). Based on our literature review, it seems that our study is the only study performed on the effect of NFT on TBI patients with control group. NFT has no effect on CA and STM in patients with moderate TBI. More RCTs with large sample sizes, more sessions of treatment, longer time of follow-up and different protocols are recommended. Copyright © 2017 Daping Hospital and the Research Institute of Surgery of the Third Military Medical University. Production and hosting by Elsevier B.V. All rights reserved.
Directory of Open Access Journals (Sweden)
Reza Rostami
2017-10-01
Full Text Available Purpose: There are some studies which showed neurofeedback therapy (NFT can be effective in clients with traumatic brain injury (TBI history. However, randomized controlled clinical trials are still needed for evaluation of this treatment as a standard option. This preliminary study was aimed to evaluate the effect of NFT on continuous attention (CA and short-term memory (STM of clients with moderate TBI using a randomized controlled clinical trial (RCT. Methods: In this preliminary RCT, seventeen eligible patients with moderate TBI were randomly allocated in two intervention and control groups. All the patients were evaluated for CA and STM using the visual continuous attention test and Wechsler memory scale-4th edition (WMS-IV test, respectively, both at the time of inclusion to the project and four weeks later. The intervention group participated in 20 sessions of NFT through the first four weeks. Conversely, the control group participated in the same NF sessions from the fifth week to eighth week of the project. Results: Eight subjects in the intervention group and five subjects in the control group completed the study. The mean and standard deviation of participants' age were (26.75Â Â±Â 15.16 years and (27.60Â Â±Â 8.17 years in experiment and control groups, respectively. All of the subjects were male. No significant improvement was observed in any variables of the visual continuous attention test and WMS-IV test between two groups (pÂ â¥Â 0.05. Conclusion: Based on our literature review, it seems that our study is the only study performed on the effect of NFT on TBI patients with control group. NFT has no effect on CA and STM in patients with moderate TBI. More RCTs with large sample sizes, more sessions of treatment, longer time of follow-up and different protocols are recommended. Keywords: Neurofeedback, Brain injuries, Attention, Short-term memory
Downing, Bryan D.; Bergamaschi, Brian; Kendall, Carol; Kraus, Tamara; Dennis, Kate J.; Carter, Jeffery A.; von Dessonneck, Travis
2016-01-01
Stable isotopes present in water (δ2H, δ18O) have been used extensively to evaluate hydrological processes on the basis of parameters such as evaporation, precipitation, mixing, and residence time. In estuarine aquatic habitats, residence time (τ) is a major driver of biogeochemical processes, affecting trophic subsidies and conditions in fish-spawning habitats. But τ is highly variable in estuaries, owing to constant changes in river inflows, tides, wind, and water height, all of which combine to affect τ in unpredictable ways. It recently became feasible to measure δ2H and δ18O continuously, at a high sampling frequency (1 Hz), using diffusion sample introduction into a cavity ring-down spectrometer. To better understand the relationship of τ to biogeochemical processes in a dynamic estuarine system, we continuously measured δ2H and δ18O, nitrate and water quality parameters, on board a small, high-speed boat (5 to >10 m s–1) fitted with a hull-mounted underwater intake. We then calculated τ as is classically done using the isotopic signals of evaporation. The result was high-resolution (∼10 m) maps of residence time, nitrate, and other parameters that showed strong spatial gradients corresponding to geomorphic attributes of the different channels in the area. The mean measured value of τ was 30.5 d, with a range of 0–50 d. We used the measured spatial gradients in both τ and nitrate to calculate whole-ecosystem uptake rates, and the values ranged from 0.006 to 0.039 d–1. The capability to measure residence time over single tidal cycles in estuaries will be useful for evaluating and further understanding drivers of phytoplankton abundance, resolving differences attributable to mixing and water sources, explicitly calculating biogeochemical rates, and exploring the complex linkages among time-dependent biogeochemical processes in hydrodynamically complex environments such as estuaries.
Modeling commodity salam contract between two parties for discrete and continuous time series
Hisham, Azie Farhani Badrol; Jaffar, Maheran Mohd
2017-08-01
In order for Islamic finance to remain competitive as the conventional, there needs a new development of Islamic compliance product such as Islamic derivative that can be used to manage the risk. However, under syariah principles and regulations, all financial instruments must not be conflicting with five syariah elements which are riba (interest paid), rishwah (corruption), gharar (uncertainty or unnecessary risk), maysir (speculation or gambling) and jahl (taking advantage of the counterparty's ignorance). This study has proposed a traditional Islamic contract namely salam that can be built as an Islamic derivative product. Although a lot of studies has been done on discussing and proposing the implementation of salam contract as the Islamic product however they are more into qualitative and law issues. Since there is lack of quantitative study of salam contract being developed, this study introduces mathematical models that can value the appropriate salam price for a commodity salam contract between two parties. In modeling the commodity salam contract, this study has modified the existing conventional derivative model and come out with some adjustments to comply with syariah rules and regulations. The cost of carry model has been chosen as the foundation to develop the commodity salam model between two parties for discrete and continuous time series. However, the conventional time value of money results from the concept of interest that is prohibited in Islam. Therefore, this study has adopted the idea of Islamic time value of money which is known as the positive time preference, in modeling the commodity salam contract between two parties for discrete and continuous time series.
Continuous time Boolean modeling for biological signaling: application of Gillespie algorithm.
Stoll, Gautier; Viara, Eric; Barillot, Emmanuel; Calzone, Laurence
2012-08-29
Mathematical modeling is used as a Systems Biology tool to answer biological questions, and more precisely, to validate a network that describes biological observations and predict the effect of perturbations. This article presents an algorithm for modeling biological networks in a discrete framework with continuous time. There exist two major types of mathematical modeling approaches: (1) quantitative modeling, representing various chemical species concentrations by real numbers, mainly based on differential equations and chemical kinetics formalism; (2) and qualitative modeling, representing chemical species concentrations or activities by a finite set of discrete values. Both approaches answer particular (and often different) biological questions. Qualitative modeling approach permits a simple and less detailed description of the biological systems, efficiently describes stable state identification but remains inconvenient in describing the transient kinetics leading to these states. In this context, time is represented by discrete steps. Quantitative modeling, on the other hand, can describe more accurately the dynamical behavior of biological processes as it follows the evolution of concentration or activities of chemical species as a function of time, but requires an important amount of information on the parameters difficult to find in the literature. Here, we propose a modeling framework based on a qualitative approach that is intrinsically continuous in time. The algorithm presented in this article fills the gap between qualitative and quantitative modeling. It is based on continuous time Markov process applied on a Boolean state space. In order to describe the temporal evolution of the biological process we wish to model, we explicitly specify the transition rates for each node. For that purpose, we built a language that can be seen as a generalization of Boolean equations. Mathematically, this approach can be translated in a set of ordinary differential
Meng, Tianhui; Li, Xiaofan; Zhang, Sha; Zhao, Yubin
2016-09-28
Wireless sensor networks (WSNs) have recently gained popularity for a wide spectrum of applications. Monitoring tasks can be performed in various environments. This may be beneficial in many scenarios, but it certainly exhibits new challenges in terms of security due to increased data transmission over the wireless channel with potentially unknown threats. Among possible security issues are timing attacks, which are not prevented by traditional cryptographic security. Moreover, the limited energy and memory resources prohibit the use of complex security mechanisms in such systems. Therefore, balancing between security and the associated energy consumption becomes a crucial challenge. This paper proposes a secure scheme for WSNs while maintaining the requirement of the security-performance tradeoff. In order to proceed to a quantitative treatment of this problem, a hybrid continuous-time Markov chain (CTMC) and queueing model are put forward, and the tradeoff analysis of the security and performance attributes is carried out. By extending and transforming this model, the mean time to security attributes failure is evaluated. Through tradeoff analysis, we show that our scheme can enhance the security of WSNs, and the optimal rekeying rate of the performance and security tradeoff can be obtained.
Yoshida, Yutaka; Yokoyama, Kiyoko; Ishii, Naohiro
It is necessary to monitor the daily health condition for preventing stress syndrome. In this study, it was proposed the method assessing the mental and physiological condition, such as the work stress or the relaxation, using heart rate variability at real time and continuously. The instantanuous heart rate (HR), and the ratio of the number of extreme points (NEP) and the number of heart beats were calculated for assessing mental and physiological condition. In this method, 20 beats heart rate were used to calculate these indexes. These were calculated in one beat interval. Three conditions, which are sitting rest, performing mental arithmetic and watching relaxation movie, were assessed using our proposed algorithm. The assessment accuracies were 71.9% and 55.8%, when performing mental arithmetic and watching relaxation movie respectively. In this method, the mental and physiological condition was assessed using only 20 regressive heart beats, so this method is considered as the real time assessment method.
Donier, J.; Bouchaud, J.-P.
2016-12-01
In standard Walrasian auctions, the price of a good is defined as the point where the supply and demand curves intersect. Since both curves are generically regular, the response to small perturbations is linearly small. However, a crucial ingredient is absent of the theory, namely transactions themselves. What happens after they occur? To answer the question, we develop a dynamic theory for supply and demand based on agents with heterogeneous beliefs. When the inter-auction time is infinitely long, the Walrasian mechanism is recovered. When transactions are allowed to happen in continuous time, a peculiar property emerges: close to the price, supply and demand vanish quadratically, which we empirically confirm on the Bitcoin. This explains why price impact in financial markets is universally observed to behave as the square root of the excess volume. The consequences are important, as they imply that the very fact of clearing the market makes prices hypersensitive to small fluctuations.
An approach to the drone fleet survivability assessment based on a stochastic continues-time model
Kharchenko, Vyacheslav; Fesenko, Herman; Doukas, Nikos
2017-09-01
An approach and the algorithm to the drone fleet survivability assessment based on a stochastic continues-time model are proposed. The input data are the number of the drones, the drone fleet redundancy coefficient, the drone stability and restoration rate, the limit deviation from the norms of the drone fleet recovery, the drone fleet operational availability coefficient, the probability of the drone failure-free operation, time needed for performing the required tasks by the drone fleet. The ways for improving the recoverable drone fleet survivability taking into account amazing factors of system accident are suggested. Dependencies of the drone fleet survivability rate both on the drone stability and the number of the drones are analysed.
Fitting timeseries by continuous-time Markov chains: A quadratic programming approach
International Nuclear Information System (INIS)
Crommelin, D.T.; Vanden-Eijnden, E.
2006-01-01
Construction of stochastic models that describe the effective dynamics of observables of interest is an useful instrument in various fields of application, such as physics, climate science, and finance. We present a new technique for the construction of such models. From the timeseries of an observable, we construct a discrete-in-time Markov chain and calculate the eigenspectrum of its transition probability (or stochastic) matrix. As a next step we aim to find the generator of a continuous-time Markov chain whose eigenspectrum resembles the observed eigenspectrum as closely as possible, using an appropriate norm. The generator is found by solving a minimization problem: the norm is chosen such that the object function is quadratic and convex, so that the minimization problem can be solved using quadratic programming techniques. The technique is illustrated on various toy problems as well as on datasets stemming from simulations of molecular dynamics and of atmospheric flows
Continuous Positive Airway Pressure Device Time to Procurement in a Disadvantaged Population
Directory of Open Access Journals (Sweden)
Lourdes M. DelRosso
2015-01-01
Full Text Available Introduction. The management of obstructive sleep apnea (OSA in patients who cannot afford a continuous positive airway pressure (CPAP device is challenging. In this study we compare time to CPAP procurement in three groups of patients diagnosed with OSA: uninsured subsidized by a humanitarian grant (Group 1, uninsured unsubsidized (Group 2, and those with Medicare or Medicaid (Group 3. We evaluate follow-up and adherence in Group 1. We hypothesize that additional factors, rather than just the ability to obtain CPAP, may uniquely affect follow-up and adherence in uninsured patients. Methods. 30 patients were in Groups 1 and 2, respectively. 12 patients were in Group 3. Time of CPAP procurement from OSA diagnosis to CPAP initiation was assessed in all groups. CPAP adherence data was collected for Group 1 patients at 1, 3, 6, and 9 months. Results. There were no significant differences between groups in gender, age, body mass index, or apnea hypopnea index. The mean time to procurement in Group 1 was shorter compared to Group 2 but not significant. Compared to both Group 1 and Group 2, Group 3 patients had significantly shorter times to device procurement. Conclusion. Time to procurement of CPAP was significantly shorter in those with Medicaid/Medicare insurance compared to the uninsured.
Directory of Open Access Journals (Sweden)
Pieprzyca J.
2015-04-01
Full Text Available A common method used in identification of hydrodynamics phenomena occurring in Continuous Casting (CC device's tundish is to determine the RTD curves of time. These curves allows to determine the way of the liquid steel flowing and mixing in the tundish. These can be identified either as the result of numerical simulation or by the experiments - as the result of researching the physical models. Special problem is to objectify it while conducting physical research. It is necessary to precisely determine the time constants which characterize researched phenomena basing on the data acquired in the measured change of the concentration of the tracer in model liquid's volume. The mathematical description of determined curves is based on the approximate differential equations formulated in the theory of fluid mechanics. Solving these equations to calculate the time constants requires a special software and it is very time-consuming. To improve the process a method was created to calculate the time constants with use of automation elements. It allows to solve problems using algebraic method, which improves interpretation of the research results of physical modeling.
Comparing Young and Elderly Serial Reaction Time Task Performance on Repeated and Random Conditions
Directory of Open Access Journals (Sweden)
Fatemeh Ehsani
2012-07-01
Full Text Available Objectives: Acquisition motor skill training in elderly is at great importance. The main purpose of this study was to compare young and elderly performance in serial reaction time task on different repeated and random conditions. Methods & Materials: A serial reaction time task by using software was applied for studying motor learning in 30 young and 30 elderly. Each group divided randomly implicitly and explicitly into subgroups. A task 4 squares with different colors appeared on the monitor and subjects were asked to press its defined key immediately after observing it. Subjects practiced 8 motor blocks (4 repeated blocks, then 2 random blocks and 2 repeated blocks. Block time that was dependent variable measured and Independent-samples t- test with repeated ANOVA measures were used in this test. Results: young groups performed both repeated and random sequences significantly faster than elderly (P0.05. Explicit older subgroup performed 7,8 blocks slower than 6 block with a significant difference (P<0.05. Conclusion: Young adults discriminate high level performance than elderly in both repeated and random practice. Elderly performed random practice better than repeated practice.
Timing of the Crab pulsar III. The slowing down and the nature of the random process
International Nuclear Information System (INIS)
Groth, E.J.
1975-01-01
The Crab pulsar arrival times are analyzed. The data are found to be consistent with a smooth slowing down with a braking index of 2.515+-0.005. Superposed on the smooth slowdown is a random process which has the same second moments as a random walk in the frequency. The strength of the random process is R 2 >=0.53 (+0.24, -0.12) x10 -22 Hz 2 s -1 , where R is the mean rate of steps and 2 > is the second moment of the step amplitude distribution. Neither the braking index nor the strength of the random process shows evidence of statistically significant time variations, although small fluctuations in the braking index and rather large fluctuations in the noise strength cannot be ruled out. There is a possibility that the random process contains a small component with the same second moments as a random walk in the phase. If so, a time scale of 3.5 days is indicated
Directory of Open Access Journals (Sweden)
Onur Armagan
2014-08-01
Full Text Available OBJECTIVE: The aim of this placebo-controlled study was to evaluate the effects of pulsed and continuous ultrasound treatments combined with splint therapy on patients with mild and moderate idiopathic carpal tunnel syndrome. METHODS: The study included 46 carpal tunnel syndrome patients who were randomly divided into 3 groups. The first group (n = 15 received a 0 W/cm2 ultrasound treatment (placebo; the second group (n = 16 received a 1.0 W/cm2 continuous ultrasound treatment and the third group (n = 15 received a 1.0 W/cm2 1:4 pulsed ultrasound treatment 5 days a week for a total of 15 sessions. All patients also wore night splints during treatment period. Pre-treatment and post-treatment Visual Analogue Scale, Symptom Severity Scale and Functional Status Scale scores, median nerve motor conduction velocity and distal latency and sensory conduction velocities of the median nerve in the 2nd finger and palm were compared. Clinicaltrials.gov: NCT02054247. RESULTS: There were significant improvements in all groups in terms of the post-treatment Functional Status Scale score (p<0.05 for all groups, Symptom Severity Scale score (first group: p<0.05, second group: p<0.01, third group: p<0.001 and Visual Analogue Scale score (first and third groups: p<0.01, second group: p<0.001. Sensory conduction velocities improved in the second and third groups (p<0.01. Distal latency in the 2nd finger showed improvement only in the third group (p<0.01 and action potential latency in the palm improved only in the second group (p<0.05. CONCLUSION: The results of this study suggest that splinting therapy combined with placebo and pulsed or continuous ultrasound have similar effects on clinical improvement. Patients treated with continuous and pulsed ultrasound showed electrophysiological improvement; however, the results were not superior to those of the placebo.
Randomized Caches Can Be Pretty Useful to Hard Real-Time Systems
Directory of Open Access Journals (Sweden)
Enrico Mezzetti
2015-03-01
Full Text Available Cache randomization per se, and its viability for probabilistic timing analysis (PTA of critical real-time systems, are receiving increasingly close attention from the scientific community and the industrial practitioners. In fact, the very notion of introducing randomness and probabilities in time-critical systems has caused strenuous debates owing to the apparent clash that this idea has with the strictly deterministic view traditionally held for those systems. A paper recently appeared in LITES (Reineke, J. (2014. Randomized Caches Considered Harmful in Hard Real-Time Systems. LITES, 1(1, 03:1-03:13. provides a critical analysis of the weaknesses and risks entailed in using randomized caches in hard real-time systems. In order to provide the interested reader with a fuller, balanced appreciation of the subject matter, a critical analysis of the benefits brought about by that innovation should be provided also. This short paper addresses that need by revisiting the array of issues addressed in the cited work, in the light of the latest advances to the relevant state of the art. Accordingly, we show that the potential benefits of randomized caches do offset their limitations, causing them to be - when used in conjunction with PTA - a serious competitor to conventional designs.
Freeman, Jonathan B; Ambady, Nalini; Midgley, Katherine J; Holcomb, Phillip J
2011-01-01
Using event-related potentials, we investigated how the brain extracts information from another's face and translates it into relevant action in real time. In Study 1, participants made between-hand sex categorizations of sex-typical and sex-atypical faces. Sex-atypical faces evoked negativity between 250 and 550 ms (N300/N400 effects), reflecting the integration of accumulating sex-category knowledge into a coherent sex-category interpretation. Additionally, the lateralized readiness potential revealed that the motor cortex began preparing for a correct hand response while social category knowledge was still gradually evolving in parallel. In Study 2, participants made between-hand eye-color categorizations as part of go/no-go trials that were contingent on a target's sex. On no-go trials, although the hand did not actually move, information about eye color partially prepared the motor cortex to move the hand before perception of sex had finalized. Together, these findings demonstrate the dynamic continuity between person perception and action, such that ongoing results from face processing are immediately and continuously cascaded into the motor system over time. The preparation of action begins based on tentative perceptions of another's face before perceivers have finished interpreting what they just saw. © 2010 Psychology Press, an imprint of the Taylor & Francis Group, an Informa business
Clarke, Hannah; Done, Fay; Casadio, Stefano; Mackin, Stephen; Dinelli, Bianca Maria; Castelli, Elisa
2016-08-01
The long time-series of observations made by the Along Track Scanning Radiometers (ATSR) missions represents a valuable resource for a wide range of research and EO applications.With the advent of ESA's Long-TermData Preservation (LTDP) programme, thought has turned to the preservation and improved understanding of such long time-series, to support their continued exploitation in both existing and new areas of research, bringing the possibility of improving the existing data set and to inform and contribute towards future missions. For this reason, the 'Long Term Stability of the ATSR Instrument Series: SWIR Calibration, Cloud Masking and SAA' project, commonly known as the ATSR Long Term Stability (or ALTS) project, is designed to explore the key characteristics of the data set and new and innovative ways of enhancing and exploiting it.Work has focussed on: A new approach to the assessment of Short Wave Infra-Red (SWIR) channel calibration.; Developmentof a new method for Total Column Water Vapour (TCWV) retrieval.; Study of the South Atlantic Anomaly (SAA).; Radiative Transfer (RT) modelling for ATSR.; Providing AATSR observations with their location in the original instrument grid.; Strategies for the retrieval and archiving of historical ATSR documentation.; Study of TCWV retrieval over land; Development of new methods for cloud masking This paper provides an overview of these activities and illustrates the importance of preserving and understanding 'old' data for continued use in the future.
Bravo-Zanoguera, Miguel E; Laris, Casey A; Nguyen, Lam K; Oliva, Mike; Price, Jeffrey H
2007-01-01
Efficient image cytometry of a conventional microscope slide means rapid acquisition and analysis of 20 gigapixels of image data (at 0.3-microm sampling). The voluminous data motivate increased acquisition speed to enable many biomedical applications. Continuous-motion time-delay-and-integrate (TDI) scanning has the potential to speed image acquisition while retaining sensitivity, but the challenge of implementing high-resolution autofocus operating simultaneously with acquisition has limited its adoption. We develop a dynamic autofocus system for this need using: 1. a "volume camera," consisting of nine fiber optic imaging conduits to charge-coupled device (CCD) sensors, that acquires images in parallel from different focal planes, 2. an array of mixed analog-digital processing circuits that measure the high spatial frequencies of the multiple image streams to create focus indices, and 3. a software system that reads and analyzes the focus data streams and calculates best focus for closed feedback loop control. Our system updates autofocus at 56 Hz (or once every 21 microm of stage travel) to collect sharply focused images sampled at 0.3x0.3 microm(2)/pixel at a stage speed of 2.3 mms. The system, tested by focusing in phase contrast and imaging long fluorescence strips, achieves high-performance closed-loop image-content-based autofocus in continuous scanning for the first time.
Real-time CT-video registration for continuous endoscopic guidance
Merritt, Scott A.; Rai, Lav; Higgins, William E.
2006-03-01
Previous research has shown that CT-image-based guidance could be useful for the bronchoscopic assessment of lung cancer. This research drew upon the registration of bronchoscopic video images to CT-based endoluminal renderings of the airway tree. The proposed methods either were restricted to discrete single-frame registration, which took several seconds to complete, or required non-real-time buffering and processing of video sequences. We have devised a fast 2D/3D image registration method that performs single-frame CT-Video registration in under 1/15th of a second. This allows the method to be used for real-time registration at full video frame rates without significantly altering the physician's behavior. The method achieves its speed through a gradient-based optimization method that allows most of the computation to be performed off-line. During live registration, the optimization iteratively steps toward the locally optimal viewpoint at which a CT-based endoluminal view is most similar to a current bronchoscopic video frame. After an initial registration to begin the process (generally done in the trachea for bronchoscopy), subsequent registrations are performed in real-time on each incoming video frame. As each new bronchoscopic video frame becomes available, the current optimization is initialized using the previous frame's optimization result, allowing continuous guidance to proceed without manual re-initialization. Tests were performed using both synthetic and pre-recorded bronchoscopic video. The results show that the method is robust to initialization errors, that registration accuracy is high, and that continuous registration can proceed on real-time video at >15 frames per sec. with minimal user-intervention.
Hesse, S; Welz, A; Werner, C; Quentin, B; Wissel, J
2011-02-01
This study compared two modes of physiotherapy service over 12 months in community-dwelling people with stroke, either following a train-wait train paradigm by providing bouts of intense physiotherapy, or a continuous less intense programme. Randomized trial. Community-dwelling people with stroke. Fifty patients, first-time stroke, discharged home, following inpatient rehabilitation, allocated to two groups, A and B. Over 12 months, Group A (n = 25) received three two-month blocks of therapy at home, each block contained four 30 to 45 minute sessions per week, totalling 96 sessions. Group B (n = 25) continuously received two 30 to 45 minute sessions per week, totalling 104 sessions. Primary Rivermead Mobility Index (0-15), secondary upper- and lower-limb motor functions, Activities of Daily Living competence, tone and number of falls. Both groups were comparable at onset, the mean age in Group A (B) was 62.4 (61.9) years. A and B patients equally improved functions over time, between group differences did not occur. The initial (terminal) Rivermead Mobility Index was 9.4 ± 2.8 (12.2 ± 2.1) in Group A, and 8.5 ± 3.5 (11.2 ± 2.7) in Group B. More Group B patients fell seriously (7 versus 1). The intermittent high-intensity and continuous low-intensity therapy protocols were equally effective, the sheer intensity seems more important than the time-mode of application. The relatively young patients functionally improved in the first year after stroke, the reduced risk of serious falls in the intermittent high-intensity group should be validated.
Mangar, Devanand; Karlnoski, Rachel A; Sprenker, Collin J; Downes, Katheryne L; Taffe, Narrene; Wainwright, Robert; Gustke, Kenneth; Bernasek, Thomas L; Camporesi, Enrico
2014-04-01
Despite providing adequate pain relief, a femoral nerve block can induce postoperative muscle weakness after total knee arthoplasty (TKA). Fentanyl has been shown to have peripheral effects but has not been used as a perineural infusate alone after TKA. Sixty patients scheduled for TKA were randomized to one of three blinded groups: a continuous 24 h infusion of either fentanyl 3 μg/ml, ropivacaine 0.1%, or 0.9% normal saline through a femoral nerve sheath catheter at 10 ml/h. The main outcome was maximum voluntary isometric contraction (MVIC) in the quadriceps femoris (knee extension), measured by a handheld dynamometer (Nm/kg). Other variables assessed were preoperative and postoperative visual analog scale (VAS) scores, hamstrings MVIC (knee flexion), active range of motion of the operative knee, distance ambulated, incidence of knee buckling, supplemental morphine usage, postoperative side effects, and serum fentanyl levels. Quadriceps MVIC values were significantly greater in the fentanyl group compared to the group that received ropivacaine (median values, 0.08 vs. 0.03 Nm/kg; p = 0.028). The incidence of postoperative knee buckling upon ambulation was higher in the ropivacaine group compared to the fentanyl group, although not statistically significant (40% vs. 15 %, respectively; p = 0.077). VAS scores while ambulating were not significantly different between the fentanyl group and the ropivacaine group (p = 0.270). Postoperative morphine consumption, nausea and vomiting, and resting VAS scores were similar among the three groups. A continuous perineural infusion of fentanyl produced greater strength retention than ropivacaine post-TKA.
Directory of Open Access Journals (Sweden)
Joana Nunes
Full Text Available Abstract Background: There is evidence that administration of a programmed intermittent epidural bolus (PIEB compared to continuous epidural infusion (CEI leads to greater analgesia efficacy and maternal satisfaction with decreased anesthetic interventions. Methods: In this study, 166 women with viable pregnancies were included. After an epidural loading dose of 10 mL with Ropivacaine 0.16% plus Sufentanil 10 µg, parturient were randomly assigned to one of three regimens: A - Ropivacaine 0.15% plus Sufentanil 0.2 µg/mL solution as continuous epidural infusion (5 mL/h, beginning immediately after the initial bolus; B - Ropivacaine 0.1% plus Sufentanil 0.2 µg/mL as programmed intermittent epidural bolus and C - Same solution as group A as programmed intermittent epidural bolus. PIEB regimens were programmed as 10 mL/h starting 60 min after the initial bolus. Rescue boluses of 5 mL of the same solution were administered, with the infusion pump. We evaluated maternal satisfaction using a verbal numeric scale from 0 to 10. We also evaluated adverse, maternal and neonatal outcomes. Results: We analyzed 130 pregnants (A = 60; B = 33; C = 37. The median verbal numeric scale for maternal satisfaction was 8.8 in group A; 8.6 in group B and 8.6 in group C (p = 0.83. We found a higher caesarean delivery rate in group A (56.7%; p = 0.02. No differences in motor block, instrumental delivery rate and neonatal outcomes were observed. Conclusions: Maintenance of epidural analgesia with programmed intermittent epidural bolus is associated with a reduced incidence of caesarean delivery with equally high maternal satisfaction and no adverse outcomes.
Nunes, Joana; Nunes, Sara; Veiga, Mariano; Cortez, Mara; Seifert, Isabel
2016-01-01
There is evidence that administration of a programmed intermittent epidural bolus (PIEB) compared to continuous epidural infusion (CEI) leads to greater analgesia efficacy and maternal satisfaction with decreased anesthetic interventions. In this study, 166 women with viable pregnancies were included. After an epidural loading dose of 10mL with Ropivacaine 0.16% plus Sufentanil 10μg, parturient were randomly assigned to one of three regimens: A - Ropivacaine 0.15% plus Sufentanil 0.2μg/mL solution as continuous epidural infusion (5mL/h, beginning immediately after the initial bolus); B - Ropivacaine 0.1% plus Sufentanil 0.2μg/mL as programmed intermittent epidural bolus and C - Same solution as group A as programmed intermittent epidural bolus. PIEB regimens were programmed as 10mL/h starting 60min after the initial bolus. Rescue boluses of 5mL of the same solution were administered, with the infusion pump. We evaluated maternal satisfaction using a verbal numeric scale from 0 to 10. We also evaluated adverse, maternal and neonatal outcomes. We analyzed 130 pregnants (A=60; B=33; C=37). The median verbal numeric scale for maternal satisfaction was 8.8 in group A; 8.6 in group B and 8.6 in group C (p=0.83). We found a higher caesarean delivery rate in group A (56.7%; p=0.02). No differences in motor block, instrumental delivery rate and neonatal outcomes were observed. Maintenance of epidural analgesia with programmed intermittent epidural bolus is associated with a reduced incidence of caesarean delivery with equally high maternal satisfaction and no adverse outcomes. Copyright © 2015 Sociedade Brasileira de Anestesiologia. Published by Elsevier Editora Ltda. All rights reserved.
Tataru, Paula; Hobolth, Asger
2011-12-05
Continuous time Markov chains (CTMCs) is a widely used model for describing the evolution of DNA sequences on the nucleotide, amino acid or codon level. The sufficient statistics for CTMCs are the time spent in a state and the number of changes between any two states. In applications past evolutionary events (exact times and types of changes) are unaccessible and the past must be inferred from DNA sequence data observed in the present. We describe and implement three algorithms for computing linear combinations of expected values of the sufficient statistics, conditioned on the end-points of the chain, and compare their performance with respect to accuracy and running time. The first algorithm is based on an eigenvalue decomposition of the rate matrix (EVD), the second on uniformization (UNI), and the third on integrals of matrix exponentials (EXPM). The implementation in R of the algorithms is available at http://www.birc.au.dk/~paula/. We use two different models to analyze the accuracy and eight experiments to investigate the speed of the three algorithms. We find that they have similar accuracy and that EXPM is the slowest method. Furthermore we find that UNI is usually faster than EVD.
Directory of Open Access Journals (Sweden)
Tataru Paula
2011-12-01
Full Text Available Abstract Background Continuous time Markov chains (CTMCs is a widely used model for describing the evolution of DNA sequences on the nucleotide, amino acid or codon level. The sufficient statistics for CTMCs are the time spent in a state and the number of changes between any two states. In applications past evolutionary events (exact times and types of changes are unaccessible and the past must be inferred from DNA sequence data observed in the present. Results We describe and implement three algorithms for computing linear combinations of expected values of the sufficient statistics, conditioned on the end-points of the chain, and compare their performance with respect to accuracy and running time. The first algorithm is based on an eigenvalue decomposition of the rate matrix (EVD, the second on uniformization (UNI, and the third on integrals of matrix exponentials (EXPM. The implementation in R of the algorithms is available at http://www.birc.au.dk/~paula/. Conclusions We use two different models to analyze the accuracy and eight experiments to investigate the speed of the three algorithms. We find that they have similar accuracy and that EXPM is the slowest method. Furthermore we find that UNI is usually faster than EVD.
Continuous performance task in ADHD: Is reaction time variability a key measure?
Levy, Florence; Pipingas, Andrew; Harris, Elizabeth V; Farrow, Maree; Silberstein, Richard B
2018-01-01
To compare the use of the Continuous Performance Task (CPT) reaction time variability (intraindividual variability or standard deviation of reaction time), as a measure of vigilance in attention-deficit hyperactivity disorder (ADHD), and stimulant medication response, utilizing a simple CPT X-task vs an A-X-task. Comparative analyses of two separate X-task vs A-X-task data sets, and subgroup analyses of performance on and off medication were conducted. The CPT X-task reaction time variability had a direct relationship to ADHD clinician severity ratings, unlike the CPT A-X-task. Variability in X-task performance was reduced by medication compared with the children's unmedicated performance, but this effect did not reach significance. When the coefficient of variation was applied, severity measures and medication response were significant for the X-task, but not for the A-X-task. The CPT-X-task is a useful clinical screening test for ADHD and medication response. In particular, reaction time variability is related to default mode interference. The A-X-task is less useful in this regard.
Votava, Ondrej; Mašát, Milan; Parker, Alexander E; Jain, Chaithania; Fittschen, Christa
2012-04-01
We present in this work a new tracking servoloop electronics for continuous wave cavity-ringdown absorption spectroscopy (cw-CRDS) and its application to time resolved cw-CRDS measurements by coupling the system with a pulsed laser photolysis set-up. The tracking unit significantly increases the repetition rate of the CRDS events and thus improves effective time resolution (and/or the signal-to-noise ratio) in kinetics studies with cw-CRDS in given data acquisition time. The tracking servoloop uses novel strategy to track the cavity resonances that result in a fast relocking (few ms) after the loss of tracking due to an external disturbance. The microcontroller based design is highly flexible and thus advanced tracking strategies are easy to implement by the firmware modification without the need to modify the hardware. We believe that the performance of many existing cw-CRDS experiments, not only time-resolved, can be improved with such tracking unit without any additional modification to the experiment. © 2012 American Institute of Physics
International Nuclear Information System (INIS)
Lin, Chang Sheng; Tseng, Tse Chuan
2014-01-01
Modal Identification from response data only is studied for structural systems under nonstationary ambient vibration. The topic of this paper is the estimation of modal parameters from nonstationary ambient vibration data by applying the random decrement algorithm with time-varying threshold level. In the conventional random decrement algorithm, the threshold level for evaluating random dec signatures is defined as the standard deviation value of response data of the reference channel. The distortion of random dec signatures may be, however, induced by the error involved in noise from the original response data in practice. To improve the accuracy of identification, a modification of the sampling procedure in random decrement algorithm is proposed for modal-parameter identification from the nonstationary ambient response data. The time-varying threshold level is presented for the acquisition of available sample time history to perform averaging analysis, and defined as the temporal root-mean-square function of structural response, which can appropriately describe a wide variety of nonstationary behaviors in reality, such as the time-varying amplitude (variance) of a nonstationary process in a seismic record. Numerical simulations confirm the validity and robustness of the proposed modal-identification method from nonstationary ambient response data under noisy conditions.
Time-frequency peak filtering for random noise attenuation of magnetic resonance sounding signal
Lin, Tingting; Zhang, Yang; Yi, Xiaofeng; Fan, Tiehu; Wan, Ling
2018-05-01
When measuring in a geomagnetic field, the method of magnetic resonance sounding (MRS) is often limited because of the notably low signal-to-noise ratio (SNR). Most current studies focus on discarding spiky noise and power-line harmonic noise cancellation. However, the effects of random noise should not be underestimated. The common method for random noise attenuation is stacking, but collecting multiple recordings merely to suppress random noise is time-consuming. Moreover, stacking is insufficient to suppress high-level random noise. Here, we propose the use of time-frequency peak filtering for random noise attenuation, which is performed after the traditional de-spiking and power-line harmonic removal method. By encoding the noisy signal with frequency modulation and estimating the instantaneous frequency using the peak of the time-frequency representation of the encoded signal, the desired MRS signal can be acquired from only one stack. The performance of the proposed method is tested on synthetic envelope signals and field data from different surveys. Good estimations of the signal parameters are obtained at different SNRs. Moreover, an attempt to use the proposed method to handle a single recording provides better results compared to 16 stacks. Our results suggest that the number of stacks can be appropriately reduced to shorten the measurement time and improve the measurement efficiency.
Discrete- vs. Continuous-Time Modeling of Unequally Spaced Experience Sampling Method Data
Directory of Open Access Journals (Sweden)
Silvia de Haan-Rietdijk
2017-10-01
Full Text Available The Experience Sampling Method is a common approach in psychological research for collecting intensive longitudinal data with high ecological validity. One characteristic of ESM data is that it is often unequally spaced, because the measurement intervals within a day are deliberately varied, and measurement continues over several days. This poses a problem for discrete-time (DT modeling approaches, which are based on the assumption that all measurements are equally spaced. Nevertheless, DT approaches such as (vector autoregressive modeling are often used to analyze ESM data, for instance in the context of affective dynamics research. There are equivalent continuous-time (CT models, but they are more difficult to implement. In this paper we take a pragmatic approach and evaluate the practical relevance of the violated model assumption in DT AR(1 and VAR(1 models, for the N = 1 case. We use simulated data under an ESM measurement design to investigate the bias in the parameters of interest under four different model implementations, ranging from the true CT model that accounts for all the exact measurement times, to the crudest possible DT model implementation, where even the nighttime is treated as a regular interval. An analysis of empirical affect data illustrates how the differences between DT and CT modeling can play out in practice. We find that the size and the direction of the bias in DT (VAR models for unequally spaced ESM data depend quite strongly on the true parameter in addition to data characteristics. Our recommendation is to use CT modeling whenever possible, especially now that new software implementations have become available.
Fitting and interpreting continuous-time latent Markov models for panel data.
Lange, Jane M; Minin, Vladimir N
2013-11-20
Multistate models characterize disease processes within an individual. Clinical studies often observe the disease status of individuals at discrete time points, making exact times of transitions between disease states unknown. Such panel data pose considerable modeling challenges. Assuming the disease process progresses accordingly, a standard continuous-time Markov chain (CTMC) yields tractable likelihoods, but the assumption of exponential sojourn time distributions is typically unrealistic. More flexible semi-Markov models permit generic sojourn distributions yet yield intractable likelihoods for panel data in the presence of reversible transitions. One attractive alternative is to assume that the disease process is characterized by an underlying latent CTMC, with multiple latent states mapping to each disease state. These models retain analytic tractability due to the CTMC framework but allow for flexible, duration-dependent disease state sojourn distributions. We have developed a robust and efficient expectation-maximization algorithm in this context. Our complete data state space consists of the observed data and the underlying latent trajectory, yielding computationally efficient expectation and maximization steps. Our algorithm outperforms alternative methods measured in terms of time to convergence and robustness. We also examine the frequentist performance of latent CTMC point and interval estimates of disease process functionals based on simulated data. The performance of estimates depends on time, functional, and data-generating scenario. Finally, we illustrate the interpretive power of latent CTMC models for describing disease processes on a dataset of lung transplant patients. We hope our work will encourage wider use of these models in the biomedical setting. Copyright © 2013 John Wiley & Sons, Ltd.
Liu, Baoshun; Li, Ziqiang; Zhao, Xiujian
2015-02-21
In this research, Monte-Carlo Continuity Random Walking (MC-RW) model was used to study the relation between electron transport and photocatalysis of nano-crystalline (nc) clusters. The effects of defect energy disorder, spatial disorder of material structure, electron density, and interfacial transfer/recombination on the electron transport and the photocatalysis were studied. Photocatalytic activity is defined as 1/τ from a statistical viewpoint with τ being the electron average lifetime. Based on the MC-RW simulation, a clear physical and chemical "picture" was given for the photocatalytic kinetic analysis of nc-clusters. It is shown that the increase of defect energy disorder and material spatial structural disorder, such as the decrease of defect trap number, the increase of crystallinity, the increase of particle size, and the increase of inter-particle connection, can enhance photocatalytic activity through increasing electron transport ability. The increase of electron density increases the electron Fermi level, which decreases the activation energy for electron de-trapping from traps to extending states, and correspondingly increases electron transport ability and photocatalytic activity. Reducing recombination of electrons and holes can increase electron transport through the increase of electron density and then increases the photocatalytic activity. In addition to the electron transport, the increase of probability for electrons to undergo photocatalysis can increase photocatalytic activity through the increase of the electron interfacial transfer speed.
Kerr, Brendan; Hawkins, Trisha Lee-Ann; Herman, Robert; Barnes, Sue; Kaufmann, Stephanie; Fraser, Kristin; Ma, Irene W. Y.
2013-01-01
Introduction Although simulation-based training is increasingly used for medical education, its benefits in continuing medical education (CME) are less established. This study seeks to evaluate the feasibility of incorporating simulation-based training into a CME conference and compare its effectiveness with the traditional workshop in improving knowledge and self-reported confidence. Methods Participants (N=27) were group randomized to either a simulation-based workshop or a traditional case-based workshop. Results Post-training, knowledge assessment score neither did increase significantly in the traditional group (d=0.13; p=0.76) nor did significantly decrease in the simulation group (d= − 0.44; p=0.19). Self-reported comfort in patient assessment parameters increased in both groups (psimulation-based training was not associated with benefits in knowledge acquisition, knowledge retention, or comfort in patient assessment. It was associated with superior outcomes in comfort in patient management, but this benefit may be short-lived. Further studies are required to better define the conditions under which simulation-based training is beneficial. PMID:23870304
Directory of Open Access Journals (Sweden)
Fen Wang
2015-02-01
Full Text Available BACKGROUND AND OBJECTIVES: Postoperative analgesia is crucial for early functional excise after total knee arthroplasty. To investigate the clinical efficacy of ultrasound and nerve stimulator guided continuous femoral nerve block analgesia after total knee arthroplasty. METHODS: 46 patients with ASA grade I-III who underwent total knee arthroplasty received postoperative analgesia from October 2012 to January 2013. In 22 patients, ultrasound and nerve stimulator guided continuous femoral nerve block were performed for analgesia (CFNB group; in 24 patients, epidural analgesia was done (PCEA group. The analgesic effects, side effects, articular recovery and complications were compared between two groups. RESULTS: At 6 h and 12 h after surgery, the knee pain score (VAS score during functional tests after active exercise and after passive excise in CFNB were significantly reduced when compared with PCEA group. The amount of parecoxib used in CFNB patients was significantly reduced when compared with PCEA group. At 48 h after surgery, the muscle strength grade in CFNB group was significantly higher, and the time to ambulatory activity was shorter than those in PCEA group. The incidence of nausea and vomiting in CFNB patients was significantly reduced when compared with PCEA group. CONCLUSION: Ultrasound and nerve stimulator guided continuous femoral nerve block provide better analgesia at 6 h and 12 h, demonstrated by RVAS and PVAS. The amount of parecoxib also reduces, the incidence of nausea and vomiting decreased, the influence on muscle strength is compromised and patients can perform ambulatory activity under this condition.
First-passage time asymptotics over moving boundaries for random walk bridges
Sloothaak, F.; Zwart, B.; Wachtel, V.
2017-01-01
We study the asymptotic tail probability of the first-passage time over a moving boundary for a random walk conditioned to return to zero, where the increments of the random walk have finite variance. Typically, the asymptotic tail behavior may be described through a regularly varying function with exponent -1/2, where the impact of the boundary is captured by the slowly varying function. Yet, the moving boundary may have a stronger effect when the tail is considered at a time close to the re...
Toward a continuous 405-kyr-calibrated Astronomical Time Scale for the Mesozoic Era
Hinnov, Linda; Ogg, James; Huang, Chunju
2010-05-01
Mesozoic cyclostratigraphy is being assembled into a continuous Astronomical Time Scale (ATS) tied to the Earth's cyclic orbital parameters. Recognition of a nearly ubiquitous, dominant ~400-kyr cycling in formations throughout the era has been particularly striking. Composite formations spanning contiguous intervals up to 50 myr clearly express these long-eccentricity cycles, and in some cases, this cycling is defined by third- or fourth-order sea-level sequences. This frequency is associated with the 405-kyr orbital eccentricity cycle, which provides a basic metronome and enables the extension of the well-defined Cenozoic ATS to scale the majority of the Mesozoic Era. This astronomical calibration has a resolution comparable to the 1% to 0.1% precision for radioisotope dating of Mesozoic ash beds, but with the added benefit of providing continuous stratigraphic coverage between dated beds. Extended portions of the Mesozoic ATS provide solutions to long-standing geologic problems of tectonics, eustasy, paleoclimate change, and rates of seafloor spreading.
Directory of Open Access Journals (Sweden)
Jin-Chao Liu
2017-12-01
Full Text Available "AIM: To compare visual prognoses and postoperative adverse events of congenital cataract surgery performed at different times and using different surgical approaches. METHODS: In this prospective, randomized controlled trial, we recruited congenital cataract patients aged 3mo or younger before cataract surgery. Sixty-one eligible patients were randomly assigned to two groups according to surgical timing: a 3-month-old group and a 6-month-old group. Each eye underwent one of three randomly assigned surgical procedures, as follows: surgery A, lens aspiration (I/A; surgery B, lens aspiration with posterior continuous curvilinear capsulorhexis (I/A+PCCC; and surgery C, lens aspiration with posterior continuous curvilinear capsulorhexis and anterior vitrectomy (I/A+PCCC+A-Vit. The long-term best-corrected visual acuity (BCVA and the incidence of complications in the different groups were compared and analyzed. RESULTS: A total of 57 participants (114 eyes with a mean follow-up period of 48.7mo were included in the final analysis. The overall logMAR BCVA in the 6-month-old group was better than that in the 3-month-old group (0.81±0.28 vs 0.96±0.30; P=0.02. The overall logMAR BCVA scores in the surgery B group were lower than the scores in the A and C groups (A: 0.80±0.29, B: 1.02±0.28, and C: 0.84±0.28; P=0.007. A multivariate linear regression revealed no significant relationships between the incidence of complications and long-term BCVA. CONCLUSION: It might be safer and more beneficial for bilateral total congenital cataract patients to undergo surgery at 6mo of age than 3mo. Moreover, with rigorous follow-up and timely intervention, the postoperative complications in these patients are treatable and do not compromise visual outcomes."
Vibration analysis diagnostics by continuous-time models: A case study
International Nuclear Information System (INIS)
Pedregal, Diego J.; Carmen Carnero, Ma.
2009-01-01
In this paper a forecasting system in condition monitoring is developed based on vibration signals in order to improve the diagnosis of a certain critical equipment at an industrial plant. The system is based on statistical models capable of forecasting the state of the equipment combined with a cost model consisting of defining the time of preventive replacement when the minimum of the expected cost per unit of time is reached in the future. The most relevant features of the system are that (i) it is developed for bivariate signals; (ii) the statistical models are set up in a continuous-time framework, due to the specific nature of the data; and (iii) it has been developed from scratch for a real case study and may be generalised to other pieces of equipment. The system is thoroughly tested on the equipment available, showing its correctness with the data in a statistical sense and its capability of producing sensible results for the condition monitoring programme
Vibration analysis diagnostics by continuous-time models: A case study
Energy Technology Data Exchange (ETDEWEB)
Pedregal, Diego J. [Escuela Tecnica Superior de Ingenieros Industriales, Universidad de Castilla-La Mancha, 13071 Ciudad Real (Spain)], E-mail: Diego.Pedregal@uclm.es; Carmen Carnero, Ma. [Escuela Tecnica Superior de Ingenieros Industriales, Universidad de Castilla-La Mancha, 13071 Ciudad Real (Spain)], E-mail: Carmen.Carnero@uclm.es
2009-02-15
In this paper a forecasting system in condition monitoring is developed based on vibration signals in order to improve the diagnosis of a certain critical equipment at an industrial plant. The system is based on statistical models capable of forecasting the state of the equipment combined with a cost model consisting of defining the time of preventive replacement when the minimum of the expected cost per unit of time is reached in the future. The most relevant features of the system are that (i) it is developed for bivariate signals; (ii) the statistical models are set up in a continuous-time framework, due to the specific nature of the data; and (iii) it has been developed from scratch for a real case study and may be generalised to other pieces of equipment. The system is thoroughly tested on the equipment available, showing its correctness with the data in a statistical sense and its capability of producing sensible results for the condition monitoring programme.
Liu, Jian; Miller, William H
2008-09-28
The maximum entropy analytic continuation (MEAC) method is used to extend the range of accuracy of the linearized semiclassical initial value representation (LSC-IVR)/classical Wigner approximation for real time correlation functions. LSC-IVR provides a very effective "prior" for the MEAC procedure since it is very good for short times, exact for all time and temperature for harmonic potentials (even for correlation functions of nonlinear operators), and becomes exact in the classical high temperature limit. This combined MEAC+LSC/IVR approach is applied here to two highly nonlinear dynamical systems, a pure quartic potential in one dimensional and liquid para-hydrogen at two thermal state points (25 and 14 K under nearly zero external pressure). The former example shows the MEAC procedure to be a very significant enhancement of the LSC-IVR for correlation functions of both linear and nonlinear operators, and especially at low temperature where semiclassical approximations are least accurate. For liquid para-hydrogen, the LSC-IVR is seen already to be excellent at T=25 K, but the MEAC procedure produces a significant correction at the lower temperature (T=14 K). Comparisons are also made as to how the MEAC procedure is able to provide corrections for other trajectory-based dynamical approximations when used as priors.
Xu, Tingting; Close, Dan M.; Webb, James D.; Price, Sarah L.; Ripp, Steven A.; Sayler, Gary S.
2013-05-01
Bioluminescent imaging is an emerging biomedical surveillance strategy that uses external cameras to detect in vivo light generated in small animal models of human physiology or in vitro light generated in tissue culture or tissue scaffold mimics of human anatomy. The most widely utilized of reporters is the firefly luciferase (luc) gene; however, it generates light only upon addition of a chemical substrate, thus only generating intermittent single time point data snapshots. To overcome this disadvantage, we have demonstrated substrate-independent bioluminescent imaging using an optimized bacterial bioluminescence (lux) system. The lux reporter produces bioluminescence autonomously using components found naturally within the cell, thereby allowing imaging to occur continuously and in real-time over the lifetime of the host. We have validated this technology in human cells with demonstrated chemical toxicological profiling against exotoxin exposures at signal strengths comparable to existing luc systems (~1.33 × 107 photons/second). As a proof-in-principle demonstration, we have engineered breast carcinoma cells to express bioluminescence for real-time screening of endocrine disrupting chemicals and validated detection of 17β-estradiol (EC50 = ~ 10 pM). These and other applications of this new reporter technology will be discussed as potential new pathways towards improved models of target chemical bioavailability, toxicology, efficacy, and human safety.
International Nuclear Information System (INIS)
Louzguine-Luzgin, Dmitri V.; Inoue, Akihisa
2005-01-01
The time-temperature transformation (TTT) diagrams for the onset of devitrification of the Ge-Ni-La and Cu-Hf-Ti glassy alloys were calculated from the isothermal differential calorimetry data using an Arrhenius equation. The continuous heating transformation (CHT) diagrams for the onset of devitrification of the glassy alloys were subsequently recalculated from TTT diagrams. The recalculation method used for conversion of the TTT into CHT diagrams produces reasonable results and is not sensitive to the type of the devitrification reaction (polymorphous or primary transformation). The diagrams allow to perform a comparison of the stabilities of glassy alloys on a long-term scale. The relationship between these diagrams is discussed
Mixed-integrator-based bi-quad cell for designing a continuous time filter
International Nuclear Information System (INIS)
Chen Yong; Zhou Yumei
2010-01-01
A new mixed-integrator-based bi-quad cell is proposed. An alternative synthesis mechanism of complex poles is proposed compared with source-follower-based bi-quad cells which is designed applying the positive feedback technique. Using the negative feedback technique to combine different integrators, the proposed bi-quad cell synthesizes complex poles for designing a continuous time filter. It exhibits various advantages including compact topology, high gain, no parasitic pole, no CMFB circuit, and high capability. The fourth-order Butterworth lowpass filter using the proposed cells has been fabricated in 0.18 μm CMOS technology. The active area occupied by the filter with test buffer is only 200 x 170 μm 2 . The proposed filter consumes a low power of 201 μW and achieves a 68.5 dB dynamic range. (semiconductor integrated circuits)
New readout integrated circuit using continuous time fixed pattern noise correction
Dupont, Bertrand; Chammings, G.; Rapellin, G.; Mandier, C.; Tchagaspanian, M.; Dupont, Benoit; Peizerat, A.; Yon, J. J.
2008-04-01
LETI has been involved in IRFPA development since 1978; the design department (LETI/DCIS) has focused its work on new ROIC architecture since many years. The trend is to integrate advanced functions into the CMOS design to achieve cost efficient sensors production. Thermal imaging market is today more and more demanding of systems with instant ON capability and low power consumption. The purpose of this paper is to present the latest developments of fixed pattern noise continuous time correction. Several architectures are proposed, some are based on hardwired digital processing and some are purely analog. Both are using scene based algorithms. Moreover a new method is proposed for simultaneous correction of pixel offsets and sensitivities. In this scope, a new architecture of readout integrated circuit has been implemented; this architecture is developed with 0.18μm CMOS technology. The specification and the application of the ROIC are discussed in details.
A toolbox for safety instrumented system evaluation based on improved continuous-time Markov chain
Wardana, Awang N. I.; Kurniady, Rahman; Pambudi, Galih; Purnama, Jaka; Suryopratomo, Kutut
2017-08-01
Safety instrumented system (SIS) is designed to restore a plant into a safe condition when pre-hazardous event is occur. It has a vital role especially in process industries. A SIS shall be meet with safety requirement specifications. To confirm it, SIS shall be evaluated. Typically, the evaluation is calculated by hand. This paper presents a toolbox for SIS evaluation. It is developed based on improved continuous-time Markov chain. The toolbox supports to detailed approach of evaluation. This paper also illustrates an industrial application of the toolbox to evaluate arch burner safety system of primary reformer. The results of the case study demonstrates that the toolbox can be used to evaluate industrial SIS in detail and to plan the maintenance strategy.
Continuous-Time Mean-Variance Portfolio Selection under the CEV Process
Directory of Open Access Journals (Sweden)
Hui-qiang Ma
2014-01-01
Full Text Available We consider a continuous-time mean-variance portfolio selection model when stock price follows the constant elasticity of variance (CEV process. The aim of this paper is to derive an optimal portfolio strategy and the efficient frontier. The mean-variance portfolio selection problem is formulated as a linearly constrained convex program problem. By employing the Lagrange multiplier method and stochastic optimal control theory, we obtain the optimal portfolio strategy and mean-variance efficient frontier analytically. The results show that the mean-variance efficient frontier is still a parabola in the mean-variance plane, and the optimal strategies depend not only on the total wealth but also on the stock price. Moreover, some numerical examples are given to analyze the sensitivity of the efficient frontier with respect to the elasticity parameter and to illustrate the results presented in this paper. The numerical results show that the price of risk decreases as the elasticity coefficient increases.
Lattin, Frank G.; Paul, Donald G.
1996-11-01
A sorbent-based gas chromatographic method provides continuous quantitative measurement of phosgene, hydrogen cyanide, and cyanogen chloride in ambient air. These compounds are subject to workplace exposure limits as well as regulation under terms of the Chemical Arms Treaty and Title III of the 1990 Clean Air Act amendments. The method was developed for on-sit use in a mobile laboratory during remediation operations. Incorporated into the method are automated multi-level calibrations at time weighted average concentrations, or lower. Gaseous standards are prepared in fused silica lined air sampling canisters, then transferred to the analytical system through dynamic spiking. Precision and accuracy studies performed to validate the method are described. Also described are system deactivation and passivation techniques critical to optimum method performance.
Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
International Nuclear Information System (INIS)
Zhou, X.Y.; Li, D.
2000-01-01
This paper is concerned with a continuous-time mean-variance portfolio selection model that is formulated as a bicriteria optimization problem. The objective is to maximize the expected terminal return and minimize the variance of the terminal wealth. By putting weights on the two criteria one obtains a single objective stochastic control problem which is however not in the standard form due to the variance term involved. It is shown that this nonstandard problem can be 'embedded' into a class of auxiliary stochastic linear-quadratic (LQ) problems. The stochastic LQ control model proves to be an appropriate and effective framework to study the mean-variance problem in light of the recent development on general stochastic LQ problems with indefinite control weighting matrices. This gives rise to the efficient frontier in a closed form for the original portfolio selection problem
Esfandiari, Kasra; Abdollahi, Farzaneh; Talebi, Heidar Ali
2017-09-01
In this paper, an identifier-critic structure is introduced to find an online near-optimal controller for continuous-time nonaffine nonlinear systems having saturated control signal. By employing two Neural Networks (NNs), the solution of Hamilton-Jacobi-Bellman (HJB) equation associated with the cost function is derived without requiring a priori knowledge about system dynamics. Weights of the identifier and critic NNs are tuned online and simultaneously such that unknown terms are approximated accurately and the control signal is kept between the saturation bounds. The convergence of NNs' weights, identification error, and system states is guaranteed using Lyapunov's direct method. Finally, simulation results are performed on two nonlinear systems to confirm the effectiveness of the proposed control strategy. Copyright © 2017 Elsevier Ltd. All rights reserved.
Yang, Xiong; Liu, Derong; Wang, Ding
2014-03-01
In this paper, an adaptive reinforcement learning-based solution is developed for the infinite-horizon optimal control problem of constrained-input continuous-time nonlinear systems in the presence of nonlinearities with unknown structures. Two different types of neural networks (NNs) are employed to approximate the Hamilton-Jacobi-Bellman equation. That is, an recurrent NN is constructed to identify the unknown dynamical system, and two feedforward NNs are used as the actor and the critic to approximate the optimal control and the optimal cost, respectively. Based on this framework, the action NN and the critic NN are tuned simultaneously, without the requirement for the knowledge of system drift dynamics. Moreover, by using Lyapunov's direct method, the weights of the action NN and the critic NN are guaranteed to be uniformly ultimately bounded, while keeping the closed-loop system stable. To demonstrate the effectiveness of the present approach, simulation results are illustrated.
Accuracy evaluation of a new real-time continuous glucose monitoring algorithm in hypoglycemia
DEFF Research Database (Denmark)
Mahmoudi, Zeinab; Jensen, Morten Hasselstrøm; Johansen, Mette Dencker
2014-01-01
UNLABELLED: Abstract Background: The purpose of this study was to evaluate the performance of a new continuous glucose monitoring (CGM) calibration algorithm and to compare it with the Guardian(®) REAL-Time (RT) (Medtronic Diabetes, Northridge, CA) calibration algorithm in hypoglycemia. SUBJECTS...... AND METHODS: CGM data were obtained from 10 type 1 diabetes patients undergoing insulin-induced hypoglycemia. Data were obtained in two separate sessions using the Guardian RT CGM device. Data from the same CGM sensor were calibrated by two different algorithms: the Guardian RT algorithm and a new calibration...... algorithm. The accuracy of the two algorithms was compared using four performance metrics. RESULTS: The median (mean) of absolute relative deviation in the whole range of plasma glucose was 20.2% (32.1%) for the Guardian RT calibration and 17.4% (25.9%) for the new calibration algorithm. The mean (SD...
Vogelmann, James; Gallant, Alisa L.; Shi, Hua; Zhu, Zhe
2016-01-01
There are many types of changes occurring over the Earth's landscapes that can be detected and monitored using Landsat data. Here we focus on monitoring “within-state,” gradual changes in vegetation in contrast with traditional monitoring of “abrupt” land-cover conversions. Gradual changes result from a variety of processes, such as vegetation growth and succession, damage from insects and disease, responses to shifts in climate, and other factors. Despite the prevalence of gradual changes across the landscape, they are largely ignored by the remote sensing community. Gradual changes are best characterized and monitored using time-series analysis, and with the successful launch of Landsat 8 we now have appreciable data continuity that extends the Landsat legacy across the previous 43 years. In this study, we conducted three related analyses: (1) comparison of spectral values acquired by Landsats 7 and 8, separated by eight days, to ensure compatibility for time-series evaluation; (2) tracking of multitemporal signatures for different change processes across Landsat 5, 7, and 8 sensors using anniversary-date imagery; and (3) tracking the same type of processes using all available acquisitions. In this investigation, we found that data representing natural vegetation from Landsats 5, 7, and 8 were comparable and did not indicate a need for major modification prior to use for long-term monitoring. Analyses using anniversary-date imagery can be very effective for assessing long term patterns and trends occurring across the landscape, and are especially good for providing insights regarding trends related to long-term and continuous trends of growth or decline. We found that use of all available data provided a much more comprehensive level of understanding of the trends occurring, providing information about rate, duration, and intra- and inter-annual variability that could not be readily gleaned from the anniversary date analyses. We observed that using all
True random bit generators based on current time series of contact glow discharge electrolysis
Rojas, Andrea Espinel; Allagui, Anis; Elwakil, Ahmed S.; Alawadhi, Hussain
2018-05-01
Random bit generators (RBGs) in today's digital information and communication systems employ a high rate physical entropy sources such as electronic, photonic, or thermal time series signals. However, the proper functioning of such physical systems is bound by specific constrains that make them in some cases weak and susceptible to external attacks. In this study, we show that the electrical current time series of contact glow discharge electrolysis, which is a dc voltage-powered micro-plasma in liquids, can be used for generating random bit sequences in a wide range of high dc voltages. The current signal is quantized into a binary stream by first using a simple moving average function which makes the distribution centered around zero, and then applying logical operations which enables the binarized data to pass all tests in industry-standard randomness test suite by the National Institute of Standard Technology. Furthermore, the robustness of this RBG against power supply attacks has been examined and verified.
Alfadhli, Eman; Osman, Eman; Basri, Taghreed
2016-01-01
Women with gestational diabetes mellitus (GDM) are required to control their blood glucose shortly after GDM diagnosis to minimize adverse pregnancy outcomes. A real time-continuous glucose monitoring system (RT-CGMS) provides the patient with continuous information about the alterations in levels of the blood glucose. This visibility may empower the patient to modify her lifestyle and engage in therapeutic management. The aim of this study was to determine whether a single application of RT-CGMS to pregnant women shortly after GDM diagnosis is useful as an educational and motivational tool. This study was a prospective open label randomized controlled study conducted at Maternity and Children Hospital, Medina, Saudi Arabia. A total of 130 pregnant women with GDM were randomised to either blood glucose self-monitor alone (SMBG group) (n = 62) or in addition to SMBG, patients wore a Guardian(®) REAL-Time Continuous Glucose Monitoring System (Medtronic MiniMed) once for 3-7 days, within 2 weeks of GDM diagnosis (RT-CGMS group) (n = 68). The primary outcomes were maternal glycemic control and pregnancy outcomes. Secondary outcomes were the changes in parameters of glucose variability, which includes mean sensor readings, standard deviation (SD) of blood glucose, and area under the curve for hyper and hypoglycaemia at the end of the RT-CGMS application. HbA1c, mean fasting and postprandial glucose levels were similar in both groups at the end of the pregnancy. Pregnancy outcomes were comparable. However, there was significant improvement in the parameters of glucose variability on the last day of sensor application; both mean glucose and the SD of mean glycaemia were reduced significantly; P = 0.016 and P = 0.034, respectively. The area under the curve for hyper and hypoglycaemia were improved, however, the results were not statistically significant. Although a single application of RT-CGMS shortly after GDM diagnosis is helpful as an educational tool, it
Well-posedness and accuracy of the ensemble Kalman filter in discrete and continuous time
Kelly, D. T B
2014-09-22
The ensemble Kalman filter (EnKF) is a method for combining a dynamical model with data in a sequential fashion. Despite its widespread use, there has been little analysis of its theoretical properties. Many of the algorithmic innovations associated with the filter, which are required to make a useable algorithm in practice, are derived in an ad hoc fashion. The aim of this paper is to initiate the development of a systematic analysis of the EnKF, in particular to do so for small ensemble size. The perspective is to view the method as a state estimator, and not as an algorithm which approximates the true filtering distribution. The perturbed observation version of the algorithm is studied, without and with variance inflation. Without variance inflation well-posedness of the filter is established; with variance inflation accuracy of the filter, with respect to the true signal underlying the data, is established. The algorithm is considered in discrete time, and also for a continuous time limit arising when observations are frequent and subject to large noise. The underlying dynamical model, and assumptions about it, is sufficiently general to include the Lorenz \\'63 and \\'96 models, together with the incompressible Navier-Stokes equation on a two-dimensional torus. The analysis is limited to the case of complete observation of the signal with additive white noise. Numerical results are presented for the Navier-Stokes equation on a two-dimensional torus for both complete and partial observations of the signal with additive white noise.
Continuous-Time Public Good Contribution Under Uncertainty: A Stochastic Control Approach
International Nuclear Information System (INIS)
Ferrari, Giorgio; Riedel, Frank; Steg, Jan-Henrik
2017-01-01
In this paper we study continuous-time stochastic control problems with both monotone and classical controls motivated by the so-called public good contribution problem. That is the problem of n economic agents aiming to maximize their expected utility allocating initial wealth over a given time period between private consumption and irreversible contributions to increase the level of some public good. We investigate the corresponding social planner problem and the case of strategic interaction between the agents, i.e. the public good contribution game. We show existence and uniqueness of the social planner’s optimal policy, we characterize it by necessary and sufficient stochastic Kuhn–Tucker conditions and we provide its expression in terms of the unique optional solution of a stochastic backward equation. Similar stochastic first order conditions prove to be very useful for studying any Nash equilibria of the public good contribution game. In the symmetric case they allow us to prove (qualitative) uniqueness of the Nash equilibrium, which we again construct as the unique optional solution of a stochastic backward equation. We finally also provide a detailed analysis of the so-called free rider effect.
Continuous-Time Public Good Contribution Under Uncertainty: A Stochastic Control Approach
Energy Technology Data Exchange (ETDEWEB)
Ferrari, Giorgio, E-mail: giorgio.ferrari@uni-bielefeld.de; Riedel, Frank, E-mail: frank.riedel@uni-bielefeld.de; Steg, Jan-Henrik, E-mail: jsteg@uni-bielefeld.de [Bielefeld University, Center for Mathematical Economics (Germany)
2017-06-15
In this paper we study continuous-time stochastic control problems with both monotone and classical controls motivated by the so-called public good contribution problem. That is the problem of n economic agents aiming to maximize their expected utility allocating initial wealth over a given time period between private consumption and irreversible contributions to increase the level of some public good. We investigate the corresponding social planner problem and the case of strategic interaction between the agents, i.e. the public good contribution game. We show existence and uniqueness of the social planner’s optimal policy, we characterize it by necessary and sufficient stochastic Kuhn–Tucker conditions and we provide its expression in terms of the unique optional solution of a stochastic backward equation. Similar stochastic first order conditions prove to be very useful for studying any Nash equilibria of the public good contribution game. In the symmetric case they allow us to prove (qualitative) uniqueness of the Nash equilibrium, which we again construct as the unique optional solution of a stochastic backward equation. We finally also provide a detailed analysis of the so-called free rider effect.
Detection of Coronal Mass Ejections Using Multiple Features and Space-Time Continuity
Zhang, Ling; Yin, Jian-qin; Lin, Jia-ben; Feng, Zhi-quan; Zhou, Jin
2017-07-01
Coronal Mass Ejections (CMEs) release tremendous amounts of energy in the solar system, which has an impact on satellites, power facilities and wireless transmission. To effectively detect a CME in Large Angle Spectrometric Coronagraph (LASCO) C2 images, we propose a novel algorithm to locate the suspected CME regions, using the Extreme Learning Machine (ELM) method and taking into account the features of the grayscale and the texture. Furthermore, space-time continuity is used in the detection algorithm to exclude the false CME regions. The algorithm includes three steps: i) define the feature vector which contains textural and grayscale features of a running difference image; ii) design the detection algorithm based on the ELM method according to the feature vector; iii) improve the detection accuracy rate by using the decision rule of the space-time continuum. Experimental results show the efficiency and the superiority of the proposed algorithm in the detection of CMEs compared with other traditional methods. In addition, our algorithm is insensitive to most noise.
Learning a Continuous-Time Streaming Video QoE Model.
Ghadiyaram, Deepti; Pan, Janice; Bovik, Alan C
2018-05-01
Over-the-top adaptive video streaming services are frequently impacted by fluctuating network conditions that can lead to rebuffering events (stalling events) and sudden bitrate changes. These events visually impact video consumers' quality of experience (QoE) and can lead to consumer churn. The development of models that can accurately predict viewers' instantaneous subjective QoE under such volatile network conditions could potentially enable the more efficient design of quality-control protocols for media-driven services, such as YouTube, Amazon, Netflix, and so on. However, most existing models only predict a single overall QoE score on a given video and are based on simple global video features, without accounting for relevant aspects of human perception and behavior. We have created a QoE evaluator, called the time-varying QoE Indexer, that accounts for interactions between stalling events, analyzes the spatial and temporal content of a video, predicts the perceptual video quality, models the state of the client-side data buffer, and consequently predicts continuous-time quality scores that agree quite well with human opinion scores. The new QoE predictor also embeds the impact of relevant human cognitive factors, such as memory and recency, and their complex interactions with the video content being viewed. We evaluated the proposed model on three different video databases and attained standout QoE prediction performance.
Coherent exciton transport in dendrimers and continuous-time quantum walks
Mülken, Oliver; Bierbaum, Veronika; Blumen, Alexander
2006-03-01
We model coherent exciton transport in dendrimers by continuous-time quantum walks. For dendrimers up to the second generation the coherent transport shows perfect recurrences when the initial excitation starts at the central node. For larger dendrimers, the recurrence ceases to be perfect, a fact which resembles results for discrete quantum carpets. Moreover, depending on the initial excitation site, we find that the coherent transport to certain nodes of the dendrimer has a very low probability. When the initial excitation starts from the central node, the problem can be mapped onto a line which simplifies the computational effort. Furthermore, the long time average of the quantum mechanical transition probabilities between pairs of nodes shows characteristic patterns and allows us to classify the nodes into clusters with identical limiting probabilities. For the (space) average of the quantum mechanical probability to be still or to be again at the initial site, we obtain, based on the Cauchy-Schwarz inequality, a simple lower bound which depends only on the eigenvalue spectrum of the Hamiltonian.
Optimal Compensation with Hidden Action and Lump-Sum Payment in a Continuous-Time Model
International Nuclear Information System (INIS)
Cvitanic, Jaksa; Wan, Xuhu; Zhang Jianfeng
2009-01-01
We consider a problem of finding optimal contracts in continuous time, when the agent's actions are unobservable by the principal, who pays the agent with a one-time payoff at the end of the contract. We fully solve the case of quadratic cost and separable utility, for general utility functions. The optimal contract is, in general, a nonlinear function of the final outcome only, while in the previously solved cases, for exponential and linear utility functions, the optimal contract is linear in the final output value. In a specific example we compute, the first-best principal's utility is infinite, while it becomes finite with hidden action, which is increasing in value of the output. In the second part of the paper we formulate a general mathematical theory for the problem. We apply the stochastic maximum principle to give necessary conditions for optimal contracts. Sufficient conditions are hard to establish, but we suggest a way to check sufficiency using non-convex optimization
Lv, Yongfeng; Na, Jing; Yang, Qinmin; Wu, Xing; Guo, Yu
2016-01-01
An online adaptive optimal control is proposed for continuous-time nonlinear systems with completely unknown dynamics, which is achieved by developing a novel identifier-critic-based approximate dynamic programming algorithm with a dual neural network (NN) approximation structure. First, an adaptive NN identifier is designed to obviate the requirement of complete knowledge of system dynamics, and a critic NN is employed to approximate the optimal value function. Then, the optimal control law is computed based on the information from the identifier NN and the critic NN, so that the actor NN is not needed. In particular, a novel adaptive law design method with the parameter estimation error is proposed to online update the weights of both identifier NN and critic NN simultaneously, which converge to small neighbourhoods around their ideal values. The closed-loop system stability and the convergence to small vicinity around the optimal solution are all proved by means of the Lyapunov theory. The proposed adaptation algorithm is also improved to achieve finite-time convergence of the NN weights. Finally, simulation results are provided to exemplify the efficacy of the proposed methods.
Data-driven strategies for robust forecast of continuous glucose monitoring time-series.
Fiorini, Samuele; Martini, Chiara; Malpassi, Davide; Cordera, Renzo; Maggi, Davide; Verri, Alessandro; Barla, Annalisa
2017-07-01
Over the past decade, continuous glucose monitoring (CGM) has proven to be a very resourceful tool for diabetes management. To date, CGM devices are employed for both retrospective and online applications. Their use allows to better describe the patients' pathology as well as to achieve a better control of patients' level of glycemia. The analysis of CGM sensor data makes possible to observe a wide range of metrics, such as the glycemic variability during the day or the amount of time spent below or above certain glycemic thresholds. However, due to the high variability of the glycemic signals among sensors and individuals, CGM data analysis is a non-trivial task. Standard signal filtering solutions fall short when an appropriate model personalization is not applied. State-of-the-art data-driven strategies for online CGM forecasting rely upon the use of recursive filters. Each time a new sample is collected, such models need to adjust their parameters in order to predict the next glycemic level. In this paper we aim at demonstrating that the problem of online CGM forecasting can be successfully tackled by personalized machine learning models, that do not need to recursively update their parameters.
Continuous Real-time Measurements of Vertical Distribution of Magnetic Susceptibility In Soils
Petrovsky, E.; Hulka, Z.; Kapicka, A.; Magprox Team
Measurements of top-soil magnetic susceptibility are used in approximative outlining polluted areas. However, one of the serious limitations of the method is discrimina- tion between top-soil layers enhanced by atmospherically deposited anthropogenic particles from those dominated by natural particles migrating from magnetically-rich basement rocks. For this purpose, measurements of vertical distribution of magnetic susceptibility along soil profiles is one of the most effective ways in estimating the effect of lithogenic contribution. Up to now, in most cases soil cores have to be mea- sured in laboratory. This method is quite time consuming and does not allow flexible decision about the suitability of the measured site for surface magnetic mapping. In our contribution we will present a new device enabling continuous real-time measure- ments of vertical distribution of magnetic susceptibility directly in field, performed in holes after soil coring. The method is fast, yielding smooth curves (6 data points per 1 mm dept), at least as sensitive as laboratory methods available until now, and at- tached notebook enables direct, on-line control of the lithogenic versus anthropogenic contributions.
DEFF Research Database (Denmark)
Secher, A L; Madsen, A B; Nielsen, Lene Ringholm
2012-01-01
of initial monitoring). Ten women (15%) did not wish to use continuous glucose monitoring again in pregnancy. Main causes behind early removal of continuous glucose monitoring were self-reported skin irritation, technical problems and continuous glucose monitoring inaccuracy. No differences were found......Aim: To evaluate self-reported satisfaction and barriers to initiating real-time continuous glucose monitoring in early pregnancy among women with pregestational diabetes. Methods: Fifty-four women with Type 1 diabetes and 14 women with Type 2 diabetes were offered continuous glucose monitoring...
Generalized Dynamic Panel Data Models with Random Effects for Cross-Section and Time
Mesters, G.; Koopman, S.J.
2014-01-01
An exact maximum likelihood method is developed for the estimation of parameters in a nonlinear non-Gaussian dynamic panel data model with unobserved random individual-specific and time-varying effects. We propose an estimation procedure based on the importance sampling technique. In particular, a
Shared random access memory resource for multiprocessor real-time systems
International Nuclear Information System (INIS)
Dimmler, D.G.; Hardy, W.H. II
1977-01-01
A shared random-access memory resource is described which is used within real-time data acquisition and control systems with multiprocessor and multibus organizations. Hardware and software aspects are discussed in a specific example where interconnections are done via a UNIBUS. The general applicability of the approach is also discussed
Zhou, Hua; Su, Yang; Wang, Rong; Zhu, Yong; Shen, Huiping; Pu, Tao; Wu, Chuanxin; Zhao, Jiyong; Zhang, Baofu; Xu, Zhiyong
2017-10-01
Online reconstruction of a time-variant quantum state from the encoding/decoding results of quantum communication is addressed by developing a method of evolution reconstruction from a single measurement record with random time intervals. A time-variant two-dimensional state is reconstructed on the basis of recovering its expectation value functions of three nonorthogonal projectors from a random single measurement record, which is composed from the discarded qubits of the six-state protocol. The simulated results prove that our method is robust to typical metro quantum channels. Our work extends the Fourier-based method of evolution reconstruction from the version for a regular single measurement record with equal time intervals to a unified one, which can be applied to arbitrary single measurement records. The proposed protocol of evolution reconstruction runs concurrently with the one of quantum communication, which can facilitate the online quantum tomography.
Stationary Probability and First-Passage Time of Biased Random Walk
International Nuclear Information System (INIS)
Li Jing-Wen; Tang Shen-Li; Xu Xin-Ping
2016-01-01
In this paper, we consider the stationary probability and first-passage time of biased random walk on 1D chain, where at each step the walker moves to the left and right with probabilities p and q respectively (0 ⩽ p, q ⩽ 1, p + q = 1). We derive exact analytical results for the stationary probability and first-passage time as a function of p and q for the first time. Our results suggest that the first-passage time shows a double power-law F ∼ (N − 1) γ , where the exponent γ = 2 for N < |p − q| −1 and γ = 1 for N > |p − q| −1 . Our study sheds useful insights into the biased random-walk process. (paper)
Fu, Wei; Cao, Lei; Zhang, Yanming; Huo, Su; Du, JuBao; Zhu, Lin; Song, Weiqun
2017-05-01
Visuospatial neglect (VSN) is devastating and common after stroke, and is thought to involve functional disturbance of the attention network. Non-invasive theta-burst stimulation (TBS) may help restore the normal function of attention network, therefore facilitating recovery from VSN. This study investigated the effects of continuous TBS on resting-state functional connectivity (RSFC) in the attention network, and behavioral performances of patients with VSN after stroke. Twelve patients were randomly assigned to receive 10-day cTBS of the left posterior parietal cortex delivered at 80% (the cTBS group), or 40% (the active control group) of the resting motor threshold. Both groups received daily visual scanning training and motor function treatment. Resting-state functional MRI (fMRI) and behavioral tests including line bisection test and star cancelation test were conducted at baseline and after the treatment. At baseline, the two groups showed comparable results in the resting-state fMRI experiments and behavioral tests. After treatment, the cTBS group showed lower functional connectivity between right temporoparietal junction (TPJ) and right anterior insula, and between right superior temporal sulcus and right anterior insula, as compared with the active control group; both groups showed improvement in the behavioral tests, with the cTBS group showing larger changes from baseline than the active control group. cTBS of the left posterior parietal cortex in patients with VSN may induce changes in inter-regional RSFC in the right ventral attention network. These changes may be associated with improved recovery of behavioral deficits after behavioral training. The TPJ and superior temporal sulcus may play crucial roles in recovery from VSN.
Watanabe, Sharon; Pereira, Jose; Tarumi, Yoko; Hanson, John; Bruera, Eduardo
2008-05-01
ABSTRACT Although the preferred route of opioid administration is oral, patients with cancer often require an alternative route. Options include continuous subcutaneous infusion (CSCI) or regularly scheduled intermittent subcutaneous injections (ISCI). CSCI maintains steady drug levels, theoretically avoiding the "bolus effect" of nausea and sedation immediately post-dose, and breakthrough pain prior to the next dose. However, portable infusion pumps can be costly to use. The Edmonton Injector is an inexpensive portable device for ISCI. CSCI and ISCI have not been directly compared. The objective of this trial was to compare CSCI and ISCI of opioid for treatment of cancer pain. Patients were recruited from two tertiary palliative care units. Eligibility criteria included stable cancer pain requiring opioid therapy, need for parenteral route, and normal cognition. Patients were randomly assigned to receive opioid by CSCI by portable pump or ISCI by Edmonton Injector for 48 hours, followed by crossover to the alternative modality for 48 hours. During each phase, placebo was administered by the alternative modality. The study was closed after 12 patients were entered, due to slow accrual. Eleven patients completed the study. There were no differences between CSCI and ISCI in mean visual analogue score (VAS) for pain, nausea or drowsiness; categorical rating score of pain; number of breakthrough opioid doses per day; global rating of treatment effectiveness; or adverse effects. In all cases, patients and investigators expressed no preference for one modality over another. Further research is required to confirm that opioid administration by CSCI and ISCI provide similar analgesic and adverse effects.
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
Directory of Open Access Journals (Sweden)
Abbas Ghiasi
2015-02-01
Full Text Available This trial was performed to determine if a continuous low-dose infusion of methylprednisolone is as effective as its bolus of high-dose in reducing inflammatory response. The study was single-center, double-blinded randomized clinical trial and performed in a surgical intensive care unit of an academic hospital. In this study, 72 consecutive patients undergoing elective coronary artery bypass grafting (CABG were assigned to receive either a methylprednisolone loading dose (1mg/kg followed by continuous infusion (2mg/Kg/24 hours for 1 day (low-dose regime or a single dose of methylprednisolone (15 mg/kg before cardiopulmonary bypass (high dose regime. Serum concentrations of IL-6 and C- reactive protein (CRP were measured preoperatively and 6, 24 and 48 hours after surgery, and serum creatinine was measured before the operation and 24, 48 and 72 hours postoperatively. The measurements were then compared between the groups to evaluate the efficacy of each regimen. The basic characteristics and measurements were not different between the study groups. There was no significant difference in IL-6 and CRP elevation (P=0.52 and P=0.46, respectively. Early outcomes such as the length of stay in the intensive care unit, intubation time, changes in serum creatinine and blood glucose levels, inotropic support, insulin requirements, and rate of infection were also similar in both groups. A continuous low dose infusion of methylprednisolone was as effective as a single high dose methylprednisolone in reducing the inflammatory response after CABG with extracorporeal circulation with no significant difference in the postoperative measurements and outcomes.
Effect of a data buffer on the recorded distribution of time intervals for random events
Energy Technology Data Exchange (ETDEWEB)
Barton, J C [Polytechnic of North London (UK)
1976-03-15
The use of a data buffer enables the distribution of the time intervals between events to be studied for times less than the recording system dead-time but the usual negative exponential distribution for random events has to be modified. The theory for this effect is developed for an n-stage buffer followed by an asynchronous recorder. Results are evaluated for the values of n from 1 to 5. In the language of queueing theory the system studied is of type M/D/1/n+1, i.e. with constant service time and a finite number of places.
Aarab, Ghizlane; Nikolopoulou, Maria; Ahlberg, Jari; Heymans, Martijn W.; Hamburger, Hans L.; de Lange, Jan; Lobbezoo, Frank
2017-01-01
The aim of this randomized placebo-controlled trail was to compare the effects of an objectively titrated mandibular advancement device (MAD) with those of nasal continuous positive airway pressure (nCPAP) and an intraoral placebo device on symptoms of psychological distress in OSA patients. In a
van Bon, Arianne C.; Bode, Bruce W.; Sert-Langeron, Caroline; DeVries, J. Hans; Charpentier, Guillaume
2011-01-01
In a previous pilot study comparing insulin glulisine (GLU) with insulin aspart (ASP) administered by continuous subcutaneous insulin infusion (CSII), GLU-treated patients did show a trend toward fewer catheter occlusions compared with ASP-treated patients. Here we performed a randomized open-label,
Real-time definition of non-randomness in the distribution of genomic events.
Directory of Open Access Journals (Sweden)
Ulrich Abel
Full Text Available Features such as mutations or structural characteristics can be non-randomly or non-uniformly distributed within a genome. So far, computer simulations were required for statistical inferences on the distribution of sequence motifs. Here, we show that these analyses are possible using an analytical, mathematical approach. For the assessment of non-randomness, our calculations only require information including genome size, number of (sampled sequence motifs and distance parameters. We have developed computer programs evaluating our analytical formulas for the real-time determination of expected values and p-values. This approach permits a flexible cluster definition that can be applied to most effectively identify non-random or non-uniform sequence motif distribution. As an example, we show the effectivity and reliability of our mathematical approach in clinical retroviral vector integration site distribution.
Real-time continuous image-guided surgery: Preclinical investigation in glossectomy.
Tabanfar, Reza; Qiu, Jimmy; Chan, Harley; Aflatouni, Niousha; Weersink, Robert; Hasan, Wael; Irish, Jonathan C
2017-10-01
To develop, validate, and study the efficacy of an intraoperative real-time continuous image-guided surgery (RTC-IGS) system for glossectomy. Prospective study. We created a RTC-IGS system and surgical simulator for glossectomy, enabling definition of a surgical target preoperatively, real-time cautery tracking, and display of a surgical plan intraoperatively. System performance was evaluated by a group of otolaryngology residents, fellows, medical students, and staff under a reproducible setting by using realistic tongue phantoms. Evaluators were grouped into a senior and a junior group based on surgical experience, and guided and unguided tumor resections were performed. National Aeronautics and Space Administration Task Load Index (NASA-TLX) scores and a Likert scale were used to measure workloads and impressions of the system, respectively. Efficacy was studied by comparing surgical accuracy, time, collateral damage, and workload between RTC-IGS and non-navigated resections. The senior group performed more accurately (80.9% ± 3.7% vs. 75.2% ± 5.5%, P = .28), required less time (5.0 ± 1.3 minutes vs. 7.3 ± 1.2 minutes, P = .17), and experienced lower workload (43 ± 2.0 vs. 64.4 ± 1.3 NASA-TLX score, P = .08), suggesting a trend of construct validity. Impressions were favorable, with participants reporting the system is a valuable practice tool (4.0/5 ± 0.3) and increases confidence (3.9/5 ± 0.4). Use of RTC-IGS improved both groups' accuracy, with the junior group improving from 64.4% ± 5.4% to 75.2% ± 5.5% (P = .01) and the senior group improving from 76.1% ± 4.5% to 80.9% ± 3.7% (P = .16). We created an RTC-IGS system and surgical simulator and demonstrated a trend of construct validity. Our navigated simulator allows junior trainees to practice glossectomies outside the operating room. In all evaluators, navigation assistance resulted in increased surgical accuracy. NA Laryngoscope, 127:E347-E353, 2017. © 2017 The American Laryngological
Lee, Jae Young; Park, Jin Bae; Choi, Yoon Ho
2015-05-01
This paper focuses on a class of reinforcement learning (RL) algorithms, named integral RL (I-RL), that solve continuous-time (CT) nonlinear optimal control problems with input-affine system dynamics. First, we extend the concepts of exploration, integral temporal difference, and invariant admissibility to the target CT nonlinear system that is governed by a control policy plus a probing signal called an exploration. Then, we show input-to-state stability (ISS) and invariant admissibility of the closed-loop systems with the policies generated by integral policy iteration (I-PI) or invariantly admissible PI (IA-PI) method. Based on these, three online I-RL algorithms named explorized I-PI and integral Q -learning I, II are proposed, all of which generate the same convergent sequences as I-PI and IA-PI under the required excitation condition on the exploration. All the proposed methods are partially or completely model free, and can simultaneously explore the state space in a stable manner during the online learning processes. ISS, invariant admissibility, and convergence properties of the proposed methods are also investigated, and related with these, we show the design principles of the exploration for safe learning. Neural-network-based implementation methods for the proposed schemes are also presented in this paper. Finally, several numerical simulations are carried out to verify the effectiveness of the proposed methods.
Continuous-time interval model identification of blood glucose dynamics for type 1 diabetes
Kirchsteiger, Harald; Johansson, Rolf; Renard, Eric; del Re, Luigi
2014-07-01
While good physiological models of the glucose metabolism in type 1 diabetic patients are well known, their parameterisation is difficult. The high intra-patient variability observed is a further major obstacle. This holds for data-based models too, so that no good patient-specific models are available. Against this background, this paper proposes the use of interval models to cover the different metabolic conditions. The control-oriented models contain a carbohydrate and insulin sensitivity factor to be used for insulin bolus calculators directly. Available clinical measurements were sampled on an irregular schedule which prompts the use of continuous-time identification, also for the direct estimation of the clinically interpretable factors mentioned above. An identification method is derived and applied to real data from 28 diabetic patients. Model estimation was done on a clinical data-set, whereas validation results shown were done on an out-of-clinic, everyday life data-set. The results show that the interval model approach allows a much more regular estimation of the parameters and avoids physiologically incompatible parameter estimates.
EVALUATING CONTINUOUS-TIME SLAM USING A PREDEFINED TRAJECTORY PROVIDED BY A ROBOTIC ARM
Directory of Open Access Journals (Sweden)
B. Koch
2017-09-01
Full Text Available Recently published approaches to SLAM algorithms process laser sensor measurements and output a map as a point cloud of the environment. Often the actual precision of the map remains unclear, since SLAMalgorithms apply local improvements to the resulting map. Unfortunately, it is not trivial to compare the performance of SLAMalgorithms objectively, especially without an accurate ground truth. This paper presents a novel benchmarking technique that allows to compare a precise map generated with an accurate ground truth trajectory to a map with a manipulated trajectory which was distorted by different forms of noise. The accurate ground truth is acquired by mounting a laser scanner on an industrial robotic arm. The robotic arm is moved on a predefined path while the position and orientation of the end-effector tool are monitored. During this process the 2D profile measurements of the laser scanner are recorded in six degrees of freedom and afterwards used to generate a precise point cloud of the test environment. For benchmarking, an offline continuous-time SLAM algorithm is subsequently applied to remove the inserted distortions. Finally, it is shown that the manipulated point cloud is reversible to its previous state and is slightly improved compared to the original version, since small errors that came into account by imprecise assumptions, sensor noise and calibration errors are removed as well.
Continuous-time modeling of cell fate determination in Arabidopsis flowers
Directory of Open Access Journals (Sweden)
Angenent Gerco C
2010-07-01
Full Text Available Abstract Background The genetic control of floral organ specification is currently being investigated by various approaches, both experimentally and through modeling. Models and simulations have mostly involved boolean or related methods, and so far a quantitative, continuous-time approach has not been explored. Results We propose an ordinary differential equation (ODE model that describes the gene expression dynamics of a gene regulatory network that controls floral organ formation in the model plant Arabidopsis thaliana. In this model, the dimerization of MADS-box transcription factors is incorporated explicitly. The unknown parameters are estimated from (known experimental expression data. The model is validated by simulation studies of known mutant plants. Conclusions The proposed model gives realistic predictions with respect to independent mutation data. A simulation study is carried out to predict the effects of a new type of mutation that has so far not been made in Arabidopsis, but that could be used as a severe test of the validity of the model. According to our predictions, the role of dimers is surprisingly important. Moreover, the functional loss of any dimer leads to one or more phenotypic alterations.
Low Power Continuous-Time Delta-Sigma ADC with Current Output DAC
DEFF Research Database (Denmark)
Marker-Villumsen, Niels; Jørgensen, Ivan Harald Holger; Bruun, Erik
2015-01-01
The paper presents a continuous-time (CT) DeltaSigma (∆Σ) analog-to-digital converter (ADC) using a current output digital-to-analog converter (DAC) for the feedback. From circuit analysis it is shown that using a current output DAC makes it possible to relax the noise requirements of the 1st...... integrator of the loopfilter, and thereby reduce the current consumption. Furthermore, the noise of the current output DAC being dependent on the ADC input signal level, enabling a dynamic range that is larger than the peak signal-to-noise ratio (SNR). The current output DAC is used in a 3rd order multibit...... CT ∆Σ ADC for audio applications, designed in a 0.18 µm CMOS process, with active-RC integrators, a 7-level Flash ADC quantizer and current output DAC for the feedback. From simulations the ADC achieves a dynamic range of 95.0 dB in the audio band, with a current consumption of 284 µA for a 1.7 V...
The cascade model of teachers’ continuing professional development in Kenya: A time for change?
Directory of Open Access Journals (Sweden)
Harry Kipkemoi Bett
2016-12-01
Full Text Available Kenya is one of the countries whose teachers the UNESCO (2015 report cited as lacking curriculum support in the classroom. As is the case in many African countries, a large portion of teachers in Kenya enter the teaching profession when inadequately prepared, while those already in the field receive insufficient support in their professional lives. The cascade model has often been utilized in the country whenever need for teachers’ continuing professional development (TCPD has arisen, especially on a large scale. The preference for the model is due to, among others, its cost effectiveness and ability to reach out to many teachers within a short period of time. Many researchers have however cast aspersions with this model for its glaring shortcomings. On the contrary, TCPD programmes that are collaborative in nature and based on teachers’ contexts have been found to be more effective than those that are not. This paper briefly examines cases of the cascade model in Kenya, the challenges associated with this model and proposes the adoption of collaborative and institution-based models to mitigate these challenges. The education sectors in many nations in Africa, and those in the developing world will find the discussions here relevant.
International Nuclear Information System (INIS)
Stanzel, Ph; Kahl, B; Haberl, U; Herrnegger, M; Nachtnebel, H P
2008-01-01
A hydrological modelling framework applied within operational flood forecasting systems in three alpine Danube tributary basins, Traisen, Salzach and Enns, is presented. A continuous, semi-distributed rainfall-runoff model, accounting for the main hydrological processes of snow accumulation and melt, interception, evapotranspiration, infiltration, runoff generation and routing is set up. Spatial discretization relies on the division of watersheds into subbasins and subsequently into hydrologic response units based on spatial information on soil types, land cover and elevation bands. The hydrological models are calibrated with meteorological ground measurements and with meteorological analyses incorporating radar information. Operationally, each forecasting sequence starts with the re-calculation of the last 24 to 48 hours. Errors between simulated and observed runoff are minimized by optimizing a correction factor for the input to provide improved system states. For the hydrological forecast quantitative 48 or 72 hour forecast grids of temperature and precipitation - deterministic and probabilistic - are used as input. The forecasted hydrograph is corrected with an autoregressive model. The forecasting sequences are repeated each 15 minutes. First evaluations of resulting hydrological forecasts are presented and reliability of forecasts with different lead times is discussed.
Real-time continuous glucose monitoring systems in the classroom/school environment.
Benassi, Kari; Drobny, Jessica; Aye, Tandy
2013-05-01
Children with type 1 diabetes (T1D) spend 4-7 h/day in school with very little supervision of their diabetes management. Therefore, families have become more dependent on technology, such as use of real-time continuous glucose monitoring (RT-CGM), to provide increased supervision of their diabetes management. We sought to assess the impact of RT-CGM use in the classroom/school environment. Children with T1D using RT-CGM, their parents, and teachers completed a questionnaire about RT-CGM in the classroom/school environment. The RT-CGM was tolerated well in the classroom/school environment. Seventy percent of parents, 75% of students, and 51% of teachers found RT-CGM useful in the classroom/school environment. The students found the device to be more disruptive than did their parents and teachers. However, all three groups agreed that RT-CGM increased their comfort with diabetes management at school. Our study suggests that RT-CGM is useful and not disruptive in the classroom/school environment. The development of education materials for teachers could further increase its acceptance in the classroom/school environment.
A Continuous-Time Delta-Sigma ADC for Portable Ultrasound Scanners
DEFF Research Database (Denmark)
Llimos Muntal, Pere; Jørgensen, Ivan Harald Holger; Bruun, Erik
2017-01-01
A fully diﬀerential fourth-order 1-bit continuous-time delta-sigma ADC designed in a 65nm process for portable ultrasound scanners is presented in this paper. The circuit design, implementation and measurements on the fabricated die are shown. The loop ﬁlter consists of RC-integrators, programmable...... capacitor arrays, resistors and voltage feedback DACs. The quantizer contains a pulse generator, a high-speed clocked comparator and a pull-down clocked latch to ensure constant delay in the feedback loop. Using this implementation, a small and low-power solution required for portable ultrasound scanner...... applications is achieved. The converter has a supply voltage of 1.2V, a bandwidth of 10MHz and an oversampling ratio of 16 leading to an operating frequency of 320MHz. The design occupies a die area of 0.0175mm2. Simulations with extracted parasitics show a SNR of 45.2dB and a current consumption of 489 µ...
A low power CMOS 3.3 Gbps continuous-time adaptive equalizer for serial link
International Nuclear Information System (INIS)
Ju Hao; Zhou Yumei; Zhao Jianzhong
2011-01-01
This paper describes using a high-speed continuous-time analog adaptive equalizer as the front-end of a receiver for a high-speed serial interface, which is compliant with many serial communication specifications such as USB2.0, PCI-E2.0 and Rapid IO. The low and high frequency loops are merged to decrease the effect of delay between the two paths, in addition, the infinite input impedance facilitates the cascade stages in order to improve the high frequency boosting gain. The implemented circuit architecture could facilitate the wide frequency range from 1 to 3.3 Gbps with different length FR4-PCB traces, which brings as much as 25 dB loss. The replica control circuits are injected to provide a convenient way to regulate common-mode voltage for full differential operation. In addition, AC coupling is adopted to suppress the common input from the forward stage. A prototype chip was fabricated in 0.18-μm 1P6M mixed-signal CMOS technology. The actual area is 0.6 x 0.57 mm 2 and the analog equalizer operates up to 3.3 Gbps over FR4-PCB trace with 25 dB loss. The overall power dissipation is approximately 23.4 mW. (semiconductor integrated circuits)
A low power CMOS 3.3 Gbps continuous-time adaptive equalizer for serial link
Hao, Ju; Yumei, Zhou; Jianzhong, Zhao
2011-09-01
This paper describes using a high-speed continuous-time analog adaptive equalizer as the front-end of a receiver for a high-speed serial interface, which is compliant with many serial communication specifications such as USB2.0, PCI-E2.0 and Rapid IO. The low and high frequency loops are merged to decrease the effect of delay between the two paths, in addition, the infinite input impedance facilitates the cascade stages in order to improve the high frequency boosting gain. The implemented circuit architecture could facilitate the wide frequency range from 1 to 3.3 Gbps with different length FR4-PCB traces, which brings as much as 25 dB loss. The replica control circuits are injected to provide a convenient way to regulate common-mode voltage for full differential operation. In addition, AC coupling is adopted to suppress the common input from the forward stage. A prototype chip was fabricated in 0.18-μm 1P6M mixed-signal CMOS technology. The actual area is 0.6 × 0.57 mm2 and the analog equalizer operates up to 3.3 Gbps over FR4-PCB trace with 25 dB loss. The overall power dissipation is approximately 23.4 mW.
Evaluating Continuous-Time Slam Using a Predefined Trajectory Provided by a Robotic Arm
Koch, B.; Leblebici, R.; Martell, A.; Jörissen, S.; Schilling, K.; Nüchter, A.
2017-09-01
Recently published approaches to SLAM algorithms process laser sensor measurements and output a map as a point cloud of the environment. Often the actual precision of the map remains unclear, since SLAMalgorithms apply local improvements to the resulting map. Unfortunately, it is not trivial to compare the performance of SLAMalgorithms objectively, especially without an accurate ground truth. This paper presents a novel benchmarking technique that allows to compare a precise map generated with an accurate ground truth trajectory to a map with a manipulated trajectory which was distorted by different forms of noise. The accurate ground truth is acquired by mounting a laser scanner on an industrial robotic arm. The robotic arm is moved on a predefined path while the position and orientation of the end-effector tool are monitored. During this process the 2D profile measurements of the laser scanner are recorded in six degrees of freedom and afterwards used to generate a precise point cloud of the test environment. For benchmarking, an offline continuous-time SLAM algorithm is subsequently applied to remove the inserted distortions. Finally, it is shown that the manipulated point cloud is reversible to its previous state and is slightly improved compared to the original version, since small errors that came into account by imprecise assumptions, sensor noise and calibration errors are removed as well.