Informational and Causal Architecture of Continuous-time Renewal Processes
Marzen, Sarah; Crutchfield, James P.
2017-07-01
We introduce the minimal maximally predictive models (ɛ {-machines }) of processes generated by certain hidden semi-Markov models. Their causal states are either discrete, mixed, or continuous random variables and causal-state transitions are described by partial differential equations. As an application, we present a complete analysis of the ɛ {-machines } of continuous-time renewal processes. This leads to closed-form expressions for their entropy rate, statistical complexity, excess entropy, and differential information anatomy rates.
Choi, Han-Lim
2013-01-01
This paper presents expression of mutual information that defines the information gain in planning of sensing resources, when the goal is to reduce the forecast uncertainty of some quantities of interest and the system dynamics is described as a continuous-time linear system. The method extends the smoother approach in [5] to handle more general notion of verification entity - continuous sequence of variables over some finite time window in the future. The expression of mutual information for...
Ye, Cheng; Biswas, Gautam
2014-01-01
Our project is motivated by the early dropout and low completion rate problem in MOOCs. We have extended traditional features for MOOC analysis with richer and higher granularity information to make more accurate predictions of dropout and performance. The results show that finer-grained temporal information increases the predictive power in the…
Fisher informations and local asymptotic normality for continuous-time quantum Markov processes
Catana, Catalin; Bouten, Luc; Guţă, Mădălin
2015-09-01
We consider the problem of estimating an arbitrary dynamical parameter of an open quantum system in the input-output formalism. For irreducible Markov processes, we show that in the limit of large times the system-output state can be approximated by a quantum Gaussian state whose mean is proportional to the unknown parameter. This approximation holds locally in a neighbourhood of size {t}-1/2 in the parameter space, and provides an explicit expression of the asymptotic quantum Fisher information in terms of the Markov generator. Furthermore we show that additive statistics of the counting and homodyne measurements also satisfy local asymptotic normality and we compute the corresponding classical Fisher informations. The general theory is illustrated with the examples of a two-level system and the atom maser. Our results contribute towards a better understanding of the statistical and probabilistic properties of the output process, with relevance for quantum control engineering, and the theory of non-equilibrium quantum open systems.
A Random Pattern Mixture Model for Ordinal Outcomes with Informative Dropouts
Liu, Chengcheng; Ratcliffe, Sarah J.; Guo, Wensheng
2016-01-01
We extend a random pattern mixture joint model for longitudinal ordinal outcomes and informative dropouts. The patients are generalized to ”pattern” groups based on known covariates that are potential surrogated for the severity of the underlying condition. The random pattern effects are defined as the latent effects linking the dropout process and the ordinal longitudinal outcome. Conditional on the random pattern effects, the longitudinal outcome and the dropout times are assumed independent. Estimates are obtained via the EM algorithm. We applied the model to the end-stage renal disease (ESRD) data. Anemia was found to be significantly affected by baseline iron treatment when the dropout information was adjusted via the study model; as opposed to an independent or shared parameter model. Simulations were performed to evaluate the performance of the random pattern mixture model under various assumptions. PMID:25894456
Ye, Cheng; Biswas, Gautam
2014-01-01
Our project is motivated by the early drop out and low completion rate problem in MOOCs. We have extended traditional features for MOOC analysis with richer granularity information to make more accurate predictions of dropout and performance. The results show that adding final-grained temporal or non-temporal information into behaviour features provides more predictive power in the early phases of a POSA MOOC. As a next step, we plan to determine if we could use these features to better profi...
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...
Lee, Kyung Min; Kivelä, Sami M; Ivanov, Vladislav; Hausmann, Axel; Kaila, Lauri; Wahlberg, Niklas; Mutanen, Marko
2018-04-14
A rapid shift from traditional Sanger sequencing-based molecular methods to the phylogenomic approach with large numbers of loci is underway. Among phylogenomic methods, RAD (Restriction site Associated DNA) sequencing approaches have gained much attention as they enable rapid generation of up to thousands of loci randomly scattered across the genome and are suitable for non-model species. RAD data sets however suffer from large amounts of missing data and rapid locus dropout along with decreasing relatedness among taxa. The relationship between locus dropout and the amount of phylogenetic information retained in the data has remained largely un-investigated. Similarly, phylogenetic hypotheses based on RAD have rarely been compared with phylogenetic hypotheses based on multilocus Sanger sequencing, even less so using exactly the same species and specimens. We compared the Sanger-based phylogenetic hypothesis (8 loci; 6,172 bp) of 32 species of the diverse moth genus Eupithecia (Lepidoptera, Geometridae) to that based on double-digest RAD sequencing (3,256 loci; 726,658 bp). We observed that topologies were largely congruent, with some notable exceptions that we discuss. The locus dropout effect was strong. We demonstrate that number of loci is not a precise measure of phylogenetic information since the number of single-nucleotide polymorphisms (SNPs) may remain low at very shallow phylogenetic levels despite large numbers of loci. As we hypothesize, the number of SNPs and parsimony informative SNPs (PIS) is low at shallow phylogenetic levels, peaks at intermediate levels and, thereafter, declines again at the deepest levels as a result of decay of available loci. Similarly, we demonstrate with empirical data that the locus dropout affects the type of loci retained, the loci found in many species tending to show lower interspecific distances than those shared among fewer species. We also examine the effects of the numbers of loci, SNPs and PIS on nodal bootstrap
Chemical Continuous Time Random Walks
Aquino, Tomás; Dentz, Marco
2017-12-01
Kinetic Monte Carlo methods such as the Gillespie algorithm model chemical reactions as random walks in particle number space. The interreaction times are exponentially distributed under the assumption that the system is well mixed. We introduce an arbitrary interreaction time distribution, which may account for the impact of incomplete mixing on chemical reactions, and in general stochastic reaction delay, which may represent the impact of extrinsic noise. This process defines an inhomogeneous continuous time random walk in particle number space, from which we derive a generalized chemical master equation. This leads naturally to a generalization of the Gillespie algorithm. Based on this formalism, we determine the modified chemical rate laws for different interreaction time distributions. This framework traces Michaelis-Menten-type kinetics back to finite-mean delay times, and predicts 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 nonequilibrium.
High School Dropout and Teen Childbearing
Marcotte, Dave E.
2013-01-01
Understanding the relationship between high school dropout and teen childbearing is complicated because both are affected by a variety of difficult to control factors. In this paper, I use panel data on aggregate dropout and fertility rates by age for all fifty states to develop insight by instrumenting for dropout using information on state…
Naranjo, Tessie; Laktasic, Stanley
Primary objectives of the first comprehensive study of New Mexico Pueblo school dropouts were to identify and locate such dropouts, to determine reasons for Pueblo dropouts, and to identify types of counseling and services available. Of 710 identified dropouts, 328 from the 19 Pueblos were interviewed in home visits. Personal reasons (seeing no…
On Continuous Time Markov Processes in Bargaining
Houba, H.E.D.
2008-01-01
For bilateral stochastic bargaining procedures embedded in stable homogeneous continuous-time Markov processes, we show unusual limit results when time between rounds vanish. Standard convergence results require that some states are instantaneous. © 2008.
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.
Delayed Nondeterminism in Continuous-Time Markov Decision Processes
Neuhausser, M.; Stoelinga, Mariëlle Ida Antoinette; Katoen, Joost P.
2009-01-01
Schedulers in randomly timed games can be classified as to whether they use timing information or not. We consider continuous-time Markov decision processes (CTMDPs) and define a hierarchy of positional (P) and history-dependent (H) schedulers which induce strictly tighter bounds on quantitative
Continuous time structural equation modeling with R package ctsem
Driver, C.C.; Oud, J.H.L.; Völkle, M.C.
2017-01-01
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
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.
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.
Inference for Continuous-Time Probabilistic Programming
2017-12-01
Proceedings of the European Conference in Machine Learn- ing and Principals and Practice of Knowledge and Discovery in Databases (ECML- PKDD). Williams , C. K . I...interaction net- works. Journal of the Royal Statistical Society: Series B, 75(5):821–849, 2013. [4] Christopher DuBois, Carter T. Butts, and Padhraic...pages 421–430, 2007. [20] E. Busra Celikkaya, Christian R. Shelton, and William Lam. Factored filtering of continuous- time systems. In Proceedings of
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)
Path probabilities of continuous time random walks
Eule, Stephan; Friedrich, Rudolf
2014-12-01
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.
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)
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.
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
School Dropouts in Perspective.
Sherraden, Michael W.
1986-01-01
Discusses aspects of the school dropout problem: figures and trends, related youth problems (unemployment, crime and vandalism, drug and alcohol abuse, political alienation, teen pregnancy and childbirth, homicide and suicide), and suggestions for solving the problem. (CT)
Czech Academy of Sciences Publication Activity Database
Slovák, Dalibor
2014-01-01
Roč. 2, č. 1 (2014), s. 31-33 ISSN 1805-8698 Grant - others:SVV(CZ) 260034 Institutional support: RVO:67985807 Keywords : drop-out * peak height * DNA interpretation Subject RIV: IN - Informatics, Computer Science http://www.ijbh.org/ijbh2014-1.pdf
Predicting Marital Therapy Dropouts.
Allgood, Scot M.; Crane, D. Russell
1991-01-01
Attempted to predict therapy dropouts using data gathered at marital therapy intake with 474 couples seeking marital therapy who attended at least 1 session. Significant predictors of dropping out included having less than two children, having a male intake clinician, and presenting problem relating only to one spouse. (Author/ABL)
Dropout in vocational education
DEFF Research Database (Denmark)
Jørgensen, Christian Helms
level (Lamb and Markussen 2011). Continuing high dropout rates will make it very hard for the government to reach its target for educational completion, and the government has launched a series of measures to increase retention including the obligation for all colleges to make plans for retention...
Linardon, Jake; Hindle, Annemarie; Brennan, Leah
2018-03-01
Cognitive-behavioral therapy (CBT) is efficacious for a range of eating disorder presentations, yet premature dropout is one factor that might limit CBTs effectiveness. Improved understanding of dropout from CBT for eating disorders is important. This meta-analysis aimed to study dropout from CBT for eating disorders in randomized controlled trials (RCTs), by (a) identifying the types of dropout definitions applied, (b) providing estimates of dropout, (c) comparing dropout rates from CBT to non-CBT interventions for eating disorders, and (d) testing moderators of dropout. RCTs of CBT for eating disorders that reported rates of dropout were searched. Ninety-nine RCTs (131 CBT conditions) were included. Dropout definitions varied widely across studies. The overall dropout estimate was 24% (95% CI = 22-27%). Diagnostic type, type of dropout definition, baseline symptom severity, study quality, and sample age did not moderate this estimate. Dropout was highest among studies that delivered internet-based CBT and was lowest in studies that delivered transdiagnostic enhanced CBT. There was some evidence that longer treatment protocols were associated with lower dropout. No significant differences in dropout rates were observed between CBT and non-CBT interventions for all eating disorder subtypes. Present study dropout estimates are hampered by the use of disparate dropout definitions applied. This meta-analysis highlights the urgency for RCTs to utilize a standardized dropout definition and to report as much information on patient dropout as possible, so that strategies designed to minimize dropout can be developed, and factors predictive of CBT dropout can be more easily identified. © 2018 Wiley Periodicals, Inc.
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.
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 ...
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.
Immunization Dropout Rates: Some Issues
African Journals Online (AJOL)
have included the measles vaccination records to calculate the immunization dropout rate. The next issue is that the data from health centers will have fewer dropouts as the parents are aware of the benefits of immunization and have volunteered to get their children immunized. Moreover the 3 DPT doses are given with ...
Integral-Value Models for Outcomes over Continuous Time
DEFF Research Database (Denmark)
Harvey, Charles M.; Østerdal, Lars Peter
Models of preferences between outcomes over continuous time are important for individual, corporate, and social decision making, e.g., medical treatment, infrastructure development, and environmental regulation. This paper presents a foundation for such models. It shows that conditions on prefere...... on preferences between real- or vector-valued outcomes over continuous time are satisfied if and only if the preferences are represented by a value function having an integral form......Models of preferences between outcomes over continuous time are important for individual, corporate, and social decision making, e.g., medical treatment, infrastructure development, and environmental regulation. This paper presents a foundation for such models. It shows that conditions...
Continuous-time Markov decision processes theory and applications
Guo, Xianping
2009-01-01
This volume provides the first book entirely devoted to recent developments on the theory and applications of continuous-time Markov decision processes (MDPs). The MDPs presented here include most of the cases that arise in applications.
Causes of Male Dropout Rate in Pakistan
Ud Din, Muhammad Naseer; Dad, Hukam; Iqbal, Javid; Shah, Syed Shafqat Ali; Niazi, Muhammad Imran
2011-01-01
This study aimed to seek the cause of male students' dropout rate at the primary level of F.R. Peshawar. The main objectives of the study were: 1) to study the teacher problems and attitudes of the dropouts, 2) to determine the factors that cause dropouts, 3) to study the government's strategy of dropouts, and 4) to provide suggestions to overcome…
Continuous-time system identification of a smoking cessation intervention
Timms, Kevin P.; Rivera, Daniel E.; Collins, Linda M.; Piper, Megan E.
2014-07-01
Cigarette smoking is a major global public health issue and the leading cause of preventable death in the United States. Toward a goal of designing better smoking cessation treatments, system identification techniques are applied to intervention data to describe smoking cessation as a process of behaviour change. System identification problems that draw from two modelling paradigms in quantitative psychology (statistical mediation and self-regulation) are considered, consisting of a series of continuous-time estimation problems. A continuous-time dynamic modelling approach is employed to describe the response of craving and smoking rates during a quit attempt, as captured in data from a smoking cessation clinical trial. The use of continuous-time models provide benefits of parsimony, ease of interpretation, and the opportunity to work with uneven or missing data.
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.
Continuous-time capture-recapture in closed populations.
Schofield, Matthew R; Barker, Richard J; Gelling, Nicholas
2017-09-12
The standard approach to fitting capture-recapture data collected in continuous time involves arbitrarily forcing the data into a series of distinct discrete capture sessions. We show how continuous-time models can be fitted as easily as discrete-time alternatives. The likelihood is factored so that efficient Markov chain Monte Carlo algorithms can be implemented for Bayesian estimation, available online in the R package ctime. We consider goodness-of-fit tests for behavior and heterogeneity effects as well as implementing models that allow for such effects. © 2017, The International Biometric Society.
A continuous time formulation of the Regge calculus
International Nuclear Information System (INIS)
Brewin, Leo
1988-01-01
A complete continuous time formulation of the Regge calculus is presented by developing the associated continuous time Regge action. It is shown that the time constraint is, by way of the Bianchi identities conserved by the evolution equations. This analysis leads to an explicit first integral for each of the evolution equations. The dynamical equations of the theory are therefore reduced to a set of first-order differential equations. In this formalism the time constraints reduce to a simple sum of the integration constants. This result is unique to the Regge calculus-there does not appear to be a complete set of first integrals available for the vacuum Einstein equations. (author)
Application of continuous-time random walk to statistical arbitrage
Directory of Open Access Journals (Sweden)
Sergey Osmekhin
2015-01-01
Full Text Available An analytical statistical arbitrage strategy is proposed, where the distribution of the spread is modelled as a continuous-time random walk. Optimal boundaries, computed as a function of the mean and variance of the firstpassage time ofthe spread,maximises an objective function. The predictability of the trading strategy is analysed and contrasted for two forms of continuous-time random walk processes. We found that the waiting-time distribution has a significant impact on the prediction of the expected profit for intraday trading
Bünstorf, Guido; Nielsen, Kristian; Timmermans, Bram
2016-01-01
Are college dropouts successful entrepreneurs? Other than anecdotal evidence on illustrious college dropouts who managed to become self-made billionaires, there is only limited empirical evidence to answer this question. This paper addresses this issue by investigating the relationship between college dropout or graduation and entrepreneurship activity as well as performance. Using information from the Danish labor market register, we identify college students, whether these students graduate...
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
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 unspan...
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
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 ...
Reachability in continuous-time Markov reward decision processes
Baier, Christel; Haverkort, Boudewijn R.H.M.; Hermanns, H.; Katoen, Joost P.; Flum, J.; Graedel, E.; Wilke, Th.
Continuous-time Markov decision processes (CTMDPs) are widely used for the control of queueing systems, epidemic and manufacturing processes. Various results on optimal schedulers for discounted and average reward optimality criteria in CTMDPs are known, but the typical game-theoretic winning
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
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
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 p...
Identification of continuous-time systems from samples of input ...
Indian Academy of Sciences (India)
Abstract. This paper presents an introductory survey ofthe methodsthat have been developed for identification of continuous-time systems from samples of input-output data. The two basic approaches may be described as. the indirect method, where first a discrete-time model is estimated from the sampled data and then an ...
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. ...... 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.......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...
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...... and improve estimation of reference points relative to discrete-time analysis of aggregated annual data. Finally, subannual data from five North Sea stocks are analysed with particular focus on using residual analysis to diagnose model insufficiencies and identify necessary model extensions such as robust...
Event-Triggered Fault Detection Filter Design for a Continuous-Time Networked Control System.
Wang, Yu-Long; Shi, Peng; Lim, Cheng-Chew; Liu, Yuan
2016-12-01
This paper studies the problem of event-triggered fault detection filter (FDF) and controller coordinated design for a continuous-time networked control system (NCS) with biased sensor faults. By considering sensor-to-FDF network-induced delays and packet dropouts, which do not impose a constraint on the event-triggering mechanism, and proposing the simultaneous network bandwidth utilization ratio and fault occurrence probability-based event-triggering mechanism, a new closed-loop model for the considered NCS is established. Based on the established model, the event-triggered H ∞ performance analysis, and FDF and controller coordinated design are presented. The combined mutually exclusive distribution and Wirtinger-based integral inequality approach is proposed for the first time to deal with integral inequalities for products of vectors. This approach is proved to be less conservative than the existing Wirtinger-based integral inequality approach. The designed FDF and controller can guarantee the sensitivity of the residual signal to faults and the robustness of the NCS to external disturbances. The simulation results verify the effectiveness of the proposed event-triggering mechanism, and the FDF and controller coordinated design.
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.
Continuous Time Random Walks with memory and financial distributions
Montero, Miquel; Masoliver, Jaume
2017-11-01
We study financial distributions from the perspective of Continuous Time Random Walks with memory. We review some of our previous developments and apply them to financial problems. We also present some new models with memory that can be useful in characterizing tendency effects which are inherent in most markets. We also briefly study the effect on return distributions of fractional behaviors in the distribution of pausing times between successive transactions.
Modeling electricity loads in California: a continuous-time approach
Weron, R.; Kozłowska, B.; Nowicka-Zagrajek, J.
2001-10-01
In this paper we address the issue of modeling electricity loads and prices with diffusion processes. More specifically, we study models which belong to the class of generalized Ornstein-Uhlenbeck processes. After comparing properties of simulated paths with those of deseasonalized data from the California power market and performing out-of-sample forecasts we conclude that, despite certain advantages, the analyzed continuous-time processes are not adequate models of electricity load and price dynamics.
A Stochastic Continuous Time Model for Microgrid Energy Management
Heymann, Benjamin; Frédéric Bonnans, J; Silva, Francisco; Jimenez, Guillermo
2016-01-01
International audience; We propose a novel stochastic control formulation for the microgrid energy management problem and extend previous works on continuous time rolling horizon strategy to uncertain demand. We modelize the demand dynamics with a stochastic differential equation. We decompose this dynamics into three terms: an average drift, a time-dependent mean-reversion term and a Brownian noise. We use BOCOPHJB for the numerical simulations. This optimal control toolbox implements a semi...
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
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...
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.
Continuous-Time Random Walks at All Times
Kolomeisky, Anatoly B.
2009-01-01
Continuous-time random walks (CTRW) play important role in understanding of a wide range of phenomena. However, most theoretical studies of these models concentrate only on stationary-state dynamics. We present a new theoretical approach, based on generalized master equations picture, that allowed us to obtain explicit expressions for Laplace transforms for all dynamic quantities for different CTRW models. This theoretical method leads to the effective description of CTRW at all times. Specif...
Evidence on Dropout Phenomena at Universities
DEFF Research Database (Denmark)
Larsen, Malene Rode; Sommersel, Hanna Bjørnøy; Larsen, Michael Søgaard
This publication is an excerpt from the full technical report ‘Dropout Phenomena at Universities: What is Dropout? Why does Dropout Occur? What Can be Done by the Universities to Prevent or Reduce it? A systematic review’, which was completed in April 2013. The purpose of this excerpt is to prese...... the knowledge we have on dropout phenomena at European universities in a short, precise and comprehensible form to allow readers to orient themselves on the subject in a more readable manner....
High School Dropouts: Issues and Solutions.
Lunenburg, Fred C.
One of the most enduring challenges facing the public school system is decreasing the dropout rate. The highest rate of growth population in the future will be among the groups who are at greatest risk of dropping out of school. This paper outlines what school officials can do to decrease the dropout rate. The suggestions for dropout prevention…
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.
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.
Continuous-Time Multiobjective Optimization Problems via Invexity
Directory of Open Access Journals (Sweden)
Valeriano A. De Oliveira
2007-02-01
Full Text Available We introduce some concepts of generalized invexity for the continuous-time multiobjective programming problems, namely, the concepts of Karush-Kuhn-Tucker invexity and Karush-Kuhn-Tucker pseudoinvexity. Using the concept of Karush-Kuhn-Tucker invexity, we study the relationship of the multiobjective problems with some related scalar problems. Further, we show that Karush-Kuhn-Tucker pseudoinvexity is a necessary and suffcient condition for a vector Karush-Kuhn-Tucker solution to be a weakly efficient solution.
Continuous time random walk in homogeneous porous media.
Jiang, Jianguo; Wu, Jichun
2013-12-01
Continuous time random walk (CTRW) has been successfully applied in the description of anomalous transport in porous media in recent years. We simulate solute transport in randomly packed spheres with the same diameter and use CTRW to analyze the simulated results. From analysis, we find that there exists weak anomalous transport in the approximately homogeneous porous media. The anomaly becomes more apparent with the increase of Pe. This conclusion consists with previous simulations in two-dimensional homogeneous media and experimental data. We also calculate the trapping probabilities of solute particles in stagnant regions, which could give a physically based explanation for this non-Gaussian behavior. © 2013.
Continuous-time random walks at all times.
Kolomeisky, Anatoly B
2009-12-21
Continuous-time random walks (CTRW) play an important role in understanding of a wide range of phenomena. However, most theoretical studies of these models concentrate only on dynamics at long times. We present a new theoretical approach, based on generalized master equations picture, which allowed us to obtain explicit expressions for Laplace transforms for all dynamic quantities for different CTRW models. This theoretical method leads to the effective description of CTRW at all times. Specific calculations are performed for homogeneous, periodic models and for CTRW with irreversible detachments. The approach to stationary states for CTRW is analyzed. Our results are also used to analyze generalized fluctuations theorem.
Connecting Dropouts to Career Pathways
Saddler, Sterling; Tyler, Tiffany G.; Maldonado, Cecilia; Cleveland, Roger; Thompson, Lisa K.
2011-01-01
There is a critical need to identify solutions to the unemployment of high school dropouts. When a student prematurely leaves school, the economic, social, and political impacts result in negative consequences for the individual and the community. Of the nearly 2.2 million students who drop out of high school every year in the United States,…
Immunization Dropout Rates: Some Issues
African Journals Online (AJOL)
vaccination from BCG ‑ Measles first dose has a distinct advantage. DTP1–DTP3 dropout rate measures the ability of the immunization system to reach a child multiple times with the same antigen(s).[3] It also measures the same delivery system multiple times; thereby giving insight into factors that may hinder caregivers to ...
Atomic clocks and the continuous-time random-walk
Formichella, Valerio; Camparo, James; Tavella, Patrizia
2017-11-01
Atomic clocks play a fundamental role in many fields, most notably they generate Universal Coordinated Time and are at the heart of all global navigation satellite systems. Notwithstanding their excellent timekeeping performance, their output frequency does vary: it can display deterministic frequency drift; diverse continuous noise processes result in nonstationary clock noise (e.g., random-walk frequency noise, modelled as a Wiener process), and the clock frequency may display sudden changes (i.e., "jumps"). Typically, the clock's frequency instability is evaluated by the Allan or Hadamard variances, whose functional forms can identify the different operative noise processes. Here, we show that the Allan and Hadamard variances of a particular continuous-time random-walk, the compound Poisson process, have the same functional form as for a Wiener process with drift. The compound Poisson process, introduced as a model for observed frequency jumps, is an alternative to the Wiener process for modelling random walk frequency noise. This alternate model fits well the behavior of the rubidium clocks flying on GPS Block-IIR satellites. Further, starting from jump statistics, the model can be improved by considering a more general form of continuous-time random-walk, and this could bring new insights into the physics of atomic clocks.
Continuous-time random walks that alter environmental transport properties.
Angstmann, C; Henry, B I
2011-12-01
We consider continuous-time random walks (CTRWs) in which the walkers have a finite probability to alter the waiting-time and/or step-length transport properties of their environment, resulting in possibly transient anomalous diffusion. We refer to these CTRWs as transmogrifying continuous-time random walks (TCTRWs) to emphasize that they change the form of the transport properties of their environment, and in a possibly strange way. The particular case in which the CTRW waiting-time density has a finite probability to be permanently altered at a given site, following a visitation by a walker, is considered in detail. Master equations for the probability density function of transmogrifying random walkers are derived, and results are compared with Monte Carlo simulations. An interesting finding is that TCTRWs can generate transient subdiffusion or transient superdiffusion without invoking truncated or tempered power law densities for either the waiting times or the step lengths. The transient subdiffusion or transient superdiffusion arises in TCTRWs with Gaussian step-length densities and exponential waiting-time densities when the altered average waiting time is greater than or less than, respectively, the original average waiting time.
Non-linear continuous time random walk models★
Stage, Helena; Fedotov, Sergei
2017-11-01
A standard assumption of continuous time random walk (CTRW) processes is that there are no interactions between the random walkers, such that we obtain the celebrated linear fractional equation either for the probability density function of the walker at a certain position and time, or the mean number of walkers. The question arises how one can extend this equation to the non-linear case, where the random walkers interact. The aim of this work is to take into account this interaction under a mean-field approximation where the statistical properties of the random walker depend on the mean number of walkers. The implementation of these non-linear effects within the CTRW integral equations or fractional equations poses difficulties, leading to the alternative methodology we present in this work. We are concerned with non-linear effects which may either inhibit anomalous effects or induce them where they otherwise would not arise. Inhibition of these effects corresponds to a decrease in the waiting times of the random walkers, be this due to overcrowding, competition between walkers or an inherent carrying capacity of the system. Conversely, induced anomalous effects present longer waiting times and are consistent with symbiotic, collaborative or social walkers, or indirect pinpointing of favourable regions by their attractiveness. 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.
Drop-out probabilities of IrisPlex SNP alleles
DEFF Research Database (Denmark)
Andersen, Jeppe Dyrberg; Tvedebrink, Torben; Mogensen, Helle Smidt
2013-01-01
In certain crime cases, information about a perpetrator's phenotype, including eye colour, may be a valuable tool if no DNA profile of any suspect or individual in the DNA database matches the DNA profile found at the crime scene. Often, the available DNA material is sparse and allelic drop......-out when the amount of DNA was greater than 125 pg for 29 cycles of PCR and greater than 62 pg for 30 cycles of PCR. With the use of a logistic regression model, we estimated the allele specific probability of drop-out in heterozygote systems based on the signal strength of the observed allele...
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 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
Locally optimal-digital redesign of continuous-time systems
Shieh, Leang-San; Zhao, Xiao-Ming; Zhang, Jian-Liang
1989-01-01
This paper presents a new optimal digital redesign technique for finding a dynamic digital control law from the given continuous-time counterpart by minimizing a local quadratic performance index. The quadratic performance index is chosen as the integral of the weighted squared difference between the states of the original closed-loop system and those of the digitally controlled closed-loop system at any instant between each sampling period. The developed optimal digital redesign control law enables the states of the digitally controlled closed-loop system 10 closely match those of the original closed-loop system at any instant between each sampling period, and it can easily be implemented using microcomputers with a relatively large sampling period.
Continuous Time Random Walk (CTRW) put to work
Scher, Harvey
2017-12-01
A personal history of the first applications of CTRW to the physics of transport and diffusion in disordered media is presented. The sequence of steps leading to the introduction of novel ψ(t), the probability density of particle-transfer times, without moments is briefly outlined. The key concept that emerged from those early applications is anomalous or non-Fickian transport. The latter involved spatial moments of the particle propagator with completely different time behavior, e.g., the mean ∝ tβ, 0 /σ = constant. With these results many puzzling experimental data were explained. The data ranged from electronic dynamics of amorphous films to chemical migration and interaction in the subsurface of the Earth. These were not anticipated results but a consequence of the CTRW with these special ψ(t). 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.
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.
Clustered continuous-time random walks: diffusion and relaxation consequences.
Weron, Karina; Stanislavsky, Aleksander; Jurlewicz, Agnieszka; Meerschaert, Mark M; Scheffler, Hans-Peter
2012-06-08
We present a class of continuous-time random walks (CTRWs), in which random jumps are separated by random waiting times. The novel feature of these CTRWs is that the jumps are clustered. This introduces a coupled effect, with longer waiting times separating larger jump clusters. We show that the CTRW scaling limits are time-changed processes. Their densities solve two different fractional diffusion equations, depending on whether the waiting time is coupled to the preceding jump, or the following one. These fractional diffusion equations can be used to model all types of experimentally observed two power-law relaxation patterns. The parameters of the scaling limit process determine the power-law exponents and loss peak frequencies.
Signal dropout correction-based ultrasound segmentation for diastolic mitral valve modeling.
Xia, Wenyao; Moore, John; Chen, Elvis C S; Xu, Yuanwei; Ginty, Olivia; Bainbridge, Daniel; Peters, Terry M
2018-04-01
Three-dimensional ultrasound segmentation of mitral valve (MV) at diastole is helpful for duplicating geometry and pathology in a patient-specific dynamic phantom. The major challenge is the signal dropout at leaflet regions in transesophageal echocardiography image data. Conventional segmentation approaches suffer from missing sonographic data leading to inaccurate MV modeling at leaflet regions. This paper proposes a signal dropout correction-based ultrasound segmentation method for diastolic MV modeling. The proposed method combines signal dropout correction, image fusion, continuous max-flow segmentation, and active contour segmentation techniques. The signal dropout correction approach is developed to recover the missing segmentation information. Once the signal dropout regions of TEE image data are recovered, the MV model can be accurately duplicated. Compared with other methods in current literature, the proposed algorithm exhibits lower computational cost. The experimental results show that the proposed algorithm gives competitive results for diastolic MV modeling compared with conventional segmentation algorithms, evaluated in terms of accuracy and efficiency.
Work environment and school dropout
DEFF Research Database (Denmark)
Hansen, Claus D.; Andersen, Johan Hviid; Lund, Thomas
Aim The aim of this presentation is to examine the possible impact of work environment (and especially psychosocial work environment) on school dropout. The questions raised are: to what extent do psychosocial work environment and especially the social relations between young apprentices and thei......Aim The aim of this presentation is to examine the possible impact of work environment (and especially psychosocial work environment) on school dropout. The questions raised are: to what extent do psychosocial work environment and especially the social relations between young apprentices...... indicated that ‘being treated badly by superior’ was part of the reason for doing so. Further analyses show that reporting repetitive and monotonous work tasks increases the risk of dropping out (OR: 1.74) and that reporting bad working climate at ones work place increases the risk of considering...
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.
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.
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.
Steady states of continuous-time open quantum walks
Liu, Chaobin; Balu, Radhakrishnan
2017-07-01
Continuous-time open quantum walks (CTOQW) are introduced as the formulation of quantum dynamical semigroups of trace-preserving and completely positive linear maps (or quantum Markov semigroups) on graphs. We show that a CTOQW always converges to a steady state regardless of the initial state when a graph is connected. When the graph is both connected and regular, it is shown that the steady state is the maximally mixed state. As shown by the examples in this article, the steady states of CTOQW can be very unusual and complicated even though the underlying graphs are simple. The examples demonstrate that the structure of a graph can affect quantum coherence in CTOQW through a long-time run. Precisely, the quantum coherence persists throughout the evolution of the CTOQW when the underlying topology is certain irregular graphs (such as a path or a star as shown in the examples). In contrast, the quantum coherence will eventually vanish from the open quantum system when the underlying topology is a regular graph (such as a cycle).
Chaos and unpredictability in evolution of cooperation in continuous time
You, Taekho; Kwon, Minji; Jo, Hang-Hyun; Jung, Woo-Sung; Baek, Seung Ki
2017-12-01
Cooperators benefit others with paying costs. Evolution of cooperation crucially depends on the cost-benefit ratio of cooperation, denoted as c . In this work, we investigate the infinitely repeated prisoner's dilemma for various values of c with four of the representative memory-one strategies, i.e., unconditional cooperation, unconditional defection, tit-for-tat, and win-stay-lose-shift. We consider replicator dynamics which deterministically describes how the fraction of each strategy evolves over time in an infinite-sized well-mixed population in the presence of implementation error and mutation among the four strategies. Our finding is that this three-dimensional continuous-time dynamics exhibits chaos through a bifurcation sequence similar to that of a logistic map as c varies. If mutation occurs with rate μ ≪1 , the position of the bifurcation sequence on the c axis is numerically found to scale as μ0.1, and such sensitivity to μ suggests that mutation may have nonperturbative effects on evolutionary paths. It demonstrates how the microscopic randomness of the mutation process can be amplified to macroscopic unpredictability by evolutionary dynamics.
Continuous time random walks for the evolution of Lagrangian velocities
Dentz, Marco; Kang, Peter K.; Comolli, Alessandro; Le Borgne, Tanguy; Lester, Daniel R.
2016-11-01
We develop a continuous time random walk (CTRW) approach for the evolution of Lagrangian velocities in steady heterogeneous flows based on a stochastic relaxation process for the streamwise particle velocities. This approach describes the persistence of velocities over a characteristic spatial scale, unlike classical random walk methods, which model the persistence over a characteristic time scale. We first establish the relation between Eulerian and Lagrangian velocities for both equidistant and isochrone sampling along streamlines, under transient and stationary conditions. Based on this, we develop a space-continuous CTRW approach for the spatial and temporal dynamics of Lagrangian velocities. While classical CTRW formulations have nonstationary Lagrangian velocity statistics, the proposed approach quantifies the evolution of the Lagrangian velocity statistics under both stationary and nonstationary conditions. We provide explicit expressions for the Lagrangian velocity statistics and determine the behaviors of the mean particle velocity, velocity covariance, and particle dispersion. We find strong Lagrangian correlation and anomalous dispersion for velocity distributions that are tailed toward low velocities as well as marked differences depending on the initial conditions. The developed CTRW approach predicts the Lagrangian particle dynamics from an arbitrary initial condition based on the Eulerian velocity distribution and a characteristic correlation scale.
Continuous-time random walk with correlated waiting times.
Chechkin, Aleksei V; Hofmann, Michael; Sokolov, Igor M
2009-09-01
Based on the Langevin description of the continuous time random walk (CTRW), we consider a generalization of CTRW in which the waiting times between the subsequent jumps are correlated. We discuss the cases of exponential and slowly decaying persistent power-law correlations between the waiting times as two generic examples and obtain the corresponding mean squared displacements as functions of time. In the case of exponential-type correlations the (sub)diffusion at short times is slower than in the absence of correlations. At long times the behavior of the mean squared displacement is the same as in uncorrelated CTRW. For power-law correlations we find subdiffusion characterized by the same exponent at all times, which appears to be smaller than the one in uncorrelated CTRW. Interestingly, in the limiting case of an extremely long power-law correlations, the (sub)diffusion exponent does not tend to zero, but is bounded from below by the subdiffusion exponent corresponding to a short-time behavior in the case of exponential correlations.
Subordinated diffusion and continuous time random walk asymptotics.
Dybiec, Bartłomiej; Gudowska-Nowak, Ewa
2010-12-01
Anomalous transport is usually described either by models of continuous time random walks (CTRWs) or, otherwise, by fractional Fokker-Planck equations (FFPEs). The asymptotic relation between properly scaled CTRW and fractional diffusion process has been worked out via various approaches widely discussed in literature. Here, we focus on a correspondence between CTRWs and time and space fractional diffusion equation stemming from two different methods aimed to accurately approximate anomalous diffusion processes. One of them is the Monte Carlo simulation of uncoupled CTRW with a Lévy α-stable distribution of jumps in space and a one-parameter Mittag-Leffler distribution of waiting times. The other is based on a discretized form of a subordinated Langevin equation in which the physical time defined via the number of subsequent steps of motion is itself a random variable. Both approaches are tested for their numerical performance and verified with known analytical solutions for the Green function of a space-time fractional diffusion equation. The comparison demonstrates a trade off between precision of constructed solutions and computational costs. The method based on the subordinated Langevin equation leads to a higher accuracy of results, while the CTRW framework with a Mittag-Leffler distribution of waiting times provides efficiently an approximate fundamental solution to the FFPE and converges to the probability density function of the subordinated process in a long-time limit. © 2010 American Institute of Physics.
Anomalous transport in turbulent plasmas and continuous time random walks
Energy Technology Data Exchange (ETDEWEB)
Balescu, R. [Association Euratom-Etat Belge pour la Fusion, Physique Statistique et Plasmas, Universite Libre de Bruxelles, Campus Plaine, Code Postal 231, Boulevard du Triomphe, 1050 Bruxelles (Belgium)
1995-05-01
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 {ital t}{sup 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.
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.
DEFF Research Database (Denmark)
Andersen, Torben G.; Bollerslev, Tim; Frederiksen, Per Houmann
that might have generated the data. As such, the tests may serve as a useful diagnostic tool in the specification of empirically more realistic asset pricing models. Our results are also directly related to the popular mixture-of-distributions hypoth- esis and the role of the corresponding latent information......We provide an empirical framework for assessing the distributional properties of daily specu- lative returns within the context of the continuous-time modeling paradigm traditionally used in asset pricing finance. Our approach builds directly on recently developed realized variation measures...... and non-parametric jump detection statistics constructed from high-frequency intra- day data. A sequence of relatively simple-to-implement moment-based tests involving various transforms of the daily returns speak directly to the import of different features of the under- lying continuous-time processes...
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.)
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
Factors Influencing Dropouts' GED & Diploma Attainment
Directory of Open Access Journals (Sweden)
Jeffrey C. Wayman
2001-02-01
Full Text Available This study examined correlates of degree attainment in high school dropouts. Participants were high school dropouts of Mexican American or non-Latino white descent who had no degree, a high school degree, or a GED certificate. This study was unique in that it accounted for sample bias of missing data through the use of multiple imputation, it considered students who had dropped out as early as 7th grade, and it was able to include variables found significant in previous research on returning dropouts. Logistic regression analyses identified a parsimonious set of factors which distinguished dropouts who held degrees (diploma or GED from those who did not. Similar analyses were performed to distinguish participants who had attained diplomas from those who had attained GEDs. It was estimated that 59.2% of dropouts return to obtain high school credentials. School capability, age at dropout, and socio-economic status significantly predicted degree attainment. Presence of children, higher school capability and socio-economic status were associated with GED attainment, while later grade at dropout was associated with diploma attainment. These relationships did not vary by ethnicity, although degree attainment was less likely for Mexican American dropouts. The study concludes that dropping out is not the end of a student's education, and more research should be directed toward returning dropouts. Further, the focus of such research should be expanded to include a more positive and broader range of correlates.
Transport behavior of coupled continuous-time random walks.
Dentz, Marco; Scher, Harvey; Holder, Devora; Berkowitz, Brian
2008-10-01
The origin of anomalous or non-Fickian transport in disordered media is the broad spectrum of transition rates intrinsic to these systems. A system that contains within it heterogeneities over multiple length scales is geological formations. The continuous time random walk (CTRW) framework, which has been demonstrated to be an effective means to model non-Fickian transport features in these systems and to have predictive capacities, has at its core this full spectrum represented as a joint probability density psi(s,t) of random space time displacements (s,t) . Transport in a random fracture network (RFN) has been calculated with a coupled psi(s,t) and has subsequently been shown to be approximated well by a decoupled form psi(s,t)=F(s)psi(t) . The latter form has been used extensively to model non-Fickian transport in conjunction with a velocity distribution Phi(xi),xi identical with 1v, where v is the velocity magnitude. The power-law behavior of psi(t) proportional to (-1-beta), which determines non-Fickian transport, derives from the large xi dependence of Phi(xi) . In this study we use numerical CTRW simulations to explore the expanded transport phenomena derived from a coupled psi(s,t) . Specifically, we introduce the features of a power-law dependence in the s distribution with different Phi(xi) distributions (including a constant v) coupled by t=s(xi) . Unlike Lévy flights in this coupled scenario the spatial moments of the plumes are well defined. The shapes of the plumes depend on the entire Phi(xi) distribution, i.e., both small and large xi dependence; there is a competition between long displacements (which depend on the small xi dependence) and large time events (which depend on a power law for large xi). These features give rise to an enhanced range of transport behavior with a broader scope of applications, e.g., to correlated migrations in a RFN and in heterogeneous permeability fields. The approximation to the decoupled case is investigated as a
Factors associated with dropout in medical education: a literature review
DEFF Research Database (Denmark)
O'Neill, Lotte Dyhrberg; Wallstedt, Birgitta; Eika, Berit
2011-01-01
Medical school dropout may have negative consequences for society, patients, the profession, schools and dropouts. To our knowledge, the literature dealing with dropout from medical school has never been systematically and critically appraised.......Medical school dropout may have negative consequences for society, patients, the profession, schools and dropouts. To our knowledge, the literature dealing with dropout from medical school has never been systematically and critically appraised....
Predicting secondary school dropout among South African ...
African Journals Online (AJOL)
... not living with one's mother, smoking cigarettes in the past month, and lower levels of leisure-related intrinsic motivation significantly predicted dropout. Results support comprehensive prevention programmes that target risk behaviour and leisure. Keywords: adolescence; leisure motivation; school dropout; substance use ...
Revisiting Primary School Dropout in Rural Cambodia
No, Fata; Sam, Chanphirun; Hirakawa, Yukiko
2012-01-01
Previous studies on school dropout in Cambodia often used data from subjects after they already dropped out or statistics from education-related institutions. Using data from children in two rural provinces before they dropped out, this study examines four main factors in order to identify their influence on primary school dropout in Cambodia.…
Factors predicting dropout in student nursing assistants
DEFF Research Database (Denmark)
Svensson, Annemarie Lyng; Strøyer, Jesper; Ebbehøj, Niels Erik
2008-01-01
BACKGROUND: The dropout rate among student nursing assistants (NAs) in Danish health and social care education is high at >20%. AIMS: To explore if recent low back pain (LBP) history is a predictor of dropout among NA students, taking into account conventional risk factors for LBP, general health...
West Virginia Dropout Study, 1985-86.
West Virginia State Dept. of Education, Charleston. Div. of General and Special Educational Development.
Reported in this document are dropout statistics from the State of West Virginia for the school year 1985-86. This annual survey of the 55 county school systems has been conducted since the 1968-69 school year. Topics surveyed include Education Consolidation and Improvement Act (ECIA) status, exit interviews, grade at exit, month dropout left…
Valued Youth Anthology: Articles on Dropout Prevention.
Intercultural Development Research Association, San Antonio, TX.
This document contains, in chronological order, all articles related to dropouts that have appeared in the Intercultural Development Research Association (IDRA) Newsletter from 1986 to 1989. The articles are: (1) "The Prevention and Recovery of Dropouts: An Action Agenda" (Robledo); (2) "Coca Cola Valued Youth Partnership Program Results of Second…
Patterns, Consequences, and Possible Causes of Dropout in Upper Secondary Education in Mexico
Directory of Open Access Journals (Sweden)
Raja Bentaouet Kattan
2015-01-01
Full Text Available The present study provides a detailed analysis of upper secondary education dropout patterns in Mexico, exploring its consequences and possible causes. To perform the analysis we combine different databases and statistical methods ranging from the use of surveys with information on specific individuals to data aggregated at the municipal and state level. The main value added is the simultaneous analysis of the influence of individual-family, community, and macroaggregate factors, on school dropout in the country.
Directory of Open Access Journals (Sweden)
Julie C.S. Boiché
2009-03-01
Full Text Available The purpose of this study was to investigate a large number of determinants of sport dropout among French adolescents, in order to reveal proximal and distal factors of dropout. 261 current and 106 dropout athletes (M = 14.6 participated to the study. The data were collected by a questionnaire assessing demographic information, athletes' perceptions on their experience, their parents, teammates and coach. t-tests revealed that current and former athletes were distinct on numerous variables. A discriminant function analysis showed three proximal predictors of sport dropout (perceived value of the activity, satisfaction, parents' investment. Subsequent regression analyses showed that perceived value was positively predicted by perceived competence, the value of the activity for teammates, coach's investment, and negatively by conflicts of interest and goal conflict with teammates; satisfaction was positively predicted by the coach's mastery climate, but negatively predicted by conflicts of interest and goal conflict with teammates and with the coach; parents investment was negatively predicted by the goal conflicts with them. This study permitted to discriminate between proximal and more distal psychological antecedents of the dropout behaviour. It brings information relative to the possible targets of interventions aiming at preventing dropout from organized sport
Basic actions to reduce dropout rates in distance learning.
Gregori, Pablo; Martínez, Vicente; Moyano-Fernández, Julio José
2018-02-01
Today's society, which is strongly based on knowledge and interaction with information, has a key component in technological innovation, a fundamental tool for the development of the current teaching methodologies. Nowadays, there are a lot of online resources, such as MOOCs (Massive Open Online Courses) and distance learning courses. One aspect that is common to all of these is a high dropout rate: about 90% in MOOCs and 50% in the courses of the Spanish National Distance Education University, among other examples. In this paper, we analyze a number of actions undertaken in the Master's Degree in Computational Mathematics at Universitat Jaume I in Castellón, Spain. These actions seem to help decrease the dropout rate in distance learning; the available data confirm their effectiveness. Copyright © 2017 Elsevier Ltd. All rights reserved.
Fully on-chip switched capacitor NMOS low dropout voltage regulator
Camacho, D; Camacho, Daniel; Moreira, Paulo
2010-01-01
This paper presents a 1.5 V 50 mA low dropout voltage (LDO) regulator using an NMOS transistor as the output pass element. Continuous time,operation of the LDO is achieved using a new switched floating capacitor scheme that raises the gate voltage of the pass element. The regulator has a 0.2 V dropout at a 50 mA load and is stable for a wide load current range with loading capacitances up to 50 pF. The output variation when a full load step is applied is 300 mV and the recovery time is below 0.3 mu s. it is designed in a 0.13 mu m CMOS process with an area of 0.008 mm(2) and its operation does not require any external component.
Is obesity associated with school dropout? Key developmental and ethnic differences
Lanza, H. Isabella; Huang, David Y.C.
2015-01-01
Background We aimed to expand the literature on child obesity and school outcomes by examining associations between obesity and high school dropout, including the role of obesity onset and duration as well as ethnicity. Methods Data on 5066 children obtained between 1986 and 2010 from the child cohort of the 1979 National Longitudinal Study of Youth (NLSY79) were analyzed. Group-based trajectory analysis identified obesity trajectories from 6-18 years. School completion information from age 14 into young adulthood was used to calculate school dropout. Chi-square and pairwise comparison tests were used to identify significant associations between obesity trajectories and school dropout. Results Adolescents belonging to an increasing trajectory (adolescent-onset obesity) had a higher likelihood of dropping out of high school compared to those belonging to chronic, decreasing (childhood-only obesity), and non-obese trajectories. This association was particularly salient among white adolescents. Conclusions Obesity onset during early adolescence increased risk of high school dropout. White adolescents were particularly vulnerable. Given that early adolescence is marked by significant biological and social changes, future research should seek to identify the underlying processes linking adolescent-obesity and school dropout to decrease school dropout risk among this vulnerable population. PMID:26331748
Risk Psychosocial Factors to School Dropout and Early Teenage Pregnancy
Directory of Open Access Journals (Sweden)
Fabián Antonio Dávila Ramírez
2016-01-01
Full Text Available To explore the frequency and weight that psychosocial risk factors predispose to outcomes of early pregnancy and scholar dropout, a descriptive review was conducted. Materials and Methods: A search and review of the results reported by observational studies in the PubMed database indexed from July 27, 2010 until July 25, 2013 was performed, restricting the search to studies in humans, Spanish or English written, not made in countries in Africa or Asia. Search was widened to LILACS database for the years 2006 to 2013 for Latinamerican countries. For inclusion, all case-control studies comparing different types of interventions and psychosocial risk factors in adolescents were eligible. Results: The review suggests violence experienced during adolescence, sexual abuse, belonging to a low socioeconomic status, low self-esteem, eating behavior disorders, smoking, alcoholism and drug addiction, mental disorders, early initiation of sex, poor family ties, lack of access to information, and resources for family planning as main psychosocial factors related to early pregnancy and scholar dropout in adolescents. Conclusions: Both risk factors associated with pregnancy and scholar dropout were described, and interventions targeting the described risk factors could potentially contribute to the reduction of these outcomes were described.
Continuous-Time Discrete-Distribution Theory for Activity-Driven Networks
Zino, Lorenzo; Rizzo, Alessandro; Porfiri, Maurizio
2016-11-01
Activity-driven networks are a powerful paradigm to study epidemic spreading over time-varying networks. Despite significant advances, most of the current understanding relies on discrete-time computer simulations, in which each node is assigned an activity potential from a continuous distribution. Here, we establish a continuous-time discrete-distribution framework toward an analytical treatment of the epidemic spreading, from its onset to the endemic equilibrium. In the thermodynamic limit, we derive a nonlinear dynamical system to accurately model the epidemic spreading and leverage techniques from the fields of differential inclusions and adaptive estimation to inform short- and long-term predictions. We demonstrate our framework through the analysis of two real-world case studies, exemplifying different physical phenomena and time scales.
A continuous-time/discrete-time mixed audio-band sigma delta ADC
Yan, Liu; Siliang, Hua; Donghui, Wang; Chaohuan, Hou
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.
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)
1986-02-04
M NRL Memorandum Report 5719 An Examination of Models of Relaxation in Complex Systems 1. Continuous Time Random Walk ( CTRW ) Models K. L. NGAI, R. W...Examination of Models of Relaxation in Complex Systems I. Continuous Time Random Walk ( CTRW ) Models E. PSRSONAL AUTHOR(S) Ntgi, K.L., Rendell. R.W...necessary and idenrify by block number) Models of relaxation in complex systemL based on the continuous time random walk ( CTRW ) formalism are examined on
Predicting Psychotherapy Dropouts: A Multilevel Approach.
Kegel, Alexander F; Flückiger, Christoph
2015-01-01
The role of therapeutic processes in predicting premature termination of psychotherapy has been a particular focus of recent research. The purpose of this study was to contrast outpatients who completed therapy and those who dropped out with respect to their self-reported in-session experiences of self-esteem, mastery, clarification and the therapeutic alliance. The 296 patients with mixed disorders were treated with an integrative form of cognitive-behavioural therapy without pre-determined time limit (M = 20.2 sessions). Multilevel analyses indicated that patients who did not completetreatment reported, on average, lower levels of self-esteem, mastery and clarification and lower ratings of their therapeutic alliance in treatment in contrast to patients who completed therapy. Patient-reported change in self-esteem experiences over the course of treatment turned out to be the strongest predictor of dropout from psychotherapy or successful completion. When dropout occurred before the average treatment length was reached, patients reported fewer clarifying experiences as early as the first session and their ratings of the therapeutic alliance were characterized by an absence of positive development. Both of these aspects seem to be involved in patients' decisions to leave treatment early. The findings underscore the importance of the therapeutic process in understanding the mechanisms behind treatment dropout. Analyses data from 296 patients at a private outpatient clinic in a routine practice setting (CBT). Completer/dropout definition: presence or absence of measurement battery at post-assessment. Focuses on change in therapy processes by investigating post-session reports. Finds that positive changes in self-esteem experiences is the most robust predictor of dropout, followed by ratings of clarification experiences and the global alliance. In line with recent dropout research, these process indicators might help to detect therapeutic situations that are
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 nd -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.
Jensen, K; Baier, Christel; Haverkort, Boudewijn R.H.M.; Podelski, A.; Hermanns, H.; Katoen, Joost P.
2004-01-01
A continuous-time Markov decision process (CTMDP) is a generalization of a continuous-time Markov chain in which both probabilistic and nondeterministic choices co-exist. This paper presents an efficient algorithm to compute the maximum (or minimum) probability to reach a set of goal states within a
Baier, Christel; Hermanns, H.; Katoen, Joost P.; Haverkort, Boudewijn R.H.M.
2005-01-01
A continuous-time Markov decision process (CTMDP) is a generalization of a continuous-time Markov chain in which both probabilistic and nondeterministic choices co-exist. This paper presents an efficient algorithm to compute the maximum (or minimum) probability to reach a set of goal states within a
Comparing Dropouts and Persistence in E-Learning Courses
Levy, Yair
2007-01-01
Several studies have been conducted related to dropouts from on-campus and distance education courses. However, no clear definition of dropout from academic courses was provided. Consequently, this study proposes a clear and precise definition of dropout from academic courses in the context of e-learning courses. Additionally, it is documented in…
Construction and validation of students' dropout scale | Fehintola ...
African Journals Online (AJOL)
This study constructed and validated a measure for students' dropout from secondary school programme. The Students' Dropout Scale ... Four hundred dropouts randomly selected using random sampling techniques within Ibadan metropolis were administered the SDS and Emotional Intelligence Scale (EIS). Principal ...
Family Influences on Dropout Behavior in One California High School.
Rumberger, Russell W.; And Others
1990-01-01
Investigated how family processes influence high school student dropout behavior. Used a sample of 114 dropouts from 1 California high school, 48 of whom were matched to similarly profiled continuing students. Identified factors that explain students' dropout decisions: permissive parenting, negative parental reactions to grades, excessive…
Determinants of Voluntary National Health Insurance Drop-Out in Eastern Sudan.
Herberholz, Chantal; Fakihammed, Wael Ahmed
2017-04-01
Low enrolment and high drop-out rates are common problems in voluntary health insurance schemes. Yet, most studies in this research area focus on community-based health insurance and enrolment, rather than drop-out. This study examines what causes informal sector families not to renew their voluntary National Health Insurance Fund (NHIF) health insurance membership in Eastern Sudan. Primary data from about 600 informal sector households that dropped out or remained insured, collected through a household survey conducted in March 2014, were used. Logistic regressions were employed to examine what determines drop-out of the voluntary NHIF scheme. The logistic regression results are consistent with the existing literature and confirm the importance of household head, household and community characteristics. Notably, worse family health status and higher health care utilization decrease the probability of drop-out, which requires further analysis as it may indicate the problem of adverse selection and insufficient risk management. Most importantly, the results consistently show that household heads who are satisfied with health services and those who understand the main features of the voluntary NHIF scheme are less likely to drop out. Also, 30 % of drop-out households hold a social support card and reported that the social support scheme is the main reason for not renewing their voluntary NHIF health insurance membership as they qualify for sponsored NHIF health insurance membership. This study shows that satisfaction with health services and knowledge of the health insurance scheme are important factors explaining drop-out of a national health insurance programme. The results suggest that education and information campaigns should be developed further to raise understanding of the NHIF voluntary scheme. In addition, information systems and coordination between the main agencies should be strengthened to reduce administrative costs and ensure policy coherence.
Causes of Student Absenteeism and School Dropouts
Sahin, Seyma; Arseven, Zeynep; Kiliç, Abdurrahman
2016-01-01
The aim of the study is to investigate the causes of student absenteeism and school dropouts at primary, secondary and high school level in Düzce Province and to develop suggestions for solving these problems. A "case study" design, which is one of the qualitative research approaches, was used in this study. The study group consisted of…
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-...
Socioeconomic differences in school dropout among young adults: the role of social relations.
Winding, Trine Nøhr; Andersen, Johan Hviid
2015-10-15
School dropout in adolescence is an important social determinant of health inequality in a lifetime perspective. It is commonly accepted that parental background factors are associated with later dropout, but to what extent social relations mediate this association is not yet fully understood. To investigate the effect of social relations on the association between parental socioeconomic position and school dropout in the Danish youth cohort Vestliv. This prospective study used data from questionnaires in 2004 and 2007 and register data in 2004 and 2010. The study population consisted of 3,054 persons born in 1989. Information on dropout was dichotomised into those who had completed a secondary education/were still attending one and those who had dropped out/had never attended a secondary education. Logistic regression analyses were used to investigate associations between parental socioeconomic position and dropout at age 21, taking into account effects of social relations at age 15 and 18. A large proportion of young people were having problems with social relations at age 15 and 18. In general, social relations were strongly related to not completing a secondary education, especially among girls. For instance, 18-year-old girls finding family conflicts difficult to handle had a 2.6-fold increased risk of not completing a secondary education. Young people from low socioeconomic position families had approximately a 3-fold higher risk of not completing a secondary education compared to young people from high position families, and the estimates did not change greatly after adjustment for social relations with family or friends. Poor relations with teachers and classmates at age 18 explained a substantial part of the association between income and dropout among both girls and boys. The study confirmed a social gradient in completion of secondary education. Despite the fact that poor social relations at age 15 and 18 were related to dropout at age 21, social
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.
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
Continuous time boolean modeling for biological signaling: application of Gillespie algorithm
Directory of Open Access Journals (Sweden)
Stoll Gautier
2012-08-01
Full Text Available 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 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. Results 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
Directory of Open Access Journals (Sweden)
Wen-Min Zhou
2013-01-01
Full Text Available This paper is concerned with the consensus problem of general linear discrete-time multiagent systems (MASs with random packet dropout that happens during information exchange between agents. The packet dropout phenomenon is characterized as being a Bernoulli random process. A distributed consensus protocol with weighted graph is proposed to address the packet dropout phenomenon. Through introducing a new disagreement vector, a new framework is established to solve the consensus problem. Based on the control theory, the perturbation argument, and the matrix theory, the necessary and sufficient condition for MASs to reach mean-square consensus is derived in terms of stability of an array of low-dimensional matrices. Moreover, mean-square consensusable conditions with regard to network topology and agent dynamic structure are also provided. Finally, the effectiveness of the theoretical results is demonstrated through an illustrative example.
2015-08-17
Control based on Heuristic Dynamic Programming for Nonlinear Continuous-Time Systems In this paper, a novel predictive event-triggered control...method based on heuristic dynamic programming (HDP) algorithm is developed for nonlinear continuous-time systems. A model network is used to estimate...College Road, Suite II Kingston, RI 02881 -1967 ABSTRACT Predictive Event-Triggered Control based on Heuristic Dynamic Programming for Nonlinear
Estimation in continuous-time stochastic| volatility models using nonlinear filters
DEFF Research Database (Denmark)
Nielsen, Jan Nygaard; Vestergaard, M.; Madsen, Henrik
2000-01-01
Presents a correction to the authorship of the article 'Estimation in Continuous-Time Stochastic Volatility Models Using Nonlinear Filters,' published in the periodical 'International Journal of Theoretical and Applied Finance,' Vol. 3, No. 2., pp. 279-308.......Presents a correction to the authorship of the article 'Estimation in Continuous-Time Stochastic Volatility Models Using Nonlinear Filters,' published in the periodical 'International Journal of Theoretical and Applied Finance,' Vol. 3, No. 2., pp. 279-308....
Origins and applications of the Montroll-Weiss continuous time random walk
Shlesinger, Michael F.
2017-05-01
The Continuous Time Random Walk (CTRW) was introduced by Montroll and Weiss in 1965 in a purely mathematical paper. Its antecedents and later applications beginning in 1973 are discussed, especially for the case of fractal time where the mean waiting time between jumps is infinite. 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)
Robert M Dorazio
Full Text Available Several spatial capture-recapture (SCR models have been developed to estimate animal abundance by analyzing the detections of individuals in a spatial array of traps. Most of these models do not use the actual dates and times of detection, even though this information is readily available when using continuous-time recorders, such as microphones or motion-activated cameras. Instead most SCR models either partition the period of trap operation into a set of subjectively chosen discrete intervals and ignore multiple detections of the same individual within each interval, or they simply use the frequency of detections during the period of trap operation and ignore the observed times of detection. Both practices make inefficient use of potentially important information in the data.We developed a hierarchical SCR model to estimate the spatial distribution and abundance of animals detected with continuous-time recorders. Our model includes two kinds of point processes: a spatial process to specify the distribution of latent activity centers of individuals within the region of sampling and a temporal process to specify temporal patterns in the detections of individuals. We illustrated this SCR model by analyzing spatial and temporal patterns evident in the camera-trap detections of tigers living in and around the Nagarahole Tiger Reserve in India. We also conducted a simulation study to examine the performance of our model when analyzing data sets of greater complexity than the tiger data.Our approach provides three important benefits: First, it exploits all of the information in SCR data obtained using continuous-time recorders. Second, it is sufficiently versatile to allow the effects of both space use and behavior of animals to be specified as functions of covariates that vary over space and time. Third, it allows both the spatial distribution and abundance of individuals to be estimated, effectively providing a species distribution model, even in
Predicting Dropout Student: An Application of Data Mining Methods in an Online Education Program
Yukselturk, Erman; Ozekes, Serhat; Turel, Yalin Kilic
2014-01-01
This study examined the prediction of dropouts through data mining approaches in an online program. The subject of the study was selected from a total of 189 students who registered to the online Information Technologies Certificate Program in 2007-2009. The data was collected through online questionnaires (Demographic Survey, Online Technologies…
Valued Youth Partnerships: Programs in Caring. Cross-Age Tutoring Dropout Prevention Strategies.
Intercultural Development Research Association, San Antonio, TX.
This booklet provides information about the Valued Youth Partnership (VYP) program for dropout prevention. Begun in 1984 with the support of the Coca-Cola Company and the collaboration of the Intercultural Development Research Association, the VYP program is being implemented in the Edgewood and South San Antonio school districts in San Antonio,…
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.
Continuous Time Open Quantum Random Walks and Non-Markovian Lindblad Master Equations
Pellegrini, Clément
2014-02-01
A new type of quantum random walks, called Open Quantum Random Walks, has been developed and studied in Attal et al. (Open quantum random walks, preprint) and (Central limit theorems for open quantum random walks, preprint). In this article we present a natural continuous time extension of these Open Quantum Random Walks. This continuous time version is obtained by taking a continuous time limit of the discrete time Open Quantum Random Walks. This approximation procedure is based on some adaptation of Repeated Quantum Interactions Theory (Attal and Pautrat in Annales Henri Poincaré Physique Théorique 7:59-104, 2006) coupled with the use of correlated projectors (Breuer in Phys Rev A 75:022103, 2007). The limit evolutions obtained this way give rise to a particular type of quantum master equations. These equations appeared originally in the non-Markovian generalization of the Lindblad theory (Breuer in Phys Rev A 75:022103, 2007). We also investigate the continuous time limits of the quantum trajectories associated with Open Quantum Random Walks. We show that the limit evolutions in this context are described by jump stochastic differential equations. Finally we present a physical example which can be described in terms of Open Quantum Random Walks and their associated continuous time limits.
Early dropout predictive factors in obesity treatment
Michelini, Ilaria; Falchi, Anna Giulia; Muggia, Chiara; Grecchi, Ilaria; Montagna, Elisabetta; De Silvestri, Annalisa; Tinelli, Carmine
2014-01-01
Diet attrition and failure of long term treatment are very frequent in obese patients. This study aimed to identify pre-treatment variables determining dropout and to customise the characteristics of those most likely to abandon the program before treatment, thus making it possible to modify the therapy to increase compliance. A total of 146 outpatients were consecutively enrolled; 73 patients followed a prescriptive diet while 73 followed a novel brief group Cognitive Behavioural Treatment (...
International Nuclear Information System (INIS)
Wang Shen-Quan; Feng Jian; Zhao Qing
2012-01-01
In this paper, the problem of delay-distribution-dependent stability is investigated for continuous-time recurrent neural networks (CRNNs) with stochastic delay. Different from the common assumptions on time delays, it is assumed that the probability distribution of the delay taking values in some intervals is known a priori. By making full use of the information concerning the probability distribution of the delay and by using a tighter bounding technique (the reciprocally convex combination method), less conservative asymptotic mean-square stable sufficient conditions are derived in terms of linear matrix inequalities (LMIs). Two numerical examples show that our results are better than the existing ones. (general)
Why Wait? Early Determinants of School Dropout in Preventive Pediatric Primary Care.
Directory of Open Access Journals (Sweden)
Marie-José Theunissen
Full Text Available To answer the question of what bio-psychosocial determinants in infancy, early and middle childhood, and adolescence predict school drop-out in young adulthood, we approached the complex process towards school dropout as a multidimensional, life-course phenomenon. The aim is to find signs of heightened risks of school dropout as early as possible which will eventually help public health workers in reducing these risks.In a case-control design, we used data from both the Preventive Pediatric Primary Care (PPPC files (that contain information from birth onwards and additional questionnaires filled out by 529 youngsters, aged 18-23 years, and living in the South-east of the Netherlands. We first conducted univariate logistic regression analyses with school-dropout as the dependent variable. Backward and forward stepwise analyses with the significant variables were done with variables pertaining to the 0 to 4 year period. Remaining significant variables were forced into the next model and subsequently variables pertaining to respectively the 4 to 8, 8 to 12 and 12 to 16 year period were introduced in a stepwise analysis. All analyses were cross-validated in an exploratory and confirmatory random half of the sample.One parent families and families with a non-Western background less often attended the health examinations of the PPPC and such less attendance was related to school dropout. The birth of a sibling (OR 0.63, 95% CI 0.43-0.93 in infancy and self-efficacy (OR 0.53, 95% CI 0.38-0.74 in adolescence decreased the odds of school dropout; externalizing behavior (OR 2.81, 95% CI 1.53-5.14 in middle childhood and (sickness absence (OR 5.62, 95% CI 2.18-14.52 in adolescence increased the risks.To prevent school dropout, PPPC professionals should not wait until imminent dropout, but should identify and tackle risk factors as early as possible and actively approach youngsters who withdraw from public health care.
Why Wait? Early Determinants of School Dropout in Preventive Pediatric Primary Care.
Theunissen, Marie-José; Bosma, Hans; Verdonk, Petra; Feron, Frans
2015-01-01
To answer the question of what bio-psychosocial determinants in infancy, early and middle childhood, and adolescence predict school drop-out in young adulthood, we approached the complex process towards school dropout as a multidimensional, life-course phenomenon. The aim is to find signs of heightened risks of school dropout as early as possible which will eventually help public health workers in reducing these risks. In a case-control design, we used data from both the Preventive Pediatric Primary Care (PPPC) files (that contain information from birth onwards) and additional questionnaires filled out by 529 youngsters, aged 18-23 years, and living in the South-east of the Netherlands. We first conducted univariate logistic regression analyses with school-dropout as the dependent variable. Backward and forward stepwise analyses with the significant variables were done with variables pertaining to the 0 to 4 year period. Remaining significant variables were forced into the next model and subsequently variables pertaining to respectively the 4 to 8, 8 to 12 and 12 to 16 year period were introduced in a stepwise analysis. All analyses were cross-validated in an exploratory and confirmatory random half of the sample. One parent families and families with a non-Western background less often attended the health examinations of the PPPC and such less attendance was related to school dropout. The birth of a sibling (OR 0.63, 95% CI 0.43-0.93) in infancy and self-efficacy (OR 0.53, 95% CI 0.38-0.74) in adolescence decreased the odds of school dropout; externalizing behavior (OR 2.81, 95% CI 1.53-5.14) in middle childhood and (sickness) absence (OR 5.62, 95% CI 2.18-14.52) in adolescence increased the risks. To prevent school dropout, PPPC professionals should not wait until imminent dropout, but should identify and tackle risk factors as early as possible and actively approach youngsters who withdraw from public health care.
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
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...
Robustness of quantized continuous-time nonlinear systems to encoder/decoder mismatch
Persis, Claudio De
2009-01-01
The robustness of quantized continuous-time nonlinear systems with respect to the discrepancy (mismatch) between the ranges of the encoder and the decoder quantizers is investigated. A condition which guarantees asymptotic stability and which describes the interplay between quantization density and
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
Bisimulation and Logical Preservation for Continuous-Time Markov Decision Processes
Neuhausser, M.; Katoen, Joost P.
This paper introduces strong bisimulation for continuous-time Markov decision processes (CTMDPs), a stochastic model which allows for a nondeterministic choice between exponential distributions, and shows that bisimulation preserves the validity of CSL. To that end, we interpret the semantics of CSL
A Corrigendum to "Games with Imperfectly Observable Actions in Continuous Time"
Hashimoto, Tadashi
2007-01-01
Sannikov (2007) investigates properties of perfect public equilibria in continuous time repeated games. This note points out that the proof of Lemma 6, required for the proof of the main theorem (Theorem 2), contains an error in computing a Hessian matrix. A correct proof of Lemma 6 is provided using an additional innocuous assumption and a generalized version of Lemma 5.
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
Limit Properties of Transition Functions of Continuous-Time Markov Branching Processes
Directory of Open Access Journals (Sweden)
Azam A. Imomov
2014-01-01
Full Text Available Consider the Markov Branching Process with continuous time. Our focus is on the limit properties of transition functions of this process. Using differential analogue of the Basic Lemma we prove local limit theorems for all cases and observe invariant properties of considering process.
Estimating and Testing Continuous-Time Models in Finance: The Role of Transition Densities
Yacine Aït-Sahalia
2009-01-01
This article surveys recent developments to estimate and test continuous-time models in finance using discrete observations on the underlying asset price or derivative securities' prices. Both parametric and nonparametric methods are described. All these methods share a common focus on the transition density as the central object for inference and testing of the model.
Kolokoltsov, Vassili N.
2007-01-01
Functional limit theorem for continuous-time random walks (CTRW) are found in general case of dependent waiting times and jump sizes that are also position dependent. The limiting anomalous diffusion is described in terms of fractional dynamics. Probabilistic interpretation of generalized fractional evolution is given in terms of the random time change (subordination) by means of hitting times processes.
On the relationship between multiple porosity models and continuous time random walk
Nordbotten, Jan Martin; Vasilyev, Leonid
2010-01-01
We derive a multiple porosity model based on the continuous time random walk model (CTRW). In particular, we show how the parameters of the multiple porosity models relate to the transition probability function which is at the heart of the CTRW formulation. A simple example is included to illustrate the results.
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.
Liao, Baochao; Liu, Qun; Zhang, Kui; Baset, Abdul; Memon, Aamir Mahmood; Memon, Khadim Hussain; Han, Yanan
2016-09-01
A continuous time delay-diff erence model (CTDDM) has been established that considers continuous time delays of biological processes. The southern Atlantic albacore ( Thunnus alalunga) stock is the one of the commercially important tuna population in the marine world. The age structured production model (ASPM) and the surplus production model (SPM) have already been used to assess the albacore stock. However, the ASPM requires detailed biological information and the SPM lacks the biological realism. In this study, we focus on applying a CTDDM to the southern Atlantic albacore ( T. alalunga) species, which provides an alternative method to assess this fishery. It is the first time that CTDDM has been provided for assessing the Atlantic albacore ( T. alalunga) fishery. CTDDM obtained the 80% confidence interval of MSY (maximum sustainable yield) of (21 510 t, 23 118t). The catch in 2011 (24 100 t) is higher than the MSY values and the relative fishing mortality ratio ( F 2011/ F MSY) is higher than 1.0. The results of CTDDM were analyzed to verify the proposed methodology and provide reference information for the sustainable management of the southern Atlantic albacore stock. The CTDDM treats the recruitment, the growth, and the mortality rates as all varying continuously over time and fills gaps between ASPM and SPM in this stock assessment.
Energy Technology Data Exchange (ETDEWEB)
Weberg, Micah J. [PhD Candidate in Space Science, Department of Atmospheric, Oceanic, and Space Sciences, University of Michigan, 2134A Space Research Building, 2455 Hayward Street, Ann Arbor, MI 48109-2143, USA. (United States); Lepri, Susan T. [Associate Professor, Department of Atmospheric, Oceanic, and Space Sciences, University of Michigan, 2429 Space Research Building, 2455 Hayward Street, Ann Arbor, MI 48109-2143, USA. (United States); Zurbuchen, Thomas H., E-mail: mjweberg@umich.edu, E-mail: slepri@umich.edu, E-mail: thomasz@umich.edu [Professor, Space Science and Aerospace Engineering, Associate Dean for Entrepreneurship Senior Counselor of Entrepreneurship Education, Department of Atmospheric, Oceanic, and Space Sciences, University of Michigan, 2431 Space Research Building, 2455 Hayward Street, Ann Arbor, MI 48109-2143, USA. (United States)
2015-03-10
The elemental abundances of heavy ions (masses larger than He) in the solar wind provide information about physical processes occurring in the corona. Additionally, the charge state distributions of these heavy ions are sensitive to the temperature profiles of their respective source regions in the corona. Heavy ion dropouts are a relatively new class of solar wind events identified by both elemental and ionic charge state distributions. We have shown that their origins lie in large, closed coronal loops where processes such as gravitational settling dominate and can cause a mass-dependent fractionation pattern. In this study we consider and attempt to answer three fundamental questions concerning heavy ion dropouts: (1) 'where are the source loops located in the large-scale corona?'; (2) 'how does the interplay between coronal processes influence the end elemental abundances?'; and (3) 'what are the most probable release mechanisms'? We begin by analyzing the temporal and spatial variability of heavy ion dropouts and their correlation with heliospheric plasma and magnetic structures. Next we investigate the ordering of the elements inside dropouts with respect to mass, ionic charge state, and first ionization potential. Finally, we discuss these results in the context of the prevailing solar wind theories and the processes they posit that may be responsible for the release of coronal plasma into interplanetary space.
International Nuclear Information System (INIS)
Weberg, Micah J.; Lepri, Susan T.; Zurbuchen, Thomas H.
2015-01-01
The elemental abundances of heavy ions (masses larger than He) in the solar wind provide information about physical processes occurring in the corona. Additionally, the charge state distributions of these heavy ions are sensitive to the temperature profiles of their respective source regions in the corona. Heavy ion dropouts are a relatively new class of solar wind events identified by both elemental and ionic charge state distributions. We have shown that their origins lie in large, closed coronal loops where processes such as gravitational settling dominate and can cause a mass-dependent fractionation pattern. In this study we consider and attempt to answer three fundamental questions concerning heavy ion dropouts: (1) 'where are the source loops located in the large-scale corona?'; (2) 'how does the interplay between coronal processes influence the end elemental abundances?'; and (3) 'what are the most probable release mechanisms'? We begin by analyzing the temporal and spatial variability of heavy ion dropouts and their correlation with heliospheric plasma and magnetic structures. Next we investigate the ordering of the elements inside dropouts with respect to mass, ionic charge state, and first ionization potential. Finally, we discuss these results in the context of the prevailing solar wind theories and the processes they posit that may be responsible for the release of coronal plasma into interplanetary space
Native Dropouts and Non-native Dropouts in Canada: Two Solitudes or a Solitude Shared?
Brady, Patrick
1996-01-01
The socioeconomic status of Canadian native students may be more important than cultural differences when explaining their high dropout rate. Disadvantaged native and nonnative students share many experiences that isolate them from the mainstream school culture, including placement of disadvantaged students into lower-track courses and…
Drop-out from a psychodynamic group psychotherapy outpatient unit.
Jensen, Hans Henrik; Mortensen, Erik Lykke; Lotz, Martin
2014-11-01
BACKGROUND. Drop-out from psychotherapy is common and represents a considerable problem in clinical practice and research. Aim. To explore pre-treatment predictors of early and late drop-out from psychodynamic group therapy in a public outpatient unit for non-psychotic disorders in Denmark. Methods. Naturalistic design including 329 patients, the majority with mood, neurotic and personality disorders referred to 39-session group therapy. Predictors were socio-demographic and clinical variables, self-reported symptoms (Symptom Check List-90-Revised) and personality style (Millon Clinical Multiaxial Inventory-II). Drop-out was classified into early and late premature termination excluding patients who dropped out for external reasons. Results. Drop-out comprised 20.6% (68 patients) of the sample. Logistic regression revealed social functioning, vocational training, alcohol problems and antisocial behavior to be related to drop-out. However, early drop-outs had prominent agoraphobic symptoms, lower interpersonal sensitivity and compulsive personality features, and late drop-outs cognitive and somatic anxiety symptoms and antisocial personality features. Clinical and psychological variables accounted for the major part of variance in predictions of drop-out, which ranged from 15.6% to 19.5% (Nagelkerke Pseudo R-Square). Conclusion. Social functioning was consistently associated with drop-out, but personality characteristics and anxiety symptoms differentiated between early and late drop-out. Failure to discriminate between stages of premature termination may explain some of the inconsistencies in the drop-out literature. Clinical implications. Before selection of patients to time-limited psychodynamic groups, self-reported symptoms should be thoroughly considered. Patients with agoraphobic symptoms should be offered alternative treatment. Awareness of and motivation to work with interpersonal issues may be essential for compliance with group therapy.
Transport properties of continuous-time quantum walks on Sierpinski fractals.
Darázs, Zoltán; Anishchenko, Anastasiia; Kiss, Tamás; Blumen, Alexander; Mülken, Oliver
2014-09-01
We model quantum transport, described by continuous-time quantum walks (CTQWs), on deterministic Sierpinski fractals, differentiating between Sierpinski gaskets and Sierpinski carpets, along with their dual structures. The transport efficiencies are defined in terms of the exact and the average return probabilities, as well as by the mean survival probability when absorbing traps are present. In the case of gaskets, localization can be identified already for small networks (generations). For carpets, our numerical results indicate a trend towards localization, but only for relatively large structures. The comparison of gaskets and carpets further implies that, distinct from the corresponding classical continuous-time random walk, the spectral dimension does not fully determine the evolution of the CTQW.
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.
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)
i QIST: An open source continuous-time quantum Monte Carlo impurity solver toolkit
Huang, Li; Wang, Yilin; Meng, Zi Yang; Du, Liang; Werner, Philipp; Dai, Xi
2015-10-01
Quantum impurity solvers have a broad range of applications in theoretical studies of strongly correlated electron systems. Especially, they play a key role in dynamical mean-field theory calculations of correlated lattice models and realistic materials. Therefore, the development and implementation of efficient quantum impurity solvers is an important task. In this paper, we present an open source interacting quantum impurity solver toolkit (dubbed i QIST). This package contains several highly optimized quantum impurity solvers which are based on the hybridization expansion continuous-time quantum Monte Carlo algorithm, as well as some essential pre- and post-processing tools. We first introduce the basic principle of continuous-time quantum Monte Carlo algorithm and then discuss the implementation details and optimization strategies. The software framework, major features, and installation procedure for i QIST are also explained. Finally, several simple tutorials are presented in order to demonstrate the usage and power of i QIST.
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.
Continuous-time quantum walks: Models for coherent transport on complex networks
Energy Technology Data Exchange (ETDEWEB)
Muelken, Oliver, E-mail: muelken@physik.uni-freiburg.de; Blumen, Alexander
2011-05-15
This paper reviews recent advances in continuous-time quantum walks (CTQW) and their application to transport in various systems. The introduction gives a brief survey of the historical background of CTQW. After a short outline of the theoretical ideas behind CTQW and of its relation to classical continuous-time random walks (CTRW), implications for the efficiency of the transport are presented. This paper gives an overview of different types of networks on which CTQW have been studied so far. Extensions of CTQW to systems with long-range interactions and with static disorder are also discussed. Systems with traps, i.e., systems in which a walker's probability to remain inside the system is not conserved, are presented. Relations to similar approaches to the transport are studied. This paper closes with an outlook on possible future directions.
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 [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.
Summary statistics for end-point conditioned continuous-time Markov chains
DEFF Research Database (Denmark)
Hobolth, Asger; Jensen, Jens Ledet
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.......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...
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......- tance amplifier (OTA). Based on a detailed circuit analysis of the integrator and the OTA, key expression are derived relating the biasing current of the OTA to the noise requirements of the integrator. In the optimization the corner frequency of the modulator loop filter and the number of quantizer...... 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...
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...
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.
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.
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.
Global dissipativity of continuous-time recurrent neural networks with time delay
International Nuclear Information System (INIS)
Liao Xiaoxin; Wang Jun
2003-01-01
This paper addresses the global dissipativity of a general class of continuous-time recurrent neural networks. First, the concepts of global dissipation and global exponential dissipation are defined and elaborated. Next, the sets of global dissipativity and global exponentially dissipativity are characterized using the parameters of recurrent neural network models. In particular, it is shown that the Hopfield network and cellular neural networks with or without time delays are dissipative systems
Continuous time 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...
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....
Value Function and Optimal Rule on the Optimal Stopping Problem for Continuous-Time Markov Processes
Directory of Open Access Journals (Sweden)
Lu Ye
2017-01-01
Full Text Available This paper considers the optimal stopping problem for continuous-time Markov processes. We describe the methodology and solve the optimal stopping problem for a broad class of reward functions. Moreover, we illustrate the outcomes by some typical Markov processes including diffusion and Lévy processes with jumps. For each of the processes, the explicit formula for value function and optimal stopping time is derived. Furthermore, we relate the derived optimal rules to some other optimal problems.
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.
Power comparator for continuous-time adaptive equalization in Ethernet-based instrumentation
Guerrero, E.; Gimeno, C.; Sánchez-Azqueta, C.; Celma, S.
2014-08-01
Recently, Ethernet has been chosen as a replacement for standard-based instrumentation. Its performance is increasing, thanks to speeds of 1 Gbps, 10 Gbps and beyond on backplanes, which expands the instrumentation and measurement potential. However, these high-speed serial links need to be able to retain the integrity of the data stream through some type of equalization. This paper proposes a new differential power comparator, to be used in continuous-time adaptive equalizers inside these Ethernet-based instruments.
On properties of continuous-time random walks with non-Poissonian jump-times
Energy Technology Data Exchange (ETDEWEB)
Villarroel, Javier [Facultad de Ciencias, Universidad de Salamanca. Plaza Merced s/n, E-37008 Salamanca (Spain)], E-mail: javier@usal.es; Montero, Miquel [Departament de Fisica Fonamental, Universitat de Barcelona, Diagonal 647, E-08028 Barcelona (Spain)], E-mail: miquel.montero@ub.edu
2009-10-15
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.
Application of continuous time random walks to transport in porous media
Energy Technology Data Exchange (ETDEWEB)
Margolin, G.; Berkowitz, B.
2000-04-27
The behavior of chemical species as they migrate through heterogeneous porous media is considered. The so-called anomalous transport patterns frequently measured in these materials are quantified in the framework of a continuous time random walk (CTRW) formalism. The physical basis for application of the CTRW is discussed, and new solutions for the first passage time distribution are presented to cover the entire range of transport behaviors. Application of these solutions to analysis of experimental data is also discussed.
All-time dynamics of continuous-time random walks on complex networks
Teimouri, Hamid; Kolomeisky, Anatoly B.
2012-01-01
The concept of continuous-time random walks (CTRW) is a generalization of ordinary random walk models, and it is a powerful tool for investigating a broad spectrum of phenomena in natural, engineering, social and economic sciences. Recently, several theoretical approaches have been developed that allowed to analyze explicitly dynamics of CTRW at all times, which is critically important for understanding mechanisms of underlying phenomena. However, theoretical analysis has been done mostly for...
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...
The impact of conventional space-time aggregation on the dynamics of continuous-time rainfall
Sansom, John; Bulla, Jan; Carey-Smith, Trevor; Thomson, Peter
2017-09-01
Rainfall is a continuous-time phenomenon typically characterized by precipitation states such as rain, showers, and dry whose dependence varies over a variety of space-time scales. Here attention is focused on the effective identification of rain and shower precipitation states over a region where these states have been determined by a hidden semi-Markov model of continuous-time precipitation. The states identified provide an accurate description of precipitation dynamics and can be regarded as close proxies to synoptic weather types of the same name. The stochastic properties and structure of these states (rather than precipitation amounts) are explored and delineated. A primary objective of the paper is to better understand the impact of conventional space-time aggregation on the dynamics of rainfall. What aggregation time scales result in more faithful descriptions of the space-time dynamics of continuous-time rainfall? While rain might be expected to be more spatially coherent than showers and involve longer time scales, dry periods involve much longer time and space scales again than either rain or showers. These issues are discussed and conclusions drawn which provide guidance and insights useful for the development of space-time precipitation models and, more generally, the design of rainfall observation networks and data archives.
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)
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
Dropout and completion in higher education in Europe: main report
Vossensteyn, Johan J.; Kottmann, Andrea; Jongbloed, Benjamin W.A.; Kaiser, Franciscus; Cremonini, Leon; Stensaker, Bjorn; Hovdhaugen, Elisabeth; Wollscheid, Sabine
2015-01-01
Improving completion and reducing dropout in higher education are key concerns for higher education in Europe. This study on dropout and completion in higher education in Europe demonstrates that national governments and higher education institutions use three different study success objectives:
Dropout from exercise programs for seniors: a prospective cohort study
Stiggelbout, M.; Hopman-Rock, M.; Tak, E.C.; Lechner, L.; Mechelen, van W.
2005-01-01
This study examines dropout incidence, moment of dropout, and switching behavior in organized exercise programs for seniors in the Netherlands, as determined in a prospective cohort study (with baseline measurements at the start of the exercise program and follow-up after 6 months; N = 1,725,
Dropout from exercise programs for seniors: A prospective cohort study
Stiggelbout, M.; Hopman-Rock, M.; Tak, E.; Lechner, L.; Mechelen, W. van
2005-01-01
This study examines dropout incidence, moment of dropout, and switching behavior in organized exercise programs for seniors in the Netherlands, as determined in a prospective cohort study (with baseline measurements at the start of the exercise program and follow-up after 6 months; N = 1,725,
Student Drop-Out from German Higher Education Institutions
Heublein, Ulrich
2014-01-01
28% of students of any one year currently give up their studies in bachelor degree programmes at German higher education institutions. Drop-out is to be understood as the definite termination in the higher education system without obtaining an academic degree. The drop-out rate is thereby calculated with the help of statistical estimation…
Factors Affecting Students' Enrolment and Dropout at The Open ...
African Journals Online (AJOL)
Factors affecting student enrolment and dropout were identified at OUT Lindi Region with strategies for increasing enrolment while reducing dropout. Quantitative and qualitative methods that involved documentary survey, questionnaires and interviews were used to collect the data. The data were analyzed by Statistix ...
Comparison of Urban and Rural Dropout Rates of Distance Students
de Hart, K. L.; Venter J. M. P.
2013-01-01
South Africa has one of the highest university dropout rates in the world. As a country, it also has a history of forced location and the withholding of resources, including quality education, from certain rural areas. This study investigates, the effect of urbanization (of the area in which a student resides) on the dropout rate of distance…
Diplomas Count 2013: Second Chances--Turning Dropouts into Graduates
Education Week, 2013
2013-01-01
The 2013 edition of "Diplomas Count," entitled "Second Chances: Turning Dropouts into Graduates," examines dropout recovery and innovative strategies for returning to the educational fold the 1 million students who leave school without a diploma each year. "Education Week's" journalists investigate interventions that…
Understanding Catalan University Dropout from a Cross-National Approach
Rodríguez-Gómez, David; Feixas, Mònica; Gairín, Joaquín; Muñoz, José Luís
2015-01-01
The dropout rate is an indicator of complex analysis and there is no consensus on its significance. Universities lack systematized, univocal methods for collecting student dropout data, making measurement problematic. In consequence, the formulas applied to analyze this phenomenon differ between countries and it is therefore an immense challenge…
ACRES At-Risk Task Force: Dropout Survey.
Bull, Kay S.; And Others
This paper describes a study by the American Council on Rural Special Education (ACRES) to determine its membership's opinions on priorities and expertise regarding the dropout problem. ACRES members, primarily rural special-education teachers, parents, and collateral service workers, were surveyed about the dropout problem and what research they…
Comparison of urban and rural dropout rates of distance students ...
African Journals Online (AJOL)
South Africa has one of the highest university dropout rates in the world. As a country, it also has a history of forced location and the withholding of resources, including quality education, from certain rural areas. This study investigates, the effect of urbanisation (of the area in which a student resides) on the dropout rate of ...
Desrosiers, Lyne; Saint-Jean, Micheline; Breton, Jean-Jacques
2015-06-01
The aim of this study was to gain a broader appreciation of processes involved in treatment dropout in adolescents with borderline personality disorder (BPD). A constructivist grounded theory was chosen using a multiple-case research design with three embedded levels of analysis (adolescent, parent, and care setting). Theoretical sampling and the different stages of analysis specific to grounded theory were performed according to the iterative process of constant comparative analysis. Twelve cases were examined (nine dropouts among adolescents with BPD and for the purpose of falsification, one dropout of suicidal adolescent without BPD and two completed treatments among adolescents with BPD). To document the cases, three groups of informants were recruited (adolescents, parents, and therapists involved in the treatment) and 34 interviews were conducted. Psychological characteristics, perception of mental illness and mental health care, and help-seeking context were the specific treatment dropout vulnerabilities identified in adolescents with BPD and in their parents. However, their disengagement became an issue only when care-setting response--including mitigation of accessibility problems, adaptation of services to needs of adolescents with BPD, preparation for treatment, and concern for clinicians' disposition to treat--was ill-suited to these treatment dropout vulnerabilities. Treatment planning proves to be a key milestone to properly engage adolescents with BPD and their parent. Systematic assessment of treatment dropout vulnerabilities before the intervention plan is laid out could foster better-suited responses of the care setting thus decreasing the incidence of treatment discontinuation in adolescents with BPD. Treatment dropout vulnerabilities specific to adolescents with BPD and their parents can be detected before the beginning of treatment. Premature treatment termination may be prevented if the care setting considers these vulnerabilities at treatment
Parenting practices and school dropout: a longitudinal study.
Blondal, Kristjana S; Adalbjarnardottir, Sigrun
2009-01-01
Adolescents' perceptions of parenting style and parental involvement in their education were examined longitudinally and related to school dropout among Icelandic youth (N = 427). Results indicated that adolescents who, at age 14, characterized their parents as authoritative (showing acceptance and supervision) were more likely to have completed upper secondary school by age 22 than adolescents from non-authoritative families, controlling for adolescents' gender, socioeconomic status (SES), temperament, and parental involvement. Parenting style seems to more strongly predict school dropout than parental involvement. Further, parenting style may moderate the relationship between parental involvement and dropout, but not in all groups; only in authoritative families does parental involvement decrease the likelihood of school dropout. Furthermore, even after controlling for previous academic achievement, adolescents from authoritative families were less likely to drop out than adolescents from authoritarian and neglectful families. These findings emphasize the importance of encouraging quality parent-child relationships in order to reduce the likelihood of school dropout.
Zhao, Tao; Dian, Songyi
2017-09-01
This paper addresses a fuzzy dynamic output feedback H ∞ control design problem for continuous-time nonlinear systems via T-S fuzzy model. The stability of the fuzzy closed-loop system which is formed by a T-S fuzzy model and a fuzzy dynamic output feedback H ∞ controller connected in a closed loop is investigated with Lyapunov stability theory. The proposed fuzzy controller does not share the same membership functions and number of rules with T-S fuzzy systems, which can enhance design flexibility. A line-integral fuzzy Lyapunov function is utilized to derive the stability conditions in the form of linear matrix inequalities (LMIs). The boundary information of membership functions is considered in the stability analysis to reduce the conservativeness of the imperfect premise matching design technique. Two simulation examples are provided to demonstrate the effectiveness of the proposed approach. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.
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
Hidden Markov models are often applied in quantitative finance to capture the stylised facts of financial returns. They are usually discrete-time models and the number of states rarely exceeds two because of the quadratic increase in the number of parameters with the number of states. This paper...... presents an extension to continuous time where it is possible to increase the number of states with a linear rather than quadratic growth in the number of parameters. The possibility of increasing the number of states leads to a better fit to both the distributional and temporal properties of daily returns....
Continuous-Time 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 modelling of dynamical spatial lattice data observed at sparsely distributed times
DEFF Research Database (Denmark)
Rasmussen, Jakob Gulddahl; Møller, Jesper
2007-01-01
, 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......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...
On-line parameter and delay estimation of continuous-time dynamic systems
Directory of Open Access Journals (Sweden)
Kozłowski Janusz
2015-06-01
Full Text Available The problem of on-line identification of non-stationary delay systems is considered. The dynamics of supervised industrial processes are usually modeled by ordinary differential equations. Discrete-time mechanizations of continuous-time process models are implemented with the use of dedicated finite-horizon integrating filters. Least-squares and instrumental variable procedures mechanized in recursive forms are applied for simultaneous identification of input delay and spectral parameters of the system models. The performance of the proposed estimation algorithms is verified in an illustrative numerical simulation study.
Policy Iteration for Continuous-Time Average Reward Markov Decision Processes in Polish Spaces
Directory of Open Access Journals (Sweden)
Quanxin Zhu
2009-01-01
Full Text Available We study the policy iteration algorithm (PIA for continuous-time jump Markov decision processes in general state and action spaces. The corresponding transition rates are allowed to be unbounded, and the reward rates may have neither upper nor lower bounds. The criterion that we are concerned with is expected average reward. We propose a set of conditions under which we first establish the average reward optimality equation and present the PIA. Then under two slightly different sets of conditions we show that the PIA yields the optimal (maximum reward, an average optimal stationary policy, and a solution to the average reward optimality equation.
Directory of Open Access Journals (Sweden)
A. Baddou
2006-01-01
Full Text Available This paper solves the problem of controlling linear continuous-time systems subject to control signals constrained in magnitude (maybe asymmetrically. A controller design methodology is proposed, based on using an asymmetric Lyapunov function, that avoids the discontinuities in the control vector components resulting from the application of a piecewise linear control law previously proposed. The proposed method gives improved speed of convergence without discontinuities of the control vector components, respecting always the imposed asymmetric constraints. An example illustrates the approach.
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...... without encompassing the parameters of the machine itself. Hence, no extra power control loop is required in the control structure to ensure smooth operation of the DFIG. The feasibility of the proposed strategy is verified by the experimental results of the grid-connected DFIG and satisfactory...
Convergence of discrete-time Kalman filter estimate to continuous time estimate
Aalto, Atte
2016-04-01
This article is concerned with the convergence of the state estimate obtained from the discrete-time Kalman filter to the continuous time estimate as the temporal discretisation is refined. The convergence follows from Martingale convergence theorem as demonstrated below; however, surprisingly, no results exist on the rate of convergence. We derive convergence rate estimates for the discrete-time Kalman filter estimate for finite and infinite dimensional systems. The proofs are based on applying the discrete-time Kalman filter on a dense numerable subset of a certain time interval [0, T].
Multi-point Distribution Function for the Continuous Time Random Walk
Barkai, E.; Sokolov, I. M.
2007-01-01
We derive an explicit expression for the Fourier-Laplace transform of the two-point distribution function $p(x_1,t_1;x_2,t_2)$ of a continuous time random walk (CTRW), thus generalizing the result of Montroll and Weiss for the single point distribution function $p(x_1,t_1)$. The multi-point distribution function has a structure of a convolution of the Montroll-Weiss CTRW and the aging CTRW single point distribution functions. The correlation function $$ for the biased CTRW process is found. T...
Parrondo-like behavior in continuous-time random walks with memory.
Montero, Miquel
2011-11-01
The continuous-time random walk (CTRW) formalism can be adapted to encompass stochastic processes with memory. In this paper we will show how the random combination of two different unbiased CTRWs can give rise to a process with clear drift, if one of them is a CTRW with memory. If one identifies the other one as noise, the effect can be thought of as a kind of stochastic resonance. The ultimate origin of this phenomenon is the same as that of the Parrondo paradox in game theory.
Scaling Properties of Field-Induced Superdiffusion in Continuous Time Random Walks
Burioni, R.; Gradenigo, G.; Sarracino, A.; Vezzani, A.; Vulpiani, A.
2014-10-01
We consider a broad class of Continuous Time Random Walks (CTRW) with large fluctuations effects in space and time distributions: a random walk with trapping, describing subdiffusion in disordered and glassy materials, and a Lévy walk process, often used to model superdiffusive effects in inhomogeneous materials. We derive the scaling form of the probability distributions and the asymptotic properties of all its moments in the presence of a field by two powerful techniques, based on matching conditions and on the estimate of the contribution of rare events to power-law tails in a field.
Impact of Dupoto-e-Maa education project on dropout rate and academic performance
Directory of Open Access Journals (Sweden)
James B. Ouda
2016-09-01
Conclusion: The study recommended that there is need to increase the number of non-governmental organisations modelled around the Dupoto-e-Maa education project so as to reduce dropout rate and improve pupil academic performance. The findings could also inform government policy in terms of recruitment and placement of teachers in schools in arid and semi-arid lands. Project funding could be increased to improve visibility and sustainability of project activities.
Causes of Student Absenteeism and School Dropouts
Directory of Open Access Journals (Sweden)
Şeyma Şahin
2016-01-01
Full Text Available The aim of the study is to investigate the causes of student absenteeism and school dropouts at primary, secondary and high school level in Düzce Province and to develop suggestions for solving these problems. A “case study” design, which is one of the qualitative research approaches, was used in this study. The study group consisted of 64 school principals working at primary, secondary and high schools in the province center and districts of Düzce. A semi-structured interview form consisting of nine questions was used as the data collection tool. The collected data was analyzed by content analysis method. 15 main themes were formed under five categories. Certain suggestions were developed based on the findings obtained as the result of the study.
Path statistics, memory, and coarse-graining of continuous-time random walks on networks
Manhart, Michael; Kion-Crosby, Willow; Morozov, Alexandre V.
2015-12-01
Continuous-time random walks (CTRWs) on discrete state spaces, ranging from regular lattices to complex networks, are ubiquitous across physics, chemistry, and biology. Models with coarse-grained states (for example, those employed in studies of molecular kinetics) or spatial disorder can give rise to memory and non-exponential distributions of waiting times and first-passage statistics. However, existing methods for analyzing CTRWs on complex energy landscapes do not address these effects. Here we use statistical mechanics of the nonequilibrium path ensemble to characterize first-passage CTRWs on networks with arbitrary connectivity, energy landscape, and waiting time distributions. Our approach can be applied to calculating higher moments (beyond the mean) of path length, time, and action, as well as statistics of any conservative or non-conservative force along a path. For homogeneous networks, we derive exact relations between length and time moments, quantifying the validity of approximating a continuous-time process with its discrete-time projection. For more general models, we obtain recursion relations, reminiscent of transfer matrix and exact enumeration techniques, to efficiently calculate path statistics numerically. We have implemented our algorithm in PathMAN (Path Matrix Algorithm for Networks), a Python script that users can apply to their model of choice. We demonstrate the algorithm on a few representative examples which underscore the importance of non-exponential distributions, memory, and coarse-graining in CTRWs.
A Coupled Continuous Time Random Walk Approach For Transport in Highly Heterogeneous Porous Media
Dentz, M.; Scher, H.; Holder, D.; Berkowitz, B.
2008-12-01
We present a coupled continuous time random walk (CTRW) approach as an effective model for transport in highly heterogeneous media. This approach models solute transport by a coupled system of Langevin equations for random movements in the spatial and temporal domains. Motivated by transport in random fracture networks, here we consider a model that is characterized by given distributions of transition lengths (fracture length) and velocities. Thus, transition lengths and times are intrinsically related. Fracture length and velocity define the transition time. A maximum transition time is given by the diffusion time over the fracture length. Diffusion into the matrix can be modeled explicitly by a distribution of retention times. We study spatial distributions, and effective apparent transport coefficients as well as first arrival time distributions for a series of scenarios. The scaling behavior of such a fully coupled walk is different from the one observed in uncoupled walks. We investigate the competition between long jumps and long waiting times in this fully coupled continuous time random walk and determine scaling laws for the spatial moments of concentration.
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.
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...
[Model of Engagement and Dropout for Adolescents with Borderline Personality Disorder].
Desrosiers, Lyne; Saint-Jean, Micheline; Laporte, Lise
Objectives More than half of suicidal adolescents, a large proportion of which manifest borderline personality disorder (BPD), drop out from treatment. The consequences of their premature termination are cause for concern given the recurrence of their suicidal attempts and that they present elevated risk for major mental disorders during adulthood. The study sought to gain a broader appreciation of processes involved in the treatment dropout among adolescents with BPD.Method A constructivist grounded theory was chosen using a multiple-case research design. Twelve cases were examined. Three groups of informants were recruited (adolescents, parents, and therapists involved in the treatment) and 34 interviews were conducted to document the cases. Theoretical sampling and the different stages of analysis specific to grounded theory were performed according to the iterative process of constant comparative analysis.Results Various dropout vulnerabilities specific to adolescents with BPD and their parents, including psychological characteristics, help-seeking context and perception of mental illness and mental healthcare were identified. Care-setting response including management of accessibility problems, adaptation of services to needs of adolescents with BPD, preparation for treatment, and consideration for the health professional's disposition to treat were also found to be determinant to their engagement to treatment. The processes of disengagement from treatment have also been specified. Negative perceptions regarding treatment, clinicians and receiving treatment have been shown to generate emotional activation. The aforementioned lead to counterproductive attitudes that evolve into outright disengagement behaviours. In this context, responses from the care-setting, such as an insufficient regulation of the engagement, therapeutic faux pas and paradoxical demands, precipitate premature treatment termination. Finally, the processes involved in the abandonment of
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
A Random Parameter Model for Continuous-Time Mean-Variance Asset-Liability Management
Directory of Open Access Journals (Sweden)
Hui-qiang Ma
2015-01-01
Full Text Available We consider a continuous-time mean-variance asset-liability management problem in a market with random market parameters; that is, interest rate, appreciation rates, and volatility rates are considered to be stochastic processes. By using the theories of stochastic linear-quadratic (LQ optimal control and backward stochastic differential equations (BSDEs, we tackle this problem and derive optimal investment strategies as well as the mean-variance efficient frontier analytically in terms of the solution of BSDEs. We find that the efficient frontier is still a parabola in a market with random parameters. Comparing with the existing results, we also find that the liability does not affect the feasibility of the mean-variance portfolio selection problem. However, in an incomplete market with random parameters, the liability can not be fully hedged.
Continuous-Time Mean-Variance Portfolio Selection under the CEV Process
Directory of Open Access Journals (Sweden)
Hui-qiang Ma
2014-01-01
Full Text Available We consider a continuous-time mean-variance portfolio selection model when stock price follows the constant elasticity of variance (CEV process. The aim of this paper is to derive an optimal portfolio strategy and the efficient frontier. The mean-variance portfolio selection problem is formulated as a linearly constrained convex program problem. By employing the Lagrange multiplier method and stochastic optimal control theory, we obtain the optimal portfolio strategy and mean-variance efficient frontier analytically. The results show that the mean-variance efficient frontier is still a parabola in the mean-variance plane, and the optimal strategies depend not only on the total wealth but also on the stock price. Moreover, some numerical examples are given to analyze the sensitivity of the efficient frontier with respect to the elasticity parameter and to illustrate the results presented in this paper. The numerical results show that the price of risk decreases as the elasticity coefficient increases.
Forecasting the Global Mean Sea Level, a Continuous-Time State-Space Approach
DEFF Research Database (Denmark)
Boldrini, Lorenzo
) 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......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...... on popular semi-empirical methods present in the literature and on zero-dimensional energy balance models. We show that some of the models developed in the literature on semi-empirical models can be analysed within this framework. We use the sea-level data reconstruction developed in Church and White (2011...
A coverage metric to evaluate tests for continuous-time dynamic systems
Skruch, Paweł
2011-06-01
We present a test quality measure that allows for quantifying the completeness of black-box tests for continuous-time dynamic systems. The measure is based on a state space model of the system under test. The metric has been called the state space coverage. The classical coverage metrics, such as statement, branch, and path coverage, are not appropriate for dynamic systems because such systems are defined by differential equations and usually have an infinite number of states. The objective of the paper is to develop a necessary foundation for the metric as well as to present guidance on its application to software systems that incorporate dynamic behavior. The purpose of the proposed solution is to better assure the test engineer that a given test set is sufficient and to indicate where additional testing is required. An application example is presented to illustrate theoretical analysis and mathematical formulation.
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.
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...... then use the Waveform Relaxation algorithm to provide a guess of the policy function and solve the resulting system of ordinary differential equations by standard methods and fix-point iteration. Analytical solutions are provided as a benchmark from which our numerical method can be used to explore broader...... 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...
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.
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
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 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...
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.
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.
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.
Xue, Xiaoxiao; Zheng, Xiaoping; Zhang, Hanyi; Zhou, Bingkun
2012-11-19
We propose a novel structure of complex-tap microwave photonic filter (MPF) employing an incoherent broadband optical source (BOS) and a programmable optical spectrum processor. By tailoring the optical spectral amplitude and phase, arbitrary complex continuous-time impulse responses of the MPF can be constructed. Frequency responses with a single flat-top, highly chirped, or arbitrary-shape passband are demonstrated, respectively. The passband center can also be tuned in a wide range only limited by the opto-electrical devices. To the best of our knowledge, it is the first demonstration of an incoherent-BOS-based MPF which is single-bandpass, widely tunable, and highly reconfigurable with complex taps.
Single passband microwave photonic filter using continuous-time impulse response.
Huang, Thomas X H; Yi, Xiaoke; Minasian, Robert A
2011-03-28
A single passband microwave photonic signal processor based on continuous time impulse response that has high resolution, multiple-taps and baseband-free response as well as exhibiting a square-top passband and tunability, is presented. The design and synthesis of the frequency response are based on a full systematic model for single passband microwave photonic filters to account for arbitrary spectrum slice shapes, which for the first time investigates the combined effects from both the dispersion-induced carrier suppression effect and the RF decay effect due to the spectrum slice width, to enable the optimum design to be realized by utilizing the carrier suppression effect to improve the filter performance. Experimental results demonstrate a high order microwave filter showing high resolution single passband filtering as well as exhibiting reconfiguration, square-top passband and tunability, for the first time to our best knowledge.
Continuous-time random walk and parametric subordination in fractional diffusion
Energy Technology Data Exchange (ETDEWEB)
Gorenflo, Rudolf [Department of Mathematics and Informatics, Free University of Berlin, Arnimallee 3, D-14195 Berlin (Germany); Mainardi, Francesco [Department of Physics, University of Bologna and INFN, Via Irnerio 46, I-40126 Bologna (Italy)]. E-mail: mainardi@bo.infn.it; Vivoli, Alessandro [Department of Physics, University of Bologna and INFN, Via Irnerio 46, I-40126 Bologna (Italy)
2007-10-15
The well-scaled transition to the diffusion limit in the framework of the theory of continuous-time random walk (CTRW) is presented starting from its representation as an infinite series that points out the subordinated character of the CTRW itself. We treat the CTRW as a combination of a random walk on the axis of physical time with a random walk in space, both walks happening in discrete operational time. In the continuum limit, we obtain a (generally non-Markovian) diffusion process governed by a space-time fractional diffusion equation. The essential assumption is that the probabilities for waiting times and jump-widths behave asymptotically like powers with negative exponents related to the orders of the fractional derivatives. By what we call parametric subordination, applied to a combination of a Markov process with a positively oriented Levy process, we generate and display sample paths for some special cases.
Modelling large-particle diffusion in porous media as anisotropic continuous-time random walk
Amitai, Shahar; Blumenfeld, Raphael
We test the fidelity of modelling diffusion of finite-size particles in porous media by continuous-time random walk (CTRW), where the step-size and waiting-time distributions of the former, Pl and Pt, are used as input to the latter. As the particle size is increased, the diffusion undergoes a transition from normal to anomalous. We find that, based only on Pl and Pt, CTRW does not predict correctly this transition. We show that the discrepancy is due to the change in effective connectivity (topology) of the porous media with increasing particle size. We propose a method to capture this within the CTRW model by adding anisotropy. This adjustment yields good agreement with the simulated diffusion process, making it possible to use CTRW, with all its advantages, to model diffusion of any finite size particle in confined geometries.
Energy Technology Data Exchange (ETDEWEB)
van Milligen, B. Ph. [Asociacion EURATOM-CIEMAT; Calvo, Ivan [CIEMAT, Madrid; Sanchez, Raul [ORNL
2008-01-01
The present work studies continuous time random walks (CTRWs) in a finite domain. A broad class of boundary conditions, of which absorbing and reflecting boundaries are particular cases, is considered. It is shown how any CTRW in this class can be mapped to a CTRW in an infinite domain. This may allow applying well-known techniques for infinite CTRWs to the problem of obtaining the fluid limit for finite domain CTRWs, where the fluid limit (or hydrodynamic limit) refers to the partial differential equation describing the long time and large distance behavior of the system. As an illustration, the fluid limit equation and its propagator are obtained explicitly in the case of purely reflecting boundaries. We also derive the modification of the Riemann-Liouville fractional differential operators implementing the reflecting boundary conditions.
V-Langevin equations, continuous time random walks and fractional diffusion
Energy Technology Data Exchange (ETDEWEB)
Balescu, R. [Association Euratom-Etat Belge, Universite Libre de Bruxelles, CP 231, Campus Plaine ULB, Bd du Triomphe, 1050 Brussels (Belgium)
2007-10-15
The following question is addressed: under what conditions can a strange diffusive process, defined by a semi-dynamical V-Langevin equation or its associated hybrid kinetic equation (HKE), be described by an equivalent purely stochastic process, defined by a continuous time random walk (CTRW) or by a fractional differential equation (FDE)? More specifically, does there exist a class of V-Langevin equations with long-range (algebraic) velocity temporal correlation, that leads to a time-fractional superdiffusive process? The answer is always affirmative in one dimension. It is always negative in two dimensions: any algebraically decaying temporal velocity correlation (with a Gaussian spatial correlation) produces a normal diffusive process. General conditions relating the diffusive nature of the process to the temporal exponent of the Lagrangian velocity correlation (in Corrsin approximation) are derived. It is shown that a bifurcation occurs as the latter parameter is varied. Above that bifurcation value the process is always diffusive.
Energy Technology Data Exchange (ETDEWEB)
Milligen, B Ph van; Calvo, I [Asociacion EURATOM-CIEMAT para Fusion, Avda. Complutense 22, 28040 Madrid (Spain); Sanchez, R [Fusion Energy Division, Oak Ridge National Laboratory, Oak Ridge, TN 37831 (United States)], E-mail: boudewijn.vanmilligen@ciemat.es
2008-05-30
The present work studies continuous time random walks (CTRWs) in a finite domain. A broad class of boundary conditions, of which absorbing and reflecting boundaries are particular cases, is considered. It is shown how any CTRW in this class can be mapped to a CTRW in an infinite domain. This may allow applying well-known techniques for infinite CTRWs to the problem of obtaining the fluid limit for finite domain CTRWs, where the fluid limit (or hydrodynamic limit) refers to the partial differential equation describing the long time and large distance behaviour of the system. As an illustration, the fluid limit equation and its propagator are obtained explicitly in the case of purely reflecting boundaries. We also derive the modification of the Riemann-Liouville fractional differential operators implementing the reflecting boundary conditions.
All-time dynamics of continuous-time random walks on complex networks.
Teimouri, Hamid; Kolomeisky, Anatoly B
2013-02-28
The concept of continuous-time random walks (CTRW) is a generalization of ordinary random walk models, and it is a powerful tool for investigating a broad spectrum of phenomena in natural, engineering, social, and economic sciences. Recently, several theoretical approaches have been developed that allowed to analyze explicitly dynamics of CTRW at all times, which is critically important for understanding mechanisms of underlying phenomena. However, theoretical analysis has been done mostly for systems with a simple geometry. Here we extend the original method based on generalized master equations to analyze all-time dynamics of CTRW models on complex networks. Specific calculations are performed for models on lattices with branches and for models on coupled parallel-chain lattices. Exact expressions for velocities and dispersions are obtained. Generalized fluctuations theorems for CTRW models on complex networks are discussed.
Unconditionally Stable Low Dropout Regulators for Extreme Environments, Phase II
National Aeronautics and Space Administration — We have developed a low dropout (LDO) regulator using a patented MESFET transistor technology that can be manufactured in commercial CMOS foundries with no changes...
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.
Deng, Zhenhua; Liang, Shu; Hong, Yiguang
2017-10-17
In this paper, a distributed resource allocation problem with nonsmooth local cost functions is considered, where the interaction among agents is depicted by strongly connected and weight-balanced digraphs. Here the decision variable of each agent is within a local feasibility constraint described as a convex set, and all the decision variables have to satisfy a network resource constraint, which is the sum of available resources. To solve the problem, a distributed continuous-time algorithm is developed by virtue of differentiated projection operations and differential inclusions, and its convergence to the optimal solution is proved via the set-valued LaSalle invariance principle. Furthermore, the exponential convergence of the proposed algorithm can be achieved when the local cost functions are differentiable with Lipschitz gradients and there are no local feasibility constraints. Finally, numerical examples are given to verify the effectiveness of the proposed algorithms.In this paper, a distributed resource allocation problem with nonsmooth local cost functions is considered, where the interaction among agents is depicted by strongly connected and weight-balanced digraphs. Here the decision variable of each agent is within a local feasibility constraint described as a convex set, and all the decision variables have to satisfy a network resource constraint, which is the sum of available resources. To solve the problem, a distributed continuous-time algorithm is developed by virtue of differentiated projection operations and differential inclusions, and its convergence to the optimal solution is proved via the set-valued LaSalle invariance principle. Furthermore, the exponential convergence of the proposed algorithm can be achieved when the local cost functions are differentiable with Lipschitz gradients and there are no local feasibility constraints. Finally, numerical examples are given to verify the effectiveness of the proposed algorithms.
Estimating the continuous-time dynamics of energy and fat metabolism in mice.
Directory of Open Access Journals (Sweden)
Juen Guo
2009-09-01
Full Text Available 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.
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
Heidergott, B.F.; Hordijk, A.; Leder, N.
2010-01-01
We present an update formula that allows the expression of the deviation matrix of a continuous-time Markov process with denumerable state space having generator matrix Q* through a continuous-time Markov process with generator matrix Q. We show that under suitable stability conditions the algorithm
Relativistic electron dropout echoes induced by interplanetary shocks
Schiller, Q.; Kanekal, S. G.; Boyd, A. J.; Baker, D. N.; Blake, J. B.; Spence, H. E.
2017-12-01
Interplanetary shocks that impact Earth's magnetosphere can produce immediate and dramatic responses in the trapped relativistic electron population. One well-studied response is a prompt injection capable of transporting relativistic electrons deep into the magnetosphere and accelerating them to multi-MeV energies. The converse effect, electron dropout echoes, are observations of a sudden dropout of electron fluxes observed after the interplanetary shock arrival. Like the injection echo signatures, dropout echoes can also show clear energy dispersion signals. They are of particular interest because they have only recently been observed and their causal mechanism is not well understood. In the analysis presented here, we show observations of electron drift echo signatures from the Relativistic Electron-Proton Telescope (REPT) and Magnetic Electron and Ion Sensors (MagEIS) onboard NASA's Van Allen Probes mission, which show simultaneous prompt enhancements and dropouts within minutes of the associated with shock impact. We show that the observations associated with both enhancements and dropouts are explained by the inward motion caused by the electric field impulse induced by the interplanetary shock, and either energization to cause the enhancement, or lack of a seed population to cause the dropout.
Walters, Everton St. Patrick
This work was motivated by the need to model a network of natural gas pipelines and its corresponding demand pipeline, in order to make predictions of the pressures at critical junctions in the network Development of such a model amounts to a system identification problem with limited information. In order to solve this problem, we developed a demand model that would provide estimates of the gas usage for the communities serviced by the pipeline network. The parameters of the demand model were estimated using an adaptive genetic algorithm. This new algorithm was first developed and compared with existing genetic algorithms. A discussion of the role played by crossover and mutation operators in the genetic algorithm was also presented. Based on the theory of gas dynamics and the known pipeline network topology, a resistor-capacitor network analog to the pipeline network was developed. The parameters of the resistor-capacitor model were estimated using ordinary least squares techniques. We first studied and developed a number principles and guidelines for a class of system identification problems. One of the main areas studied was the development of a generalized framework for least squares "parameter" identification of continuous-time systems from discrete-time measurements of the states of the continuous-time system. Subsequently, we extended our generalized framework to the least squares parameter identification of a class of resistor-capacitor networks. We also studied the effects on the estimated results of the integration scheme used in the process and the noise levels in the measured data. A demonstration of the benefits of the incorporation of the maximum available structural information of the system being modeled was also presented. Finally, we developed a set of guidelines for the required input signal frequencies and sampling frequencies to provide acceptable identification results for both the plant-model-match and reduced-order modeling problems
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.
Evaluating Continuous-Time Slam Using a Predefined Trajectory Provided by a Robotic Arm
Koch, B.; Leblebici, R.; Martell, A.; Jörissen, S.; Schilling, K.; Nüchter, A.
2017-09-01
Recently published approaches to SLAM algorithms process laser sensor measurements and output a map as a point cloud of the environment. Often the actual precision of the map remains unclear, since SLAMalgorithms apply local improvements to the resulting map. Unfortunately, it is not trivial to compare the performance of SLAMalgorithms objectively, especially without an accurate ground truth. This paper presents a novel benchmarking technique that allows to compare a precise map generated with an accurate ground truth trajectory to a map with a manipulated trajectory which was distorted by different forms of noise. The accurate ground truth is acquired by mounting a laser scanner on an industrial robotic arm. The robotic arm is moved on a predefined path while the position and orientation of the end-effector tool are monitored. During this process the 2D profile measurements of the laser scanner are recorded in six degrees of freedom and afterwards used to generate a precise point cloud of the test environment. For benchmarking, an offline continuous-time SLAM algorithm is subsequently applied to remove the inserted distortions. Finally, it is shown that the manipulated point cloud is reversible to its previous state and is slightly improved compared to the original version, since small errors that came into account by imprecise assumptions, sensor noise and calibration errors are removed as well.
A continuous time random walk (CTRW) integro-differential equation with chemical interaction
Ben-Zvi, Rami; Nissan, Alon; Scher, Harvey; Berkowitz, Brian
2018-01-01
A nonlocal-in-time integro-differential equation is introduced that accounts for close coupling between transport and chemical reaction terms. The structure of the equation contains these terms in a single convolution with a memory function M ( t), which includes the source of non-Fickian (anomalous) behavior, within the framework of a continuous time random walk (CTRW). The interaction is non-linear and second-order, relevant for a bimolecular reaction A + B → C. The interaction term ΓP A ( s, t) P B ( s, t) is symmetric in the concentrations of A and B (i.e. P A and P B ); thus the source terms in the equations for A, B and C are similar, but with a change in sign for that of C. Here, the chemical rate coefficient, Γ, is constant. The fully coupled equations are solved numerically using a finite element method (FEM) with a judicious representation of M ( t) that eschews the need for the entire time history, instead using only values at the former time step. To begin to validate the equations, the FEM solution is compared, in lieu of experimental data, to a particle tracking method (CTRW-PT); the results from the two approaches, particularly for the C profiles, are in agreement. The FEM solution, for a range of initial and boundary conditions, can provide a good model for reactive transport in disordered media.
Yang, Xiong; He, Haibo
2018-03-01
This paper presents a novel adaptive dynamic programming(ADP)-based self-learning robust optimal control scheme for input-affine continuous-time nonlinear systems with mismatched disturbances. First, the stabilizing feedback controller for original nonlinear systems is designed by modifying the optimal control law of the auxiliary system. It is also demonstrated that this feedback controller can optimize a specified value function. Then, within the framework of ADP, a single critic network is constructed to solve the Hamilton-Jacobi-Bellman equation associated with the auxiliary system optimal control law. To update the critic network weights, an indicator function and a concurrent learning technique are employed. By using the proposed update law for the critic network, the restrictive conditions including the initial admissible control and the persistence of excitation condition are relaxed. Moreover, the stability of the closed-loop auxiliary system is guaranteed in the sense that all the signals are uniformly ultimately bounded. Finally, the applicability of the developed control strategy is illustrated through simulations for an unstable nonlinear plant and a power system. Copyright © 2017 Elsevier Ltd. All rights reserved.
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.
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.
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 random walk analysis of solute transport in fractured porous media
Energy Technology Data Exchange (ETDEWEB)
Cortis, Andrea; Cortis, Andrea; Birkholzer, Jens
2008-06-01
The objective of this work is to discuss solute transport phenomena in fractured porous media, where the macroscopic transport of contaminants in the highly permeable interconnected fractures can be strongly affected by solute exchange with the porous rock matrix. We are interested in a wide range of rock types, with matrix hydraulic conductivities varying from almost impermeable (e.g., granites) to somewhat permeable (e.g., porous sandstones). In the first case, molecular diffusion is the only transport process causing the transfer of contaminants between the fractures and the matrix blocks. In the second case, additional solute transfer occurs as a result of a combination of advective and dispersive transport mechanisms, with considerable impact on the macroscopic transport behavior. We start our study by conducting numerical tracer experiments employing a discrete (microscopic) representation of fractures and matrix. Using the discrete simulations as a surrogate for the 'correct' transport behavior, we then evaluate the accuracy of macroscopic (continuum) approaches in comparison with the discrete results. However, instead of using dual-continuum models, which are quite often used to account for this type of heterogeneity, we develop a macroscopic model based on the Continuous Time Random Walk (CTRW) framework, which characterizes the interaction between the fractured and porous rock domains by using a probability distribution function of residence times. A parametric study of how CTRW parameters evolve is presented, describing transport as a function of the hydraulic conductivity ratio between fractured and porous domains.
Energy Technology Data Exchange (ETDEWEB)
Geiger, S.; Cortis, A.; Birkholzer, J.T.
2010-04-01
Solute transport in fractured porous media is typically 'non-Fickian'; that is, it is characterized by early breakthrough and long tailing and by nonlinear growth of the Green function-centered second moment. This behavior is due to the effects of (1) multirate diffusion occurring between the highly permeable fracture network and the low-permeability rock matrix, (2) a wide range of advection rates in the fractures and, possibly, the matrix as well, and (3) a range of path lengths. As a consequence, prediction of solute transport processes at the macroscale represents a formidable challenge. Classical dual-porosity (or mobile-immobile) approaches in conjunction with an advection-dispersion equation and macroscopic dispersivity commonly fail to predict breakthrough of fractured porous media accurately. It was recently demonstrated that the continuous time random walk (CTRW) method can be used as a generalized upscaling approach. Here we extend this work and use results from high-resolution finite element-finite volume-based simulations of solute transport in an outcrop analogue of a naturally fractured reservoir to calibrate the CTRW method by extracting a distribution of retention times. This procedure allows us to predict breakthrough at other model locations accurately and to gain significant insight into the nature of the fracture-matrix interaction in naturally fractured porous reservoirs with geologically realistic fracture geometries.
A 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.
Xu, Jason; Minin, Vladimir N
2015-07-01
Branching processes are a class of continuous-time Markov chains (CTMCs) with ubiquitous applications. A general difficulty in statistical inference under partially observed CTMC models arises in computing transition probabilities when the discrete state space is large or uncountable. Classical methods such as matrix exponentiation are infeasible for large or countably infinite state spaces, and sampling-based alternatives are computationally intensive, requiring integration over all possible hidden events. Recent work has successfully applied generating function techniques to computing transition probabilities for linear multi-type branching processes. While these techniques often require significantly fewer computations than matrix exponentiation, they also become prohibitive in applications with large populations. We propose a compressed sensing framework that significantly accelerates the generating function method, decreasing computational cost up to a logarithmic factor by only assuming the probability mass of transitions is sparse. We demonstrate accurate and efficient transition probability computations in branching process models for blood cell formation and evolution of self-replicating transposable elements in bacterial genomes.
Continuous-time ΣΔ ADC with implicit variable gain amplifier for CMOS image sensor.
Tang, Fang; Bermak, Amine; Abbes, Amira; Benammar, Mohieddine Amor
2014-01-01
This paper presents a column-parallel continuous-time sigma delta (CTSD) ADC for mega-pixel resolution CMOS image sensor (CIS). The sigma delta modulator is implemented with a 2nd order resistor/capacitor-based loop filter. The first integrator uses a conventional operational transconductance amplifier (OTA), for the concern of a high power noise rejection. The second integrator is realized with a single-ended inverter-based amplifier, instead of a standard OTA. As a result, the power consumption is reduced, without sacrificing the noise performance. Moreover, the variable gain amplifier in the traditional column-parallel read-out circuit is merged into the front-end of the CTSD modulator. By programming the input resistance, the amplitude range of the input current can be tuned with 8 scales, which is equivalent to a traditional 2-bit preamplification function without consuming extra power and chip area. The test chip prototype is fabricated using 0.18 μm CMOS process and the measurement result shows an ADC power consumption lower than 63.5 μW under 1.4 V power supply and 50 MHz clock frequency.
Gain-Scheduled ℋ2 Controller Synthesis for Continuous-Time Polytopic LPV Systems
Directory of Open Access Journals (Sweden)
Guangbin Cai
2014-01-01
Full Text Available This paper is concerned with the problem of gain-scheduled ℋ2 controller synthesis for continuous-time linear parameter-varying systems. In this problem, the system matrices in the state-space form are polytopic and patameterized and the admissible values of the parameters are assumed to be measurable on-line in a polytope space. By employing a basis-parameter-dependent Lyapunov function and introducing some slack variables to the well-established performance conditions, sufficient conditions for the existence of the desired gain-scheduled ℋ2 state feedback and dynamic output feedback controllers are established in terms of parameterized linear matrix inequalities. Based on the polytopic characteristic of the dependent parameters and a convexification method, the corresponding controller synthesis problem is then cast into finite-dimensional convex optimization problem which can be efficiently solved by using standard numerical softwares. Numerical examples are given to illustrate the effectiveness and advantage of the proposed methods.
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
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.
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.
Systematic dimensionality reduction for continuous-time quantum walks of interacting fermions
Izaac, J. A.; Wang, J. B.
2017-09-01
To extend the continuous-time quantum walk (CTQW) to simulate P distinguishable particles on a graph G composed of N vertices, the Hamiltonian of the system is expanded to act on an NP-dimensional Hilbert space, in effect, simulating the multiparticle CTQW on graph G via a single-particle CTQW propagating on the Cartesian graph product G□P. The properties of the Cartesian graph product have been well studied, and classical simulation of multiparticle CTQWs are common in the literature. However, the above approach is generally applied as is when simulating indistinguishable particles, with the particle statistics then applied to the propagated NP state vector to determine walker probabilities. We address the following question: How can we modify the underlying graph structure G□P in order to simulate multiple interacting fermionic CTQWs with a reduction in the size of the state space? In this paper, we present an algorithm for systematically removing "redundant" and forbidden quantum states from consideration, which provides a significant reduction in the effective dimension of the Hilbert space of the fermionic CTQW. As a result, as the number of interacting fermions in the system increases, the classical computational resources required no longer increases exponentially for fixed N .
The general critical analysis for continuous-time UPPAM recurrent neural networks.
Qiao, Chen; Jing, Wen-Feng; Fang, Jian; Wang, Yu-Ping
2016-01-29
The uniformly pseudo-projection-anti-monotone (UPPAM) neural network model, which can be considered as the unified continuous-time neural networks (CNNs), includes almost all of the known CNNs individuals. Recently, studies on the critical dynamics behaviors of CNNs have drawn special attentions due to its importance in both theory and applications. In this paper, we will present the analysis of the UPPAM network under the general critical conditions. It is shown that the UPPAM network possesses the global convergence and asymptotical stability under the general critical conditions if the network satisfies one quasi-symmetric requirement on the connective matrices, which is easy to be verified and applied. The general critical dynamics have rarely been studied before, and this work is an attempt to gain an meaningful assurance of general critical convergence and stability of CNNs. Since UPPAM network is the unified model for CNNs, the results obtained here can generalize and extend the existing critical conclusions for CNNs individuals, let alone those non-critical cases. Moreover, the easily verified conditions for general critical convergence and stability can further promote the applications of CNNs.
Langevin formulation of a subdiffusive continuous-time random walk in physical time
Cairoli, Andrea; Baule, Adrian
2015-07-01
Systems living in complex nonequilibrated environments often exhibit subdiffusion characterized by a sublinear power-law scaling of the mean square displacement. One of the most common models to describe such subdiffusive dynamics is the continuous-time random walk (CTRW). Stochastic trajectories of a CTRW can be described in terms of the subordination of a normal diffusive process by an inverse Lévy-stable process. Here, we propose an equivalent Langevin formulation of a force-free CTRW without subordination. By introducing a different type of non-Gaussian noise, we are able to express the CTRW dynamics in terms of a single Langevin equation in physical time with additive noise. We derive the full multipoint statistics of this noise and compare it with the scaled Brownian motion (SBM), an alternative stochastic model describing subdiffusive dynamics. Interestingly, these two noises are identical up to the second order correlation functions, but different in the higher order statistics. We extend our formalism to general waiting time distributions and force fields and compare our results with those of the SBM. In the presence of external forces, our proposed noise generates a different class of stochastic processes, resembling a CTRW but with forces acting at all times.
Continuous Time Random Walks and the Causes of Non-Fickian Transport in Heterogeneous Media
Dentz, M.; Le Borgne, T.; Kang, P. K.
2015-12-01
Solute transport in heterogeneous porous media is in generalnon-Fickian, this means it shows behaviors that do not conform toadvection-dispersion models characterized by constant equivalent transportparameters. The causes for such behaviors are manifold, while their quantitative relation to large scale non-Fickian transport is often not known. We address the questions of (i) how different heterogeneity and microscale transport mechanisms manifest in large scale transport behavior, (ii) which are their impacts on anomalous solute dispersion, and (iii) how they can be quantified in terms of large scale dynamics. We focus here on the roles of medium and flow heterogeneity, mass transfer between mobile and immobile zones, as well as spatially variable retardation properties on large scale anomalous transport. Starting from the different microscale heterogeneity and transport dynamics, we use a stochastic modeling approach to coarse grain and average particle transport in a Lagrangian modeling framework, and quantify the large scale particle dynamics in terms of continuous time random walks (CTRW). The large scale particle movements are characterized in terms of a random space increment, which can be related to the heterogeneity structure and geometry, and a random time increment, which is quantified in terms of the heterogeneity distribution. We present the CTRW models resulting from the differentheterogeneity scenarios and analyze their transport signatures in terms of solute dispersion and breakthrough curves.
Uncoupled continuous-time random walk model: Analytical and numerical solutions
Fa, Kwok Sau
2014-05-01
Solutions for the continuous-time random walk (CTRW) model are known in few cases. In this work, the uncoupled CTRW model is investigated analytically and numerically. In particular, the probability density function (PDF) and n-moment are obtained and analyzed. Exponential and Gaussian functions are used for the jump length PDF, whereas the Mittag-Leffler function and a combination of exponential and power-laws function is used for the waiting time PDF. The exponential and Gaussian jump length PDFs have finite jump length variances and they give the same second moment; however, their distribution functions present different behaviors near the origin. The combination of exponential and power-law function for the waiting time PDF can generate a crossover from anomalous regime to normal regime. Moreover, the parameter of the exponential jump length PDF does not change the behavior of the n-moment for all time intervals, and for the Gaussian jump length PDF the n-moment also indicates a similar behavior.
Dispersion in porous media, continuous-time random walks, and percolation.
Sahimi, Muhammad
2012-01-01
A promising approach to the modeling of anomalous (non-Gaussian) dispersion in flow through heterogeneous porous media is the continuous-time random walk (CTRW) method. In such a formula on the waiting time distribution ψ(t) is usually assumed to be given by ψ(t)∼t-1-α, with α fitted to the experimental data. The exponent α is also related to the power-law growth of the mean-square displacement of the solute with the time t ∼ tζ. Invoking percolation and using a scaling analysis, we relate α to the geometrical exponents of percolation (ν, β, and βB) as well as the exponents μ and e that characterize the power-law behavior of the effective conductivity and permeability of porous media near the percolation threshold. We then explain the cause of the nonuniversality of α in terms of the nonuniversality of μ and e in continuum systems, and in percolation models with long-range correlations, and propose bounds for it. The results are consistent with the experimental data, both at the laboratory and field scales.
D Fluid Deformation and Mixing via a Continuous Time Random Walk
Lester, D. R.; Dentz, M.; Le Borgne, T.; de Barros, F.
2015-12-01
Fluid stretching and deformation as quantified by the fluid deformation gradient tensor directly controls mixing of diffusive species in both chaotic and non-chaotic, 2D and 3D flows at the pore- and Darcy scales. Indeed, recent advances [LeBorgne et. al. PRL, 110, 204501, 2013] in the prediction of mixing and scalar dissipation require the distribution of fluid deformation rates as quantitative inputs. However, these measures are often difficult to link to medium properties or statistical heterogeneity controls. To advance this problem, we present a novel Continuous Time Random Walk (CTRW) to model stochastic evolution of the 3D fluid deformation tensor in a Protean (streamline) coordinate frame. This approach allows topological constraints imposed by the flow kinematics to be naturally obeyed, and furthermore flow features that generate non-Fickian transport can be clearly elucidated. For simple flows, this framework allows the distribution of deformation rates (and hence mixing) to be expressed in terms of heterogenenity controls, and for more complex flows, this approach clearly identifies what flow features govern anomalous transport and how their statistics can be measured as model inputs.
Natural Organic Matter Transport Modeling with a Continuous Time Random Walk Approach.
McInnis, Daniel P; Bolster, Diogo; Maurice, Patricia A
2014-02-01
In transport experiments through columns packed with naturally Fe/Al oxide-coated quartz sand, breakthrough curves (BTCs) of natural organic matter (NOM) displayed strong and persistent power law tailing that could not be described by the classical advection-dispersion equation. Tailing was not observed in BTCs for a nonreactive tracer (sulforhodamine B); therefore, the anomalous transport is attributed to diverse adsorptive behavior of the polydisperse NOM sample rather than to physical heterogeneity of the porous medium. NOM BTC tailing became more pronounced with decreases in pH and increases in ionic strength, conditions previously shown to be associated with enhanced preferential adsorption of intermediate to high molecular weight NOM components. Drawing from previous work on anomalous solute transport, we develop an approach to model NOM transport within the framework of a continuous time random walk (CTRW) and show that under all conditions examined, the CTRW model is able to capture tailing of NOM BTCs by accounting for differences in transport rates of NOM fractions through a distribution of effective retardation factors. These results demonstrate the importance of considering effects of adsorptive fractionation on NOM mobility, and illustrate the ability of the CTRW model to describe transport of a multicomponent solute.
Continuous-time random walk for open systems: fluctuation theorems and counting statistics.
Esposito, Massimiliano; Lindenberg, Katja
2008-05-01
We consider continuous-time random walks (CTRW) for open systems that exchange energy and matter with multiple reservoirs. Each waiting time distribution (WTD) for times between steps is characterized by a positive parameter alpha , which is set to alpha=1 if it decays at least as fast as t{-2} at long times and therefore has a finite first moment. A WTD with alphaCTRW. However, R can be identified as a trajectory entropy change only if the WTDs have alpha=1 and satisfy separability (also called "direction time independence"). For nonseparable WTDs with alpha=1 , R can only be identified as a trajectory entropy change at long times, and a fluctuation theorem for the entropy change then only holds at long times. For WTDs with 0
Transmembrane protein CD93 diffuses by a continuous time random walk.
Goiko, Maria; de Bruyn, John; Heit, Bryan
Molecular motion within the cell membrane is a poorly-defined process. In this study, we characterized the diffusion of the transmembrane protein CD93. By careful analysis of the dependence of the ensemble-averaged mean squared displacement (EA-MSD, r2) on time t and the ensemble-averaged, time-averaged MSD (EA-TAMSD, δ2) on lag time τ and total measurement time T, we showed that the motion of CD93 is well-described by a continuous-time random walk (CTRW). CD93 tracks were acquired using single particle tracking. The tracks were classified as confined or free, and the behavior of the MSD analyzed. EA-MSDs of both populations grew non-linearly with t, indicative of anomalous diffusion. Their EA-TAMSDs were found to depend on both τ and T, indicating non-ergodicity. Free molecules had r2 tα and δ2 (τ /T 1 - α) , with α 0 . 5 , consistent with a CTRW. Mean maximal excursion analysis supported this result. Confined CD93 had r2 t0 and δ2 (τ / T) α , with α 0 . 3 , consistent with a confined CTRW. CTRWs are described by a series of random jumps interspersed with power-law distributed waiting times, and may arise due to the interactions of CD93 with the endocytic machinery. NSERC.
Solvable continuous-time random walk model of the motion of tracer particles through porous media
Fouxon, Itzhak; Holzner, Markus
2016-08-01
We consider the continuous-time random walk (CTRW) model of tracer motion in porous medium flows based on the experimentally determined distributions of pore velocity and pore size reported by Holzner et al. [M. Holzner et al., Phys. Rev. E 92, 013015 (2015), 10.1103/PhysRevE.92.013015]. The particle's passing through one channel is modeled as one step of the walk. The step (channel) length is random and the walker's velocity at consecutive steps of the walk is conserved with finite probability, mimicking that at the turning point there could be no abrupt change of velocity. We provide the Laplace transform of the characteristic function of the walker's position and reductions for different cases of independence of the CTRW's step duration τ , length l , and velocity v . We solve our model with independent l and v . The model incorporates different forms of the tail of the probability density of small velocities that vary with the model parameter α . Depending on that parameter, all types of anomalous diffusion can hold, from super- to subdiffusion. In a finite interval of α , ballistic behavior with logarithmic corrections holds, which was observed in a previously introduced CTRW model with independent l and τ . Universality of tracer diffusion in the porous medium is considered.
Life and Death of Stationary Linear Response in Anomalous Continuous Time Random Walk Dynamics
Igor, Goychuk
2014-10-01
Linear theory of stationary response in systems at thermal equilibrium requires to find equilibrium correlation function of unperturbed responding system. Studies of the response of the systems exhibiting anomalously slow dynamics are often based on the continuous time random walk description (CTRW) with divergent mean waiting times. The bulk of the literature on anomalous response contains linear response functions like one by Cole-Cole calculated from such a CTRW theory and applied to systems at thermal equilibrium. Here we show within a fairly simple and general model that for the systems with divergent mean waiting times the stationary response at thermal equilibrium is absent, in accordance with some recent studies. The absence of such stationary response (or dying to zero non-stationary response in aging experiments) would confirm CTRW with divergent mean waiting times as underlying physical relaxation mechanism, but reject it otherwise. We show that the absence of stationary response is closely related to the breaking of ergodicity of the corresponding dynamical variable. As an important new result, we derive a generalized Cole-Cole response within ergodic CTRW dynamics with finite waiting time. Moreover, we provide a physically reasonable explanation of the origin and wide presence of 1/f noise in condensed matter for ergodic dynamics close to normal, rather than strongly deviating.
Occupation times and ergodicity breaking in biased continuous time random walks
Energy Technology Data Exchange (ETDEWEB)
Bel, Golan; Barkai, Eli [Physics Department, Bar-Ilan University, Ramat-Gan 52900 (Israel)
2005-12-14
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 approach to on-off diffusion
Energy Technology Data Exchange (ETDEWEB)
Miyazaki, Syuji; Harada, Tomohiro; Budiyono, Agung [Kyoto Univ., Graduate School of Informatics, Department of Applied Analysis and Complex Dynamical Systems, Kyoto (Japan)
2001-12-01
Statistical properties and scale invariances of on-off diffusion, which is an anomalous transport phenomenon caused by on-off intermittency, are studied on the basis of the continuous-time random walk (CTRW) approach. The anomalous production of heat is also analyzed. Scaling functions of the time evolution of the mean square displacement and the probability density function (PDF) of the position are analytically derived. It is found that there is a characteristic time separating two regimes of time intervals with different scaling laws for the PDF. In the interval that exists at times much smaller than the characteristic time, anomalous subdiffusion appears, which is followed by normal diffusion. In the earlier time interval, aside from the neighborhood of the origin, the PDF takes the form of a power law multiplied by a stretched exponential function, whereas in the later time interval, the PDF becomes a Gaussian. The results are compared with these model simulations. Good agreement between the theory and the simulation is obtained. (author)
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.
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.
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.
Factors associated with dropout in medical education: a literature review.
O'Neill, Lotte Dyhrberg; Wallstedt, Birgitta; Eika, Berit; Hartvigsen, Jan
2011-05-01
Medical school dropout may have negative consequences for society, patients, the profession, schools and dropouts. To our knowledge, the literature dealing with dropout from medical school has never been systematically and critically appraised. This review aimed to systematically and critically review studies dealing with factors found to be associated with dropping out of medical school. A systematic critical literature review of the international peer-reviewed research literature on medical education was performed. A primary search was conducted and subsequently supplemented with ancestry and descendancy searches. The population of interest was medical students and the outcome was dropout. Abstract/title screening and quality assessment were performed by two independent researchers. Studies were assessed on six domains of quality: study participation; study attrition; predictor measurement; measurement of and accounting for confounders; outcome measurement, and analysis. Only studies that accounted for confounding were included in the final analysis. Of 625 studies found, 48 were quality-assessed and 13 of these were eventually included based on their fulfilment of our quality-related criteria. A range of entry qualifications seemed to be associated with greater chances of a student dropping out (odds ratio [OR] = 1.65-4.00). Struggling academically in medical school may be strongly associated with dropout. By contrast, no specific pattern of demographic variables was particularly important in relation to dropout. The effects of socio-economic, psychological and educational variables on dropout were not well investigated. More research into causal models and theory testing, which considers the effects of education, organisation and institution, is necessary if we are to learn more about how we can actively prevent medical student withdrawal. © Blackwell Publishing Ltd 2011.
Review of GEM Radiation Belt Dropout and Buildup Challenges
Tu, Weichao; Li, Wen; Morley, Steve; Albert, Jay
2017-04-01
In Summer 2015 the US NSF GEM (Geospace Environment Modeling) focus group named "Quantitative Assessment of Radiation Belt Modeling" started the "RB dropout" and "RB buildup" challenges, focused on quantitative modeling of the radiation belt buildups and dropouts. This is a community effort which includes selecting challenge events, gathering model inputs that are required to model the radiation belt dynamics during these events (e.g., various magnetospheric waves, plasmapause and density models, electron phase space density data), simulating the challenge events using different types of radiation belt models, and validating the model results by comparison to in situ observations of radiation belt electrons (from Van Allen Probes, THEMIS, GOES, LANL/GEO, etc). The goal is to quantitatively assess the relative importance of various acceleration, transport, and loss processes in the observed radiation belt dropouts and buildups. Since 2015, the community has selected four "challenge" events under four different categories: "storm-time enhancements", "non-storm enhancements", "storm-time dropouts", and "non-storm dropouts". Model inputs and data for each selected event have been coordinated and shared within the community to establish a common basis for simulations and testing. Modelers within and outside US with different types of radiation belt models (diffusion-type, diffusion-convection-type, test particle codes, etc.) have participated in our challenge and shared their simulation results and comparison with spacecraft measurements. Significant progress has been made in quantitative modeling of the radiation belt buildups and dropouts as well as accessing the modeling with new measures of model performance. In this presentation, I will review the activities from our "RB dropout" and "RB buildup" challenges and the progresses achieved in understanding radiation belt physics and improving model validation and verification.
Fontes, Fernando A. C. C.; Paiva, Luís T.
2016-10-01
We address optimal control problems for nonlinear systems with pathwise state-constraints. These are challenging non-linear problems for which the number of discretization points is a major factor determining the computational time. Also, the location of these points has a major impact in the accuracy of the solutions. We propose an algorithm that iteratively finds an adequate time-grid to satisfy some predefined error estimate on the obtained trajectories, which is guided by information on the adjoint multipliers. The obtained results show a highly favorable comparison against the traditional equidistant-spaced time-grid methods, including the ones using discrete-time models. This way, continuous-time plant models can be directly used. The discretization procedure can be automated and there is no need to select a priori the adequate time step. Even if the optimization procedure is forced to stop in an early stage, as might be the case in real-time problems, we can still obtain a meaningful solution, although it might be a less accurate one. The extension of the procedure to a Model Predictive Control (MPC) context is proposed here. By defining a time-dependent accuracy threshold, we can generate solutions that are more accurate in the initial parts of the receding horizon, which are the most relevant for MPC.
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.
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François Niragire
2017-05-01
Full Text Available Child survival programmes are efficient when they target the most significant and area-specific factors. This study aimed to assess the key determinants and spatial variation of child mortality at the district level in Rwanda. Data from the 2010 Rwanda Demographic and Health Survey were analysed for 8817 live births that occurred during five years preceding the survey. Out of the children born, 433 had died before survey interviews were carried out. A full Bayesian geo-additive continuous-time hazard model enabled us to maximise data utilisation and hence improve the accuracy of our estimates. The results showed substantial district- level spatial variation in childhood mortality in Rwanda. District-specific spatial characteristics were particularly associated with higher death hazards in two districts: Musanze and Nyabihu. The model estimates showed that there were lower death rates among children from households of medium and high economic status compared to those from low-economic status households. Factors, such as four antenatal care visits, delivery at a health facility, prolonged breastfeeding and mothers younger than 31 years were associated with lower child death rates. Long preceding birth intervals were also associated with fewer hazards. For these reasons, programmes aimed at reducing child mortality gaps between districts in Rwanda should target maternal factors and take into consideration district-specific spatial characteristics. Further, child survival gains require strengthening or scaling-up of existing programmes pertaining to access to, and utilisation of maternal and child health care services as well as reduction of the household gap in the economic status.
Continuous time random walk model better describes the tailing of atrazine transport in soil.
Deng, Jiancai; Jiang, Xin; Zhang, Xiaoxian; Hu, Weiping; Crawford, John W
2008-05-01
Contaminant transport in soils is complicated and involves some physical and chemical nonequilibrium processes. In this research, the soil column displacement experiments of Cl(-) and atrazine under different flow velocities were carried out. The data sets of Cl(-) transport in sandy loam fitted to the convection dispersion equation (CDE) and the two-region model (TRM) indicated that the effects of physical nonequilibrium process produced by immobile water on the breakthrough curves (BTCs) of Cl(-) and atrazine transport through the repacking soil columns were negligible. The two-site model (TSM) and the continuous time random walk (CTRW) were also used to fit atrazine transport behavior at the flow rate of 19.86 cm h(-1). The CTRW convincingly captured the full evolution of atrazine BTC in the soil column, especially for the part of long tailing. However, the TSM failed to characterize the tailing of atrazine BTC in the soil column. The calculated fraction of equilibrium sorption sites, F, ranging from 0.78 to 0.80 for all flow rates suggested the contribution of nonequilibrium sorption sites to the asymmetry of atrazine BTCs. Furthermore, the data sets for the flow rates of 6.68 cm h(-1) and 32.81 cm h(-1) were predicted by the TSM and the CTRW. As to the flow rate of 6.68 cm h(-1), the CTRW predicted the entire BTC of atrazine transport better than the TSM did. For the flow rate of 32.81 cm h(-1), the CTRW characterized the late part of the tail better, while the TSM failed to predict the tailings of atrazine BTC.
Ageing first passage time density in continuous time random walks and quenched energy landscapes
Krüsemann, Henning; Godec, Aljaž; Metzler, Ralf
2015-07-01
We study the first passage dynamics of an ageing stochastic process in the continuous time random walk (CTRW) framework. In such CTRW processes the test particle performs a random walk, in which successive steps are separated by random waiting times distributed in terms of the waiting time probability density function \\psi (t)≃ {t}-1-α (0≤slant α ≤slant 2). An ageing stochastic process is defined by the explicit dependence of its dynamic quantities on the ageing time ta, the time elapsed between its preparation and the start of the observation. Subdiffusive ageing CTRWs with 0\\lt α \\lt 1 describe systems such as charge carriers in amorphous semiconducters, tracer dispersion in geological and biological systems, or the dynamics of blinking quantum dots. We derive the exact forms of the first passage time density for an ageing subdiffusive CTRW in the semi-infinite, confined, and biased case, finding different scaling regimes for weakly, intermediately, and strongly aged systems: these regimes, with different scaling laws, are also found when the scaling exponent is in the range 1\\lt α \\lt 2, for sufficiently long ta. We compare our results with the ageing motion of a test particle in a quenched energy landscape. We test our theoretical results in the quenched landscape against simulations: only when the bias is strong enough, the correlations from returning to previously visited sites become insignificant and the results approach the ageing CTRW results. With small bias or without bias, the ageing effects disappear and a change in the exponent compared to the case of a completely annealed landscape can be found, reflecting the build-up of correlations in the quenched landscape.
Fluid limit of the continuous-time random walk with general Levy jump distribution functions
Energy Technology Data Exchange (ETDEWEB)
Cartea, A. [Birbeck College, University of London; Del-Castillo-Negrete, Diego B [ORNL
2007-01-01
The continuous time random walk (CTRW) is a natural generalization of the Brownian random walk that allows the incorporation of waiting time distributions psi(t) and general jump distribution functions eta(x). There are two well-known fluid limits of this model in the uncoupled case. For exponential decaying waiting times and Gaussian jump distribution functions the fluid limit leads to the diffusion equation. On the other hand, for algebraic decaying waiting times psi similar to t(-(1+beta)) and algebraic decaying jump distributions eta similar to x(-(1+alpha)) corresponding to Levy stable processes, the fluid limit leads to the fractional diffusion equation of order alpha in space and order beta in time. However, these are two special cases of a wider class of models. Here we consider the CTRW for the most general Levy stochastic processes in the Levy-Khintchine representation for the jump distribution function and obtain an integrodifferential equation describing the dynamics in the fluid limit. The resulting equation contains as special cases the regular and the fractional diffusion equations. As an application we consider the case of CTRWs with exponentially truncated Levy jump distribution functions. In this case the fluid limit leads to a transport equation with exponentially truncated fractional derivatives which describes the interplay between memory, long jumps, and truncation effects in the intermediate asymptotic regime. The dynamics exhibits a transition from superdiffusion to subdiffusion with the crossover time scaling as tau(c)similar to lambda(-alpha/beta), where 1/lambda is the truncation length scale. The asymptotic behavior of the propagator (Green's function) of the truncated fractional equation exhibits a transition from algebraic decay for t <
Continuous time random walks for non-local radial solute transport
Dentz, Marco; Kang, Peter K.; Le Borgne, Tanguy
2015-08-01
This study formulates and analyzes continuous time random walk (CTRW) models in radial flow geometries for the quantification of non-local solute transport induced by heterogeneous flow distributions and by mobile-immobile mass transfer processes. To this end we derive a general CTRW framework in radial coordinates starting from the random walk equations for radial particle positions and times. The particle density, or solute concentration is governed by a non-local radial advection-dispersion equation (ADE). Unlike in CTRWs for uniform flow scenarios, particle transition times here depend on the radial particle position, which renders the CTRW non-stationary. As a consequence, the memory kernel characterizing the non-local ADE, is radially dependent. Based on this general formulation, we derive radial CTRW implementations that (i) emulate non-local radial transport due to heterogeneous advection, (ii) model multirate mass transfer (MRMT) between mobile and immobile continua, and (iii) quantify both heterogeneous advection in a mobile region and mass transfer between mobile and immobile regions. The expected solute breakthrough behavior is studied using numerical random walk particle tracking simulations. This behavior is analyzed by explicit analytical expressions for the asymptotic solute breakthrough curves. We observe clear power-law tails of the solute breakthrough for broad (power-law) distributions of particle transit times (heterogeneous advection) and particle trapping times (MRMT model). The combined model displays two distinct time regimes. An intermediate regime, in which the solute breakthrough is dominated by the particle transit times in the mobile zones, and a late time regime that is governed by the distribution of particle trapping times in immobile zones. These radial CTRW formulations allow for the identification of heterogeneous advection and mobile-immobile processes as drivers of anomalous transport, under conditions relevant for field tracer
Application of continuous time random walk theory to nonequilibrium transport in soil.
Li, Na; Ren, Li
2009-09-01
Continuous time random walk (CTRW) formulations have been demonstrated to provide a general and effective approach that quantifies the behavior of solute transport in heterogeneous media in field, laboratory, and numerical experiments. In this paper we first apply the CTRW approach to describe the sorbing solute transport in soils under chemical (or) and physical nonequilibrium conditions by curve-fitting. Results show that the theoretical solutions are in a good agreement with the experimental measurements. In case that CTRW parameters cannot be determined directly or easily, an alternative method is then proposed for estimating such parameters independently of the breakthrough curve data to be simulated. We conduct numerical experiments with artificial data sets generated by the HYDRUS-1D model for a wide range of pore water velocities (upsilon) and retardation factors (R) to investigate the relationship between CTRW parameters for a sorbing solute and these two quantities (upsilon, R) that can be directly measured in independent experiments. A series of best-fitting regression equations are then developed from the artificial data sets, which can be easily used as an estimation or prediction model to assess the transport of sorbing solutes under steady flow conditions through soil. Several literature data sets of pesticides are used to validate these relationships. The results show reasonable performance in most cases, thus indicating that our method could provide an alternative way to effectively predict sorbing solute transport in soils. While the regression relationships presented are obtained under certain flow and sorption conditions, the methodology of our study is general and may be extended to predict solute transport in soils under different flow and sorption conditions.
Directory of Open Access Journals (Sweden)
Botond Molnár
Full Text Available There has been a long history of using neural networks for combinatorial optimization and constraint satisfaction problems. Symmetric Hopfield networks and similar approaches use steepest descent dynamics, and they always converge to the closest local minimum of the energy landscape. For finding global minima additional parameter-sensitive techniques are used, such as classical simulated annealing or the so-called chaotic simulated annealing, which induces chaotic dynamics by addition of extra terms to the energy landscape. Here we show that asymmetric continuous-time neural networks can solve constraint satisfaction problems without getting trapped in non-solution attractors. We concentrate on a model solving Boolean satisfiability (k-SAT, which is a quintessential NP-complete problem. There is a one-to-one correspondence between the stable fixed points of the neural network and the k-SAT solutions and we present numerical evidence that limit cycles may also be avoided by appropriately choosing the parameters of the model. This optimal parameter region is fairly independent of the size and hardness of instances, this way parameters can be chosen independently of the properties of problems and no tuning is required during the dynamical process. The model is similar to cellular neural networks already used in CNN computers. On an analog device solving a SAT problem would take a single operation: the connection weights are determined by the k-SAT instance and starting from any initial condition the system searches until finding a solution. In this new approach transient chaotic behavior appears as a natural consequence of optimization hardness and not as an externally induced effect.
Dutta, Samrat; Patchaikani, Prem Kumar; Behera, Laxmidhar
2016-07-01
This paper presents a single-network adaptive critic-based controller for continuous-time systems with unknown dynamics in a policy iteration (PI) framework. It is assumed that the unknown dynamics can be estimated using the Takagi-Sugeno-Kang fuzzy model with arbitrary precision. The successful implementation of a PI scheme depends on the effective learning of critic network parameters. Network parameters must stabilize the system in each iteration in addition to approximating the critic and the cost. It is found that the critic updates according to the Hamilton-Jacobi-Bellman formulation sometimes lead to the instability of the closed-loop systems. In the proposed work, a novel critic network parameter update scheme is adopted, which not only approximates the critic at current iteration but also provides feasible solutions that keep the policy stable in the next step of training by combining a Lyapunov-based linear matrix inequalities approach with PI. The critic modeling technique presented here is the first of its kind to address this issue. Though multiple literature exists discussing the convergence of PI, however, to the best of our knowledge, there exists no literature, which focuses on the effect of critic network parameters on the convergence. Computational complexity in the proposed algorithm is reduced to the order of (Fz)(n-1) , where n is the fuzzy state dimensionality and Fz is the number of fuzzy zones in the states space. A genetic algorithm toolbox of MATLAB is used for searching stable parameters while minimizing the training error. The proposed algorithm also provides a way to solve for the initial stable control policy in the PI scheme. The algorithm is validated through real-time experiment on a commercial robotic manipulator. Results show that the algorithm successfully finds stable critic network parameters in real time for a highly nonlinear system.
Discrete- vs. Continuous-Time Modeling of Unequally Spaced Experience Sampling Method Data
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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.
Directory of Open Access Journals (Sweden)
George A. Kelley
2013-01-01
Full Text Available Background. Dropouts and compliance to exercise interventions targeting bone mineral density (BMD in adults are not well established. The purpose of this study was to address that gap. Methods. Meta-analysis of randomized controlled exercise intervention trials in adults ≥18 years of age. The primary outcomes were dropouts in the exercise and control groups as well as compliance to the exercise interventions. A random-effects model was used to pool results. Moderator analyses were conducted using mixed-effects ANOVA-like models and metaregression. Statistical significance was set at . Results. Thirty-six studies representing 3,297 participants (1,855 exercise, 1,442 control were included. Dropout rates in the exercise and control groups averaged 20.9% (95% CI 16.7%–25.9% and 15.9% (11.8%–21.1% while compliance to exercise was 76.3% (71.7%–80.3%. For both exercise and control groups, greater dropout rates were associated with studies conducted in the USA versus other countries, females versus males, premenopausal versus postmenopausal women, younger versus older participants, longer studies (controls only, and high- versus moderate-intensity training (exercisers only. Greater compliance to exercise was associated with being female, home- or facility-based exercise versus both, and shorter studies. Conclusion. These findings provide important information for researchers and practitioners with respect to exercise programs targeting BMD in adults.
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Wendy Manona
2015-12-01
Full Text Available This study investigated and analysed factors responsible for high dropout rate of learners at selected high schools in King William’s Town District, Province of the Eastern Cape. The aim of the study is provide an understanding into inherent problems of early exit of learners in the education sector, which impede the long-term production of professionals with bright future. The main findings of this study revealed that multiple motives, associated with individual characteristics of dropouts and social problems emanating from their family background and influence of the community, prompted learners to dropout. Moreover, learner dropout is inter alia caused by social factors such as lack of resources, the effect of poverty, orphans at school, the distance between the school and the community, drug abuse, pregnancy and HIV and AIDS prevalence in schools, gangsterism and learning barriers. The results of this research suggest that the government should make resources available with regard to scholar transport, school nurses to provide education awareness programmes in relation to early pregnancies, HIV and AIDS infection to improve attendance rate. The Department of Social Development should provide information with regard to benefits available to orphaned learners. The government should ensure sustainable provision of the school nutrition programme to alleviate hunger and poverty. School management should effectively regulate the behaviour of learners to promote discipline in schools so that substance abuse is eliminated.
Personality and psychopathology correlates of dropout in an outpatient psychiatric service.
Fassino, S; Amianto, F; Abbate Daga, G; Leombruni, P
2007-03-01
The dropout from care in public psychiatric units is a frequent event and strategies to reduce its incidence are still debated. This study aims to determine which personality and psychopathology dimensions influence the dropout in a psychiatric unit. All new patients referred to a public psychiatric outpatient service were tested with self-administered inventories assessing personality traits (TCI), parental bonding (PBI), and psychopathology (SCL-90; BDI; STAXI). Completers were divided into nondropout, late dropout, and early dropout groups which were compared with each other with respect to diagnosis, referral, demographic data and the inventories. Logistic regression was performed between dropout and non dropout subjects with respect to the significantly differing variables. No clinical or demographic characteristic predict dropout. Numerous SCL-90 psychopathology scales, state anger and some TCI personality facets distinguish dropout from in care subjects. Psychoticism and sentimentalism have been evidenced independent predictors of dropout. In the present study dropout from the psychiatric unit is more related to personal characteristics than to sociodemographic variables or diagnosis. Dropout is related to personality and psychopathology characteristics which may reduce subject's relational skills and impair therapeutic alliance. These traits may also influence subjects' perception of the service quality and of the assessment procedure. The acknowledgement of such traits as possible determinants of dropout may orient service organization and personnel education to prevent this phenomenon in health care services. Strategies for preventing dropout are discussed.
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
Oliveira, R.; Bijeljic, B.; Blunt, M. J.; Colbourne, A.; Sederman, A. J.; Mantle, M. D.; Gladden, L. F.
2017-12-01
Mixing and reactive processes have a large impact on the viability of enhanced oil and gas recovery projects that involve acid stimulation and CO2 injection. To achieve a successful design of the injection schemes an accurate understanding of the interplay between pore structure, flow and reactive transport is necessary. Dependent on transport and reactive conditions, this complex coupling can also be dependent on initial rock heterogeneity across a variety of scales. To address these issues, we devise a new method to study transport and reactive flow in porous media at multiple scales. The transport model is based on an efficient Particle Tracking Method based on Continuous Time Random Walks (CTRW-PTM) on a lattice. Transport is modelled using an algorithm described in Rhodes and Blunt (2006) and Srinivasan et al. (2010); this model is expanded to enable for reactive flow predictions in subsurface rock undergoing a first-order fluid/solid chemical reaction. The reaction-induced alteration in fluid/solid interface is accommodated in the model through changes in porosity and flow field, leading to time dependent transport characteristics in the form of transit time distributions which account for rock heterogeneity change. This also enables the study of concentration profiles at the scale of interest. Firstly, we validate transport model by comparing the probability of molecular displacement (propagators) measured by Nuclear Magnetic Resonance (NMR) with our modelled predictions for concentration profiles. The experimental propagators for three different porous media of increasing complexity, a beadpack, a Bentheimer sandstone and a Portland carbonate, show a good agreement with the model. Next, we capture the time evolution of the propagators distribution in a reactive flow experiment, where hydrochloric acid is injected into a limestone rock. We analyse the time-evolving non-Fickian signatures for the transport during reactive flow and observe an increase in
Selected determinants may account for dropout risks among medical students
DEFF Research Database (Denmark)
Mørcke, Anne Mette; O'Neill, Lotte; Kjeldsen, Inge Trads
2012-01-01
INTRODUCTION: The dropout level from the Danish medical schools is high, but we have only little insight into this problem. The purpose of this study was to qualify the ongoing discussions concerning dropout. MATERIAL AND METHODS: In this retrospective cohort study, relevant variables were...... extracted from the established database of Aarhus University for the 639 students initiating medicine studies between 1 January 1999 and 31December 2000. A multivariate pre-admission and post-admission model was examined. RESULTS: Of the 639 medical students, 20% dropped out. Most students dropped out....... CONCLUSION: The dropout rate has been decreasing during the past decade. Young people considering studying medicine could be advised to choose natural science subjects in high school, and a number of research questions concerning preparedness for medical school are worth pursuing. Leave or very low grades...
Socioeconomic differences in school dropout among young adults
DEFF Research Database (Denmark)
Winding, Trine Nøhr; Andersen, Johan Hviid
2015-01-01
Background School dropout in adolescence is an important social determinant of health inequality in a lifetime perspective. It is commonly accepted that parental background factors are associated with later dropout, but to what extent social relations mediate this association is not yet fully...... understood. Aim: To investigate the effect of social relations on the association between parental socioeconomic position and school dropout in the Danish youth cohort Vestliv. Methods This prospective study used data from questionnaires in 2004 and 2007 and register data in 2004 and 2010. The study...... a secondary education, especially among girls. For instance, 18-year-old girls finding family conflicts difficult to handle had a 2.6-fold increased risk of not completing a secondary education. Young people from low socioeconomic position families had approximately a 3-fold higher risk of not completing...
Dropout in VET – institutional selection and social exclusion
DEFF Research Database (Denmark)
Jørgensen, Christian Helms
. The study shows how the institutionalised selection of students is integrated in the working of the colleges, and that this practice contributes to dropouts. In addition the students make friendships and form groups in their daily life in college and outside according to gender, ethnicity, age, residential...... of the complex processes of dropping out. The present study is part of a large national research project on retention in VET. The paper aims to understand dropout as a result of the interplay of students’ agentic actions and social interactions and the opportunities for participation afforded by the colleges....... Dropout is studied as a combination of on the one hand processes of social and cultural in- and exclusion among the students and on the other hand processes of institutional selection of vocational colleges. It draws on critical theories of reproduction in education and cultural studies of education...
Efficient implementation of the continuous-time hybridization expansion quantum impurity solver
Hafermann, Hartmut; Werner, Philipp; Gull, Emanuel
2013-04-01
Strongly correlated quantum impurity problems appear in a wide variety of contexts ranging from nanoscience and surface physics to material science and the theory of strongly correlated lattice models, where they appear as auxiliary systems within dynamical mean-field theory. Accurate and unbiased solutions must usually be obtained numerically, and continuous-time quantum Monte Carlo algorithms, a family of algorithms based on the stochastic sampling of partition function expansions, perform well for such systems. With the present paper we provide an efficient and generic implementation of the hybridization expansion quantum impurity solver, based on the segment representation. We provide a complete implementation featuring most of the recently developed extensions and optimizations. Our implementation allows one to treat retarded interactions and provides generalized measurement routines based on improved estimators for the self-energy and for vertex functions. The solver is embedded in the ALPS-DMFT application package. Catalogue identifier: AEOL_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEOL_v1_0.html Program obtainable from: CPC Program Library, Queen’s University, Belfast, N. Ireland Licensing provisions: Use of the hybridization expansion impurity solvers requires citation of this paper. Use of any ALPS program requires citation of the ALPS [1] paper. No. of lines in distributed program, including test data, etc.: 650044 No. of bytes in distributed program, including test data, etc.: 20553265 Distribution format: tar.gz Programming language: C++/Python. Computer: Desktop PC, high-performance computers. Operating system: Unix, Linux, OSX, Windows. Has the code been vectorized or parallelized?: Yes, MPI parallelized. RAM: 1 GB Classification: 7.3. External routines: ALPS [1, 2, 3], BLAS [4, 5], LAPACK [6], HDF5 [7] Nature of problem: Quantum impurity models were originally introduced to describe a magnetic transition metal ion in a non
Directory of Open Access Journals (Sweden)
Kathryn Ann Kaiser
2014-12-01
Full Text Available Introduction: Understanding participant demographic characteristics that inform the optimal design of obesity RCTs have been examined in few studies. The objective of this study was to investigate the association of individual participant characteristics and dropout rates (DORs in obesity randomized controlled trials (RCT by pooling data from several publicly available datasets for analyses. We comprehensively characterize DORs and patterns in obesity RCTs at the individual study level, and describe how such rates and patterns vary as a function of individual-level characteristics. Methods: We obtained and analyzed nine publicly-available, obesity RCT datasets that examined weight loss or weight gain prevention as a primary or secondary endpoint. Four risk factors for dropout were examined by Cox proportional hazards including sex, age, baseline BMI, and race/ethnicity. The individual study data were pooled in the final analyses with a random effect for study, and HR and 95% CIs were computed. Results: Results of the multivariate analysis indicated that the risk of dropout was significantly higher for females compared to males (HR= 1.24, 95% CI = 1.05, 1.46. Hispanics and Non-Hispanic blacks had a significantly higher dropout rate compared to non-Hispanic whites (HR= 1.62, 95% CI = 1.37, 1.91; HR= 1.22, 95% CI = 1.11, 1.35, respectively. There was a significantly increased risk of dropout associated with advancing age (HR= 1.02, 95% CI = 1.01, 1.02 and increasing BMI (HR= 1.03, 95% CI = 1.03, 1.04. Conclusion/Significance: As more studies may focus on special populations, researchers designing obesity RCTs may wish to oversample in certain demographic groups if attempting to match comparison groups based on generalized estimates of expected dropout rates, or otherwise adjust a priori power estimates. Understanding true reasons for dropout may require additional methods of data gathering not generally employed in obesity RCTs, e.g. time on
Is Drop-Out from University Dependent on National Culture and Policy? The Case of Denmark
Troelsen, Rie; Laursen, Per F.
2014-01-01
National cultures are known to influence educational institutions and practices in many ways. It therefore seems reasonable to assume that drop-out from university is also influenced by differences in national cultures. In this article, we compare drop-out from Danish universities with drop-out from European universities. Based on Danish national…
Dropout and Migration Statistics: District of Columbia Public Schools. School Year 1991-92.
District of Columbia Public Schools, Washington, DC. Research Branch.
The annual dropout and migration statistics report of the District of Columbia public schools reflects the guidelines, definitions, and tracking procedures of the District schools. School year 1991-92 was the third year of implementation of the present dropout-accounting system. The report contains dropout and migration statistics for student…
Meta-Analysis of Dropout in Treatments for Posttraumatic Stress Disorder
Imel, Zac E.; Laska, Kevin; Jakupcak, Matthew; Simpson, Tracy L.
2013-01-01
Objective: Many patients drop out of treatments for posttraumatic stress disorder (PTSD); some clinicians believe that trauma-focused treatments increase dropout. Method: We conducted a meta-analysis of dropout among active treatments in clinical trials for PTSD (42 studies; 17 direct comparisons). Results: The average dropout rate was 18%, but it…
Wang, Jinling; Jiang, Haijun; Ma, Tianlong; Hu, Cheng
2018-05-01
This paper considers the delay-dependent stability of memristive complex-valued neural networks (MCVNNs). A novel linear mapping function is presented to transform the complex-valued system into the real-valued system. Under such mapping function, both continuous-time and discrete-time MCVNNs are analyzed in this paper. Firstly, when activation functions are continuous but not Lipschitz continuous, an extended matrix inequality is proved to ensure the stability of continuous-time MCVNNs. Furthermore, if activation functions are discontinuous, a discontinuous adaptive controller is designed to acquire its stability by applying Lyapunov-Krasovskii functionals. Secondly, compared with techniques in continuous-time MCVNNs, the Halanay-type inequality and comparison principle are firstly used to exploit the dynamical behaviors of discrete-time MCVNNs. Finally, the effectiveness of theoretical results is illustrated through numerical examples. Copyright © 2018 Elsevier Ltd. All rights reserved.
DEFF Research Database (Denmark)
Hobolth, Asger; Stone, Eric
2009-01-01
Analyses of serially-sampled data often begin with the assumption that the observations represent discrete samples from a latent continuous-time stochastic process. The continuous-time Markov chain (CTMC) is one such generative model whose popularity extends to a variety of disciplines ranging from...... computational finance to human genetics and genomics. A common theme among these diverse applications is the need to simulate sample paths of a CTMC conditional on realized data that is discretely observed. Here we present a general solution to this sampling problem when the CTMC is defined on a discrete...
The Rural Dropout Problem: An Invisible Achievement Gap
Johnson, Jerry; Strange, Marty; Madden, Karen
2010-01-01
This report reviews high school dropout rates and related factors in rural high schools throughout 15 Southern and Southwestern states. These schools are in districts that are among the 800 rural districts with the highest student poverty rate nationally. Seventy-seven percent of the "Rural 800" districts and 87 percent of the students in them are…
Reducing Dropout Rates through Expanded Learning Opportunities. Issue Brief
Harris, Laura; Princiotta, Daniel
2009-01-01
Expanded learning opportunities (ELOs), which include afterschool, summer learning, and extended day and extended year programs, can help states reduce dropout rates and increase graduation rates. Effective elementary, middle, and high school ELOs support academic rigor, boost student engagement, and provide students with supportive relationships.…
Drop-out from parenting training programmes: a retrospective study ...
African Journals Online (AJOL)
Objective:Parent training programmes are a well-established treatment approach for children and adolescents with disruptive behaviour disorders. However, dropout from treatment is a common problem that confounds research on the efficacy of this approach, and wastes important mental health resources. This study ...
A comparison of outer electron radiation belt dropouts during solar ...
Indian Academy of Sciences (India)
Energetic electrons are trapped in the Earth's radiation belts which occupy a toroidal region between 3 and 7 RE above the Earth's surface. Rapid loss of electrons from the radiation belts is known as dropouts. The source and loss mechanisms regulating the radiation belts population are not yet understood entirely, ...
The Hegemonic Curriculum and School Dropout: The Newfoundland Case.
Gedge, Joseph L.
1991-01-01
Confronted by a disturbing dropout rate and low student achievement, the Newfoundland (Canada) government is attempting to rationalize organizational restructuring and curriculum reform based on a centralized core academic curriculum aimed at college entrance. This article argues for an expanded, hegemonic curriculum that is organic to the…
Understanding the Mechanism behind Maternal Imprisonment and Adolescent School Dropout
Cho, Rosa M.
2011-01-01
This study empirically tested 3 mechanisms commonly suggested to disadvantage youths whose mothers are incarcerated in prison. An event history analysis of school dropout was conducted on a sample of 6,008 adolescents in a large city created by merging several Illinois state administrative data. Findings revealed that adolescents are indeed at…
Dropout from Secondary Education: All's Well That Begins Well
De Witte, Kristof; Rogge, Nicky
2013-01-01
Despite the increased attention to students leaving secondary education without a diploma numerous students still dropout yearly. This paper makes a distinction between the "individual perspective" and the "institutional perspective" of dropping out. The former is explored by multinominal logit models. We observe that…
Authoritative School Climate and High School Dropout Rates
Jia, Yuane; Konold, Timothy R.; Cornell, Dewey
2016-01-01
This study tested the association between school-wide measures of an authoritative school climate and high school dropout rates in a statewide sample of 315 high schools. Regression models at the school level of analysis used teacher and student measures of disciplinary structure, student support, and academic expectations to predict overall high…
Emotional variables, dropout and academic performance in Spanish nursing students.
Roso-Bas, Fátima; Pades Jiménez, Antonia; García-Buades, Esther
2016-02-01
The dropout of university studies is a main concern in many countries, also for Health Sciences degrees. The reviews on dropout in all university degrees as well as nursing generally show multidimensional causes with factors related both to institutional and students' characteristics. Regarding the personal variables of students, researchers have focused on financial, family and personality features. Far less attention has been devoted to emotional variables. This study aims to explore whether individual variables of the emotional domain such as perceived emotional intelligence, dispositional optimism/pessimism and depressive rumination are related and/or can predict students' intention to dropout and academic performance. Using a cross-correlational approach, data were obtained from a sample of 144 nursing students. Students with a pessimistic disposition revealed a greater tendency to drop out. The remaining variables correlated significantly with pessimism but had no predictive value on dropout. Our results suggest that students with low levels of emotional clarity and repair and high depressive rumination have pessimistic expectations, so they are more likely to leave studies. No significant results were found in relation to academic performance. We conclude with an identification of strategies to increase retention and academic success. Copyright © 2015 Elsevier Ltd. All rights reserved.
Trend And Causes Of Female Students Dropout From Teacher ...
African Journals Online (AJOL)
This article examines the state of female students' enrollment and dismissal rate and major factors that cause them to dropout from the higher learning institutions. Data were collected from the drop out students, instructors, gender officers and guidance and counseling office of the University through questionnaires, interview ...
Causes of Dropouts among CAMFED Bursary Supported School ...
African Journals Online (AJOL)
The study investigated the causes of dropouts among students under the CAMFED (Campaign for Female Education) Bursary programme. The target population of the study was 53 secondary schools in all 5 clusters in Buhera district of Manicaland province in Zimbabwe. One cluster, Chirozva, out of five clusters was ...
Allelic drop-out probabilities estimated by logistic regression
DEFF Research Database (Denmark)
Tvedebrink, Torben; Eriksen, Poul Svante; Asplund, Maria
2012-01-01
We discuss the model for estimating drop-out probabilities presented by Tvedebrink et al. [7] and the concerns, that have been raised. The criticism of the model has demonstrated that the model is not perfect. However, the model is very useful for advanced forensic genetic work, where allelic dro...
Causes of customer dropouts in fitness and wellness centres: A ...
African Journals Online (AJOL)
The aim of this study was to identify which factors have an influence on customer dropouts in fitness and wellness centres in Spain based on the opinion of the agents involved in their management (managers, employees and customers). For that purpose, an interview was designed for each of the key agents to analyse ...
A comparison of outer electron radiation belt dropouts during solar ...
Indian Academy of Sciences (India)
O Ogunjobi
2017-06-06
Jun 6, 2017 ... study identifies radiation belt electron dropouts which are ultimately triggered when solar wind stream interfaces (SI) arrived at Earth, or when magnetic clouds (MC) arrived. Using superposed epoch analysis. (SEA) technique, a synthesis of multiple observations is performed to reveal loss mechanism ...
Dropout Prevention Initiatives for Malaysian Indigenous Orang Asli Children
Nor, Sharifah Md; Roslan, Samsilah; Mohamed, Aminuddin; Hassan, Kamaruddin Hj. Abu; Ali, Mohamad Azhar Mat; Manaf, Jaimah Abdul
2011-01-01
This paper discusses dropout prevention initiatives by the Malaysian government for the disadvantaged indigenous Orang Asli people in the rural villages of Peninsular Malaysia. The roles of the Ministry of Education (MOE) as well as the Institutes of Teacher Education (ITEs) are highlighted pertaining to efforts at improving the quality of…
Immunization Dropout Rates in Ihe, Awgu Local Government Area ...
African Journals Online (AJOL)
Background: Immunization against childhood diseases is one of the most important ways of preventing childhood morbidity and mortality. Aims: The objective of this study is to review the dropout rates of immunization of children in a health center using a single dose of diphtheria‑pertussis‑tetanus (DPT1) and three doses of ...
Personal and Social Contributors to Dropout Risk for Undergraduate Students
McGaha, Valerie; Fitzpatrick, Jacki
2005-01-01
The purpose of the present study was to examine how personal characteristics (e.g., loneliness, interpersonal competence) and social characteristics (e.g., marginality) contributed to dropout risk among undergraduate students. The respondents (n=127 undergraduates) completed a questionnaire packet to assess all of the variables. Regression…
Teacher professionalisation and dropout rates in adult education
DEFF Research Database (Denmark)
Wahlgren, Bjarne; Mariager-Anderson, Kristina
2015-01-01
in by the teachers, interviews with the teachers, and by the teachers’ written logbooks. The preliminary conclusion is that it is the general attitude in the teacher groups towards the importance of improving retention that is of significance for the documented effects on the drop-out rates....
So Close, yet So Far Away: Early vs. Late Dropouts
Ma, Yanli; Cragg, Kristina M.
2013-01-01
While some students drop out early in their academic career, others drop out close to completion. What similarities and differences exist between these early and late dropouts? Using a sample 3,520 first-time, full-time (FTFT) students seeking a bachelor's degree at a state university, this study employs multinomial logistic regression to model…
Convergence Analysis of Wireless Remote Iterative Learning Control Systems with Dropout Compensation
Directory of Open Access Journals (Sweden)
Li-xun Huang
2013-01-01
Full Text Available The wireless remote iterative learning control (ILC system with random data dropouts is considered. The data dropout is viewed as a binary switching sequence which obeys the Bernoulli distribution. In order to eliminate the effect of data dropouts on the convergence property of output error, the signal at the same time with the lost one but in the last iteration is used to compensate the data dropout at the actuator. With the dropout compensation, the convergence property of output error is analyzed by studying the element values of system transition matrix. Finally, some simulation results are given to illustrate the validity of the proposed method.
Energy Technology Data Exchange (ETDEWEB)
Dmitriev, Alexander S.; Yemelyanov, Ruslan Yu. [V.A. Kotelnikov Institute of Radio Engineering and Electronics of the RAS Mokhovaya 11-7, Moscow, 125009 (Russian Federation); Moscow Institute of Physics and Technology (State University) 9 Institutskiy per., Dolgoprudny, Moscow, 141700 (Russian Federation); Gerasimov, Mark Yu. [V.A. Kotelnikov Institute of Radio Engineering and Electronics of the RAS Mokhovaya 11-7, Moscow, 125009 (Russian Federation); Itskov, Vadim V. [Moscow Institute of Physics and Technology (State University) 9 Institutskiy per., Dolgoprudny, Moscow, 141700 (Russian Federation)
2016-06-08
The paper deals with a new multi-element processor platform assigned for modelling the behaviour of interacting dynamical systems, i.e., active wireless network. Experimentally, this ensemble is implemented in an active network, the active nodes of which include direct chaotic transceivers and special actuator boards containing microcontrollers for modelling the dynamical systems and an information display unit (colored LEDs). The modelling technique and experimental results are described and analyzed.
Directory of Open Access Journals (Sweden)
Antonia RAMÍREZ GARCÍA
2013-02-01
Full Text Available The aim of this paper is to determine which variables affected the dropout rate for the academic curricula applied in 1903, 1914 and 1931. The application of the quantitative methodology to the History of the Education is limited, but it opens new options of investigation. The tool used to compile information was a questionnaire applied to a stratified sample of 618 subjects. Statistical inference was used to prove or disprove the hypotheses. The results revolved around the conditioning factors that affected the students, for example gender (52% and 48% for male and female students, respectively, 51.6% of the students followed an official curriculum, and the dropout rate was 45%. The findings indicate that the dropout rate was influenced by the gender, the curriculum studied and the mode of teaching chosen.
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...
Cao, Qi; Buskens, Erik; Feenstra, Talitha; Jaarsma, Tiny; Hillege, Hans; Postmus, Douwe
Continuous-time state transition models may end up having large unwieldy structures when trying to represent all relevant stages of clinical disease processes by means of a standard Markov model. In such situations, a more parsimonious, and therefore easier-to-grasp, model of a patient's disease
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 heavy...
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
A Design Methodology for Power-efficient Continuous-time Sigma-Delta A/D Converters
DEFF Research Database (Denmark)
Nielsen, Jannik Hammel; Bruun, Erik
2003-01-01
In this paper we present a design methodology for optimizing the power consumption of continuous-time (CT) ΣΔ A/D converters. A method for performance prediction for ΣΔ A/D converters is presented. Estimation of analog and digital power consumption is derived and employed to predict the most power...
Cline, Vicky Callison
2016-01-01
This study used non-experimental survey research to gather data on the kinds of dropout prevention programs in place in West Virginia high schools in 2014-15 and to evaluate their effectiveness based on possible relationships between principals' perceptions of the programs and graduation rates. The study focused on nine of 15 effective strategies…
Landes, Sara J; Chalker, Samantha A; Comtois, Katherine Anne
2016-01-01
Rates of treatment dropout in outpatient Dialectical Behavior Therapy (DBT) in the community can be as high as 24 % to 58 %, making dropout a great concern. The primary purpose of this article was to examine predictors of dropout from DBT in a community mental health setting. Participants were 56 consumers with borderline personality disorder (BPD) who were psychiatrically disabled participating in a larger feasibility trial of Dialectical Behavior Therapy- Accepting the Challenges of Exiting the System. The following variables were examined to see whether they predicted dropout in DBT: age, education level, baseline level of distress, baseline level of non-acceptance of emotional responses, and skills module in which a consumer started DBT skills group. These variables were chosen based on known predictors of dropout in consumers with BPD and in DBT, as well as an interest in what naturally occurring variables might impact dropout. The dropout rate in this sample was 51.8 %. Results of the logistic regression show that younger age, higher levels of baseline distress, and a higher level of baseline non-acceptance of emotional responses were significantly associated with dropout. The DBT skills module in which an individual started group did not predict dropout. The implications of these findings are that knowledge of consumer age and pretreatment levels of distress and non-acceptance of emotional responses can impact providers' choice of commitment and treatment strategies to reduce dropout. Future research should examine these strategies, as well as the impact of predictor variables on outcome and reasons for dropout.
Treatment dropout in web-based cognitive behavioral therapy for patients with eating disorders.
Ter Huurne, Elke D; Postel, Marloes G; de Haan, Hein A; van der Palen, Job; DeJong, Cor A J
2017-01-01
Treatment dropout is an important concern in eating disorder treatments as it has negative implications for patients' outcome, clinicians' motivation, and research studies. Our main objective was to conduct an exploratory study on treatment dropout in a two-part web-based cognitive behavioral therapy with asynchronous therapeutic support. The analysis included 205 female patients with eating disorders. Reasons for dropout, treatment experiences, and predictors of dropout were analyzed. Overall treatment dropout was 37.6%, with 18.5% early dropout (before or during treatment part 1) and 19.0% late dropout (after part 1 or during part 2). Almost half of the participants identified personal circumstances as reason for dropout. The other participants mostly reported reasons related to the online delivery or treatment protocol. Predictors of early dropout included reporting less vigor and smoking at baseline and a longer average duration per completed treatment module of part 1. Late dropout was predicted by reporting less vigor at baseline and uncertainty about recommendation of the treatment to others after completion of treatment part 1. Generally, the web-based treatment and online therapeutic support were evaluated positively, although dropouts rated the treatment as significantly less helpful and effective than completers did. Copyright © 2016 Elsevier Ireland Ltd. All rights reserved.
Modeling Continuous-Time Random Processes in Digital Computer Simulations of Physical Systems
1986-08-27
dimensional vector of random variables. All of the information known about X will be embodied in its probability density func- 4 tion ( pdf ) or, if the... pdf is not available, in its proba- bility distribution function.El) For convenience, assume the pdf of X is available and let it be denoted by fK...operation. Therefore, if _(’) - AZ(’) = A-S[x(’)) where A is a constant matrix, then E(L] - E(A7,J - fAA(. VfX (.t)dt - A!( t) f 1(I) dt = AE E(L] (1
Denial-of-Service Security Attack in the Continuous-Time World
DEFF Research Database (Denmark)
Wang, Shuling; Nielson, Flemming; Nielson, Hanne Riis
2014-01-01
Hybrid systems are integrations of discrete computation and continuous physical evolution. The physical components of such systems introduce safety requirements, the achievement of which asks for the correct monitoring and control from the discrete controllers. However, due to denial-of-service s......Hybrid systems are integrations of discrete computation and continuous physical evolution. The physical components of such systems introduce safety requirements, the achievement of which asks for the correct monitoring and control from the discrete controllers. However, due to denial......-of-service security attack, the expected information from the controllers is not received and as a consequence the physical systems may fail to behave as expected. This paper proposes a formal framework for expressing denial-of-service security attack in hybrid systems. As a virtue, a physical system is able to plan...... for reasonable behavior in case the ideal control fails due to unreliable communication, in such a way that the safety of the system upon denial-of-service is still guaranteed. In the context of the modeling language, we develop an inference system for verifying safety of hybrid systems, without putting any...
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...
Steuwe, Carolin; Berg, Michaela; Driessen, Martin; Beblo, Thomas
2017-01-01
This study focused on the predictors of therapy dropout in a naturalistic sample of patients with borderline pathology receiving dialectical behavior therapy (DBT) in an inpatient setting. We assumed that the change of the therapist between DBT-briefing and start of DBT-treatment as well as comorbid posttraumatic stress disorder (PTSD) and childhood trauma history were associated with elevated dropout. Eighty-nine participants with borderline pathology (≥ 3 borderline personality disorder criteria) receiving an inpatient DBT program completed a quality assurance questionnaire set assessing demographic information and pretreatment psychopathology during the days of their inpatient stay. Beyond that, changes of therapists were documented. The predictor analyses were investigated with generalized estimating equations. The dropout rate was 24.7%. A change of therapist between DBT-briefing and treatment as well as high childhood emotional abuse was associated with premature termination of treatment. Higher values of physical neglect during childhood were associated with a protective effect on treatment dropout. Surprisingly, this was also true for comorbid PTSD. This study supports the importance of therapy process variables as predictors of therapy dropout in borderline pathology. A change of therapist between DBT-briefing and treatment was associated with an increased vulnerability for dropping out of treatment and should therefore be avoided if possible. Against our hypotheses, a comorbid PTSD was even protective with regard to DBT dropout. Therefore, this severely suffering patient group should not be rejected from treatment assuming them to be too unstable for psychotherapy. However, results need to be replicated. ClinicalTrials.gov Identifier: NCT03018639, retrospectively registered on January 9, 2017.
Physical exercise in treatment of AUDs – a dropout study
DEFF Research Database (Denmark)
Sari, Sengül; Roessler, Kirsten Kaya
Background: The Healthy Lifestyle Study is one out of five alcohol research studies in the RESCueH research project. It is a randomized controlled study which aims to understand the effect of physical exercise on alcohol, fitness and wellness outcomes for outpatients in treatment of alcohol use...... disorders. Relapse rates in treatment of AUD ranges between 60 and 90 % in the first year after treatment. The Healthy Lifestyle Study offers physical exercise as add on treatment to better maintenance. However intervention studies with physical exercise can suffer from high dropout rates. To gain a better...... understanding of lived lives of dropouts from The Healthy Lifestyle Study, a qualitative interview study was conducted. Objective: This interview study aims to gain better understanding of and more in depth knowledge about how alcohol patients experience, think and feel about physical exercise when...
GENDER STEREOTYPES IN THE SCHOOL DROPOUT: CASE EL FUERTE, SINALOA
Directory of Open Access Journals (Sweden)
Rosalva Ruíz-Ramírez
2014-07-01
Full Text Available Gender stereotypes are accepted preconceptions of what should be a man and a woman. Affect all areas of life, in the relationships that stablished in the family and the school. Within education, these stereotypes are reflected in the access, retention and completion of education degrees, as well as the area of study that preferred the women and men. They also have different effects on the causes of dropout depending on the gender to which they belong. This article aims to show the influence of gender stereotypes on dropout students and high school students in rural areas, specifically in three schools located in the municipality of El Fuerte, Sinaloa, the academic unit (AU San Blas and its extensions La Constancia and Las Higueras of Los Natoches. The results were obtained through a wider investigation in 2013.
New Approach to reduce High School Dropout Rates
Directory of Open Access Journals (Sweden)
Mauricio Cristhian Portillo-Torres
2015-05-01
Full Text Available From 2006 to 2014, the Ministry of Public Education of Costa Rica implemented four strategic actions to reduce high school dropout rates. The main purpose of these actions was to promote student participation and student identification with their school. Studies prepared by the Ministry of Education and the Comptroller of the Republic were revised to assess the impact of these actions. The result of these actions does not show an actual decrease in the number of students who leave high school. Therefore, a more holistic view is necessary to ensure the students’ stay. This review suggests using use the concept of student engagement and applying a three tier system-wide dropout preventive actions: universal, targeted and intensive.
Back-dropout Transfer Learning for Action Recognition
DEFF Research Database (Denmark)
Ren, Huamin; Kanhabua, Nattiya; Møgelmose, Andreas
2018-01-01
, but from different datasets, are not classified as the same. To address this problem, we propose a transfer learning algorithm which takes advantage of misclassified images and applies back-dropout strategy to punish errors. We call this Negative Back-dropout Transfer Learning (NB-TL). Experimental results......Transfer learning aims at adapting a model learned from source dataset to target dataset. It is a beneficial approach especially when annotating on the target dataset is expensive or infeasible. Transfer learning has demonstrated its powerful learning capabilities in various vision tasks. Despite...... transfer learning being a promising approach, it is still an open question how to adapt the model learned from the source dataset to the target dataset. One big challenge is to prevent the impact of category bias on classification performance. Dataset bias exists when two images from the same category...
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.
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......-tailed distribution of quantities that provide the spatio-temporal coupling in the random-walk process. As an illustration, we present the dielectric permittivity spectra of several butanediol isomers....
International Nuclear Information System (INIS)
Gill, Wonpyong
2010-01-01
The dependence of the crossing time on the sequence length in the coupled and the decoupled continuous-time mutation-selection models in an asymmetric sharply-peaked landscape with a positive asymmetric parameter, r, was examined for a fixed extension parameter, E, which is defined as the average Hamming distance from the optimal allele of the initial quasispecies divided by the sequence length. Two versions of the coupled mutation-selection model, the continuous-time version and discrete-time version, were found to have the same boundary between the deterministic and the stochastic regions, which is different from the boundary between the deterministic and the stochastic regions in the decoupled continuous-time mutation-selection model. The maximum sequence length for a finite population that can evolve through the fitness barrier, e.g., within 10 6 generations in the decoupled continuous-time mutation-selection model, increased by approximately eight sequence elements with increasing population size by a factor of a thousand when E = 0.1 and r = 0.1. The crossing time for a finite population in the decoupled model in the stochastic region was shorter than the crossing time for a finite population in the coupled model, and the maximum evolvable sequence length for a finite population in the decoupled model was longer than the maximum evolvable sequence length for a finite population in the coupled model. This suggests that a mutation allowed at any time during the life cycle might be more effective than a mutation allowed only at reproduction events when a finite population transits to a higher fitness peak through the fitness barrier in an asymmetric sharply-peaked landscape.
Bisquert, Juan
2003-07-04
We investigate the macroscopic diffusion of carriers in the multiple-trapping (MT) regime, in relation with electron transport in nanoscaled heterogeneous systems, and we describe the differences, as well as the similarities, between MT and the continuous-time random walk (CTRW). Diffusion of free carriers in MT can be expressed as a generalized continuity equation based on fractional time derivatives, while the CTRW model for diffusive transport generalizes the constitutive equation for the carrier flux.
Predictors of dropout from in-patient treatment of eating disorders: an Italian experience.
Pingani, L; Catellani, S; Arnone, F; De Bernardis, E; Vinci, V; Ziosi, G; Turrini, G; Rigatelli, M; Ferrari, S
2012-12-01
The aim of the study was to examine possible risk factors for dropout from in-patient treatment for eating disorders (ED). The present study consisted of a retrospective analysis of clinical and non-clinical available information about 186 patients suffering from ED consecutively admitted into the Villa Maria Luigia Private Hospital (Parma, Italy) in a three-year period (01/01/2006 - 31/12/2009). Sociodemographics, clinical history and current features, and results to the following psychometric instruments were analysed: Eating Disorder Questionnaire (EDQ), Predisposing, On-set and Maintaining risk factors list for Eating Disorders, Eating Disorders Inventory-II, Body Uneasiness Test and SCL-90. Of the 186 patients, 46 (24.7%) voluntarily left the treatment program prematurely. Predictive factors included poor educational and professional achievements, parents' divorcing, parents' history of substance abuse and difficulties in interpersonal relationships. Dropout is a multifactorial phenomenon with deep clinical consequences: the recognition of possible risk factors may support the choice of specific therapeutic strategies to improve the treatment of ED and its outcomes.
Influence analysis to assess sensitivity of the dropout process
Molenberghs, Geert; Verbeke, Geert; Thijs, Herbert; Lesaffre, Emmanuel; Kenward, Michael
2001-01-01
Diggle and Kenward (Appl. Statist. 43 (1994) 49) proposed a selection model for continuous longitudinal data subject to possible non-random dropout. It has provoked a large debate about the role for such models. The original enthusiasm was followed by skepticism about the strong but untestable assumption upon which this type of models invariably rests. Since then, the view has emerged that these models should ideally be made part of a sensitivity analysis. One of their examples is a set of da...
Dropout of a multidisciplinary treatment program for women with fibromyalgia
Directory of Open Access Journals (Sweden)
Tatiana Rehder Gonçalves
2010-03-01
Full Text Available Objective: To evaluate the dropout of a multidisciplinary treatment program in fibromyalgia (FM. Methods: An observational study conducted during the period of April 2000 to December 2005, including 133 women with fibromyalgia, participating in a multidisciplinary treatment program. Those who had left the treatment for two weeks or more were classified as inactive and contacted by telephone to record the reasons for their noncompliance, which were divided into four groups: 1 Family; 2 Occupations; 3 Medical; 4 Other Reasons. Results: When collecting data, 92 (69.4% women were considered inactive. There was no significant difference between noncompliance before and after six months of treatment. Of the total number of inactive women, 54 (40.8% participants left for medical reasons, 30 (22.6% for other reasons, 26 (19.4% for family reasons and 23 (17.2% due to occupation. There was no statistical difference between the motives of dropout according to the length of stay in the program (p> 0.05. Conclusion: We conclude that the multidisciplinary program for women with fibromyalgia had high levels of noncompliance, half of them occurred in the first six months. Among the main reasons reported for dropout, the medical reasons were more frequent.
Predictors of early dropout in outpatient buprenorphine/naloxone treatment.
Marcovitz, David E; McHugh, R Kathryn; Volpe, Julie; Votaw, Victoria; Connery, Hilary S
2016-09-01
Identifying predictors of early drop out from outpatient treatment of opioid use disorder (OUD) with buprenorphine/naloxone (BN) may improve care for subgroups requiring more intensive engagement to achieve stabilization. However, previous research on predictors of dropout among this population has yielded mixed results. The aim of the present study was to elucidate these mixed findings by simultaneously evaluating a range of putative risk factors that may predict dropout in BN maintenance treatment. Outpatient medical records and weekly supervised urine toxicology results were retrospectively reviewed for patients at two community psychiatric clinics (n = 202): a private hospital clinic (n = 84) and a federally qualified health center (n = 118). A forward stepwise logistic regression was utilized to investigate the association between early dropout (i.e., discontinuing treatment or buprenorphine non-adherence within the first 3 months of clinic entry) and extracted sociodemographic, clinical, substance use, and treatment history variables. Overall, 56 of 202 participants (27.7%) dropped out of treatment. The multivariable analysis indicated that age under 25 (B = 1.47, SEB = .52, p history of suicide attempt were significantly less likely to drop out (B = -1.44, SEB = .67, p history of prior suicide attempt was associated with 3-month BN treatment retention, which has not been previously reported. (Am J Addict 2016;25:472-477). © 2016 American Academy of Addiction Psychiatry.
Risk Factors for School Dropout in a Sample of Juvenile Offenders.
Fernández-Suárez, Asunción; Herrero, Juan; Pérez, Beatriz; Juarros-Basterretxea, Joel; Rodríguez-Díaz, Francisco J
2016-01-01
Backgrounds: The high rates of school dropout worldwide and their relevance highlight the need for a close study of its causes and consequences. Literature has suggested that school dropout might be explained by multiple causes at different levels (individual, family, school, and neighborhood). The aim of the current study is to examine the relation between individual (defiant attitude, irresponsibility, alcohol abuse, and illegal drugs use), family (educational figure absent and parental monitoring), school factors (truancy and school conflict) and school dropout. Method: Judicial files of all juvenile offenders (218 males and 46 females) with a judicial penal measure in Asturias (Spain) in the year 2012 were examined. Multivariate logistic regression analyses were performed to estimate the relationships between school dropout and individual, family and school variables. Results: As for the individual characteristics, results showed that school dropouts were more irresponsible than non-dropouts. Also they had higher rates of illegal drug use and alcohol abuse. Moreover, lack of parental monitoring emerged as a key predictive factor of school dropout, beyond the type of family structure in terms of the presence of both or only one educational figure. Finally, school factors did not show a significant relationship to school dropout. Conclusions : These findings indicate that school dropout is a multidimensional process. School and family policies that emphasize the role of parental monitoring and prevent alcohol and substance abuse are recommended.
Energy Technology Data Exchange (ETDEWEB)
Eaves, B.C.; Rothblum, U.G.
1990-08-01
A discounted-cost, continuous-time, infinite-horizon version of a flexible manufacturing and operator scheduling model is solved. The solution procedure is to convexify the discrete operator-assignment constraints to obtain a linear program, and then to regain the discreteness and obtain an approximate manufacturing schedule by deconvexification of the solution of the linear program over time. The strong features of the model are the accommodation of linear inequality relations among the manufacturing activities and the discrete manufacturing scheduling, whereas the weak features are intra-period relaxation of inventory availability constraints, and the absence of inventory costs, setup times, and setup charges.
International Nuclear Information System (INIS)
Chetoui, Manel; Malti, Rachid; Thomassin, Magalie; Aoun, Mohamed; Najar, Slah; Abdelkrim, Naceur
2011-01-01
This paper deals with continuous-time system identification using fractional models in a noisy input/output context. The third-order cumulants based least squares method (tocls) is extended here to fractional models. The derivatives of the third-order cumulants are computed using a new fractional state variable filter. A numerical example is used to demonstrate the performance of the proposed method called ftocls (fractional third-order cumulants based least squares). The effect of the signal-to-noise ratio and the hyperparameter is studied.
Rubner, Oliver; Heuer, Andreas
2008-07-01
We show that the dynamics of supercooled liquids, analyzed from computer simulations of the binary mixture Lennard-Jones system, can be described in terms of a continuous-time random walk (CTRW). The required discretization comes from mapping the dynamics on transitions between metabasins. This yields a quantitative link between the elementary step and the full structural relaxation. The analysis involves a verification of the CTRW conditions as well as a quantitative test of the predictions. The wave-vector dependence of the relaxation time and the degree of nonexponentiality can be expressed in terms of the first moments of the waiting time distribution.
Hobolth, Asger; Stone, Eric A
2009-09-01
Analyses of serially-sampled data often begin with the assumption that the observations represent discrete samples from a latent continuous-time stochastic process. The continuous-time Markov chain (CTMC) is one such generative model whose popularity extends to a variety of disciplines ranging from computational finance to human genetics and genomics. A common theme among these diverse applications is the need to simulate sample paths of a CTMC conditional on realized data that is discretely observed. Here we present a general solution to this sampling problem when the CTMC is defined on a discrete and finite state space. Specifically, we consider the generation of sample paths, including intermediate states and times of transition, from a CTMC whose beginning and ending states are known across a time interval of length T. We first unify the literature through a discussion of the three predominant approaches: (1) modified rejection sampling, (2) direct sampling, and (3) uniformization. We then give analytical results for the complexity and efficiency of each method in terms of the instantaneous transition rate matrix Q of the CTMC, its beginning and ending states, and the length of sampling time T. In doing so, we show that no method dominates the others across all model specifications, and we give explicit proof of which method prevails for any given Q, T, and endpoints. Finally, we introduce and compare three applications of CTMCs to demonstrate the pitfalls of choosing an inefficient sampler.
Avanzi, Francesco; Caruso, Marco; Jommi, Cristina; De Michele, Carlo; Ghezzi, Antonio
2014-06-01
Liquid water in snowpacks rules wet snow avalanche formation, surface albedo and snowmelt runoff timing. By now, volumetric liquid water content (LWC) measurements are collected mainly with destructive methods, while continuous-time and non-invasive measurements would be preferable to track its time dynamics. Here, we assess the feasibility of continuous-time monitoring of LWC using EnviroSMART® capacitance sensors. These were conceived to track liquid water dynamics in soils, and their use in snow is evaluated here for the first time, as far as we know. A field case study was settled up in April 2013 within an Italian Alpine valley. An instrumental set up with eight capacitance sensors was installed. Two time-domain reflectrometers were added to the aim of comparison. To assist in interpreting the signal of the capacitance sensors, two laboratory tests were run, and a FEM model was implemented. This preliminary study demonstrates that capacitance sensors are sensitive to increasing LWC, although their long-term installation in snow entails the development of an air gap around them, due to localized melting, air turbulence and solar radiation absorption, which hinders following LWC variations. As a result, capacitance sensors readings are challenging to be interpreted quantitatively. Perspectives on future investigation are discussed to bring the proposed procedure towards long-term applications in snowpacks.
What can dropouts teach us about retention in eating disorder treatment studies?
Hoste, Renee Rienecke; Zaitsoff, Shannon; Hewell, Kristen; le Grange, Daniel
2007-11-01
To describe strategies used to retain adolescents with bulimia nervosa (BN) in a randomized clinical trial, and to compare treatment completers and dropouts on baseline demographic and symptom severity information. Adolescents with BN (N = 80) completed a demographic questionnaire, the Eating Disorder Examination, Rosenberg Self-esteem Scale, Family Adaptability and Cohesion Evaluation Scales, and Beck Depression Inventory prior to beginning treatment. Several strategies were used to promote treatment retention (e.g., encouraging parental involvement in treatment, prompt rescheduling of cancelled appointments). Six participants (7.50%) voluntarily dropped out of treatment and three additional participants (3.75%) were asked to terminate treatment for medical/psychiatric reasons. Compared with treatment completers, noncompleters reported significantly longer duration of illness (p families. Examining factors related to retention in adolescent treatment trials is important, and could be utilized to improve retention in adult studies where drop out rates are higher. (c) 2007 by Wiley Periodicals, Inc.
Psychological well-being as a predictor of dropout among recently qualified Danish eldercare workers
DEFF Research Database (Denmark)
Giver, Hanne; Faber, Anne; Hannerz, Harald
2010-01-01
BACKGROUND: The eldercare sector is characterized by a shortage of labour and a high turnover rate, which constitutes a major challenge for the ageing societies of western Europe. The aim of the present study was to investigate if a low level of psychological well-being at the time of graduation......-item Short-Form Health Survey (SF-36). We linked the survey data with national register data to obtain information about labour market attachment two years after qualification. RESULTS: In 2006, 37% of all participants had left the eldercare sector. Compared to participants with high psychological well......-being at baseline, participants with medium and low psychological well-being were more likely to dropout to sectors unrelated to health and welfare (odds ratio (OR) 1.40 (95% confidence interval (95% CI) = 1.06-1.85) and 1.66 (95% CI = 1.27-2.19), respectively). They were also more likely to drop out of the labour...
GENDER STEREOTYPES IN THE SCHOOL DROPOUT: CASE EL FUERTE, SINALOA
Rosalva Ruíz-Ramírez; María del Rosario Ayala-Carrillo; Emma Zapata-Martelo
2014-01-01
Gender stereotypes are accepted preconceptions of what should be a man and a woman. Affect all areas of life, in the relationships that stablished in the family and the school. Within education, these stereotypes are reflected in the access, retention and completion of education degrees, as well as the area of study that preferred the women and men. They also have different effects on the causes of dropout depending on the gender to which they belong. This article aims to show the influence o...
Treatment Dropout in Web-Based Cognitive Behavioral Therapy for Patients with Eating Disorders.
ter Huurne, E.D.; Postel, Marloes Gerda; de Haan, H.A.; van der Palen, Jacobus Adrianus Maria; de Jong, C.A.
2017-01-01
Treatment dropout is an important concern in eating disorder treatments as it has negative implications for patients’ outcome, clinicians’ motivation, and research studies. Our main objective was to conduct an exploratory study on treatment dropout in a two-part web-based cognitive behavioral
Electron–Ion Intensity Dropouts in Gradual Solar Energetic Particle Events during Solar Cycle 23
Energy Technology Data Exchange (ETDEWEB)
Tan, Lun C., E-mail: ltan@umd.edu [Department of Astronomy, University of Maryland, College Park, MD 20742 (United States)
2017-09-01
Since the field-line mixing model of Giacalone et al. suggests that ion dropouts cannot happen in the “gradual” solar energetic particle (SEP) event because of the large size of the particle source region in the event, the observational evidence of ion dropouts in the gradual SEP event should challenge the model. We have searched for the presence of ion dropouts in the gradual SEP event during solar cycle 23. From 10 SEP events the synchronized occurrence of ion and electron dropouts is identified in 12 periods. Our main observational facts, including the mean width of electron–ion dropout periods being consistent with the solar wind correlation scale, during the dropout period the dominance of the slab turbulence component and the enhanced turbulence power parallel to the mean magnetic field, and the ion gyroradius dependence of the edge steepness in dropout periods, are all in support of the solar wind turbulence origin of dropout events. Also, our observation indicates that a wide longitude distribution of SEP events could be due to the increase of slab turbulence fraction with the increased longitude distance from the flare-associated active region.
Basic school dropout in Ghana: a case study of the Amansie West ...
African Journals Online (AJOL)
In view of the increasing cost of education the persistent phenomenon of school dropout has become a constant worry to all stakeholders. The focus of this paper was to assess the trend of basic school dropout in Amansie West, a predominantly rural district in Ghana and to further determine the main causes and policy ...
Reclaiming the Future for Students at Risk: New Approaches to Dropout Prevention
Schachter, Ron
2013-01-01
As the alarming dropout numbers have become more apparent, the long-term consequences have drawn increasing concern, as well. The number of dropouts annually can cost the United States $200 billion over the lifetime of those individuals, through greater amounts of public assistance they are likely to require to the "school-to prison…
Of Needles and Haystacks: Building an Accurate Statewide Dropout Early Warning System in Wisconsin
Knowles, Jared E.
2015-01-01
The state of Wisconsin has one of the highest four year graduation rates in the nation, but deep disparities among student subgroups remain. To address this the state has created the Wisconsin Dropout Early Warning System (DEWS), a predictive model of student dropout risk for students in grades six through nine. The Wisconsin DEWS is in use…
Developing Early Warning Systems to Identify Potential High School Dropouts. Issue Brief
Heppen, Jessica B.; Therriault, Susan Bowles
2008-01-01
The high school dropout problem has been called a national crisis. Educators, researchers, and policymakers continue to work to identify effective dropout prevention approaches. One important element of such prevention efforts is the identification of students at highest risk for dropping out and then the targeting of resources to keep them in…
A Systematic Review of Dropout from Organized Sport among Children and Youth
Crane, Jeff; Temple, Viviene
2015-01-01
Leisure constraints theory was used as a framework to systematically review factors associated with dropout of organized sport among children and adolescents. Keyword searches for the population, context and construct of interest (i.e. dropout) identified articles from the entire contents of the following databases: Academic Search Complete, ERIC,…
Dimensions Of Basic School Dropouts In Rural Ghana: The Case Of ...
African Journals Online (AJOL)
The objective of this paper was to investigate the various dimensions of basic school dropouts in rural Ghana using the Asutifi district as a case study. The analysis of data (both quantitative and qualitative) gathered from several stakeholders of basic education in the district, revealed that the causes of school dropout were ...
Dropout and Migration Statistics: District of Columbia Public Schools. School Year 1992-93.
District of Columbia Public Schools, Washington, DC. Research Branch.
The annual dropout and migration statistics report of the District of Columbia public schools reflects the guidelines, definitions, and tracking procedures of the District schools. School year 1992-93 was the fourth year of implementation of this project in the D.C. public schools. In school year 1992-93 the total number of dropouts was 2,499,…
The Meaning of School from Dropout's View Point (A Phenomenological Study)
Habibi; Setiawan, Cally
2017-01-01
Student dropouts are complex problems in Indonesia. Some of the dropouts living in rural areas have migrated to the large cities. It contributes to the child labor growth which is already one the major problems in Indonesia. Knowledge about the meaning of school from their perspective could be helpful for policy and programs related to dropout…
Ecker-Lyster, Meghan; Niileksela, Christopher
2016-01-01
This article reviews the literature on dropout trends, prevention, and intervention initiatives for school-aged children. Theoretical and consequential trends are highlighted to offer educators a perspective in which to view the dropout problem. This article also examines current trends in prevention and intervention initiatives aimed at reducing…
Teenage Dropouts and Drug Use: Does the Specification of Peer Group Structure Matter?
Glaser, Darrell J.
2009-01-01
Four alternative structures of peer groups are compared in an empirical analysis of teenage dropouts and recent drug use. In general, individual-specific covariates remain robust regardless of group structure specification in dropout models, but lose significance in models of drug-use. Estimates of correlated school effects depend on the…
Treatment dropout in web-based cognitive behavioral therapy for patients with eating disorders
Huurne, E.D. ter; Postel, M.G.; Haan, H.A. de; Palen, J.A.M. van der; Jong, C.A.J. de
2017-01-01
Treatment dropout is an important concern in eating disorder treatments as it has negative implications for patients' outcome, clinicians’ motivation, and research studies. Our main objective was to conduct an exploratory study on treatment dropout in a two-part web-based cognitive behavioral
Gambling Disorder: Exploring Pre-treatment and In-treatment Dropout Predictors. A UK Study.
Ronzitti, Silvia; Soldini, Emiliano; Smith, Neil; Clerici, Massimo; Bowden-Jones, Henrietta
2017-12-01
The aim of this study was to identify predictors of treatment dropout in a sample of gamblers attending a specialist clinic for gambling disorder. We analysed data on 846 treatment-seeking pathological gamblers. Firstly, we investigated differences in socio-demographic and clinical variables between treatment completers and pre-treatment dropouts, as well as between treatment completers and during-treatment dropouts. Subsequently, variables were entered into a multinomial logistic regression model to identify significant predictors of pre-treatment and in-treatment dropout. Overall, 44.8% of clients did not complete the treatment: 27.4% dropped out before starting it, while 17.4% dropped out during the treatment. Younger age and use of drugs were associated with pre-treatment dropout, while family history of gambling disorder, a lower PGSI score, and being a smoker were related with in-treatment dropout. Our findings suggest that pre-treatment dropouts differ from in-treatment dropouts, and, thus, further research will benefit from considering these groups separately. In addition, this newly gained knowledge will also be helpful in increasing treatment retention in specific subgroups of problem gamblers.
Jung, Jisun; Kim, Yangson
2018-01-01
With an increasing number of international students in South Korea, the issue of retaining these students and reducing their dropout rates has become important. This study explores the multilevel factors that affect the institutional dropout rate among international students in Korea. The research questions are as follows: (a) to what extent do…
Stressors and Turning Points in High School and Dropout: A Stress Process, Life Course Framework
Dupéré, Véronique; Leventhal, Tama; Dion, Eric; Crosnoe, Robert; Archambault, Isabelle; Janosz, Michel
2015-01-01
High school dropout is commonly seen as the result of a long-term process of failure and disengagement. As useful as it is, this view has obscured the heterogeneity of pathways leading to dropout. Research suggests, for instance, that some students leave school not as a result of protracted difficulties but in response to situations that emerge…
Song, Ruizhuo; Lewis, Frank L; Wei, Qinglai
2017-03-01
This paper establishes an off-policy integral reinforcement learning (IRL) method to solve nonlinear continuous-time (CT) nonzero-sum (NZS) games with unknown system dynamics. The IRL algorithm is presented to obtain the iterative control and off-policy learning is used to allow the dynamics to be completely unknown. Off-policy IRL is designed to do policy evaluation and policy improvement in the policy iteration algorithm. Critic and action networks are used to obtain the performance index and control for each player. The gradient descent algorithm makes the update of critic and action weights simultaneously. The convergence analysis of the weights is given. The asymptotic stability of the closed-loop system and the existence of Nash equilibrium are proved. The simulation study demonstrates the effectiveness of the developed method for nonlinear CT NZS games with unknown system dynamics.
Behzadi, Kobra; Baghelani, Masoud
2014-05-01
This paper presents a third order continuous time current mode ΣΔ modulator for WLAN 802.11b standard applications. The proposed circuit utilized feedback architecture with scaled and optimized DAC coefficients. At circuit level, we propose a modified cascade current mirror integrator with reduced input impedance which results in more bandwidth and linearity and hence improves the dynamic range. Also, a very fast and precise novel dynamic latch based current comparator is introduced with low power consumption. This ultra fast comparator facilitates increasing the sampling rate toward GHz frequencies. The modulator exhibits dynamic range of more than 60 dB for 20 MHz signal bandwidth and OSR of 10 while consuming only 914 μW from 1.8 V power supply. The FoM of the modulator is calculated from two different methods, and excellent performance is achieved for proposed modulator.
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.
Guevara Hidalgo, Esteban; Nemoto, Takahiro; Lecomte, Vivien
Rare trajectories of stochastic systems are important to understand because of their potential impact. However, their properties are by definition difficult to sample directly. Population dynamics provide a numerical tool allowing their study, by means of simulating a large number of copies of the system, which are subjected to a selection rule that favors the rare trajectories of interest. However, such algorithms are plagued by finite simulation time- and finite population size- effects that can render their use delicate. Using the continuous-time cloning algorithm, we analyze the finite-time and finite-size scalings of estimators of the large deviation functions associated to the distribution of the rare trajectories. We use these scalings in order to propose a numerical approach which allows to extract the infinite-time and infinite-size limit of these estimators.
Directory of Open Access Journals (Sweden)
Mindaugas Snipas
2015-01-01
Full Text Available The primary goal of this work was to study advantages of numerical methods used for the creation of continuous time Markov chain models (CTMC of voltage gating of gap junction (GJ channels composed of connexin protein. This task was accomplished by describing gating of GJs using the formalism of the stochastic automata networks (SANs, which allowed for very efficient building and storing of infinitesimal generator of the CTMC that allowed to produce matrices of the models containing a distinct block structure. All of that allowed us to develop efficient numerical methods for a steady-state solution of CTMC models. This allowed us to accelerate CPU time, which is necessary to solve CTMC models, ∼20 times.
Angraini, Yenni; Toharudin, Toni; Folmer, Henk; Oud, Johan H L
2014-01-01
This article analyzes the relationships among nationalism (N), individualism (I), ethnocentrism (E), and authoritarianism (A) in continuous time (CT), estimated as a structural equation model. The analysis is based on the General Election Study for Flanders, Belgium, for 1991, 1995, and 1999. We find reciprocal effects between A and E and between E and I as well as a unidirectional effect from A on I. We furthermore find relatively small, but significant, effects from both I and E on N but no effect from A on N or from N on any of the other variables. Because of its central role in the N-I-E-A complex, mitigation of authoritarianism has the largest potential to reduce the spread of nationalism, ethnocentrism, and racism in Flanders.
iQIST v0.7: An open source continuous-time quantum Monte Carlo impurity solver toolkit
Huang, Li
2017-12-01
In this paper, we present a new version of the iQIST software package, which is capable of solving various quantum impurity models by using the hybridization expansion (or strong coupling expansion) continuous-time quantum Monte Carlo algorithm. In the revised version, the software architecture is completely redesigned. New basis (intermediate representation or singular value decomposition representation) for the single-particle and two-particle Green's functions is introduced. A lot of useful physical observables are added, such as the charge susceptibility, fidelity susceptibility, Binder cumulant, and autocorrelation time. Especially, we optimize measurement for the two-particle Green's functions. Both the particle-hole and particle-particle channels are supported. In addition, the block structure of the two-particle Green's functions is exploited to accelerate the calculation. Finally, we fix some known bugs and limitations. The computational efficiency of the code is greatly enhanced.
DEFF Research Database (Denmark)
Jimenez, M.J.; Madsen, Henrik; Bloem, J.J.
2008-01-01
This paper focuses on a method for linear or non-linear continuous time modelling of physical systems using discrete time data. This approach facilitates a more appropriate modelling of more realistic non-linear systems. Particularly concerning advanced building components, convective and radiative...... heat interchanges are non-linear effects and represent significant contributions in a variety of components such as photovoltaic integrated facades or roofs and those using these effects as passive cooling strategies, etc. Since models are approximations of the physical system and data is encumbered...... with measurement errors it is also argued that it is important to consider stochastic models. More specifically this paper advocates for using continuous-discrete stochastic state space models in the form of non-linear partially observed stochastic differential equations (SDE's)-with measurement noise...
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.
Belkhatir, Zehor
2017-05-31
This paper proposes a two-stage estimation algorithm to solve the problem of joint estimation of the parameters and the fractional differentiation orders of a linear continuous-time fractional system with non-commensurate orders. The proposed algorithm combines the modulating functions and the first-order Newton methods. Sufficient conditions ensuring the convergence of the method are provided. An error analysis in the discrete case is performed. Moreover, the method is extended to the joint estimation of smooth unknown input and fractional differentiation orders. The performance of the proposed approach is illustrated with different numerical examples. Furthermore, a potential application of the algorithm is proposed which consists in the estimation of the differentiation orders of a fractional neurovascular model along with the neural activity considered as input for this model.
Abad, E; Yuste, S B; Lindenberg, Katja
2010-03-01
Starting from a continuous-time random-walk (CTRW) model of particles that may evanesce as they walk, our goal is to arrive at macroscopic integrodifferential equations for the probability density for a particle to be found at point r at time t given that it started its walk from r_{0} at time t=0 . The passage from the CTRW to an integrodifferential equation is well understood when the particles are not evanescent. Depending on the distribution of stepping times and distances, one arrives at standard macroscopic equations that may be "normal" (diffusion) or "anomalous" (subdiffusion and/or superdiffusion). The macroscopic description becomes considerably more complicated and not particularly intuitive if the particles can die during their walk. While such equations have been derived for specific cases, e.g., for location-independent exponential evanescence, we present a more general derivation valid under less stringent constraints than those found in the current literature.
Directory of Open Access Journals (Sweden)
Kobra Behzadi
2014-05-01
Full Text Available This paper presents a third order continuous time current mode ΣΔ modulator for WLAN 802.11b standard applications. The proposed circuit utilized feedback architecture with scaled and optimized DAC coefficients. At circuit level, we propose a modified cascade current mirror integrator with reduced input impedance which results in more bandwidth and linearity and hence improves the dynamic range. Also, a very fast and precise novel dynamic latch based current comparator is introduced with low power consumption. This ultra fast comparator facilitates increasing the sampling rate toward GHz frequencies. The modulator exhibits dynamic range of more than 60 dB for 20 MHz signal bandwidth and OSR of 10 while consuming only 914 μW from 1.8 V power supply. The FoM of the modulator is calculated from two different methods, and excellent performance is achieved for proposed modulator.
Smolders, K.; Volckaert, M.; Swevers, J.
2008-11-01
This paper presents a nonlinear model-based iterative learning control procedure to achieve accurate tracking control for nonlinear lumped mechanical continuous-time systems. The model structure used in this iterative learning control procedure is new and combines a linear state space model and a nonlinear feature space transformation. An intuitive two-step iterative algorithm to identify the model parameters is presented. It alternates between the estimation of the linear and the nonlinear model part. It is assumed that besides the input and output signals also the full state vector of the system is available for identification. A measurement and signal processing procedure to estimate these signals for lumped mechanical systems is presented. The iterative learning control procedure relies on the calculation of the input that generates a given model output, so-called offline model inversion. A new offline nonlinear model inversion method for continuous-time, nonlinear time-invariant, state space models based on Newton's method is presented and applied to the new model structure. This model inversion method is not restricted to minimum phase models. It requires only calculation of the first order derivatives of the state space model and is applicable to multivariable models. For periodic reference signals the method yields a compact implementation in the frequency domain. Moreover it is shown that a bandwidth can be specified up to which learning is allowed when using this inversion method in the iterative learning control procedure. Experimental results for a nonlinear single-input-single-output system corresponding to a quarter car on a hydraulic test rig are presented. It is shown that the new nonlinear approach outperforms the linear iterative learning control approach which is currently used in the automotive industry on durability test rigs.
Bariatric surgery insurance requirements independently predict surgery dropout.
Love, Kaitlin M; Mehaffey, J Hunter; Safavian, Dana; Schirmer, Bruce; Malin, Steven K; Hallowell, Peter T; Kirby, Jennifer L
2017-05-01
Many insurance companies have considerable prebariatric surgery requirements despite a lack of evidence for improved clinical outcomes. The hypothesis of this study is that insurance-specific requirements will be associated with a decreased progression to surgery and increased delay in time to surgery. Retrospective data collection was performed for patients undergoing bariatric surgery evaluation from 2010-2015. Patients who underwent surgery (SGY; n = 827; mean body mass index [BMI] 49.1) were compared with those who did not (no-SGY; n = 648; mean BMI: 49.4). Univariate and multivariate analysis were performed to identify specific co-morbidity and insurance specific predictors of surgical dropout and time to surgery. A total of 1475 patients using 12 major insurance payors were included. Univariate analysis found insurance requirements associated with surgical drop out included longer median diet duration (no-SGY = 6 mo; SGY = 3 mo; Psurgery dropout. Additionally, surgical patients had an average interval between initial visit and surgery of 5.8±4.6 months with significant weight gain (2.1 kg, Psurgery insurance requirements were associated with lack of patient progression to surgery in this study. In addition, delays in surgery were associated with preoperative weight gain. Although prospective and multicenter studies are needed, these findings have major policy implications suggesting insurance requirements may need to be reconsidered to improve medical care. Copyright © 2017 American Society for Bariatric Surgery. Published by Elsevier Inc. All rights reserved.
Longitudinal drop-out and weighting against its bias
Directory of Open Access Journals (Sweden)
Steffen C. E. Schmidt
2017-12-01
Full Text Available Abstract Background The bias caused by drop-out is an important factor in large population-based epidemiological studies. Many studies account for it by weighting their longitudinal data, but to date there is no detailed final approach for how to conduct these weights. Methods In this study we describe the observed longitudinal bias and a three-step longitudinal weighting approach used for the longitudinal data in the MoMo baseline (N = 4528, 4–17 years and wave 1 study with 2807 (62% participants between 2003 and 2012. Results The most meaningful drop-out predictors were socioeconomic status of the household, socioeconomic characteristics of the mother and daily TV usage. Weighting reduced the bias between the longitudinal participants and the baseline sample, and also increased variance by 5% to 35% with a final weighting efficiency of 41.67%. Conclusions We conclude that a weighting procedure is important to reduce longitudinal bias in health-oriented epidemiological studies and suggest identifying the most influencing variables in the first step, then use logistic regression modeling to calculate the inverse of the probability of participation in the second step, and finally trim and standardize the weights in the third step.
Switching Schools: Reconsidering the Relationship Between School Mobility and High School Dropout
Gasper, Joseph; DeLuca, Stefanie; Estacion, Angela
2014-01-01
Youth who switch schools are more likely to demonstrate a wide array of negative behavioral and educational outcomes, including dropping out of high school. However, whether switching schools actually puts youth at risk for dropout is uncertain, since youth who switch schools are similar to dropouts in their levels of prior school achievement and engagement, which suggests that switching schools may be part of the same long-term developmental process of disengagement that leads to dropping out. Using data from the National Longitudinal Survey of Youth 1997, this study uses propensity score matching to pair youth who switched high schools with similar youth who stayed in the same school. We find that while over half the association between switching schools and dropout is explained by observed characteristics prior to 9th grade, switching schools is still associated with dropout. Moreover, the relationship between switching schools and dropout varies depending on a youth's propensity for switching schools. PMID:25554706
International Nuclear Information System (INIS)
Bernardin, J.D.; Bosze, E.
1997-10-01
This report presents a summary of an experimental investigation of a liquid cooling system for the low dropout voltage regulators in the multiplicity and vertex detector (MVD), a device used to determine and characterize the collision location of two accelerated heavy ions. The coolant temperatures and flow rates as well as the voltage regulator operating temperatures were used to assess and optimize the performance of the proposed cooling system, identify potential assembly problems and system limitations, and provide the necessary information for designing and sizing the final MVD cooling system components. The MVD is part of the PHENIX experiment at Brookhaven RHIC
Reddy, Anugula N.; Sinha, Shantha
2010-01-01
Persistently high dropout rates are one of the biggest challenges to fulfilling the right to education in India. This paper attempts to assess the magnitude of the problem of dropout. The paper critically reviews the evidence on some of the commonly cited reasons for dropout, including poverty, limited to access to credit, child labour, and…
Mutsaerts, M. A. Q.; Kuchenbecker, W. K. H.; Mol, B. W.; Land, J. A.; Hoek, A.
2013-01-01
What are the dropout rates in lifestyle intervention programs (LIPs) for overweight and obese infertile women and can intervention- or patient-related baseline factors associated with dropout be identified in these women? The median dropout rate was 24% in overweight and obese infertile women who
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.
Chiu, Mei Choi; Pun, Chi Seng; Wong, Hoi Ying
2017-08-01
Investors interested in the global financial market must analyze financial securities internationally. Making an optimal global investment decision involves processing a huge amount of data for a high-dimensional portfolio. This article investigates the big data challenges of two mean-variance optimal portfolios: continuous-time precommitment and constant-rebalancing strategies. We show that both optimized portfolios implemented with the traditional sample estimates converge to the worst performing portfolio when the portfolio size becomes large. The crux of the problem is the estimation error accumulated from the huge dimension of stock data. We then propose a linear programming optimal (LPO) portfolio framework, which applies a constrained ℓ 1 minimization to the theoretical optimal control to mitigate the risk associated with the dimensionality issue. The resulting portfolio becomes a sparse portfolio that selects stocks with a data-driven procedure and hence offers a stable mean-variance portfolio in practice. When the number of observations becomes large, the LPO portfolio converges to the oracle optimal portfolio, which is free of estimation error, even though the number of stocks grows faster than the number of observations. Our numerical and empirical studies demonstrate the superiority of the proposed approach. © 2017 Society for Risk Analysis.
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.
Fu, Yue; Chai, Tianyou
2016-12-01
Regarding two-player zero-sum games of continuous-time nonlinear systems with completely unknown dynamics, this paper presents an online adaptive algorithm for learning the Nash equilibrium solution, i.e., the optimal policy pair. First, for known systems, the simultaneous policy updating algorithm (SPUA) is reviewed. A new analytical method to prove the convergence is presented. Then, based on the SPUA, without using a priori knowledge of any system dynamics, an online algorithm is proposed to simultaneously learn in real time either the minimal nonnegative solution of the Hamilton-Jacobi-Isaacs (HJI) equation or the generalized algebraic Riccati equation for linear systems as a special case, along with the optimal policy pair. The approximate solution to the HJI equation and the admissible policy pair is reexpressed by the approximation theorem. The unknown constants or weights of each are identified simultaneously by resorting to the recursive least square method. The convergence of the online algorithm to the optimal solutions is provided. A practical online algorithm is also developed. Simulation results illustrate the effectiveness of the proposed method.
Directory of Open Access Journals (Sweden)
Dandan Su
2017-12-01
Full Text Available This paper proposes an improved continuous-time model predictive control (CTMPC of permanent magnetic synchronous motors (PMSMs for a wide-speed range, including the constant torque region and the flux-weakening (FW region. In the constant torque region, the mathematic models of PMSMs in dq-axes are decoupled without the limitation of DC-link voltage. However, in the FW region, the mathematic models of PMSMs in dq-axes are cross-coupled together with the limitation of DC-link voltage. A nonlinear PMSMs mathematic model in the FW region is presented based on the voltage angle. The solving of the nonlinear mathematic model of PMSMs in FW region will lead to heavy computation load for digital signal processing (DSP. To overcome such a problem, a linearization method of the voltage angle is also proposed to reduce the computation load. The selection of transiting points between the constant torque region and FW regions is researched to improve the performance of the driven system. Compared with the proportional integral (PI controller, the proposed CTMPC has obvious advantages in dealing with systems’ nonlinear constraints and improving system performance by restraining overshoot current under step torque changing. Both simulation and experimental results confirm the effectiveness of the proposed method in achieving good steady-state performance and smooth switching between the constant torque and FW regions.
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.
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)
Dentz, M.; Le Borgne, T.; Kang, P. K.; Bolster, D.
2014-12-01
Medium and flow heterogeneities lead to global transport patterns that cannot be captured by large scale transport models that are based on Fickian transport mechanisms. Early and late solute and particle arrivals, and non-linear evolution of dispersion are non-Fickian manifestations of spatial heterogeneity on large scale transport. Such behaviors can be modeled by approaches that are based on time and/or space non-local conservation equations. A key question is the identification and quantification of the heterogeneity controls on global non-Fickian transport patterns. Here, we focus on the roles of broad heterogeneity distribution, and heterogeneity and flow correlation on global non-Fickian transport. We identify the signatures of disorder and correlation dominated large scale transport in the distributions of solute arrival times, solute dispersion and spatial solute distributions. Starting from well-defined small scale stochastic flow and transport descriptions, we quantify large scale transport by ensemble averaging over the Lagrangian particle dynamics, which leads to a global transport model that is given by a coupled continuous time random walk (CTRW) characterized by correlated particle velocities. We formalize this correlated CTRW in terms of an evolution equation for the global particle distribution, and discuss the impact of the correlation of subsequent particle velocitieson the transport behavior, as well as the limits of perfect and no correlation.
Olson, Daniel W; Ou, Jia; Tian, Mingwei; Dorfman, Kevin D
2011-02-01
Several continuous-time random walk (CTRW) models exist to predict the dynamics of DNA in micropost arrays, but none of them quantitatively describes the separation seen in experiments or simulations. In Part I of this series, we examine the assumptions underlying these models by observing single molecules of λ DNA during electrophoresis in a regular, hexagonal array of oxidized silicon posts. Our analysis takes advantage of a combination of single-molecule videomicroscopy and previous Brownian dynamics simulations. Using a custom-tracking program, we automatically identify DNA-post collisions and thus study a large ensemble of events. Our results show that the hold-up time and the distance between collisions for consecutive collisions are uncorrelated. The distance between collisions is a random variable, but it can be smaller than the minimum value predicted by existing models of DNA transport in post arrays. The current CTRW models correctly predict the exponential decay in the probability density of the collision hold-up times, but they fail to account for the influence of finite-sized posts on short hold-up times. The shortcomings of the existing models identified here motivate the development of a new CTRW approach, which is presented in Part II of this series. Copyright © 2011 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.
On the gap and time interval between the first two maxima of long continuous time random walks
Mounaix, Philippe; Schehr, Grégory; Majumdar, Satya N.
2016-01-01
We consider a one-dimensional continuous time random walk (CTRW) on a fixed time interval T where at each time step the walker waits a random time τ, before performing a jump drawn from a symmetric continuous probability distribution function (PDF) f(η ) , of Lévy index 0μ /2 ). We investigate the joint PDF of the gap g between the first two highest positions of the CTRW and the time t separating these two maxima. We show that this PDF reaches a stationary limiting joint distribution p(g, t) in the limit of long CTRW, T\\to ∞ . Our exact analytical results show a very rich behavior of this joint PDF in the (γ,μ ) plane, which we study in great detail. Our main results are verified by numerical simulations. This work provides a non trivial extension to CTRWs of the recent study in the discrete time setting by Majumdar et al (2014 J. Stat. Mech. P09013).
Dentz, M.; Kang, P. K.; Comolli, A.; Le Borgne, T.; Lester, D. R.
2016-12-01
We develop a continuous time random walk (CTRW) approach for the evolution of Lagrangian velocities in steadyheterogeneous porous and fractured media flows based on a stochastic relaxation process.This approach describes persistence of velocities over a characteristic spatial scale, unlike classical random walk methods,which model persistence over a characteristic time scale.We first establish the relations between Eulerian and Lagrangian velocities for both equidistant and isochronal sampling along streamlines,under transient and stationary conditions. Based on this, we develop the CTRW approach for the spatial and temporaldynamics of Lagrangian velocities. Unlike classical CTRW formulations, the proposed approach quantifies both stationaryand non-stationary Lagrangian velocity statistics, and their evolution from arbitraryinitial velocity distributions. We provide explicit expressions for the Lagrangian velocity distributions,and determine the behaviors of the mean particle velocity, velocity covariance andparticle dispersion. We find strong correlation and anomalous dispersion for velocity distributions which are tailedtoward low velocities. The developed CTRW approach and thus the Lagrangian particle dynamics are fully determined by the Eulerian velocitydistribution and the characteristic correlation scale. The developed framework is applied to particle transport in two-dimensionalrandom fracture networks.
Helfferich, J.; Ziebert, F.; Frey, S.; Meyer, H.; Farago, J.; Blumen, A.; Baschnagel, J.
2014-04-01
The continuous-time random walk (CTRW) describes the single-particle dynamics as a series of jumps separated by random waiting times. This description is applied to analyze trajectories from molecular dynamics (MD) simulations of a supercooled polymer melt. Based on the algorithm presented by Helfferich et al. [Phys. Rev. E 89, 042603 (2014), 10.1103/PhysRevE.89.042603], we detect jump events of the monomers. As a function of temperature and chain length, we examine key distributions of the CTRW: the jump-length distribution (JLD), the waiting-time distribution (WTD), and the persistence-time distribution (PTD), i.e., the distribution of waiting times for the first jump. For the equilibrium (polymer) liquid under consideration, we verify that the PTD is determined by the WTD. For the mean-square displacement (MSD) of a monomer, the results for the CTRW model are compared with the underlying MD data. The MD data exhibit two regimes of subdiffusive behavior, one for the early α process and another at later times due to chain connectivity. By contrast, the analytical solution of the CTRW yields diffusive behavior for the MSD at all times. Empirically, we can account for the effect of chain connectivity in Monte Carlo simulations of the CTRW. The results of these simulations are then in good agreement with the MD data in the connectivity-dominated regime, but not in the early α regime where they systematically underestimate the MSD from the MD.
Helfferich, J.; Ziebert, F.; Frey, S.; Meyer, H.; Farago, J.; Blumen, A.; Baschnagel, J.
2014-04-01
Single-particle trajectories in supercooled liquids display long periods of localization interrupted by "fast moves." This observation suggests a modeling by a continuous-time random walk (CTRW). We perform molecular dynamics simulations of equilibrated short-chain polymer melts near the critical temperature of mode-coupling theory Tc and extract "moves" from the monomer trajectories. We show that not all moves comply with the conditions of a CTRW. Strong forward-backward correlations are found in the supercooled state. A refinement procedure is suggested to exclude these moves from the analysis. We discuss the repercussions of the refinement on the jump-length and waiting-time distributions as well as on characteristic time scales, such as the average waiting time ("exchange time") and the average time for the first move ("persistence time"). The refinement modifies the temperature (T) dependence of these time scales. For instance, the average waiting time changes from an Arrhenius-type to a Vogel-Fulcher-type T dependence. We discuss this observation in the context of the bifurcation of the α process and (Johari) β process found in many glass-forming materials to occur near Tc. Our analysis lays the foundation for a study of the jump-length and waiting-time distributions, their temperature and chain-length dependencies, and the modeling of the monomer dynamics by a CTRW approach in the companion paper [J. Helfferich et al., Phys. Rev. E 89, 042604 (2014), 10.1103/PhysRevE.89.042604].
Dentz, Marco; Le Borgne, Tanguy; Kang, Peter; Bolster, Diogo
2014-05-01
Medium and flow heterogeneities lead to global transport patterns such as early and late solute and particle arrivals, and non-linear dispersion which cannot be captured by large scale models based on Fickian transport mechanisms. Such behaviors can be modeled by non-Fickian approaches that are based on time and/or space non-local conservation equations. A key question concerns the identification and quantification of the heterogeneity controls on global non-Fickian transport patterns. Anomalous transport can be viewed as a collective phenomenon generated by the complex interaction of small scale fluctuations and mass transfer processes. Here, we focus on the roles of broad heterogeneity distribution, and heterogeneity and flow correlation on global non-Fickian transport. We identify the signatures of disorder and correlation dominated large scale transport in the distributions of solute arrival times, solute dispersion and spatial solute distributions. Starting from well-defined small scale stochastic flow and transport descriptions, we quantify large scale transport by ensemble averaging over the Lagrangian particle dynamics, which leads to a global transport model that is given by a coupled continuous time random walk (CTRW) characterized by correlated particle velocities. We formalize this correlated CTRW in terms of an evolution equation for the global particle distribution, and discuss the impact of the correlation of subsequent particle velocities on the transport behavior, as well as the limits of perfect and no correlation.
Parashar, R.; Pickman, L. H.; Reeves, M. D.
2015-12-01
The Continuous Time Random Walk (CTRW) method provides a framework for modeling non-Fickian transport behavior through heterogeneous media by employing probability distributions to generate particle jump lengths and residence times spanning multiple orders of magnitude. In this work, we seek to formulate and parameterize a 2D CTRW directly from attributes of fracture networks with complex geometry. A Discrete Fracture Network (DFN) model is used to produce data on plume evolution over multiple spatial scales by synthetically generating a fracture network based on known fracture characteristics and conducting flow and particle tracking simulations under steady-state boundary conditions and flux-weighted particle migration. DFN Fracture segments, defined as the linear distance between two fracture intersections, are analyzed to define the distribution of jump lengths. The time for particles to migrate along these segments is recorded by the DFN model and is used to define a distribution of waiting times. These distributions provide a basis on which to formulate a CTRW to predict the migration of inert particles on a continuum of scales. The performance of the CTRW in simulating transport at multiple spatial scales is obtained by comparing spatial moments of the DFN plumes with CTRW solutions.
An Imputation Model for Dropouts in Unemployment Data
Directory of Open Access Journals (Sweden)
Nilsson Petra
2016-09-01
Full Text Available Incomplete unemployment data is a fundamental problem when evaluating labour market policies in several countries. Many unemployment spells end for unknown reasons; in the Swedish Public Employment Service’s register as many as 20 percent. This leads to an ambiguity regarding destination states (employment, unemployment, retired, etc.. According to complete combined administrative data, the employment rate among dropouts was close to 50 for the years 1992 to 2006, but from 2007 the employment rate has dropped to 40 or less. This article explores an imputation approach. We investigate imputation models estimated both on survey data from 2005/2006 and on complete combined administrative data from 2005/2006 and 2011/2012. The models are evaluated in terms of their ability to make correct predictions. The models have relatively high predictive power.
The contribution of parental and societal conditional regard to adjustment of high school dropouts.
Itzhaki, Yael; Itzhaky, Haya; Yablon, Yaacov B
2018-01-01
This study examined the contribution of parental conditional regard (PCR) and societal conditional regard (SCR) - divided into positive and negative regard - to high school dropouts' adjustment (i.e., well-being, loneliness, and future orientation) along the different stages of the dropout process. Specifically, the current study focused on dropouts from a traditional community, where dropping out was accompanied by various social repercussions. The study, conducted in Israel among Ultraorthodox Jewish males, included 261 participants, ages 14-21 (M = 17, SD = 1.17), who were at different stages in the dropout process. Structural equation modeling indicated a negative contribution of parental conditional negative regard to adjustment, while societal conditional positive regard made a positive contribution to adjustment. Moreover, dropouts indicated higher parental and societal conditional regard than students at other stages of the dropout process. Findings highlight the importance of SCR and PCR in understanding the adjustment of dropouts in traditional communities. Copyright © 2017 The Foundation for Professionals in Services for Adolescents. Published by Elsevier Ltd. All rights reserved.
Directory of Open Access Journals (Sweden)
Simić Nataša
2017-01-01
Full Text Available Dropping out of educational system is a serious individual, familial, educational and social problem. It is a complex process influenced by a large number of factors. Nevertheless, it is a phenomenon that takes place in school, and different school factors can serve as risk or protective factors. Dropout rates in Serbia are still high. One way to improve the educational system and ensure equal education for every child is to reduce dropout rates from primary and secondary education. As part of a larger study, the goal of this research was to investigate and identify key school factors related to dropout from primary and secondary schools in Serbia. The research was conducted in 8 primary and 13 secondary schools from 17 municipalities with high dropout rates. In order to hear voices from different actors in the educational system, qualitative research was conducted, involving interviews and focus groups with teachers, school principals, school psychologists, counsellors, pedagogical assistants, parents and students. Following the analysis, several school factors highly related to dropout were singled out. Low quality (individualisation of teaching, lack of learning and emotional support and lack of positive teacher-student relationships proved to have the greatest influence on student dropout. On the other hand, our results indicate that student and parent participation in school life is underused as a resource for dropout prevention. These factors are described and their impact in Serbian context explained. The results are discussed in the light of similar findings from previous research.
Vroling, Maartje S; Wiersma, Femke E; Lammers, Mirjam W; Noorthoorn, Eric O
2016-11-01
Dropout rates in binge eating disorder (BED) treatment are high (17-30%), and predictors of dropout are unknown. Participants were 376 patients following an intensive outpatient cognitive behavioural therapy programme for BED, 82 of whom (21.8%) dropped out of treatment. An exploratory logistic regression was performed using eating disorder variables, general psychopathology, personality and demographics to identify predictors of dropout. Binge eating pathology, preoccupations with eating, shape and weight, social adjustment, agreeableness, and social embedding appeared to be significant predictors of dropout. Also, education showed an association to dropout. This is one of the first studies investigating pre-treatment predictors for dropout in BED treatment. The total explained variance of the prediction model was low, yet the model correctly classified 80.6% of cases, which is comparable to other dropout studies in eating disorders. Copyright © 2016 John Wiley & Sons, Ltd and Eating Disorders Association. Copyright © 2016 John Wiley & Sons, Ltd and Eating Disorders Association.
Rüsch, Nicolas; Schiel, Sarah; Corrigan, Patrick W; Leihener, Florian; Jacob, Gitta A; Olschewski, Manfred; Lieb, Klaus; Bohus, Martin
2008-12-01
Inpatient dialectical behavior therapy (DBT) is an effective treatment for borderline personality disorder (BPD), but often treatment is ended prematurely and predictors of dropout are poorly understood. We, therefore, studied predictors of dropout among 60 women with BPD during inpatient DBT. Non-completers had higher experiential avoidance and trait anxiety at baseline, but fewer life-time suicide attempts than completers. There was a trend for more anger-hostility and perceived stigma among non-completers. Experiential avoidance and anxiety may be associated with dropout in inpatient DBT. Low life-time suicidality and high anger could reflect a subtype at risk for discontinuation of inpatient treatment.
Addition by Subtraction: The Relation Between Dropout Rates and School-Level Academic Achievement.
Glennie, Elizabeth; Bonneau, Kara; Vandellen, Michelle; Dodge, Kenneth A
2012-01-01
Efforts to improve student achievement should increase graduation rates. However, work investigating the effects of student-level accountability has consistently demonstrated that increases in the standards for high school graduation are correlated with increases in dropout rates. The most favored explanation for this finding is that high-stakes testing policies that mandate grade repetition and high school exit exams may be the tipping point for students who are already struggling academically. These extra demands may, in fact, push students out of school. This article examines two hypotheses regarding the relation between school-level accountability and dropout rates. The first posits that improvements in school performance lead to improved success for everyone. If school-level accountability systems improve a school for all students, then the proportion of students performing at grade level increases, and the dropout rate decreases. The second hypothesis posits that schools facing pressure to improve their overall accountability score may pursue this increase at the cost of other student outcomes, including dropout rate. Our approach focuses on the dynamic relation between school-level academic achievement and dropout rates over time-that is, between one year's achievement and the subsequent year's dropout rate, and vice versa. This article employs longitudinal data of records on all students in North Carolina public schools over an 8-year period. Analyses employ fixed-effects models clustering schools and districts within years and controls each year for school size, percentage of students who were free/reduced-price lunch eligible, percentage of students who are ethnic minorities, and locale. This study finds partial evidence that improvements in school-level academic performance will lead to improvements (i.e., decreases) in school-level dropout rates. Schools with improved performance saw decreased dropout rates following these successes. However, we find
Shifting problems and shifting policies to reduce student drop-out
DEFF Research Database (Denmark)
Jørgensen, Christian Helms
2016-01-01
vocational programmes. Consequently, lowering the drop-out rate is high on a policy maker’s agenda. This chapter examines the education policies designed to reduce the prevalence of drop-out in Denmark’s vocational system. First, the chapter reviews the international research on the phenomenon of drop...... education, the organisation of curricula, and an under-supply of opportunities for authentic training placements. This analysis finds that policies designed to reduce drop-out seem to be going in circles. Some possible explanations for inconsistencies in policy are discussed in the conclusion...
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
Cao, Qi; Buskens, Erik; Feenstra, Talitha; Jaarsma, Tiny; Hillege, Hans; Postmus, Douwe
2016-01-01
Continuous-time state transition models may end up having large unwieldy structures when trying to represent all relevant stages of clinical disease processes by means of a standard Markov model. In such situations, a more parsimonious, and therefore easier-to-grasp, model of a patient's disease progression can often be obtained by assuming that the future state transitions do not depend only on the present state (Markov assumption) but also on the past through time since entry in the present state. Despite that these so-called semi-Markov models are still relatively straightforward to specify and implement, they are not yet routinely applied in health economic evaluation to assess the cost-effectiveness of alternative interventions. To facilitate a better understanding of this type of model among applied health economic analysts, the first part of this article provides a detailed discussion of what the semi-Markov model entails and how such models can be specified in an intuitive way by adopting an approach called vertical modeling. In the second part of the article, we use this approach to construct a semi-Markov model for assessing the long-term cost-effectiveness of 3 disease management programs for heart failure. Compared with a standard Markov model with the same disease states, our proposed semi-Markov model fitted the observed data much better. When subsequently extrapolating beyond the clinical trial period, these relatively large differences in goodness-of-fit translated into almost a doubling in mean total cost and a 60-d decrease in mean survival time when using the Markov model instead of the semi-Markov model. For the disease process considered in our case study, the semi-Markov model thus provided a sensible balance between model parsimoniousness and computational complexity. © The Author(s) 2015.
Pooley, C M; Bishop, S C; Marion, G
2015-06-06
Bayesian statistics provides a framework for the integration of dynamic models with incomplete data to enable inference of model parameters and unobserved aspects of the system under study. An important class of dynamic models is discrete state space, continuous-time Markov processes (DCTMPs). Simulated via the Doob-Gillespie algorithm, these have been used to model systems ranging from chemistry to ecology to epidemiology. A new type of proposal, termed 'model-based proposal' (MBP), is developed for the efficient implementation of Bayesian inference in DCTMPs using Markov chain Monte Carlo (MCMC). This new method, which in principle can be applied to any DCTMP, is compared (using simple epidemiological SIS and SIR models as easy to follow exemplars) to a standard MCMC approach and a recently proposed particle MCMC (PMCMC) technique. When measurements are made on a single-state variable (e.g. the number of infected individuals in a population during an epidemic), model-based proposal MCMC (MBP-MCMC) is marginally faster than PMCMC (by a factor of 2-8 for the tests performed), and significantly faster than the standard MCMC scheme (by a factor of 400 at least). However, when model complexity increases and measurements are made on more than one state variable (e.g. simultaneously on the number of infected individuals in spatially separated subpopulations), MBP-MCMC is significantly faster than PMCMC (more than 100-fold for just four subpopulations) and this difference becomes increasingly large. © 2015 The Author(s) Published by the Royal Society. All rights reserved.
Transport properties of the continuous-time random walk with a long-tailed waiting-time density
Energy Technology Data Exchange (ETDEWEB)
Weissman, H.; Havlin, S. (BarIlan Univ., Ramat Gan (Israel)); Weiss, G.H. (National Institutes of Health, Bethesda, MD (USA))
1989-10-01
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 {psi}(t) {approximately} T{sup {alpha}}/t{sup {alpha}+1} when t >> T and 0 < {alpha} < 1. Several cases are considered; the main ones are those that assume that the variance of the displacement in a single step of the walk is finite. Under this assumption they consider both random walks with and without a bias. The principle results of their analysis is that one needs two forms to characterize p(r, t), depending on whether r is large or small, and that the small-r expansion cannot be characterized by a scaling form, although it is possible to find such a form for large r. Several results can be demonstrated that contrast with the case in which
Shushin, A I
2008-03-01
Some specific features and extensions of the continuous-time random-walk (CTRW) approach are analyzed in detail within the Markovian representation (MR) and CTRW-based non-Markovian stochastic Liouville equation (SLE). In the MR, CTRW processes are represented by multidimensional Markovian ones. In this representation the probability density function (PDF) W(t) of fluctuation renewals is associated with that of reoccurrences in a certain jump state of some Markovian controlling process. Within the MR the non-Markovian SLE, which describes the effect of CTRW-like noise on the relaxation of dynamic and stochastic systems, is generalized to take into account the influence of relaxing systems on the statistical properties of noise. Some applications of the generalized non-Markovian SLE are discussed. In particular, it is applied to study two modifications of the CTRW approach. One of them considers cascaded CTRWs in which the controlling process is actually a CTRW-like one controlled by another CTRW process, controlled in turn by a third one, etc. Within the MR a simple expression for the PDF W(t) of the total controlling process is obtained in terms of Markovian variants of controlling PDFs in the cascade. The expression is shown to be especially simple and instructive in the case of anomalous processes determined by the long-time tailed W(t) . The cascaded CTRWs can model the effect of the complexity of a system on the relaxation kinetics (in glasses, fractals, branching media, ultrametric structures, etc.). Another CTRW modification describes the kinetics of processes governed by fluctuating W(t) . Within the MR the problem is analyzed in a general form without restrictive assumptions on the correlations of PDFs of consecutive renewals. The analysis shows that fluctuations of W(t) can strongly affect the kinetics of the process. Possible manifestations of this effect are discussed.
Dentz, Marco; Kang, Peter K.; Le Borgne, Tanguy
2015-04-01
Solute transport in heterogeneous porous media is characterized by features that do not conform to advection-dispersion models characterized by equivalent transport parameters. This has been observed in tracer experiments under forced and natural flow conditions. Key questions are (i) how non-Fickian solute transport can be quantified under radial flow conditions, and (ii) how different heterogeneity sources of non-Fickian behavior manifest in non-Fickian radial transport models. In order to approach these questions, we develop a radial continuous time random walk (CTRW) formulation for the quantification and interpretation of non-Fickian solute transport under forced flow conditions and different heterogeneity scenarios. The derived radial CTRW approaches model anomalous behavior induced by heterogeneous flow distributions and mobile-immobile mass transfer processes (matrix diffusion). We start by establishing a general CTRW framework in radial coordinates on the basis of the random walk equations for radial particle positions and times. The evolution of solute concentration is governed by a non-local radial advection-dispersion equation. Unlike in CTRWs for uniform flow scenarios, particle transition times here depend on the radial particle position, which renders the CTRW non-stationary. We then derive radial CTRW implementations that (i) emulate non-local radial transport due to heterogeneous advection, (ii) model multirate mass transfer (MRMT) between mobile and immobile continua, and (iii) quantify both heterogeneous advection in a mobile and mass transfer between mobile and immobile regions. We analyze the transport signatures for the distinct CTRW models in terms of solute breakthrough curves and their dependence on the heterogeneity scenarios.
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Constantin T Yiannoutsos
Full Text Available Monitoring and evaluation (M&E of HIV care and treatment programs is impacted by losses to follow-up (LTFU in the patient population. The severity of this effect is undeniable but its extent unknown. Tracing all lost patients addresses this but census methods are not feasible in programs involving rapid scale-up of HIV treatment in the developing world. Sampling-based approaches and statistical adjustment are the only scaleable methods permitting accurate estimation of M&E indices.In a large antiretroviral therapy (ART program in western Kenya, we assessed the impact of LTFU on estimating patient mortality among 8,977 adult clients of whom, 3,624 were LTFU. Overall, dropouts were more likely male (36.8% versus 33.7%; p = 0.003, and younger than non-dropouts (35.3 versus 35.7 years old; p = 0.020, with lower median CD4 count at enrollment (160 versus 189 cells/ml; p<0.001 and WHO stage 3-4 disease (47.5% versus 41.1%; p<0.001. Urban clinic clients were 75.0% of non-dropouts but 70.3% of dropouts (p<0.001. Of the 3,624 dropouts, 1,143 were sought and 621 had their vital status ascertained. Statistical techniques were used to adjust mortality estimates based on information obtained from located LTFU patients. Observed mortality estimates one year after enrollment were 1.7% (95% CI 1.3%-2.0%, revised to 2.8% (2.3%-3.1% when deaths discovered through outreach were added and adjusted to 9.2% (7.8%-10.6% and 9.9% (8.4%-11.5% through statistical modeling depending on the method used. The estimates 12 months after ART initiation were 1.7% (1.3%-2.2%, 3.4% (2.9%-4.0%, 10.5% (8.7%-12.3% and 10.7% (8.9%-12.6% respectively. CONCLUSIONS/SIGNIFICANCE ABSTRACT: Assessment of the impact of LTFU is critical in program M&E as estimated mortality based on passive monitoring may underestimate true mortality by up to 80%. This bias can be ameliorated by tracing a sample of dropouts and statistically adjust the mortality estimates to properly evaluate and guide large
Gutner, Cassidy A; Gallagher, Matthew W; Baker, Aaron S; Sloan, Denise M; Resick, Patricia A
2016-01-01
A substantial minority of people drop out of cognitive-behavioral therapies (CBTs) for posttraumatic stress disorder (PTSD). There has been considerable research investigating who drops out of PTSD treatment; however, the question of when dropout occurs has received far less attention. The purpose of the current study was to examine when individuals drop out of CBT for PTSD. Women participants (N = 321) were randomized to 1 of several PTSD treatment conditions. The conditions included prolonged exposure (PE), cognitive processing therapy (CPT), CPT-cognitive only (CPT-C), and written accounts (WA). Survival analysis was used to examine temporal pattern of treatment dropout. Thirty-nine percent of participants dropped out of treatment, and those who dropped out tended to do so by midtreatment. Moreover, the pattern of treatment dropout was consistent across CBT conditions. Additional research is needed to examine if treatment dropout patterns are consistent across treatment modalities and settings. (c) 2016 APA, all rights reserved).
DEFF Research Database (Denmark)
O'Neill, Lotte; Christensen, Mette Krogh; Vonsild, Maria Cecilie
2014-01-01
Recent research in medical education suggests that program specific admission testing could have a protective effect against early dropout. Little is known about the effect of program specific admission testing on dropout in other areas of higher education. The aim of this paper was to examine if......-based admission. This result may fit with elements of previous dropout theory, student-environment fit theory and perhaps also with self-efficacy theory....... if admission strategy was also independently associated with dropout for sports science students in a university setting. The study design was a prospective cohort study with a 2 year follow-up. The population was 449 sports science students admitted to a university in the years 2002-2007. The analysis...
Prediction of Student Dropout in E-Learning Program Through the Use of Machine Learning Method
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Mingjie Tan
2015-02-01
Full Text Available The high rate of dropout is a serious problem in E-learning program. Thus it has received extensive concern from the education administrators and researchers. Predicting the potential dropout students is a workable solution to prevent dropout. Based on the analysis of related literature, this study selected student’s personal characteristic and academic performance as input attributions. Prediction models were developed using Artificial Neural Network (ANN, Decision Tree (DT and Bayesian Networks (BNs. A large sample of 62375 students was utilized in the procedures of model training and testing. The results of each model were presented in confusion matrix, and analyzed by calculating the rates of accuracy, precision, recall, and F-measure. The results suggested all of the three machine learning methods were effective in student dropout prediction, and DT presented a better performance. Finally, some suggestions were made for considerable future research.
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Donggeun Kim
2018-03-01
Full Text Available University dropout is a serious problem. It affects not only the individual who drops out but also the university and society. However, most previous studies have focused only on the subjective/individual level. University dropout is a very important issue in South Korea, but it has not received much research attention so far. This study examined the possible causes of university dropout in South Korea at the aggregate level, focusing on four fundamental categories: students, resources, faculty, and university characteristics. Three-year balanced panel data from 2013 to 2015 were constructed and estimated by using nonlinear panel data models. The findings show that cost and burden for students, financial resources, qualitative and quantitative features of faculty, and type/size of the university have significant effects on university dropout.
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Márcio das Chagas Moura
2008-08-01
Full Text Available In this work it is proposed a model for the assessment of availability measure of fault tolerant systems based on the integration of continuous time semi-Markov processes and Bayesian belief networks. This integration results in a hybrid stochastic model that is able to represent the dynamic characteristics of a system as well as to deal with cause-effect relationships among external factors such as environmental and operational conditions. The hybrid model also allows for uncertainty propagation on the system availability. It is also proposed a numerical procedure for the solution of the state probability equations of semi-Markov processes described in terms of transition rates. The numerical procedure is based on the application of Laplace transforms that are inverted by the Gauss quadrature method known as Gauss Legendre. The hybrid model and numerical procedure are illustrated by means of an example of application in the context of fault tolerant systems.Neste trabalho, é proposto um modelo baseado na integração entre processos semi-Markovianos e redes Bayesianas para avaliação da disponibilidade de sistemas tolerantes à falha. Esta integração resulta em um modelo estocástico híbrido o qual é capaz de representar as características dinâmicas de um sistema assim como tratar as relações de causa e efeito entre fatores externos tais como condições ambientais e operacionais. Além disso, o modelo híbrido permite avaliar a propagação de incerteza sobre a disponibilidade do sistema. É também proposto um procedimento numérico para a solução das equações de probabilidade de estado de processos semi-Markovianos descritos por taxas de transição. Tal procedimento numérico é baseado na aplicação de transformadas de Laplace que são invertidas pelo método de quadratura Gaussiana conhecido como Gauss Legendre. O modelo híbrido e procedimento numérico são ilustrados por meio de um exemplo de aplicação no contexto de
Comolli, Alessandro; Moussey, Charlie; Dentz, Marco
2016-04-01
Transport processes in groundwater systems are strongly affected by the presence of heterogeneity. The heterogeneity leads to non-Fickian features, that manifest themselves in the heavy-tailed breakthrough curves, as well as in the non-linear growth of the mean squared displacement and in the non-Gaussian plumes of solute particles. The causes of non-Fickian transport can be the heterogeneity in the flow fields and the processes of mass exchange between mobile and immobile phases, such as sorption/desorption reactions and diffusive mass transfer. Here, we present a Continuous Time Random Walk (CTRW) model that describes the transport of solutes in d-dimensional systems by taking into account both heterogeneous advection and mobile-immobile mass transfer. In order to account for these processes in the CTRW, the heterogeneities are mapped onto a distribution of transition times, which can be decomposed into advective transition times and trapping times, the latter being treated as a compound Poisson process. While advective transition times are related to the Eulerian flow velocities and, thus, to the conductivity distribution, trapping times depend on the sorption/desorption time scale, in case of reactive problems, or on the distribution of diffusion times in the immobile zones. Since the trapping time scale is typically much larger than the advective time scale, we observe the existence of two temporal regimes. The pre-asymptotic regime is defined by a characteristic time scale at which the properties of transport are fully determined by the heterogeneity of the advective field. On the other hand, in the asymptotic regime both the heterogeneity and the mass exchange processes play a role in conditioning the behaviour of transport. We consider different scenarios to discuss the relative importance of the advective heterogeneity and the mass transfer for the occurrence of non-Fickian transport. For each case we calculate analytically the scalings of the breakthrough
Risk Factors for School Dropout in a Sample of Juvenile Offenders
Fern?ndez-Su?rez, Asunci?n; Herrero, Juan; P?rez, Beatriz; Juarros-Basterretxea, Joel; Rodr?guez-D?az, Francisco J.
2016-01-01
Backgrounds: The high rates of school dropout worldwide and their relevance highlight the need for a close study of its causes and consequences. Literature has suggested that school dropout might be explained by multiple causes at different levels (individual, family, school, and neighborhood). The aim of the current study is to examine the relation between individual (defiant attitude, irresponsibility, alcohol abuse, and illegal drugs use), family (educational figure absent and parental mon...
[Prediction and Prevention of Dropouts in Vocational Retraining].
Baumann, R
2016-06-01
Principal objective: To verify if a psychological intervention targeting individuals with high resignation tendency prevents dropouts in vocational retraining. For individuals with high resignation tendency a high risk of dropping out was assumed under regular conditions. Data was collected at 2 adult education institutes. At the beginning of vocational training the occupational inventory Work-related Behaviour and Experience Patterns (AVEM) was used. The questionnaire allows to classify 4 types of coping behaviour. G: healthy-ambitious, S: unambitious, A: excessively ambitious, B: resigned. Using a quasi-experimental design, the effect of resilience building was verified by comparing a treatment group with a control group. Control group was offered the usual treatment of the education institute. The treatment group was additionally offered two individual meetings and a work-related group treatment focussing on coping behaviour. Given a very high resignation tendency in both groups, dropping out of rehabilitation was less frequent in the treatment group. Other individuals tended to drop out more frequently, but this is not statistically significant. The study shows that work-related resilience building helps to minimize risk of dropping out of vocational rehabilitation in the case of extremely resigned coping behaviour. © Georg Thieme Verlag KG Stuttgart · New York.
Arulampalam, Wiji; Naylor, Robin; Smith, Jeremy
2004-05-01
In the context of the 1997 Report of the Medical Workforce Standing Advisory Committee, it is important that we develop an understanding of the factors influencing medical school retention rates. To analyse the determinants of the probability that an individual medical student will drop out of medical school during their first year of study. Binomial and multinomial logistic regression analysis of individual-level administrative data on 51 810 students in 21 medical schools in the UK for the intake cohorts of 1980-92 was performed. The overall average first year dropout rate over the period 1980-92 was calculated to be 3.8%. We found that the probability that a student would drop out of medical school during their first year of study was influenced significantly by both the subjects studied at A-level and by the scores achieved. For example, achieving 1 grade higher in biology, chemistry or physics reduced the dropout probability by 0.38% points, equivalent to a fall of 10%. We also found that males were about 8% more likely to drop out than females. The medical school attended also had a significant effect on the estimated dropout probability. Indicators of both the social class and the previous school background of the student were largely insignificant. Policies aimed at increasing the size of the medical student intake in the UK and of widening access to students from non-traditional backgrounds should be informed by evidence that student dropout probabilities are sensitive to measures of A-level attainment, such as subject studied and scores achieved. If traditional entry requirements or standards are relaxed, then this is likely to have detrimental effects on medical schools' retention rates unless accompanied by appropriate measures such as focussed student support.
Ma, Junsheng; Chan, Wenyaw; Tsai, Chu-Lin; Xiong, Momiao; Tilley, Barbara C
2015-11-30
Continuous time Markov chain (CTMC) models are often used to study the progression of chronic diseases in medical research but rarely applied to studies of the process of behavioral change. In studies of interventions to modify behaviors, a widely used psychosocial model is based on the transtheoretical model that often has more than three states (representing stages of change) and conceptually permits all possible instantaneous transitions. Very little attention is given to the study of the relationships between a CTMC model and associated covariates under the framework of transtheoretical model. We developed a Bayesian approach to evaluate the covariate effects on a CTMC model through a log-linear regression link. A simulation study of this approach showed that model parameters were accurately and precisely estimated. We analyzed an existing data set on stages of change in dietary intake from the Next Step Trial using the proposed method and the generalized multinomial logit model. We found that the generalized multinomial logit model was not suitable for these data because it ignores the unbalanced data structure and temporal correlation between successive measurements. Our analysis not only confirms that the nutrition intervention was effective but also provides information on how the intervention affected the transitions among the stages of change. We found that, compared with the control group, subjects in the intervention group, on average, spent substantively less time in the precontemplation stage and were more/less likely to move from an unhealthy/healthy state to a healthy/unhealthy state. Copyright © 2015 John Wiley & Sons, Ltd.
Carlson, Carolyn L.
2014-01-01
Almost seven thousand students drop out of high school every day. Without strong literacy skills, students are less likely to experience academic success and more likely to drop out. This has a negative impact not only on those students, but on the economy. If the dropouts from the Class of 2011 had graduated, the nation's economy would have…
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
Agogo, George O; Ramsey, Christine M; Gnjidic, Danijela; Moga, Daniela C; Allore, Heather
2018-04-18
ABSTRACTBackground:Longitudinal studies of older adults are characterized by high dropout rates, multimorbid conditions, and multiple medication use, especially proximal to death. We studied the association between multiple medication use and incident dementia diagnoses including Alzheimer's disease (AD), vascular dementia (VD), and Lewy-body dementia (LBD), simultaneously accounting for dropout. Using the National Alzheimer's Coordinating Center data with three years of follow-up, a set of covariate-adjusted models that ignore dropout was fit to complete-case data, and to the whole-cohort data. Additionally, covariate-adjusted joint models with shared random effects accounting for dropout were fit to the whole-cohort data. Multiple medication use was defined as polypharmacy (⩾ five medications), hyperpolypharmacy (⩾ ten medications), and total number of medications. Incident diagnoses were 2,032 for AD, 135 for VD, and 139 for LBD. Percentages of dropout at the end of follow-up were as follows: 71.8% for AD, 81.5% for VD, and 77.7% for LBD. The odds ratio (OR) estimate for hyperpolypharmacy among those with LBD versus AD was 2.19 (0.78, 6.15) when estimated using complete-case data and 3.00 (1.66, 5.40) using whole-cohort data. The OR reduced to 1.41 (0.76, 2.64) when estimated from the joint model accounting for dropout. The OR for polypharmacy using complete-case data differed from the estimates using whole-cohort data. The OR for dementia diagnoses on total number of medications was similar, but non-significant when estimated using complete-case data. Reasons for dropout should be investigated and appropriate statistical methods should be applied to reduce bias in longitudinal studies among high-risk dementia cohorts.
Song, Youngseok; Ishikawa, Hiroshi; Wu, Mengfei; Liu, Yu-Ying; Lucy, Katie A; Lavinsky, Fabio; Liu, Mengling; Wollstein, Gadi; Schuman, Joel S
2018-03-20
Previously, we introduced a state-based 2-dimensional continuous-time hidden Markov model (2D CT HMM) to model the pattern of detected glaucoma changes using structural and functional information simultaneously. The purpose of this study was to evaluate the detected glaucoma change prediction performance of the model in a real clinical setting using a retrospective longitudinal dataset. Longitudinal, retrospective study. One hundred thirty-four eyes from 134 participants diagnosed with glaucoma or as glaucoma suspects (average follow-up, 4.4±1.2 years; average number of visits, 7.1±1.8). A 2D CT HMM model was trained using OCT (Cirrus HD-OCT; Zeiss, Dublin, CA) average circumpapillary retinal nerve fiber layer (cRNFL) thickness and visual field index (VFI) or mean deviation (MD; Humphrey Field Analyzer; Zeiss). The model was trained using a subset of the data (107 of 134 eyes [80%]) including all visits except for the last visit, which was used to test the prediction performance (training set). Additionally, the remaining 27 eyes were used for secondary performance testing as an independent group (validation set). The 2D CT HMM predicts 1 of 4 possible detected state changes based on 1 input state. Prediction accuracy was assessed as the percentage of correct prediction against the patient's actual recorded state. In addition, deviations of the predicted long-term detected change paths from the actual detected change paths were measured. Baseline mean ± standard deviation age was 61.9±11.4 years, VFI was 90.7±17.4, MD was -3.50±6.04 dB, and cRNFL thickness was 74.9±12.2 μm. The accuracy of detected glaucoma change prediction using the training set was comparable with the validation set (57.0% and 68.0%, respectively). Prediction deviation from the actual detected change path showed stability throughout patient follow-up. The 2D CT HMM demonstrated promising prediction performance in detecting glaucoma change performance in a simulated clinical setting
Voelkle, M.C.; Oud, J.H.L.; Davidov, E.; Schmidt, P.
2012-01-01
Reports an error in "An SEM approach to continuous time modeling of panel data: Relating authoritarianism and anomia" by Manuel C. Voelkle, Johan H. L. Oud, Eldad Davidov and Peter Schmidt (Psychological Methods, 2012[Jun], Vol 17[2], 176-192). The supplemental materials link was missing. All
Modeling the Magnetopause Shadowing Loss during the October 2012 Dropout Event
Tu, Weichao; Cunningham, Gregory
2017-04-01
The relativistic electron flux in Earth's outer radiation belt are observed to drop by orders of magnitude on timescales of a few hours, which is called radiation belt dropouts. Where do the electrons go during the dropouts? This is one of the most important outstanding questions in radiation belt studies. Radiation belt electrons can be lost either by precipitation into the atmosphere or by transport across the magnetopause into interplanetary space. The latter mechanism is called magnetopause shadowing, usually combined with outward radial diffusion of electrons due to the sharp radial gradient it creates. In order to quantify the relative contribution of these two mechanisms to radiation belt dropout, we performed an event study on the October 2012 dropout event observed by Van Allen Probes. First, the precipitating MeV electrons observed by multiple NOAA POES satellites at low altitude did not show evidence of enhanced precipitation during the dropout, which suggested that precipitation was not the dominant loss mechanism for the event. Then, in order to simulate the magnetopause shadowing loss and outward radial diffusion during the dropout, we applied a radial diffusion model with electron lifetimes on the order of electron drift periods outside the last closed drift shell. In addition, realistic and event-specific inputs of radial diffusion coefficients (DLL) and last closed drift shell (LCDS) were implemented in the model. Specifically, we used the new DLL developed by Cunningham [JGR 2016] which were estimated in realistic TS04 [Tsyganenko and Sitnov, JGR 2005] storm time magnetic field model and included physical K (2nd adiabatic invariant) or pitch angle dependence. Event-specific LCDS traced in TS04 model with realistic K dependence was also implemented. Our simulation results showed that these event-specific inputs are critical to explain the electron dropout during the event. The new DLL greatly improved the model performance at low L* regions (L*<3
Gender, Success, and Drop-Out during a Resistance Exercise Program in Community Dwelling Old Adults
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O. G. Geirsdottir
2017-01-01
Full Text Available Background. Resistance exercise training can be effective against sarcopenia. We identified predictors of drop-out and compared physical outcomes between men and women after such training. Methods. Subjects (N=236, 73.7±5.7 years participated in a 12-week resistance exercise program. Outcome variables were measured at baseline and endpoint. Results. Drop-out was 11.9% and not significantly different between genders. Drop-outs were significantly older and had poorer strength and physical function in comparison to completers. Anthropometrics, QoL, and cognitive function were not related to drop-out. According to multivariate analysis, gait speed and physical activity were the strongest predictors of drop-out. After the training, gains in lean mass or appendicular muscle were significantly higher in men than women; however relative gains in appendicular muscle as well as absolute improvements in strength and function were similar in men and women, respectively. Conclusions. Participants who drop out are older, have poorer physical function, and are less physically active. Old women do not drop out more frequently than men and show meaningful improvements in relevant outcomes similar to men after such a training program. The trial is registered at the US National Library of Medicine (NCT01074879.
Johnson, Suzanne; Price, Matthew; Mehta, Natasha; Anderson, Page L
2014-08-19
There are high attrition rates observed in efficacy studies for social anxiety disorder, and research has not identified consistent nor theoretically meaningful predictors of dropout. Pre-treatment symptom severity and demographic factors, such as age and gender, are sometimes predictive of dropout. The current study examines a theoretically meaningful predictor of attrition based on experiences associated with social group membership rather than differences between social group categories--fear of confirming stereotypes. This is a secondary data analysis of a randomized controlled trial comparing two cognitive behavioral treatments for social anxiety disorder: virtual reality exposure therapy and exposure group therapy. Participants (N = 74) with a primary diagnosis of social anxiety disorder who were eligible to participate in the parent study and who self-identified as either "African American" (n = 31) or "Caucasian" (n = 43) completed standardized self-report measures of stereotype confirmation concerns (SCC) and social anxiety symptoms as part of a pre-treatment assessment battery. Hierarchical logistic regression showed that greater stereotype confirmation concerns were associated with higher dropout from therapy--race, age, gender, and pre-treatment symptom severity were not. Group treatment also was associated with higher dropout. These findings urge further research on theoretically meaningful predictors of attrition and highlight the importance of addressing cultural variables, such as the experience of stereotype confirmation concerns, during treatment of social anxiety to minimize dropout from therapy.
Relationship between Self-Reported Psychopathology and Future Dropout in a Mexican School
Directory of Open Access Journals (Sweden)
Pablo J Chalita
2012-03-01
Full Text Available School dropout has significant consequences for both individuals and societies. Only 21% of adults in Mexico achieve the equivalent of a high school education. We examined the relationship between school dropout and self-reported psychiatric symptoms in a middle school in a suburb of Mexico City. We used binomial logistic regression to examine the odd ratio of school dropout associated with student’s self-reported psychopathology. Two-hundred thirty seven students participated in the study. Psychosis (Odds Ratio (OR=8.0 (95% Confidence Interval (CI: 1.7-37.2, depression (OR=4.7 (95% CI: 2.2-9.7, tic disorders (OR=3.7 (95%CI: 1.4-9.5, ADHD (OR=3.2 (95%CI:1.5-6.4, and social phobia (OR=2.6 (95%CI: 1.2-5.8 were associated with increased risk of school dropout after controlling for age and gender as covariates. Our study suggested that students’ self-reported psychopathology is associated with increased school dropout in Mexico.
What predicts outcome, response, and drop-out in CBT of depressive adults? a naturalistic study.
Schindler, Amrei; Hiller, Wolfgang; Witthöft, Michael
2013-05-01
The efficacy of CBT for unipolar depressive disorders is well established, yet not all patients improve or tolerate treatment. To identify factors associated with symptomatic outcome, response, and drop-out in depressive patients under naturalistic CBT. 193 patients with major depression or dysthymia were tested. Sociodemographic and clinical variables were entered as predictors in hierarchical regression analyses. A higher degree of pretreatment depression, early improvement, and completion of therapy were identified as predictors for symptomatic change and response. Drop-out was predicted by concurrent personality disorder, less positive outcome expectancies, and by failure to improve early in treatment. Our results highlight the importance of early response to predict improvement in routine CBT. Attempts to refine the quality of treatment programs should focus on avoiding premature termination (drop-out) and consider motivational factors in more depth. Routinely administered standardized assessments would enhance symptom monitoring and help to identify persons at risk of not improving under therapy.
DEFF Research Database (Denmark)
Tanggaard, Lene
2013-01-01
is considered in terms of two very different, but intersecting broad explanations voiced by students themselves: (1) as something created in educational institutions in various situations, such as when teachers spend more time and resources on the more affluent, quick-witted and clever students or when......The present paper addresses the phenomenon of student dropout from vocational education in Denmark. It does so by addressing the need to critically discuss the term ‘drop-out’ taking the perspective of students’ own reflections on the topic. The empirical findings indicate that dropout...... in order to create a potentially creative resource for educational institutions concerned with learning and change. The merits of these different empirical findings are discussed, in relation to strategies for dropout prevention in vocational education. The empirical aspect of the paper consists of 106...
Care package for anxiety disorders: no-show and dropout of standardised, time restricted treatment
DEFF Research Database (Denmark)
Tranberg, Hanne; Mortensen, Erik Lykke; Lau, Marianne Engelbrecht
Background: Psychotherapy has shown to be efficacious but therapy effectiveness in mental health services is compromised by patients who fail to show up for assessment, treatment start and stay in treatment. Predictors for patient non-attendance (no-show and dropout) have been identified as patient...... or therapist characteristics. Organisational variables are sparsely studied although waiting time may affect no-show and dropout. In order to reduce waiting time the Mental Health Services in Denmark have introduced care packages in the treatment of non-psychotic disorders. Care packages are courses...... and if demographic and clinical variables were predictors for no-show and dropout. Methods: The study was a quasi-experimental pre-post study in a naturalistic setting in the Mental Health Services, Capital Region of Denmark. Two samples of patients, aged above 18 years and referred for treatment for anxiety...
Predictors of exercise intervention dropout in sedentary individuals with type 2 diabetes.
Nam, Soohyun; Dobrosielski, Devon A; Stewart, Kerry J
2012-01-01
While the benefits of exercise in people with type 2 diabetes mellitus is well-known, knowledge of factors associated with dropouts of exercise intervention trials is limited. Examining clinical and psychosocial factors related to dropout is a necessary first step to developing an effective exercise program. We examined the predictors of a randomized trial of exercise intervention dropout among sedentary individuals with type 2 diabetes mellitus. Participants (n = 140) were randomly allocated to a 6-month, 3 times per week exercise intervention, or to a control group. Psychological well-being was assessed using a 36-item Short Form Health Survey, the Profile of Mood States questionnaire, and an Exercise Self-Efficacy scale. Total percent body fat and abdominal subcutaneous and visceral fat were measured. Insulin resistance was assessed with the quantitative insulin sensitivity check index. Fitness was expressed as VO2 peak during treadmill testing. There were significantly more dropouts in the exercise group than in the control group (r = 20.220; P lifting weight (r = 0.187; P < .05). Physiological parameters associated with dropouts included low fitness (r = 0.255; P < .01), higher insulin resistance (r = 0.167; P < .05), higher total percent body fat (r = 20.213; P < .05), and higher subcutaneous abdominal fat (r = 20.220; P < .05). In the multiple logistic regression model, exercise group assignment, insulin resistance, and fitness remained significant predictors of dropouts. Special attention to the sedentary individuals with high insulin resistance and poor fitness should be incorporated into implementing exercise programs to improve diabetes treatment.
Quantifying the Precipitation Loss of Radiation Belt Electrons During a Rapid Dropout Event
Pham, K. H.; Tu, W.; Xiang, Z.
2017-10-01
Relativistic electron flux in the radiation belt can drop by orders of magnitude within the timespan of hours. In this study, we used the drift-diffusion model that includes azimuthal drift and pitch angle diffusion of electrons to simulate low-altitude electron distribution observed by POES/MetOp satellites for rapid radiation belt electron dropout event occurring on 1 May 2013. The event shows fast dropout of MeV energy electrons at L > 4 over a few hours, observed by the Van Allen Probes mission. By simulating the electron distributions observed by multiple POES satellites, we resolve the precipitation loss with both high spatial and temporal resolutions and a range of energies. We estimate the pitch angle diffusion coefficients as a function of energy, pitch angle, and L-shell and calculate corresponding electron lifetimes during the event. The simulation results show fast electron precipitation loss at L > 4 during the electron dropout, with estimated electron lifetimes on the order of half an hour for MeV energies. The electron loss rate shows strong energy dependence with faster loss at higher energies, which suggest that this dropout event is dominated by quick and localized scattering process that prefers higher energy electrons. The improved temporal and spatial resolutions of electron precipitation rates provided by multiple low-altitude observations can resolve fast-varying electron loss during rapid electron dropouts (over a few hours), which occur too fast for a single low-altitude satellite. The capability of estimating the fast-varying electron lifetimes during rapid dropout events is an important step in improving radiation belt model accuracy.
Energy Technology Data Exchange (ETDEWEB)
Tooprakai, P. [Department of Physics, Faculty of Science, Chulalongkorn University, Bangkok 10330 (Thailand); Seripienlert, A.; Ruffolo, D.; Chuychai, P. [Thailand Center of Excellence in Physics, CHE, Ministry of Education, Bangkok 10400 (Thailand); Matthaeus, W. H., E-mail: david.ruf@mahidol.ac.th [Bartol Research Institute and Department of Physics and Astronomy, University of Delaware, Newark, DE 19716 (United States)
2016-11-10
We simulate trajectories of energetic particles from impulsive solar flares for 2D+slab models of magnetic turbulence in spherical geometry to study dropout features, i.e., sharp, repeated changes in the particle density. Among random-phase realizations of two-dimensional (2D) turbulence, a spherical harmonic expansion can generate homogeneous turbulence over a sphere, but a 2D fast Fourier transform (FFT) locally mapped onto the lateral coordinates in the region of interest is much faster computationally, and we show that the results are qualitatively similar. We then use the 2D FFT field as input to a 2D MHD simulation, which dynamically generates realistic features of turbulence such as coherent structures. The magnetic field lines and particles spread non-diffusively (ballistically) to a patchy distribution reaching up to 25° from the injection longitude and latitude at r ∼ 1 au. This dropout pattern in field line trajectories has sharper features in the case of the more realistic 2D MHD model, in better qualitative agreement with observations. The initial dropout pattern in particle trajectories is relatively insensitive to particle energy, though the energy affects the pattern’s evolution with time. We make predictions for future observations of solar particles near the Sun (e.g., at 0.25 au), for which we expect a sharp pulse of outgoing particles along the dropout pattern, followed by backscattering that first remains close to the dropout pattern and later exhibits cross-field transport to a distribution that is more diffusive, yet mostly contained within the dropout pattern found at greater distances.
Fan, Quan-Yong; Yang, Guang-Hong
2017-01-01
The state inequality constraints have been hardly considered in the literature on solving the nonlinear optimal control problem based the adaptive dynamic programming (ADP) method. In this paper, an actor-critic (AC) algorithm is developed to solve the optimal control problem with a discounted cost function for a class of state-constrained nonaffine nonlinear systems. To overcome the difficulties resulting from the inequality constraints and the nonaffine nonlinearities of the controlled systems, a novel transformation technique with redesigned slack functions and a pre-compensator method are introduced to convert the constrained optimal control problem into an unconstrained one for affine nonlinear systems. Then, based on the policy iteration (PI) algorithm, an online AC scheme is proposed to learn the nearly optimal control policy for the obtained affine nonlinear dynamics. Using the information of the nonlinear model, novel adaptive update laws are designed to guarantee the convergence of the neural network (NN) weights and the stability of the affine nonlinear dynamics without the requirement for the probing signal. Finally, the effectiveness of the proposed method is validated by simulation studies. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.
Directory of Open Access Journals (Sweden)
Holger Cramer
2016-01-01
Full Text Available A reasonable estimation of expected dropout rates is vital for adequate sample size calculations in randomized controlled trials (RCTs. Underestimating expected dropouts rates increases the risk of false negative results while overestimating rates results in overly large sample sizes, raising both ethical and economic issues. To estimate expected dropout rates in RCTs on yoga interventions, MEDLINE/PubMed, Scopus, IndMED, and the Cochrane Library were searched through February 2014; a total of 168 RCTs were meta-analyzed. Overall dropout rate was 11.42% (95% confidence interval [CI] = 10.11%, 12.73% in the yoga groups; rates were comparable in usual care and psychological control groups and were slightly higher in exercise control groups (rate = 14.53%; 95% CI = 11.56%, 17.50%; odds ratio = 0.82; 95% CI = 0.68, 0.98; p=0.03. For RCTs with durations above 12 weeks, dropout rates in yoga groups increased to 15.23% (95% CI = 11.79%, 18.68%. The upper border of 95% CIs for dropout rates commonly was below 20% regardless of study origin, health condition, gender, age groups, and intervention characteristics; however, it exceeded 40% for studies on HIV patients or heterogeneous age groups. In conclusion, dropout rates can be expected to be less than 15 to 20% for most RCTs on yoga interventions. Yet dropout rates beyond 40% are possible depending on the participants’ sociodemographic and health condition.
Theunissen, M.J.; de Man, I.; Verdonk, P.; Bosma, H.; Feron, F.
2015-01-01
Background: As school dropout is an important public health problem that needs to be addressed, we set out to examine whether and how, beyond the well-known effects of sex, gender beliefs and self-reported masculinity and femininity are related to school dropout. Methods: The study used a
Trends in High School Dropout and Completion Rates in the United States: 2014. NCES 2018-117
McFarland, Joel; Cui, Jiashan; Stark, Patrick
2018-01-01
This report draws on an array of nationally representative surveys and administrative datasets to present statistics on high school dropout and completion rates. The report includes estimates of the percentage of students who drop out in a given 12-month period (event dropout rates), the percentage of young people in a specified age range who are…
Fortin, Laurier; Marcotte, Diane; Diallo, Thierno; Potvin, Pierre; Royer, Egide
2013-01-01
This study tests an empirical multidimensional model of school dropout, using data collected in the first year of an 8-year longitudinal study, with first year high school students aged 12-13 years. Structural equation modeling analyses show that five personal, family, and school latent factors together contribute to school dropout identified at…
Godor, Brian P.
2017-01-01
Student drop-out remains a critical issue facing educational professionals. For higher education, the vast research in the past 40 years has been influenced by the work of Tinto and his model of student persistence. In this model are several elements that have proven to sharpen the focus of student drop-out research such as the concept of…
Halvorsrud, Kristoffer
2017-01-01
This article presents a review of extant research on student dropout in Norway, originally undertaken as part of a systematic review. The article contextualizes the foundational principle of equality as championed by the welfare state and identifies the significance of dropout in upper secondary education in Norway. The article then assesses…
Lyne, Evelyn
Project VIII is an innovative behavioral science-oriented educational program for potential dropouts. It is designed to reduce the dropout rate in grades 9 through 12, increase attendance in grades 7 through 12, decrease discipline referrals and suspensions, increase reading and math achievement in grades 3 through 11, and improve the student's…
Vroling, M.S.; Wiersma, F.E.; Lammers, M.W.; Noorthoorn, E.O.
2016-01-01
Background: Dropout rates in binge eating disorder (BED) treatment are high (17-30%), and predictors of dropout are unknown. Method: Participants were 376 patients following an intensive outpatient cognitive behavioural therapy programme for BED, 82 of whom (21.8%) dropped out of treatment. An
DEFF Research Database (Denmark)
Munk, Martin D.; Park, Do-Yeun
This project focuses on the impact of Denmark’s Youth Unemployment Program(YUP) enacted in late 1990s on the rise in VET dropout rates. The Youth Unemployment Program targeted unemployed, low-educated youth to strengthen the employment possibilities and to motivate for them to undertake...... an education. If the Youth Unemployment Program incentivized less capable/ambitious students to enter vocational education, it would increase the dropout rates via selection. This project investigates whether the program had an effect on the population characteristics of incoming VET students and the resulting...
Medical school dropout - testing at admission versus selection by highest grades as predictors
DEFF Research Database (Denmark)
O'Neill, Lotte Dyhrberg; Hartvigsen, Jan; Wallstedt, Birgitta
2011-01-01
Medical Education 2011: 45: 1111-1120 Context Very few studies have reported on the effect of admission tests on medical school dropout. The main aim of this study was to evaluate the predictive validity of non-grade-based admission testing versus grade-based admission relative to subsequent...... years after admission. Multivariate logistic regression analysis was used to model dropout. Results Strategy 2 (admission test) students had a lower relative risk for dropping out of medical school within 2 years of admission (odds ratio 0.56, 95% confidence interval 0.39-0.80). Only the admission...
Impact of dropout of female volunteer community health workers: An exploration in Dhaka urban slums
Directory of Open Access Journals (Sweden)
Alam Khurshid
2012-08-01
Full Text Available Abstract Background The model of volunteer community health workers (CHWs is a common approach to serving the poor communities in developing countries. BRAC, a large NGO in Bangladesh, is a pioneer in this area, has been using female CHWs as core workers in its community-based health programs since 1977. After 25 years of implementing of the CHW model in rural areas, BRAC has begun using female CHWs in urban slums through a community-based maternal health intervention. However, BRAC experiences high dropout rates among CHWs suggesting a need to better understand the impact of their dropout which would help to reduce dropout and increase program sustainability. The main objective of the study was to estimate impact of dropout of volunteer CHWs from both BRAC and community perspectives. Also, we estimated cost of possible strategies to reduce dropout and compared whether these costs were more or less than the costs borne by BRAC and the community. Methods We used the ‘ingredient approach’ to estimate the cost of recruiting and training of CHWs and the so-called ‘friction cost approach’ to estimate the cost of replacement of CHWs after adapting. Finally, we estimated forgone services in the community due to CHW dropout applying the concept of the friction period. Results In 2009, average cost per regular CHW was US$ 59.28 which was US$ 60.04 for an ad-hoc CHW if a CHW participated a three-week basic training, a one-day refresher training, one incentive day and worked for a month in the community after recruitment. One month absence of a CHW with standard performance in the community meant substantial forgone health services like health education, antenatal visits, deliveries, referrals of complicated cases, and distribution of drugs and health commodities. However, with an additional investment of US$ 121 yearly per CHW BRAC could save another US$ 60 invested an ad-hoc CHW plus forgone services in the community. Conclusion Although CHWs
Estimating the probability of allelic drop-out of STR alleles in forensic genetics
DEFF Research Database (Denmark)
Tvedebrink, Torben; Eriksen, Poul Svante; Mogensen, Helle Smidt
2009-01-01
In crime cases with available DNA evidence, the amount of DNA is often sparse due to the setting of the crime. In such cases, allelic drop-out of one or more true alleles in STR typing is possible. We present a statistical model for estimating the per locus and overall probability of allelic drop......-out using the results of all STR loci in the case sample as reference. The methodology of logistic regression is appropriate for this analysis, and we demonstrate how to incorporate this in a forensic genetic framework....
International Nuclear Information System (INIS)
Qiu-Ye, Sun; Hua-Guang, Zhang; Yan, Zhao
2010-01-01
This paper investigates the chaotification problem of a stable continuous-time T–S fuzzy system. A simple nonlinear state time-delay feedback controller is designed by parallel distributed compensation technique. Then, the asymptotically approximate relationship between the controlled continuous-time T–S fuzzy system with time-delay and a discrete-time T–S fuzzy system is established. Based on the discrete-time T–S fuzzy system, it proves that the chaos in the discrete-time T–S fuzzy system satisfies the Li–Yorke definition by choosing appropriate controller parameters via the revised Marotto theorem. Finally, the effectiveness of the proposed chaotic anticontrol method is verified by a practical example. (general)
Uekawa, Kazuaki; Merola, Stacey; Fernandez, Felix; Porowski, Allan
2010-01-01
This Technical Brief presents an historical analysis of key indicators of dropout for Delaware students in grades 9-12. Cut points for key risk indicators of high school dropout for the State of Delaware are provided. Using data provided by the Delaware Department of Education (DDOE), relationships between student dropout and several student…
Lyche, Cecilia S.
2010-01-01
This paper reviews international research in the field of dropout from upper secondary education and training in OECD countries in order to present possible solutions to policymakers faced with the completion challenge. The paper begins by presenting existing definitions of dropout and upper secondary completion and states that dropout must be…
Dropout From an eHealth Intervention for Adults With Type 2 Diabetes: A Qualitative Study.
Lie, Silje Stangeland; Karlsen, Bjørg; Oord, Ellen Renate; Graue, Marit; Oftedal, Bjørg
2017-05-30
combining eHealth with regular face-to-face consultations. Our study also shows that the perceived benefit of the GSD eHealth intervention intertwined with choosing to focus on other matters in complex daily lives are critical aspects in motivation for such interventions. This indicates the importance of giving potential participants tailored information about the aim, the content, and the effort needed to remain engaged in complex interventions so that eligible participants are recruited. Finally, motivation for engagement in the eHealth intervention was influenced by the technology used in this study. It seems important to facilitate more user-friendly but high-security eHealth technology. Our findings have implications for improving the eHealth intervention and to inform researchers and health care providers who are organizing eHealth interventions focusing on self-management support in order to reduce dropout rates. ©Silje Stangeland Lie, Bjørg Karlsen, Ellen Renate Oord, Marit Graue, Bjørg Oftedal. Originally published in the Journal of Medical Internet Research (http://www.jmir.org), 30.05.2017.
Social factors outside of family and school related to student dropout
Directory of Open Access Journals (Sweden)
Stepanović-Ilić Ivana
2017-01-01
Full Text Available The paper presents a systematisation of broader social factors affecting student dropout in Serbia from the framework of Bronfenbrenner’s approach. Although recognised by authors and commonly related to community and education as a system, these factors are rarely investigated. Starting from our previous research into dropout, focused primarily on family and school, this study is aimed at investigating community and systemic factors. The data were compiled by semi-structured interviews with respondents from the following groups (including relevant public statistical data: students who dropped out/are at risk and their parents; school principals and counsellors from schools with high and low attrition rates; teachers’, parents’ and students’ representatives from schools with high dropout rates; social workers in charge of schools with a low attrition rate; representatives of national educational institutions. The findings reveal that factors with a negative impact on children’s education dominate over supportive ones which could have a preventive effect on attrition. Negative influences exist in all social niches: in microsystems (peers prone to risky behaviour, poor neighbourhoods, in weak mesosystem connections of school and family with local institutions, in exosystems (undeveloped regions, up to the macrosystem level (legislative inefficiency, lack of cooperation within educational institutions and between governmental departments. Productive features were observed in mesosystem connections of schools as examples of good practice, as well as at macrosystem level in the form of recognising the dropout problem at the national level. Although preliminary, the obtained results provide useful guidelines for future investigations.
A Study of Secondary School Principals' Leadership Styles and School Dropout Rates
Baggerly-Hinojosa, Barbara
2012-01-01
This study examined the relationship between the leadership styles of secondary school principals, measured by the self-report "Multifactor Leadership Questionnaire 5X short" (Bass & Avolio, 2000) and the school's dropout rates, as reported by the Texas Education Agency in the Academic Excellence Indicator System (AEIS) report while…
Dropout Prevention: Diversified Satellite Occupations Program and Career Development. Final Report.
Jones, Hilda B.
The Diversified Satellite Occupations Program Career Development sought to prevent dropout through these strategies: registration at a school situation away from the normal school setting, creation of a close teacher-student relationship, and raise achievement levels and lower anxiety levels. Program emphases at elementary, junior and senior high…
Why do couples drop-out from IVF treatment? A prospective cohort study
M.F.G. Verberg; M.J.C. Eijkemans (René); E.M. Heijnen; F.J.M. Broekmans (Frank); C. de Klerk (Cora); B.C.J.M. Fauser (Bart); N.S. Macklon (Nick)
2008-01-01
textabstractBACKGROUND: Cumulative IVF pregnancy rates are compromised by the large number of couples who drop-out of treatment before achieving pregnancy. The aim of this study was to identify the role of the treatment strategy applied, and potential other factors that influence the decision of
Refining Success and Dropout in MOOCs Based on the Intention-Behaviour Gap
Henderikx, Maartje; Kreijns, Karel; Kalz, Marco
2016-01-01
Currently success measurement of MOOCs is certificate- and completion-centric and fails to take student intention into account. This results in high dropout rates of 90-95%. While this view of success has been critiqued by the research community, no suitable alternative has yet been developed. This
The Association between Financial Aid Availability and the College Dropout Rates in Colombia
Melguizo, Tatiana; Torres, Fabio Sanchez; Jaime, Haider
2011-01-01
The main objective of this study is to estimate the association between financial aid and college dropout rates of postsecondary students in Colombia. We use a unique dataset from the Colombian Ministry of Education that includes all enrolled college students in the country between 1998 and 2008. Logistic regression is used to identify the…
LED Current Balance Using a Variable Voltage Regulator with Low Dropout vDS Control
Directory of Open Access Journals (Sweden)
Hung-I Hsieh
2017-02-01
Full Text Available A cost-effective light-emitting diode (LED current balance strategy using a variable voltage regulator (VVR with low dropout vDS control is proposed. This can regulate the multiple metal-oxide-semiconductor field-effect transistors (MOSFETs of the linear current regulators (LCR, maintaining low dropout vDS on the flat vGS-characteristic curves and making all drain currents almost the same. Simple group LCRs respectively loaded with a string LED are employed to implement the theme. The voltage VVdc from a VVR is synthesized by a string LED voltage NvD, source voltage vR, and a specified low dropout vDS = VQ. The VVdc updates instantly, through the control loop of the master LCR, which means that all slave MOSFETs have almost the same biases on their flat vGS-characteristic curves. This leads to all of the string LED currents being equal to each other, producing an almost even luminance. An experimental setup with microchip control is built to verify the estimations. Experimental results show that the luminance of all of the string LEDs are almost equal to one another, with a maximum deviation below 1% during a wide dimming range, while keeping all vDS of the MOSFETs at a low dropout voltage, as expected.
Technologies for a content and language integrated approach to dropout problems in Higher Education
Marjolein Simons; Dr. Hajer Maaike; Ton Koenraad; Rintse van der Werf
2006-01-01
This paper reports on CATS (2006-2007), a project initiated by the Research Centre Teaching in Multicultural Schools, that addresses language related dropout problems of both native and non-native speakers of Dutch in higher education. The projects main objective is to develop a model for the
Dropout Prediction in E-Learning Courses through the Combination of Machine Learning Techniques
Lykourentzou, Ioanna; Giannoukos, Ioannis; Nikolopoulos, Vassilis; Mpardis, George; Loumos, Vassili
2009-01-01
In this paper, a dropout prediction method for e-learning courses, based on three popular machine learning techniques and detailed student data, is proposed. The machine learning techniques used are feed-forward neural networks, support vector machines and probabilistic ensemble simplified fuzzy ARTMAP. Since a single technique may fail to…
ACE/SWICS OBSERVATIONS OF HEAVY ION DROPOUTS WITHIN THE SOLAR WIND
International Nuclear Information System (INIS)
Weberg, Micah J.; Zurbuchen, Thomas H.; Lepri, Susan T.
2012-01-01
We present the first in situ observations of heavy ion dropouts within the slow solar wind, observed for select elements ranging from helium to iron. For iron, these dropouts manifest themselves as depletions of the Fe/H ratio by factors up to ∼25. The events often exhibit mass-dependent fractionation and are contained in slow, unsteady wind found within a few days from known stream interfaces. We propose that such dropouts are evidence of gravitational settling within large coronal loops, which later undergo interchange reconnection and become source regions of slow, unsteady wind. Previously, spectroscopic studies by Raymond et al. in 1997 (and later Feldman et al. in 1999) have yielded strong evidence for gravitational settling within these loops. However, their expected in situ signature plasma with heavy elements fractionated by mass was not observed prior to this study. Using data from the SWICS instrument on board the Advanced Composition Explorer (ACE), we investigate the composition of the solar wind within these dropouts and explore long term trends over most of a solar cycle.
DEFF Research Database (Denmark)
Tørring, Pernille M; Kjeldsen, A.D.; Ousager, L.B.
2012-01-01
Background: Hereditary hemorrhagic telangiectasia (HHT) is an autosomal-dominant vascular disorder with three disease-causing genes identified to date: ENG, ACVRL1, and SMAD4. We report an HHT patient with allelic dropout that on routine sequence analysis for a known mutation in the family (c.817...
De Panfilis, Chiara; Marchesi, Carlo; Cabrino, Chiara; Monici, Alberto; Politi, Virginia; Rossi, Matteo; Maggini, Carlo
2012-12-30
Despite obvious clinical need, factors underlying early treatment discontinuation among 'real world' borderline personality disorder (BPD) patients are still unknown. This study investigates individual characteristics that can predict early (Disorders, fourth edition (DSM-IV) Personality. Sociodemographic, clinical and personality variables potentially relevant for dropout were assessed for all participants at baseline. Early dropouts (n=54) were compared to continuers (n=108) on all measures. Logistic regression was then used to identify independent predictors of early dropout. A history of suicide attempts predicted early discontinuation, whereas the presence of an eating disorder and of avoidant personality features protected from early dropout. If confirmed, these findings may help clinicians operating in general psychiatric settings with estimating the risk of premature treatment discontinuation, and stress the need to specifically address suicidal behaviours in order to improve treatment retention among borderline outpatients. In this regard, implementing general psychiatric care with specialised, evidence-based psychotherapeutic interventions may be deemed necessary. Copyright © 2012 Elsevier Ireland Ltd. All rights reserved.
The Effects of Runaway-Homeless Episodes on High School Dropout
Aratani, Yumiko; Cooper, Janice L.
2015-01-01
This article uses data from the National Longitudinal Survey of Youth 1997 to examine the relationship between running away from home between the ages of 12 and 14 and dropping from high school among youth. Propensity score matching was conducted in estimating the effect of running away on high school dropout while controlling for confounding…
Building an Early Warning System to Identify Potential High School Dropouts
Shealy, Linda C.
2011-01-01
Over one million high school students drop out of school each year in this country. Dropping out of school is a serious problem for the student, community, and the nation. Often dropouts are unable to compete in an increasingly technological society and face numerous consequences from their decision to leave school early including higher levels of…
Using an Early Warning System to Identify and Support Students at Risk for High School Dropout
National High School Center, 2011
2011-01-01
The United States high school dropout problem has been called a national crisis, with only 74.9% of public high school students graduating with a diploma in 2008. With states and districts under mounting pressure to raise graduation rates, there is increasing urgency to obtain more accurate and timely data to systematically identify students most…
Primary and Secondary Education in Morocco: From Access to School into Generalization to Dropout
Mansouri, Zoulal; Moumine, Mohamed El Amine
2017-01-01
This article provides an overview of school wastage, namely repetition and dropout in primary and secondary schools in Morocco. It describes how this phenomenon has progressed since school was implemented in the 1960s. It shows that the fundamental principles of the education system established in the aftermath of Morocco?s independence in 1956…
dimensions of basic school dropouts in rural ghana: the case of ...
African Journals Online (AJOL)
MR PRINCE
Failure to address these issues promotes absenteeism on the part of both teachers and pupils with the obvious conse- quences being low academic performance. Teenage Pregnancy. One reason for the higher dropout rate of girls was teenage pregnancy. According to records from the Brong Ahafo Regional Education Of-.
Do School Budgets Matter? The Effect of Budget Referenda on Student Dropout Rates
Lee, Kyung-Gon; Polachek, Solomon W.
2018-01-01
This paper analyzes how changes in school expenditures affect dropout rates based on data from 466 school districts in New York during the 2003/04 to the 2007/08 school years. Past traditional regression approaches show mixed results in part because school expenditures are likely endogenous, so that one cannot disentangle cause and effect. The…
Do GED Recipients Differ from Graduates and School Dropouts?: Findings from an Inner-City Cohort
Ou, Suh-Ruu
2008-01-01
The differences in income, crime, health, mental health, and substance use among high school dropouts, GED recipients, and high school graduates are investigated. The study sample is drawn from the Chicago Longitudinal Study (CLS), an ongoing investigation of a panel of low-income minority children who grew up in the inner city. After controlling…
When Work Matters: The Varying Impact of Work Intensity on High School Dropout
Lee, Jennifer C.; Staff, Jeremy
2007-01-01
While the association between teenagers' work and academic performance continues to be debated in studies of adolescent employment, many researchers have found that "intensive" involvement in paid work increases the risk of high school dropout. It is still unclear, however, whether this relationship is spurious owing to preexisting differences in…
Effective Dropout Prevention Strategies Developed by the High/Scope Educational Research Foundation.
Stellar, Arthur
2002-01-01
Introduces a collection of papers that address the High/Scope Foundation's approach to risk reduction and dropout prevention. Examines High/Scope's history and describes various High/Scope efforts (e.g., the Michigan School Readiness Program Evaluation, preschool and elementary curriculum development and training, movement and music curriculum…
Hauser, Robert M., Ed.; Koenig, Judith Anderson, Ed.
2011-01-01
High school graduation and dropout rates have long been used as indicators of educational system productivity and effectiveness and of social and economic well being. While determining these rates may seem like a straightforward task, their calculation is in fact quite complicated. How does one count a student who leaves a regular high school but…
Orpinas, Pamela; Raczynski, Katherine; Hsieh, Hsien-Lin; Nahapetyan, Lusine; Horne, Arthur M.
2018-01-01
Background: High school completion provides health and economic benefits. The purpose of this study is to describe dropout rates based on longitudinal trajectories of aggression and study skills using teacher ratings. Methods: The sample consisted of 620 randomly selected sixth graders. Every year from Grade 6 to 12, a teacher completed a…
Re-Examining Participatory Research in Dropout Prevention Planning in Urban Communities
Irby, Decoteau; Mawhinney, Lynnette; Thomas, Kristopher
2013-01-01
This paper explores the concept of what a community-based participatory dropout prevention planning process might entail. Specifically, it looks at a year-long research project that brought together formerly incarcerated school non-completers, researchers, and local policy-makers (stakeholders) to address low high-school completion rates in the…
De Sousa, Semoa C. B.; Gebremedhin, Tesfa
Despite increased government investments in education, West Virginia continues to have one of the nation's highest high school dropout rates and is among the states with the highest unemployment rates. Human capital theory provides the conceptual basis for evaluating the relationship between investment in education and economic development. An…
A numerical simulation of solar energetic particle dropouts during impulsive events
Energy Technology Data Exchange (ETDEWEB)
Wang, Y.; Qin, G. [State Key Laboratory of Space Weather, National Space Science Center, Chinese Academy of Sciences, Beijing 100190 (China); Zhang, M. [Department of Physics and Space Science, Florida Institute of Technology, Melbourne, FL 32901 (United States); Dalla, S., E-mail: ywang@spaceweather.ac.cn, E-mail: gqin@spaceweather.ac.cn [Jeremiah Horrocks Institute, University of Central Lancashire, Preston, Lancashire PR1 2HE (United Kingdom)
2014-07-10
This paper investigates the conditions for producing rapid variations of solar energetic particle (SEP) intensity commonly known as 'dropouts'. In particular, we use numerical model simulations based on solving the focused transport equation in the three-dimensional Parker interplanetary magnetic field to put constraints on the properties of particle transport coefficients in both directions perpendicular and parallel to the magnetic field. Our calculations of the temporal intensity profile of 0.5 and 5 MeV protons at the Earth show that the perpendicular diffusion must be small while the parallel mean free path is long in order to reproduce the phenomenon of SEP dropouts. When the parallel mean free path is a fraction of 1 AU and the observer is located at 1 AU, the perpendicular to parallel diffusion ratio must be below 10{sup –5} if we want to see the particle flux dropping by at least several times within 3 hr. When the observer is located at a larger solar radial distance, the perpendicular to parallel diffusion ratio for reproducing the dropouts should be even lower than that in the case of 1 AU distance. A shorter parallel mean free path or a larger radial distance from the source to observer will cause the particles to arrive later, making the effects of perpendicular diffusion more prominent and SEP dropouts disappear. All of these effects require the magnetic turbulence that resonates with the particles to be low everywhere in the inner heliosphere.
Beatriz Saraiva, A.; Pereira, Beatriz O.; Zamith-Cruz, Judite
2011-01-01
This study examines school dropouts from the perspective of male adults themselves through interviews with offenders currently serving sentences. Participants were 10 Portuguese male inmates, between the ages of 19 and 46 years of age, incarcerated in two prison facilities on the Azores. Qualitative and interpretative methods were carried out…
Dumping Ground or Effective Alternative: Dropout Prevention Programs in Urban Schools.
Groth, Cori
1998-01-01
An alternative dropout-prevention program is examined from the students' perspectives. Findings from interviews and observations suggest that the program is effective in keeping the students in school but does little to help the students develop daily living and social skills. Policy implications are discussed and suggestions for future research…
School Drop-outs in Mongolia. Mid-Decade Review of Progress towards Education for All.
Khishigbuyan, D.; Bandii, R.
In 1995, the International Consultative Forum on Education for All commissioned case studies in developing countries as part of a mid-decade review of progress in expanding access to basic education. This paper examines the situation in Mongolia and reports on two surveys about dropouts. In the early 1990s, Mongolia shifted from a centrally…
Policy and participant perspectives on the drop-out problem in secondary education
DEFF Research Database (Denmark)
Rasmussen, Annette; Rasmussen, Palle
In this paper we compare the way the drop-out problem in secondary education is constructed in Danish official and public policy discourse with the way it is experiences and interpreted by young people trying to get an education. As regards the student's perspective we will use interviews...
Is Obesity Associated with School Dropout? Key Developmental and Ethnic Differences
Lanza, H. Isabella; Huang, David Y. C.
2015-01-01
Background: We aimed to expand the literature on child obesity and school outcomes by examining associations between obesity and high school dropout, including the role of obesity onset and duration as well as ethnicity. Methods: Data on 5066 children obtained between 1986 and 2010 from the child cohort of the 1979 National Longitudinal Study of…
DEFF Research Database (Denmark)
Tvedebrink, Torben; Eriksen, Poul Svante; Asplund, Maria
2012-01-01
We discuss the model for estimating drop-out probabilities presented by Tvedebrink et al. [7] and the concerns, that have been raised. The criticism of the model has demonstrated that the model is not perfect. However, the model is very useful for advanced forensic genetic work, where allelic dro...
Student Dropout Rates in Catalan Universities: Profile and Motives for Disengagement
Gairín, Joaquín; Triado, Xavier M.; Feixas, Mònica; Figuera, Pilar; Aparicio-Chueca, Pilar; Torrado, Mercedes
2014-01-01
Data from over 21,600 students who left Catalan higher education institutions during the academic years 2000-2001 and 2001-2002 have been analysed in order to describe the academic and personal profiles of university dropouts. Additionally, a telephone survey and face-to-face interviews with a pilot group of leavers were conducted to gather…