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Sample records for continuous-time models realized

  1. Computer Aided Continuous Time Stochastic Process Modelling

    DEFF Research Database (Denmark)

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

    2001-01-01

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

  2. Discounting Models for Outcomes over Continuous Time

    DEFF Research Database (Denmark)

    Harvey, Charles M.; Østerdal, Lars Peter

    Events that occur over a period of time can be described either as sequences of outcomes at discrete times or as functions of outcomes in an interval of time. This paper presents discounting models for events of the latter type. Conditions on preferences are shown to be satisfied if and only if t...... if the preferences are represented by a function that is an integral of a discounting function times a scale defined on outcomes at instants of time....

  3. Continuous Time Dynamic Contraflow Models and Algorithms

    Directory of Open Access Journals (Sweden)

    Urmila Pyakurel

    2016-01-01

    Full Text Available The research on evacuation planning problem is promoted by the very challenging emergency issues due to large scale natural or man-created disasters. It is the process of shifting the maximum number of evacuees from the disastrous areas to the safe destinations as quickly and efficiently as possible. Contraflow is a widely accepted model for good solution of evacuation planning problem. It increases the outbound road capacity by reversing the direction of roads towards the safe destination. The continuous dynamic contraflow problem sends the maximum number of flow as a flow rate from the source to the sink in every moment of time unit. We propose the mathematical model for the continuous dynamic contraflow problem. We present efficient algorithms to solve the maximum continuous dynamic contraflow and quickest continuous contraflow problems on single source single sink arbitrary networks and continuous earliest arrival contraflow problem on single source single sink series-parallel networks with undefined supply and demand. We also introduce an approximation solution for continuous earliest arrival contraflow problem on two-terminal arbitrary networks.

  4. Continuous-time model of structural balance.

    Science.gov (United States)

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

    2011-02-01

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

  5. 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 ...

  6. Continuous Time Modeling of the Cross-Lagged Panel Design

    NARCIS (Netherlands)

    Oud, J.H.L.

    2002-01-01

    Since Newton (1642-1727) continuous time modeling by means of differential equations is the standard approach of dynamic phenomena in natural science. It is argued that most processes in behavioral science also unfold in continuous time and should be analyzed accordingly. After dealing with the

  7. 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...

  8. 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.

  9. Continuous time modeling of panel data by means of SEM

    NARCIS (Netherlands)

    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

  10. Stability and the structure of continuous-time economic models

    NARCIS (Netherlands)

    Nieuwenhuis, H.J.; Schoonbeek, L.

    In this paper we investigate the relationship between the stability of macroeconomic, or macroeconometric, continuous-time models and the structure of the matrices appearing in these models. In particular, we concentrate on dominant-diagonal structures. We derive general stability results for models

  11. On Transaction-Cost Models in Continuous-Time Markets

    Directory of Open Access Journals (Sweden)

    Thomas Poufinas

    2015-04-01

    Full Text Available Transaction-cost models in continuous-time markets are considered. Given that investors decide to buy or sell at certain time instants, we study the existence of trading strategies that reach a certain final wealth level in continuous-time markets, under the assumption that transaction costs, built in certain recommended ways, have to be paid. Markets prove to behave in manners that resemble those of complete ones for a wide variety of transaction-cost types. The results are important, but not exclusively, for the pricing of options with transaction costs.

  12. A stochastic surplus production model in continuous time

    DEFF Research Database (Denmark)

    Pedersen, Martin Wæver; Berg, Casper Willestofte

    2017-01-01

    surplus production model in continuous time (SPiCT), which in addition to stock dynamics also models the dynamics of the fisheries. This enables error in the catch process to be reflected in the uncertainty of estimated model parameters and management quantities. Benefits of the continuous-time state......Surplus production modelling has a long history as a method for managing data-limited fish stocks. Recent advancements have cast surplus production models as state-space models that separate random variability of stock dynamics from error in observed indices of biomass. We present a stochastic......-space model formulation include the ability to provide estimates of exploitable biomass and fishing mortality at any point in time from data sampled at arbitrary and possibly irregular intervals. We show in a simulation that the ability to analyse subannual data can increase the effective sample size...

  13. 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...

  14. Estimation of Continuous Time Models in Economics: an Overview

    OpenAIRE

    Clifford R. Wymer

    2009-01-01

    The dynamics of economic behaviour is often developed in theory as a continuous time system. Rigorous estimation and testing of such systems, and the analysis of some aspects of their properties, is of particular importance in distinguishing between competing hypotheses and the resulting models. The consequences for the international economy during the past eighteen months of failures in the financial sector, and particularly the banking sector, make it essential that the dynamics of financia...

  15. Martingale Regressions for a Continuous Time Model of Exchange Rates

    OpenAIRE

    Guo, Zi-Yi

    2017-01-01

    One of the daunting problems in international finance is the weak explanatory power of existing theories of the nominal exchange rates, the so-called “foreign exchange rate determination puzzle”. We propose a continuous-time model to study the impact of order flow on foreign exchange rates. The model is estimated by a newly developed econometric tool based on a time-change sampling from calendar to volatility time. The estimation results indicate that the effect of order flow on exchange rate...

  16. 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.

  17. A continuous-time neural model for sequential action.

    Science.gov (United States)

    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.

  18. Coaction versus reciprocity in continuous-time models of cooperation.

    Science.gov (United States)

    van Doorn, G Sander; Riebli, Thomas; Taborsky, Michael

    2014-09-07

    Cooperating animals frequently show closely coordinated behaviours organized by a continuous flow of information between interacting partners. Such real-time coaction is not captured by the iterated prisoner's dilemma and other discrete-time reciprocal cooperation games, which inherently feature a delay in information exchange. Here, we study the evolution of cooperation when individuals can dynamically respond to each other's actions. We develop continuous-time analogues of iterated-game models and describe their dynamics in terms of two variables, the propensity of individuals to initiate cooperation (altruism) and their tendency to mirror their partner's actions (coordination). These components of cooperation stabilize at an evolutionary equilibrium or show oscillations, depending on the chosen payoff parameters. Unlike reciprocal altruism, cooperation by coaction does not require that those willing to initiate cooperation pay in advance for uncertain future benefits. Correspondingly, we show that introducing a delay to information transfer between players is equivalent to increasing the cost of cooperation. Cooperative coaction can therefore evolve much more easily than reciprocal cooperation. When delays entirely prevent coordination, we recover results from the discrete-time alternating prisoner's dilemma, indicating that coaction and reciprocity are connected by a continuum of opportunities for real-time information exchange. Copyright © 2014 Elsevier Ltd. All rights reserved.

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

    NARCIS (Netherlands)

    Beek, van D.A.; Gordijn, S.H.F.; Rooda, J.E.; Ertas, A.

    1995-01-01

    Currently, modelling of systems in the process industry requires the use of different specification languages for the specification of the discrete-event and continuous-time subsystems. In this way, models are restricted to individual subsystems of either a continuous-time or discrete-event nature.

  20. From discrete-time models to continuous-time, asynchronous modeling of financial markets

    NARCIS (Netherlands)

    Boer, Katalin; Kaymak, Uzay; Spiering, Jaap

    2007-01-01

    Most agent-based simulation models of financial markets are discrete-time in nature. In this paper, we investigate to what degree such models are extensible to continuous-time, asynchronous modeling of financial markets. We study the behavior of a learning market maker in a market with information

  1. From Discrete-Time Models to Continuous-Time, Asynchronous Models of Financial Markets

    NARCIS (Netherlands)

    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

  2. Modeling returns volatility: Realized GARCH incorporating realized risk measure

    Science.gov (United States)

    Jiang, Wei; Ruan, Qingsong; Li, Jianfeng; Li, Ye

    2018-06-01

    This study applies realized GARCH models by introducing several risk measures of intraday returns into the measurement equation, to model the daily volatility of E-mini S&P 500 index futures returns. Besides using the conventional realized measures, realized volatility and realized kernel as our benchmarks, we also use generalized realized risk measures, realized absolute deviation, and two realized tail risk measures, realized value-at-risk and realized expected shortfall. The empirical results show that realized GARCH models using the generalized realized risk measures provide better volatility estimation for the in-sample and substantial improvement in volatility forecasting for the out-of-sample. In particular, the realized expected shortfall performs best for all of the alternative realized measures. Our empirical results reveal that future volatility may be more attributable to present losses (risk measures). The results are robust to different sample estimation windows.

  3. Robust model predictive control for constrained continuous-time nonlinear systems

    Science.gov (United States)

    Sun, Tairen; Pan, Yongping; Zhang, Jun; Yu, Haoyong

    2018-02-01

    In this paper, a robust model predictive control (MPC) is designed for a class of constrained continuous-time nonlinear systems with bounded additive disturbances. The robust MPC consists of a nonlinear feedback control and a continuous-time model-based dual-mode MPC. The nonlinear feedback control guarantees the actual trajectory being contained in a tube centred at the nominal trajectory. The dual-mode MPC is designed to ensure asymptotic convergence of the nominal trajectory to zero. This paper extends current results on discrete-time model-based tube MPC and linear system model-based tube MPC to continuous-time nonlinear model-based tube MPC. The feasibility and robustness of the proposed robust MPC have been demonstrated by theoretical analysis and applications to a cart-damper springer system and a one-link robot manipulator.

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

    Science.gov (United States)

    van Rosmalen, Joost; Toy, Mehlika; O'Mahony, James F

    2013-08-01

    Markov models are a simple and powerful tool for analyzing the health and economic effects of health care interventions. These models are usually evaluated in discrete time using cohort analysis. The use of discrete time assumes that changes in health states occur only at the end of a cycle period. Discrete-time Markov models only approximate the process of disease progression, as clinical events typically occur in continuous time. The approximation can yield biased cost-effectiveness estimates for Markov models with long cycle periods and if no half-cycle correction is made. The purpose of this article is to present an overview of methods for evaluating Markov models in continuous time. These methods use mathematical results from stochastic process theory and control theory. The methods are illustrated using an applied example on the cost-effectiveness of antiviral therapy for chronic hepatitis B. The main result is a mathematical solution for the expected time spent in each state in a continuous-time Markov model. It is shown how this solution can account for age-dependent transition rates and discounting of costs and health effects, and how the concept of tunnel states can be used to account for transition rates that depend on the time spent in a state. The applied example shows that the continuous-time model yields more accurate results than the discrete-time model but does not require much computation time and is easily implemented. In conclusion, continuous-time Markov models are a feasible alternative to cohort analysis and can offer several theoretical and practical advantages.

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

    OpenAIRE

    Stoll, Gautier; Viara, Eric; Barillot, Emmanuel; Calzone, Laurence

    2012-01-01

    Abstract Mathematical modeling is used as a Systems Biology tool to answer biological questions, and more precisely, to validate a network that describes biological observations and predict the effect of perturbations. This article presents an algorithm for modeling biological networks in a discrete framework with continuous time. Background There exist two major types of mathematical modeling approaches: (1) quantitative modeling, representing various chemical species concentrations by real...

  6. A continuous time model of the bandwagon effect in collective action

    OpenAIRE

    Arieh Gavious; Shlomo Mizrahi

    2001-01-01

    The paper offers a complex and systematic model of the bandwagon effect in collective action using continuous time equations. The model treats the bandwagon effect as a process influenced by ratio between the mobilization efforts of social activists and the resources invested by the government to counteract this activity. The complex modeling approach makes it possible to identify the conditions for specific types of the bandwagon effect, and determines the scope of that effect. Relying on ce...

  7. 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....

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

    OpenAIRE

    Li, Jingyuan; Tian, Guoqiang

    2005-01-01

    This article develops a model to examine the equilibrium behavior of the time inconsistency problem in a continuous time economy with stochastic and endogenized dis- tortion. First, the authors introduce the notion of sequentially rational equilibrium, and show that the time inconsistency problem may be solved with trigger reputation strategies for stochastic setting. The conditions for the existence of sequentially rational equilibrium are provided. Then, the concept of sequen...

  9. Numerical solution of continuous-time DSGE models under Poisson uncertainty

    DEFF Research Database (Denmark)

    Posch, Olaf; Trimborn, Timo

    We propose a simple and powerful method for determining the transition process in continuous-time DSGE models under Poisson uncertainty numerically. The idea is to transform the system of stochastic differential equations into a system of functional differential equations of the retarded type. We...... classes of models. We illustrate the algorithm simulating both the stochastic neoclassical growth model and the Lucas model under Poisson uncertainty which is motivated by the Barro-Rietz rare disaster hypothesis. We find that, even for non-linear policy functions, the maximum (absolute) error is very...

  10. Continuous time modelling of dynamical spatial lattice data observed at sparsely distributed times

    DEFF Research Database (Denmark)

    Rasmussen, Jakob Gulddahl; Møller, Jesper

    2007-01-01

    Summary. We consider statistical and computational aspects of simulation-based Bayesian inference for a spatial-temporal model based on a multivariate point process which is only observed at sparsely distributed times. The point processes are indexed by the sites of a spatial lattice......, and they exhibit spatial interaction. For specificity we consider a particular dynamical spatial lattice data set which has previously been analysed by a discrete time model involving unknown normalizing constants. We discuss the advantages and disadvantages of using continuous time processes compared...... with discrete time processes in the setting of the present paper as well as other spatial-temporal situations....

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

    OpenAIRE

    Peter M. DeMarzo; Yuliy Sannikov

    2004-01-01

    We consider a principal-agent model in which the agent needs to raise capital from the principal to finance a project. Our model is based on DeMarzo and Fishman (2003), except that the agent's cash flows are given by a Brownian motion with drift in continuous time. The difficulty in writing an appropriate financial contract in this setting is that the agent can conceal and divert cash flows for his own consumption rather than pay back the principal. Alternatively, the agent may reduce the mea...

  12. Continuous time modelling with individually varying time intervals for oscillating and non-oscillating processes.

    Science.gov (United States)

    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.

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

    Science.gov (United States)

    Hisham, Azie Farhani Badrol; Jaffar, Maheran Mohd

    2017-08-01

    In order for Islamic finance to remain competitive as the conventional, there needs a new development of Islamic compliance product such as Islamic derivative that can be used to manage the risk. However, under syariah principles and regulations, all financial instruments must not be conflicting with five syariah elements which are riba (interest paid), rishwah (corruption), gharar (uncertainty or unnecessary risk), maysir (speculation or gambling) and jahl (taking advantage of the counterparty's ignorance). This study has proposed a traditional Islamic contract namely salam that can be built as an Islamic derivative product. Although a lot of studies has been done on discussing and proposing the implementation of salam contract as the Islamic product however they are more into qualitative and law issues. Since there is lack of quantitative study of salam contract being developed, this study introduces mathematical models that can value the appropriate salam price for a commodity salam contract between two parties. In modeling the commodity salam contract, this study has modified the existing conventional derivative model and come out with some adjustments to comply with syariah rules and regulations. The cost of carry model has been chosen as the foundation to develop the commodity salam model between two parties for discrete and continuous time series. However, the conventional time value of money results from the concept of interest that is prohibited in Islam. Therefore, this study has adopted the idea of Islamic time value of money which is known as the positive time preference, in modeling the commodity salam contract between two parties for discrete and continuous time series.

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

    Science.gov (United States)

    Stoll, Gautier; Viara, Eric; Barillot, Emmanuel; Calzone, Laurence

    2012-08-29

    Mathematical modeling is used as a Systems Biology tool to answer biological questions, and more precisely, to validate a network that describes biological observations and predict the effect of perturbations. This article presents an algorithm for modeling biological networks in a discrete framework with continuous time. There exist two major types of mathematical modeling approaches: (1) quantitative modeling, representing various chemical species concentrations by real numbers, mainly based on differential equations and chemical kinetics formalism; (2) and qualitative modeling, representing chemical species concentrations or activities by a finite set of discrete values. Both approaches answer particular (and often different) biological questions. Qualitative modeling approach permits a simple and less detailed description of the biological systems, efficiently describes stable state identification but remains inconvenient in describing the transient kinetics leading to these states. In this context, time is represented by discrete steps. Quantitative modeling, on the other hand, can describe more accurately the dynamical behavior of biological processes as it follows the evolution of concentration or activities of chemical species as a function of time, but requires an important amount of information on the parameters difficult to find in the literature. Here, we propose a modeling framework based on a qualitative approach that is intrinsically continuous in time. The algorithm presented in this article fills the gap between qualitative and quantitative modeling. It is based on continuous time Markov process applied on a Boolean state space. In order to describe the temporal evolution of the biological process we wish to model, we explicitly specify the transition rates for each node. For that purpose, we built a language that can be seen as a generalization of Boolean equations. Mathematically, this approach can be translated in a set of ordinary differential

  15. Continuous-Time Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock Returns

    DEFF Research Database (Denmark)

    Andersen, Torben G.; Bollerslev, Tim; Frederiksen, Per Houmann

    arrival process. On applying our sequential test procedure to the thirty individual stocks in the Dow Jones Industrial Average index, the data suggest that it is important to allow for both time-varying diffusive volatility, jumps, and leverage effects in order to satisfactorily describe the daily stock...

  16. Continuous-time modeling of cell fate determination in Arabidopsis flowers

    Directory of Open Access Journals (Sweden)

    Angenent Gerco C

    2010-07-01

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

  17. An Expectation Maximization Algorithm to Model Failure Times by Continuous-Time Markov Chains

    Directory of Open Access Journals (Sweden)

    Qihong Duan

    2010-01-01

    Full Text Available In many applications, the failure rate function may present a bathtub shape curve. In this paper, an expectation maximization algorithm is proposed to construct a suitable continuous-time Markov chain which models the failure time data by the first time reaching the absorbing state. Assume that a system is described by methods of supplementary variables, the device of stage, and so on. Given a data set, the maximum likelihood estimators of the initial distribution and the infinitesimal transition rates of the Markov chain can be obtained by our novel algorithm. Suppose that there are m transient states in the system and that there are n failure time data. The devised algorithm only needs to compute the exponential of m×m upper triangular matrices for O(nm2 times in each iteration. Finally, the algorithm is applied to two real data sets, which indicates the practicality and efficiency of our algorithm.

  18. Offset-Free Direct Power Control of DFIG Under Continuous-Time Model Predictive Control

    DEFF Research Database (Denmark)

    Errouissi, Rachid; Al-Durra, Ahmed; Muyeen, S.M.

    2017-01-01

    This paper presents a robust continuous-time model predictive direct power control for doubly fed induction generator (DFIG). The proposed approach uses Taylor series expansion to predict the stator current in the synchronous reference frame over a finite time horizon. The predicted stator current...... is directly used to compute the required rotor voltage in order to minimize the difference between the actual stator currents and their references over the predictive time. However, as the proposed strategy is sensitive to parameter variations and external disturbances, a disturbance observer is embedded...... into the control loop to remove the steady-state error of the stator current. It turns out that the steady-state and the transient performances can be identified by simple design parameters. In this paper, the reference of the stator current is directly calculated from the desired stator active and reactive powers...

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

    Science.gov (United States)

    Kharchenko, Vyacheslav; Fesenko, Herman; Doukas, Nikos

    2017-09-01

    An approach and the algorithm to the drone fleet survivability assessment based on a stochastic continues-time model are proposed. The input data are the number of the drones, the drone fleet redundancy coefficient, the drone stability and restoration rate, the limit deviation from the norms of the drone fleet recovery, the drone fleet operational availability coefficient, the probability of the drone failure-free operation, time needed for performing the required tasks by the drone fleet. The ways for improving the recoverable drone fleet survivability taking into account amazing factors of system accident are suggested. Dependencies of the drone fleet survivability rate both on the drone stability and the number of the drones are analysed.

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

    Science.gov (United States)

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

    2014-07-01

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

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

    Science.gov (United States)

    Rubin, Maria Laura; Chan, Wenyaw; Yamal, Jose-Miguel; Robertson, Claudia Sue

    2017-12-10

    The use of longitudinal measurements to predict a categorical outcome is an increasingly common goal in research studies. Joint models are commonly used to describe two or more models simultaneously by considering the correlated nature of their outcomes and the random error present in the longitudinal measurements. However, there is limited research on joint models with longitudinal predictors and categorical cross-sectional outcomes. Perhaps the most challenging task is how to model the longitudinal predictor process such that it represents the true biological mechanism that dictates the association with the categorical response. We propose a joint logistic regression and Markov chain model to describe a binary cross-sectional response, where the unobserved transition rates of a two-state continuous-time Markov chain are included as covariates. We use the method of maximum likelihood to estimate the parameters of our model. In a simulation study, coverage probabilities of about 95%, standard deviations close to standard errors, and low biases for the parameter values show that our estimation method is adequate. We apply the proposed joint model to a dataset of patients with traumatic brain injury to describe and predict a 6-month outcome based on physiological data collected post-injury and admission characteristics. Our analysis indicates that the information provided by physiological changes over time may help improve prediction of long-term functional status of these severely ill subjects. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

  2. Discrete- vs. Continuous-Time Modeling of Unequally Spaced Experience Sampling Method Data

    Directory of Open Access Journals (Sweden)

    Silvia de Haan-Rietdijk

    2017-10-01

    Full Text Available The Experience Sampling Method is a common approach in psychological research for collecting intensive longitudinal data with high ecological validity. One characteristic of ESM data is that it is often unequally spaced, because the measurement intervals within a day are deliberately varied, and measurement continues over several days. This poses a problem for discrete-time (DT modeling approaches, which are based on the assumption that all measurements are equally spaced. Nevertheless, DT approaches such as (vector autoregressive modeling are often used to analyze ESM data, for instance in the context of affective dynamics research. There are equivalent continuous-time (CT models, but they are more difficult to implement. In this paper we take a pragmatic approach and evaluate the practical relevance of the violated model assumption in DT AR(1 and VAR(1 models, for the N = 1 case. We use simulated data under an ESM measurement design to investigate the bias in the parameters of interest under four different model implementations, ranging from the true CT model that accounts for all the exact measurement times, to the crudest possible DT model implementation, where even the nighttime is treated as a regular interval. An analysis of empirical affect data illustrates how the differences between DT and CT modeling can play out in practice. We find that the size and the direction of the bias in DT (VAR models for unequally spaced ESM data depend quite strongly on the true parameter in addition to data characteristics. Our recommendation is to use CT modeling whenever possible, especially now that new software implementations have become available.

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

    Science.gov (United States)

    Comolli, Alessandro; Hakoun, Vivien; Dentz, Marco

    2017-04-01

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

  4. Learning a Continuous-Time Streaming Video QoE Model.

    Science.gov (United States)

    Ghadiyaram, Deepti; Pan, Janice; Bovik, Alan C

    2018-05-01

    Over-the-top adaptive video streaming services are frequently impacted by fluctuating network conditions that can lead to rebuffering events (stalling events) and sudden bitrate changes. These events visually impact video consumers' quality of experience (QoE) and can lead to consumer churn. The development of models that can accurately predict viewers' instantaneous subjective QoE under such volatile network conditions could potentially enable the more efficient design of quality-control protocols for media-driven services, such as YouTube, Amazon, Netflix, and so on. However, most existing models only predict a single overall QoE score on a given video and are based on simple global video features, without accounting for relevant aspects of human perception and behavior. We have created a QoE evaluator, called the time-varying QoE Indexer, that accounts for interactions between stalling events, analyzes the spatial and temporal content of a video, predicts the perceptual video quality, models the state of the client-side data buffer, and consequently predicts continuous-time quality scores that agree quite well with human opinion scores. The new QoE predictor also embeds the impact of relevant human cognitive factors, such as memory and recency, and their complex interactions with the video content being viewed. We evaluated the proposed model on three different video databases and attained standout QoE prediction performance.

  5. Vibration analysis diagnostics by continuous-time models: A case study

    International Nuclear Information System (INIS)

    Pedregal, Diego J.; Carmen Carnero, Ma.

    2009-01-01

    In this paper a forecasting system in condition monitoring is developed based on vibration signals in order to improve the diagnosis of a certain critical equipment at an industrial plant. The system is based on statistical models capable of forecasting the state of the equipment combined with a cost model consisting of defining the time of preventive replacement when the minimum of the expected cost per unit of time is reached in the future. The most relevant features of the system are that (i) it is developed for bivariate signals; (ii) the statistical models are set up in a continuous-time framework, due to the specific nature of the data; and (iii) it has been developed from scratch for a real case study and may be generalised to other pieces of equipment. The system is thoroughly tested on the equipment available, showing its correctness with the data in a statistical sense and its capability of producing sensible results for the condition monitoring programme

  6. Vibration analysis diagnostics by continuous-time models: A case study

    Energy Technology Data Exchange (ETDEWEB)

    Pedregal, Diego J. [Escuela Tecnica Superior de Ingenieros Industriales, Universidad de Castilla-La Mancha, 13071 Ciudad Real (Spain)], E-mail: Diego.Pedregal@uclm.es; Carmen Carnero, Ma. [Escuela Tecnica Superior de Ingenieros Industriales, Universidad de Castilla-La Mancha, 13071 Ciudad Real (Spain)], E-mail: Carmen.Carnero@uclm.es

    2009-02-15

    In this paper a forecasting system in condition monitoring is developed based on vibration signals in order to improve the diagnosis of a certain critical equipment at an industrial plant. The system is based on statistical models capable of forecasting the state of the equipment combined with a cost model consisting of defining the time of preventive replacement when the minimum of the expected cost per unit of time is reached in the future. The most relevant features of the system are that (i) it is developed for bivariate signals; (ii) the statistical models are set up in a continuous-time framework, due to the specific nature of the data; and (iii) it has been developed from scratch for a real case study and may be generalised to other pieces of equipment. The system is thoroughly tested on the equipment available, showing its correctness with the data in a statistical sense and its capability of producing sensible results for the condition monitoring programme.

  7. A lattice-model representation of continuous-time random walks

    International Nuclear Information System (INIS)

    Campos, Daniel; Mendez, Vicenc

    2008-01-01

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

  8. 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.

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

    Science.gov (United States)

    Lange, Jane M; Minin, Vladimir N

    2013-11-20

    Multistate models characterize disease processes within an individual. Clinical studies often observe the disease status of individuals at discrete time points, making exact times of transitions between disease states unknown. Such panel data pose considerable modeling challenges. Assuming the disease process progresses accordingly, a standard continuous-time Markov chain (CTMC) yields tractable likelihoods, but the assumption of exponential sojourn time distributions is typically unrealistic. More flexible semi-Markov models permit generic sojourn distributions yet yield intractable likelihoods for panel data in the presence of reversible transitions. One attractive alternative is to assume that the disease process is characterized by an underlying latent CTMC, with multiple latent states mapping to each disease state. These models retain analytic tractability due to the CTMC framework but allow for flexible, duration-dependent disease state sojourn distributions. We have developed a robust and efficient expectation-maximization algorithm in this context. Our complete data state space consists of the observed data and the underlying latent trajectory, yielding computationally efficient expectation and maximization steps. Our algorithm outperforms alternative methods measured in terms of time to convergence and robustness. We also examine the frequentist performance of latent CTMC point and interval estimates of disease process functionals based on simulated data. The performance of estimates depends on time, functional, and data-generating scenario. Finally, we illustrate the interpretive power of latent CTMC models for describing disease processes on a dataset of lung transplant patients. We hope our work will encourage wider use of these models in the biomedical setting. Copyright © 2013 John Wiley & Sons, Ltd.

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

    International Nuclear Information System (INIS)

    Helmstetter, A.; Sornette, D.

    2002-01-01

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

  11. Using continuous time stochastic modelling and nonparametric statistics to improve the quality of first principles models

    DEFF Research Database (Denmark)

    A methodology is presented that combines modelling based on first principles and data based modelling into a modelling cycle that facilitates fast decision-making based on statistical methods. A strong feature of this methodology is that given a first principles model along with process data......, the corresponding modelling cycle model of the given system for a given purpose. A computer-aided tool, which integrates the elements of the modelling cycle, is also presented, and an example is given of modelling a fed-batch bioreactor....

  12. Stylised facts of financial time series and hidden Markov models in continuous time

    DEFF Research Database (Denmark)

    Nystrup, Peter; Madsen, Henrik; Lindström, Erik

    2015-01-01

    presents an extension to continuous time where it is possible to increase the number of states with a linear rather than quadratic growth in the number of parameters. The possibility of increasing the number of states leads to a better fit to both the distributional and temporal properties of daily returns....

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

    Science.gov (United States)

    Le Vot, F.; Abad, E.; Yuste, S. B.

    2017-09-01

    Expanding media are typical in many different fields, e.g., in biology and cosmology. In general, a medium expansion (contraction) brings about dramatic changes in the behavior of diffusive transport properties such as the set of positional moments and the Green's function. Here, we focus on the characterization of such effects when the diffusion process is described by the continuous-time random-walk (CTRW) model. As is well known, when the medium is static this model yields anomalous diffusion for a proper choice of the probability density function (pdf) for the jump length and the waiting time, but the behavior may change drastically if a medium expansion is superimposed on the intrinsic random motion of the diffusing particle. For the case where the jump length and the waiting time pdfs are long-tailed, we derive a general bifractional diffusion equation which reduces to a normal diffusion equation in the appropriate limit. We then study some particular cases of interest, including Lévy flights and subdiffusive CTRWs. In the former case, we find an analytical exact solution for the Green's function (propagator). When the expansion is sufficiently fast, the contribution of the diffusive transport becomes irrelevant at long times and the propagator tends to a stationary profile in the comoving reference frame. In contrast, for a contracting medium a competition between the spreading effect of diffusion and the concentrating effect of contraction arises. In the specific case of a subdiffusive CTRW in an exponentially contracting medium, the latter effect prevails for sufficiently long times, and all the particles are eventually localized at a single point in physical space. This "big crunch" effect, totally absent in the case of normal diffusion, stems from inefficient particle spreading due to subdiffusion. We also derive a hierarchy of differential equations for the moments of the transport process described by the subdiffusive CTRW model in an expanding medium

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

    Science.gov (United States)

    Le Vot, F; Abad, E; Yuste, S B

    2017-09-01

    Expanding media are typical in many different fields, e.g., in biology and cosmology. In general, a medium expansion (contraction) brings about dramatic changes in the behavior of diffusive transport properties such as the set of positional moments and the Green's function. Here, we focus on the characterization of such effects when the diffusion process is described by the continuous-time random-walk (CTRW) model. As is well known, when the medium is static this model yields anomalous diffusion for a proper choice of the probability density function (pdf) for the jump length and the waiting time, but the behavior may change drastically if a medium expansion is superimposed on the intrinsic random motion of the diffusing particle. For the case where the jump length and the waiting time pdfs are long-tailed, we derive a general bifractional diffusion equation which reduces to a normal diffusion equation in the appropriate limit. We then study some particular cases of interest, including Lévy flights and subdiffusive CTRWs. In the former case, we find an analytical exact solution for the Green's function (propagator). When the expansion is sufficiently fast, the contribution of the diffusive transport becomes irrelevant at long times and the propagator tends to a stationary profile in the comoving reference frame. In contrast, for a contracting medium a competition between the spreading effect of diffusion and the concentrating effect of contraction arises. In the specific case of a subdiffusive CTRW in an exponentially contracting medium, the latter effect prevails for sufficiently long times, and all the particles are eventually localized at a single point in physical space. This "big crunch" effect, totally absent in the case of normal diffusion, stems from inefficient particle spreading due to subdiffusion. We also derive a hierarchy of differential equations for the moments of the transport process described by the subdiffusive CTRW model in an expanding medium

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

    NARCIS (Netherlands)

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

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

  16. Time-aggregation effects on the baseline of continuous-time and discrete-time hazard models

    NARCIS (Netherlands)

    ter Hofstede, F.; Wedel, M.

    In this study we reinvestigate the effect of time-aggregation for discrete- and continuous-time hazard models. We reanalyze the results of a previous Monte Carlo study by ter Hofstede and Wedel (1998), in which the effects of time-aggregation on the parameter estimates of hazard models were

  17. 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.

  18. A Monte Carlo study of time-aggregation in continuous-time and discrete-time parametric hazard models.

    NARCIS (Netherlands)

    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

  19. 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

  20. Modelling and Forecasting Multivariate Realized Volatility

    DEFF Research Database (Denmark)

    Halbleib, Roxana; Voev, Valeri

    2011-01-01

    This paper proposes a methodology for dynamic modelling and forecasting of realized covariance matrices based on fractionally integrated processes. The approach allows for flexible dependence patterns and automatically guarantees positive definiteness of the forecast. We provide an empirical appl...

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

    Directory of Open Access Journals (Sweden)

    Robert M Dorazio

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

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

    International Nuclear Information System (INIS)

    Younmyoung Lee; Kunjai Lee

    1995-01-01

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

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

    CERN Document Server

    Capasso, Vincenzo

    2015-01-01

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

  4. Flatness-based control and Kalman filtering for a continuous-time macroeconomic model

    Science.gov (United States)

    Rigatos, G.; Siano, P.; Ghosh, T.; Busawon, K.; Binns, R.

    2017-11-01

    The article proposes flatness-based control for a nonlinear macro-economic model of the UK economy. The differential flatness properties of the model are proven. This enables to introduce a transformation (diffeomorphism) of the system's state variables and to express the state-space description of the model in the linear canonical (Brunowsky) form in which both the feedback control and the state estimation problem can be solved. For the linearized equivalent model of the macroeconomic system, stabilizing feedback control can be achieved using pole placement methods. Moreover, to implement stabilizing feedback control of the system by measuring only a subset of its state vector elements the Derivative-free nonlinear Kalman Filter is used. This consists of the Kalman Filter recursion applied on the linearized equivalent model of the financial system and of an inverse transformation that is based again on differential flatness theory. The asymptotic stability properties of the control scheme are confirmed.

  5. A continuous time model for a short-term multiproduct batch process scheduling

    Directory of Open Access Journals (Sweden)

    Jenny Díaz Ramírez

    2018-01-01

    Full Text Available In the chemical industry, it is common to find production systems characterized by having a single stage or a previously identified bottleneck stage, with multiple non-identical parallel stations and with setup costs that depend on the production sequence. This paper proposes a mixed integer production-scheduling model that identifies lot size and product sequence that maximize profit. It considers multiple typical industry conditions, such as penalties for noncompliance or out of service periods of the productive units (or stations for preventive maintenance activities. The model was validated with real data from an oil chemical company.  Aiming to analyze its performance, we applied the model to 155 instances of production, which were obtained using Monte Carlo technique on the historical production data of the same company.  We obtained an average 12 % reduction in the total cost of production and a 19 % increase in the estimated profit.

  6. Continuous-time state-space unsteady aerodynamic modelling for efficient aeroelastic load analysis

    NARCIS (Netherlands)

    Werter, N.P.M.; De Breuker, R.; Abdalla, M.M.

    2015-01-01

    Over the years, wings have become lighter and more flexible, making them more prone to aeroelastic effects. Thus, aeroelasticity in design becomes more important. In order to determine the response of an aircraft to, for example, a gust, an unsteady aerodynamic model is required to determine the

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

    Science.gov (United States)

    Voelkle, Manuel C.; Oud, Johan H. L.; Davidov, Eldad; Schmidt, Peter

    2012-01-01

    Panel studies, in which the same subjects are repeatedly observed at multiple time points, are among the most popular longitudinal designs in psychology. Meanwhile, there exists a wide range of different methods to analyze such data, with autoregressive and cross-lagged models being 2 of the most well known representatives. Unfortunately, in these…

  8. Unifying Pore Network Modeling, Continuous Time Random Walk Theory and Experiment - Accomplishments and Future Directions

    Science.gov (United States)

    Bijeljic, B.

    2008-05-01

    This talk will describe and highlight the advantages offered by a methodology that unifies pore network modeling, CTRW theory and experiment in description of solute dispersion in porous media. Solute transport in a porous medium is characterized by the interplay of advection and diffusion (described by Peclet number, Pe) that cause spreading of solute particles. This spreading is traditionally described by dispersion coefficients, D, defined by σ 2 = 2Dt, where σ 2 is the variance of the solute position and t is the time. Using a pore-scale network model based on particle tracking, the rich Peclet- number dependence of dispersion coefficient is predicted from first principles and is shown to compare well with experimental data for restricted diffusion, transition, power-law and mechanical dispersion regimes in the asymptotic limit. In the asymptotic limit D is constant and can be used in an averaged advection-dispersion equation. However, it is highly important to recognize that, until the velocity field is fully sampled, the particle transport is non-Gaussian and D possesses temporal or spatial variation. Furthermore, temporal probability density functions (PDF) of tracer particles are studied in pore networks and an excellent agreement for the spectrum of transition times for particles from pore to pore is obtained between network model results and CTRW theory. Based on the truncated power-law interpretation of PDF-s, the physical origin of the power-law scaling of dispersion coefficient vs. Peclet number has been explained for unconsolidated porous media, sands and a number of sandstones, arriving at the same conclusion from numerical network modelling, analytic CTRW theory and experiment. Future directions for further applications of the methodology presented are discussed in relation to the scale- dependent solute dispersion and reactive transport. Significance of pre-asymptotic dispersion in porous media is addressed from pore-scale upwards and the impact

  9. Identifcation of a Linear COntinuous Time Stochastic Model of the Heat Dynamics of a Greenhouse

    DEFF Research Database (Denmark)

    Nielsen, Bjarne; Madsen, Henrik

    1998-01-01

    The purpose of this paper is to describe the basis for improving the control of air temperature and heat supply in greenhouses using a method which controls the energy supply by a model-based prediction of the air temperature in the greenhouse. Controllers of this type are the minimum variance co...... controller, the generalized predictive controller and the proportional-integral-plus(PIP) controller. Prediction-based controllers have proved to be powerful in controlling the supply temperature in a distinct heating system....

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

    Institute of Scientific and Technical Information of China (English)

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

    2016-01-01

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

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

    Directory of Open Access Journals (Sweden)

    Mindaugas Snipas

    2015-01-01

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

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

    DEFF Research Database (Denmark)

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

    2008-01-01

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

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

    Science.gov (United States)

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

    2015-01-01

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

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

    Science.gov (United States)

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

    2016-01-01

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

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

    Science.gov (United States)

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

    2014-01-01

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

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

    Science.gov (United States)

    Liang, Yingjie; Chen, Wen

    2018-04-01

    The mean squared displacement (MSD) of the traditional ultraslow diffusion is a logarithmic function of time. Recently, the continuous time random walk model is employed to characterize this ultraslow diffusion dynamics by connecting the heavy-tailed logarithmic function and its variation as the asymptotical waiting time density. In this study we investigate the limiting waiting time density of a general ultraslow diffusion model via the inverse Mittag-Leffler function, whose special case includes the traditional logarithmic ultraslow diffusion model. The MSD of the general ultraslow diffusion model is analytically derived as an inverse Mittag-Leffler function, and is observed to increase even more slowly than that of the logarithmic function model. The occurrence of very long waiting time in the case of the inverse Mittag-Leffler function has the largest probability compared with the power law model and the logarithmic function model. The Monte Carlo simulations of one dimensional sample path of a single particle are also performed. The results show that the inverse Mittag-Leffler waiting time density is effective in depicting the general ultraslow random motion.

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

    International Nuclear Information System (INIS)

    Lee, Youn Myoung

    1995-02-01

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

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

    Directory of Open Access Journals (Sweden)

    Dandan Su

    2017-12-01

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

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

    Science.gov (United States)

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

    2011-01-01

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

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

    Science.gov (United States)

    Meng, Tianhui; Li, Xiaofan; Zhang, Sha; Zhao, Yubin

    2016-09-28

    Wireless sensor networks (WSNs) have recently gained popularity for a wide spectrum of applications. Monitoring tasks can be performed in various environments. This may be beneficial in many scenarios, but it certainly exhibits new challenges in terms of security due to increased data transmission over the wireless channel with potentially unknown threats. Among possible security issues are timing attacks, which are not prevented by traditional cryptographic security. Moreover, the limited energy and memory resources prohibit the use of complex security mechanisms in such systems. Therefore, balancing between security and the associated energy consumption becomes a crucial challenge. This paper proposes a secure scheme for WSNs while maintaining the requirement of the security-performance tradeoff. In order to proceed to a quantitative treatment of this problem, a hybrid continuous-time Markov chain (CTMC) and queueing model are put forward, and the tradeoff analysis of the security and performance attributes is carried out. By extending and transforming this model, the mean time to security attributes failure is evaluated. Through tradeoff analysis, we show that our scheme can enhance the security of WSNs, and the optimal rekeying rate of the performance and security tradeoff can be obtained.

  1. Realized GARCH: A Complete Model of Returns and Realized Measures of Volatility

    DEFF Research Database (Denmark)

    Hansen, Peter Reinhard; Huang, Zhuo (Albert); Shek, Howard Howan

    GARCH models have been successful in modeling financial returns. Still, much is to be gained by incorporating a realized measure of volatility in these models. In this paper we introduce a new framework for the joint modeling of returns and realized measures of volatility. The Realized GARCH...... framework nests most GARCH models as special cases and is, in many ways, a natural extension of standard GARCH models. We pay special attention to linear and log-linear Realized GARCH specifications. This class of models has several attractive features. It retains the simplicity and tractability...... to latent volatility. This equation facilitates a simple modeling of the dependence between returns and future volatility that is commonly referred to as the leverage effect. An empirical application with DJIA stocks and an exchange traded index fund shows that a simple Realized GARCH structure leads...

  2. Distributed synthesis in continuous time

    DEFF Research Database (Denmark)

    Hermanns, Holger; Krčál, Jan; Vester, Steen

    2016-01-01

    We introduce a formalism modelling communication of distributed agents strictly in continuous-time. Within this framework, we study the problem of synthesising local strategies for individual agents such that a specified set of goal states is reached, or reached with at least a given probability....... The flow of time is modelled explicitly based on continuous-time randomness, with two natural implications: First, the non-determinism stemming from interleaving disappears. Second, when we restrict to a subclass of non-urgent models, the quantitative value problem for two players can be solved in EXPTIME....... Indeed, the explicit continuous time enables players to communicate their states by delaying synchronisation (which is unrestricted for non-urgent models). In general, the problems are undecidable already for two players in the quantitative case and three players in the qualitative case. The qualitative...

  3. Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility and CoVolatility

    DEFF Research Database (Denmark)

    Hansen, Peter Reinhard; Lunde, Asger; Voev, Valeri

    We introduce a multivariate GARCH model that utilizes and models realized measures of volatility and covolatility. The realized measures extract information contained in high-frequency data that is particularly beneficial during periods with variation in volatility and covolatility. Applying the ...

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

    Science.gov (United States)

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

    2017-09-01

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

  5. Exponential GARCH Modeling with Realized Measures of Volatility

    DEFF Research Database (Denmark)

    Hansen, Peter Reinhard; Huang, Zhuo

    returns and volatility. We apply the model to DJIA stocks and an exchange traded fund that tracks the S&P 500 index and find that specifications with multiple realized measures dominate those that rely on a single realized measure. The empirical analysis suggests some convenient simplifications......We introduce the Realized Exponential GARCH model that can utilize multiple realized volatility measures for the modeling of a return series. The model specifies the dynamic properties of both returns and realized measures, and is characterized by a flexible modeling of the dependence between...

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

    Directory of Open Access Journals (Sweden)

    Hamidreza Mostafaei

    2013-01-01

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

  7. 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.

  8. Modelling and Forecasting Multivariate Realized Volatility

    DEFF Research Database (Denmark)

    Chiriac, Roxana; Voev, Valeri

    . We provide an empirical application of the model, in which we show by means of stochastic dominance tests that the returns from an optimal portfolio based on the model's forecasts second-order dominate returns of portfolios optimized on the basis of traditional MGARCH models. This result implies...

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

    DEFF Research Database (Denmark)

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

    2016-01-01

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

  10. Realization of parking task based on affine system modeling

    International Nuclear Information System (INIS)

    Kim, Young Woo; Narikiyo, Tatsuo

    2007-01-01

    This paper presents a motion control system of an unmanned vehicle, where parallel parking task is realized based on a self-organizing affine system modeling and a quadratic programming based robust controller. Because of non-linearity of the vehicle system and complexity of the task to realize, control objective is not always realized with a single algorithm or control mode. This paper presents a hybrid model for parallel parking task in which seven modes for describing sub-tasks constitute an entire model

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

    Institute of Scientific and Technical Information of China (English)

    Ping Zhang; Steven X. Ding

    2007-01-01

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

  12. Modelling the short term interest with stochastic differential equation in continuous time: linear versus non-linear mode

    OpenAIRE

    2014-01-01

    M.Com. (Financial Economics) Recently, there has been a growth in the bond market. This growth has brought with it an ever-increasing volume and range of interest rate depended derivative products known as interest rate derivatives. Amongst the variables used in pricing these derivative products is the short-term interest rate. A numbers of short-term interest rate models that are used to fit the short-term interest rate exist. Therefore, understanding the features characterised by various...

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

    Science.gov (United States)

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

    2015-11-30

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

  14. Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice

    NARCIS (Netherlands)

    Callot, Laurent A.F.; Kock, Anders B.; Medeiros, Marcelo C.

    2017-01-01

    We consider modeling and forecasting large realized covariance matrices by penalized vector autoregressive models. We consider Lasso-type estimators to reduce the dimensionality and provide strong theoretical guarantees on the forecast capability of our procedure. We show that we can forecast

  15. Chemical Continuous Time Random Walks

    Science.gov (United States)

    Aquino, T.; Dentz, M.

    2017-12-01

    Traditional methods for modeling solute transport through heterogeneous media employ Eulerian schemes to solve for solute concentration. More recently, Lagrangian methods have removed the need for spatial discretization through the use of Monte Carlo implementations of Langevin equations for solute particle motions. While there have been recent advances in modeling chemically reactive transport with recourse to Lagrangian methods, these remain less developed than their Eulerian counterparts, and many open problems such as efficient convergence and reconstruction of the concentration field remain. We explore a different avenue and consider the question: In heterogeneous chemically reactive systems, is it possible to describe the evolution of macroscopic reactant concentrations without explicitly resolving the spatial transport? Traditional Kinetic Monte Carlo methods, such as the Gillespie algorithm, model chemical reactions as random walks in particle number space, without the introduction of spatial coordinates. The inter-reaction times are exponentially distributed under the assumption that the system is well mixed. In real systems, transport limitations lead to incomplete mixing and decreased reaction efficiency. We introduce an arbitrary inter-reaction time distribution, which may account for the impact of incomplete mixing. This process defines an inhomogeneous continuous time random walk in particle number space, from which we derive a generalized chemical Master equation and formulate a generalized Gillespie algorithm. We then determine the modified chemical rate laws for different inter-reaction time distributions. We trace Michaelis-Menten-type kinetics back to finite-mean delay times, and predict time-nonlocal macroscopic reaction kinetics as a consequence of broadly distributed delays. Non-Markovian kinetics exhibit weak ergodicity breaking and show key features of reactions under local non-equilibrium.

  16. GPU Computing in Bayesian Inference of Realized Stochastic Volatility Model

    International Nuclear Information System (INIS)

    Takaishi, Tetsuya

    2015-01-01

    The realized stochastic volatility (RSV) model that utilizes the realized volatility as additional information has been proposed to infer volatility of financial time series. We consider the Bayesian inference of the RSV model by the Hybrid Monte Carlo (HMC) algorithm. The HMC algorithm can be parallelized and thus performed on the GPU for speedup. The GPU code is developed with CUDA Fortran. We compare the computational time in performing the HMC algorithm on GPU (GTX 760) and CPU (Intel i7-4770 3.4GHz) and find that the GPU can be up to 17 times faster than the CPU. We also code the program with OpenACC and find that appropriate coding can achieve the similar speedup with CUDA Fortran

  17. The Realized Hierarchical Archimedean Copula in Risk Modelling

    Directory of Open Access Journals (Sweden)

    Ostap Okhrin

    2017-06-01

    Full Text Available This paper introduces the concept of the realized hierarchical Archimedean copula (rHAC. The proposed approach inherits the ability of the copula to capture the dependencies among financial time series, and combines it with additional information contained in high-frequency data. The considered model does not suffer from the curse of dimensionality, and is able to accurately predict high-dimensional distributions. This flexibility is obtained by using a hierarchical structure in the copula. The time variability of the model is provided by daily forecasts of the realized correlation matrix, which is used to estimate the structure and the parameters of the rHAC. Extensive simulation studies show the validity of the estimator based on this realized correlation matrix, and its performance, in comparison to the benchmark models. The application of the estimator to one-day-ahead Value at Risk (VaR prediction using high-frequency data exhibits good forecasting properties for a multivariate portfolio.

  18. Assessment of realizability constraints in v2-f turbulence models

    International Nuclear Information System (INIS)

    Sveningsson, A.; Davidson, L.

    2004-01-01

    The use of the realizability constraint in v 2 -f turbulence models is assessed by computing a stator vane passage flow. In this flow the stagnation region is large and it is shown that the time scale bound suggested by [Int. J. Heat Fluid Flow 17 (1995) 89] is well suited to prevent unphysical growth of turbulence kinetic energy. However, this constraint causes numerical instabilities when used in the equation for the relaxation parameter, f. It is also shown that the standard use of the realizability constraint in the v 2 -f model is inconsistent and some modifications are suggested. These changes of the v 2 -f model are examined and shown to have negligible effect on the overall performance of the v 2 -f model. In this work two different versions of the v 2 -f model are investigated and the results obtained are compared with experimental data. The model on a form similar to that originally suggested by Durbin (e.g. [AIAA J. 33 (1995) 659]) produced the overall best agreement with stator vane heat transfer data

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

    Science.gov (United States)

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

    2018-03-20

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

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

    International Nuclear Information System (INIS)

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

    2010-01-01

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

  1. Clean Floquet Time Crystals: Models and Realizations in Cold Atoms

    Science.gov (United States)

    Huang, Biao; Wu, Ying-Hai; Liu, W. Vincent

    2018-03-01

    Time crystals, a phase showing spontaneous breaking of time-translation symmetry, has been an intriguing subject for systems far away from equilibrium. Recent experiments found such a phase in both the presence and the absence of localization, while in theories localization by disorder is usually assumed a priori. In this work, we point out that time crystals can generally exist in systems without disorder. A series of clean quasi-one-dimensional models under Floquet driving are proposed to demonstrate this unexpected result in principle. Robust time crystalline orders are found in the strongly interacting regime along with the emergent integrals of motion in the dynamical system, which can be characterized by level statistics and the out-of-time-ordered correlators. We propose two cold atom experimental schemes to realize the clean Floquet time crystals, one by making use of dipolar gases and another by synthetic dimensions.

  2. Analysis of a turbulent buoyant confined jet modeled using realizable k-ε model

    KAUST Repository

    El-Amin, Mohamed; Sun, Shuyu; Heidemann, Wolfgang; Mü ller-Steinhagen, Hans M.

    2010-01-01

    Through this paper, analyses of components of the unheated/heated turbulent confined jet are introduced and some models to describe them are developed. Turbulence realizable k-ε model is used to model the turbulence of this problem. Numerical

  3. GRAPHIC REALIZATION FOUNDATIONS OF LOGIC-SEMANTIC MODELING IN DIDACTICS

    Directory of Open Access Journals (Sweden)

    V. E. Steinberg

    2017-01-01

    Full Text Available Introduction. Nowadays, there are not a lot of works devoted to a graphic method of logic-semantic modeling of knowledge. Meanwhile, an interest towards this method increases due to the fact of essential increase of the content of visual component in information and educational sources. The present publication is the authors’ contribution into the solution of the problem of search of new forms and means convenient for visual and logic perception of a training material, its assimilation, operating by elements of knowledge and their transformations.The aim of the research is to justify graphical implementation of the method of logic-semantic modeling of knowledge, presented by a natural language (training language and to show the possibilities of application of figurative and conceptual models in student teaching.Methodology and research methods. The research methodology is based on the specified activity-regulatory, system-multi-dimensional and structural-invariant approach and the principle of multidimensionality. The methodology the graphic realization of the logic-semantic models in learning technologies is based on didactic design using computer training programs.Results and scientific novelty. Social and anthropological-cultural adaptation bases of the method of logical-semantic knowledge modeling to the problems of didactics are established and reasoned: coordinate-invariant matrix structure is presented as the basis of logical-semantic models of figurative and conceptual nature; the possibilities of using such models as multifunctional didactic regulators – support schemes, navigation in the content of the educational material, educational activities carried out by navigators, etc., are shown. The characteristics of new teaching tools as objects of semiotics and didactic of regulators are considered; their place and role in the structure of the external and internal training curricula learning activities are pointed out

  4. Stochastic volatility of volatility in continuous time

    DEFF Research Database (Denmark)

    Barndorff-Nielsen, Ole; Veraart, Almut

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

  5. Heterogeneous continuous-time random walks

    Science.gov (United States)

    Grebenkov, Denis S.; Tupikina, Liubov

    2018-01-01

    We introduce a heterogeneous continuous-time random walk (HCTRW) model as a versatile analytical formalism for studying and modeling diffusion processes in heterogeneous structures, such as porous or disordered media, multiscale or crowded environments, weighted graphs or networks. We derive the exact form of the propagator and investigate the effects of spatiotemporal heterogeneities onto the diffusive dynamics via the spectral properties of the generalized transition matrix. In particular, we show how the distribution of first-passage times changes due to local and global heterogeneities of the medium. The HCTRW formalism offers a unified mathematical language to address various diffusion-reaction problems, with numerous applications in material sciences, physics, chemistry, biology, and social sciences.

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

    Science.gov (United States)

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

    2013-01-19

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

  7. Unifying Pore Network Modeling, Continuous Time Random Walk (CTRW) Theory and Experiment to Describe Impact of Spatial Heterogeneities on Solute Dispersion at Multiple Length-scales

    Science.gov (United States)

    Bijeljic, B.; Blunt, M. J.; Rhodes, M. E.

    2009-04-01

    This talk will describe and highlight the advantages offered by a novel methodology that unifies pore network modeling, CTRW theory and experiment in description of solute dispersion in porous media. Solute transport in a porous medium is characterized by the interplay of advection and diffusion (described by Peclet number, Pe) that cause dispersion of solute particles. Dispersion is traditionally described by dispersion coefficients, D, that are commonly calculated from the spatial moments of the plume. Using a pore-scale network model based on particle tracking, the rich Peclet-number dependence of dispersion coefficient is predicted from first principles and is shown to compare well with experimental data for restricted diffusion, transition, power-law and mechanical dispersion regimes in the asymptotic limit. In the asymptotic limit D is constant and can be used in an averaged advection-dispersion equation. However, it is highly important to recognize that, until the velocity field is fully sampled, the particle transport is non-Gaussian and D possesses temporal or spatial variation. Furthermore, temporal probability density functions (PDF) of tracer particles are studied in pore networks and an excellent agreement for the spectrum of transition times for particles from pore to pore is obtained between network model results and CTRW theory. Based on the truncated power-law interpretation of PDF-s, the physical origin of the power-law scaling of dispersion coefficient vs. Peclet number has been explained for unconsolidated porous media, sands and a number of sandstones, arriving at the same conclusion from numerical network modelling, analytic CTRW theory and experiment. The length traveled by solute plumes before Gaussian behaviour is reached increases with an increase in heterogeneity and/or Pe. This opens up the question on the nature of dispersion in natural systems where the heterogeneities at the larger scales will significantly increase the range of

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

    International Nuclear Information System (INIS)

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

    2017-01-01

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

  9. A Comparative Analysis of the Value of Information in a Continuous Time Market Model with Partial Information: The Cases of Log-Utility and CRRA

    Directory of Open Access Journals (Sweden)

    Zhaojun Yang

    2011-01-01

    Full Text Available We study the question what value an agent in a generalized Black-Scholes model with partial information attributes to the complementary information. To do this, we study the utility maximization problems from terminal wealth for the two cases partial information and full information. We assume that the drift term of the risky asset is a dynamic process of general linear type and that the two levels of observation correspond to whether this drift term is observable or not. Applying methods from stochastic filtering theory we derive an analytical tractable formula for the value of information in the case of logarithmic utility. For the case of constant relative risk aversion (CRRA we derive a semianalytical formula, which uses as an input the numerical solution of a system of ODEs. For both cases we present a comparative analysis.

  10. Evaluation of Bayesian estimation of a hidden continuous-time Markov chain model with application to threshold violation in water-quality indicators

    Science.gov (United States)

    Deviney, Frank A.; Rice, Karen; Brown, Donald E.

    2012-01-01

    Natural resource managers require information concerning  the frequency, duration, and long-term probability of occurrence of water-quality indicator (WQI) violations of defined thresholds. The timing of these threshold crossings often is hidden from the observer, who is restricted to relatively infrequent observations. Here, a model for the hidden process is linked with a model for the observations, and the parameters describing duration, return period, and long-term probability of occurrence are estimated using Bayesian methods. A simulation experiment is performed to evaluate the approach under scenarios based on the equivalent of a total monitoring period of 5-30 years and an observation frequency of 1-50 observations per year. Given constant threshold crossing rate, accuracy and precision of parameter estimates increased with longer total monitoring period and more-frequent observations. Given fixed monitoring period and observation frequency, accuracy and precision of parameter estimates increased with longer times between threshold crossings. For most cases where the long-term probability of being in violation is greater than 0.10, it was determined that at least 600 observations are needed to achieve precise estimates.  An application of the approach is presented using 22 years of quasi-weekly observations of acid-neutralizing capacity from Deep Run, a stream in Shenandoah National Park, Virginia. The time series also was sub-sampled to simulate monthly and semi-monthly sampling protocols. Estimates of the long-term probability of violation were unbiased despite sampling frequency; however, the expected duration and return period were over-estimated using the sub-sampled time series with respect to the full quasi-weekly time series.

  11. Modeling and identification of centrifugal compressor dynamics with approximate realizations

    NARCIS (Netherlands)

    Helvoirt, van J.; Jager, de A.G.; Steinbuch, M.; Smeulers, J.P.M.

    2005-01-01

    This paper deals with the parameter identification of a model for the dynamic behavior of a large industrial centrifugal compression system. Experimental results are presented to evaluate a new approach for determining the parameters of the modified version of the well-known Greitzer model. This

  12. Design and realization of a network security model

    OpenAIRE

    WANG, Jiahai; HAN, Fangxi; Tang, Zheng; TAMURA, Hiroki; Ishii, Masahiro

    2002-01-01

    The security of information is a key problem in the development of network technology. The basic requirements of security of information clearly include confidentiality, integrity, authentication and non-repudiation. This paper proposes a network security model that is composed of security system, security connection and communication, and key management. The model carries out encrypting, decrypting, signature and ensures confidentiality, integrity, authentication and non-repudiation. Finally...

  13. A Realizability Model for Impredicative Hoare Type Theory

    DEFF Research Database (Denmark)

    Petersen, Rasmus Lerchedal; Birkedal, Lars; Nanevski, Alexandar

    2008-01-01

    We present a denotational model of impredicative Hoare Type Theory, a very expressive dependent type theory in which one can specify and reason about mutable abstract data types. The model ensures soundness of the extension of Hoare Type Theory with impredicative polymorphism; makes the connections...... to separation logic clear, and provides a basis for investigation of further sound extensions of the theory, in particular equations between computations and types....

  14. Opportunity for Realizing Ideal Computing System using Cloud Computing Model

    OpenAIRE

    Sreeramana Aithal; Vaikunth Pai T

    2017-01-01

    An ideal computing system is a computing system with ideal characteristics. The major components and their performance characteristics of such hypothetical system can be studied as a model with predicted input, output, system and environmental characteristics using the identified objectives of computing which can be used in any platform, any type of computing system, and for application automation, without making modifications in the form of structure, hardware, and software coding by an exte...

  15. Operator realization of the SU(2) WZNW model

    International Nuclear Information System (INIS)

    Furlan, P.; Todorov, I.T.

    1995-12-01

    Decoupling the chiral dynamics in the canonical approach to the WZNW model requires an extended phase space that includes left and right monodromy variables M and M-bar. Earlier work on the subject, which traced back the quantum group symmetry of the model to the Lie-Poisson symmetry of the chiral symplectic form, left some open questions: How to reconcile the necessity to set M M-bar -1 = 1 (in order to recover the monodromy invariance of the local 2D group valued field g = uu-bar) with the fact the M and M-bar obey different exchange relations? What is the status of the quantum symmetry in the 2D theory in which the chiral fields u(x-t) and u-bar(x+t) commute? Is there a consistent operator formalism in the chiral (and the extended 2D) theory in the continuum limit? We propose a constructive affirmative answer to these questions for G = SU(2) by presenting the quantum field u and u-bar as sums of products of chiral vertex operators and q Bose creation and annihilation operators. (author). 17 refs

  16. Service models and realization of differentiated services networks

    Science.gov (United States)

    Elizondo, Antonio J.; Garcia Osma, Maria L.; Einsiedler, Hans J.; Roth, Rudolf; Smirnov, Michael I.; Bartoli, Maurizio; Castelli, Paolo; Varga, Balazs; Krampell, Magnus

    2001-07-01

    Internet Service Providers need to offer Quality of Service (QoS) to fulfil the requirements of applications of their customers. Moreover, in a competitive market environment costs must be low. The selected service model must be effective and low in complexity, but it should still provide high quality and service differentiation, that the current Internet is not yet capable to support. The Differentiated Services (DiffServ) Architecture has been proposed for enabling a range of different Classes of Service (CoS). In the EURESCOM project P1006 several European service providers co-operated to examine various aspects involved in the introduction of service differentiation using the DiffServ approach. The project explored a set of service models for Expedited Forwarding (EF) and Assured Forwarding (AF) and identified requirements for network nodes. Besides, we addressed also measurement issues, charging and accounting issues. Special attention has been devoted to requirements of elastic traffic that adapts its sending rate to congestion state and available bandwidth. QoS mechanisms must prove Transmission Control Protocol (TCP) friendliness. TCP performance degrades under multiple losses. Since RED based queue management may still cause multiple discards, a modified marking scheme called Capped Leaky Bucket is proposed to improve the performance of elastic applications.

  17. Operator realization of the SU(2) WZNW model

    International Nuclear Information System (INIS)

    Furlan, P.; Hadjiivanov, L.K.; Todorov, I.T.

    1996-01-01

    Decoupling the chiral dynamics in the canonical approach to the WZNW model requires an extended phase space that includes left and right monodromy variables M and M. Earlier work on the subject, which traced back the quantum group symmetry of the model to the Lie-Poisson symmetry of the chiral symplectic form, left some open questions: - How to reconcile the necessity to set MM -1 =1 (in order to recover the monodromy invariance of the local 2D group valued field g=uu) with the fact the M and M obey different exchange relations? - What is the status of the quantum symmetry in the 2D theory in which the chiral fields u(x-t) and u(x+t) commute? - Is there a consistent operator formalism in the chiral (and the extended 2D) theory in the continuum limit? We propose a constructive affirmative answer to these questions for G=SU(2) by presenting the quantum fields u and u as sums of products of chiral vertex operators and q-Bose creation and annihilation operators. (orig.)

  18. 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.

  19. Bias correction in the realized stochastic volatility model for daily volatility on the Tokyo Stock Exchange

    Science.gov (United States)

    Takaishi, Tetsuya

    2018-06-01

    The realized stochastic volatility model has been introduced to estimate more accurate volatility by using both daily returns and realized volatility. The main advantage of the model is that no special bias-correction factor for the realized volatility is required a priori. Instead, the model introduces a bias-correction parameter responsible for the bias hidden in realized volatility. We empirically investigate the bias-correction parameter for realized volatilities calculated at various sampling frequencies for six stocks on the Tokyo Stock Exchange, and then show that the dynamic behavior of the bias-correction parameter as a function of sampling frequency is qualitatively similar to that of the Hansen-Lunde bias-correction factor although their values are substantially different. Under the stochastic diffusion assumption of the return dynamics, we investigate the accuracy of estimated volatilities by examining the standardized returns. We find that while the moments of the standardized returns from low-frequency realized volatilities are consistent with the expectation from the Gaussian variables, the deviation from the expectation becomes considerably large at high frequencies. This indicates that the realized stochastic volatility model itself cannot completely remove bias at high frequencies.

  20. Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors

    DEFF Research Database (Denmark)

    Halbleib, Roxana; Voev, Valeri

    2011-01-01

    This paper analyzes the forecast accuracy of the multivariate realized volatility model introduced by Chiriac and Voev (2010), subject to different degrees of model parametrization and economic evaluation criteria. Bymodelling the Cholesky factors of the covariancematrices, the model generates......, regardless of the type of utility function or return distribution, would be better-off from using this model than from using some standard approaches....

  1. Realizing three generations of the Standard Model fermions in the type IIB matrix model

    International Nuclear Information System (INIS)

    Aoki, Hajime; Nishimura, Jun; Tsuchiya, Asato

    2014-01-01

    We discuss how the Standard Model particles appear from the type IIB matrix model, which is considered to be a nonperturbative formulation of superstring theory. In particular, we are concerned with a constructive definition of the theory, in which we start with finite-N matrices and take the large-N limit afterwards. In that case, it was pointed out recently that realizing chiral fermions in the model is more difficult than it had been thought from formal arguments at N=∞ and that introduction of a matrix version of the warp factor is necessary. Based on this new insight, we show that two generations of the Standard Model fermions can be realized by considering a rather generic configuration of fuzzy S"2 and fuzzy S"2×S"2 in the extra dimensions. We also show that three generations can be obtained by squashing one of the S"2’s that appear in the configuration. Chiral fermions appear at the intersections of the fuzzy manifolds with nontrivial Yukawa couplings to the Higgs field, which can be calculated from the overlap of their wave functions.

  2. 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.

  3. Stability of continuous-time quantum filters with measurement imperfections

    Science.gov (United States)

    Amini, H.; Pellegrini, C.; Rouchon, P.

    2014-07-01

    The fidelity between the state of a continuously observed quantum system and the state of its associated quantum filter, is shown to be always a submartingale. The observed system is assumed to be governed by a continuous-time Stochastic Master Equation (SME), driven simultaneously by Wiener and Poisson processes and that takes into account incompleteness and errors in measurements. This stability result is the continuous-time counterpart of a similar stability result already established for discrete-time quantum systems and where the measurement imperfections are modelled by a left stochastic matrix.

  4. 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

  5. Identification of continuous-time systems from samples of input ...

    Indian Academy of Sciences (India)

    Abstract. This paper presents an introductory survey of the methods that have been developed for identification of continuous-time systems from samples of input±output data. The two basic approaches may be described as (i) the indirect method, where first a discrete-time model is estimated from the sampled data and then ...

  6. 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)

  7. Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance

    NARCIS (Netherlands)

    M. Asai (Manabu); M.J. McAleer (Michael)

    2014-01-01

    markdownabstract__Abstract__ Modelling covariance structures is known to suffer from the curse of dimensionality. In order to avoid this problem for forecasting, the authors propose a new factor multivariate stochastic volatility (fMSV) model for realized covariance measures that accommodates

  8. Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions

    DEFF Research Database (Denmark)

    Bollerslev, Tim; Patton, Andrew J.; Quaedvlieg, Rogier

    We propose a new framework for modeling and forecasting common financial risks based on (un)reliable realized covariance measures constructed from high-frequency intraday data. Our new approach explicitly incorporates the effect of measurement errors and time-varying attenuation biases into the c......We propose a new framework for modeling and forecasting common financial risks based on (un)reliable realized covariance measures constructed from high-frequency intraday data. Our new approach explicitly incorporates the effect of measurement errors and time-varying attenuation biases...

  9. Abstract probabilistic CNOT gate model based on double encoding: study of the errors and physical realizability

    Science.gov (United States)

    Gueddana, Amor; Attia, Moez; Chatta, Rihab

    2015-03-01

    In this work, we study the error sources standing behind the non-perfect linear optical quantum components composing a non-deterministic quantum CNOT gate model, which performs the CNOT function with a success probability of 4/27 and uses a double encoding technique to represent photonic qubits at the control and the target. We generalize this model to an abstract probabilistic CNOT version and determine the realizability limits depending on a realistic range of the errors. Finally, we discuss physical constraints allowing the implementation of the Asymmetric Partially Polarizing Beam Splitter (APPBS), which is at the heart of correctly realizing the CNOT function.

  10. 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)

  11. 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

  12. A Reduced Form Framework for Modeling Volatility of Speculative Prices based on Realized Variation Measures

    DEFF Research Database (Denmark)

    Andersen, Torben G.; Bollerslev, Tim; Huang, Xin

    Building on realized variance and bi-power variation measures constructed from high-frequency financial prices, we propose a simple reduced form framework for effectively incorporating intraday data into the modeling of daily return volatility. We decompose the total daily return variability...

  13. Analysis of a turbulent buoyant confined jet modeled using realizable k-ε model

    KAUST Repository

    El-Amin, Mohamed

    2010-06-13

    Through this paper, analyses of components of the unheated/heated turbulent confined jet are introduced and some models to describe them are developed. Turbulence realizable k-ε model is used to model the turbulence of this problem. Numerical simulations of 2D axisymmetric vertical hot water confined jet into a cylindrical tank have been done. Solutions are obtained for unsteady flow while velocity, pressure, temperature and turbulence distributions inside the water tank are analyzed. For seeking verification, an experiment was conducted for measuring of the temperature of the same system, and comparison between the measured and simulated temperature shows a good agreement. Using the simulated results, some models are developed to describe axial velocity, centerline velocity, radial velocity, dynamic pressure, mass flux, momentum flux and buoyancy flux for both unheated (non-buoyant) and heated (buoyant) jet. Finally, the dynamics of the heated jet in terms of the plume function which is a universal quantity and the source parameter are studied and therefore the maximum velocity can be predicted theoretically. © 2010 Springer-Verlag.

  14. Model of Risk Forewarn and Investment Decision in Stock Markets and Its Realization

    Institute of Scientific and Technical Information of China (English)

    ZOU Hui-wen; TANG Bing-yong; WANG Li-ping; XU Guang-wei

    2004-01-01

    Based on the discussion of characteristic and mechanism of the stock prices volatility in Chinese emerging stock markets, this research designs an index system for risk forewarn, and builds up an investment decision model based on the forewarn of the market risk signal. Then, on probing into the structure and function of the realization of the model, the paper presents the method of data interface.

  15. THE MODELLING OF ORGANIZATIONAL STRUCTURES OF MANAGEMENT BY REALIZING INVESTMENT CONSTRUCTION PROJECTS

    Directory of Open Access Journals (Sweden)

    Олег Александрович КУЧМА

    2016-03-01

    Full Text Available The authors consider the modeling of organizational structures by virtue of interaction between the basic participants by realizing of investment construction projects. This process is directed at the complex analysis of a problem of quality management by creating of building goods taking into account modern project management tendencies. The topicality of problem is obvious as by realizing of investment construction projects there is a liberal share of uncompleted projects, and in the completed projects actual values considerably exceed budgeted capital expenditures. The introduced model allows managing the project per quality system in all phases of the investment construction project‘s life cycle. It promotes refinement of building goods, improves the rate of successfully completed projects with actual values near budgeted.

  16. Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility

    Czech Academy of Sciences Publication Activity Database

    Baruník, Jozef; Kukačka, Jiří

    2015-01-01

    Roč. 15, č. 6 (2015), s. 959-973 ISSN 1469-7688 R&D Projects: GA ČR GA402/09/0965; GA ČR GA13-32263S EU Projects: European Commission 612955 - FINMAP Institutional support: RVO:67985556 Keywords : Stochastic cusp catastrophe model * Realized volatility * Bifurcations * Stock market crash Subject RIV: AH - Economics Impact factor: 0.794, year: 2015 http://library.utia.cas.cz/separaty/2014/E/barunik-0434202.pdf

  17. Nonlinear symmetry realizations and the generalized CP sup(n-1) model

    International Nuclear Information System (INIS)

    Santos, T.A.

    1982-01-01

    The genralized CP sup(n-1) model having U(p) as Gauge group in the two-dimension Euclidean space in the several existing formulations is presented. Such a model is described as a nonlinear symmetry realization which becames linear when restricted to a determined sub-groups treating therefore of fields which have values in the quocient space G/H. Classical instanton and meron solutions for this model are presented and the existence of a mechanism to generate a family of non auto-dual solutions with finite action, taking as starting point the instanton solutions, is demonstrated. (L.C.) [pt

  18. Inference for Continuous-Time Probabilistic Programming

    Science.gov (United States)

    2017-12-01

    network of Ising model dynamics. The Ising model is a well-known interaction model with applications in many fields includ- ing statistical mechanics...well- known interaction model with applications in many fields including statistical mechanics, genetics, and neuroscience. This is a Markovian model...chains. The Annals of Mathematical Statistics , 37(6):1554–1563, 1966. ISSN 00034851. URL http://www.jstor.org/stable/2238772. Zachary C Lipton, David C

  19. THE MODEL OF REALIZATION OF INTEGRATIVE APPROACH TO THE WORK WITH PEDAGOGICALLY GIFTED STUDENTS

    Directory of Open Access Journals (Sweden)

    Golubova Anna Vasilievna

    2013-05-01

    Full Text Available The article examines the components and criteria of pedagogical giftedness of students; the levels of formedness and pedagogical conditions of its development are identified. Purpose: to describe the model of realization of integrative approach to the work with pedagogically gifted students in educational space of university. Methodology: theoretical level methods of pedagogical phenomena learning, methods of empirical level (observation, interviewing, questionnaires, conversations, psychological tests etc.. The results of the research proved that phased realization of integrative approach to the work with pedagogically gifted students in educational space of university provides the rising of pedagogically giftedness formation level. The next pedagogical conditions of pedagogically giftedness formation are described: the creation of pedagogically-oriented creative environment; promotion of positive motivational setting for future professional and educational activities; attracting future teachers to the creative professional-oriented learning and cognitive activity. Practical implications: the educational process of higher pedagogical educational institutions.

  20. Models for S&P500 Dynamics: Evidence from Realized Volatility, Daily Returns, and Option Prices

    DEFF Research Database (Denmark)

    Christoffersen, Peter; Jacobs, Kris; Mimouni, Karim

    in the search for alternative specifications. We then estimate the models using maximum likelihood on S&P500 returns. Finally, we employ nonlinear least squares on a panel of option data. In comparison with earlier studies that explicitly solve the filtering problem, we analyze a more comprehensive option data......Most recent empirical option valuation studies build on the affine square root (SQR) stochastic volatility model. The SQR model is a convenient choice, because it yields closed-form solutions for option prices. However, relatively little is known about the resulting biases. We investigate...... alternatives to the SQR model, by comparing its empirical performance with that of five different but equally parsimonious stochastic volatility models. We provide empirical evidence from three different sources. We first use realized volatilities to assess the properties of the SQR model and to guide us...

  1. SDG fermion-pair algebraic SO(12) and Sp(10) models and their boson realizations

    International Nuclear Information System (INIS)

    Navatil, P.; Geyer, H.B.; Dobes, J.

    1995-01-01

    It is shown how the boson mapping formalism may be applied as a useful many-body tool to solve a fermion problem. This is done in the context of generalized Ginocchio models for which the authors introduce S-, D-, and G-pairs of fermions and subsequently construct the sdg-boson realizations of the generalized Dyson type. The constructed SO(12) and Sp(10) fermion models are solved beyond the explicit symmetry limits. Phase transitions to rotational structures are obtained also in situations where there is no underlying SU(3) symmetry. 34 refs., 5 figs., 2 tabs

  2. SDG Fermion-Pair Algebraic SO(12) and Sp(10) Models and Their Boson Realizations

    Science.gov (United States)

    Navratil, P.; Geyer, H. B.; Dobes, J.; Dobaczewski, J.

    1995-11-01

    It is shown how the boson mapping formalism may be applied as a useful many-body tool to solve a fermion problem. This is done in the context of generalized Ginocchio models for which we introduce S-, D-, and G-pairs of fermions and subsequently construct the sdg-boson realizations of the generalized Dyson type. The constructed SO(12) and Sp(10) fermion models are solved beyond the explicit symmetry limits. Phase transitions to rotational structures are obtained also in situations where there is no underlying SU(3) symmetry.

  3. Bayesian estimation of realized stochastic volatility model by Hybrid Monte Carlo algorithm

    International Nuclear Information System (INIS)

    Takaishi, Tetsuya

    2014-01-01

    The hybrid Monte Carlo algorithm (HMCA) is applied for Bayesian parameter estimation of the realized stochastic volatility (RSV) model. Using the 2nd order minimum norm integrator (2MNI) for the molecular dynamics (MD) simulation in the HMCA, we find that the 2MNI is more efficient than the conventional leapfrog integrator. We also find that the autocorrelation time of the volatility variables sampled by the HMCA is very short. Thus it is concluded that the HMCA with the 2MNI is an efficient algorithm for parameter estimations of the RSV model

  4. The design and realization of calibration apparatus for measuring the concentration of radon in three models

    Energy Technology Data Exchange (ETDEWEB)

    Huiping, Guo [The Second Artillery Engineering College, Xi' an (China)

    2007-06-15

    For satisfying calibration request of radon measure in the laboratory, the calibration apparatus for radon activity measure is designed and realized. The calibration apparatus can auto-control and auto-measure in three models. sequent mode, pulse mode and constant mode. The stability and reliability of the calibration apparatus was tested under the three models. The experimental result shows that the apparatus can provides an adjustable and steady radon activity concentration environment for the research of radon and its progeny and for the calibration of its measure. (authors)

  5. On Probabilistic Automata in Continuous Time

    DEFF Research Database (Denmark)

    Eisentraut, Christian; Hermanns, Holger; Zhang, Lijun

    2010-01-01

    We develop a compositional behavioural model that integrates a variation of probabilistic automata into a conservative extension of interactive Markov chains. The model is rich enough to embody the semantics of generalised stochastic Petri nets. We define strong and weak bisimulations and discuss...

  6. Continuous time finite state mean field games

    KAUST Repository

    Gomes, Diogo A.; Mohr, Joana; Souza, Rafael Rigã o

    2013-01-01

    In this paper we consider symmetric games where a large number of players can be in any one of d states. We derive a limiting mean field model and characterize its main properties. This mean field limit is a system of coupled ordinary differential equations with initial-terminal data. For this mean field problem we prove a trend to equilibrium theorem, that is convergence, in an appropriate limit, to stationary solutions. Then we study an N+1-player problem, which the mean field model attempts to approximate. Our main result is the convergence as N→∞ of the mean field model and an estimate of the rate of convergence. We end the paper with some further examples for potential mean field games. © 2013 Springer Science+Business Media New York.

  7. Continuous time finite state mean field games

    KAUST Repository

    Gomes, Diogo A.

    2013-04-23

    In this paper we consider symmetric games where a large number of players can be in any one of d states. We derive a limiting mean field model and characterize its main properties. This mean field limit is a system of coupled ordinary differential equations with initial-terminal data. For this mean field problem we prove a trend to equilibrium theorem, that is convergence, in an appropriate limit, to stationary solutions. Then we study an N+1-player problem, which the mean field model attempts to approximate. Our main result is the convergence as N→∞ of the mean field model and an estimate of the rate of convergence. We end the paper with some further examples for potential mean field games. © 2013 Springer Science+Business Media New York.

  8. Continuous Time Finite State Mean Field Games

    Energy Technology Data Exchange (ETDEWEB)

    Gomes, Diogo A., E-mail: dgomes@math.ist.utl.pt [Instituto Superior Tecnico, Center for Mathematical Analysis, Geometry, and Dynamical Systems, Departamento de Matematica (Portugal); Mohr, Joana, E-mail: joana.mohr@ufrgs.br; Souza, Rafael Rigao, E-mail: rafars@mat.ufrgs.br [UFRGS, Instituto de Matematica (Brazil)

    2013-08-01

    In this paper we consider symmetric games where a large number of players can be in any one of d states. We derive a limiting mean field model and characterize its main properties. This mean field limit is a system of coupled ordinary differential equations with initial-terminal data. For this mean field problem we prove a trend to equilibrium theorem, that is convergence, in an appropriate limit, to stationary solutions. Then we study an N+1-player problem, which the mean field model attempts to approximate. Our main result is the convergence as N{yields}{infinity} of the mean field model and an estimate of the rate of convergence. We end the paper with some further examples for potential mean field games.

  9. Continuous Time Finite State Mean Field Games

    International Nuclear Information System (INIS)

    Gomes, Diogo A.; Mohr, Joana; Souza, Rafael Rigão

    2013-01-01

    In this paper we consider symmetric games where a large number of players can be in any one of d states. We derive a limiting mean field model and characterize its main properties. This mean field limit is a system of coupled ordinary differential equations with initial-terminal data. For this mean field problem we prove a trend to equilibrium theorem, that is convergence, in an appropriate limit, to stationary solutions. Then we study an N+1-player problem, which the mean field model attempts to approximate. Our main result is the convergence as N→∞ of the mean field model and an estimate of the rate of convergence. We end the paper with some further examples for potential mean field games

  10. A continuous time Cournot duopoly with delays

    International Nuclear Information System (INIS)

    Gori, Luca; Guerrini, Luca; Sodini, Mauro

    2015-01-01

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

  11. Stability of the Zagreb realization of the Carnegie-Mellon-Berkeley coupled-channels unitary model

    Science.gov (United States)

    Osmanović, H.; Ceci, S.; Švarc, A.; Hadžimehmedović, M.; Stahov, J.

    2011-09-01

    In Hadžimehmedović [Phys. Rev. CPRVCAN0556-281310.1103/PhysRevC.84.035204 84, 035204 (2011)] we have used the Zagreb realization of Carnegie-Melon-Berkeley coupled-channel, unitary model as a tool for extracting pole positions from the world collection of partial-wave data, with the aim of eliminating model dependence in pole-search procedures. In order that the method is sensible, we in this paper discuss the stability of the method with respect to the strong variation of different model ingredients. We show that the Zagreb CMB procedure is very stable with strong variation of the model assumptions and that it can reliably predict the pole positions of the fitted partial-wave amplitudes.

  12. Stability of the Zagreb realization of the Carnegie-Mellon-Berkeley coupled-channels unitary model

    International Nuclear Information System (INIS)

    Osmanovic, H.; Hadzimehmedovic, M.; Stahov, J.; Ceci, S.; Svarc, A.

    2011-01-01

    In Hadzimehmedovicet al.[Phys. Rev. C 84, 035204 (2011)] we have used the Zagreb realization of Carnegie-Melon-Berkeley coupled-channel, unitary model as a tool for extracting pole positions from the world collection of partial-wave data, with the aim of eliminating model dependence in pole-search procedures. In order that the method is sensible, we in this paper discuss the stability of the method with respect to the strong variation of different model ingredients. We show that the Zagreb CMB procedure is very stable with strong variation of the model assumptions and that it can reliably predict the pole positions of the fitted partial-wave amplitudes.

  13. Recommender engine for continuous-time quantum Monte Carlo methods

    Science.gov (United States)

    Huang, Li; Yang, Yi-feng; Wang, Lei

    2017-03-01

    Recommender systems play an essential role in the modern business world. They recommend favorable items such as books, movies, and search queries to users based on their past preferences. Applying similar ideas and techniques to Monte Carlo simulations of physical systems boosts their efficiency without sacrificing accuracy. Exploiting the quantum to classical mapping inherent in the continuous-time quantum Monte Carlo methods, we construct a classical molecular gas model to reproduce the quantum distributions. We then utilize powerful molecular simulation techniques to propose efficient quantum Monte Carlo updates. The recommender engine approach provides a general way to speed up the quantum impurity solvers.

  14. Price discovery in a continuous-time setting

    DEFF Research Database (Denmark)

    Dias, Gustavo Fruet; Fernandes, Marcelo; Scherrer, Cristina

    We formulate a continuous-time price discovery model in which the price discovery measure varies (stochastically) at daily frequency. We estimate daily measures of price discovery using a kernel-based OLS estimator instead of running separate daily VECM regressions as standard in the literature. We...... show that our estimator is not only consistent, but also outperforms the standard daily VECM in finite samples. We illustrate our theoretical findings by studying the price discovery process of 10 actively traded stocks in the U.S. from 2007 to 2013....

  15. Coupled continuous time-random walks in quenched random environment

    Science.gov (United States)

    Magdziarz, M.; Szczotka, W.

    2018-02-01

    We introduce a coupled continuous-time random walk with coupling which is characteristic for Lévy walks. Additionally we assume that the walker moves in a quenched random environment, i.e. the site disorder at each lattice point is fixed in time. We analyze the scaling limit of such a random walk. We show that for large times the behaviour of the analyzed process is exactly the same as in the case of uncoupled quenched trap model for Lévy flights.

  16. On classical state space realizability of bilinear inout-output differential equations

    OpenAIRE

    Kotta, U.; Mullari, T.; Kotta, P.; Zinober, A.S.I.

    2006-01-01

    This paper studies the realizability property of continuous-time bilinear i/o equations in the classical state space form. Constraints on the parameters of the bilinear i/o model are suggested that lead to realizable models. The paper proves that the 2nd order bilinear i/o differential equation, unlike the discrete-time case, is always realizable in the classical state space form. The complete list of 3rd and 4th order realizable i/o bilinear models is given and two subclasses of realizable i...

  17. Investigating continuous time open pit dynamics

    OpenAIRE

    Askari-Nasab, H.; Frimpong, S.; Szymanski, J.

    2008-01-01

    Current mine production planning, scheduling, and allocation of resources are based on mathematical programming models. In practice, the optimized solution cannot be attained without examining all possible combinations and permutations of the extraction sequence. Operations research methods have limited applications in large-scale surface mining operations because the number of variables becomes too large. The primary objective of this study is to develop and implement a hybrid simulation fra...

  18. On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model

    Czech Academy of Sciences Publication Activity Database

    Čech, František; Baruník, Jozef

    2017-01-01

    Roč. 36, č. 1 (2017), s. 181-206 ISSN 0277-6693 R&D Projects: GA ČR GA13-32263S Institutional support: RVO:67985556 Keywords : Multivariate volatility * realized covariance * portfolio optimisation Subject RIV: AH - Economic s OBOR OECD: Economic Theory Impact factor: 0.747, year: 2016 http://library.utia.cas.cz/separaty/2017/E/barunik-0478479.pdf

  19. Modeling of Ship Collision Risk Index Based on Complex Plane and Its Realization

    Directory of Open Access Journals (Sweden)

    Xiaoqin Xu

    2016-07-01

    Full Text Available Ship collision risk index is the basic and important concept in the domain of ship collision avoidance. In this paper, the advantages and deficiencies of the various calculation methods of ship collision risk index are pointed out. Then the ship collision risk model based on complex plane, which can well make up for the deficiencies of the widely-used evaluation model proposed by Kearon.J and Liu ruru is proposed. On this basis, the calculation method of collision risk index under the encountering situation of multi-ships is constructed, then the three-dimensional image and spatial curve of the risk index are figured out. Finally, single chip microcomputer is used to realize the model. And attaching this single chip microcomputer to ARPA is helpful to the decision-making of the marine navigators.

  20. Nonlinear realizations and effective Lagrangian densities for nonlinear σ-models

    International Nuclear Information System (INIS)

    Hamilton-Charlton, Jason Dominic

    2003-01-01

    Nonlinear realizations of the groups SU(N), SO(m) and SO(t,s) are analysed, described by the coset spaces SU(N) / SU(N-1) x U(1), SO(m) / SO(m-1), SO(1,m-1) / SO(1,m-2) and SO(m) / SO(m-2 x SO(2). The analysis consists of determining the transformation properties of the Goldstone Bosons, constructing the most general possible Lagrangian for the realizations, and as a result identifying the coset space metric. We view the λ matrices of SU(N) as being the basis of an (N 2 - 1) dimensional real vector space, and from this we learn how to construct the basis of a Cartan Subspace associated with a vector. This results in a mathematical structure which allows us to find expressions for coset representative elements used in the analysis. This structure is not only relevant to SU(N) breaking models, but may also be used to find results in SO(m) and SO(1,m - 1) breaking models. (author)

  1. Correlated continuous time random walk and option pricing

    Science.gov (United States)

    Lv, Longjin; Xiao, Jianbin; Fan, Liangzhong; Ren, Fuyao

    2016-04-01

    In this paper, we study a correlated continuous time random walk (CCTRW) with averaged waiting time, whose probability density function (PDF) is proved to follow stretched Gaussian distribution. Then, we apply this process into option pricing problem. Supposing the price of the underlying is driven by this CCTRW, we find this model captures the subdiffusive characteristic of financial markets. By using the mean self-financing hedging strategy, we obtain the closed-form pricing formulas for a European option with and without transaction costs, respectively. At last, comparing the obtained model with the classical Black-Scholes model, we find the price obtained in this paper is higher than that obtained from the Black-Scholes model. A empirical analysis is also introduced to confirm the obtained results can fit the real data well.

  2. Continuous time quantum random walks in free space

    Science.gov (United States)

    Eichelkraut, Toni; Vetter, Christian; Perez-Leija, Armando; Christodoulides, Demetrios; Szameit, Alexander

    2014-05-01

    We show theoretically and experimentally that two-dimensional continuous time coherent random walks are possible in free space, that is, in the absence of any external potential, by properly tailoring the associated initial wave function. These effects are experimentally demonstrated using classical paraxial light. Evidently, the usage of classical beams to explore the dynamics of point-like quantum particles is possible since both phenomena are mathematically equivalent. This in turn makes our approach suitable for the realization of random walks using different quantum particles, including electrons and photons. To study the spatial evolution of a wavefunction theoretically, we consider the one-dimensional paraxial wave equation (i∂z +1/2 ∂x2) Ψ = 0 . Starting with the initially localized wavefunction Ψ (x , 0) = exp [ -x2 / 2σ2 ] J0 (αx) , one can show that the evolution of such Gaussian-apodized Bessel envelopes within a region of validity resembles the probability pattern of a quantum walker traversing a uniform lattice. In order to generate the desired input-field in our experimental setting we shape the amplitude and phase of a collimated light beam originating from a classical HeNe-Laser (633 nm) utilizing a spatial light modulator.

  3. Accurate Lithium-ion battery parameter estimation with continuous-time system identification methods

    International Nuclear Information System (INIS)

    Xia, Bing; Zhao, Xin; Callafon, Raymond de; Garnier, Hugues; Nguyen, Truong; Mi, Chris

    2016-01-01

    Highlights: • Continuous-time system identification is applied in Lithium-ion battery modeling. • Continuous-time and discrete-time identification methods are compared in detail. • The instrumental variable method is employed to further improve the estimation. • Simulations and experiments validate the advantages of continuous-time methods. - Abstract: The modeling of Lithium-ion batteries usually utilizes discrete-time system identification methods to estimate parameters of discrete models. However, in real applications, there is a fundamental limitation of the discrete-time methods in dealing with sensitivity when the system is stiff and the storage resolutions are limited. To overcome this problem, this paper adopts direct continuous-time system identification methods to estimate the parameters of equivalent circuit models for Lithium-ion batteries. Compared with discrete-time system identification methods, the continuous-time system identification methods provide more accurate estimates to both fast and slow dynamics in battery systems and are less sensitive to disturbances. A case of a 2"n"d-order equivalent circuit model is studied which shows that the continuous-time estimates are more robust to high sampling rates, measurement noises and rounding errors. In addition, the estimation by the conventional continuous-time least squares method is further improved in the case of noisy output measurement by introducing the instrumental variable method. Simulation and experiment results validate the analysis and demonstrate the advantages of the continuous-time system identification methods in battery applications.

  4. Continuous-time quantum Monte Carlo impurity solvers

    Science.gov (United States)

    Gull, Emanuel; Werner, Philipp; Fuchs, Sebastian; Surer, Brigitte; Pruschke, Thomas; Troyer, Matthias

    2011-04-01

    Continuous-time quantum Monte Carlo impurity solvers are algorithms that sample the partition function of an impurity model using diagrammatic Monte Carlo techniques. The present paper describes codes that implement the interaction expansion algorithm originally developed by Rubtsov, Savkin, and Lichtenstein, as well as the hybridization expansion method developed by Werner, Millis, Troyer, et al. These impurity solvers are part of the ALPS-DMFT application package and are accompanied by an implementation of dynamical mean-field self-consistency equations for (single orbital single site) dynamical mean-field problems with arbitrary densities of states. Program summaryProgram title: dmft Catalogue identifier: AEIL_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEIL_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: ALPS LIBRARY LICENSE version 1.1 No. of lines in distributed program, including test data, etc.: 899 806 No. of bytes in distributed program, including test data, etc.: 32 153 916 Distribution format: tar.gz Programming language: C++ Operating system: The ALPS libraries have been tested on the following platforms and compilers: Linux with GNU Compiler Collection (g++ version 3.1 and higher), and Intel C++ Compiler (icc version 7.0 and higher) MacOS X with GNU Compiler (g++ Apple-version 3.1, 3.3 and 4.0) IBM AIX with Visual Age C++ (xlC version 6.0) and GNU (g++ version 3.1 and higher) compilers Compaq Tru64 UNIX with Compq C++ Compiler (cxx) SGI IRIX with MIPSpro C++ Compiler (CC) HP-UX with HP C++ Compiler (aCC) Windows with Cygwin or coLinux platforms and GNU Compiler Collection (g++ version 3.1 and higher) RAM: 10 MB-1 GB Classification: 7.3 External routines: ALPS [1], BLAS/LAPACK, HDF5 Nature of problem: (See [2].) Quantum impurity models describe an atom or molecule embedded in a host material with which it can exchange electrons. They are basic to nanoscience as

  5. 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.

  6. Realization of process improvement at a diagnostic radiology department with aid of simulation modeling.

    Science.gov (United States)

    Oh, Hong-Choon; Toh, Hong-Guan; Giap Cheong, Eddy Seng

    2011-11-01

    Using the classical process improvement framework of Plan-Do-Study-Act (PDSA), the diagnostic radiology department of a tertiary hospital identified several patient cycle time reduction strategies. Experimentation of these strategies (which included procurement of new machines, hiring of new staff, redesign of queue system, etc.) through pilot scale implementation was impractical because it might incur substantial expenditure or be operationally disruptive. With this in mind, simulation modeling was used to test these strategies via performance of "what if" analyses. Using the output generated by the simulation model, the team was able to identify a cost-free cycle time reduction strategy, which subsequently led to a reduction of patient cycle time and achievement of a management-defined performance target. As healthcare professionals work continually to improve healthcare operational efficiency in response to rising healthcare costs and patient expectation, simulation modeling offers an effective scientific framework that can complement established process improvement framework like PDSA to realize healthcare process enhancement. © 2011 National Association for Healthcare Quality.

  7. Realizing the Living Paper using the ProvONE Model for Reproducible Research

    Science.gov (United States)

    Jones, M. B.; Jones, C. S.; Ludäscher, B.; Missier, P.; Walker, L.; Slaughter, P.; Schildhauer, M.; Cuevas-Vicenttín, V.

    2015-12-01

    Science has advanced through traditional publications that codify research results as a permenant part of the scientific record. But because publications are static and atomic, researchers can only cite and reference a whole work when building on prior work of colleagues. The open source software model has demonstrated a new approach in which strong version control in an open environment can nurture an open ecosystem of software. Developers now commonly fork and extend software giving proper credit, with less repetition, and with confidence in the relationship to original software. Through initiatives like 'Beyond the PDF', an analogous model has been imagined for open science, in which software, data, analyses, and derived products become first class objects within a publishing ecosystem that has evolved to be finer-grained and is realized through a web of linked open data. We have prototyped a Living Paper concept by developing the ProvONE provenance model for scientific workflows, with prototype deployments in DataONE. ProvONE promotes transparency and openness by describing the authenticity, origin, structure, and processing history of research artifacts and by detailing the steps in computational workflows that produce derived products. To realize the Living Paper, we decompose scientific papers into their constituent products and publish these as compound objects in the DataONE federation of archival repositories. Each individual finding and sub-product of a reseach project (such as a derived data table, a workflow or script, a figure, an image, or a finding) can be independently stored, versioned, and cited. ProvONE provenance traces link these fine-grained products within and across versions of a paper, and across related papers that extend an original analysis. This allows for open scientific publishing in which researchers extend and modify findings, creating a dynamic, evolving web of results that collectively represent the scientific enterprise. The

  8. Asset Management Business Model for Design, Realization, and Maintenance of Fibre Reinforced Polymer Bridges

    Directory of Open Access Journals (Sweden)

    Rizal Sebastian

    2013-01-01

    Full Text Available This paper particularly addresses the market implementation of Fibre Reinforced Polymer (FRP for bridges. It presents the concept of demand and supply chain innovation as being investigated within two ongoing European collaborative research projects (FP7 titled Trans-IND and PANTURA. FRP has emerged as a real alternative structural material based on various sustainability considerations, among others the reduced life-cycle cost due to less maintenance needs, longer lifetime, and easiness to repair, replace, or recycle the components. The Trans-IND research project aims to develop and demonstrate new industrialized processes to use FRP for civil infrastructure projects at a large scale. In order to be cost effective, a new value-chain strategy for the design, realization, and maintenance of FRP bridges is required to replace the fragmented supply chain and the one-off approach to a construction project. This paper focuses on the development of new business models based on asset management strategy, which covers the entire demand and supply chains. Research on new business models is supported by the insight into the market and regulatory frameworks in different EU countries. This is based on field surveys across the EU that have been carried out as a part of the Trans-IND and PANTURA collaborative research projects.

  9. Active Tension Network model reveals an exotic mechanical state realized in epithelial tissues

    Science.gov (United States)

    Noll, Nicholas; Mani, Madhav; Heemskerk, Idse; Streicha, Sebastian; Shraiman, Boris

    Mechanical interactions play a crucial role in epithelial morphogenesis, yet understanding the complex mechanisms through which stress and deformation affect cell behavior remains an open problem. Here we formulate and analyze the Active Tension Network (ATN) model, which assumes that mechanical balance of cells is dominated by cortical tension and introduces tension dependent active remodeling of the cortex. We find that ATNs exhibit unusual mechanical properties: i) ATN behaves as a fluid at short times, but at long times it supports external tension, like a solid; ii) its mechanical equilibrium state has extensive degeneracy associated with a discrete conformal - ''isogonal'' - deformation of cells. ATN model predicts a constraint on equilibrium cell geometry, which we demonstrate to hold in certain epithelial tissues. We further show that isogonal modes are observed in a fruit fly embryo, accounting for the striking variability of apical area of ventral cells and helping understand the early phase of gastrulation. Living matter realizes new and exotic mechanical states, understanding which helps understand biological phenomena.

  10. Active tension network model suggests an exotic mechanical state realized in epithelial tissues

    Science.gov (United States)

    Noll, Nicholas; Mani, Madhav; Heemskerk, Idse; Streichan, Sebastian J.; Shraiman, Boris I.

    2017-12-01

    Mechanical interactions play a crucial role in epithelial morphogenesis, yet understanding the complex mechanisms through which stress and deformation affect cell behaviour remains an open problem. Here we formulate and analyse the active tension network (ATN) model, which assumes that the mechanical balance of cells within a tissue is dominated by cortical tension and introduces tension-dependent active remodelling of the cortex. We find that ATNs exhibit unusual mechanical properties. Specifically, an ATN behaves as a fluid at short times, but at long times supports external tension like a solid. Furthermore, an ATN has an extensively degenerate equilibrium mechanical state associated with a discrete conformal--`isogonal'--deformation of cells. The ATN model predicts a constraint on equilibrium cell geometries, which we demonstrate to approximately hold in certain epithelial tissues. We further show that isogonal modes are observed in the fruit fly embryo, accounting for the striking variability of apical areas of ventral cells and helping understand the early phase of gastrulation. Living matter realizes new and exotic mechanical states, the study of which helps to understand biological phenomena.

  11. Anomalous transport in turbulent plasmas and continuous time random walks

    International Nuclear Information System (INIS)

    Balescu, R.

    1995-01-01

    The possibility of a model of anomalous transport problems in a turbulent plasma by a purely stochastic process is investigated. The theory of continuous time random walks (CTRW's) is briefly reviewed. It is shown that a particular class, called the standard long tail CTRW's is of special interest for the description of subdiffusive transport. Its evolution is described by a non-Markovian diffusion equation that is constructed in such a way as to yield exact values for all the moments of the density profile. The concept of a CTRW model is compared to an exact solution of a simple test problem: transport of charged particles in a fluctuating magnetic field in the limit of infinite perpendicular correlation length. Although the well-known behavior of the mean square displacement proportional to t 1/2 is easily recovered, the exact density profile cannot be modeled by a CTRW. However, the quasilinear approximation of the kinetic equation has the form of a non-Markovian diffusion equation and can thus be generated by a CTRW

  12. Inverse Ising problem in continuous time: A latent variable approach

    Science.gov (United States)

    Donner, Christian; Opper, Manfred

    2017-12-01

    We consider the inverse Ising problem: the inference of network couplings from observed spin trajectories for a model with continuous time Glauber dynamics. By introducing two sets of auxiliary latent random variables we render the likelihood into a form which allows for simple iterative inference algorithms with analytical updates. The variables are (1) Poisson variables to linearize an exponential term which is typical for point process likelihoods and (2) Pólya-Gamma variables, which make the likelihood quadratic in the coupling parameters. Using the augmented likelihood, we derive an expectation-maximization (EM) algorithm to obtain the maximum likelihood estimate of network parameters. Using a third set of latent variables we extend the EM algorithm to sparse couplings via L1 regularization. Finally, we develop an efficient approximate Bayesian inference algorithm using a variational approach. We demonstrate the performance of our algorithms on data simulated from an Ising model. For data which are simulated from a more biologically plausible network with spiking neurons, we show that the Ising model captures well the low order statistics of the data and how the Ising couplings are related to the underlying synaptic structure of the simulated network.

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

    Science.gov (United States)

    Elliott, Thomas J.; Gu, Mile

    2018-03-01

    Continuous-time stochastic processes pervade everyday experience, and the simulation of models of these processes is of great utility. Classical models of systems operating in continuous-time must typically track an unbounded amount of information about past behaviour, even for relatively simple models, enforcing limits on precision due to the finite memory of the machine. However, quantum machines can require less information about the past than even their optimal classical counterparts to simulate the future of discrete-time processes, and we demonstrate that this advantage extends to the continuous-time regime. Moreover, we show that this reduction in the memory requirement can be unboundedly large, allowing for arbitrary precision even with a finite quantum memory. We provide a systematic method for finding superior quantum constructions, and a protocol for analogue simulation of continuous-time renewal processes with a quantum machine.

  14. Continuous-time quantum algorithms for unstructured problems

    International Nuclear Information System (INIS)

    Hen, Itay

    2014-01-01

    We consider a family of unstructured optimization problems, for which we propose a method for constructing analogue, continuous-time (not necessarily adiabatic) quantum algorithms that are faster than their classical counterparts. In this family of problems, which we refer to as ‘scrambled input’ problems, one has to find a minimum-cost configuration of a given integer-valued n-bit black-box function whose input values have been scrambled in some unknown way. Special cases within this set of problems are Grover’s search problem of finding a marked item in an unstructured database, certain random energy models, and the functions of the Deutsch–Josza problem. We consider a couple of examples in detail. In the first, we provide an O(1) deterministic analogue quantum algorithm to solve the seminal problem of Deutsch and Josza, in which one has to determine whether an n-bit boolean function is constant (gives 0 on all inputs or 1 on all inputs) or balanced (returns 0 on half the input states and 1 on the other half). We also study one variant of the random energy model, and show that, as one might expect, its minimum energy configuration can be found quadratically faster with a quantum adiabatic algorithm than with classical algorithms. (paper)

  15. Continuous-time Markov decision processes theory and applications

    CERN Document Server

    Guo, Xianping

    2009-01-01

    This volume provides the first book entirely devoted to recent developments on the theory and applications of continuous-time Markov decision processes (MDPs). The MDPs presented here include most of the cases that arise in applications.

  16. Stochastic calculus for uncoupled continuous-time random walks.

    Science.gov (United States)

    Germano, Guido; Politi, Mauro; Scalas, Enrico; Schilling, René L

    2009-06-01

    The continuous-time random walk (CTRW) is a pure-jump stochastic process with several applications not only in physics but also in insurance, finance, and economics. A definition is given for a class of stochastic integrals driven by a CTRW, which includes the Itō and Stratonovich cases. An uncoupled CTRW with zero-mean jumps is a martingale. It is proved that, as a consequence of the martingale transform theorem, if the CTRW is a martingale, the Itō integral is a martingale too. It is shown how the definition of the stochastic integrals can be used to easily compute them by Monte Carlo simulation. The relations between a CTRW, its quadratic variation, its Stratonovich integral, and its Itō integral are highlighted by numerical calculations when the jumps in space of the CTRW have a symmetric Lévy alpha -stable distribution and its waiting times have a one-parameter Mittag-Leffler distribution. Remarkably, these distributions have fat tails and an unbounded quadratic variation. In the diffusive limit of vanishing scale parameters, the probability density of this kind of CTRW satisfies the space-time fractional diffusion equation (FDE) or more in general the fractional Fokker-Planck equation, which generalizes the standard diffusion equation, solved by the probability density of the Wiener process, and thus provides a phenomenologic model of anomalous diffusion. We also provide an analytic expression for the quadratic variation of the stochastic process described by the FDE and check it by Monte Carlo.

  17. A Discrete-Time Model for Daily S&P500 Returns and Realized Variations: Jumps and Leverage Effects

    DEFF Research Database (Denmark)

    Bollerslev, Tim; Kretschmer, Uta; Pigorsch, Christian

    We develop an empirically highly accurate discrete-time daily stochastic volatility model that explicitly distinguishes between the jump and continuoustime components of price movements using nonparametric realized variation and Bipower variation measures constructed from high-frequency intraday...... dependencies inherent in the high-frequency intraday data....

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

    International Nuclear Information System (INIS)

    Huo Haifeng; Li Wantong

    2009-01-01

    This paper is concerned with the global stability characteristics of a system of equations modelling the dynamics of continuous-time bidirectional associative memory neural networks with impulses. Sufficient conditions which guarantee the existence of a unique equilibrium and its exponential stability of the networks are obtained. For the goal of computation, discrete-time analogues of the corresponding continuous-time bidirectional associative memory neural networks with impulses are also formulated and studied. Our results show that the above continuous-time and discrete-time systems with impulses preserve the dynamics of the networks without impulses when we make some modifications and impose some additional conditions on the systems, the convergence characteristics dynamics of the networks are preserved by both continuous-time and discrete-time systems with some restriction imposed on the impulse effect.

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

    Science.gov (United States)

    Hobolth, Asger; Stone, Eric A

    2009-09-01

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

  20. On the WZW fields realization of critical models of the minimal series

    International Nuclear Information System (INIS)

    Chair, N.; Saidi, E.H.

    1995-08-01

    Using the Karabali and Schnitzer formula of the G/H gauged WZW theories, we develop the quantum WZW fields realization of cosets of type G k1 , x G k2 /G k1+k2 . The quantum constraints obtained from the gauging of the anomaly free subgroup G of the direct product G x G are solved explicitly for the case G = SU(2). Our results are shown to be in agreement with those obtained by standard methods, in particular the algebraic ones. Special features like the realization of the primary fields in terms of WZW fields as well as links with the topological G/G theory are discussed. Other properties are also given. (author). 28 refs

  1. On the WZW fields realization of critical models of the minimal series

    Energy Technology Data Exchange (ETDEWEB)

    Chair, N [International School of Advanced Studies, Trieste (Italy); Saidi, E H [International Centre for Theoretical Physics, Trieste (Italy)

    1995-08-01

    Using the Karabali and Schnitzer formula of the G/H gauged WZW theories, we develop the quantum WZW fields realization of cosets of type G{sub k1}, x G{sub k2}/G{sub k1+k2}. The quantum constraints obtained from the gauging of the anomaly free subgroup G of the direct product G x G are solved explicitly for the case G = SU(2). Our results are shown to be in agreement with those obtained by standard methods, in particular the algebraic ones. Special features like the realization of the primary fields in terms of WZW fields as well as links with the topological G/G theory are discussed. Other properties are also given. (author). 28 refs.

  2. Semi-parametric Conditional Quantile Models for Financial Returns and Realized Volatility

    Czech Academy of Sciences Publication Activity Database

    Žikeš, F.; Baruník, Jozef

    2016-01-01

    Roč. 14, č. 1 (2016), s. 185-226 ISSN 1479-8409 R&D Projects: GA ČR GA13-32263S EU Projects: European Commission 612955 - FINMAP Institutional support: RVO:67985556 Keywords : conditional quantiles * quantile regression * realized measures * value-at-risk Subject RIV: AH - Economics Impact factor: 1.800, year: 2016 http://library.utia.cas.cz/separaty/2014/E/barunik-0434200.pdf

  3. Continuous-time quantum random walks require discrete space

    International Nuclear Information System (INIS)

    Manouchehri, K; Wang, J B

    2007-01-01

    Quantum random walks are shown to have non-intuitive dynamics which makes them an attractive area of study for devising quantum algorithms for long-standing open problems as well as those arising in the field of quantum computing. In the case of continuous-time quantum random walks, such peculiar dynamics can arise from simple evolution operators closely resembling the quantum free-wave propagator. We investigate the divergence of quantum walk dynamics from the free-wave evolution and show that, in order for continuous-time quantum walks to display their characteristic propagation, the state space must be discrete. This behavior rules out many continuous quantum systems as possible candidates for implementing continuous-time quantum random walks

  4. Continuous-time quantum random walks require discrete space

    Science.gov (United States)

    Manouchehri, K.; Wang, J. B.

    2007-11-01

    Quantum random walks are shown to have non-intuitive dynamics which makes them an attractive area of study for devising quantum algorithms for long-standing open problems as well as those arising in the field of quantum computing. In the case of continuous-time quantum random walks, such peculiar dynamics can arise from simple evolution operators closely resembling the quantum free-wave propagator. We investigate the divergence of quantum walk dynamics from the free-wave evolution and show that, in order for continuous-time quantum walks to display their characteristic propagation, the state space must be discrete. This behavior rules out many continuous quantum systems as possible candidates for implementing continuous-time quantum random walks.

  5. Exploratory Study for Continuous-time Parameter Estimation of Ankle Dynamics

    Science.gov (United States)

    Kukreja, Sunil L.; Boyle, Richard D.

    2014-01-01

    Recently, a parallel pathway model to describe ankle dynamics was proposed. This model provides a relationship between ankle angle and net ankle torque as the sum of a linear and nonlinear contribution. A technique to identify parameters of this model in discrete-time has been developed. However, these parameters are a nonlinear combination of the continuous-time physiology, making insight into the underlying physiology impossible. The stable and accurate estimation of continuous-time parameters is critical for accurate disease modeling, clinical diagnosis, robotic control strategies, development of optimal exercise protocols for longterm space exploration, sports medicine, etc. This paper explores the development of a system identification technique to estimate the continuous-time parameters of ankle dynamics. The effectiveness of this approach is assessed via simulation of a continuous-time model of ankle dynamics with typical parameters found in clinical studies. The results show that although this technique improves estimates, it does not provide robust estimates of continuous-time parameters of ankle dynamics. Due to this we conclude that alternative modeling strategies and more advanced estimation techniques be considered for future work.

  6. 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)

  7. STATISTICAL ANALYSIS OF NOTATIONAL AFL DATA USING CONTINUOUS TIME MARKOV CHAINS

    Directory of Open Access Journals (Sweden)

    Denny Meyer

    2006-12-01

    Full Text Available Animal biologists commonly use continuous time Markov chain models to describe patterns of animal behaviour. In this paper we consider the use of these models for describing AFL football. In particular we test the assumptions for continuous time Markov chain models (CTMCs, with time, distance and speed values associated with each transition. Using a simple event categorisation it is found that a semi-Markov chain model is appropriate for this data. This validates the use of Markov Chains for future studies in which the outcomes of AFL matches are simulated

  8. 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...

  9. 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 ...

  10. The deviation matrix of a continuous-time Markov chain

    NARCIS (Netherlands)

    Coolen-Schrijner, P.; van Doorn, E.A.

    2001-01-01

    The deviation matrix of an ergodic, continuous-time Markov chain with transition probability matrix $P(.)$ and ergodic matrix $\\Pi$ is the matrix $D \\equiv \\int_0^{\\infty} (P(t)-\\Pi)dt$. We give conditions for $D$ to exist and discuss properties and a representation of $D$. The deviation matrix of a

  11. The deviation matrix of a continuous-time Markov chain

    NARCIS (Netherlands)

    Coolen-Schrijner, Pauline; van Doorn, Erik A.

    2002-01-01

    he deviation matrix of an ergodic, continuous-time Markov chain with transition probability matrix $P(.)$ and ergodic matrix $\\Pi$ is the matrix $D \\equiv \\int_0^{\\infty} (P(t)-\\Pi)dt$. We give conditions for $D$ to exist and discuss properties and a representation of $D$. The deviation matrix of a

  12. Noise Simulation of Continuous-Time ΣΔ Modulators

    International Nuclear Information System (INIS)

    Arias, J.; Quintanilla, L.; Bisbal, D.; San Pablo, J.; Enriquez, L.; Vicente, J.; Barbolla, J.

    2005-01-01

    In this work, an approach for the simulation of the effect of noise sources in the performance of continuous-time ΔΣ modulators is presented. Electrical noise including thermal noise, 1/f noise and clock jitter are included in a simulation program and their impact on the system performance is analyzed

  13. A mean-variance frontier in discrete and continuous time

    NARCIS (Netherlands)

    Bekker, Paul A.

    2004-01-01

    The paper presents a mean-variance frontier based on dynamic frictionless investment strategies in continuous time. The result applies to a finite number of risky assets whose price process is given by multivariate geometric Brownian motion with deterministically varying coefficients. The derivation

  14. Non-Gaussian statistics, classical field theory, and realizable Langevin models

    International Nuclear Information System (INIS)

    Krommes, J.A.

    1995-11-01

    The direct-interaction approximation (DIA) to the fourth-order statistic Z ∼ left-angle λψ 2 ) 2 right-angle, where λ is a specified operator and ψ is a random field, is discussed from several points of view distinct from that of Chen et al. [Phys. Fluids A 1, 1844 (1989)]. It is shown that the formula for Z DIA already appeared in the seminal work of Martin, Siggia, and Rose (Phys. Rev. A 8, 423 (1973)] on the functional approach to classical statistical dynamics. It does not follow from the original generalized Langevin equation (GLE) of Leith [J. Atmos. Sd. 28, 145 (1971)] and Kraichnan [J. Fluid Mech. 41, 189 (1970)] (frequently described as an amplitude representation for the DIA), in which the random forcing is realized by a particular superposition of products of random variables. The relationship of that GLE to renormalized field theories with non-Gaussian corrections (''spurious vertices'') is described. It is shown how to derive an improved representation, that realizes cumulants through O(ψ 4 ), by adding to the GLE a particular non-Gaussian correction. A Markovian approximation Z DIA M to Z DIA is derived. Both Z DIA and Z DIA M incorrectly predict a Gaussian kurtosis for the steady state of a solvable three-mode example

  15. Asymmetric Realized Volatility Risk

    Directory of Open Access Journals (Sweden)

    David E. Allen

    2014-06-01

    Full Text Available In this paper, we document that realized variation measures constructed from high-frequency returns reveal a large degree of volatility risk in stock and index returns, where we characterize volatility risk by the extent to which forecasting errors in realized volatility are substantive. Even though returns standardized by ex post quadratic variation measures are nearly Gaussian, this unpredictability brings considerably more uncertainty to the empirically relevant ex ante distribution of returns. Explicitly modeling this volatility risk is fundamental. We propose a dually asymmetric realized volatility model, which incorporates the fact that realized volatility series are systematically more volatile in high volatility periods. Returns in this framework display time varying volatility, skewness and kurtosis. We provide a detailed account of the empirical advantages of the model using data on the S&P 500 index and eight other indexes and stocks.

  16. A mean-variance frontier in discrete and continuous time

    OpenAIRE

    Bekker, Paul A.

    2004-01-01

    The paper presents a mean-variance frontier based on dynamic frictionless investment strategies in continuous time. The result applies to a finite number of risky assets whose price process is given by multivariate geometric Brownian motion with deterministically varying coefficients. The derivation is based on the solution for the frontier in discrete time. Using the same multiperiod framework as Li and Ng (2000), I provide an alternative derivation and an alternative formulation of the solu...

  17. 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.

  18. 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

  19. Parallel algorithms for simulating continuous time Markov chains

    Science.gov (United States)

    Nicol, David M.; Heidelberger, Philip

    1992-01-01

    We have previously shown that the mathematical technique of uniformization can serve as the basis of synchronization for the parallel simulation of continuous-time Markov chains. This paper reviews the basic method and compares five different methods based on uniformization, evaluating their strengths and weaknesses as a function of problem characteristics. The methods vary in their use of optimism, logical aggregation, communication management, and adaptivity. Performance evaluation is conducted on the Intel Touchstone Delta multiprocessor, using up to 256 processors.

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

    Science.gov (United States)

    Quan, Quan; Cai, Kai-Yuan

    2016-02-01

    In equality-constrained optimization, a standard regularity assumption is often associated with feasible point methods, namely, that the gradients of constraints are linearly independent. In practice, the regularity assumption may be violated. In order to avoid such a singularity, a new projection matrix is proposed based on which a feasible point method to continuous-time, equality-constrained optimization is developed. First, the equality constraint is transformed into a continuous-time dynamical system with solutions that always satisfy the equality constraint. Second, a new projection matrix without singularity is proposed to realize the transformation. An update (or say a controller) is subsequently designed to decrease the objective function along the solutions of the transformed continuous-time dynamical system. The invariance principle is then applied to analyze the behavior of the solution. Furthermore, the proposed method is modified to address cases in which solutions do not satisfy the equality constraint. Finally, the proposed optimization approach is applied to three examples to demonstrate its effectiveness.

  1. Evaluating realized seed dispersal across fragmented tropical landscapes: a two-fold approach using parentage analysis and the neighbourhood model.

    Science.gov (United States)

    Ismail, Sascha A; Ghazoul, Jaboury; Ravikanth, Gudasalamani; Kushalappa, Cheppudira G; Uma Shaanker, Ramanan; Kettle, Chris J

    2017-05-01

    Despite the importance of seed dispersal for survival of plant species in fragmented landscapes, data on seed dispersal at landscape scales remain sparse. Effective seed dispersal among fragments determines recolonization and plant species persistence in such landscapes. We present the first large-scale (216-km 2 ) direct estimates of realized seed dispersal of a high-value timber tree (Dysoxylum malabaricum) across an agro-forest landscape in the Western Ghats, India. Based upon an exhaustive inventory of adult trees and a sample of 488 seedlings all genotyped at 10 microsatellite loci, we estimated realized seed dispersal using parentage analysis and the neighbourhood model. Our estimates found that most realized seed dispersal was within 200 m, which is insufficient to effectively bridge the distances between forest patches. We conclude that using mobility of putative animal dispersers can be misleading when estimating tropical tree species vulnerability to habitat fragmentation. This raises serious concerns about the potential of many tropical trees to recolonize isolated forest patches where high-value tree species have already been removed. © 2017 The Authors. New Phytologist © 2017 New Phytologist Trust.

  2. Integrated modeling and design for realizing a two-wheeled wheelchair for disabled.

    Science.gov (United States)

    Altalmas, Tareq; Aula, Abqori; Ahmad, Salmiah; Tokhi, M O; Akmeliawati, Rini

    2016-01-01

    Two-wheeled wheelchairs are considered highly nonlinear and complex systems. The systems mimic a double-inverted pendulum scenario and will provide better maneuverability in confined spaces and also to reach higher level of height for pick and place tasks. The challenge resides in modeling and control of the two-wheeled wheelchair to perform comparably to a normal four-wheeled wheelchair. Most common modeling techniques have been accomplished by researchers utilizing the basic Newton's Laws of motion and some have used 3D tools to model the system where the models are much more theoretical and quite far from the practical implementation. This article is aimed at closing the gap between the conventional mathematical modeling approaches where the integrated 3D modeling approach with validation on the actual hardware implementation was conducted. To achieve this, both nonlinear and a linearized model in terms of state space model were obtained from the mathematical model of the system for analysis and, thereafter, a 3D virtual prototype of the wheelchair was developed, simulated, and analyzed. This has increased the confidence level for the proposed platform and facilitated the actual hardware implementation of the two-wheeled wheelchair. Results show that the prototype developed and tested has successfully worked within the specific requirements established.

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

    NARCIS (Netherlands)

    Luo, J.S.; Johnson, A.; Bosch, van den P.P.J.

    1995-01-01

    The linear continuous-time systems to be discussed are described by state space models with structured time-varying uncertainties. First, the explicit maximal perturbation bound for maintaining quadratic Lyapunov stability of the closed-loop systems is presented. Then, a robust design method is

  4. Dynamical continuous time random Lévy flights

    Science.gov (United States)

    Liu, Jian; Chen, Xiaosong

    2016-03-01

    The Lévy flights' diffusive behavior is studied within the framework of the dynamical continuous time random walk (DCTRW) method, while the nonlinear friction is introduced in each step. Through the DCTRW method, Lévy random walker in each step flies by obeying the Newton's Second Law while the nonlinear friction f(v) = - γ0v - γ2v3 being considered instead of Stokes friction. It is shown that after introducing the nonlinear friction, the superdiffusive Lévy flights converges, behaves localization phenomenon with long time limit, but for the Lévy index μ = 2 case, it is still Brownian motion.

  5. Continuous-time quantum walks on multilayer dendrimer networks

    Science.gov (United States)

    Galiceanu, Mircea; Strunz, Walter T.

    2016-08-01

    We consider continuous-time quantum walks (CTQWs) on multilayer dendrimer networks (MDs) and their application to quantum transport. A detailed study of properties of CTQWs is presented and transport efficiency is determined in terms of the exact and average return probabilities. The latter depends only on the eigenvalues of the connectivity matrix, which even for very large structures allows a complete analytical solution for this particular choice of network. In the case of MDs we observe an interplay between strong localization effects, due to the dendrimer topology, and good efficiency from the linear segments. We show that quantum transport is enhanced by interconnecting more layers of dendrimers.

  6. Discrete and continuous time dynamic mean-variance analysis

    OpenAIRE

    Reiss, Ariane

    1999-01-01

    Contrary to static mean-variance analysis, very few papers have dealt with dynamic mean-variance analysis. Here, the mean-variance efficient self-financing portfolio strategy is derived for n risky assets in discrete and continuous time. In the discrete setting, the resulting portfolio is mean-variance efficient in a dynamic sense. It is shown that the optimal strategy for n risky assets may be dominated if the expected terminal wealth is constrained to exactly attain a certain goal instead o...

  7. Discrete time and continuous time dynamic mean-variance analysis

    OpenAIRE

    Reiss, Ariane

    1999-01-01

    Contrary to static mean-variance analysis, very few papers have dealt with dynamic mean-variance analysis. Here, the mean-variance efficient self-financing portfolio strategy is derived for n risky assets in discrete and continuous time. In the discrete setting, the resulting portfolio is mean-variance efficient in a dynamic sense. It is shown that the optimal strategy for n risky assets may be dominated if the expected terminal wealth is constrained to exactly attain a certain goal instead o...

  8. A controllable tactile device for human-like tissue realization using smart magneto-rheological fluids: fabrication and modeling

    Science.gov (United States)

    Cha, Seung-Woo; Kang, Seok-Rae; Hwang, Yong-Hoon; Oh, Jong-Seok; Choi, Seung-Bok

    2018-06-01

    This paper proposes a new tactile device to realize the force of human-like organs using the viscoelastic property by combing a smart magneto-rheological (MR) fluid with a sponge (MR sponge in short). The effectiveness of the sensor is validated through the comparison of the force obtained through measurement and the proposed prediction model. As the first step, a conventional standard linear solid model is adopted to independently investigate the force characteristics of MR fluid and sponge. Force is measured using a 3-axis robot with a force sensor to obtain certain properties of MR fluid and sponge. In addition, to show that the proposed MR sponge can realize the force of human-like tissues, experiments are performed using three specimens, i.e., porcine heart, lung, and liver. Subsequently, a quasi-static model for predicting the field-dependent force of the MR sponge is formulated using empirical values. It is demonstrated through comparison that the proposed force model can accurately predict the force of the specimens without significant error. In addition, a psychophysical test is carried out by ordinary subjects to validate the effectiveness of the proposed tactile device. Results show that the MR sponge tactile device can easily produce various levels of the force of human-like tissues, such as the liver and lung of the porcine, by controlling input current.

  9. Vehicles' Sample Generation and Realization in Car-Following Mathematical Models

    Directory of Open Access Journals (Sweden)

    Algimantas Danilevičius

    2016-02-01

    Full Text Available The object of the article is the adjustment of car-following mathematical models according to collected traffic data. Here the problem of ineffectively burdened road section is solved by adjusting the speed of vehicles in order to reduce the distance between the cars to a safe distance. The paper analyzes the car-following models to measure the interaction between vehicles in the same lane. Experimental data processed in Matlab and traffic distribution histograms are created using the most appropriate distribution curve. Distribution curve is used to compile congestion scenario of road section. Applicable model uses fundamental diagrams, which are created from the kind of traffic flow measurements. The mathematical model allows to choose the optimal vehicle speed while maintaining safe distance between vehicles, and to make recommendations to improve the traffic as the process.

  10. Model prototype of information support system for operator approaches and realization

    International Nuclear Information System (INIS)

    Samoilov, O.B.; Galushkin, V.A.; Drumov, V.V.; Kurachenkov, A.V.; Shashkin, S.L.; Mordvincev, V.M.

    1998-01-01

    In connection with the appearance in a structure of the national regulatory documentation on safety of the requirement about availability of information support systems, the works on development of such system are necessary for making a decision of a question on start-up each NPP. It was developed a model - prototype of the system for Voronezh AST (VAST). Main principles of this model are described in the present report. Besides, similar works on other types of NPPs are carried out. (author)

  11. Modeling of Ship Collision Risk Index Based on Complex Plane and Its Realization

    OpenAIRE

    Xiaoqin Xu; Xiaoqiao Geng; Yuanqiao Wen

    2016-01-01

    Ship collision risk index is the basic and important concept in the domain of ship collision avoidance. In this paper, the advantages and deficiencies of the various calculation methods of ship collision risk index are pointed out. Then the ship collision risk model based on complex plane, which can well make up for the deficiencies of the widely-used evaluation model proposed by Kearon.J and Liu ruru is proposed. On this basis, the calculation method of collision risk index under the encount...

  12. Realization of BP neural network modeling based on NOXof CFB boiler in DCS

    Science.gov (United States)

    Bai, Jianyun; Zhu, Zhujun; Wang, Qi; Ying, Jiang

    2018-02-01

    In the CFB boiler installed with SNCR denitrification system, the mass concentration of NO X is difficult to be predicted by the conventional mathematical model, and the step response mathematical model, obtained by using the step disturbance test of ammonia injection,is inaccurate. this paper presents two kinds of BP neural network model, according to the relationship between the generated mass concentration of NO X and the load, the ratio of air to coal without using the SNCR system, as well as the relationship between the tested mass concentration of NO X and the load, the ratio of air to coal and the amount of ammonia using the SNCR system. then itrealized the on-line prediction of the mass concentration of NO X and the remaining mass concentration of NO X after reductionreaction in DCS system. the practical results show that the average error per hour between generation and the prediction of the amount of NO X mass concentration is within 10 mg/Nm3,the reducing reaction of measured and predicted hourly average error is within 2 mg/Nm3, all in error range, which provides a more accurate model for solvingthe problem on NO X automatic control of SNCR system.

  13. Supersymmetric models for quarks and leptons with nonlinearly realized E8 symmetry

    International Nuclear Information System (INIS)

    Ong, C.L.

    1985-01-01

    We propose three supersymmetric nonlinear sigma models with global symmetry E 8 . The models can accommodate three left-handed families of quarks and leptons without incurring the Adler-Bell-Jackiw anomaly with respect to either the standard SU(3) x SU(2) x U(1) gauge group, or the SU(5), or SO(10) grand unifying gauge group. They also predict unambiguously a right-handed, fourth family of quarks and leptons. In order to explore the structure of the models, we develop a differential-form formulation of the Kahler manifolds, resulting in general expressions for the curvature tensors and other geometrical objects in terms of the structure constants of the algebra, and the squashing parameters. These results, in turn, facilitate a general method for determining the Lagrangian to quartic order, and so the structure of the inherent four-fermion interactions of the models. We observe that the Kahlerian condition dω = 0 on the fundamental two-form ω greatly reduces the number of the independent squashing parameters. We also point out two plausible mechanisms for symmetry breaking, involving gravity

  14. Recent developments in modelling of nitrogen deposition. Realization of nature targets under pressure

    International Nuclear Information System (INIS)

    Verhees, L.; Erbrink, H.; De Wolff, J.

    2010-01-01

    The objective of Natura 2000 is to reverse the decline in biodiversity. Nitrogen deposition is one of the main problems in implementation in the Netherlands. This article explains how nitrogen deposition is calculated with computer models and how contributions from various sources including dairy farming, road traffic and industry are related to each other, paying specific attention to the large local differences. [nl

  15. Realization of computer-controlled CAMAC model through the technology of virtual instrument

    International Nuclear Information System (INIS)

    Le Yi; Li Cheng; Liao Juanjuan; Zhou Xin

    1997-01-01

    The author is to introduce virtual instrument system and basic features of its typical software development platform, and show this system's superiority and fitness to physical experiments by the example of the CAMAC model ADC2249A, which is often used in nuclear physics experiments

  16. IGBT Switching Characteristic Curve Embedded Half-Bridge MMC Modelling and Real Time Simulation Realization

    Science.gov (United States)

    Zhengang, Lu; Hongyang, Yu; Xi, Yang

    2017-05-01

    The Modular Multilevel Converter (MMC) is one of the most attractive topologies in recent years for medium or high voltage industrial applications, such as high voltage dc transmission (HVDC) and medium voltage varying speed motor drive. The wide adoption of MMCs in industry is mainly due to its flexible expandability, transformer-less configuration, common dc bus, high reliability from redundancy, and so on. But, when the sub module number of MMC is more, the test of MMC controller will cost more time and effort. Hardware in the loop test based on real time simulator will save a lot of time and money caused by the MMC test. And due to the flexible of HIL, it becomes more and more popular in the industry area. The MMC modelling method remains an important issue for the MMC HIL test. Specifically, the VSC model should realistically reflect the nonlinear device switching characteristics, switching and conduction losses, tailing current, and diode reverse recovery behaviour of a realistic converter. In this paper, an IGBT switching characteristic curve embedded half-bridge MMC modelling method is proposed. This method is based on the switching curve referring and sample circuit calculation, and it is sample for implementation. Based on the proposed method, a FPGA real time simulation is carried out with 200ns sample time. The real time simulation results show the proposed method is correct.

  17. After the Greeting: Realizing the Potential of Physical Models in Cell Biology.

    Science.gov (United States)

    Paluch, Ewa K

    2015-12-01

    Biophysics is increasingly taking center stage in cell biology as the tools for precise quantifications of cellular behaviors expand. Interdisciplinary approaches, combining quantitative physical modeling with cell biology, are of growing interest to journal editors, funding agencies, and hiring committees. However, despite an ever-increasing emphasis on the importance of interdisciplinary research, the student trained in biology may still be at a loss as to what it actually means. I discuss here some considerations on how to achieve meaningful and high-quality interdisciplinary work. Copyright © 2015 Elsevier Ltd. All rights reserved.

  18. Hidden U (1 ) gauge symmetry realizing a neutrinophilic two-Higgs-doublet model with dark matter

    Science.gov (United States)

    Nomura, Takaaki; Okada, Hiroshi

    2018-04-01

    We propose a neutrinophilic two-Higgs-doublet model with hidden local U (1 ) symmetry, where active neutrinos are Dirac type, and a fermionic dark matter (DM) candidate is naturally induced as a result of remnant symmetry even after the spontaneous symmetry breaking. In addition, a physical Goldstone boson arises as a consequence of two types of gauge singlet bosons and contributes to the DM phenomenologies as well as an additional neutral gauge boson. Then, we analyze the relic density of DM within the safe range of direct detection searches and show the allowed region of dark matter mass.

  19. Nonequilibrium thermodynamic potentials for continuous-time Markov chains.

    Science.gov (United States)

    Verley, Gatien

    2016-01-01

    We connect the rare fluctuations of an equilibrium (EQ) process and the typical fluctuations of a nonequilibrium (NE) stationary process. In the framework of large deviation theory, this observation allows us to introduce NE thermodynamic potentials. For continuous-time Markov chains, we identify the relevant pairs of conjugated variables and propose two NE ensembles: one with fixed dynamics and fluctuating time-averaged variables, and another with fixed time-averaged variables, but a fluctuating dynamics. Accordingly, we show that NE processes are equivalent to conditioned EQ processes ensuring that NE potentials are Legendre dual. We find a variational principle satisfied by the NE potentials that reach their maximum in the NE stationary state and whose first derivatives produce the NE equations of state and second derivatives produce the NE Maxwell relations generalizing the Onsager reciprocity relations.

  20. Language Emptiness of Continuous-Time Parametric Timed Automata

    DEFF Research Database (Denmark)

    Benes, Nikola; Bezdek, Peter; Larsen, Kim Guldstrand

    2015-01-01

    Parametric timed automata extend the standard timed automata with the possibility to use parameters in the clock guards. In general, if the parameters are real-valued, the problem of language emptiness of such automata is undecidable even for various restricted subclasses. We thus focus on the case...... where parameters are assumed to be integer-valued, while the time still remains continuous. On the one hand, we show that the problem remains undecidable for parametric timed automata with three clocks and one parameter. On the other hand, for the case with arbitrary many clocks where only one......-time semantics only. To the best of our knowledge, this is the first positive result in the case of continuous-time and unbounded integer parameters, except for the rather simple case of single-clock automata....

  1. Innovative Business Model for Realization of Sustainable Supply Chain at the Outsourcing Examination of Logistics Services

    Directory of Open Access Journals (Sweden)

    Péter Tamás

    2018-01-01

    Full Text Available The issue of sustainability is becoming more and more important because of the increase in the human population and the extraction of non-renewable natural resources. We can make decisive steps towards sustainability in the fields of logistics services by improvement of logistics processes and/or application of new environment-friendly technologies. These steps are very important for companies because they have a significant effect on competitiveness. Nowadays significant changes are taking place in applied methods and technologies in the fields of logistics services as part of the 4th Industrial Revolution. Most companies are not able to keep pace with these changes in addition to carrying out their main activities by using own resources; consequently, in many cases logistics services are outsourced in the interest of maintaining or increasing competitiveness. The currently applied outsourcing examination process contains numerous shortcomings. We have elaborated a new business model to eliminate these shortcomings, namely the basic concept for an outsourcing investigation system integrated in the electronic marketplace. The paper introduces the current process of logistics service outsourcing examination and the elaborated business model concept.

  2. Research and realization of ultrasonic gas flow rate measurement based on ultrasonic exponential model.

    Science.gov (United States)

    Zheng, Dandan; Hou, Huirang; Zhang, Tao

    2016-04-01

    For ultrasonic gas flow rate measurement based on ultrasonic exponential model, when the noise frequency is close to that of the desired signals (called similar-frequency noise) or the received signal amplitude is small and unstable at big flow rate, local convergence of the algorithm genetic-ant colony optimization-3cycles may appear, and measurement accuracy may be affected. Therefore, an improved method energy genetic-ant colony optimization-3cycles (EGACO-3cycles) is proposed to solve this problem. By judging the maximum energy position of signal, the initial parameter range of exponential model can be narrowed and then the local convergence can be avoided. Moreover, a DN100 flow rate measurement system with EGACO-3cycles method is established based on NI PCI-6110 and personal computer. A series of experiments are carried out for testing the new method and the measurement system. It is shown that local convergence doesn't appear with EGACO-3cycles method when similar-frequency noises exist and flow rate is big. Then correct time of flight can be obtained. Furthermore, through flow calibration on this system, the measurement range ratio is achieved 500:1, and the measurement accuracy is 0.5% with a low transition velocity 0.3 m/s. Copyright © 2016 Elsevier B.V. All rights reserved.

  3. Realization of a scenario with two relaxation rates in the Hubbard Falicov-Kimball model

    Science.gov (United States)

    Barman, H.; Laad, M. S.; Hassan, S. R.

    2018-02-01

    A single transport relaxation rate governs the decay of both longitudinal and Hall currents in Landau Fermi liquids (FL). Breakdown of this fundamental feature, first observed in two-dimensional cuprates and subsequently in other three-dimensional correlated systems close to the Mott metal-insulator transition, played a pivotal role in emergence of a non-FL (NFL) paradigm in higher dimensions D (>1 ) . Motivated hereby, we explore the emergence of this "two relaxation rates" scenario in the Hubbard Falicov-Kimball model (HFKM) using the dynamical mean-field theory (DMFT). Specializing to D =3 , we find, beyond a critical Falicov-Kimball (FK) interaction, that two distinct relaxation rates governing distinct temperature (T ) dependence of the longitudinal and Hall currents naturally emerges in the NFL metal. Our results show good accord with the experiment in V2 -yO3 near the metal-to-insulator transition (MIT). We rationalize this surprising finding by an analytical analysis of the structure of charge and spin Hamiltonians in the underlying impurity problem, specifically through a bosonization method applied to the Wolff model and connecting it to the x-ray edge problem.

  4. Modeling and Realization of a Bearingless Flux-Switching Slice Motor

    Directory of Open Access Journals (Sweden)

    Wolfgang Gruber

    2017-03-01

    Full Text Available This work introduces a novel bearingless slice motor design: the bearingless flux-switching slice motor. In contrast to state-of-the-art bearingless slice motors, the rotor in this new design does not include any permanent rotor magnets. This offers advantages for disposable devices, such as those used in the medical industry, and extends the range of bearingless slice motors toward high-temperature applications. In this study, our focus is on the analytical modeling of the suspension force torque generation of a single coil and the bearingless motor. We assessed motor performance in relation to motor topology by applying performance factors. A prototype motor was optimized, designed, and manufactured. We also presented the state-of-the-art nonlinear feedback control scheme used. The motor was operated, and both static and dynamic measurements were taken on a test bench, thus successfully demonstrating the functionality and applicability of the novel bearingless slice motor concept.

  5. Program realization of mathematical model of kinetostatical calculation of flat lever mechanisms

    Directory of Open Access Journals (Sweden)

    M. A. Vasechkin

    2016-01-01

    Full Text Available Global computerization determined the dominant position of the analytical methods for the study of mechanisms. As a result, kinetostatics analysis of mechanisms using software packages is an important part of scientific and practical activities of engineers and designers. Therefore, software implementation of mathematical models kinetostatical calculating mechanisms is of practical interest. The mathematical model obtained in [1]. In the language of Turbo Pascal developed a computer procedure that calculates the forces in kinematic pairs in groups Assur (GA and a balancing force at the primary level. Before use appropriate computational procedures it is necessary to know all external forces and moments acting on the GA and to determine the inertial forces and moments of inertia forces. The process of calculations and constructions of the provisions of the mechanism can be summarized as follows. Organized cycle in which to calculate the position of an initial link of the mechanism. Calculate the position of the remaining links of the mechanism by referring to relevant procedures module DIADA in GA [2,3]. Using the graphics mode of the computer displaying on the display the position of the mechanism. The computed inertial forces and moments of inertia forces. Turning to the corresponding procedures of the module, calculated all the forces in kinematic pairs and the balancing force at the primary level. In each kinematic pair build forces and their direction with the help of simple graphical procedures. The magnitude of these forces and their direction are displayed in a special window with text mode. This work contains listings of the test programs MyTеst, is an example of using computing capabilities of the developed module. As a check on the calculation procedures of module in the program is reproduced an example of calculating the balancing forces according to the method of Zhukovsky (Zhukovsky lever.

  6. Hybrid photovoltaic-thermoelectric system for concentrated solar energy conversion: Experimental realization and modeling

    Science.gov (United States)

    Beeri, Ofer; Rotem, Oded; Hazan, Eden; Katz, Eugene A.; Braun, Avi; Gelbstein, Yaniv

    2015-09-01

    An experimental demonstration of the combined photovoltaic (PV) and thermoelectric conversion of concentrated sunlight (with concentration factor, X, up to ˜300) into electricity is presented. The hybrid system is based on a multi-junction PV cell and a thermoelectric generator (TEG). The latter increases the electric power of the system and dissipates some of the excessive heat. For X ≤ 200, the system's maximal efficiency, ˜32%, was mostly due to the contribution from the PV cell. With increasing X and system temperature, the PV cell's efficiency decreased while that of the TEG increased. Accordingly, the direct electrical contribution of the TEG started to dominate in the total system power, reaching ˜20% at X ≈ 290. Using a simple steady state finite element modeling, the cooling effect of the TEG on the hybrid system's efficiency was proved to be even more significant than its direct electrical contribution for high solar concentrations. As a result, the total efficiency contribution of the TEG reached ˜40% at X ≈ 200. This suggests a new system optimization concept that takes into account the PV cell's temperature dependence and the trade-off between the direct electrical generation and cooling capabilities of the TEG. It is shown that the hybrid system has a real potential to exceed 50% total efficiency by using more advanced PV cells and TE materials.

  7. Monte Carlo modeling for realizing optimized management of failed fuel replacement

    International Nuclear Information System (INIS)

    Morishita, Kazunori; Yamamoto, Yasunori; Nakasuji, Toshiki

    2014-01-01

    Fuel cladding is one of the key components in a fission reactor to keep confining radioactive materials inside a fuel tube. During reactor operation, the cladding is however sometimes breached and radioactive materials leak from the fuel ceramic pellet into the coolant water through the breach. The primary coolant water is therefore monitored so that any leak is quickly detected, where the coolant water is periodically sampled and the concentration of, for example the radioactive iodine 131 (I-131), is measured. Depending on the measured concentration, the faulty fuel assembly with leaking rod is removed from the reactor and replaced by new one immediately or at the next refueling. In the present study, an effort has been made to develop a methodology to optimize the management for replacement of failed fuels due to cladding failures using the I-131 concentration measured in the sampled coolant water. A model numerical equation is proposed to describe the time evolution of I-131 concentration due to fuel leaks, and is then solved using the Monte-Carlo method as a function of sampling rate. Our results have indicated that, in order to achieve the rationalized management of failed fuels, higher resolution to detect a small amount of I-131 is not necessarily required but more frequent sampling is favorable. (author)

  8. Development and Realization of a Shock Wave Test on Expert Flap Qualification Model

    Science.gov (United States)

    De Fruytier, C.; Dell'Orco, F.; Ullio, R.; Gomiero, F.

    2012-07-01

    This paper presents the methodology and the results of the shock test campaign conducted by TAS-I and TAS ETCA to qualify the EXPERT Flap in regards of shock wave and acoustic load generated by pyrocord detonation at stages 2/3 separation phase of the EXPERT vehicle. The design concept of the open flap (manufactured by MT AEROSPACE) is a fully integral manufactured, four sided control surface, with an additional stiffening rib and flanges to meet the first eigenfrequency and the allowable deformation requirement with a minimum necessary mass. The objectives were to reproduce equivalent loading at test article level in terms of pulse duration, front pressure, front velocity and acoustic emission. The Thales Alenia Space ETCA pyrotechnic shock test device is usually used to produce high level shocks by performing a shock on a test fixture supporting the unit under test. In this case, the facility has been used to produce a shock wave, with different requested physical characteristics, directed to the unit under test. Different configurations have been tried on a dummy of the unit to test, following an empirical process. This unusual work has lead to the definition of a nominal set- up meeting the requested physical parameters. Two blast sensors have been placed to acquire the pressure around the flap. The distance between the two sensors has allowed estimating the front pressure velocity. Then, several locations have been selected to acquire the acceleration responses on the unit when it was submitted to this environment. Additionally, a “standard” shock test has been performed on this model. The qualification of the flap, in regards of shock environment, has been successfully conducted.

  9. Program realization of mathematical model of kinematic calculation of flat lever mechanisms

    Directory of Open Access Journals (Sweden)

    M. A. Vasechkin

    2016-01-01

    Full Text Available Calculation of kinematic mechanisms is very time-consuming work. Due to the content of a large number of similar operations can be automated using computers. Forthis purpose, it is necessary to implement a software implementation ofthe mathematical model of calculation of kinematic mechanisms of the second class. In the article on Turbo Pascal presents the text module to library procedures all kinematic studies of planar lever mechanisms of the second class. The determination of the kinematic characteristics of the mechanism and the construction of its provisions, plans, plans, speeds and accelerations carried out on the example of the six-link mechanism. The beginning of the motionless coordinate system coincides with the axis of rotation of the crank AB. It is assumed that the known length of all links, the positions of all additional points of links and the coordinates of all kinematic pairs rack mechanism, i.e. this stage of work to determine the kinematics of the mechanism must be preceded by a stage of synthesis of mechanism (determining missing dimensions of links. Denote the coordinates of point C and considering that the analogues of velocities and accelerations of this point is 0 (stationary point, appeal to the procedure that computes the kinematics group the Assyrians (GA third. Specify kinematic parameters of point D, taking the beginning of the guide slide E at point C, the angle, the analogue of the angular velocity and the analogue of the angular acceleration of the guide is zero, knowing the length of the connecting rod DE and the length of link 5, refer to the procedure for the GA of the second kind. The use of library routines module of the kinematic calculation, makes it relatively simple to organize a simulation of the mechanism motion, to calculate the projection analogues of velocities and accelerations of all links of the mechanism, to build plans of the velocities and accelerations at each position of the mechanism.

  10. Chaos and unpredictability in evolution of cooperation in continuous time

    Science.gov (United States)

    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.

  11. Stabilization of Continuous-Time Random Switching Systems via a Fault-Tolerant Controller

    Directory of Open Access Journals (Sweden)

    Guoliang Wang

    2017-01-01

    Full Text Available This paper focuses on the stabilization problem of continuous-time random switching systems via exploiting a fault-tolerant controller, where the dwell time of each subsystem consists of a fixed part and random part. It is known from the traditional design methods that the computational complexity of LMIs related to the quantity of fault combination is very large; particularly system dimension or amount of subsystems is large. In order to reduce the number of the used fault combinations, new sufficient LMI conditions for designing such a controller are established by a robust approach, which are fault-free and could be solved directly. Moreover, the fault-tolerant stabilization realized by a mode-independent controller is considered and suitably applied to a practical case without mode information. Finally, a numerical example is used to demonstrate the effectiveness and superiority of the proposed methods.

  12. DEVELOPMENT AND ADAPTATION OF VORTEX REALIZABLE MEASUREMENT SYSTEM FOR BENCHMARK TEST WITH LARGE SCALE MODEL OF NUCLEAR REACTOR

    Directory of Open Access Journals (Sweden)

    S. M. Dmitriev

    2017-01-01

    Full Text Available The last decades development of applied calculation methods of nuclear reactor thermal and hydraulic processes are marked by the rapid growth of the High Performance Computing (HPC, which contribute to the active introduction of Computational Fluid Dynamics (CFD. The use of such programs to justify technical and economic parameters and especially the safety of nuclear reactors requires comprehensive verification of mathematical models and CFD programs. The aim of the work was the development and adaptation of a measuring system having the characteristics necessary for its application in the verification test (experimental facility. It’s main objective is to study the processes of coolant flow mixing with different physical properties (for example, the concentration of dissolved impurities inside a large-scale reactor model. The basic method used for registration of the spatial concentration field in the mixing area is the method of spatial conductometry. In the course of the work, a measurement complex, including spatial conductometric sensors, a system of secondary converters and software, was created. Methods of calibration and normalization of measurement results are developed. Averaged concentration fields, nonstationary realizations of the measured local conductivity were obtained during the first experimental series, spectral and statistical analysis of the realizations were carried out.The acquired data are compared with pretest CFD-calculations performed in the ANSYS CFX program. A joint analysis of the obtained results made it possible to identify the main regularities of the process under study, and to demonstrate the capabilities of the designed measuring system to receive the experimental data of the «CFD-quality» required for verification.The carried out adaptation of spatial sensors allows to conduct a more extensive program of experimental tests, on the basis of which a databank and necessary generalizations will be created

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

    Science.gov (United States)

    Gubiec, Tomasz; Kutner, Ryszard

    2017-11-01

    An extended version of the Continuous-Time Random Walk (CTRW) model with memory is herein developed. This memory involves the dependence between arbitrary number of successive jumps of the process while waiting times between jumps are considered as i.i.d. random variables. This dependence was established analyzing empirical histograms for the stochastic process of a single share price on a market within the high frequency time scale. Then, it was justified theoretically by considering bid-ask bounce mechanism containing some delay characteristic for any double-auction market. Our model appeared exactly analytically solvable. Therefore, it enables a direct comparison of its predictions with their empirical counterparts, for instance, with empirical velocity autocorrelation function. Thus, the present research significantly extends capabilities of the CTRW formalism. Contribution to the Topical Issue "Continuous Time Random Walk Still Trendy: Fifty-year History, Current State and Outlook", edited by Ryszard Kutner and Jaume Masoliver.

  14. 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

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

    Directory of Open Access Journals (Sweden)

    Y. Saiki

    2007-09-01

    Full Text Available An infinite number of unstable periodic orbits (UPOs are embedded in a chaotic system which models some complex phenomenon. Several algorithms which extract UPOs numerically from continuous-time chaotic systems have been proposed. In this article the damped Newton-Raphson-Mees algorithm is reviewed, and some important techniques and remarks concerning the practical numerical computations are exemplified by employing the Lorenz system.

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

    Science.gov (United States)

    Wang, Xinghu; Hong, Yiguang; Yi, Peng; Ji, Haibo; Kang, Yu

    2017-05-24

    In this paper, a distributed optimization problem is studied for continuous-time multiagent systems with unknown-frequency disturbances. A distributed gradient-based control is proposed for the agents to achieve the optimal consensus with estimating unknown frequencies and rejecting the bounded disturbance in the semi-global sense. Based on convex optimization analysis and adaptive internal model approach, the exact optimization solution can be obtained for the multiagent system disturbed by exogenous disturbances with uncertain parameters.

  17. Correlated continuous-time random walks—scaling limits and Langevin picture

    International Nuclear Information System (INIS)

    Magdziarz, Marcin; Metzler, Ralf; Szczotka, Wladyslaw; Zebrowski, Piotr

    2012-01-01

    In this paper we analyze correlated continuous-time random walks introduced recently by Tejedor and Metzler (2010 J. Phys. A: Math. Theor. 43 082002). We obtain the Langevin equations associated with this process and the corresponding scaling limits of their solutions. We prove that the limit processes are self-similar and display anomalous dynamics. Moreover, we extend the model to include external forces. Our results are confirmed by Monte Carlo simulations

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

    OpenAIRE

    Ma, Hui-qiang

    2014-01-01

    We consider a continuous-time mean-variance portfolio selection model when stock price follows the constant elasticity of variance (CEV) process. The aim of this paper is to derive an optimal portfolio strategy and the efficient frontier. The mean-variance portfolio selection problem is formulated as a linearly constrained convex program problem. By employing the Lagrange multiplier method and stochastic optimal control theory, we obtain the optimal portfolio strategy and mean-variance effici...

  19. An international age- and gender-controlled model for the Spinal Cord Injury Ability Realization Measurement Index (SCI-ARMI).

    Science.gov (United States)

    Scivoletto, Giorgio; Glass, Clive; Anderson, Kim D; Galili, Tal; Benjamin, Yoav; Front, Lilach; Aidinoff, Elena; Bluvshtein, Vadim; Itzkovich, Malka; Aito, Sergio; Baroncini, Ilaria; Benito-Penalva, Jesùs; Castellano, Simona; Osman, Aheed; Silva, Pedro; Catz, Amiram

    2015-01-01

    Background. A quadratic formula of the Spinal Cord Injury Ability Realization Measurement Index (SCI-ARMI) has previously been published. This formula was based on a model of Spinal Cord Independence Measure (SCIM95), the 95th percentile of the SCIM III values, which correspond with the American Spinal Injury Association Motor Scores (AMS) of SCI patients. Objective. To further develop the original formula. Setting. Spinal cord injury centers from 6 countries and the Statistical Laboratory, Tel-Aviv University, Israel. Methods. SCIM95 of 661 SCI patients was modeled, using a quantile regression with or without adjustment for age and gender, to calculate SCI-ARMI values. SCI-ARMI gain during rehabilitation and its correlations were examined. Results. A new quadratic SCIM95 model was created. This resembled the previously published model, which yielded similar SCIM95 values in all the countries, after adjustment for age and gender. Without this adjustment, however, only 86% of the non-Israeli SCIM III observations were lower than those SCIM95 values (P .1). SCI-ARMI gain was positive (38.8 ± 22 points, P SCI-ARMI formula is valid for an international population after adjustment for age and gender. The new formula considers more factors that affect functional ability following SCI. © The Author(s) 2014.

  20. 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.)

  1. Echocardiography as an indication of continuous-time cardiac quiescence

    Science.gov (United States)

    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

  2. Fermion bag approach to Hamiltonian lattice field theories in continuous time

    Science.gov (United States)

    Huffman, Emilie; Chandrasekharan, Shailesh

    2017-12-01

    We extend the idea of fermion bags to Hamiltonian lattice field theories in the continuous time formulation. Using a class of models we argue that the temperature is a parameter that splits the fermion dynamics into small spatial regions that can be used to identify fermion bags. Using this idea we construct a continuous time quantum Monte Carlo algorithm and compute critical exponents in the 3 d Ising Gross-Neveu universality class using a single flavor of massless Hamiltonian staggered fermions. We find η =0.54 (6 ) and ν =0.88 (2 ) using lattices up to N =2304 sites. We argue that even sizes up to N =10 ,000 sites should be accessible with supercomputers available today.

  3. Summary statistics for end-point conditioned continuous-time Markov chains

    DEFF Research Database (Denmark)

    Hobolth, Asger; Jensen, Jens Ledet

    Continuous-time Markov chains are a widely used modelling tool. Applications include DNA sequence evolution, ion channel gating behavior and mathematical finance. We consider the problem of calculating properties of summary statistics (e.g. mean time spent in a state, mean number of jumps between...... two states and the distribution of the total number of jumps) for discretely observed continuous time Markov chains. Three alternative methods for calculating properties of summary statistics are described and the pros and cons of the methods are discussed. The methods are based on (i) an eigenvalue...... decomposition of the rate matrix, (ii) the uniformization method, and (iii) integrals of matrix exponentials. In particular we develop a framework that allows for analyses of rather general summary statistics using the uniformization method....

  4. Simulating continuous-time Hamiltonian dynamics by way of a discrete-time quantum walk

    International Nuclear Information System (INIS)

    Schmitz, A.T.; Schwalm, W.A.

    2016-01-01

    Much effort has been made to connect the continuous-time and discrete-time quantum walks. We present a method for making that connection for a general graph Hamiltonian on a bigraph. Furthermore, such a scheme may be adapted for simulating discretized quantum models on a quantum computer. A coin operator is found for the discrete-time quantum walk which exhibits the same dynamics as the continuous-time evolution. Given the spectral decomposition of the graph Hamiltonian and certain restrictions, the discrete-time evolution is solved for explicitly and understood at or near important values of the parameters. Finally, this scheme is connected to past results for the 1D chain. - Highlights: • A discrete-time quantum walk is purposed which approximates a continuous-time quantum walk. • The purposed quantum walk could be used to simulate Hamiltonian dynamics on a quantum computer. • Given the spectra decomposition of the Hamiltonian, the quantum walk is solved explicitly. • The method is demonstrated and connected to previous work done on the 1D chain.

  5. Realizing User-Relevant Conceptual Model for the Ski Jump Venue of the Vancouver 2010 Winter Olympics

    Science.gov (United States)

    Teakles, Andrew; Mo, Ruping; Dierking, Carl F.; Emond, Chris; Smith, Trevor; McLennan, Neil; Joe, Paul I.

    2014-01-01

    As was the case for most other Olympic competitions, providing weather guidance for the ski jump and Nordic combined events involved its own set of unique challenges. The extent of these challenges was brought to light before the Vancouver 2010 Winter Olympics during a series of outflow wind events in the 2008/2009 winter season. The interactions with the race officials during the difficult race conditions brought on by the outflows provided a new perspective on the service delivery requirements for the upcoming Olympic Games. In particular, the turbulent nature of the winds and its impact on the ski jump practice events that season highlighted the need of race officials for nowcasting advice at very short time scales (from 2 min to 1 h) and forecast products tailored to their decision-making process. These realizations resulted in last minute modifications to the monitoring strategy leading up to the Olympic Games and required forecasters' conceptual models for flow within the Callaghan Valley to be downscaled further to reflect the evolution of turbulence at the ski jump site. The SNOW-V10 (Science of Nowcasting Olympic Weather for Vancouver 2010) team provided support for these efforts by supplying diagnostic case analyses of important events using numerical weather data and by enhancing the real-time monitoring capabilities at the ski jump venue.

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

    DEFF Research Database (Denmark)

    Boldrini, Lorenzo

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

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

    Science.gov (United States)

    Barnett, Lionel; Seth, Anil K

    2017-01-01

    Granger causality is well established within the neurosciences for inference of directed functional connectivity from neurophysiological data. These data usually consist of time series which subsample a continuous-time biophysiological process. While it is well known that subsampling can lead to imputation of spurious causal connections where none exist, less is known about the effects of subsampling on the ability to reliably detect causal connections which do exist. We present a theoretical analysis of the effects of subsampling on Granger-causal inference. Neurophysiological processes typically feature signal propagation delays on multiple time scales; accordingly, we base our analysis on a distributed-lag, continuous-time stochastic model, and consider Granger causality in continuous time at finite prediction horizons. Via exact analytical solutions, we identify relationships among sampling frequency, underlying causal time scales and detectability of causalities. We reveal complex interactions between the time scale(s) of neural signal propagation and sampling frequency. We demonstrate that detectability decays exponentially as the sample time interval increases beyond causal delay times, identify detectability "black spots" and "sweet spots", and show that downsampling may potentially improve detectability. We also demonstrate that the invariance of Granger causality under causal, invertible filtering fails at finite prediction horizons, with particular implications for inference of Granger causality from fMRI data. Our analysis emphasises that sampling rates for causal analysis of neurophysiological time series should be informed by domain-specific time scales, and that state-space modelling should be preferred to purely autoregressive modelling. On the basis of a very general model that captures the structure of neurophysiological processes, we are able to help identify confounds, and offer practical insights, for successful detection of causal connectivity

  8. Applying Mean-Field Approximation to Continuous Time Markov Chains

    NARCIS (Netherlands)

    Kolesnichenko, A.V.; Senni, Valerio; Pourranjabar, Alireza; Remke, A.K.I.; Stoelinga, M.I.A.

    2014-01-01

    The mean-field analysis technique is used to perform analysis of a system with a large number of components to determine the emergent deterministic behaviour and how this behaviour modifies when its parameters are perturbed. The computer science performance modelling and analysis community has found

  9. On Discrete Time Control of Continuous Time Systems

    DEFF Research Database (Denmark)

    Poulsen, Niels Kjølstad

    This report is meant as a supplement or an extension to the material used in connection to or after the courses Stochastic Adaptive Control (02421) and Static and Dynamic Optimization (02711) given at the department Department of Informatics and Mathematical Modelling, The Technical University...

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

    Directory of Open Access Journals (Sweden)

    Huihong Zhao

    2012-01-01

    Full Text Available This paper is concerned with the finite-time H∞ filtering problem for linear continuous time-varying systems with uncertain observations and ℒ2-norm bounded noise. The design of finite-time H∞ filter is equivalent to the problem that a certain indefinite quadratic form has a minimum and the filter is such that the minimum is positive. The quadratic form is related to a Krein state-space model according to the Krein space linear estimation theory. By using the projection theory in Krein space, the finite-time H∞ filtering problem is solved. A numerical example is given to illustrate the performance of the H∞ filter.

  11. Adaptive control of chaotic continuous-time systems with delay

    Science.gov (United States)

    Tian, Yu-Chu; Gao, Furong

    1998-06-01

    A simple delay system governed by a first-order differential-delay equation may behave chaotically, but the conditions for the system to have such behaviors have not been well recognized. In this paper, a set of rules is postulated first for the conditions for the delay system to display chaos. A model-reference adaptive control scheme is then proposed to control the chaotic system state to converge to an arbitrarily given reference trajectory with certain and uncertain system parameters. Numerical examples are given to analyze the chaotic behaviors of the delay system and to demonstrate the effectiveness of the proposed adaptive control scheme.

  12. 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

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

    DEFF Research Database (Denmark)

    Tataru, Paula Cristina; Hobolth, Asger

    2011-01-01

    past evolutionary events (exact times and types of changes) are unaccessible and the past must be inferred from DNA sequence data observed in the present. RESULTS: We describe and implement three algorithms for computing linear combinations of expected values of the sufficient statistics, conditioned......BACKGROUND: Continuous time Markov chains (CTMCs) is a widely used model for describing the evolution of DNA sequences on the nucleotide, amino acid or codon level. The sufficient statistics for CTMCs are the time spent in a state and the number of changes between any two states. In applications...... of the algorithms is available at www.birc.au.dk/~paula/. CONCLUSIONS: We use two different models to analyze the accuracy and eight experiments to investigate the speed of the three algorithms. We find that they have similar accuracy and that EXPM is the slowest method. Furthermore we find that UNI is usually...

  14. Fitting timeseries by continuous-time Markov chains: A quadratic programming approach

    International Nuclear Information System (INIS)

    Crommelin, D.T.; Vanden-Eijnden, E.

    2006-01-01

    Construction of stochastic models that describe the effective dynamics of observables of interest is an useful instrument in various fields of application, such as physics, climate science, and finance. We present a new technique for the construction of such models. From the timeseries of an observable, we construct a discrete-in-time Markov chain and calculate the eigenspectrum of its transition probability (or stochastic) matrix. As a next step we aim to find the generator of a continuous-time Markov chain whose eigenspectrum resembles the observed eigenspectrum as closely as possible, using an appropriate norm. The generator is found by solving a minimization problem: the norm is chosen such that the object function is quadratic and convex, so that the minimization problem can be solved using quadratic programming techniques. The technique is illustrated on various toy problems as well as on datasets stemming from simulations of molecular dynamics and of atmospheric flows

  15. 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)

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

    International Nuclear Information System (INIS)

    Fa, Kwok Sau

    2011-01-01

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

  17. 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.

  18. 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.

  19. Realizability: a historical essay

    NARCIS (Netherlands)

    Oosten, J. van

    2000-01-01

    The purpose of this short paper is to sketch the development of a few basic topics in the history of Realizability The number of topics is quite limited and reects very much my own personal taste biases and prejudices Realizability has over the past years developed into a subject of such dimensions

  20. Realized Volatility Risk

    NARCIS (Netherlands)

    D.E. Allen (David); M.J. McAleer (Michael); M. Scharth (Marcel)

    2013-01-01

    textabstractIn this paper we document that realized variation measures constructed from highfrequency returns reveal a large degree of volatility risk in stock and index returns, where we characterize volatility risk by the extent to which forecasting errors in realized volatility are substantive.

  1. Asymmetric Realized Volatility Risk

    NARCIS (Netherlands)

    D.E. Allen (David); M.J. McAleer (Michael); M. Scharth (Marcel)

    2014-01-01

    markdownabstract__Abstract__ In this paper we document that realized variation measures constructed from high-frequency returns reveal a large degree of volatility risk in stock and index returns, where we characterize volatility risk by the extent to which forecasting errors in realized

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

    Science.gov (United States)

    Gubiec, Tomasz; Kutner, Ryszard

    2010-10-01

    The backward jump modification of the continuous-time random walk model or the version of the model driven by the negative feedback was herein derived for spatiotemporal continuum in the context of a share price evolution on a stock exchange. In the frame of the model, we described stochastic evolution of a typical share price on a stock exchange with a moderate liquidity within a high-frequency time scale. The model was validated by satisfactory agreement of the theoretical velocity autocorrelation function with its empirical counterpart obtained for the continuous quotation. This agreement is mainly a result of a sharp backward correlation found and considered in this article. This correlation is a reminiscence of such a bid-ask bounce phenomenon where backward price jump has the same or almost the same length as preceding jump. We suggested that this correlation dominated the dynamics of the stock market with moderate liquidity. Although assumptions of the model were inspired by the market high-frequency empirical data, its potential applications extend beyond the financial market, for instance, to the field covered by the Le Chatelier-Braun principle of contrariness.

  3. Occupation times and ergodicity breaking in biased continuous time random walks

    International Nuclear Information System (INIS)

    Bel, Golan; Barkai, Eli

    2005-01-01

    Continuous time random walk (CTRW) models are widely used to model diffusion in condensed matter. There are two classes of such models, distinguished by the convergence or divergence of the mean waiting time. Systems with finite average sojourn time are ergodic and thus Boltzmann-Gibbs statistics can be applied. We investigate the statistical properties of CTRW models with infinite average sojourn time; in particular, the occupation time probability density function is obtained. It is shown that in the non-ergodic phase the distribution of the occupation time of the particle on a given lattice point exhibits bimodal U or trimodal W shape, related to the arcsine law. The key points are as follows. (a) In a CTRW with finite or infinite mean waiting time, the distribution of the number of visits on a lattice point is determined by the probability that a member of an ensemble of particles in equilibrium occupies the lattice point. (b) The asymmetry parameter of the probability distribution function of occupation times is related to the Boltzmann probability and to the partition function. (c) The ensemble average is given by Boltzmann-Gibbs statistics for either finite or infinite mean sojourn time, when detailed balance conditions hold. (d) A non-ergodic generalization of the Boltzmann-Gibbs statistical mechanics for systems with infinite mean sojourn time is found

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

    International Nuclear Information System (INIS)

    Benth, Fred Espen; Taib, Che Mohd Imran Che

    2013-01-01

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

  5. Realized Cost Savings 2016

    Data.gov (United States)

    Department of Veterans Affairs — This dataset is provided as a requirement of OMB’s Integrated Data Collection (IDC) and links to VA’s Realized Cost Savings and Avoidances data in JSON format. Cost...

  6. Design and realization

    International Nuclear Information System (INIS)

    1986-01-01

    Most typical papers on the Ganil construction have been gathered in this book to somehow notice the success of its realization. Papers concern the accelerator and beam line, excluding experimental areas

  7. Well-posedness and accuracy of the ensemble Kalman filter in discrete and continuous time

    KAUST Repository

    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.

  8. Modeling of kinetics of the inducible protein complexes of the SOS system in bacteria E. coli which realize TLS process

    International Nuclear Information System (INIS)

    Belov, O.V.

    2008-01-01

    The mathematical model describing kinetics of the inducible genes of the protein complexes, formed during SOS response in bacteria Escherichia coli is developed. Within the bounds of developed approaches the auxiliary mathematical model describing changes in concentrations of the dimers, which are the components of final protein complexes, is developed. The solutions of both models are based on the experimental data concerning expression of the basic genes of the SOS system in bacteria Escherichia coli

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

    International Nuclear Information System (INIS)

    Liang Jinling; Cao Jinde

    2004-01-01

    First, convergence of continuous-time Bidirectional Associative Memory (BAM) neural networks are studied. By using Lyapunov functionals and some analysis technique, the delay-independent sufficient conditions are obtained for the networks to converge exponentially toward the equilibrium associated with the constant input sources. Second, discrete-time analogues of the continuous-time BAM networks are formulated and studied. It is shown that the convergence characteristics of the continuous-time systems are preserved by the discrete-time analogues without any restriction imposed on the uniform discretionary step size. An illustrative example is given to demonstrate the effectiveness of the obtained results

  10. 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.

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

    Science.gov (United States)

    Tataru, Paula; Hobolth, Asger

    2011-12-05

    Continuous time Markov chains (CTMCs) is a widely used model for describing the evolution of DNA sequences on the nucleotide, amino acid or codon level. The sufficient statistics for CTMCs are the time spent in a state and the number of changes between any two states. In applications past evolutionary events (exact times and types of changes) are unaccessible and the past must be inferred from DNA sequence data observed in the present. We describe and implement three algorithms for computing linear combinations of expected values of the sufficient statistics, conditioned on the end-points of the chain, and compare their performance with respect to accuracy and running time. The first algorithm is based on an eigenvalue decomposition of the rate matrix (EVD), the second on uniformization (UNI), and the third on integrals of matrix exponentials (EXPM). The implementation in R of the algorithms is available at http://www.birc.au.dk/~paula/. We use two different models to analyze the accuracy and eight experiments to investigate the speed of the three algorithms. We find that they have similar accuracy and that EXPM is the slowest method. Furthermore we find that UNI is usually faster than EVD.

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

    Directory of Open Access Journals (Sweden)

    Tataru Paula

    2011-12-01

    Full Text Available Abstract Background Continuous time Markov chains (CTMCs is a widely used model for describing the evolution of DNA sequences on the nucleotide, amino acid or codon level. The sufficient statistics for CTMCs are the time spent in a state and the number of changes between any two states. In applications past evolutionary events (exact times and types of changes are unaccessible and the past must be inferred from DNA sequence data observed in the present. Results We describe and implement three algorithms for computing linear combinations of expected values of the sufficient statistics, conditioned on the end-points of the chain, and compare their performance with respect to accuracy and running time. The first algorithm is based on an eigenvalue decomposition of the rate matrix (EVD, the second on uniformization (UNI, and the third on integrals of matrix exponentials (EXPM. The implementation in R of the algorithms is available at http://www.birc.au.dk/~paula/. Conclusions We use two different models to analyze the accuracy and eight experiments to investigate the speed of the three algorithms. We find that they have similar accuracy and that EXPM is the slowest method. Furthermore we find that UNI is usually faster than EVD.

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

    CERN Document Server

    Gimeno Gasca, Cecilia; Aldea Chagoyen, Concepción

    2015-01-01

    This book introduces readers to the design of adaptive equalization solutions integrated in standard CMOS technology for high-speed serial links. Since continuous-time equalizers offer various advantages as an alternative to discrete-time equalizers at multi-gigabit rates, this book provides a detailed description of continuous-time adaptive equalizers design - both at transistor and system levels-, their main characteristics and performances. The authors begin with a complete review and analysis of the state of the art of equalizers for wireline applications, describing why they are necessary, their types, and their main applications. Next, theoretical fundamentals of continuous-time adaptive equalizers are explored. Then, new structures are proposed to implement the different building blocks of the adaptive equalizer: line equalizer, loop-filters, power comparator, etc.  The authors demonstrate the design of a complete low-power, low-voltage, high-speed, continuous-time adaptive equalizer. Finally, a cost-...

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

    OpenAIRE

    Park, Chanoh; Moghadam, Peyman; Kim, Soohwan; Elfes, Alberto; Fookes, Clinton; Sridharan, Sridha

    2017-01-01

    The concept of continuous-time trajectory representation has brought increased accuracy and efficiency to multi-modal sensor fusion in modern SLAM. However, regardless of these advantages, its offline property caused by the requirement of global batch optimization is critically hindering its relevance for real-time and life-long applications. In this paper, we present a dense map-centric SLAM method based on a continuous-time trajectory to cope with this problem. The proposed system locally f...

  15. Black Hole on a Chip: Proposal for a Physical Realization of the Sachdev-Ye-Kitaev model in a Solid-State System

    Directory of Open Access Journals (Sweden)

    D. I. Pikulin

    2017-07-01

    Full Text Available A system of Majorana zero modes with random infinite-range interactions—the Sachdev-Ye-Kitaev (SYK model—is thought to exhibit an intriguing relation to the horizons of extremal black holes in two-dimensional anti–de Sitter space. This connection provides a rare example of holographic duality between a solvable quantum-mechanical model and dilaton gravity. Here, we propose a physical realization of the SYK model in a solid-state system. The proposed setup employs the Fu-Kane superconductor realized at the interface between a three-dimensional topological insulator and an ordinary superconductor. The requisite N Majorana zero modes are bound to a nanoscale hole fabricated in the superconductor that is threaded by N quanta of magnetic flux. We show that when the system is tuned to the surface neutrality point (i.e., chemical potential coincident with the Dirac point of the topological insulator surface state and the hole has sufficiently irregular shape, the Majorana zero modes are described by the SYK Hamiltonian. We perform extensive numerical simulations to demonstrate that the system indeed exhibits physical properties expected of the SYK model, including thermodynamic quantities and two-point as well as four-point correlators, and discuss ways in which these can be observed experimentally.

  16. An efficient realization of frequency dependent boundary conditions in an acoustic finite-difference time-domain model

    DEFF Research Database (Denmark)

    Escolano-Carrasco, José; Jacobsen, Finn; López, J.J.

    2008-01-01

    The finite-difference time-domain (FDTD) method provides a simple and accurate way of solving initial boundary value problems. However, most acoustic problems involve frequency dependent boundary conditions, and it is not easy to include such boundary conditions in an FDTD model. Although solutions...... to this problem exist, most of them have high computational costs, and stability cannot always be ensured. In this work, a solution is proposed based on "mixing modelling strategies"; this involves separating the FDTD mesh and the boundary conditions (a digital filter representation of the impedance...

  17. Design and Realization for the Environmental Protection Type of Pig-Farm Model Based on the Sensor Technology

    Directory of Open Access Journals (Sweden)

    Liu Ming Dan

    2014-02-01

    Full Text Available Starting from the purpose of building a factoring pigs breeding system, a new conception of pig farm is designed in this paper which considered the reality and development level of productive forces in our country. This design is based on the sensor technology. After that, the corresponding model is built up. This model is mainly used the photoelectric transistor and contact sensor to receive light signal, then change it into electrical signal and send it to the control system. The control program which written in ROBOPRO make all process which include the controlled of food- feeding, droppings-cleaning, temperature-controlled completely automatically.

  18. Reinforcement learning using a continuous time actor-critic framework with spiking neurons.

    Directory of Open Access Journals (Sweden)

    Nicolas Frémaux

    2013-04-01

    Full Text Available Animals repeat rewarded behaviors, but the physiological basis of reward-based learning has only been partially elucidated. On one hand, experimental evidence shows that the neuromodulator dopamine carries information about rewards and affects synaptic plasticity. On the other hand, the theory of reinforcement learning provides a framework for reward-based learning. Recent models of reward-modulated spike-timing-dependent plasticity have made first steps towards bridging the gap between the two approaches, but faced two problems. First, reinforcement learning is typically formulated in a discrete framework, ill-adapted to the description of natural situations. Second, biologically plausible models of reward-modulated spike-timing-dependent plasticity require precise calculation of the reward prediction error, yet it remains to be shown how this can be computed by neurons. Here we propose a solution to these problems by extending the continuous temporal difference (TD learning of Doya (2000 to the case of spiking neurons in an actor-critic network operating in continuous time, and with continuous state and action representations. In our model, the critic learns to predict expected future rewards in real time. Its activity, together with actual rewards, conditions the delivery of a neuromodulatory TD signal to itself and to the actor, which is responsible for action choice. In simulations, we show that such an architecture can solve a Morris water-maze-like navigation task, in a number of trials consistent with reported animal performance. We also use our model to solve the acrobot and the cartpole problems, two complex motor control tasks. Our model provides a plausible way of computing reward prediction error in the brain. Moreover, the analytically derived learning rule is consistent with experimental evidence for dopamine-modulated spike-timing-dependent plasticity.

  19. Killing scalar of non-linear σ-model on G/H realizing the classical exchange algebra

    International Nuclear Information System (INIS)

    Aoyama, Shogo

    2014-01-01

    The Poisson brackets for non-linear σ-models on G/H are set up on the light-like plane. A quantity which transforms irreducibly by the Killing vectors, called Killing scalar, is constructed in an arbitrary representation of G. It is shown to satisfy the classical exchange algebra

  20. The realization problem for positive and fractional systems

    CERN Document Server

    Kaczorek, Tadeusz

    2014-01-01

    This book addresses the realization problem of positive and fractional continuous-time and discrete-time linear systems. Roughly speaking the essence of the realization problem can be stated as follows: Find the matrices of the state space equations of linear systems for given their transfer matrices. This first book on this topic shows how many well-known classical approaches have been extended to the new classes of positive and fractional linear systems. The modified Gilbert method for multi-input multi-output linear systems, the method for determination of realizations in the controller canonical forms and in observer canonical forms are presented. The realization problem for linear systems described by differential operators, the realization problem in the Weierstrass canonical forms and of the descriptor linear systems for given Markov parameters are addressed. The book also presents a method for the determination of minimal realizations of descriptor linear systems and an extension for cone linear syste...

  1. Realized kernels in practice

    DEFF Research Database (Denmark)

    Barndorff-Nielsen, Ole Eiler; Hansen, P. Reinhard; Lunde, Asger

    2009-01-01

    and find a remarkable level of agreement. We identify some features of the high-frequency data, which are challenging for realized kernels. They are when there are local trends in the data, over periods of around 10 minutes, where the prices and quotes are driven up or down. These can be associated......Realized kernels use high-frequency data to estimate daily volatility of individual stock prices. They can be applied to either trade or quote data. Here we provide the details of how we suggest implementing them in practice. We compare the estimates based on trade and quote data for the same stock...

  2. Integral reinforcement learning for continuous-time input-affine nonlinear systems with simultaneous invariant explorations.

    Science.gov (United States)

    Lee, Jae Young; Park, Jin Bae; Choi, Yoon Ho

    2015-05-01

    This paper focuses on a class of reinforcement learning (RL) algorithms, named integral RL (I-RL), that solve continuous-time (CT) nonlinear optimal control problems with input-affine system dynamics. First, we extend the concepts of exploration, integral temporal difference, and invariant admissibility to the target CT nonlinear system that is governed by a control policy plus a probing signal called an exploration. Then, we show input-to-state stability (ISS) and invariant admissibility of the closed-loop systems with the policies generated by integral policy iteration (I-PI) or invariantly admissible PI (IA-PI) method. Based on these, three online I-RL algorithms named explorized I-PI and integral Q -learning I, II are proposed, all of which generate the same convergent sequences as I-PI and IA-PI under the required excitation condition on the exploration. All the proposed methods are partially or completely model free, and can simultaneously explore the state space in a stable manner during the online learning processes. ISS, invariant admissibility, and convergence properties of the proposed methods are also investigated, and related with these, we show the design principles of the exploration for safe learning. Neural-network-based implementation methods for the proposed schemes are also presented in this paper. Finally, several numerical simulations are carried out to verify the effectiveness of the proposed methods.

  3. Upscaling solute transport in naturally fractured porous media with the continuous time random walk method

    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.

  4. Coherent exciton transport in dendrimers and continuous-time quantum walks

    Science.gov (United States)

    Mülken, Oliver; Bierbaum, Veronika; Blumen, Alexander

    2006-03-01

    We model coherent exciton transport in dendrimers by continuous-time quantum walks. For dendrimers up to the second generation the coherent transport shows perfect recurrences when the initial excitation starts at the central node. For larger dendrimers, the recurrence ceases to be perfect, a fact which resembles results for discrete quantum carpets. Moreover, depending on the initial excitation site, we find that the coherent transport to certain nodes of the dendrimer has a very low probability. When the initial excitation starts from the central node, the problem can be mapped onto a line which simplifies the computational effort. Furthermore, the long time average of the quantum mechanical transition probabilities between pairs of nodes shows characteristic patterns and allows us to classify the nodes into clusters with identical limiting probabilities. For the (space) average of the quantum mechanical probability to be still or to be again at the initial site, we obtain, based on the Cauchy-Schwarz inequality, a simple lower bound which depends only on the eigenvalue spectrum of the Hamiltonian.

  5. [Hypochondria sine materia as a psychosomatic problem: a model of hypochondriac disorders realized in the cutaneous sphere].

    Science.gov (United States)

    Smulevich, A B; Dorozhenok, I Iu; Romanov, D V; L'vov, A N

    2012-01-01

    Hypochondria sine materia is a disorder with physical complains corresponding to no any somatic diagnosis. Hypochondria sine materia is a more complicated psychopathological condition compared to hypochondria cum materia. Hypochondria sine materia could be diagnosed not only in psychiatry, but mainly in general medicine. It is especially prevalent in dermatology. As a result of analysis of hypochondriac disorders involving cutaneous sphere in patients without dermatological diseases, a binary model of psychodermatological syndromes presenting with hypochondria sine materia in dermatology was developed. The binary structure of the psychodermatological syndromes includes secondary psychiatric symptoms based on primary coenesthesiopathic phenomena. The heterogeneous psychodermatological syndromes (cutaneous organ neurosis, impulsive excoriations syndrome, circumscripta hypochondria, coenesthesiopathic paranoia) could be arranged in a continuum of consecutively worsening conditions from neurotic to psychotic severity register. The syndromes differ in clinical and social prognosis requiring different approach to diagnosis and treatment.

  6. Towards the realization of a basic professional prole model forScience, Technology and Mathematics (STEM teachers

    Directory of Open Access Journals (Sweden)

    Juan Quílez

    2017-01-01

    Full Text Available In  this  work  it  is  both  discussed  and  provided  a  framework  of  specific  competences  that  may  serve  as a  guide  for  setting  up  an  ongoing  process  in  the  professional  development  of  Science,  Technology  and Mathematics  (STEM  teachers.  The  fundamentals  of  the  TPACK  model  serve  to  base  the  theoretical background of this scheme, to which we have incorporated an additional feature which means to consider the linguistic (L dimension, thus transforming it into the TPACLK model. The different detailed professional STEM capacities have been classified into six main sections. The two first points discussed establish the STEM disciplinary and didactic capacities; the third section corresponds to the role of language in the STEM classroom; the fourth category is focused on the motivational elements of the teaching and learning process;  the   fifth  corresponds  to  the  self-perception  of  teachers  and  the  last  section  summarises  how  to integrate effectively the information and communication technologies into the educational STEM activity. This professional development is framed within innovative and research educational activities.

  7. Optimally combined regional geoid models for the realization of height systems in developing countries - ORG4heights

    Science.gov (United States)

    Lieb, Verena; Schmidt, Michael; Willberg, Martin; Pail, Roland

    2017-04-01

    Precise height systems require high-resolution and high-quality gravity data. However, such data sets are sparse especially in developing or newly industrializing countries. Thus, we initiated the DFG-project "ORG4heights" for the formulation of a general scientific concept how to (1) optimally combine all available data sets and (2) estimate realistic errors. The resulting regional gravity field models then deliver the fundamental basis for (3) establishing physical national height systems. The innovative key aspects of the project incorporate the development of a method which links (low- up to mid-resolution) gravity satellite mission data and (high- down to low-quality) terrestrial data. Hereby, an optimal combination of the data utilizing their highest measure of information including uncertainty quantification and analyzing systematic omission errors is pursued. Regional gravity field modeling via Multi-Resolution Representation (MRR) and Least Squares Collocation (LSC) are studied in detail and compared based on their theoretical fundamentals. From the findings, MRR shall be further developed towards implementing a pyramid algorithm. Within the project, we investigate comprehensive case studies in Saudi Arabia and South America, i. e. regions with varying topography, by means of simulated data with heterogeneous distribution, resolution, quality and altitude. GPS and tide gauge records serve as complementary input or validation data. The resulting products include error propagation, internal and external validation. A generalized concept then is derived in order to establish physical height systems in developing countries. The recommendations may serve as guidelines for sciences and administration. We present the ideas and strategies of the project, which combines methodical development and practical applications with high socio-economic impact.

  8. Well-posedness and accuracy of the ensemble Kalman filter in discrete and continuous time

    International Nuclear Information System (INIS)

    Kelly, D T B; Stuart, A M; Law, K J H

    2014-01-01

    The ensemble Kalman filter (EnKF) is a method for combining a dynamical model with data in a sequential fashion. Despite its widespread use, there has been little analysis of its theoretical properties. Many of the algorithmic innovations associated with the filter, which are required to make a useable algorithm in practice, are derived in an ad hoc fashion. The aim of this paper is to initiate the development of a systematic analysis of the EnKF, in particular to do so for small ensemble size. The perspective is to view the method as a state estimator, and not as an algorithm which approximates the true filtering distribution. The perturbed observation version of the algorithm is studied, without and with variance inflation. Without variance inflation well-posedness of the filter is established; with variance inflation accuracy of the filter, with respect to the true signal underlying the data, is established. The algorithm is considered in discrete time, and also for a continuous time limit arising when observations are frequent and subject to large noise. The underlying dynamical model, and assumptions about it, is sufficiently general to include the Lorenz '63 and '96 models, together with the incompressible Navier–Stokes equation on a two-dimensional torus. The analysis is limited to the case of complete observation of the signal with additive white noise. Numerical results are presented for the Navier–Stokes equation on a two-dimensional torus for both complete and partial observations of the signal with additive white noise. (paper)

  9. Asymmetric continuous-time neural networks without local traps for solving constraint satisfaction problems.

    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.

  10. Inference of a random potential from random walk realizations: Formalism and application to the one-dimensional Sinai model with a drift

    International Nuclear Information System (INIS)

    Cocco, S; Monasson, R

    2009-01-01

    We consider the Sinai model, in which a random walker moves in a random quenched potential V, and ask the following questions: 1. how can the quenched potential V be inferred from the observations of one or more realizations of the random motion? 2. how many observations (walks) are required to make a reliable inference, that is, to be able to distinguish between two similar but distinct potentials, V 1 and V 2 ? We show how question 1 can be easily solved within the Bayesian framework. In addition, we show that the answer to question 2 is, in general, intimately connected to the calculation of the survival probability of a fictitious walker in a potential W defined from V 1 and V 2 , with partial absorption at sites where V 1 and V 2 do not coincide. For the one-dimensional Sinai model, this survival probability can be analytically calculated, in excellent agreement with numerical simulations.

  11. Child mortality inequalities across Rwanda districts: a geoadditive continuous-time survival analysis

    Directory of Open Access Journals (Sweden)

    François Niragire

    2017-05-01

    Full Text Available Child survival programmes are efficient when they target the most significant and area-specific factors. This study aimed to assess the key determinants and spatial variation of child mortality at the district level in Rwanda. Data from the 2010 Rwanda Demographic and Health Survey were analysed for 8817 live births that occurred during five years preceding the survey. Out of the children born, 433 had died before survey interviews were carried out. A full Bayesian geo-additive continuous-time hazard model enabled us to maximise data utilisation and hence improve the accuracy of our estimates. The results showed substantial district- level spatial variation in childhood mortality in Rwanda. District-specific spatial characteristics were particularly associated with higher death hazards in two districts: Musanze and Nyabihu. The model estimates showed that there were lower death rates among children from households of medium and high economic status compared to those from low-economic status households. Factors, such as four antenatal care visits, delivery at a health facility, prolonged breastfeeding and mothers younger than 31 years were associated with lower child death rates. Long preceding birth intervals were also associated with fewer hazards. For these reasons, programmes aimed at reducing child mortality gaps between districts in Rwanda should target maternal factors and take into consideration district-specific spatial characteristics. Further, child survival gains require strengthening or scaling-up of existing programmes pertaining to access to, and utilisation of maternal and child health care services as well as reduction of the household gap in the economic status.

  12. Child mortality inequalities across Rwanda districts: a geoadditive continuous-time survival analysis.

    Science.gov (United States)

    Niragire, François; Achia, Thomas N O; Lyambabaje, Alexandre; Ntaganira, Joseph

    2017-05-11

    Child survival programmes are efficient when they target the most significant and area-specific factors. This study aimed to assess the key determinants and spatial variation of child mortality at the district level in Rwanda. Data from the 2010 Rwanda Demographic and Health Survey were analysed for 8817 live births that occurred during five years preceding the survey. Out of the children born, 433 had died before survey interviews were carried out. A full Bayesian geo-additive continuous-time hazard model enabled us to maximise data utilisation and hence improve the accuracy of our estimates. The results showed substantial district- level spatial variation in childhood mortality in Rwanda. District-specific spatial characteristics were particularly associated with higher death hazards in two districts: Musanze and Nyabihu. The model estimates showed that there were lower death rates among children from households of medium and high economic status compared to those from low-economic status households. Factors, such as four antenatal care visits, delivery at a health facility, prolonged breastfeeding and mothers younger than 31 years were associated with lower child death rates. Long preceding birth intervals were also associated with fewer hazards. For these reasons, programmes aimed at reducing child mortality gaps between districts in Rwanda should target maternal factors and take into consideration district-specific spatial characteristics. Further, child survival gains require strengthening or scaling-up of existing programmes pertaining to access to, and utilisation of maternal and child health care services as well as reduction of the household gap in the economic status.

  13. Realizing the Witch

    OpenAIRE

    Baxstrom, Richard; Meyers, Todd

    2016-01-01

    Benjamin Christensen’s Häxan (The Witch, 1922) stands as a singular film within the history of cinema. Deftly weaving contemporary scientific analysis and powerfully staged historical scenes of satanic initiation, confession under torture, possession, and persecution, Häxan creatively blends spectacle and argument to provoke a humanist re-evaluation of witchcraft in European history as well as the contemporary treatment of female “hysterics” and the mentally ill. In Realizing the Witch, Baxst...

  14. Optimization of Modulator and Circuits for Low Power Continuous-Time Delta-Sigma ADC

    DEFF Research Database (Denmark)

    Marker-Villumsen, Niels; Bruun, Erik

    2014-01-01

    This paper presents a new optimization method for achieving a minimum current consumption in a continuous-time Delta-Sigma analog-to-digital converter (ADC). The method is applied to a continuous-time modulator realised with active-RC integrators and with a folded-cascode operational transconduc...... levels are swept. Based on the results of the circuit analysis, for each modulator combination the summed current consumption of the 1st integrator and quantizer of the ADC is determined. By also sweeping the partitioning of the noise power for the different circuit parts, the optimum modulator...

  15. Realization theory for rational systems: Minimal rational realizations

    NARCIS (Netherlands)

    J. Nemcová (Jana); J.H. van Schuppen (Jan)

    2010-01-01

    htmlabstractThe study of realizations of response maps is a topic of control and system theory. Realization theory is used in system identification and control synthesis. A minimal rational realization of a given response map p is a rational realization of p such that the dimension of its state

  16. Relative entropy and waiting time for continuous-time Markov processes

    NARCIS (Netherlands)

    Chazottes, J.R.; Giardinà, C.; Redig, F.H.J.

    2006-01-01

    For discrete-time stochastic processes, there is a close connection between return (resp. waiting) times and entropy (resp. relative entropy). Such a connection cannot be straightforwardly extended to the continuous-time setting. Contrarily to the discrete-time case one needs a reference measure on

  17. Continuous time Black-Scholes equation with transaction costs in subdiffusive fractional Brownian motion regime

    Science.gov (United States)

    Wang, Jun; Liang, Jin-Rong; Lv, Long-Jin; Qiu, Wei-Yuan; Ren, Fu-Yao

    2012-02-01

    In this paper, we study the problem of continuous time option pricing with transaction costs by using the homogeneous subdiffusive fractional Brownian motion (HFBM) Z(t)=X(Sα(t)), 0transaction costs of replicating strategies. We also give the total transaction costs.

  18. A sixth-order continuous-time bandpass sigma-delta modulator for digital radio IF

    NARCIS (Netherlands)

    Engelen, van J.A.E.P.; Plassche, van de R.J.; Stikvoort, E.F.; Venes, A.G.W.

    1999-01-01

    This paper presents a sixth-order continuous-time bandpass sigma-delta modulator (SDM) for analog-to-digital conversion of intermediate-frequency signals. An important aspect in the design of this SDM is the stability analysis using the describing function method. The key to the analysis is the

  19. Computing continuous-time Markov chains as transformers of unbounded observables

    DEFF Research Database (Denmark)

    Danos, Vincent; Heindel, Tobias; Garnier, Ilias

    2017-01-01

    The paper studies continuous-time Markov chains (CTMCs) as transformers of real-valued functions on their state space, considered as generalised predicates and called observables. Markov chains are assumed to take values in a countable state space S; observables f: S → ℝ may be unbounded...

  20. Assessment of bidirectional influences between family relationships and adolescent problem behavior: Discrete versus continuous time analysis

    NARCIS (Netherlands)

    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

  1. Measurement of average continuous-time structure of a bond and ...

    African Journals Online (AJOL)

    The expected continuous-time structure of a bond and bond's interest rate risk in an investment settings was studied. We determined the expected number of years an investor or manager will wait until the stock comes to maturity. The expected principal amount to be paid back per stock at time 't' was determined, while ...

  2. Continuous-time random walk as a guide to fractional Schroedinger equation

    International Nuclear Information System (INIS)

    Lenzi, E. K.; Ribeiro, H. V.; Mukai, H.; Mendes, R. S.

    2010-01-01

    We argue that the continuous-time random walk approach may be a useful guide to extend the Schroedinger equation in order to incorporate nonlocal effects, avoiding the inconsistencies raised by Jeng et al. [J. Math. Phys. 51, 062102 (2010)]. As an application, we work out a free particle in a half space, obtaining the time dependent solution by considering an arbitrary initial condition.

  3. Concurrency in product realization

    Science.gov (United States)

    Kelly, Michael J.

    1994-03-01

    Technology per se does not provide a competitive advantage. Timely exploitation of technology is what gives the competitive edge, and this demands a major shift in the product development process and management of the industrial enterprise. `Teaming to win' is more than a management theme; it is the disciplined engineering practice that is essential to success in today's global marketplace. Teaming supports the concurrent engineering practices required to integrate the activities of people responsible for product realization through achievement of shorter development cycles, lower costs, and defect-free products.

  4. Oscillators from nonlinear realizations

    Science.gov (United States)

    Kozyrev, N.; Krivonos, S.

    2018-02-01

    We construct the systems of the harmonic and Pais-Uhlenbeck oscillators, which are invariant with respect to arbitrary noncompact Lie algebras. The equations of motion of these systems can be obtained with the help of the formalism of nonlinear realizations. We prove that it is always possible to choose time and the fields within this formalism in such a way that the equations of motion become linear and, therefore, reduce to ones of ordinary harmonic and Pais-Uhlenbeck oscillators. The first-order actions, that produce these equations, can also be provided. As particular examples of this construction, we discuss the so(2, 3) and G 2(2) algebras.

  5. Strategy of VHTR Realization

    International Nuclear Information System (INIS)

    Chang, Jonghwa

    2015-01-01

    High temperature gas cooled reactor has been developed since 1956. Fundamental idea of a gas cooled reactor is to achieve high temperature which is suitable for high efficiency application such as electricity generation. The core is composed of ceramics, graphite blocks which are mechanical stable up to very high temperature. Fuel is ceramics, TRISO ( tri-isotropic coated micro particle) whose dense coating layers work as small radioactivity containment. Coolant is inert gas, helium, which is stable chemically, neutronically, and thermal hydraulically. Several test reactors such as DRE, PB-1, FSV, AVR, THTR, HTTR, HTR-10 were built and demonstrated their safety. Large GA-HTR, RSA-PBMR projects are canceled and US-NGNP project is idling. Only Chinese HTR-PM demonstrator is under construction. HTGR has long history of development. For realization and market penetration, VHTR community should look at niche market such as carbon free energy supply to industry complex, electric power for small grid, carbon free hydrogen production, power source for space colony. Technology Readiness Level should be advanced to get proper investment from industry. For this, cooperation between international R and D institutions is required. Clearly divided role between universities, research institutions, and industries will reduce complication and shorten VHTR realization day

  6. Strategy of VHTR Realization

    Energy Technology Data Exchange (ETDEWEB)

    Chang, Jonghwa [Korea Atomic Energy Research Institute, Daejeon (Korea, Republic of)

    2015-10-15

    High temperature gas cooled reactor has been developed since 1956. Fundamental idea of a gas cooled reactor is to achieve high temperature which is suitable for high efficiency application such as electricity generation. The core is composed of ceramics, graphite blocks which are mechanical stable up to very high temperature. Fuel is ceramics, TRISO ( tri-isotropic coated micro particle) whose dense coating layers work as small radioactivity containment. Coolant is inert gas, helium, which is stable chemically, neutronically, and thermal hydraulically. Several test reactors such as DRE, PB-1, FSV, AVR, THTR, HTTR, HTR-10 were built and demonstrated their safety. Large GA-HTR, RSA-PBMR projects are canceled and US-NGNP project is idling. Only Chinese HTR-PM demonstrator is under construction. HTGR has long history of development. For realization and market penetration, VHTR community should look at niche market such as carbon free energy supply to industry complex, electric power for small grid, carbon free hydrogen production, power source for space colony. Technology Readiness Level should be advanced to get proper investment from industry. For this, cooperation between international R and D institutions is required. Clearly divided role between universities, research institutions, and industries will reduce complication and shorten VHTR realization day.

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

    Science.gov (United States)

    Lam, H K; Leung, Frank H F

    2007-10-01

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

  8. Design and realization of simulators

    International Nuclear Information System (INIS)

    Mathey, C.

    1984-01-01

    The two main categories of simulators are training simulators of which aim is the education of the nuclear power plant operators, and the study simulators. The French park of simulators is reviewed, as also their field of utilization. One deals with the simulator design: general description, calculation tools, middleware, and programming, mathematical models and numerical methods. Then, the instructor post of the EDF's simulators are more particularly described. The realization of a simulator includes two main stages: the development of the material and, the development of the software [fr

  9. 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)

  10. System Level Design of a Continuous-Time Delta-Sigma Modulator for Portable Ultrasound Scanners

    DEFF Research Database (Denmark)

    Llimos Muntal, Pere; Færch, Kjartan; Jørgensen, Ivan Harald Holger

    2015-01-01

    In this paper the system level design of a continuous-time ∆Σ modulator for portable ultrasound scanners is presented. The overall required signal-to-noise ratio (SNR) is derived to be 42 dB and the sampling frequency used is 320 MHz for an oversampling ratio of 16. In order to match these requir......, based on high-level VerilogA simulations, the performance of the ∆Σ modulator versus various block performance parameters is presented as trade-off curves. Based on these results, the block specifications are derived.......In this paper the system level design of a continuous-time ∆Σ modulator for portable ultrasound scanners is presented. The overall required signal-to-noise ratio (SNR) is derived to be 42 dB and the sampling frequency used is 320 MHz for an oversampling ratio of 16. In order to match...

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

    Science.gov (United States)

    Wang, Xiao Fan; Chen, Guanrong; Yu, Xinghuo

    2000-12-01

    In this paper, a systematic design approach based on time-delay feedback is developed for anticontrol of chaos in a continuous-time system. This anticontrol method can drive a finite-dimensional, continuous-time, autonomous system from nonchaotic to chaotic, and can also enhance the existing chaos of an originally chaotic system. Asymptotic analysis is used to establish an approximate relationship between a time-delay differential equation and a discrete map. Anticontrol of chaos is then accomplished based on this relationship and the differential-geometry control theory. Several examples are given to verify the effectiveness of the methodology and to illustrate the systematic design procedure. (c) 2000 American Institute of Physics.

  12. The continuous time random walk, still trendy: fifty-year history, state of art and outlook

    Science.gov (United States)

    Kutner, Ryszard; Masoliver, Jaume

    2017-03-01

    In this article we demonstrate the very inspiring role of the continuous-time random walk (CTRW) formalism, the numerous modifications permitted by its flexibility, its various applications, and the promising perspectives in the various fields of knowledge. A short review of significant achievements and possibilities is given. However, this review is still far from completeness. We focused on a pivotal role of CTRWs mainly in anomalous stochastic processes discovered in physics and beyond. This article plays the role of an extended announcement of the Eur. Phys. J. B Special Issue [open-calls-for-papers/123-epj-b/1090-ctrw-50-years-on">http://epjb.epj.org/open-calls-for-papers/123-epj-b/1090-ctrw-50-years-on] containing articles which show incredible possibilities of the CTRWs. Contribution to the Topical Issue "Continuous Time Random Walk Still Trendy: Fifty-year History, Current State and Outlook", edited by Ryszard Kutner and Jaume Masoliver.

  13. 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)

  14. 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.

  15. On properties of continuous-time random walks with non-Poissonian jump-times

    International Nuclear Information System (INIS)

    Villarroel, Javier; Montero, Miquel

    2009-01-01

    The usual development of the continuous-time random walk (CTRW) proceeds by assuming that the present is one of the jumping times. Under this restrictive assumption integral equations for the propagator and mean escape times have been derived. We generalize these results to the case when the present is an arbitrary time by recourse to renewal theory. The case of Erlang distributed times is analyzed in detail. Several concrete examples are considered.

  16. System of delay difference equations with continuous time with lag function between two known functions

    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.

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

    Science.gov (United States)

    Serebrinsky, Santiago A

    2011-03-01

    We rigorously establish a physical time scale for a general class of kinetic Monte Carlo algorithms for the simulation of continuous-time Markov chains. This class of algorithms encompasses rejection-free (or BKL) and rejection (or "standard") algorithms. For rejection algorithms, it was formerly considered that the availability of a physical time scale (instead of Monte Carlo steps) was empirical, at best. Use of Monte Carlo steps as a time unit now becomes completely unnecessary.

  18. 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.

  19. Global stabilization of linear continuous time-varying systems with bounded controls

    International Nuclear Information System (INIS)

    Phat, V.N.

    2004-08-01

    This paper deals with the problem of global stabilization of a class of linear continuous time-varying systems with bounded controls. Based on the controllability of the nominal system, a sufficient condition for the global stabilizability is proposed without solving any Riccati differential equation. Moreover, we give sufficient conditions for the robust stabilizability of perturbation/uncertain linear time-varying systems with bounded controls. (author)

  20. Mean-variance Optimal Reinsurance-investment Strategy in Continuous Time

    OpenAIRE

    Daheng Peng; Fang Zhang

    2017-01-01

    In this paper, Lagrange method is used to solve the continuous-time mean-variance reinsurance-investment problem. Proportional reinsurance, multiple risky assets and risk-free asset are considered synthetically in the optimal strategy for insurers. By solving the backward stochastic differential equation for the Lagrange multiplier, we get the mean-variance optimal reinsurance-investment strategy and its effective frontier in explicit forms.

  1. 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

  2. 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)

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

    Science.gov (United States)

    Zargarzadeh, Hassan; Dierks, Travis; Jagannathan, Sarangapani

    2015-10-01

    This paper proposes a novel optimal tracking control scheme for nonlinear continuous-time systems in strict-feedback form with uncertain dynamics. The optimal tracking problem is transformed into an equivalent optimal regulation problem through a feedforward adaptive control input that is generated by modifying the standard backstepping technique. Subsequently, a neural network-based optimal control scheme is introduced to estimate the cost, or value function, over an infinite horizon for the resulting nonlinear continuous-time systems in affine form when the internal dynamics are unknown. The estimated cost function is then used to obtain the optimal feedback control input; therefore, the overall optimal control input for the nonlinear continuous-time system in strict-feedback form includes the feedforward plus the optimal feedback terms. It is shown that the estimated cost function minimizes the Hamilton-Jacobi-Bellman estimation error in a forward-in-time manner without using any value or policy iterations. Finally, optimal output feedback control is introduced through the design of a suitable observer. Lyapunov theory is utilized to show the overall stability of the proposed schemes without requiring an initial admissible controller. Simulation examples are provided to validate the theoretical results.

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

    Science.gov (United States)

    Zhang, Chao; Tao, Dacheng

    2012-12-01

    Many existing results on statistical learning theory are based on the assumption that samples are independently and identically distributed (i.i.d.). However, the assumption of i.i.d. samples is not suitable for practical application to problems in which samples are time dependent. In this paper, we are mainly concerned with the empirical risk minimization (ERM) based learning process for time-dependent samples drawn from a continuous-time Markov chain. This learning process covers many kinds of practical applications, e.g., the prediction for a time series and the estimation of channel state information. Thus, it is significant to study its theoretical properties including the generalization bound, the asymptotic convergence, and the rate of convergence. It is noteworthy that, since samples are time dependent in this learning process, the concerns of this paper cannot (at least straightforwardly) be addressed by existing methods developed under the sample i.i.d. assumption. We first develop a deviation inequality for a sequence of time-dependent samples drawn from a continuous-time Markov chain and present a symmetrization inequality for such a sequence. By using the resultant deviation inequality and symmetrization inequality, we then obtain the generalization bounds of the ERM-based learning process for time-dependent samples drawn from a continuous-time Markov chain. Finally, based on the resultant generalization bounds, we analyze the asymptotic convergence and the rate of convergence of the learning process.

  5. THE GRAPHICAL MODELING, SIMULATION AND REALIZATION OF AN EQUIPMENT WITH OPTO-REFLECTIVE SENSORS FOR THE MANAGEMENT OF URBAN PUBLIC TRANSPORT PASSENGERS

    Directory of Open Access Journals (Sweden)

    CRIȘAN Horea George

    2015-06-01

    Full Text Available The development of an equipment capable to carry out a real-time evaluation above loading of urban buses, allows the optimization of the urban transport vehicles distribution on a network segment, reducing waiting times, the passenger crowds in buses and at the same time decreasing the need of buses maintenance, issues with direct effects on the growth of the carriers economic profit. A solution based on optical detection is one that can generate results with high accuracy in relatively low cost conditions. This advantage can be obtained only if the constructive version of the equipment is properly designed, taking into account the geometric parameters of the light slots emitted and received by the sensors. Therefore, using three-dimensional CAD modelling, it was realized an optimal constructive variant. This graphical method also allows it the viewing, variation and synchronization of sensors geometrical parameters, so in this way, the equipment can produce the desired effect. Further, it has been carried out a graphical simulation of the designed equipment function, in order to validate the obtained results. Later, the designed equipment was achieved and tested under laboratory conditions, in order to be implemented and used under real conditions, on the buses of an urban public transport operator.

  6. A continuous time inventory model for a product recovery system with multiple options

    NARCIS (Netherlands)

    Kleber, R.; Minner, S.; Kiesmüller, G.P.

    2002-01-01

    Increasing environmental consciousness, limited availability of natural resources to manufacture new products, recovery quotas to avoid disposal, manufacturers assigned to be responsible for used products, and materials value of components included in returned products are incentives for product

  7. Price Formation Modelling by Continuous-Time Random Walk: An Empirical Study

    Directory of Open Access Journals (Sweden)

    Frédéric Délèze

    2015-01-01

    Full Text Available Markovian and non-Markovian\tmodels are presented to\tmodel the futures\tmarket price formation.\tWe show that\tthe\twaiting-time\tand\tthe\tsurvival\tprobabilities\thave\ta\tsignificant\timpact\ton\tthe\tprice\tdynamics.\tThis\tstudy tests\tanalytical\tsolutions\tand\tpresent\tnumerical\tresults for the\tprobability\tdensity function\tof the\tcontinuoustime random\twalk\tusing\ttick-by-tick\tquotes\tprices\tfor\tthe\tDAX\t30\tindex\tfutures.

  8. Modeling Continuous-Time Random Processes in Digital Computer Simulations of Physical Systems

    Science.gov (United States)

    1986-08-27

    hf) + BD1QD1B31 + BD2QD2B62 + BD3QD3BZ3 + BD4QD4BZ4 (51) where ODk = E[NDk-_•k] for k = 1 to 4. Note that PD(ti+l) has four BDiQDiBZi terms, one from...3 , collecting terms, and rearrang- ing equation (95), results in (aUz 3 + a 2 z 2 + a3z + ag4)hBV(z)Xlz) , (96) z 4 - alhAz 3 - (1 + a2 hA)z 2 - a 3...approximate the Taylor series form of I(h,I)? To answer this question, expand equation (1ll) in a series form , collect terms and compare it to 1(hI) . EhA

  9. Realized Beta GARCH

    DEFF Research Database (Denmark)

    Hansen, Peter Reinhard; Lunde, Asger; Voev, Valeri Radkov

    2014-01-01

    is particularly useful for modeling financial returns during periods of rapid changes in the underlying covariance structure. When applied to market returns in conjunction with returns on an individual asset, the model yields a dynamic model specification of the conditional regression coefficient that is known...

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

    KAUST Repository

    Belkhatir, Zehor; Laleg-Kirati, Taous-Meriem

    2017-01-01

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

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

    KAUST Repository

    Belkhatir, Zehor

    2017-05-31

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

  12. On the rate of convergence in von Neumann's ergodic theorem with continuous time

    International Nuclear Information System (INIS)

    Kachurovskii, A G; Reshetenko, Anna V

    2010-01-01

    The rate of convergence in von Neumann's mean ergodic theorem is studied for continuous time. The condition that the rate of convergence of the ergodic averages be of power-law type is shown to be equivalent to requiring that the spectral measure of the corresponding dynamical system have a power-type singularity at 0. This forces the estimates for the convergence rate in the above ergodic theorem to be necessarily spectral. All the results obtained have obvious exact analogues for wide-sense stationary processes. Bibliography: 7 titles.

  13. 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

  14. 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.

  15. Finite-Time Stability and Controller Design of Continuous-Time Polynomial Fuzzy Systems

    Directory of Open Access Journals (Sweden)

    Xiaoxing Chen

    2017-01-01

    Full Text Available Finite-time stability and stabilization problem is first investigated for continuous-time polynomial fuzzy systems. The concept of finite-time stability and stabilization is given for polynomial fuzzy systems based on the idea of classical references. A sum-of-squares- (SOS- based approach is used to obtain the finite-time stability and stabilization conditions, which include some classical results as special cases. The proposed conditions can be solved with the help of powerful Matlab toolbox SOSTOOLS and a semidefinite-program (SDP solver. Finally, two numerical examples and one practical example are employed to illustrate the validity and effectiveness of the provided conditions.

  16. A 10 MHz Bandwidth Continuous-Time Delta-Sigma Modulator for Portable Ultrasound Scanners

    DEFF Research Database (Denmark)

    Llimos Muntal, Pere; Jørgensen, Ivan Harald Holger; Bruun, Erik

    2016-01-01

    comparator and a pull-down clocked latch. The feedback signal is generated with voltage DACs based on transmission gates. Using this implementation, a small and low-power solution required for portable ultrasound scanner applications is achieved. The modulator has a bandwidth of 10 MHz with an oversampling......A fourth-order 1-bit continuous-time delta-sigma modulator designed in a 65 nm process for portable ultrasound scanners is presented in this paper. The loop filter consists of RCintegrators, with programmable capacitor arrays and resistors, and the quantizer is implemented with a high-speed clocked...

  17. An Equivalent LMI Representation of Bounded Real Lemma for Continuous-Time Systems

    Directory of Open Access Journals (Sweden)

    Xie Wei

    2008-01-01

    Full Text Available Abstract An equivalent linear matrix inequality (LMI representation of bounded real lemma (BRL for linear continuous-time systems is introduced. As to LTI system including polytopic-type uncertainties, by using a parameter-dependent Lyapunov function, there are several LMIs-based formulations for the analysis and synthesis of performance. All of these representations only provide us with different sufficient conditions. Compared with previous methods, this new representation proposed here provides us the possibility to obtain better results. Finally, some numerical examples are illustrated to show the effectiveness of proposed method.

  18. Continuous-time digital front-ends for multistandard wireless transmission

    CERN Document Server

    Nuyts, Pieter A J; Dehaene, Wim

    2014-01-01

    This book describes the design of fully digital multistandard transmitter front-ends which can directly drive one or more switching power amplifiers, thus eliminating all other analog components.  After reviewing different architectures, the authors focus on polar architectures using pulse width modulation (PWM), which are entirely based on unclocked delay lines and other continuous-time digital hardware.  As a result, readers are enabled to shift accuracy concerns from the voltage domain to the time domain, to coincide with submicron CMOS technology scaling.  The authors present different architectural options and compare them, based on their effect on the signal and spectrum quality.  Next, a high-level theoretical analysis of two different PWM-based architectures – baseband PWM and RF PWM – is made.  On the circuit level, traditional digital components and design techniques are revisited from the point of view of continuous-time digital circuits.  Important design criteria are identified and diff...

  19. Relay selection in cooperative communication systems over continuous time-varying fading channel

    Directory of Open Access Journals (Sweden)

    Ke Geng

    2017-02-01

    Full Text Available In this paper, we study relay selection under outdated channel state information (CSI in a decode-and-forward (DF cooperative system. Unlike previous researches on cooperative communication under outdated CSI, we consider that the channel varies continuously over time, i.e., the channel not only changes between relay selection and data transmission but also changes during data transmission. Thus the level of accuracy of the CSI used in relay selection degrades with data transmission. We first evaluate the packet error rate (PER of the cooperative system under continuous time-varying fading channel, and find that the PER performance deteriorates more seriously under continuous time-varying fading channel than when the channel is assumed to be constant during data transmission. Then, we propose a repeated relay selection (RRS strategy to improve the PER performance, in which the forwarded data is divided into multiple segments and relay is reselected before the transmission of each segment based on the updated CSI. Finally, we propose a combined relay selection (CRS strategy which takes advantage of three different relay selection strategies to further mitigate the impact of outdated CSI.

  20. Saddlepoint approximation to the distribution of the total distance of the continuous time random walk

    Science.gov (United States)

    Gatto, Riccardo

    2017-12-01

    This article considers the random walk over Rp, with p ≥ 2, where a given particle starts at the origin and moves stepwise with uniformly distributed step directions and step lengths following a common distribution. Step directions and step lengths are independent. The case where the number of steps of the particle is fixed and the more general case where it follows an independent continuous time inhomogeneous counting process are considered. Saddlepoint approximations to the distribution of the distance from the position of the particle to the origin are provided. Despite the p-dimensional nature of the random walk, the computations of the saddlepoint approximations are one-dimensional and thus simple. Explicit formulae are derived with dimension p = 3: for uniformly and exponentially distributed step lengths, for fixed and for Poisson distributed number of steps. In these situations, the high accuracy of the saddlepoint approximations is illustrated by numerical comparisons with Monte Carlo simulation. Contribution to the "Topical Issue: Continuous Time Random Walk Still Trendy: Fifty-year History, Current State and Outlook", edited by Ryszard Kutner and Jaume Masoliver.

  1. Realizing Controllable Quantum States

    Science.gov (United States)

    Takayanagi, Hideaki; Nitta, Junsaku

    -- 4. Mesoscopic superconductivity with unconventional superconductor or ferromagnet. Ultraefficient microrefrigerators realized with ferromagnet-superconductor junctions / F. Giazotto et al. Anomalous charge transport in triplet superconductor junctions by the synergy effect of the proximity effect and the mid gap Andreev resonant states / Y. Tanaka and S. Kashiwaya. Paramagnetic and glass states in superconductive YBa[symbol]Cu[symbol]O[symbol] ceramics of sub-micron scale grains / H. Deguchi et al. Quantum properties of single-domain triplet superconductors / A. M. Gulian and K. S. Wood. A numerical study of Josephson current in p wave superconducting junctions / Y. Asano et al. Tilted bi-crystal sapphire substrates improve properties of grain boundary YBa[symbol]Cu[symbol]O[symbol] junctions and extend their Josephson response to THZ frequencies / E. Stepantsov et al. Circuit theory analysis of AB-plane tunnel junctions of unconventional superconductor Bi[symbol]Sr[symbol]Ca[symbol]Cu[symbol]O[symbol] / I. Shigeta et al. Transport properties of normal metal/anisotropic superconductor junctions in the eutectic system Sr[symbol]RuO[symbol]Ru / M. Kawamura et al. Macroscopic quantum tunneling in d-wave superconductor Josephson / S. Kawabata et al. Quasiparticle states of high-T[symbol] oxides observed by a Zeeman magnetic field response / S. Kashiwaya et al. Experimentally realizable devices for controlling the motion of magnetic flux quanta in anisotropic superconductors: vortex lenses, vortex diodes and vortex pumps / S. Savel'ev and F. Nori. Stability of vortex-antivortex "molecules" in mesoscopic superconducting triangles / V. R. Misko et al. Superconducting network with magnetic decoration - Hofstadter butterfly in spatially modulated magnetic field / Y. Iye et al. Observation of paramagnetic supercurrent in mesoscopic superconducting rings and disks using multiple-small-tunnel-junction method / A. Kanda et al. Guidance of vortices in high

  2. Realization of new inflation

    International Nuclear Information System (INIS)

    Albrecht, A.; Brandenberger, R.H.

    1985-01-01

    We examine cosmological phase transitions using a new approach and argue that there are many models in which the universe enters a period of exponential expansion required for an inflationary cosmology. A sufficient condition is that the interaction rates due to quantum field nonlinearities be sufficiently small compared to the expansion rate of the universe. In Coleman-Weinberg-type models this requires tuning the gauge coupling constant to a low value. In pure scalar field theories, the conditions for inflation are satisfied if the scale of symmetry breaking is of the order of the Planck scale

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

    Energy Technology Data Exchange (ETDEWEB)

    Salimi, S; Radgohar, R, E-mail: shsalimi@uok.ac.i, E-mail: r.radgohar@uok.ac.i [Faculty of Science, Department of Physics, University of Kurdistan, Pasdaran Ave, Sanandaj (Iran, Islamic Republic of)

    2010-01-28

    In this paper, we consider decoherence in continuous-time quantum walks on long-range interacting cycles (LRICs), which are the extensions of the cycle graphs. For this purpose, we use Gurvitz's model and assume that every node is monitored by the corresponding point-contact induced by the decoherence process. Then, we focus on large rates of decoherence and calculate the probability distribution analytically and obtain the lower and upper bounds of the mixing time. Our results prove that the mixing time is proportional to the rate of decoherence and the inverse of the square of the distance parameter (m). This shows that the mixing time decreases with increasing range of interaction. Also, what we obtain for m = 0 is in agreement with Fedichkin, Solenov and Tamon's results [48] for cycle, and we see that the mixing time of CTQWs on cycle improves with adding interacting edges.

  4. Realistic Realizations Of Threshold Circuits

    Science.gov (United States)

    Razavi, Hassan M.

    1987-08-01

    Threshold logic, in which each input is weighted, has many theoretical advantages over the standard gate realization, such as reducing the number of gates, interconnections, and power dissipation. However, because of the difficult synthesis procedure and complicated circuit implementation, their use in the design of digital systems is almost nonexistant. In this study, three methods of NMOS realizations are discussed, and their advantages and shortcomings are explored. Also, the possibility of using the methods to realize multi-valued logic is examined.

  5. 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.

  6. Mixed-integrator-based bi-quad cell for designing a continuous time filter

    International Nuclear Information System (INIS)

    Chen Yong; Zhou Yumei

    2010-01-01

    A new mixed-integrator-based bi-quad cell is proposed. An alternative synthesis mechanism of complex poles is proposed compared with source-follower-based bi-quad cells which is designed applying the positive feedback technique. Using the negative feedback technique to combine different integrators, the proposed bi-quad cell synthesizes complex poles for designing a continuous time filter. It exhibits various advantages including compact topology, high gain, no parasitic pole, no CMFB circuit, and high capability. The fourth-order Butterworth lowpass filter using the proposed cells has been fabricated in 0.18 μm CMOS technology. The active area occupied by the filter with test buffer is only 200 x 170 μm 2 . The proposed filter consumes a low power of 201 μW and achieves a 68.5 dB dynamic range. (semiconductor integrated circuits)

  7. New readout integrated circuit using continuous time fixed pattern noise correction

    Science.gov (United States)

    Dupont, Bertrand; Chammings, G.; Rapellin, G.; Mandier, C.; Tchagaspanian, M.; Dupont, Benoit; Peizerat, A.; Yon, J. J.

    2008-04-01

    LETI has been involved in IRFPA development since 1978; the design department (LETI/DCIS) has focused its work on new ROIC architecture since many years. The trend is to integrate advanced functions into the CMOS design to achieve cost efficient sensors production. Thermal imaging market is today more and more demanding of systems with instant ON capability and low power consumption. The purpose of this paper is to present the latest developments of fixed pattern noise continuous time correction. Several architectures are proposed, some are based on hardwired digital processing and some are purely analog. Both are using scene based algorithms. Moreover a new method is proposed for simultaneous correction of pixel offsets and sensitivities. In this scope, a new architecture of readout integrated circuit has been implemented; this architecture is developed with 0.18μm CMOS technology. The specification and the application of the ROIC are discussed in details.

  8. A toolbox for safety instrumented system evaluation based on improved continuous-time Markov chain

    Science.gov (United States)

    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.

  9. From Walras’ auctioneer to continuous time double auctions: a general dynamic theory of supply and demand

    Science.gov (United States)

    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.

  10. Stochastic Games for Continuous-Time Jump Processes Under Finite-Horizon Payoff Criterion

    International Nuclear Information System (INIS)

    Wei, Qingda; Chen, Xian

    2016-01-01

    In this paper we study two-person nonzero-sum games for continuous-time jump processes with the randomized history-dependent strategies under the finite-horizon payoff criterion. The state space is countable, and the transition rates and payoff functions are allowed to be unbounded from above and from below. Under the suitable conditions, we introduce a new topology for the set of all randomized Markov multi-strategies and establish its compactness and metrizability. Then by constructing the approximating sequences of the transition rates and payoff functions, we show that the optimal value function for each player is a unique solution to the corresponding optimality equation and obtain the existence of a randomized Markov Nash equilibrium. Furthermore, we illustrate the applications of our main results with a controlled birth and death system.

  11. Continuous-time random walks with reset events. Historical background and new perspectives

    Science.gov (United States)

    Montero, Miquel; Masó-Puigdellosas, Axel; Villarroel, Javier

    2017-09-01

    In this paper, we consider a stochastic process that may experience random reset events which relocate the system to its starting position. We focus our attention on a one-dimensional, monotonic continuous-time random walk with a constant drift: the process moves in a fixed direction between the reset events, either by the effect of the random jumps, or by the action of a deterministic bias. However, the orientation of its motion is randomly determined after each restart. As a result of these alternating dynamics, interesting properties do emerge. General formulas for the propagator as well as for two extreme statistics, the survival probability and the mean first-passage time, are also derived. The rigor of these analytical results is verified by numerical estimations, for particular but illuminating examples.

  12. Adaptive near-optimal neuro controller for continuous-time nonaffine nonlinear systems with constrained input.

    Science.gov (United States)

    Esfandiari, Kasra; Abdollahi, Farzaneh; Talebi, Heidar Ali

    2017-09-01

    In this paper, an identifier-critic structure is introduced to find an online near-optimal controller for continuous-time nonaffine nonlinear systems having saturated control signal. By employing two Neural Networks (NNs), the solution of Hamilton-Jacobi-Bellman (HJB) equation associated with the cost function is derived without requiring a priori knowledge about system dynamics. Weights of the identifier and critic NNs are tuned online and simultaneously such that unknown terms are approximated accurately and the control signal is kept between the saturation bounds. The convergence of NNs' weights, identification error, and system states is guaranteed using Lyapunov's direct method. Finally, simulation results are performed on two nonlinear systems to confirm the effectiveness of the proposed control strategy. Copyright © 2017 Elsevier Ltd. All rights reserved.

  13. Reinforcement learning for adaptive optimal control of unknown continuous-time nonlinear systems with input constraints

    Science.gov (United States)

    Yang, Xiong; Liu, Derong; Wang, Ding

    2014-03-01

    In this paper, an adaptive reinforcement learning-based solution is developed for the infinite-horizon optimal control problem of constrained-input continuous-time nonlinear systems in the presence of nonlinearities with unknown structures. Two different types of neural networks (NNs) are employed to approximate the Hamilton-Jacobi-Bellman equation. That is, an recurrent NN is constructed to identify the unknown dynamical system, and two feedforward NNs are used as the actor and the critic to approximate the optimal control and the optimal cost, respectively. Based on this framework, the action NN and the critic NN are tuned simultaneously, without the requirement for the knowledge of system drift dynamics. Moreover, by using Lyapunov's direct method, the weights of the action NN and the critic NN are guaranteed to be uniformly ultimately bounded, while keeping the closed-loop system stable. To demonstrate the effectiveness of the present approach, simulation results are illustrated.

  14. Anomalous dispersion in correlated porous media: a coupled continuous time random walk approach

    Science.gov (United States)

    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

  15. Estimating the continuous-time dynamics of energy and fat metabolism in mice.

    Science.gov (United States)

    Guo, Juen; Hall, Kevin D

    2009-09-01

    The mouse has become the most popular organism for investigating molecular mechanisms of body weight regulation. But understanding the physiological context by which a molecule exerts its effect on body weight requires knowledge of energy intake, energy expenditure, and fuel selection. Furthermore, measurements of these variables made at an isolated time point cannot explain why body weight has its present value since body weight is determined by the past history of energy and macronutrient imbalance. While food intake and body weight changes can be frequently measured over several weeks (the relevant time scale for mice), correspondingly frequent measurements of energy expenditure and fuel selection are not currently feasible. To address this issue, we developed a mathematical method based on the law of energy conservation that uses the measured time course of body weight and food intake to estimate the underlying continuous-time dynamics of energy output and net fat oxidation. We applied our methodology to male C57BL/6 mice consuming various ad libitum diets during weight gain and loss over several weeks and present the first continuous-time estimates of energy output and net fat oxidation rates underlying the observed body composition changes. We show that transient energy and fat imbalances in the first several days following a diet switch can account for a significant fraction of the total body weight change. We also discovered a time-invariant curve relating body fat and fat-free masses in male C57BL/6 mice, and the shape of this curve determines how diet, fuel selection, and body composition are interrelated.

  16. An new derivation of the Marshalek-Okubo realization of the shell-model algebra SO(2ν+1) for even and odd systems with ν single-particle levels

    International Nuclear Information System (INIS)

    Klein, A.; Marshalek, E.R.

    1988-01-01

    In recent years, the method for unitarizing nonunitary Dyson boson realizations of shell-model algebras has been both generalized and substantially simplified through the introduction of overtly group-theoretical methods. In this paper, these methods are applied to the boson-odd-particle realization of the algebra SO(2ν+1) for ν single-particle levels, adapted to the group chain SO(2ν+1) contains SO(2ν) contains U(ν), which Marshalek first derived by brute force summation of a Taylor expansion and later Okubo by a largely algebraic technique. (orig.)

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

    Directory of Open Access Journals (Sweden)

    Zhi-Ren Tsai

    2013-01-01

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

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

    International Nuclear Information System (INIS)

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

    2013-01-01

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

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

    Science.gov (United States)

    Chen, Xiaofeng; Song, Qiankun; Li, Zhongshan; Zhao, Zhenjiang; Liu, Yurong

    2018-07-01

    This paper addresses the problem of stability for continuous-time and discrete-time quaternion-valued neural networks (QVNNs) with linear threshold neurons. Applying the semidiscretization technique to the continuous-time QVNNs, the discrete-time analogs are obtained, which preserve the dynamical characteristics of their continuous-time counterparts. Via the plural decomposition method of quaternion, homeomorphic mapping theorem, as well as Lyapunov theorem, some sufficient conditions on the existence, uniqueness, and global asymptotical stability of the equilibrium point are derived for the continuous-time QVNNs and their discrete-time analogs, respectively. Furthermore, a uniform sufficient condition on the existence, uniqueness, and global asymptotical stability of the equilibrium point is obtained for both continuous-time QVNNs and their discrete-time version. Finally, two numerical examples are provided to substantiate the effectiveness of the proposed results.

  20. Recent developments in modelling of nitrogen deposition. Realization of nature targets under pressure; Recente ontwikkelingen in modellering stikstofdepositie. Realiseren natuurdoelen onder druk

    Energy Technology Data Exchange (ETDEWEB)

    Verhees, L.; Erbrink, H.; De Wolff, J. [KEMA Nederland, Arnhem (Netherlands)

    2010-05-15

    The objective of Natura 2000 is to reverse the decline in biodiversity. Nitrogen deposition is one of the main problems in implementation in the Netherlands. This article explains how nitrogen deposition is calculated with computer models and how contributions from various sources including dairy farming, road traffic and industry are related to each other, paying specific attention to the large local differences. [Dutch] Het doel van Natura 2000 is het keren van de achteruitgang van biodiversiteit. Bij de implementatie in Nederland vormt stikstofdepositie 1 van de hoofdproblemen. In dit artikel wordt aangegeven hoe stikstofdepositie met computermodellen berekend kan worden en hoe de bijdragen van diverse bronnen zoals veehouderij, wegverkeer en industrie zich tot elkaar verhouden, met aandacht voor de grote lokale verschillen.

  1. 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.

  2. 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.

  3. EVALUATING CONTINUOUS-TIME SLAM USING A PREDEFINED TRAJECTORY PROVIDED BY A ROBOTIC ARM

    Directory of Open Access Journals (Sweden)

    B. Koch

    2017-09-01

    Full Text Available Recently published approaches to SLAM algorithms process laser sensor measurements and output a map as a point cloud of the environment. Often the actual precision of the map remains unclear, since SLAMalgorithms apply local improvements to the resulting map. Unfortunately, it is not trivial to compare the performance of SLAMalgorithms objectively, especially without an accurate ground truth. This paper presents a novel benchmarking technique that allows to compare a precise map generated with an accurate ground truth trajectory to a map with a manipulated trajectory which was distorted by different forms of noise. The accurate ground truth is acquired by mounting a laser scanner on an industrial robotic arm. The robotic arm is moved on a predefined path while the position and orientation of the end-effector tool are monitored. During this process the 2D profile measurements of the laser scanner are recorded in six degrees of freedom and afterwards used to generate a precise point cloud of the test environment. For benchmarking, an offline continuous-time SLAM algorithm is subsequently applied to remove the inserted distortions. Finally, it is shown that the manipulated point cloud is reversible to its previous state and is slightly improved compared to the original version, since small errors that came into account by imprecise assumptions, sensor noise and calibration errors are removed as well.

  4. Low Power Continuous-Time Delta-Sigma ADC with Current Output DAC

    DEFF Research Database (Denmark)

    Marker-Villumsen, Niels; Jørgensen, Ivan Harald Holger; Bruun, Erik

    2015-01-01

    The paper presents a continuous-time (CT) DeltaSigma (∆Σ) analog-to-digital converter (ADC) using a current output digital-to-analog converter (DAC) for the feedback. From circuit analysis it is shown that using a current output DAC makes it possible to relax the noise requirements of the 1st...... integrator of the loopfilter, and thereby reduce the current consumption. Furthermore, the noise of the current output DAC being dependent on the ADC input signal level, enabling a dynamic range that is larger than the peak signal-to-noise ratio (SNR). The current output DAC is used in a 3rd order multibit...... CT ∆Σ ADC for audio applications, designed in a 0.18 µm CMOS process, with active-RC integrators, a 7-level Flash ADC quantizer and current output DAC for the feedback. From simulations the ADC achieves a dynamic range of 95.0 dB in the audio band, with a current consumption of 284 µA for a 1.7 V...

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

    Science.gov (United States)

    Schulz, Johannes H P; Barkai, Eli

    2015-06-01

    We study occupation time statistics in ergodic continuous-time random walks. Under thermal detailed balance conditions, the average occupation time is given by the Boltzmann-Gibbs canonical law. But close to the nonergodic phase, the finite-time fluctuations around this mean are large and nontrivial. They exhibit dual time scaling and distribution laws: the infinite density of large fluctuations complements the Lévy-stable density of bulk fluctuations. Neither of the two should be interpreted as a stand-alone limiting law, as each has its own deficiency: the infinite density has an infinite norm (despite particle conservation), while the stable distribution has an infinite variance (although occupation times are bounded). These unphysical divergences are remedied by consistent use and interpretation of both formulas. Interestingly, while the system's canonical equilibrium laws naturally determine the mean occupation time of the ergodic motion, they also control the infinite and Lévy-stable densities of fluctuations. The duality of stable and infinite densities is in fact ubiquitous for these dynamics, as it concerns the time averages of general physical observables.

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

    Science.gov (United States)

    Angstmann, C N; Donnelly, I C; Henry, B I; Langlands, T A M

    2013-08-01

    We have investigated the transport of particles moving as random walks on the vertices of a network, subject to vertex- and time-dependent forcing. We have derived the generalized master equations for this transport using continuous time random walks, characterized by jump and waiting time densities, as the underlying stochastic process. The forcing is incorporated through a vertex- and time-dependent bias in the jump densities governing the random walking particles. As a particular case, we consider particle forcing proportional to the concentration of particles on adjacent vertices, analogous to self-chemotactic attraction in a spatial continuum. Our algebraic and numerical studies of this system reveal an interesting pair-aggregation pattern formation in which the steady state is composed of a high concentration of particles on a small number of isolated pairs of adjacent vertices. The steady states do not exhibit this pair aggregation if the transport is random on the vertices, i.e., without forcing. The manifestation of pair aggregation on a transport network may thus be a signature of self-chemotactic-like forcing.

  7. A Continuous-Time Delta-Sigma ADC for Portable Ultrasound Scanners

    DEFF Research Database (Denmark)

    Llimos Muntal, Pere; Jørgensen, Ivan Harald Holger; Bruun, Erik

    2017-01-01

    A fully differential fourth-order 1-bit continuous-time delta-sigma ADC designed in a 65nm process for portable ultrasound scanners is presented in this paper. The circuit design, implementation and measurements on the fabricated die are shown. The loop filter consists of RC-integrators, programmable...... capacitor arrays, resistors and voltage feedback DACs. The quantizer contains a pulse generator, a high-speed clocked comparator and a pull-down clocked latch to ensure constant delay in the feedback loop. Using this implementation, a small and low-power solution required for portable ultrasound scanner...... applications is achieved. The converter has a supply voltage of 1.2V, a bandwidth of 10MHz and an oversampling ratio of 16 leading to an operating frequency of 320MHz. The design occupies a die area of 0.0175mm2. Simulations with extracted parasitics show a SNR of 45.2dB and a current consumption of 489 µ...

  8. 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)

  9. A low power CMOS 3.3 Gbps continuous-time adaptive equalizer for serial link

    Science.gov (United States)

    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.

  10. Evaluating Continuous-Time Slam Using a Predefined Trajectory Provided by a Robotic Arm

    Science.gov (United States)

    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.

  11. Online adaptive optimal control for continuous-time nonlinear systems with completely unknown dynamics

    Science.gov (United States)

    Lv, Yongfeng; Na, Jing; Yang, Qinmin; Wu, Xing; Guo, Yu

    2016-01-01

    An online adaptive optimal control is proposed for continuous-time nonlinear systems with completely unknown dynamics, which is achieved by developing a novel identifier-critic-based approximate dynamic programming algorithm with a dual neural network (NN) approximation structure. First, an adaptive NN identifier is designed to obviate the requirement of complete knowledge of system dynamics, and a critic NN is employed to approximate the optimal value function. Then, the optimal control law is computed based on the information from the identifier NN and the critic NN, so that the actor NN is not needed. In particular, a novel adaptive law design method with the parameter estimation error is proposed to online update the weights of both identifier NN and critic NN simultaneously, which converge to small neighbourhoods around their ideal values. The closed-loop system stability and the convergence to small vicinity around the optimal solution are all proved by means of the Lyapunov theory. The proposed adaptation algorithm is also improved to achieve finite-time convergence of the NN weights. Finally, simulation results are provided to exemplify the efficacy of the proposed methods.

  12. A policy iteration approach to online optimal control of continuous-time constrained-input systems.

    Science.gov (United States)

    Modares, Hamidreza; Naghibi Sistani, Mohammad-Bagher; Lewis, Frank L

    2013-09-01

    This paper is an effort towards developing an online learning algorithm to find the optimal control solution for continuous-time (CT) systems subject to input constraints. The proposed method is based on the policy iteration (PI) technique which has recently evolved as a major technique for solving optimal control problems. Although a number of online PI algorithms have been developed for CT systems, none of them take into account the input constraints caused by actuator saturation. In practice, however, ignoring these constraints leads to performance degradation or even system instability. In this paper, to deal with the input constraints, a suitable nonquadratic functional is employed to encode the constraints into the optimization formulation. Then, the proposed PI algorithm is implemented on an actor-critic structure to solve the Hamilton-Jacobi-Bellman (HJB) equation associated with this nonquadratic cost functional in an online fashion. That is, two coupled neural network (NN) approximators, namely an actor and a critic are tuned online and simultaneously for approximating the associated HJB solution and computing the optimal control policy. The critic is used to evaluate the cost associated with the current policy, while the actor is used to find an improved policy based on information provided by the critic. Convergence to a close approximation of the HJB solution as well as stability of the proposed feedback control law are shown. Simulation results of the proposed method on a nonlinear CT system illustrate the effectiveness of the proposed approach. Copyright © 2013 ISA. All rights reserved.

  13. Physical Realizations of Quantum Computing

    CERN Document Server

    Kanemitsu, Shigeru; Salomaa, Martti; Takagi, Shin; Are the DiVincenzo Criteria Fulfilled in 2004 ?

    2006-01-01

    The contributors of this volume are working at the forefront of various realizations of quantum computers. They survey the recent developments in each realization, in the context of the DiVincenzo criteria, including nuclear magnetic resonance, Josephson junctions, quantum dots, and trapped ions. There are also some theoretical contributions which have relevance in the physical realizations of a quantum computer. This book fills the gap between elementary introductions to the subject and highly specialized research papers to allow beginning graduate students to understand the cutting-edge of r

  14. Simulation from endpoint-conditioned, continuous-time Markov chains on a finite state space, with applications to molecular evolution

    DEFF Research Database (Denmark)

    Hobolth, Asger; Stone, Eric

    2009-01-01

    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....... 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....

  15. Proposal and realization advertising campaign

    OpenAIRE

    RYCHLÁ, Marie

    2008-01-01

    The Bachelor Paper contains proposal and realization advertising campaign, including make charge for cost amount. The advertising campaign is made for chosen product of firm. Advertising campaign is planning by the medium of broadsheet and advertising on the Internet.

  16. Evaluating realized genetic gains from tree improvement.

    Science.gov (United States)

    J.B. St. Clair

    1993-01-01

    Tree improvement has become an essential part of the management of forest lands for wood production, and predicting yields and realized gains from forests planted with genetically-improved trees will become increasingly important. This paper discusses concepts of tree improvement and genetic gain important to growth and yield modeling, and reviews previous studies of...

  17. A continuous time-resolved measure decoded from EEG oscillatory activity predicts working memory task performance.

    Science.gov (United States)

    Astrand, Elaine

    2018-06-01

    Working memory (WM), crucial for successful behavioral performance in most of our everyday activities, holds a central role in goal-directed behavior. As task demands increase, inducing higher WM load, maintaining successful behavioral performance requires the brain to work at the higher end of its capacity. Because it is depending on both external and internal factors, individual WM load likely varies in a continuous fashion. The feasibility to extract such a continuous measure in time that correlates to behavioral performance during a working memory task remains unsolved. Multivariate pattern decoding was used to test whether a decoder constructed from two discrete levels of WM load can generalize to produce a continuous measure that predicts task performance. Specifically, a linear regression with L2-regularization was chosen with input features from EEG oscillatory activity recorded from healthy participants while performing the n-back task, [Formula: see text]. The feasibility to extract a continuous time-resolved measure that correlates positively to trial-by-trial working memory task performance is demonstrated (r  =  0.47, p  performance before action (r  =  0.49, p  <  0.05). We show that the extracted continuous measure enables to study the temporal dynamics of the complex activation pattern of WM encoding during the n-back task. Specifically, temporally precise contributions of different spectral features are observed which extends previous findings of traditional univariate approaches. These results constitute an important contribution towards a wide range of applications in the field of cognitive brain-machine interfaces. Monitoring mental processes related to attention and WM load to reduce the risk of committing errors in high-risk environments could potentially prevent many devastating consequences or using the continuous measure as neurofeedback opens up new possibilities to develop novel rehabilitation techniques for

  18. GPU-accelerated algorithms for many-particle continuous-time quantum walks

    Science.gov (United States)

    Piccinini, Enrico; Benedetti, Claudia; Siloi, Ilaria; Paris, Matteo G. A.; Bordone, Paolo

    2017-06-01

    Many-particle continuous-time quantum walks (CTQWs) represent a resource for several tasks in quantum technology, including quantum search algorithms and universal quantum computation. In order to design and implement CTQWs in a realistic scenario, one needs effective simulation tools for Hamiltonians that take into account static noise and fluctuations in the lattice, i.e. Hamiltonians containing stochastic terms. To this aim, we suggest a parallel algorithm based on the Taylor series expansion of the evolution operator, and compare its performances with those of algorithms based on the exact diagonalization of the Hamiltonian or a 4th order Runge-Kutta integration. We prove that both Taylor-series expansion and Runge-Kutta algorithms are reliable and have a low computational cost, the Taylor-series expansion showing the additional advantage of a memory allocation not depending on the precision of calculation. Both algorithms are also highly parallelizable within the SIMT paradigm, and are thus suitable for GPGPU computing. In turn, we have benchmarked 4 NVIDIA GPUs and 3 quad-core Intel CPUs for a 2-particle system over lattices of increasing dimension, showing that the speedup provided by GPU computing, with respect to the OPENMP parallelization, lies in the range between 8x and (more than) 20x, depending on the frequency of post-processing. GPU-accelerated codes thus allow one to overcome concerns about the execution time, and make it possible simulations with many interacting particles on large lattices, with the only limit of the memory available on the device.

  19. IDC Re-Engineering Phase 2 Iteration E1 Use Case Realizations version 1.2.

    Energy Technology Data Exchange (ETDEWEB)

    Hamlet, Benjamin R. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Harris, James M. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Burns, John F. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Montoya, Mark Sinclair [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Sandoval, Rudy Daniel [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)

    2016-12-01

    This document contains 4 use case realizations generated from the model contained in Rational Software Architect. These use case realizations are the current versions of the realizations originally delivered in Elaboration Iteration 1.

  20. IDC Re-Engineering Phase 2 Iteration E3 Use Case Realizations Version 1.2

    International Nuclear Information System (INIS)

    Hamlet, Benjamin R.; Harris, James M.; Burns, John F.

    2017-01-01

    This document contains 4 use case realizations generated from the model contained in Rational Software Architect. These use case realizations are the current versions of the realizations originally delivered in Elaboration Iteration 3.

  1. IDC Re-Engineering Phase 2 Iteration E2 Use Case Realizations Version 1.2.

    Energy Technology Data Exchange (ETDEWEB)

    Hamlet, Benjamin R. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Harris, James M. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Burns, John F. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Lober, Randall R. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Vickers, James Wallace [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)

    2016-12-01

    This document contains 4 use case realizations generated from the model contained in Rational Software Architect. These use case realizations are the current versions of the realizations originally delivered in Elaboration Iteration 2.

  2. A continuous time-resolved measure decoded from EEG oscillatory activity predicts working memory task performance

    Science.gov (United States)

    Astrand, Elaine

    2018-06-01

    Objective. Working memory (WM), crucial for successful behavioral performance in most of our everyday activities, holds a central role in goal-directed behavior. As task demands increase, inducing higher WM load, maintaining successful behavioral performance requires the brain to work at the higher end of its capacity. Because it is depending on both external and internal factors, individual WM load likely varies in a continuous fashion. The feasibility to extract such a continuous measure in time that correlates to behavioral performance during a working memory task remains unsolved. Approach. Multivariate pattern decoding was used to test whether a decoder constructed from two discrete levels of WM load can generalize to produce a continuous measure that predicts task performance. Specifically, a linear regression with L2-regularization was chosen with input features from EEG oscillatory activity recorded from healthy participants while performing the n-back task, n\\in [1,2] . Main results. The feasibility to extract a continuous time-resolved measure that correlates positively to trial-by-trial working memory task performance is demonstrated (r  =  0.47, p  <  0.05). It is furthermore shown that this measure allows to predict task performance before action (r  =  0.49, p  <  0.05). We show that the extracted continuous measure enables to study the temporal dynamics of the complex activation pattern of WM encoding during the n-back task. Specifically, temporally precise contributions of different spectral features are observed which extends previous findings of traditional univariate approaches. Significance. These results constitute an important contribution towards a wide range of applications in the field of cognitive brain–machine interfaces. Monitoring mental processes related to attention and WM load to reduce the risk of committing errors in high-risk environments could potentially prevent many devastating consequences or

  3. Dynamic large eddy simulation: Stability via realizability

    Science.gov (United States)

    Mokhtarpoor, Reza; Heinz, Stefan

    2017-10-01

    The concept of dynamic large eddy simulation (LES) is highly attractive: such methods can dynamically adjust to changing flow conditions, which is known to be highly beneficial. For example, this avoids the use of empirical, case dependent approximations (like damping functions). Ideally, dynamic LES should be local in physical space (without involving artificial clipping parameters), and it should be stable for a wide range of simulation time steps, Reynolds numbers, and numerical schemes. These properties are not trivial, but dynamic LES suffers from such problems over decades. We address these questions by performing dynamic LES of periodic hill flow including separation at a high Reynolds number Re = 37 000. For the case considered, the main result of our studies is that it is possible to design LES that has the desired properties. It requires physical consistency: a PDF-realizable and stress-realizable LES model, which requires the inclusion of the turbulent kinetic energy in the LES calculation. LES models that do not honor such physical consistency can become unstable. We do not find support for the previous assumption that long-term correlations of negative dynamic model parameters are responsible for instability. Instead, we concluded that instability is caused by the stable spatial organization of significant unphysical states, which are represented by wall-type gradient streaks of the standard deviation of the dynamic model parameter. The applicability of our realizability stabilization to other dynamic models (including the dynamic Smagorinsky model) is discussed.

  4. Numerical modelling 2 D and 3 D of circulating fluidized bed: application to the realization of regime diagrams; Modelisation numerique 2D et 3D de lit fluidise circulant: application a la realisation du diagramme des regimes

    Energy Technology Data Exchange (ETDEWEB)

    Begis, J.; Balzer, G.

    1997-02-01

    The numerical modelling of internal CFB boilers flows faced with complex phenomenons due to the flows un-stationariness, the heterogeneousness of the particle size distribution, and interactions between the two phases and the walls. Our study consisted in applying numerical models to the experimental configuration of cold circulating fluidized bed studied at the Cerchar. Special attention was given to the analysis of particles - wall interactions models, stemming from Jenkins (1992) and Louge`s (1994) theories, as well as the influence of the particles on fluid turbulence. In order to realize numerical simulations, we have used Eulerian two-phases flow codes developed at NHL medolif(2D), ESTET-ASTRID(3D). From different tests we have deducted that the most appropriate model for the realization of CFB`s prediction is the model taking in account the influence of particles on fluid turbulence. Then, to evaluate the validity limits of this model, we have built the regime diagram, and we have compared it with the experimental diagram. We have concluded that the simulation allows to describe the different CFB`s working regimes, and especially transitions. We have also noticed the importance of the choice of the mean diameter of the simulated particles. In this way, making a correction of the simulated particles` diameter in comparison with Sauter mean particle diameter, we obtained numerical results in good agreement with experimental data. (authors) 13 refs.

  5. Multiple Realizability and Biological Laws

    NARCIS (Netherlands)

    Raerinne, Jani P.; Eronen, Markus I.

    2012-01-01

    We critically analyze Alexander Rosenberg's argument based on the multiple realizability of biological properties that there are no biological laws. The argument is intuitive and suggestive. Nevertheless, a closer analysis reveals that the argument rests on dubious assumptions about the nature of

  6. Realizations of the canonical representation

    Indian Academy of Sciences (India)

    Traditionally, the canonical representation is realized on the Hilbert space ... Fix a decomposition R2n = Rn × Rn ..... to an orthonormal basis {ψ1,ψ2,. ..... [7] Vemuri M K, A non-commutative Sobolev inequality and its application to spectral.

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

    Directory of Open Access Journals (Sweden)

    Jan Hahne

    2017-05-01

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

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

    Science.gov (United States)

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

    2017-01-01

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

  9. Models, Databases, and Simulation Tools Needed for the Realization of Integrated Computational Materials Engineering. Proceedings of the Symposium Held at Materials Science and Technology 2010

    Science.gov (United States)

    Arnold, Steven M. (Editor); Wong, Terry T. (Editor)

    2011-01-01

    Topics covered include: An Annotative Review of Multiscale Modeling and its Application to Scales Inherent in the Field of ICME; and A Multiscale, Nonlinear, Modeling Framework Enabling the Design and Analysis of Composite Materials and Structures.

  10. Simulating ensembles of nonlinear continuous time dynamical systems via active ultra wideband wireless network

    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.

  11. PRAGMATIC TRANSFER IN REQUEST REALIZATIONS

    Directory of Open Access Journals (Sweden)

    Indawan Syahri

    2007-01-01

    Full Text Available This study investigates the pragmatic transfer in English request realizations made by EFL learners, i.e. the proficient learners. The subjects were students of an English Study Program who obtained TOEFL-like scores of at least 450. The data were collected by means of DCT-questionnaires and Role-plays. The results show that the subjects realize requests in the form of external modifications more frequently. Most of them embed their requests with supportive moves dominantly. They enfold the acts with the moves before, after or in both positions. Of the three positions, they mostly insert the moves initial position, i.e., through inductive patterns. This is due to pragmatic transfer.

  12. 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...

  13. A continuous-time random-walk approach to the Cole-Davidson dielectric response of dipolar liquids

    DEFF Research Database (Denmark)

    Szabat, Bozena; Langner, Karol M.; Klösgen, Beate Maria

    2005-01-01

    We show how the Cole-Davidson relaxation response, characteristic of alcoholic systems, can be derived within the framework of the continuous-time random walk 4CTRW). Using the random-variable formalism, we indicate that the high-frequency power law of dielectric spectra is determined by the heav...

  14. Towards a realization of the condensed-matter-gravity correspondence in string theory via consistent Abelian truncation of the Aharony-Bergman-Jafferis-Maldacena model.

    Science.gov (United States)

    Mohammed, Asadig; Murugan, Jeff; Nastase, Horatiu

    2012-11-02

    We present an embedding of the three-dimensional relativistic Landau-Ginzburg model for condensed matter systems in an N = 6, U(N) × U(N) Chern-Simons-matter theory [the Aharony-Bergman-Jafferis-Maldacena model] by consistently truncating the latter to an Abelian effective field theory encoding the collective dynamics of O(N) of the O(N(2)) modes. In fact, depending on the vacuum expectation value on one of the Aharony-Bergman-Jafferis-Maldacena scalars, a mass deformation parameter μ and the Chern-Simons level number k, our Abelianization prescription allows us to interpolate between the Abelian Higgs model with its usual multivortex solutions and a Ø(4) theory. We sketch a simple condensed matter model that reproduces all the salient features of the Abelianization. In this context, the Abelianization can be interpreted as giving a dimensional reduction from four dimensions.

  15. Soundness of Timed-Arc Workflow Nets in Discrete and Continuous-Time Semantics

    DEFF Research Database (Denmark)

    Mateo, Jose Antonio; Srba, Jiri; Sørensen, Mathias Grund

    2015-01-01

    Analysis of workflow processes with quantitative aspectslike timing is of interest in numerous time-critical applications. We suggest a workflow model based on timed-arc Petri nets and studythe foundational problems of soundness and strong (time-bounded) soundness.We first consider the discrete-t...

  16. Exploring heterogeneous market hypothesis using realized volatility

    Science.gov (United States)

    Chin, Wen Cheong; Isa, Zaidi; Mohd Nor, Abu Hassan Shaari

    2013-04-01

    This study investigates the heterogeneous market hypothesis using high frequency data. The cascaded heterogeneous trading activities with different time durations are modelled by the heterogeneous autoregressive framework. The empirical study indicated the presence of long memory behaviour and predictability elements in the financial time series which supported heterogeneous market hypothesis. Besides the common sum-of-square intraday realized volatility, we also advocated two power variation realized volatilities in forecast evaluation and risk measurement in order to overcome the possible abrupt jumps during the credit crisis. Finally, the empirical results are used in determining the market risk using the value-at-risk approach. The findings of this study have implications for informationally market efficiency analysis, portfolio strategies and risk managements.

  17. Aspect-Oriented Change Realizations and Their Interaction

    DEFF Research Database (Denmark)

    Vranić, Valentino; Menkyna, Radoslav; Bebjak, Michal

    2009-01-01

    With aspect-oriented programming, changes can be treated explicitly and directly at the programming language level. An approach to aspect-oriented change realization based on a two-level change type model is presented in this paper. In this approach, aspect-oriented change realizations are mainly...

  18. Proposal of Realization Restricted Quantum Game with Linear Optic Method

    International Nuclear Information System (INIS)

    Zhao Haijun; Fang Ximing

    2006-01-01

    We present a quantum game with the restricted strategic space and its realization with linear optical system, which can be played by two players who are separated remotely. This game can also be realized on any other quantum computers. We find that the constraint brings some interesting properties that are useful for making game models.

  19. Disparity mutagenesis model possesses the ability to realize both stable and rapid evolution in response to changing environments without altering mutation rates.

    Directory of Open Access Journals (Sweden)

    Ichiro Fujihara

    2016-08-01

    As long as the fidelity difference between the lagging and leading strand was kept high enough, the robustness of the disparity model was very high. The acceleration or slowdown of evolution can be unambiguously introduced only by environmental changes, and the seesawing mutation rate is not the necessary condition for changing the speed of evolution.

  20. Modeling species’ realized climatic niche space and predicting their response to global warming for several western forest species with small geographic distributions

    Science.gov (United States)

    Marcus V. Warwell; Gerald E. Rehfeldt; Nicholas L. Crookston

    2010-01-01

    The Random Forests multiple regression tree was used to develop an empirically based bioclimatic model of the presence-absence of species occupying small geographic distributions in western North America. The species assessed were subalpine larch (Larix lyallii), smooth Arizona cypress (Cupressus arizonica ssp. glabra...

  1. OGUMI-A new mobile application to conduct common-pool resource experiments in continuous time.

    Directory of Open Access Journals (Sweden)

    Gunnar Brandt

    Full Text Available OGUMI is an Android-based open source mobile application for conducting Common-Pool Resource Experiments, Choice Experiments, and Questionnaires in the field, in the laboratory, and online. A main feature of OGUMI is its capacity to capture real-time changes in human behaviour in response to a dynamically varying resource. OGUMI is simple (for example, likewise other existing software, it does not require expertise in behavioural game theory, stable, and extremely flexible with respect to the user-resource model running in the background. Here we present the motivation for the development of OGUMI and we discuss its main features with an example application.

  2. Non linear realizations of SU(2) x U(1) in the MSSM model independent analysis and g - 2 of W bosons

    CERN Document Server

    Ferrara, Sergio; Porrati, Massimo; Ferrara, Sergio; Masiero, Antonio; Porrati, Massimo

    1993-01-01

    We perform a model-independent analysis of the spontaneously broken phase of an $SU(2)\\times U(1)$ supersymmetric gauge theory, by using a non-linear parametrization of the Goldstone sector of the theory. The non-linear variables correspond to an $SL(2,C)$ superfield matrix in terms of which a non-linear Lagrangian can be constructed, and the pattern of supersymmetry breaking investigated. The supersymmetric order parameter is the V.E.V. of the neutral pseudo-Goldstone boson. Some applications of this technique are considered, in relation to the minimal supersymmetric standard model, and to determine the $g-2$ of the $W$-bosons in the limit of large top mass.

  3. PREFACE: Nanospintronics design and realization

    Science.gov (United States)

    Akai, Hisazumi; Katayama-Yoshida, Hiroshi; Kasai, Hideaki

    2004-12-01

    This special issue of Journal of Physics: Condensed Matter contains selected papers from the 1st International Conference on Nanospintronics Design and Realization (ICNDR 2004), which was held in Kyoto, Japan, 24--28 May 2004. This conference was organized by the Nanospintronics Design and Realization project members: Hideaki Kasai, Osaka (Chair of the Conference) Hisazumi Akai, Osaka Hajime Asahi, Osaka Wilson Agerico Diño, Osaka Hiroshi Harima, Kyoto Tomoyuki Kakeshita, Osaka Junjiro Kanamori, Kyoto Hiroshi Katayama-Yoshida, Osaka Koichi Kusakabe, Osaka Hiroshi Nakanishi, Osaka (Secretary) Tamio Oguchi, Hiroshima Teruo Ono, Osaka Naoshi Suzuki, Osaka Hitoshi Tabata, Osaka under the auspices of the Japan Ministry of Education, Culture, Sports, Science and Technology (MEXT) Special Coordination Funds for Promoting Science and Technology, and the sponsorship of Osaka University and the International Institute for Advanced Studies (IIAS). The conference is intended to provide an international forum for experimental and theoretical researchers, in the rapidly developing field of nanospintronics. It aims to: provide an overview of our current understanding of the physics of spin transport in (magnetic) semiconductors and hybrid magnetic/semiconductor structures; provide a venue to present and discuss the latest developments in using spin-dependent phenomena in nano-(opto-) electronics and computing applications; provide a venue for discussion and assessment of other possible means of exploiting the spin-dependent phenomena in future nano-(opto-) electronic and computing applications; address current (and foreseeable future) problems, of fundamental and applied nature, in an effort to bridge the physics and technology gap between semiconducting and magnetic materials. All of these being geared towards bringing about the realization of a functioning nanospintronics. A total of 127 delegates from 15 countries took part in ICNDR 2004, which was comprised of 62 invited

  4. Denial-of-Service Security Attack in the Continuous-Time World

    DEFF Research Database (Denmark)

    Wang, Shuling; Nielson, Flemming; Nielson, Hanne Riis

    2014-01-01

    -of-service security attack, the expected information from the controllers is not received and as a consequence the physical systems may fail to behave as expected. This paper proposes a formal framework for expressing denial-of-service security attack in hybrid systems. As a virtue, a physical system is able to plan......Hybrid systems are integrations of discrete computation and continuous physical evolution. The physical components of such systems introduce safety requirements, the achievement of which asks for the correct monitoring and control from the discrete controllers. However, due to denial...... for reasonable behavior in case the ideal control fails due to unreliable communication, in such a way that the safety of the system upon denial-of-service is still guaranteed. In the context of the modeling language, we develop an inference system for verifying safety of hybrid systems, without putting any...

  5. Continuous-time quantum walk on an extended star graph: Trapping and superradiance transition

    Science.gov (United States)

    Yalouz, Saad; Pouthier, Vincent

    2018-02-01

    A tight-binding model is introduced for describing the dynamics of an exciton on an extended star graph whose central node is occupied by a trap. On this graph, the exciton dynamics is governed by two kinds of eigenstates: many eigenstates are associated with degenerate real eigenvalues insensitive to the trap, whereas three decaying eigenstates characterized by complex energies contribute to the trapping process. It is shown that the excitonic population absorbed by the trap depends on the size of the graph, only. By contrast, both the size parameters and the absorption rate control the dynamics of the trapping. When these parameters are judiciously chosen, the efficiency of the transfer is optimized resulting in the minimization of the absorption time. Analysis of the eigenstates reveals that such a feature arises around the superradiance transition. Moreover, depending on the size of the network, two situations are highlighted where the transport efficiency is either superoptimized or suboptimized.

  6. Algorithm оf Computer Model Realization оf High-Frequency Processes in Switchgears Containing Non-Linear Over-Voltage Limiters

    Directory of Open Access Journals (Sweden)

    Ye. V. Dmitriev

    2007-01-01

    Full Text Available Analysis of the Over-Voltage Limiter (OVL influence on electromagnetic high-frequency over-voltages at commutations with isolators of unloaded sections of wires and possibility of application of a frequency-dependent resistor in case of necessity to facilitate OVL operation conditions is provided in the paper.It is shown that it is necessary to take into account characteristics of OVL by IEEE circuit and its modifications at computer modeling of high-frequency over-voltages.

  7. Coset realization of unifying W-algebras

    International Nuclear Information System (INIS)

    Blumenhagen, R.; Huebel, R.

    1994-06-01

    We construct several quantum coset W-algebras, e.g. sl(2,R)/U(1) and sl(2,R)+sl(2,R)/sl(2,R), and argue that they are finitely nonfreely generated. Furthermore, we discuss in detail their role as unifying W-algebras of Casimir W-algebras. We show that it is possible to give coset realizations of various types of unifying W-algebras, e.g. the diagonal cosets based on the symplectic Lie algebras sp(2n) realize the unifying W-algebras which have previously been introduced as 'WD -n '. In addition, minimal models of WD -n are studied. The coset realizations provide a generalization of level-rank-duality of dual coset pairs. As further examples of finitely nonfreely generated quantum W-algebras we discuss orbifolding of W-algebras which on the quantum level has different properties than in the classical case. We demonstrate in some examples that the classical limit according to Bowcock and Watts of these nonfreely finitely generated quantum W-algebras probably yields infinitely nonfreely generated classical W-algebras. (orig.)

  8. Realization of logical functions by vector programs

    Energy Technology Data Exchange (ETDEWEB)

    Lapkin, L Ya

    1983-03-01

    Recent computing and control applications often require program realization of finite automata in general and of an important particular class of memoryless automata specified by systems of Boolean functions. Logical control and computing machines which receive sequences of discrete signals on the input and convert them into sequences of discrete output signals using finite memory may be described by a finite automation model. However, in distinction from the circuit interpretation of finite automata, the automaton algorithm represents the structure of the automaton program and not the structure of the machine itself. Therefore, the complexity of the computer realization of an automaton is the complexity of the computer program, and not the complexity of the hardware. Two classes of programs currently used to evalute boolean functions are operator programs and binary programs. However, computing machines, including microcomputers, are equipped with additional possibilities for evaluation of Boolean functions, which are not utilized in programs of these two basic classes. In this article, we consider the design of vector programs for program realization of systems of Boolean functions. 3 references.

  9. Realization of chiral symmetry in the ERG

    International Nuclear Information System (INIS)

    Echigo, Yoshio; Igarashi, Yuji

    2011-01-01

    We discuss within the framework of the ERG how chiral symmetry is realized in a linear σ model. A generalized Ginsparg-Wilson relation is obtained from the Ward-Takahashi identities for the Wilson action assumed to be bilinear in the Dirac fields. We construct a family of its non-perturbative solutions. The family generates the most general solutions to the Ward-Takahashi identities. Some special solutions are discussed. For each solution in this family, chiral symmetry is realized in such a way that a change in the Wilson action under non-linear symmetry transformation is canceled with a change in the functional measure. We discuss that the family of solutions reduces via a field redefinition to a family of the Wilson actions with some composite object of the scalar fields which has a simple transformation property. For this family, chiral symmetry is linearly realized with a continuum analog of the operator extension of γ 5 used on the lattice. We also show that there exist some appropriate Dirac fields which obey the standard chiral transformations with γ 5 in contrast to the lattice case. Their Yukawa interaction with scalars, however, becomes non-linear. (author)

  10. A Design Methodology for Power-efficient Continuous-time Sigma-Delta A/D Converters

    DEFF Research Database (Denmark)

    Nielsen, Jannik Hammel; Bruun, Erik

    2003-01-01

    In this paper we present a design methodology for optimizing the power consumption of continuous-time (CT) ΣΔ A/D converters. A method for performance prediction for ΣΔ A/D converters is presented. Estimation of analog and digital power consumption is derived and employed to predict the most power...... bits performance. Expected power consumption for the prototype is approx. 170 μW....

  11. Continuous Time Random Walk and different diffusive regimes - doi: 10.4025/actascitechnol.v34i2.11521

    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. 

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

    Directory of Open Access Journals (Sweden)

    Mokaedi V. Lekgari

    2014-01-01

    Full Text Available We investigate random-time state-dependent Foster-Lyapunov analysis on subgeometric rate ergodicity of continuous-time Markov chains (CTMCs. We are mainly concerned with making use of the available results on deterministic state-dependent drift conditions for CTMCs and on random-time state-dependent drift conditions for discrete-time Markov chains and transferring them to CTMCs.

  13. Development of a Computer-aided Learning System for Graphical Analysis of Continuous-Time Control Systems

    Directory of Open Access Journals (Sweden)

    J. F. Opadiji

    2010-06-01

    Full Text Available We present the development and deployment process of a computer-aided learning tool which serves as a training aid for undergraduate control engineering courses. We show the process of algorithm construction and implementation of the software which is also aimed at teaching software development at undergraduate level. The scope of this project is limited to graphical analysis of continuous-time control systems.

  14. MATHEMATICAL MODEL AND ITS REALIZATION WITH THE USE COMPUTER TECHNOLOGIES FOR THE ANALYSIS OF THE AUTHOR’S STYLE IN THE CONTEXT OF INTERCULTURAL DIALOGUE

    Directory of Open Access Journals (Sweden)

    С Н Дворяткина

    2016-12-01

    Full Text Available The article is devoted to an actual problem of natural-science and humanitarian cultures dialogue in the process of solving the most important cross-cutting issues associated with the study of writing styles variability under the influence of sociocultural conditions. There is offered a mathematical model of analyzing and comparing the text works styles. The essence of technology of Markov chains application to analyzing of the letter pairs in their natural sequences in the text in order to establish the stability of the author’s style. Temporary style analyzer, which provides a full cycle analysis text styles, was developed in the C # programming language. The program let the opportunity to predict changes in the author’s style for any time period; identify the author’s style works by introducing a time parameter that allows comparing the results of the static taxonomy (the texts are taken without regard to the the time parameter and in dynamics (including the creation time.

  15. Realizing modeling and mapping tools to study the upsurge of noise pollution as a result of open-cast mining and transportation activities.

    Science.gov (United States)

    Lokhande, Satish K; Jain, Mohindra C; Dhawale, Satyajeet A; Gautam, Rakesh; Bodhe, Ghanshyam L

    2018-01-01

    In open-cast mines, noise pollution has become a serious concern due to the extreme use of heavy earth moving machinery (HEMM). This study is focused to measure and assess the effects of the existing noise levels of major operational mines in the Keonjhar, Sundergadh, and Mayurbhanj districts of Odisha, India. The transportation noise levels were also considered in this study, which was predicted using the modified Federal Highway Administration (FHWA) model. It was observed that noise induced by HEMM such as rock breakers, jackhammers, dumpers, and excavators, blasting noise in the mining terrain, as well as associated transportation noise became a major source of annoyance to the habitants living in proximity to the mines. The noise produced by mechanized mining operations was observed between 74.3 and 115.2 dB(A), and its impact on residential areas was observed between 49.4 and 58.9 dB(A). In addition, the noise contour maps of sound level dispersion were demonstrated with the utilization of advanced noise prediction software tools for better understanding. Finally, the predicted values at residential zone and traffic noise are correlated with observed values, and the coefficient of determination, R 2 , was calculated to be 0.6891 and 0.5967, respectively.

  16. Dreams, Perception, and Creative Realization.

    Science.gov (United States)

    Glaskin, Katie

    2015-10-01

    This article draws on the ethnography of Aboriginal Australia to argue that perceptual openness, extending from waking life into dreaming experience, provides an important cognitive framework for the apprehension of dreamt experience in these contexts. I argue that this perceptual openness is analogous to the "openness to experience" described as a personality trait that had been linked with dream recall frequency (among other things). An implication of identifying perceptual openness at a cultural rather than at an individual level is two-fold. It provides an example of the ways in which cultural differences affect perception, indicative of cognitive diversity; and, given the relationship between dreams and creativity suggested anecdotally and through research, a cultural orientation toward perceptual openness is also likely to have implications for the realization of creativity that occurs through dreams. Such creativity though cannot be separated from the relational context in which such dreamt material is elaborated and understood. Copyright © 2015 Cognitive Science Society, Inc.

  17. Quantization of a nonlinearly realized supersymmetric theory

    International Nuclear Information System (INIS)

    Shima, K.

    1977-01-01

    The two-dimensional version of the Volkov-Akulov Lagrangian, where the supersymmetry is realized nonlinearly by means of a single Majorana spinor psi (x), is quantized. The equal-time anticommutators for the field are not c numbers but are functions of the field itself. By explicit calculation we shall show that the supersymmetry charges of the model form the supersymmetry algebra (the graded Lie algebra); therefore the Hamiltonian of the system P 0 is written as a bilinear sum of products of supersymmetry charges. We shall also show that the supersymmetry charges exactly generate a constant translation of psi (x) in the spinor space

  18. A low-power 10-bit continuous-time CMOS ΣΔ A/D converter

    DEFF Research Database (Denmark)

    Nielsen, Jannik Hammel; Bruun, Erik

    2004-01-01

    This paper presents the design of a third-order low-pass ΣΔ analog-to-digital converter (ADC) employing a continuous-time (CT) loop filter. The loop filter is implemented using Gm - C integrators, where the transconductors are implemented using CMOS transistors only. System level as well...... as transistor level design issues for power efficiency is discussed. A prototype ΣΔ ADC intended for weak biological signals restricted to bandwidths below 4 kHz has been manufactured in a standard 0.35 μm CMOS technology. The ADC has a measured resolution of 10 bits and a dynamic range (DR) of 67 d...

  19. Novel delay-distribution-dependent stability analysis for continuous-time recurrent neural networks with stochastic delay

    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)

  20. Robust Adaptive Dynamic Programming of Two-Player Zero-Sum Games for Continuous-Time Linear Systems.

    Science.gov (United States)

    Fu, Yue; Fu, Jun; Chai, Tianyou

    2015-12-01

    In this brief, an online robust adaptive dynamic programming algorithm is proposed for two-player zero-sum games of continuous-time unknown linear systems with matched uncertainties, which are functions of system outputs and states of a completely unknown exosystem. The online algorithm is developed using the policy iteration (PI) scheme with only one iteration loop. A new analytical method is proposed for convergence proof of the PI scheme. The sufficient conditions are given to guarantee globally asymptotic stability and suboptimal property of the closed-loop system. Simulation studies are conducted to illustrate the effectiveness of the proposed method.

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

    OpenAIRE

    Matos , Carlos; Ortigueira , Manuel ,

    2012-01-01

    Part 10: Signal Processing; International audience; In this paper a new approach to rational discrete-time approximations to continuous fractional-order systems of the form 1/(sα+p) is proposed. We will show that such fractional-order LTI system can be decomposed into sub-systems. One has the classic behavior and the other is similar to a Finite Impulse Response (FIR) system. The conversion from continuous-time to discrete-time systems will be done using the Laplace transform inversion integr...

  2. A Realization Approach for Residual Expressions

    DEFF Research Database (Denmark)

    Skovmose Kallesøe, Carsten; Izadi-Zamanabadi, Roozbeh; Wisniewski, Rafal

    2006-01-01

    This paper is concerned with state space realization of inherent redundant information in subsystems, which are identified by structural analysis (SA) approach. The identified subsystems are assumed to involve algebraic variables, representing unknown signals. The proposed realization method...

  3. Realization of an integral using anticommuting variables

    International Nuclear Information System (INIS)

    Valuev, B.N.

    1979-01-01

    It is shown that the integral defined by Berezin over anticommuting variables may be realized as a trace on the Clifford algebra. In fact, this realization makes precise the definition of the integral

  4. Primitive recursive realizability and basic propositional logic

    NARCIS (Netherlands)

    Plisko, Valery

    2007-01-01

    Two notions of primitive recursive realizability for arithmetic sentences are considered. The first one is strictly primitive recursive realizability introduced by Z. Damnjanovic in 1994. We prove that intuitionistic predicate logic is not sound with this kind of realizability. Namely there

  5. High Performance Microaccelerometer with Wafer-level Hermetic Packaged Sensing Element and Continuous-time BiCMOS Interface Circuit

    International Nuclear Information System (INIS)

    Ko, Hyoungho; Park, Sangjun; Paik, Seung-Joon; Choi, Byoung-doo; Park, Yonghwa; Lee, Sangmin; Kim, Sungwook; Lee, Sang Chul; Lee, Ahra; Yoo, Kwangho; Lim, Jaesang; Cho, Dong-il

    2006-01-01

    A microaccelerometer with highly reliable, wafer-level packaged MEMS sensing element and fully differential, continuous time, low noise, BiCMOS interface circuit is fabricated. The MEMS sensing element is fabricated on a (111)-oriented SOI wafer by using the SBM (Sacrificial/Bulk Micromachining) process. To protect the silicon structure of the sensing element and enhance the reliability, a wafer level hermetic packaging process is performed by using a silicon-glass anodic bonding process. The interface circuit is fabricated using 0.8 μm BiCMOS process. The capacitance change of the MEMS sensing element is amplified by the continuous-time, fully-differential transconductance input amplifier. A chopper-stabilization architecture is adopted to reduce low-frequency noise including 1/f noise. The fabricated microaccelerometer has the total noise equivalent acceleration of 0.89 μg/√Hz, the bias instability of 490 μg, the input range of ±10 g, and the output nonlinearity of ±0.5 %FSO

  6. Option Pricing using Realized Volatility

    DEFF Research Database (Denmark)

    Stentoft, Lars Peter

    dynamics to be used for option pricing purposes in this framework, and we show that our model explains some of the mispricings found when using traditional option pricing models based on interdaily data. We then show explicitly that a Generalized Autoregressive Conditional Heteroskedastic model with Normal...... Inverse Gaussian distributed innovations is the corresponding benchmark model when only daily data is used. Finally, we perform an empirical analysis using stock options for three large American companies, and we show that in all cases our model performs significantly better than the corresponding...... benchmark model estimated on return data alone. Hence the paper provides evidence on the value of using high frequency data for option pricing purposes....

  7. Classical realizability in the CPS target language

    DEFF Research Database (Denmark)

    Frey, Jonas

    2016-01-01

    Motivated by considerations about Krivine's classical realizability, we introduce a term calculus for an intuitionistic logic with record types, which we call the CPS target language. We give a reformulation of the constructions of classical realizability in this language, using the categorical...... techniques of realizability triposes and toposes. We argue that the presentation of classical realizability in the CPS target language simplifies calculations in realizability toposes, in particular it admits a nice presentation of conjunction as intersection type which is inspired by Girard's ludics....

  8. Explicit field realizations of W algebras

    International Nuclear Information System (INIS)

    Wei Shaowen; Liu Yuxiao; Ren Jirong; Zhang Lijie

    2009-01-01

    The fact that certain nonlinear W 2,s algebras can be linearized by the inclusion of a spin-1 current can provide a simple way to realize W 2,s algebras from linear W 1,2,s algebras. In this paper, we first construct the explicit field realizations of linear W 1,2,s algebras with double scalar and double spinor, respectively. Then, after a change of basis, the realizations of W 2,s algebras are presented. The results show that all these realizations are Romans-type realizations.

  9. Explicit field realizations of W algebras

    OpenAIRE

    Wei, Shao-Wen; Liu, Yu-Xiao; Zhang, Li-Jie; Ren, Ji-Rong

    2009-01-01

    The fact that certain non-linear $W_{2,s}$ algebras can be linearized by the inclusion of a spin-1 current can provide a simple way to realize $W_{2,s}$ algebras from linear $W_{1,2,s}$ algebras. In this paper, we first construct the explicit field realizations of linear $W_{1,2,s}$ algebras with double-scalar and double-spinor, respectively. Then, after a change of basis, the realizations of $W_{2,s}$ algebras are presented. The results show that all these realizations are Romans-type realiz...

  10. Event-Based Impulsive Control of Continuous-Time Dynamic Systems and Its Application to Synchronization of Memristive Neural Networks.

    Science.gov (United States)

    Zhu, Wei; Wang, Dandan; Liu, Lu; Feng, Gang

    2017-08-18

    This paper investigates exponential stabilization of continuous-time dynamic systems (CDSs) via event-based impulsive control (EIC) approaches, where the impulsive instants are determined by certain state-dependent triggering condition. The global exponential stability criteria via EIC are derived for nonlinear and linear CDSs, respectively. It is also shown that there is no Zeno-behavior for the concerned closed loop control system. In addition, the developed event-based impulsive scheme is applied to the synchronization problem of master and slave memristive neural networks. Furthermore, a self-triggered impulsive control scheme is developed to avoid continuous communication between the master system and slave system. Finally, two numerical simulation examples are presented to illustrate the effectiveness of the proposed event-based impulsive controllers.

  11. The Green-Kubo formula, autocorrelation function and fluctuation spectrum for finite Markov chains with continuous time

    Energy Technology Data Exchange (ETDEWEB)

    Chen Yong; Chen Xi; Qian Minping [School of Mathematical Sciences, Peking University, Beijing 100871 (China)

    2006-03-17

    A general form of the Green-Kubo formula, which describes the fluctuations pertaining to all the steady states whether equilibrium or non-equilibrium, for a system driven by a finite Markov chain with continuous time (briefly, MC) {l_brace}{xi}{sub t}{r_brace}, is shown. The equivalence of different forms of the Green-Kubo formula is exploited. We also look at the differences in terms of the autocorrelation function and the fluctuation spectrum between the equilibrium state and the non-equilibrium steady state. Also, if the MC is in the non-equilibrium steady state, we can always find a complex function {psi}, such that the fluctuation spectrum of {l_brace}{phi}({xi}{sub t}){r_brace} is non-monotonous in [0, + {infinity})

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

    Directory of Open Access Journals (Sweden)

    Songlin Wo

    2018-01-01

    Full Text Available Singular systems arise in a great deal of domains of engineering and can be used to solve problems which are more difficult and more extensive than regular systems to solve. Therefore, in this paper, the definition of finite-time robust H∞ control for uncertain linear continuous-time singular systems is presented. The problem we address is to design a robust state feedback controller which can deal with the singular system with time-varying norm-bounded exogenous disturbance, such that the singular system is finite-time robust bounded (FTRB with disturbance attenuation γ. Sufficient conditions for the existence of solutions to this problem are obtained in terms of linear matrix equalities (LMIs. When these LMIs are feasible, the desired robust controller is given. A detailed solving method is proposed for the restricted linear matrix inequalities. Finally, examples are given to show the validity of the methodology.

  13. Transport properties of the continuous-time random walk with a long-tailed waiting-time density

    International Nuclear Information System (INIS)

    Weissman, H.; Havlin, S.; Weiss, G.H.

    1989-01-01

    The authors derive asymptotic properties of the propagator p(r, t) of a continuous-time random walk (CTRW) in which the waiting time density has the asymptotic form ψ(t) ∼ T α /t α+1 when t >> T and 0 = ∫ 0 ∞ τψ(τ)dτ is finite. One is that the asymptotic behavior of p(0, t) is demonstrated by the waiting time at the origin rather than by the dimension. The second difference is that in the presence of a field p(r, t) no longer remains symmetric around a moving peak. Rather, it is shown that the peak of this probability always occurs at r = 0, and the effect of the field is to break the symmetry that occurs when < ∞. Finally, they calculate similar properties, although in not such great detail, for the case in which the single-step jump probabilities themselves have an infinite mean

  14. The Green-Kubo formula, autocorrelation function and fluctuation spectrum for finite Markov chains with continuous time

    International Nuclear Information System (INIS)

    Chen Yong; Chen Xi; Qian Minping

    2006-01-01

    A general form of the Green-Kubo formula, which describes the fluctuations pertaining to all the steady states whether equilibrium or non-equilibrium, for a system driven by a finite Markov chain with continuous time (briefly, MC) {ξ t }, is shown. The equivalence of different forms of the Green-Kubo formula is exploited. We also look at the differences in terms of the autocorrelation function and the fluctuation spectrum between the equilibrium state and the non-equilibrium steady state. Also, if the MC is in the non-equilibrium steady state, we can always find a complex function ψ, such that the fluctuation spectrum of {φ(ξ t )} is non-monotonous in [0, + ∞)

  15. Design of an ultra low power third order continuous time current mode ΣΔ modulator for WLAN applications.

    Science.gov (United States)

    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.

  16. A new approach of optimal control for a class of continuous-time chaotic systems by an online ADP algorithm

    Science.gov (United States)

    Song, Rui-Zhuo; Xiao, Wen-Dong; Wei, Qing-Lai

    2014-05-01

    We develop an online adaptive dynamic programming (ADP) based optimal control scheme for continuous-time chaotic systems. The idea is to use the ADP algorithm to obtain the optimal control input that makes the performance index function reach an optimum. The expression of the performance index function for the chaotic system is first presented. The online ADP algorithm is presented to achieve optimal control. In the ADP structure, neural networks are used to construct a critic network and an action network, which can obtain an approximate performance index function and the control input, respectively. It is proven that the critic parameter error dynamics and the closed-loop chaotic systems are uniformly ultimately bounded exponentially. Our simulation results illustrate the performance of the established optimal control method.

  17. Effective Complexity of Stationary Process Realizations

    Directory of Open Access Journals (Sweden)

    Arleta Szkoła

    2011-06-01

    Full Text Available The concept of effective complexity of an object as the minimal description length of its regularities has been initiated by Gell-Mann and Lloyd. The regularities are modeled by means of ensembles, which is the probability distributions on finite binary strings. In our previous paper [1] we propose a definition of effective complexity in precise terms of algorithmic information theory. Here we investigate the effective complexity of binary strings generated by stationary, in general not computable, processes. We show that under not too strong conditions long typical process realizations are effectively simple. Our results become most transparent in the context of coarse effective complexity which is a modification of the original notion of effective complexity that needs less parameters in its definition. A similar modification of the related concept of sophistication has been suggested by Antunes and Fortnow.

  18. Challenges in realizing ultraflat materials surfaces

    Directory of Open Access Journals (Sweden)

    Takashi Yatsui

    2013-12-01

    Full Text Available Ultraflat surface substrates are required to achieve an optimal performance of future optical, electronic, or optoelectronic devices for various applications, because such surfaces reduce the scattering loss of photons, electrons, or both at the surfaces and interfaces. In this paper, we review recent progress toward the realization of ultraflat materials surfaces. First, we review the development of surface-flattening techniques. Second, we briefly review the dressed photon–phonon (DPP, a nanometric quasiparticle that describes the coupled state of a photon, an electron, and a multimode-coherent phonon. Then, we review several recent developments based on DPP-photochemical etching and desorption processes, which have resulted in angstrom-scale flat surfaces. To confirm that the superior flatness of these surfaces that originated from the DPP process, we also review a simplified mathematical model that describes the scale-dependent effects of optical near-fields. Finally, we present the future outlook for these technologies.

  19. Anomalous stress diffusion, Omori's law and Continuous Time Random Walk in the 2010 Efpalion aftershock sequence (Corinth rift, Greece)

    Science.gov (United States)

    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

  20. Managing the interface - An approach through the complexity of the collaborative process of design, integration and realization: a transactional model of the interface actor and dynamics of exchange spaces

    International Nuclear Information System (INIS)

    Nicquevert, B.

    2012-01-01

    In large projects such as particle accelerators or detectors, interfaces and boundaries reveal themselves to be both critical and underestimated. The technical manager, an actor among others, finds himself placed at network nodes where he must set up exchanges spaces in order to generate collaborative behaviours. Starting with case studies from the field of CERN, the thesis follows three principles based on the dia-logical, the hologramic and the self-eco-organization principles, as expanded in the writings on complexity. It puts forward an original methodological matrix construction leading to a transactional model of the interface actor. The collaborative exchanges spaces builds itself as a place for the dynamic transformation of the interface actor into a boundary actor. Intermediate objects, created during the design / integration process, are simultaneously transformed into boundary objects. They are instrumental in the realization of the product: this takes place in the framework of the project which has been determined through a recursive process. The interest generated by such a global and combined approach of this dynamic process leads to the proposal of a 'hyper-compass', with the aim of providing the means for the technical manager to orient his 'acting ↔ thinking'. (author)

  1. Symmetry realization of texture zeros

    International Nuclear Information System (INIS)

    Grimus, W.; Joshipura, A.S.; Lavoura, L.; Tanimoto, M.

    2004-01-01

    We show that it is possible to enforce texture zeros in arbitrary entries of the fermion mass matrices by means of Abelian symmetries; in this way, many popular mass-matrix textures find a symmetry justification. We propose two alternative methods which allow one to place zeros in any number of elements of the mass matrices that one wants. They are applicable simultaneously in the quark and lepton sectors. They are also applicable in grand unified theories. The number of scalar fields required by our methods may be large; still, in many interesting cases this number can be reduced considerably. The larger the desired number of texture zeros is, the simpler are the models which reproduce the texture. (orig.)

  2. A Wireless Fiber Photometry System Based on a High-Precision CMOS Biosensor With Embedded Continuous-Time Modulation.

    Science.gov (United States)

    Khiarak, Mehdi Noormohammadi; Martianova, Ekaterina; Bories, Cyril; Martel, Sylvain; Proulx, Christophe D; De Koninck, Yves; Gosselin, Benoit

    2018-06-01

    Fluorescence biophotometry measurements require wide dynamic range (DR) and high-sensitivity laboratory apparatus. Indeed, it is often very challenging to accurately resolve the small fluorescence variations in presence of noise and high-background tissue autofluorescence. There is a great need for smaller detectors combining high linearity, high sensitivity, and high-energy efficiency. This paper presents a new biophotometry sensor merging two individual building blocks, namely a low-noise sensing front-end and a order continuous-time modulator (CTSDM), into a single module for enabling high-sensitivity and high energy-efficiency photo-sensing. In particular, a differential CMOS photodetector associated with a differential capacitive transimpedance amplifier-based sensing front-end is merged with an incremental order 1-bit CTSDM to achieve a large DR, low hardware complexity, and high-energy efficiency. The sensor leverages a hardware sharing strategy to simplify the implementation and reduce power consumption. The proposed CMOS biosensor is integrated within a miniature wireless head mountable prototype for enabling biophotometry with a single implantable fiber in the brain of live mice. The proposed biophotometry sensor is implemented in a 0.18- CMOS technology, consuming from a 1.8- supply voltage, while achieving a peak dynamic range of over a 50- input bandwidth, a sensitivity of 24 mV/nW, and a minimum detectable current of 2.46- at a 20- sampling rate.

  3. Online Solution of Two-Player Zero-Sum Games for Continuous-Time Nonlinear Systems With Completely Unknown Dynamics.

    Science.gov (United States)

    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.

  4. Reinforcement-Learning-Based Robust Controller Design for Continuous-Time Uncertain Nonlinear Systems Subject to Input Constraints.

    Science.gov (United States)

    Liu, Derong; Yang, Xiong; Wang, Ding; Wei, Qinglai

    2015-07-01

    The design of stabilizing controller for uncertain nonlinear systems with control constraints is a challenging problem. The constrained-input coupled with the inability to identify accurately the uncertainties motivates the design of stabilizing controller based on reinforcement-learning (RL) methods. In this paper, a novel RL-based robust adaptive control algorithm is developed for a class of continuous-time uncertain nonlinear systems subject to input constraints. The robust control problem is converted to the constrained optimal control problem with appropriately selecting value functions for the nominal system. Distinct from typical action-critic dual networks employed in RL, only one critic neural network (NN) is constructed to derive the approximate optimal control. Meanwhile, unlike initial stabilizing control often indispensable in RL, there is no special requirement imposed on the initial control. By utilizing Lyapunov's direct method, the closed-loop optimal control system and the estimated weights of the critic NN are proved to be uniformly ultimately bounded. In addition, the derived approximate optimal control is verified to guarantee the uncertain nonlinear system to be stable in the sense of uniform ultimate boundedness. Two simulation examples are provided to illustrate the effectiveness and applicability of the present approach.

  5. Big Data Challenges of High-Dimensional Continuous-Time Mean-Variance Portfolio Selection and a Remedy.

    Science.gov (United States)

    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.

  6. Research and realization of key technology in HILS interactive system

    Science.gov (United States)

    Liu, Che; Lu, Huiming; Wang, Fankai

    2018-03-01

    This paper designed HILS (Hardware In the Loop Simulation) interactive system based on xPC platform . Through the interface between C++ and MATLAB engine, establish the seamless data connection between Simulink and interactive system, complete data interaction between system and Simulink, realize the function development of model configuration, parameter modification and off line simulation. We establish the data communication between host and target machine through TCP/IP protocol to realize the model download and real-time simulation. Use database to store simulation data, implement real-time simulation monitoring and simulation data management. Realize system function integration by Qt graphic interface library and dynamic link library. At last, take the typical control system as an example to verify the feasibility of HILS interactive system.

  7. Field-theoretical investigations in nonlinear realizations of gauge symmetry

    International Nuclear Information System (INIS)

    Lee, Chenhan.

    1989-01-01

    A review of both linear realization and non-linear realization of gauge symmetries is given and the connection between the two recipes is carefully examined. The author then constructs both linear and non-linear realizations for of supersymmetric theories. The supermultiplets of the Goldstone modes contain Goldstone bosons, quasi-Goldstone bosons and quasi-Goldstone fermions. He makes an attempt to construct a specific model of a supersymmetric non-linear realization for the Nambu-Goldstone superfields and the quasi-Goldstone fermions are identified with the quarks and leptons. Further, he discusses a mechanism by which the components of the Nambu-Goldstone supermultiplets are given non-zero mass splittings by the coupling to a hidden sector. Next, he turns to anti-symmetric tensor gauge theories, which are shown to be classically equivalent to the non-linear models describing the complete symmetry breakdown. To study the quantum mechanical equivalence of these two models, he carries out the tensor gauge fixing and the quantization procedures for the anti-symmetric tensor theories and establish the global symmetry currents which connect the two models. He then builds the supersymmetric extensions of the anti-symmetric tensor gauge theories in both abelian and non-abelian versions. Such super-tensor gauge theories are shown, by using the superfield equations of motion, to be equivalent to the fully doubled supersymmetric non-linear models of complete symmetry breakdown

  8. Supertrace formulae for nonlinearly realized supersymmetry

    Science.gov (United States)

    Murli, Divyanshu; Yamada, Yusuke

    2018-04-01

    We derive the general supertrace formula for a system with N chiral superfields and one nilpotent chiral superfield in global and local supersymmetry. The nilpotent multiplet is realized by taking the scalar-decoupling limit of a chiral superfield breaking supersymmetry spontaneously. As we show, however, the modified formula is not simply related to the scalar-decoupling limit of the supertrace in linearly-realized supersymmetry. We also show that the supertrace formula reduces to that of a linearly realized supersymmetric theory with a decoupled sGoldstino if the Goldstino is the fermion in the nilpotent multiplet.

  9. Calculation of controllability and observability matrices for special case of continuous-time multi-order fractional systems.

    Science.gov (United States)

    Hassanzadeh, Iman; Tabatabaei, Mohammad

    2017-03-28

    In this paper, controllability and observability matrices for pseudo upper or lower triangular multi-order fractional systems are derived. It is demonstrated that these systems are controllable and observable if and only if their controllability and observability matrices are full rank. In other words, the rank of these matrices should be equal to the inner dimension of their corresponding state space realizations. To reduce the computational complexities, these matrices are converted to simplified matrices with smaller dimensions. Numerical examples are provided to show the usefulness of the mentioned matrices for controllability and observability analysis of this case of multi-order fractional systems. These examples clarify that the duality concept is not necessarily true for these special systems. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

  10. Product Realization | College of Engineering & Applied Science

    Science.gov (United States)

    Olympiad Girls Who Code Club FIRST Tech Challenge NSF I-Corps Site of Southeastern Wisconsin UW-Milwaukee Product Realization Course Companies need time and talent to develop new product prototypes. Students need

  11. Researchers Realize Major Breakthrough in Understanding Endometriosis

    Science.gov (United States)

    ... 16, 2014 Researchers Realize Major Breakthrough in Understanding Endometriosis For a disease that affects an estimated 6 ... 10% of women, surprisingly little is known about endometriosis — a disorder that causes uterine tissue to grow ...

  12. Suggestions for Realization Rather than Professionalization in Adult Basic Education.

    Science.gov (United States)

    Allen, Fred

    1987-01-01

    A literature review shows lack of consensus in defining adult education and rejection of the application of the traditional model of professionalism to adult basic education (ABE). Carl Rogers' concept of substituting realization for professionalization, as well as the literature of staff preservice and inservice training, can help practitioners…

  13. Nonlinear realizations of W3 symmetry

    International Nuclear Information System (INIS)

    Ivanov, E.A.; Krivonos, S.O.

    1991-01-01

    We derive the Toda lattice realization of classical W 3 symmetry on two scalar fields in a purely geometric way, proceeding from a nonlinear realization of some associate higher-spin symmetry W 3 ∞ is derived. The Toda lattice equations are interpreted as the constraints singling out a two-dimensional fully geodesic subspace in the initial coset space of W 3 ∞ . This subspace is the quotient of SL(3,R) over its maximal parabolic subgroup. 20 refs

  14. Learning, Realizability and Games in Classical Arithmetic

    Science.gov (United States)

    Aschieri, Federico

    2010-12-01

    In this dissertation we provide mathematical evidence that the concept of learning can be used to give a new and intuitive computational semantics of classical proofs in various fragments of Predicative Arithmetic. First, we extend Kreisel modified realizability to a classical fragment of first order Arithmetic, Heyting Arithmetic plus EM1 (Excluded middle axiom restricted to Sigma^0_1 formulas). We introduce a new realizability semantics we call "Interactive Learning-Based Realizability". Our realizers are self-correcting programs, which learn from their errors and evolve through time. Secondly, we extend the class of learning based realizers to a classical version PCFclass of PCF and, then, compare the resulting notion of realizability with Coquand game semantics and prove a full soundness and completeness result. In particular, we show there is a one-to-one correspondence between realizers and recursive winning strategies in the 1-Backtracking version of Tarski games. Third, we provide a complete and fully detailed constructive analysis of learning as it arises in learning based realizability for HA+EM1, Avigad's update procedures and epsilon substitution method for Peano Arithmetic PA. We present new constructive techniques to bound the length of learning processes and we apply them to reprove - by means of our theory - the classic result of Godel that provably total functions of PA can be represented in Godel's system T. Last, we give an axiomatization of the kind of learning that is needed to computationally interpret Predicative classical second order Arithmetic. Our work is an extension of Avigad's and generalizes the concept of update procedure to the transfinite case. Transfinite update procedures have to learn values of transfinite sequences of non computable functions in order to extract witnesses from classical proofs.

  15. Realization of FRC interior and exterior furniture

    Science.gov (United States)

    Šonka, Š.; Frantová, M.; Štemberk, P.; Havrda, J.; Janouch, P.

    2017-09-01

    This article deals with the implementation of fibre reinforced concrete for interior and exterior furniture. The use of fibre reinforced concrete for non-traditional and small structures brings some specifics in design and realization. These are, in particular, the design of a suitable mixture, the choice of the shape of the structure in relation to the technological possibilities of realization, the static effects and finally the actual production of the element.

  16. The linguistic realization of information packaging

    OpenAIRE

    Vallduví, Enric; Engdahl, Elisabet

    1996-01-01

    There is increasing awareness of the large degree of crosslinguistic diversity involved in the structural realization of information packaging (or information structure). Whereas English and many Germanic languages primarily exploit intonation for informational purposes, in other languages, like Catalan, syntax plays the primary role in the realization of information packaging and intonation is reduced to a secondary role. In yet another group of languages the primary structural correlate is ...

  17. An explicit construction of Wakimoto realizations of current algebras

    International Nuclear Information System (INIS)

    Boer, J. de; Feher, L.

    1996-05-01

    It is known from a work of Feigin and Frenkel that a Wakimoto type, generalized free field realization of the current algebra g k can be associated with each parabolic subalgebra P = (g 0 + g + ) of the Lie algebra g, where in the standard case g 0 is the Cartan and P is the Borel subalgebra. In this letter we obtain an explicit formula for the Wakimoto realization in the general case. Using Hamiltonian reduction of the WZNW model, we first derive a Poisson bracket realization of the g-valued current in terms of simplistic bosons belonging to g + and a current belonging to g 0 . We then quantize the formula by determining the correct normal ordering. We also show that the affine-Sugawara stress-energy tensor takes the expected quadratic form in the constituents. (author)

  18. Low-sensitivity active filter realization using a complex all-pass filter

    Science.gov (United States)

    Regalia, Phillip A.; Mitra, Sanjit K.

    1987-04-01

    A wide class of continuous-time transfer functions may be implemented as the parallel combination of two all-pass filters, including Butterworth, Chebyshev, and elliptic low-pass approximations of odd order. Here, the realization of even-order low-pass classical approximations is considered, and it is shown that they may be decomposed in terms of complex all-pass functions. A systematic realization approach, based on scattering domain simulation (i.e., wave active filters), allows for a low-sensitivity active filter implementation. Further insight into the low-sensitivity property is gained by connecting the insertion loss of doubly terminated antimetric networks with the imaginary return loss of complex lossless networks.

  19. Inverse Higgs effect in nonlinear realizations

    International Nuclear Information System (INIS)

    Ivanov, E.A.; Ogievetskij, V.I.

    1975-01-01

    In theories with nonlinearly realized symmetry it is possible in a number of cases to eliminate some initial Goldstone and gauge fields by means of putting appropriate Cartan forms equal to zero. This is called the inverse Higgs phenomenon. We give a general treatment of the inverse Higgs phenomenon for gauge and space-time symmetries and consider four instructive examples which are the elimination of unessential gauge fields in chiral symmetry and in non-linearly realized supersymmetry and also the elimination of unessential Goldstone fields in the spontaneously broken conformal and projective symmetries

  20. Non-linear realizations and bosonic branes

    International Nuclear Information System (INIS)

    West, P.

    2001-01-01

    In this very short note, following hep-th/0001216, we express the well known bosonic brane as a non-linear realization. The reader may also consult hep-th/9912226, 0001216 and 0005270 where the branes of M theory are constructed as a non-linear realisation. The automorphisms of the supersymmetry algebra play an essential role. (author)

  1. Nonlinear realization of general covariance group

    International Nuclear Information System (INIS)

    Hamamoto, Shinji

    1979-01-01

    The structure of the theory resulting from the nonlinear realization of general covariance group is analysed. We discuss the general form of free Lagrangian for Goldstone fields, and propose as a special choice one reasonable form which is shown to describe a gravitational theory with massless tensor graviton and massive vector tordion. (author)

  2. The economic value of realized volatility

    DEFF Research Database (Denmark)

    Christoffersen, Peter; Feunou, Bruno; Jacobs, Kris

    2014-01-01

    Many studies have documented that daily realized volatility estimates based on intraday returns provide volatility forecasts that are superior to forecasts constructed from daily returns only. We investigate whether these forecasting improvements translate into economic value added. To do so, we ...

  3. Banach spaces that realize minimal fillings

    International Nuclear Information System (INIS)

    Bednov, B. B.; Borodin, P. A.

    2014-01-01

    It is proved that a real Banach space realizes minimal fillings for all its finite subsets (a shortest network spanning a fixed finite subset always exists and has the minimum possible length) if and only if it is a predual of L 1 . The spaces L 1 are characterized in terms of Steiner points (medians). Bibliography: 25 titles. (paper)

  4. Zero-intelligence realized variance estimation

    NARCIS (Netherlands)

    Gatheral, J.; Oomen, R.C.A.

    2010-01-01

    Given a time series of intra-day tick-by-tick price data, how can realized variance be estimated? The obvious estimator—the sum of squared returns between trades—is biased by microstructure effects such as bid-ask bounce and so in the past, practitioners were advised to drop most of the data and

  5. FPGA Realization of Memory 10 Viterbi Decoder

    DEFF Research Database (Denmark)

    Paaske, Erik; Bach, Thomas Bo; Andersen, Jakob Dahl

    1997-01-01

    sequence mode when feedback from the Reed-Solomon decoder is available. The Viterbi decoder is realized using two Altera FLEX 10K50 FPGA's. The overall operating speed is 30 kbit/s, and since up to three iterations are performed for each frame and only one decoder is used, the operating speed...

  6. Long memory and the relation between implied and realized volatility

    OpenAIRE

    Federico Bandi; Benoit Perron

    2003-01-01

    We argue that the conventional predictive regression between implied volatility (regressor) and realized volatility over the remaining life of the option (regressand) is likely to be a fractional cointegrating relation. Since cointegration is associated with long-run comovements, this finding modifies the usual interpretation of such regression as a study towards assessing option market efficiency (given a certain option pricing model) and/or short-term unbiasedness of implied volatility as a...

  7. NIM Realization of the Gallium Triple Point

    Science.gov (United States)

    Xiaoke, Yan; Ping, Qiu; Yuning, Duan; Yongmei, Qu

    2003-09-01

    In the last three years (1999 to 2001), the gallium triple-point cell has been successfully developed, and much corresponding research has been carried out at the National Institute of Metrology (NIM), Beijing, China. This paper presents the cell design, apparatus and procedure for realizing the gallium triple point, and presents studies on the different freezing methods. The reproducibility is 0.03 mK, and the expanded uncertainty of realization of the gallium triple point is evaluated to be 0.17 mK (p=0.99, k=2.9). Also, the reproducibility of the gallium triple point was compared with that of the triple point of water.

  8. Enablers & Barriers for Realizing Modularity Benefits

    DEFF Research Database (Denmark)

    Storbjerg, Simon Haahr; Brunø, Thomas Ditlev; Thyssen, Jesper

    2012-01-01

    far less attention compared to the theories and methods concerning modularization of technical systems. Harvesting the full potential of modularization, particularly in relation to product development agility, depends on more than an optimal architecture. Key enablers in this context......Although modularization is becoming both a well-described domain in academia and a broadly applied concept in business, many of today’s firm still struggle to realize the promised benefits of this approach. Managing modularization is a complex matter, and in spite of this, a topic that has received...... are the organizational and systems related aspects. Recognizing the need for guidance to realize the benefits of modularity, the purpose of this study is through a literature study and a case study to improve the insight into the organizational and systems related enablers and barriers with regard to obtaining the full...

  9. Realization of superconductive films by screen printing

    International Nuclear Information System (INIS)

    Baudry, H.

    1988-01-01

    Screen printing is a promising method to manufacture superconductive lines making use of superconductive ceramics. An ink has been realized with YBa 2 Cu 3 0 7-x' and the process conditions defined by thermal analysis. A superconductive transition is observed after screen printing on MgO. The firing of the layer is made at 920 0 C followed by a reoxidation step at 420 0 C. The silver electrical contacts are also screen printed [fr

  10. New techniques used to realize silicon photocells

    International Nuclear Information System (INIS)

    Siffert, P.

    1978-01-01

    The techniques used to realize the terrestrial silicon solar cells being considered the possible improvements of these methods are discussed. The various approaches under development to prepare silicon sheets in a continuous way are considered for both self-supporting or substrate deposited layers. Finally, the various methods used or under investigation to obtain the surface potential barrier are considered; MIS, heterojunction and ion implantation [fr

  11. Experimental functional realization of attribute grammar system

    Directory of Open Access Journals (Sweden)

    I. Attali

    2002-07-01

    Full Text Available In this paper we present an experimental functional realization of attribute grammar(AG system for personal computers. For AG system functioning only Turbo Prolog compiler is required. The system functioning is based on a specially elaborated metalanguage for AG description, universal syntactic and semantic constructors. The AG system provides automatic generation of target compiler (syntax--oriented software using Turbo Prolog as object language.

  12. Oil shale mines and their realizable production

    International Nuclear Information System (INIS)

    Habicht, K.

    1994-01-01

    The production of Estonian oil shale depends on its marketing opportunities. The realizable production is a function of the oil shale price, which in turn depends on production costs. The latter are dependent on which mines are producing oil shale and on the volume of production. The purpose of the present article is to analyze which mines should operate under various realizable production scenarios and what should be their annual output so that the total cost of oil shale production (including maintenance at idle mines) is minimized. This paper is also targeted at observing the change in the average production cost per ton of oil shale depending on the realizable output. The calculations are based on data for the first four months of 1993, as collected by N. Barabaner (Estonian Academy of Sciences, Institute of Economy). The data include the total production volume and production cost from the mines of RE 'Eesti Polevkivi' (State Enterprise 'Estonian Oil Shale'). They also project expenses from mine closings in case of conservation. The latter costs were allocated among mines in direct proportion to their respective number of employees. (author)

  13. Realized Jump Risk and Equity Return in China

    Directory of Open Access Journals (Sweden)

    Guojin Chen

    2014-01-01

    Full Text Available We utilize the realized jump components to explore a new jump (including nonsystematic jump and systematic jump risk factor model. After estimating daily realized jumps from high-frequency transaction data of the Chinese A-share stocks, we calculate monthly jump size, monthly jump standard deviation, and monthly jump arrival rate and then use those monthly jump factors to explain the return of the following month. Our empirical results show that the jump tail risk can explain the equity return. For the large capital-size stocks, large cap stock portfolios, and index, one-month lagged jump risk factor significantly explains the asset return variation. Our results remain the same even when we add the size and value factors in the robustness tests.

  14. Electronic realization of the fractional-order systems

    Directory of Open Access Journals (Sweden)

    Františka Dorčáková

    2007-10-01

    Full Text Available This article is devoted to the electronic (analogue realization of the fractional-order systems – controllers or controlled objects whose we earlier used, identified, and analyzed as a mathematical models only ��� namely a fractional-order differential equation, and solved numerically using a method based on the truncated version of the Grunwald - Letnikov formula for fractional derivative. The electronic realization of the fractional derivative is based on the continued fraction expansion of the rational approximation of the fractional differentiator from which we obtained the values of the resistors and capacitors of the electronic circuit. Along with the mathematical description are presented also simulation and measurement results.

  15. Portability, Salary and Asset Price Risk: A Continuous-Time Expected Utility Comparison of DB and DC Pension Plans

    Directory of Open Access Journals (Sweden)

    An Chen

    2015-03-01

    Full Text Available This paper compares two different types of private retirement plans from the perspective of a representative beneficiary: a defined benefit (DB and a defined contribution (DC plan. While salary risk is the main common risk factor in DB and DC pension plans, one of the key differences is that DB plans carry portability risks, whereas DC plans bear asset price risk. We model these tradeoffs explicitly in this paper and compare these two plans in a utility-based framework. Our numerical analysis focuses on answering the question of when the beneficiary is indifferent between the DB and DC plan. Most of our results confirm the findings in the existing literature, among which, e.g., portability losses considerably reduce the relative attractiveness of the DB plan. However, we also find that the attractiveness of the DB plan can decrease in the level of risk aversion, which is inconsistent with the existing literature.

  16. Continuous-time mean-variance portfolio selection with value-at-risk and no-shorting constraints

    Science.gov (United States)

    Yan, Wei

    2012-01-01

    An investment problem is considered with dynamic mean-variance(M-V) portfolio criterion under discontinuous prices which follow jump-diffusion processes according to the actual prices of stocks and the normality and stability of the financial market. The short-selling of stocks is prohibited in this mathematical model. Then, the corresponding stochastic Hamilton-Jacobi-Bellman(HJB) equation of the problem is presented and the solution of the stochastic HJB equation based on the theory of stochastic LQ control and viscosity solution is obtained. The efficient frontier and optimal strategies of the original dynamic M-V portfolio selection problem are also provided. And then, the effects on efficient frontier under the value-at-risk constraint are illustrated. Finally, an example illustrating the discontinuous prices based on M-V portfolio selection is presented.

  17. Confidence Intervals from Realizations of Simulated Nuclear Data

    Energy Technology Data Exchange (ETDEWEB)

    Younes, W. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States); Ratkiewicz, A. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States); Ressler, J. J. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)

    2017-09-28

    Various statistical techniques are discussed that can be used to assign a level of confidence in the prediction of models that depend on input data with known uncertainties and correlations. The particular techniques reviewed in this paper are: 1) random realizations of the input data using Monte-Carlo methods, 2) the construction of confidence intervals to assess the reliability of model predictions, and 3) resampling techniques to impose statistical constraints on the input data based on additional information. These techniques are illustrated with a calculation of the keff value, based on the 235U(n, f) and 239Pu (n, f) cross sections.

  18. APM Best Practices Realizing Application Performance Management

    CERN Document Server

    Sydor, Michael J

    2011-01-01

    The objective of APM Best Practices: Realizing Application Performance Management is to establish reliable application performance management (APM) practices - to demonstrate value, to do it quickly, and to adapt to the client circumstances. It's important to balance long-term goals with short-term deliverables, but without compromising usefulness or correctness. The successful strategy is to establish a few reasonable goals, achieve them quickly, and then iterate over the same topics two more times, with each successive iteration expanding the skills and capabilities of the APM team. This str

  19. Analysis of Popper's Experiment and Its Realization

    Science.gov (United States)

    Qureshi, T.

    2012-04-01

    An experiment proposed by Karl Popper to test the standard interpretation of quantum mechanics was realized by Kim and Shih. We use a quantum mechanical calculation to analyze Popper's proposal, and find a surprising result for the location of the virtual slit. We also analyze Kim and Shih's experiment, and demonstrate that although it ingeniously overcomes the problem of temporal spreading of the wave-packet, it is inconclusive about Popper's test. We point out that another experiment which (unknowingly) implements Popper's test in a conclusive way, has actually been carried out. Its results are in contradiction with Popper's prediction, and agree with our analysis.

  20. Analysis of embryo morphokinetics, multinucleation and cleavage anomalies using continuous time-lapse monitoring in blastocyst transfer cycles.

    Science.gov (United States)

    Desai, Nina; Ploskonka, Stephanie; Goodman, Linnea R; Austin, Cynthia; Goldberg, Jeffrey; Falcone, Tommaso

    2014-06-20

    Time-lapse imaging combined with embryo morphokinetics may offer a non-invasive means for improving embryo selection. Data from clinics worldwide are necessary to compare and ultimately develop embryo classifications models using kinetic data. The primary objective of this study was to determine if there were kinetic differences between embryos with limited potential and those more often associated with in vitro blastocyst formation and/or implantation. We also wanted to compare putative kinetic markers for embryo selection as proposed by other laboratories to what we were observing in our own laboratory setting. Kinetic data and cycle outcomes were retrospectively analyzed in patients age 39 and younger with 7 or more zygotes cultured in the Embryoscope. Timing of specific events from the point of insemination were determined using time-lapse (TL) imaging. The following kinetic markers were assessed: time to syngamy (tPNf), t2, time to two cells (c), 3c (t3), 4c ( t4), 5c (t5), 8c (t8), morula (tMor), start of blastulation (tSB); tBL, blastocyst (tBL); expanded blastocyst (tEBL). Durations of the second (cc2) and third (cc3) cell cycles, the t5-t2 interval as well as time to complete synchronous divisions s1, s2 and s3 were calculated. Incidence and impact on development of nuclear and cleavage anomalies were also assessed. A total of 648 embryos transferred on day 5 were analyzed. The clinical pregnancy and implantation rate were 72% and 50%, respectively. Morphokinetic data showed that tPNf, t2,t4, t8, s1, s2,s3 and cc2 were significantly different in embryos forming blastocysts (ET or frozen) versus those with limited potential either failing to blastulate or else forming poor quality blastocysts ,ultimately discarded. Comparison of embryo kinetics in cycles with all embryos implanting (KID+) versus no implantation (KID-) suggested that markers of embryo competence to implant may be different from ability to form a blastocyst. The incidence of multinucleation

  1. Realization of fiber optic displacement sensors

    Science.gov (United States)

    Guzowski, Bartlomiej; Lakomski, Mateusz

    2018-03-01

    Fiber optic sensors are very promising because of their inherent advantages such as very small size, hard environment tolerance and impact of electromagnetic fields. In this paper three different types of Intensity Fiber Optic Displacement Sensors (I-FODS) are presented. Three configurations of I-FODS were realized in two varieties. In the first one, the cleaved multimode optical fibers (MMF) were used to collect reflected light, while in the second variety the MMF ended with ball lenses were chosen. To ensure an accurate alignment of optical fibers in the sensor head the MTP C9730 optical fiber ferrules were used. In this paper the influence of distribution of transmitting and detecting optical fibers on sensitivity and linear range of operation of developed I-FODS were investigated. We have shown, that I-FODS with ball lenses receive average 10.5% more reflected power in comparison to the cleaved optical fibers and they increase linearity range of I-FODS by 33%. In this paper, an analysis of each type of the realized sensor and detailed discussion are given.

  2. Realization of quantum Fourier transform over ZN

    International Nuclear Information System (INIS)

    Fu Xiang-Qun; Bao Wan-Su; Li Fa-Da; Zhang Yu-Chao

    2014-01-01

    Since the difficulty in preparing the equal superposition state of amplitude is 1/√N, we construct a quantile transform of quantum Fourier transform (QFT) over Z N based on the elementary transforms, such as Hadamard transform and Pauli transform. The QFT over Z N can then be realized by the quantile transform, and used to further design its quantum circuit and analyze the requirements for the quantum register and quantum gates. However, the transform needs considerable quantum computational resources and it is difficult to construct a high-dimensional quantum register. Hence, we investigate the design of t-bit quantile transform, and introduce the definition of t-bit semiclassical QFT over Z N . According to probability amplitude, we prove that the transform can be used to realize QFT over Z N and further design its quantum circuit. For this transform, the requirements for the quantum register, the one-qubit gate, and two-qubit gate reduce obviously when compared with those for the QFT over Z N . (general)

  3. Card counting in continuous time

    OpenAIRE

    Andersson, Patrik

    2012-01-01

    We consider the problem of finding an optimal betting strategy for a house-banked casino card game that is played for several coups before reshuffling. The sampling without replacement makes it possible to take advantage of the changes in the expected value as the deck is depleted, making large bets when the game is advantageous. Using such a strategy, which is easy to implement, is known as card counting. We consider the case of a large number of decks, making an approximat...

  4. A first theoretical realization of honeycomb topological magnon insulator.

    Science.gov (United States)

    Owerre, S A

    2016-09-28

    It has been recently shown that in the Heisenberg (anti)ferromagnet on the honeycomb lattice, the magnons (spin wave quasipacticles) realize a massless two-dimensional (2D) Dirac-like Hamiltonian. It was shown that the Dirac magnon Hamiltonian preserves time-reversal symmetry defined with the sublattice pseudo spins and the Dirac points are robust against magnon-magnon interactions. The Dirac points also occur at nonzero energy. In this paper, we propose a simple realization of nontrivial topology (magnon edge states) in this system. We show that the Dirac points are gapped when the inversion symmetry of the lattice is broken by introducing a next-nearest neighbour Dzyaloshinskii-Moriya (DM) interaction. Thus, the system realizes magnon edge states similar to the Haldane model for quantum anomalous Hall effect in electronic systems. However, in contrast to electronic spin current where dissipation can be very large due to Ohmic heating, noninteracting topological magnons can propagate for a long time without dissipation as magnons are uncharged particles. We observe the same magnon edge states for the XY model on the honeycomb lattice. Remarkably, in this case the model maps to interacting hardcore bosons on the honeycomb lattice. Quantum magnetic systems with nontrivial magnon edge states are called topological magnon insulators. They have been studied theoretically on the kagome lattice and recently observed experimentally on the kagome magnet Cu(1-3, bdc) with three magnon bulk bands. Our results for the honeycomb lattice suggests an experimental procedure to search for honeycomb topological magnon insulators within a class of 2D quantum magnets and ultracold atoms trapped in honeycomb optical lattices. In 3D lattices, Dirac and Weyl points were recently studied theoretically, however, the criteria that give rise to them were not well-understood. We argue that the low-energy Hamiltonian near the Weyl points should break time-reversal symmetry of the pseudo spins

  5. Design and Realization of Universal Data Interface

    Directory of Open Access Journals (Sweden)

    Jong-Woo Kim

    2005-03-01

    Full Text Available KARI studied data interface of Space Applications for developing Space Experimental Instrument in International Space Station, designed, and manufactured the UDIS (International Sapce Station Universal Data Interface simulator according to requirements of the data interface. This paper explains the design and implementation of UDIS for space application. UDIS is the instrument which simulate to interface the data from ISS to experiment module, payload and habitation module and use the development of a experiment system in the space. This simulator will be used to the GSE (Ground Support Equipment for test of experiment system. By realization of the simulator, we ensure data interface skills for a manned-space data communication system.

  6. Realized Variance and Market Microstructure Noise

    DEFF Research Database (Denmark)

    Hansen, Peter R.; Lunde, Asger

    2006-01-01

    We study market microstructure noise in high-frequency data and analyze its implications for the realized variance (RV) under a general specification for the noise. We show that kernel-based estimators can unearth important characteristics of market microstructure noise and that a simple kernel......-based estimator dominates the RV for the estimation of integrated variance (IV). An empirical analysis of the Dow Jones Industrial Average stocks reveals that market microstructure noise its time-dependent and correlated with increments in the efficient price. This has important implications for volatility...... estimation based on high-frequency data. Finally, we apply cointegration techniques to decompose transaction prices and bid-ask quotes into an estimate of the efficient price and noise. This framework enables us to study the dynamic effects on transaction prices and quotes caused by changes in the efficient...

  7. Design and Realization of Intelligent Flow Controller

    Directory of Open Access Journals (Sweden)

    Jianxiong Ye

    2014-09-01

    Full Text Available According to accurate flow rate control requirements in large irrigation zone, a fuzzy controller with dead-band is designed on the characteristics analysis and comparison of PID and Fuzzy. The setting values of water flow for gates are determined by real-time water level detection sensors, and the realistic value of discharged water and gate opening are detected out with relative sensors, simulation manifest that the specific control strategy can adjust the gate swiftly in circumstance of huge offset, and regulate the gate slightly in time of small bias, it is realized with Siemens S315 PLC (Programmable Logical Controller and has being working steadily for 2 years, the aim of regulation is performed properly.

  8. Realization of mechanical rotation in superfluid helium

    Science.gov (United States)

    Gordon, E. B.; Kulish, M. I.; Karabulin, A. V.; Matyushenko, V. I.; Dyatlova, E. V.; Gordienko, A. S.; Stepanov, M. E.

    2017-09-01

    The possibility of using miniaturized low-power electric motors submerged in superfluid helium for organization of rotation inside a cryostat has been investigated. It has been revealed that many of commercial micromotors can operate in liquid helium consuming low power. Turret with 5 sample holders, assembled on the base of stepper motor, has been successfully tested in experiments on the nanowire production in quantized vortices of superfluid helium. Application of the stepper motor made it possible in a single experiment to study the effect of various experimental parameters on the yield and quality of the nanowires. The promises for continuous fast rotation of the bath filled by superfluid helium by using high-speed brushless micromotor were outlined and tested. Being realized, this approach will open new possibility to study the guest particles interaction with the array of parallel linear vortices in He II.

  9. Quantization of a non-linearly realized supersymmetric theory

    International Nuclear Information System (INIS)

    Shima, Kazunari

    1976-01-01

    The two-dimensional version of the Volkov-Akulov's Lagrngian, where the super-symmetry is realized non-linearly by means of a single Majorana spinor psi(x), is quantized. The equal time anti-commutators for the field are not c-numbers but functions of the field itself. By the explicite calculation we shall show that supersymmetry charges of the model form the supersymmetry algebra(the graded Lie algebra) and the supersymmetry charges exactly generate a constant translation of psi(x) in the spinor space. In this work we restrict our investigation to the two-dimensional space-time for the sake of simplicity. (auth.)

  10. Invariant renormalization method for nonlinear realizations of dynamical symmetries

    International Nuclear Information System (INIS)

    Kazakov, D.I.; Pervushin, V.N.; Pushkin, S.V.

    1977-01-01

    The structure of ultraviolet divergences is investigated for the field theoretical models with nonlinear realization of the arbitrary semisimple Lie group, with spontaneously broken symmetry of vacuum. An invariant formulation of the background field method of renormalization is proposed which gives the manifest invariant counterterms off mass shell. A simple algorithm for construction of counterterms is developed. It is based on invariants of the group of dynamical symmetry in terms of the Cartan forms. The results of one-loop and two-loop calculations are reported

  11. An Incremental Approach to Support Realization of Modularization Benefits

    DEFF Research Database (Denmark)

    Hansen, Poul H. Kyvsgård; Sun, Hongyi

    2010-01-01

    In general, the phenomenon of managing modularization is not well known. The cause-effect relationships between modularization and realized benefits are complex and comprehensive. Though a number of research works have contributed to the study of the phenomenon of efficient and effective...... modularization management it is far from clarified. Recognizing the need for further empirical research, we studied 40 modularity cases. Then we develop a research framework with the purpose of uncovering the current state. Furthermore, we formulate a tentative model aiming at guiding the platform management...

  12. The management and realizing of image data flow in PACS

    International Nuclear Information System (INIS)

    Tao Yonghao; Miao Jingtao

    2002-01-01

    Objective: To explore the management model and realizing of PACS image data-flow. Methods: Based on the implementing environment and management model of PACS image data-flow after full digital reengineering for radiology department in Shanghai First Hospital was completed, analysis on image data flow types, procedure, and achieving pattern were conducted. Results: Two kinds of image data-flow management were set up for the PACS of Shanghai First Hospital, which included image archiving procedure and image forward procedure. The former was implemented with central management model while the latter was achieved with a program that functionally acted as workflow management running on the central server. Conclusion: The image data-flow management pattern, as a key factor for PACS, has to be designed and implemented functionally and effectively depending on the performance environment, the tasks and requirements specified to particular user

  13. Realism in the Realized Popper's Experiment

    Science.gov (United States)

    Hunter, Geoffrey

    2002-12-01

    The realization of Karl Popper's EPR-like experiment by Shih and Kim (published 1999) produced the result that Popper hoped for: no ``action at a distance'' on one photon of an entangled pair when a measurement is made on the other photon. This experimental result is interpretable in local realistic terms: each photon has a definite position and transverse momentum most of the time; the position measurement on one photon (localization within a slit) disturbs the transverse momentum of that photon in a non-predictable way in accordance with the uncertainty principle; however, there is no effect on the other photon (the photon that is not in a slit) no action at a distance. The position measurement (localization within a slit) of the one photon destroys the coherence (entanglement) between the photons; i.e. decoherence occurs. This realistic (albeit retrodictive) interpretation of the Shih-Kim realization of what Popper called his ``crucial experiment'' is in accord with Bohr's original concept of the nature of the uncertainty principle, as being an inevitable effect of the disturbance of the measured system by the measuring apparatus. In this experiment the impact parameter of an incident photon with the centerline of the slit is an uncontrollable parameter of each individual photon scattering event; this impact parameter is variable for every incident photon, the variations being a statistical aspect of the beam of photons produced by the experimental arrangement. These experimental results are also in accord with the proposition of Einstein, Podolski and Rosen's 1935 paper: that quantum mechanics provides only a statistical, physically incomplete, theory of microscopic physical processes, for the quantum mechanical description of the experiment does not describe or explain the individual photon scattering events that are actually observed; the angle by which an individual photon is scattered is not predictable, because the photon's impact parameter with the

  14. Big data or bust: realizing the microbial genomics revolution.

    Science.gov (United States)

    Raza, Sobia; Luheshi, Leila

    2016-02-01

    Pathogen genomics has the potential to transform the clinical and public health management of infectious diseases through improved diagnosis, detection and tracking of antimicrobial resistance and outbreak control. However, the wide-ranging benefits of this technology can only fully be realized through the timely collation, integration and sharing of genomic and clinical/epidemiological metadata by all those involved in the delivery of genomic-informed services. As part of our review on bringing pathogen genomics into 'health-service' practice, we undertook extensive stakeholder consultation to examine the factors integral to achieving effective data sharing and integration. Infrastructure tailored to the needs of clinical users, as well as practical support and policies to facilitate the timely and responsible sharing of data with relevant health authorities and beyond, are all essential. We propose a tiered data sharing and integration model to maximize the immediate and longer term utility of microbial genomics in healthcare. Realizing this model at the scale and sophistication necessary to support national and international infection management services is not uncomplicated. Yet the establishment of a clear data strategy is paramount if failures in containing disease spread due to inadequate knowledge sharing are to be averted, and substantial progress made in tackling the dangers posed by infectious diseases.

  15. The Realization of Focus in Asturian Spanish

    Directory of Open Access Journals (Sweden)

    Covadonga Sánchez-Alvarado

    2018-01-01

    Full Text Available Spanish was classified as a language that only exploits syntactic mechanisms to mark focus. Recent experimental studies, nonetheless, have shown that speakers of different dialects are also able to use prosody to different degrees. This study aims to provide further understanding on the role played by prosody in the realization of focus in Spanish by looking at Asturian Spanish, a dialect in contact with another Romance language, Asturian. The data from a contextualized sentence completion task revealed that a phonological distinction between specific pitch categories (L+

  16. Spontaneously broken realization of supersymmetry in supergravity

    International Nuclear Information System (INIS)

    Ferrara, S.; Trieste Univ.

    1979-01-01

    It is shown that if supersymmetry is relevant for the physical world it must be broken either spontaneously or explicitly. Renormalizability and simplicity are in favor of a spontaneous realization of the symmetry breaking. When supersymmetry is spontaneously broken the spinorial analogue of the Goldstone phenomenon occurs, namely massless particles arise in the spectrum of the theory which carry the same quantum numbers of the broken generators Qsup(i) they are N spin 1/2 Goldstone fermions (goldstinos). These particles may be eaten by spin 3/2 gauge particles (gravitinos) when supersymmetry is gauged. It is shown that both the Higgs effect and super Higgs effect have taken place. 8 of the spin 1/2 particles have been eaten by the spin 3/2 particles and 24 of 70 scalars have been eaten by the spin 3/2 particles and 24 of 70 scalars have been eaten by 24 of the 28 vector particles to provide them with mass. The conclusion is that the number of mass relations is, in general, equal to r-1, where r is the rank of the algebra which generates the spectrum

  17. Realizing the potential of nuclear energy

    International Nuclear Information System (INIS)

    Walske, C.

    1982-01-01

    The future of nuclear power, just as the future of America, can be viewed with optimism. There is hope in America's record of overcoming obstacles, but growth is essential for that hope to be realized. Despite the downturn in energy demand made possible by conservation, we will need a 35% growth in total energy for new workers and production. Electricity generated by nuclear or coal can make US production more cost-competitive, and it can power mass-transit systems, electric heat pumps, and communications and information systems. Changes in electricity and gross national product (GNP) have been more closely in step since 1973 than have total energy and GNP. The nuclear power units now under construction will add 80,000 megawatts to the 56,000 now on line. It is important to note that, while utilities are cancelling plans for nuclear plants, they aren't ordering new coal plants, which shows the impact of the high cost of money. Interest rates must come down and public-relations efforts to sell electricity must improve to change the situation. Although capital shortages are real, waste disposal is a problem of perception that was politically induced because the government failed to provide a demonstration of safety as the French are doing. Streamlined regulatory and insurance procedures can help to justify optimism in the nuclear option. 4 figures

  18. Predicting fundamental and realized distributions based on thermal niche: A case study of a freshwater turtle

    Science.gov (United States)

    Rodrigues, João Fabrício Mota; Coelho, Marco Túlio Pacheco; Ribeiro, Bruno R.

    2018-04-01

    Species distribution models (SDM) have been broadly used in ecology to address theoretical and practical problems. Currently, there are two main approaches to generate SDMs: (i) correlative, which is based on species occurrences and environmental predictor layers and (ii) process-based models, which are constructed based on species' functional traits and physiological tolerances. The distributions estimated by each approach are based on different components of species niche. Predictions of correlative models approach species realized niches, while predictions of process-based are more akin to species fundamental niche. Here, we integrated the predictions of fundamental and realized distributions of the freshwater turtle Trachemys dorbigni. Fundamental distribution was estimated using data of T. dorbigni's egg incubation temperature, and realized distribution was estimated using species occurrence records. Both types of distributions were estimated using the same regression approaches (logistic regression and support vector machines), both considering macroclimatic and microclimatic temperatures. The realized distribution of T. dorbigni was generally nested in its fundamental distribution reinforcing theoretical assumptions that the species' realized niche is a subset of its fundamental niche. Both modelling algorithms produced similar results but microtemperature generated better results than macrotemperature for the incubation model. Finally, our results reinforce the conclusion that species realized distributions are constrained by other factors other than just thermal tolerances.

  19. Generalized Jaynes-Cummings model as a quantum search algorithm

    International Nuclear Information System (INIS)

    Romanelli, A.

    2009-01-01

    We propose a continuous time quantum search algorithm using a generalization of the Jaynes-Cummings model. In this model the states of the atom are the elements among which the algorithm realizes the search, exciting resonances between the initial and the searched states. This algorithm behaves like Grover's algorithm; the optimal search time is proportional to the square root of the size of the search set and the probability to find the searched state oscillates periodically in time. In this frame, it is possible to reinterpret the usual Jaynes-Cummings model as a trivial case of the quantum search algorithm.

  20. Bootstrapping realized volatility and realized beta under a local Gaussianity assumption

    DEFF Research Database (Denmark)

    Hounyo, Ulrich

    The main contribution of this paper is to propose a new bootstrap method for statistics based on high frequency returns. The new method exploits the local Gaussianity and the local constancy of volatility of high frequency returns, two assumptions that can simplify inference in the high frequency...... context, as recently explained by Mykland and Zhang (2009). Our main contributions are as follows. First, we show that the local Gaussian bootstrap is firstorder consistent when used to estimate the distributions of realized volatility and ealized betas. Second, we show that the local Gaussian bootstrap...... matches accurately the first four cumulants of realized volatility, implying that this method provides third-order refinements. This is in contrast with the wild bootstrap of Gonçalves and Meddahi (2009), which is only second-order correct. Third, we show that the local Gaussian bootstrap is able...